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CATS Papers - Chronological

The following is a list of CATS publications. In most cases you can download the full article.

2010-2014

Daron, J. and Stainforth, D.A. Assessing pricing assumptions for weather index insurance in a changing climate|, Climate Risk Management (accepted, Jan 14)

Bradley, S., Frigg, R., Du, H. and Smith, L.A. 'Model Error and Ensemble Forecasting: A Cautionary Tale|,' in Guichun C. Guo and Chuang Liu (ed.) Scientific Explanation and Methodology of Science, Singapore: World Scientific.

Smith, L.A. and Petersen, A.C., (2014) 'Variations on Reliability: Connecting Climate Predictions to Climate Policy|,' forthcoming in Boumans, M., Hon, G. and Petersen, A.C. (ed.) Error and Uncertainty in Scientific Practice, London: Pickering & Chatto.

Frigg, R., Bradley, S., Du, H. and Smith, L.A. (2014) Laplace's Demon and the Adventures of his Apprentices|, Philosophy of Science, 81 (1) (January 2014), pp. 31-59.

Lopez, A., Smith, L.A. and Suckling, E.B. (2013) Robustness of pattern scaled climate change scenarios for adaptation decision support|, Climatic Change, DOI: 10.1007/s10584-013-1022-y. Supplementary material|.

Suckling, E.B. and Smith, L.A. (2013) An evaluation of decadal probability forecasts from state-of-the-art climate models|, Journal of Climate, 26 (23): 9334-9347.  Supplementary material|

Du, H. and Smith, L.A. (2013) Pseudo-orbit Data Assimilation Part I: The Perfect Model Scenario|, Journal of the Atmospheric Sciences. doi: 10.1175/JAS-D-13-032.1

Du, H. and Smith, L.A. (2013) Pseudo-orbit Data Assimilation Part II: Assimilation with Imperfect Models|, Journal of the Atmospheric Sciences. doi: 10.1175/JAS-D-13-033.1

Calel, R., Stainforth, D.A., and Dietz, S. (2013) Tall tales and Fat tails: The science and economics of extreme warming|, Climatic Change,  Sept 2013.

Imbers, J., Lopez, A., Huntingford, C., and Allen, M.R. (2013) Testing the robustness of the anthropogenic climate change detection statements using different empirical models|Journal of Geophysical Research: Atmospheres, 118 (8), 3192–3199. DOI: 10.1002/jgrd.50296

Imbers, J., Lopez, A., Huntingford, C., and Allen, M.R. (2013) Sensitivity of climate change detection and attribution to the characterization of internal climate variability|, Journal of Climate, DOI: 10.1175/JCLI-D-12-00622.1.

Capparelli, V., Franzke, C., Vecchio, A., Freeman, M.P., Watkins, N.W. and Carbone, V., A spaciotemporal analysis of U.S. station temperature trends over the last century|, Journal of Geophysical Research: Atmospheres, Vol.118, 1-8, doi:10.1002/jgrd.50551, 2013.

Stainforth, D.A., Chapman, S.C. and Watkins, N.W. (2013) Mapping climate change in European temperature distributions|, Environmental Research Letters, 8 (034031). Video abstract|.

Daron, J.D. and Stainforth, D.A. (2013) On predicting climate under climate change|. Environmental Research Letters, 8 (034021). Video-abstract|.

Chapman, S.C., Stainforth, D.A. and Watkins, N.W. (2013) On Estimating Local Long Term Climate Trends|, Phil. Trans. R. Soc. A, 371 (1991). 

Baker, D.J.  (15 February 2013) Climate Change as an Intergenerational Problem, Proceedings of the U.S. National Academy of Sciences, www.pnas.org/cgi/doi/10.1073/pnas.1302536110|.

Millner, A., Calel, R., Stainforth, D.A. and MacKerron, G. (2013) Do probabilistic expert elicitations capture scientists’ uncertainty about climate change?|, Climatic Change, 116(2): 427-436.

Watkins, N.W. (2013) Bunched black (and grouped grey) swans: Dissipative and Non-Dissipative Models of Correlated Extreme Fluctuations in Complex Geosystems|, Geophysical Research Letters, 40 (2): 402–410.

