SOME COMMENTS ON THE USE AND ABUSE OF THE HODRICK- PRESCOTT FILTER (2009)
Diego J. Pedregal, Escuela Técnica, Superior Ingenieros Industriales, Peter C. Young
It is always good practice in scientific research to keep an eye on other, similar disciplines and try to improve one’s own methods in relation to relevant advances in other areas. Many times, one...
Romanowicz, Renata J., Young, Peter C., Beven, Keith J., Pappenberger, Florian
Operational flood forecasting requires accurate forecasts with a suitable lead time, in order to be able to issue appropriate warnings and take appropriate emergency actions. Recent improvements in...
Abstract: The paper presents a unified approach to the modelling, forecasting and control of natural and man-made environmental systems. The modelling approach exploits the author’s Data-Based...
Peter C. Young, Renata J. Romanowicz
Abstract: The problem of Prediction in Ungauged Basins (PUB) is intimately linked with the concept of regionalisation; namely the transfer of information from one catchment that is gauged to another...
Water Quality Modelling in Rivers with Limited Observational Data: River Elbe Case Study (2007)
Renata J. Romanowicz, Ulrich Callies, Peter C. Young
Abstract: Water quality predictions in an ungauged catchment require the development of a model that is able to capture the basic physical features of the process and depends only on variables that...
Environmental Time Series Analysis and Forecasting with the Captain Toolbox. (2007)
Taylor, C. James, Pedregal, Diego J., Young, Peter C., Tych, Wlodek
The Data-Based Mechanistic (DBM) modelling philosophy emphasises the importance of parametrically efficient, low order, ‘dominant mode’ models, as well as the development of stochastic methods...
Young, Peter C., Levsen, Larry D.
The report describes a FORTRAN V digital computer program which applies state space methods to the design of linear time-invariant systems. The significant results from this theory applicable to...
Macroscopic traffic flow modelling and ramp metering control using Matlab/Simulink. (2004)
Taylor, C. James, McKenna, Paul G., Young, Peter C., Chotai, Arun, Mackinnon, Mike
Computer programs to simulate traffic flow offer an opportunity to evaluate new strategies for reducing delays, congestion, fuel consumption and pollution. This paper describes a Statistical Traffic...
Jarvis, Andrew J., Schulz , Karsten, Stauch , Vanessa J., Young , Peter C.
Novel nonstationary and nonlinear dynamic time series analysis tools are applied to multiyear eddy covariance CO2 flux and micrometeorological data from the Harvard Forest and University of Michigan...
Young, Peter C., Romanowicz, Renata J.
The problem of Prediction in Ungauged Basins (PUB) is intimately linked with the concept of regionalisation; namely the transfer of information from one catchment that is gauged to another that is...
Water Quality Modelling in Rivers with Limited Observational Data: River Elbe Case Study. (2004)
Romanowicz, Renata J., Callies, Ulrich, Young, Peter C.
Water quality predictions in an ungauged catchment require the development of a model that is able to capture the basic physical features of the process and depends only on variables that are easily...
Data-Based Mechanistic Modelling (2004)
And Control For, Peter C. Young
The lecture will present a unified approach to modelling and control system design for use in the planning and management of natural and manmade environmental systems. The modelling approach exploits...
Tych, Wlodek, Pedregal, Diego J., Young, Peter C., Davies, John
An Unobserved Components (UC) Model based on an enhanced version of the Dynamic Harmonic Regression model, including new multi-rate and modulated cycle procedures, is used to develop a customised...
Advances in real-time flood forecasting. (2002)
This paper discusses the modelling of rainfall-flow (rainfall-run-off) and flow-routeing processes in river systems within the context of real-time flood forecasting. It is argued that deterministic,...
Bashford, Kathy, Beven, Keith J., Young, Peter C.
The use of small-scale process descriptions at larger scales has been identified as a major problem in hydrological modelling. An alternative is to use measurements taken at a larger scale, such as...
Space-time-time calibration of radar-rainfall data. (2002)
Brown, Patrick E., Diggle, Peter J., Lord, Martin E., Young, Peter C.
Motivated by a specific problem concerning the relationship between radar reflectance and rainfall intensity, the paper develops a space–time model for use in environmental monitoring applications....
Data-based mechanistic and topdown modelling (2002)
Abstract: The paper discusses the problems associated with environmental modelling and the need to develop simple, ‘top-down’, stochastic models that match the information content of the data. It...
Identification of non-linear stochastic systems by state dependent parameter estimation. (2001)
Young, Peter C., Mckenna, Paul, Bruun, John
The paper outlines how improved estimates of time variable parameters in models of stochastic dynamic systems can be obtained using recursive filtering and fixed interval smoothing techniques, with...
Data-based mechanistic modeling, forecasting and control. (2001)
This article briefly reviews the main aspects of the generic data based mechanistic (DBM) approach to modeling stochastic dynamic systems and shown how it is being applied to the analysis,...
