STA442 – Homework 3, Smoothing (Solution)

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STA442 Methods of Applied Statistics
1 CO2
Figure 1 shows atmoshperic Carbon Dioxide concentrations from an observatory in Haiwaii, made available by the Scripps COϵ Program at scrippsco2.ucsd.edu. The figure was produced with code in the appendix.

Figure 1: CO2 at Mauna Loa Observatory, Hawaii
Write a short consulting report (roughly a page of writing) discussing if the CO2 data appears to be impacted by the following events:
• the global economic recessions around 1980-1982;
• the fall of the Berlin wall almost exactly 30 years ago, preceding a dramatic fall in industrial production in the Soviet Union and Eastern Europe;
This last event is particularly important, as it suggests the growth rate of CO2 in the atmosphere should be lower now that it has been in the recent past.
You should
• explain fully the model you are using and why you have chosen to use it
• make your graphs look nice
• at a minimum, plot the estimated smoothed trend of CO2 and discuss whether it appears shallower or steeper after the events listed above.
• you could consider estimating the derivative of the trend. The help files for predict.gam show how to do this, and some code doing it in inla are in the appendix.
• visual investigation is sufficient, you aren’t expected for formally test for effects.
2 Heat
The IPCC states
Human activities are estimated to have caused approximately 1.0°C of global warming above preindustrial levels, with a likely range of 0.8°C to 1.2°C. Global warming is likely to reach 1.5°C between 2030 and 2052 if it continues to increase at the current rate. (high confidence)
see www.ipcc.ch/sr15/resources/headline-statements
Your task is to prepare a short report (at most 2 pages of writing) discussing whether the data from Sable Island is broadly supportive of this statement from the IPCC. If you wish, you could write a report as a response to the following letter.
To: You
From: Maxim Burningier
Dear highly talented Statistician,
Many thanks in anticipation
Maxim-the-denier

(c) fit (d) samples
Figure 2: Sable island temperature data
Appendix
CO2
cUrl = paste0(“http://scrippsco2.ucsd.edu/assets/data/atmospheric/”,
“stations/flask_co2/daily/daily_flask_co2_mlo.csv”) cFile = basename(cUrl) if (!file.exists(cFile)) download.file(cUrl, cFile) co2s = read.table(cFile, header = FALSE, sep = “,”, skip = 69, stringsAsFactors = FALSE, col.names = c(“day”,
“time”, “junk1”, “junk2”, “Nflasks”, “quality”,
tz = “UTC”)
# remove low-quality measurements co2s[co2s$quality >= 1, “co2”] = NA
xlab = “time”, ylab = “ppm”)
The code below might prove useful.
units = “days”)) co2s$cos12 = cos(2 * pi * co2s$days/365.25) co2s$sin12 = sin(2 * pi * co2s$days/365.25) co2s$cos6 = cos(2 * 2 * pi * co2s$days/365.25) co2s$sin6 = sin(2 * 2 * pi * co2s$days/365.25) cLm = lm(co2 ~ days + cos12 + sin12 + cos6 + sin6,
data = co2s)
summary(cLm)$coef[, 1:2]
0, 0, tz = “UTC”), by = “1 days”, length.out = 365 *
“upper”, “est”)], lty = 1, col = c(“yellow”, “yellow”,
“black”)) newX = newX[1:365, ] newX$days = 0