Frigg, R., Smith, L.A. and Stainforth, D.A. (2013) The Myopia of Imperfect Climate Models: The Case of UKCP09|, Philosophy of Science, 80 (5), pp.886-897.

Glendinning, P. and Smith, L.A. (2013) Lacunarity and Period-doubling|, Dynamical Systems.

Machete, R.L. (2013) Model Imperfection and Predicting Predictability, International Journal of Bifurcation and Chaos, 23 (8): 1330027.

Machete, R.L. (2013) Contrasting Probabilistic Scoring Rules, Journal of Statistical Planning and Inference, 143 (10): 1781-1790.

Barrieu, P. and Giammarino, F. (2013) Indifference pricing with uncertainty averse preferences, Journal of Mathematical Economics, 49, 22-27.

Barrieu, P. and El Karoui, N. (2013) Monotone stability of quadratic semimartingales with applications to general unbounded quadratic BSDEs, The Annals of Probability, 41, 1831-1853.

Barrieu, P. and Loubergé, H. (2013) Reinsurance and securitisation in life risk: the impact of regulatory constraints, Insurance: Mathematics and Economics, 52, 135-144.

Ranger, N. and Niehoerster, F. (2012) Deep uncertainty in long-term hurricane risk: Scenario generation and implications for future climate experiments|, Global Environmental Change, 22:3.

Baker, D.J. (14 December 2012) Cloudy Forecast for Weather Satellite Data|, a letter in Science, 338, 1419.

Smith, L.A. and Stainforth, D.A. (13 September 2013) Clarify the limits of climate models| in Nature, Correspondence, Vol. 489.

Frigg, R., Bradley, S., Machete, R.L. and Smith, L.A. (2013) 'Probabilistic Forecasting: Why Model Imperfection Is a Poison Pill|', in Andersen, H., Dieks, D., Wheeler, G., Gonzalez, W., and Uebel, T. (ed.) New Challenges to Philosophy of Science. Berlin and New York: Springer, Vol. 4, 479-491.

Du, H. and Smith, L.A. (2012) Parameter estimation using ignorance|Physical Review E, 86: 016213.

Beven, K., Buytaert, W. and Smith, L.A. (2012) On virtual observatories and modelled realities (or why discharge must be treated as a virtual variable)|Hydrol. Process., 26: 1905-1908.

Giovagnoli, A. and Wynn, H.P. (2012) (U,V) ordering and a duality theorem for risk aversion and Lorenz type orderings, in LSE Philosphy Papers.

Lopez, A. (2012) ‘Regional Implications’, in Booth, C., Hammond, F., Lamond, J. and  Proverbs, D. (ed.) Solutions to Climate Change Challenges in the Built Environment London: Wiley-Blackwell London: Wiley-Blackwell.

Lopez, A. (2012) ‘Chapter 1: Understanding Flood Hazard’, in Jha, A., Bloch, R. and Lamond, J. (ed.) Cities and Flooding: A Guide to Integrated Urban Flood Risk Management for the 21st Century A World Bank Report, Washington D.C.

Suminski, S., Lopez, A., Birkmann, J. and Welle, T. (2012) ‘Current knowledge on relevant methodologies and data requirements as well as lessons learned and gaps identified at different levels, in assessing the risk of loss and damage associated with the adverse effects of climate change' UNFCCC Technical Report.

Maynard, T. and Ranger, N.  (2012) ‘What role for 'Long-term Insurance' in Adaptation? An analysis of the prospects for and pricing of multi-year insurance contracts’, in The Geneva Papers on Risk and Insurance - Issues and Practice.

Surminski, S. (2012) 'The role of insurance risk transfer in encouraging climate investment in developing countries|', in Vinales (ed.) Harnessing Foreign Investments for Environmental Protection Cambridge: Cambridge University Press.