Data-based mechanistic modelling, forecasting, and control. (2001)
This article briefly reviews the main aspects of the generic data based mechanistic (DBM) approach to modeling stochastic dynamic systems and shown how it is being applied to the analysis,...
Price, Laura E., Bacon, Mark A., Young, Peter C., Davies, William J.
This paper demonstrates the use of a novel suite of data-based, recursive modelling techniques for the investigation of biological and other time-series data, including high resolution leaf...
Design and application of PIP controllers: robust control of the IFAC93 Benchmark. (2001)
Chotai, Arun, Taylor, C. James, Young, Peter C.
Proportional-integral-plus (PIP) controllers exploit the full power of optimal state variable feedback within a nonminimum state space (NMSS) setting. They are simple to implement and provide a...
Design and application of PIP controllers: robust control of the IFAC ’93 benchmark. (2001)
Taylor, C. James, Chotai, Arun, Young, Peter C.
Proportional-integral-plus (PIP) controllers exploit the full power of optimal state variable feedback within a nonminimum state space (NMSS) setting. They are simple to implement and provide a...
Chotai, Arun, Ghavipanjeh, F., Taylor, C. James, Young, Peter C.
This paper presents the result of an investigation into the Proportional Integral Plus (PIP) control of nitrate in the second zone of an activated sludge benchmark. A data-based reduced order model...
Reconstructing historic reservoir sedimentation rates using data-based mechanistic modelling. (2001)
Rowan, J. S., Price, L. E., Fawcett, C. P., Young, Peter C.
This paper reports an application of data-based mechanistic (DBM) modelling to the study of reservoir sedimentation. A detailed monitoring programme in the catchment of the Wyresdale Park reservoir...
Price, Laura E., Bacon, Mark A., Young, Peter C., Davies, William J.
This paper demonstrates the use of a novel suite of data‐based, recursive modelling techniques for the investigation of biological and other time‐series data, including high resolution...
Recent developments in the modelling of imperfectly mixed airspaces. (2000)
Young, Peter C., Price, Laura, Berckmans, Daniel, Janssens, Karl
This paper discusses the Data-Based Mechanistic (DBM) approach to modelling the micro-climate in agricultural buildings. Here, the imperfect mixing processes that dominate the system behaviour during...
Price, L. E., Fawcett, C. P., Young, Peter C., Rowan, J. S.
The data-based mechanistic (DBM) modelling methodology is applied to the study of reservoir sedimentation. A lumped-parameter, discrete-time model has been developed which directly relates rainfall...
Modelling and control design for free air carbon dioxide enrichment (FACE) systems. (2000)
Taylor, C. James, Young, Peter C., Chotai, Arun, Mcleod, A., Glasock, A. R.
Proportional-integral-plus (PIP) control is employed to maintain gas concentration in a small-scale free air carbon dioxide enrichment (FACE) system. FACE systems are designed to produce controlled...
Price, L. E., Goodwill, P., Young, Peter C., Rowan, J. S.
This paper outlines the application of a new data-based mechanistic (DBM) modelling methodology to the characterization of the sediment transmission dynamics in a small upland reservoir, Wyresdale...
Dynamic harmonic regression. (1999)
Young, Peter C., Pedregal, D., Tych, Wlodek
This paper describes in detail a flexible approach to nonstationary time series analysis based on a Dynamic Harmonic Regression (DHR) model of the Unobserved Components (UC) type, formulated within a...
Data-based mechanistic modelling, generalised sensitivity and dominant mode analysis. (1999)
Since the inherent uncertainty associated with most environmental and climatic systems is often acknowledged, it is surprising that most mathematical models of such systems are large, complex and...
Recursive and en-bloc approaches to signal extraction. (1999)
In the literature on unobservable component models , three main statistical instruments have been used for signal extraction: fixed interval smoothing (FIS), which derives from Kalman's seminal work...
Price, Laura, Young, Peter C., Berckmans, Daniel, Janssens, Karl, Taylor, James
This paper discusses the Data-Based Mechanistic (DBM) approach to modelling the micro-climate in agricultural buildings. Here, the imperfect mixing processes that dominate the system behaviour during...
Dynamic harmonic regression (1999)
Peter C. Young, Diego J. Pedregal, Wlodek Tych
seasonal adjustment, dynamic harmonic regression This paper describes in detail a flexible approach to nonstationary time series analysis based on a Dynamic Harmonic Regression (DHR) model of the...
Recursive and en-bloc approaches to signal extraction (1999)
Peter Young, Diego Pedregal, Peter C Young
In the literature on Unobservable Component Models, three main statistical instruments have been used for signal extraction: Fixed Interval Smoothing (FIS) which derives from Kalman’s seminal work...