(a) forecast (b) cycle
Figure 3: Results
library(“INLA”)
tz = “UTC”), by = “14 days”)
timePoints = timeBreaks[-1]
# derivatives of time random effect
D = Diagonal(length(timePoints)) – bandSparse(length(timePoints), k = -1)
derivLincomb = inla.make.lincombs(timeRw2 = D[-1, ]) names(derivLincomb) = gsub(“^lc”, “time”, names(derivLincomb))
# seasonal effect
StimeSeason = seq(ISOdate(2009, 9, 1, tz = “UTC”), ISOdate(2011, 3, 1, tz = “UTC”), len = 1001)
StimeYear = as.numeric(difftime(StimeSeason, timeOrigin,
“days”))/365.35 seasonLincomb = inla.make.lincombs(sin12 = sin(2 * pi * StimeYear), cos12 = cos(2 * pi * StimeYear), sin6 = sin(2 * 2 * pi * StimeYear), cos6 = cos(2 *
2 * pi * StimeYear)) names(seasonLincomb) = gsub(“^lc”, “season”, names(seasonLincomb))
# predictions
StimePred = as.numeric(difftime(timePoints, timeOrigin, units = “days”))/365.35
predLincomb = inla.make.lincombs(timeRw2 = Diagonal(length(timePoints)),
`(Intercept)` = rep(1, length(timePoints)), sin12 = sin(2 *
pi * StimePred), cos12 = cos(2 * pi * StimePred),
sin6 = sin(2 * 2 * pi * StimePred), cos6 = cos(2 *
2 * pi * StimePred)) names(predLincomb) = gsub(“^lc”, “pred”, names(predLincomb))
StimeIndex = seq(1, length(timePoints))
timeOriginIndex = which.min(abs(difftime(timePoints, timeOrigin)))
# disable some error checking in INLA
library(“INLA”) mm = get(“inla.models”, INLA:::inla.get.inlaEnv())
if(class(mm) == ‘function’) mm = mm() mm$latent$rw2$min.diff = NULL
assign(“inla.models”, mm, INLA:::inla.get.inlaEnv())
co2res = inla(co2 ~ sin12 + cos12 + sin6 + cos6 +
f(timeRw2, model = ‘rw2′,
values = StimeIndex,
prior=’pc.prec’, param = c(log(1.01)/26, 0.5)),
data = co2s, family=’gamma’, lincomb = c(derivLincomb, seasonLincomb, predLincomb), control.family = list(hyper=list(prec=list(prior=’pc.prec’, param=c(2, 0.5)))),
# add this line if your computer has trouble
# control.inla = list(strategy=’gaussian’, int.strategy=’eb’), verbose=TRUE)
matplot(timePoints, exp(co2res$summary.random$timeRw2[, c(“0.5quant”, “0.025quant”, “0.975quant”)]), type = “l”, col = “black”, lty = c(1, 2, 2), log = “y”, xaxt = “n”,
xlab = “time”, ylab = “ppm”)
xax = pretty(timePoints) axis(1, xax, format(xax, “%Y”))
derivPred = co2res$summary.lincomb.derived[grep(“time”,
rownames(co2res$summary.lincomb.derived)), c(“0.5quant”,
“0.025quant”, “0.975quant”)] scaleTo10Years = (10 * 365.25/as.numeric(diff(timePoints,
units = “days”)))
matplot(timePoints[-1], scaleTo10Years * derivPred,
type = “l”, col = “black”, lty = c(1, 2, 2), ylim = c(0,
axis(1, xax, format(xax, “%Y”))
abline(v = ISOdate(2008, 1, 1, tz = “UTC”), col = “blue”) matplot(StimeSeason, exp(co2res$summary.lincomb.derived[grep(“season”,
rownames(co2res$summary.lincomb.derived)), c(“0.5quant”, “0.025quant”, “0.975quant”)]), type = “l”, col = “black”, lty = c(1, 2, 2), log = “y”, xaxs = “i”, xaxt = “n”,
xlab = “time”, ylab = “relative ppm”)
xaxSeason = seq(ISOdate(2009, 9, 1, tz = “UTC”), by = “2 months”,
len = 20)
axis(1, xaxSeason, format(xaxSeason, “%b”)) timePred = co2res$summary.lincomb.derived[grep(“pred”,
rownames(co2res$summary.lincomb.derived)), c(“0.5quant”,
“0.025quant”, “0.975quant”)] matplot(timePoints, exp(timePred), type = “l”, col = “black”,
lty = c(1, 2, 2), log = “y”, xlim = ISOdate(c(2010,
2025), 1, 1, tz = “UTC”), ylim = c(390, 435), xaxs = “i”, xaxt = “n”, xlab = “time”, ylab = “ppm”)
xaxPred = seq(ISOdate(2010, 1, 1, tz = “UTC”), by = “5 years”,
len = 20) axis(1, xaxPred, format(xaxPred, “%Y”))