Rowlands, D.J., Frame, D.J., Ackerley, D., Aina, T., Booth, B.B.B., Christensen, C., Collins, M., Faull, N., Forest, C.E., Grandey, B.S., Gryspeerdt, E., Highwood, E.J., Ingram, W.J., Knight, S., Lopez, A., Massey, N., McNamara, F., Meinshausen, N., Piani, C., Rosier, S.M., Sanderson, B.M., Smith, L.A., Stone, 
D.A., Thurston, M., Yamazaki, K., Yamazaki, Y.H. and Allen, M.R. (2012) Broad range of 2050 warming from an observationally constrained large climate model ensemble|, Nature Geoscience, 5, 256–260.

Petersen, A.  (2012) Simulating Nature: A Philosophical Study of Computer-Simulation Uncertainties and Their Role in Climate Science and Policy Advice| (2nd edition). 

Ellepola, J., Thijssena, N., Grievink, J., Avhijeet, A., and van Schijndel, J. (2012) 'Development of a synthesis tool for GasToLiquid complexes' in Computers and Chemical Engineering Journal.  

Barrieu, P. and Sinclair-Desgagné, B. (2012) Economic Policy When Models Disagree, CIRANO - Scientific Publication No. 2009s-03.

Rayner, R.F. (2011) Marine renewable energy, Science in Parliament, Vol. 68 (1).

Visser, H. and Petersen, A.C. (2011) Inferences on weather extremes and weather-related disasters: a review of statistical methods|, in Clim. Past Discuss 7.

Smith, L.A. and Stern, N. (2011) Uncertainty in science and its role in climate policy|, in Phil. Trans. R. Soc. A, 369.

Khare, S. and Smith, L.A. (2011) Data assimilation: A fully nonlinear approach to ensemble formation using Indistinguishable States|, in Monthly Weather Review,  139: 7.

Beven, K., Smith, P.J. and Wood, A. (2011) On the colour and spin of epistemic error (and what we might do about it)|, in Hydrology and Earth System Sciences Discussion, 8. 

Beven, K.J. (2011) 'I believe in climate change but how precautionary do we need to be in planning for the future?', in Hydrological Processes, 25:9.

Barrieu, P., Bensusan, H., El Karoui, N., Hillairet, C., Loisel, S., Ravanelli, C. and Yahia, S. (2011) 'Understanding, modelling and managing longevity risk: key issues and main challenges', in Scandinavian actuarial journal, ISSN 0346-1238. Abstract|.

Ranger, N., Hallegatte, S., Bhattacharya, S., Bachu, M.,  Priya, S., Dhore, K., Rafique, F., Mathur, P., Naville, N., Henriet, F., Herweijer, C., Pohit, S. and Corfee-Morlot, J. (2011) An Assessment of the Potential Impact of Climate Change on Flood risk in Mumbai|, in Nature Climate Change, 104:1.

Hallegatte, S., Ranger, N., Mestre, O., Dumas, P., Corfee-Morlot, J., Herweijer C. and Muir Wood, R. (2011) Assessing Climate Change Impacts, Sea Level Rise and Storm Surge Risk in Port Cities: a case study on Copenhagen|, in Nature Climate Change, 104:1.

Hanson, S., Nicholls, R., Ranger, N., Hallegatte, S., Corfee-Morlot, J., Herweijer, C., and Chateau, J. (2011) A Global Ranking of Port Cities with High Exposure to Climate Extremes|, in Nature Climate Change, 104:1.

Rayner, R.F. (2010) The US Integrated Ocean Observing System in a global context, Journal of the Marine Technology Society, Vol. 44 (6).

Oreskes, N., Stainforth, D.A. and Smith, L.A. (2010) Adaptation to Global Warming: Do Climate Models Tell Us What We Need to Know?|, in Philosphy of Science, 77:5.

Ghil, M., Read, P.L. and Smith, L.A. (2010) Geophysical flows as dynamical systems: the influence of Hide's experiments|, in Astronomy & Geophysics, 51:4.

Fehr, M. and Hinz, J. (2010) Storage costs in commodity option pricing|, in SIAM Journal on Financial Mathematics 1.

Smith, L.A., Cuéllar, M.C., Du, H. and Judd, K. (2010) Exploiting dynamical coherence: A geometric approach to parameter estimation in nonlinear models|, in Physics Letters A, 374.