Macro-economic relativity: government spending, private investment and unemployment (1999)
A new approach to time series modelling is used to explore how government spending and private capital investment may have influenced the unemployment rate in the USA between 1948 and 1988. The...
Taylor, C. James, Young, Peter C., Chotai, Arun, Whittaker, J.
The paper discusses the automatic control of motorway traffic flows utilising ramp metering, i.e. traffic lights on the on-ramp entrances. A multivariable ramp metering system is developed, based on...
Taylor, C. James, Young, Peter C., Chotai, Arun, Whittaker, J.
The paper discusses the automatic control of motorway traffic flows utilising ramp metering, i.e. traffic lights on the on-ramp entrances. A multivariable ramp metering system is developed, based on...
An Instrumental Variable Method for Real-Time Identification of a Noisy Process. (1998)
The problem of real-time process parameter estimation from normal operating data has received considerable attention in recent years. The various techniques developed range from largely deterministic...
Modelling and PIP control design for open top chambers. (1998)
Lees, M. J., Taylor, C. James, Young, Peter C., Chotai, Arun
The paper first describes the identification of a control model for carbon dioxide concentration in an open-top chamber (OTC) used in plant physiology atmospheric change experiments. This model is...
Chotai, Arun, Young, Peter C., McKenna, Paul, Tych, Wlodek
The proportional-integral-plus (PIP) controller for single-input, single-output, linear systems described by delta (delta) operator models, as presented in a companion paper, is extended to linear,...
Young, Peter C., Chotai, Arun, McKenna, P., Tych, Wlodek
The paper presents a general approach to state variable feedback control of rapidly sampled linear systems described by discrete differential or delta (delta) operator transfer function models. This...
Mathematical modelling in the natural and engineering sciences is most often dominated by a philosophy of deterministic reductionism. Moreover, many of the ‘simulation' models that emerge from this...
Uncertainty and sensitivity in global carbon cycle modelling. (1998)
Parkinson, Stuart, Young, Peter C.
This paper summarises the results obtained from a stochastic sensitivity study in the area of global carbon cycle modelling. In particular, it outlines how Monte Carlo Simulation (MCS) techniques and...
Data-based mechanistic modelling of engineering systems. (1998)
This paper outlines a new approach to the statistical identification and estimation of dynamic models for a widely applicable class of linear and nonlinear systems based on a combination of...
Proportional-integral-plus (PIP) control of time delay systems. (1998)
Taylor, C. James, Chotai, Arun, Young, Peter C.
The paper shows that the digital proportional-integral-plus (PIP) controller formulated within the context of non-minimum state space (NMSS) control system design methodology is directly equivalent,...
Ye, Wei, Jakeman, Anthony J., Young, Peter C.
The paper discusses how the conceptual rainfall-runoff model IHACRES (Identification of Hydrographs And Components from Rainfall, Evapotranspiration and Streamflow data) has been extended for...
Abstract: The paper discusses the problems associated with environmental modelling and the need to consider uncertainty in the formulation, identification, estimation and validation of environmental...
An analysis of international tourism demand in Spain. (1997)
Young, Peter C., Pedregal, Diego
Although the state-space, unobserved component approach to forecasting has many advantages, it must be applied carefully in practice and should not be used in an uncritical, ‘black box’ fashion....
Recent advances in data-based modelling and analysis of hydrological systems. (1997)
Young, Peter C., Jakeman, Anthony J., Post, David A.
Hydrological systems present several difficulties for modellers. A data-based approach utilizing objective statistical analysis of output and/or input-output time series behaviour has much to offer,...
Time-variable parameter and trend estimation in non-stationary economic time series. (1994)
The paper describes a general approach to the modelling of nonlinear and nonstationary economic systems from time-series data. This method exploits recursive state space filtering and fixed interval...
Data-based mechanistic modelling and the rainfall-flow non-linearity. (1994)
Young, Peter C., Beven, Keith J.
Although rainfall-flow processes have received much attention in the hydrological literature, the nature of the non-linear processes involved in the relationship between rainfall and river flow still...
Recursive estimation and time - series analysis : an introduction / Peter Young (1984)
Based on lecture notes originally prepared for a NATO summer school on "The theory and practice of systems modelling and identification" held July 17-28, 1972, at the Ecole nationale supérieure de...
Space-time calibration of radar rainfall data
Patrick E. Brown, Peter J. Diggle, Martin E. Lord, Peter C. Young
Some Comments on the Use and Abuse of the Hodrick-Prescott Filter
Pedregal, Diego J., Young, Peter C.
No Abstract is available for this article
Recursive estimation and modelling of nonstationary and nonlinear time series
Peter C. Young, David E. Runkle
This paper presents a unified approach to nonlinear and nonstationary time-series analysis for a fairly wide class of linear time variable parameter (TVP) or nonlinear systems. The method theory...