Figure 4: INLA results
Heat
heatUrl = “http://pbrown.ca/teaching/appliedstats/data/sableIsland.rds” heatFile = tempfile(basename(heatUrl)) download.file(heatUrl, heatFile) x = readRDS(heatFile)
cos6, data = xSub)
startingValues = c(lmStart$fitted.values, rep(lmStart$coef[1],
nlevels(xSub$week)), rep(0, nlevels(xSub$weekIid) + nlevels(xSub$yearFac)), lmStart$coef[-1]) INLA::inla.doc(‘^t$’) library(“INLA”)
mm = get(“inla.models”, INLA:::inla.get.inlaEnv()) if(class(mm) == ‘function’) mm = mm() mm$latent$rw2$min.diff = NULL
assign(“inla.models”, mm, INLA:::inla.get.inlaEnv())
sableRes = INLA::inla(
Max.Temp…C. ~ 0 + sin12 + cos12 + sin6 + cos6 + f(week, model=’rw2′, constr=FALSE, prior=’pc.prec’, param = c(0.1/(52*100), 0.05)) +
f(weekIid, model=’iid’, prior=’pc.prec’, param = c(1, 0.5)) +
f(yearFac, model=’iid’, prior=’pc.prec’,
param = c(1, 0.5)),
family=’T’, control.family = list(
hyper = list(
prec = list(prior=’pc.prec’, param=c(1, 0.5)), dof = list(prior=’pc.dof’, param=c(10, 0.5)))),
control.mode = list(theta = c(-1,2,20,0,1), x = startingValues, restart=TRUE),
control.compute=list(config = TRUE),
# control.inla = list(strategy=’gaussian’, int.strategy=’eb’), data = xSub, verbose=TRUE) sableRes$summary.hyper[, c(4, 3, 5)]
0.5quant 0.025quant
precision for the student-t observations 3.211698e-01 3.141445e-01
degrees of freedom for student-t 1.379119e+01 1.142332e+01
Precision for week 3.439837e+09 2.608100e+09
Precision for weekIid 8.335287e-01 7.665303e-01
Precision for yearFac 2.038099e+00 1.348922e+00
0.975quant
precision for the student-t observations 3.312381e-01
degrees of freedom for student-t 1.673788e+01
Precision for week 4.543424e+09
Precision for weekIid 8.875598e-01
Precision for yearFac 2.753691e+00
sableRes$summary.fixed[, c(4, 3, 5)]
0.5quant 0.025quant 0.975quant
sin12 -4.6739279 -5.189943 -4.15843811 cos12 4.7607402 4.470423 5.05090575 sin6 -2.0499222 -2.273244 -1.82670780 cos6 -0.1529845 -0.324455 0.01837625
Pmisc::priorPost(sableRes)$summary[, c(1, 3, 5)]
mean 0.025quant 0.975quant
sd for t 1.763458e+00 1.737520e+00 1.784166e+00 sd for week 1.709116e-05 1.483571e-05 1.958113e-05 sd for weekIid 1.097193e+00 1.061454e+00 1.142182e+00 sd for yearFac 7.091899e-01 6.026184e-01 8.610067e-01 mySample = inla.posterior.sample(n = 24, result = sableRes,
num.threads = 8, selection = list(week = seq(1,
nrow(sableRes$summary.random$week))))
length(mySample) names(mySample[[1]])
weekSample = do.call(cbind, lapply(mySample, function(xx) xx$latent)) dim(weekSample) head(weekSample)
xlab = “time”, ylab = “degrees C”, col = “red”, xaxt = “n”)
forXaxis2 = ISOdate(seq(1880, 2040, by = 20), 1, 1,
tz = “UTC”)
axis(1, forXaxis2, format(forXaxis2, “%Y”)) myCol = mapmisc::colourScale(NA, breaks = 1:8, style = “unique”,
col = “Set2”, opacity = 0.3)$col
matplot(weekValues[-1], weekSample, type = “l”, lty = 1,
col = myCol, xlab = “time”, ylab = “degrees C”, xaxt = “n”, xaxs = “i”) axis(1, forXaxis2, format(forXaxis2, “%Y”))

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