Riccomagno, E. and Wynn, H.P. (2010) An introduction to regression and errors in variables from an algebraic viewpoint|, in Approximate Commutative Algebra, Texts and Monographs in Symbolic Computation.  

2005-2009

Hagedorn, R.,and Smith, L.A. (2009) Communicating the value of probabilistic forecasts with weather roulette|, Meteorological Applications,16 (2): 143-155. Abstract|.

Rougier, J., Sexton, D.M.H., Murphy, J. M., and Stainforth, D. (2009) Analyzing the Climate Sensitivity of the HadSM3 Climate Model Using Ensembles from Different but Related Experiments, Journal of Climate, 22 (13): 3540-3557.

Barrieu, P. and Louberge, H. (2009) Hybrid cat bonds, Journal of risk and insurance, 76 (3): 547-578. ISSN 0022-4367. Abstract|.

Giammarino, F., and Barrieu, P. (2009) A semiparametric model for the systematic factors of portfolio credit risk premia, Journal of empirical finance, 16 (4): 655-670. ISSN 0927-5398. Abstract|.

Tobelem, S. and Barrieu, P. (2009) Robust asset allocation under model risk. Risk magazine, 76, 91-95. ISSN 0952-8776. Abstract|.

Sáenz-de-Cabezón, E. and Wynn, H.P. (2009) Betti numbers and minimal free resoluations for multi-state system reliability bounds, Journal of Symbolic Computation, 44 (9): 1311-1325.

Judd, K., Reynolds, C.A., Smith, L.A. and Rosmond, T.E. (2008) The Geometry of Model Error (DRAFT)|, Journal of Atmospheric Sciences, 65 (6): 1749-1772. Abstract|.

Barrieu, P., Cazanave, N., and El Karoui, N. (2008) Closedness results for BMO semi-martingales and application to quadratic BSDE's. Comptes Rendus de l'Academie des Sciences, 346 (15-16): 881-886. ISSN 1631-073X. Abstract|.

Barrieu, P. and Jongejan, R. (2008) Insuring large-scale floods in the Netherlands. Geneva papers on risk and insurance, 33, 250-268. ISSN 1018-5895.

Barrieu, P. and Scandolo, G. (2008) General pareto optimal allocations and applications to multi-period risks, Forthcoming in ASTIN Bulletin, 38 (1): 105-136. ISSN 0515-036. Abstract|.

Barrieu, P. and El Karoui, N. (2008) 'Dynamic financial risk management', in 'Yor, M. (ed.) Aspects of mathematical finance', Springer-Verlag, Paris, 23-26. ISBN 8978-3540752585.

Barrieu, P. (2008) Micro-assurance et derives climatiques. L'Art du Management, Les Echos, May 2008.

Bröcker, J. and Smith, L.A. (2008) From Ensemble Forecasts to Predictive Distribution Functions|, Tellus A, 60 (4): 663. Abstract|.

Liu, W., Wynn, H.P. and Hayter, A.J. (2008) Statistical inferences for linear regression models when the covariates have functional relationships: polynomial regression. Journal of Statistical Computation and Simulation, 78 (4): 315-324.

Giovagnoli, A., Marzialetti, J. and Wynn, H.P. (2008) A new approach to inter-rater agreement through stochastic ordering: the discrete case, Metrika, 67 (3): 349-370.

Giovagnoli, A. and Wynn, H.P. (2008) Stochastic orderings for discrete random variables, Statistics and Probability Letters, 78 (16): 2827-2835.

Berstein, Y., Lee, J., Maruri-Aguilar, H., Onn, S., Riccomagno, E., Weismantel, R. and Wynn, H.P. (2008) Nonlinear matroid optimization and experimental design, SIAM Journal on Discrete Mathematics, 22 (3): 901-919.

Haycroft, R., Pronzato, L., Wynn, H.P. and Zhigljavski, A. (2008) Optimal experimental design and quadratic optimisation, Tatra Mountains Mathematical Publications, 29, 115-123.

Perry, M.A., Bates, R.A., Atherton, M.A. and Wynn, H.P. (2008) A finite element based formulations for sensitivity studies of piezoelectric systems, Smart Materials and Structures, Vol. 17, Number 1.

Perry, M.A., Atherton, M.A., Bates, R.A. and Wynn, H.P. (2008) Bond graph sensitivity analysis modelling foir micro-scale multiphysics robust engineering design, Journal of the Franklin Institute, 345 (3): 282-292.

Judd, K., Smith, L.A. and Weisheimer, A. (2007) How good is an ensemble at capturing truth? Using bounding boxes for forecast evaluation|, Q. J. Royal Meteorological Society, 133 (626): 1309-1325. Abstract.

Stainforth, D.A., Allen, M.R., Tredger, E.R. and Smith, L.A. (2007) Confidence, uncertainty and decision-support relevance in climate predictions|, Phil. Trans. R. Soc. A, 365, 2145-2161. Abstract|.

Bröcker, J. and Smith, L.A. (2007) Scoring Probabilistic Forecasts: On the Importance of Being Proper|, Weather and Forecasting, 22 (2): 382-388. Abstract|.

Bröcker, J. and Smith, L.A. (2007) Increasing the Reliability of Reliability Diagrams|Weather and Forecasting, 22 (3): 651-661. Abstract|.

Barrieu, P. and Bellamy, N. (2007) Optimal hitting time and perpetual option in a non-Lévy model: application to real options|, Advances in applied probability, 39 (2): 510-530. ISSN 0001-8678. Abstract|.

Wynn, H.P. (2007) Algebraic solutions to the connectivity problem for m-way layouts: interaction-contrast aliasing, Journal of Statistical Planning and Inference, 138 (1): 259-271.

Bates, R.A., Wynn, H.P. and Fraga, E. (2007) Feasibility Region Approximation: a comparison of search cone and convex hull methods, Engineering Optimization, 39, 513-527.

Liu, W., Hayter, A.J. and Wynn, H.P. (2007) Operability region equivalence: simultaneous confidence bands for the equivalence of two regression models over restricted regions, Biometrical Journal, 49 (1): 144-150.

Hayter, A.J., Liu, W., and Wynn, H.P. (2007) Easy-to-construct confidence bands for comparing tow simple linear regression lines. Journal of Statistical Planning and Inference, 137 (4): 1213-1225.

Hayter, A.J., Wynn, H.P. and Liu, W. (2007) Confidence bands for regression: the independence point method. Southampton Statistical Sciences Research Institute, 15 (S3RI Methodology Working Papers, M05/17).

Smith, L.A. (2006) 'Predictability past predictability present', in Palmer, T. and Hagedorn, R. (ed.) Predictability of weather and climate, Chapter 9, Cambridge, UK: Cambridge University Press.  

Barrieu, P. and Sinclair-Desgagné, B. (2006) On precautionary policies, Management Science, 52 (8): 1145-1154. ISSN 0025-1909.

Barrieu, P. and Schoutens, W. (2006) Iterates of the infinitesimal generators and generalized Stirling numbers associated with certain subordinators, Journal of computational and applied mathematics, 186 (1): 300-323. ISSN 0377-0427.

Pronzato, L., Wynn, H.P. and Zhigliavsky, A. (2006) Asymptotic behaviour of a family of gradient algorithms in R^d and Hilbert space, Mathematical Programming, Series A, 107, 406-438.

Hayter, A.J., Wynn, H.P., and Liu, W. (2006) Slope modified confidence bands for a simple linear regression model, Statistical Methodology, 3, 186-192.

Bates, R.A. and Wynn, H.P. (2006) Modelling feasible design regions using lattice-based kernel methods, Quality and Reliability Engineering International, 20, 135-142.

Pistone, G. and Wynn, H.P. (2006) Cumulant varieties, Journal of Symbolic Computation, 41, 210-221.

Pistone, G., Riccomagno, E. and Wynn, H.P. (2006) Polynomial ideals, monomial bases and a divided difference formula, Rendiconti dell'Istituto di Matematica dell'Università di Trieste, 37, 121-144.

Bates, R.A., Kenert, R.S., Steinberg, D.M., and Wynn, H.P. (2006) Achieving Robust Design from Computer Experiments, Qual. Tech. Qual. Mang. 3. 161-177.

Guerrero, A. and Smith, L.A. (2005) A Maximum Likelihood estimator for Long-range Persistence|, Phys. Lett. A, 355 (2-4): 619-632. Abstract|.

Roulston, M.S., Ellepola, J. and Smith, L.A. (2005) Forecasting Wave Height Probabilities with Numerical Weather Prediction Models|, Ocean Engineering, 32 (14-15): 1841-1863. Abstract|.

Stainforth, D.A., Aina, T., Christensen, C., Collins, M., Frame, D.J., Kettleborough, J.A.,  Knight, S., Martin, A., Murphy, J., Piani, C., Sexton, D., Smith, L., Spicer, R.A., Thorpe, A.J., Webb, M.J., Allen, M.R. (2005) Evaluating Uncertainty in the Climate Response to Changing Levels of Greenhouse Gases|, Nature, 433 (7024): 403-406. Abstract|.

Barrieu, P. and El Karoui, N. (2005) Inf-convolution of risk measures and optimal risk transfer, Finance and stochastics, 9 (2): 269-298. ISSN 0949-2984.

Pronzato, L., Wynn, H.P. and Zhigliavsky, A. (2005) Kantorovich-type inequalities for operators via D-optimal design theory, Linear Algebra Applications, 410, 160-169.

Naiman, D.Q., and Wynn, H.P. (2005) The algebra of Bonferroni bounds: discrete tubes and extensions, Metrika, 62 (2): 139-147.

Weisheimer, A., Smith, L.A., and Judd, K. (2005) A New View of Forecast Skill: Bounding Boxes from the DEMETER Ensemble Seasonal Forecasts|, Tellus, 57 (3): 265-279 MAY.  Abstract.

2000-2004

Barrieu, P., Rouault, A. and Yor, M. (2004) A study of the Hartmann-Watson distribution motivated by numerical problems related to the pricing of Asian options, Journal of applied probability, 41 (4): 1049-1058. ISSN 0021-9002.

Barrieu, P. and El Karoui, N. (2004) Optimal derivatives design under dynamics risk measures, Mathematics in Finance, Comptemporary Mathematics (A.M.S. Proceedings), 13-26.

Barrieu, P. and El Karoui, N. (2004) Optimal risk transfer, Finance, Vol. 25, 31-47.

Golobic, I., Pavlovic, E., von Hardenberg, J., Berry, M., Nelson, R.A., Kenning, D.B.R., and Smith, L.A. (2004) Comparison of a Mechanistic Model for Nucleate Boiling with Experimental Spatio-Temporal Data|, Trans IChemE, Part A, Feb 2004, Chemical Engineering Research and Design, 82 (A), 1-10. Abstract|.

Weisheimer, A., Smith, L.A. and Judd, K. (2004) A New View of Forecast Skill: Bounding Boxes from the DEMETER Ensemble Seasonal Forecasts|, Tellus, 57 (3): 265-279 MAY. Abstract|.

Kilminster, D., Clarke, L., Bröcker, J., Roulston, M., Ziemann, C., and Smith, L.A. (2004) From MOS to eMOS: Generalising Model Output Statistics For Full Ensemble Forecasts.

Judd, K. and Smith. L.A. (2004) Indistinguishable States II: The Imperfect Model Scenario|, Physica D, 196: 224-242. Abstract|.

Altalo, M.G., and Smith, L.A. (2004) Using ensemble weather forecasts to manage utilities risk|, Environmental Finance, October 2004, 20: 8-9. Abstract|.

Kwasniok, F. and Smith, L.A. (2004) Real-time Construction of Optimized Predictions from Data Streams|, Phys. Rev. Lett., 92 (16). Abstract|.

McSharry, P.E. and Smith, L.A. (2004) Consistent Nonlinear Dynamics: identifying model inadequacy|, Physica D, 192: 1-22. Abstract|.

Smith, L.A. and Hansen, J.A. (2004) Extending the Limits of Forecast Verification with the Minimum Spanning Tree|, Mon. Weather Rev., 132 (6): 1522-1528. Abstract|.

Roulston, M.S. and Smith, L.A. (2004) The Boy Who Cried Wolf Revisited: The Impact of False Alarm Intolerance on Cost-Loss Scenarios|, Weather and Forecasting, 19 (2): 391-397. Abstract|.

Judd, K., Smith, L.A. and Weisheimer, A. (2004) Gradient Free Descent: shadowing and state estimation using limited derivative information|, Physica D, 190 (3-4): 153-166. Abstract|.

von Hardenberg, J., Kono, T., Kenning, D.B.R., McSharry, P.E. and Smith, L.A. (2004) Identification of nucleation site interactions|, in International Journal of Heat and Fluid Flow, 25 (2): 298-304. SCI 2. Abstract|.

Altalo, M. and Hale, M. (2004) Turning Weather Forecasts into Business Forecasts|, Environmental Finance, May 2004.

Gasparini, M., Margaria, G. and Wynn, H.P. (2004) Dynamic risk control for project development, Statistical Methods & Applications, 13 (1): 73-88.

Giglio, B. and Wynn, H.P. (2004) Monomial ideals and the Scarf complex for coherent systems in reliability theory, Annals of Statistics, 32, 1289-1331.

Barrieu, P. and Chesney, M. (2003) Optimal timing to adopt an environmental policy in a strategic framework, Environmental modeling and assessment, 8 (3): 149-163. ISSN 1420-202.

Barrieu, P. and El-Karoui, N. (2003) Structuration optimale de produits dérivés et diversification en présence de sources de risque non-négociables, Comptes rendus series mathematiques, 336 (6): 493-498. ISSN 1631-073X.

Barrieu, P. (2003) Introduction aux produits derives climatiques, Journal de la Societe Francaise de Statistiques, 144 (3): 53-68.

Orrell, D. and Smith, L.A. (2003) Visualising bifurcations in high dimensional systems: The spectral bifurcation diagram|, Int. J. Bif Chaos, 13 (10): 3015-3027. Abstract|.

Bröcker, J. and Parlitz, U. (2003) Analyzing Communication Schemes Using Methods from Nonlinear Filtering|, Chaos, 13 (1), March 2003.

Guerrero, A. and Smith, L.A. (2003) Towards coherent estimation of correlation dimension|, Phys. Lett. A, 318: 373-379. Abstract|.

McSharry, P.E., Smith, L.A. and Tarassenko, L. (2003) Comparison of predictability of epileptic seizures by a linear and a nonlinear method|Nature Medicine, 9 (3): 241-242.

Smith, L.A. (2003) Predictability Past Predictability Present|, In 2002 ECMWF Seminar on Predictability, 219-242. ECMWF, Reading, UK.

Roulston, M.S. and Smith, L.A. (2003) Combining Dynamical and Statistical Ensembles|, Tellus, 55 A, 16-30. Abstract|.  

Roulston, M.S., Kaplan, D.T., Hardenberg, J. and Smith, L.A. (2003) Using medium-range weather forecasts to improve the value of wind energy production|, Renewable Energy, 28 (4) April 585-602. Abstract|.

Bates, R.A., Giglio, B. and Wynn, H.P. (2003) A global selection procedure for polynomial interpolators, Technometrics, 45 (3): 246-255.

Caines, P.E., Deardon, R., and Wynn, H.P. (2003) Conditional orthogonality and conditional stochastic realisation. Lecture Notes in Control and Information Sciences, Vol. 286/2003, 71-84. (Anders Lindquist, festshrift volume).

Bates, R., Giglio, B. and Wynn, H.P. (2003) A global model selection procedure built from polynomial interpolators, Technometrics, 45 (3): 246-255.

Barrieu, P. and El Karoui, N. (2002) Reinsuring climatic risk using optimally designed weather bonds, Geneva papers on risk and insurance - theory, 27 (2): 87-113. ISSN 0926-4957.

Barrieu, P. and El Karoui, N. (2002) Optimal design of derivatives in illiquid markets, Quantitative Finance, 2 (3): 181-188. ISSN 1469-7688.

Barrieu, P. and El Karoui, N. (2002) Optimal design of weather derivatives, Algo Research Quarterly, 5, 79-92, Spring 2002.  

McSharry, P.E., Smith, L.A. and Tarassenko, L. (2002) Comparison of Predictability of Epileptic Seizures by a Linear and a Nonlinear Method|, IEEE Transactions on Biomedical Engineering, 50 (5): 628-633. Abstract|.

McSharry, P.E., Clifford, G., Tarassenko, L. and Smith, L.A. (2002) A dynamical model for generating synthetic electrocardiogram signals|, IEEE Transactions on Biomedical Engineering, 50 (3): 289-294. Abstract|.

Roulston, M.S. and Smith, L.A. (2002) 'Weather and Seasonal Forecasting|', in Dischel, R.S. (ed.) Climate Risk and the Weather Market, 115-126, Risk Books, London.

McSharry, P.E., Clifford, G., Tarassenko, L. and Smith, L.A. (2002) Method for Generating an Artificial RR Tachogram of a Typically Healthy Human Over 24-Hours|, Computers in Cardiology, 29: 225-228. Abstract|.

McSharry, P.E., He, T., Smith, L.A. and Tarassenko, L. (2002) Linear and nonlinear methods for automatic seizure detection in scalp electro-encephalogram recordings|, Medical & Biological Engineering & Computing, 40 (4): 447-461. Abstract|.

Roulston, M.S. and Smith, L.A. (2002) Evaluating probabilistic forecasts using information theory|, Monthly Weather Review, 130 (6): 1653-1660. Abstract|.

Smith, L.A. (2002) What might we learn from climate forecasts?|, Proc. National Acad. Sci. USA, 4 (99): 2487-2492. Abstract|.

Giglio, B., Naiman, D.Q. and Wynn, H.P. (2002) Gröbner bases, abstract tubes, and inclusion-exclusion reliability bounds, IEEE Transactions on Reliability, 358-366.

Barrieu, P. and Dischel, R. (2001) Weather Hedging at the Hot Air Gas Company, Erivativesreview.com (electronic journal).

Orrell, D., Smith, L.A., Palmer, T. and Barkmeijer, J. (2001) Model Error in Weather Forecasting|, Nonlinear Processes in Geophysics, 8: 357-371. Abstract|.

Hansen, J.A. and Smith, L.A. (2001) Probabilistic Noise Reduction|, Tellus 53 A, (5): 585-598. Abstract|.

Gilmour, I., Smith, L.A. and Buizza, R. (2001) Linear Regime Duration: Is 24 Hours a Long Time in Synoptic Weather Forecasting?|J. Atmos. Sci., 58 (22): 3525-3539. Abstract|.

Judd, K. and Smith, L.A. (2001) Indistinguishable states I: the perfect model scenario|, Physica D, 151: 125-141. Abstract|.

McSharry, P.E., Ellepola, J.H., von Hardenberg, J., Smith, L.A., Kenning, D.B.R. and Judd, K. (2001) Spatio-temporal Analysis of Nucleate Pool Boiling: Identification of Nucleation Sites using Non-orthogonal Empirical Functions (NEFs)|, Int. J. Heat & Mass Transfer, 45 (2): 237-253. Abstract|.

Pistone, G., Riccomagno, E. and Wynn, H.P. (2001) Computational commutative algebra in discrete statistics, American Mathematical Society Contemporary Mathematics, 287, 267-281.

Margaria, G., Riccomagno, E., Chappell, M.J. and Wynn, H.P. (2001) Differential algebra methods for the study of the structural identifiability of rational functions of state-space models in the biosciences, Mathematical Biosciences, 174, 1-26.

Naiman, D. and Wynn, H.P. (2001) Improved inclusion-exclusion inequalities for simplex and orthant arrangements, Journal of Inequalities in Pure and Applied Mathematics. Vol. 2, Issue 2, Article 18.

Smith, L.A. (2000) 'Disentangling Uncertainty and Error: On the Predictability of Nonlinear Systems|', in Mees, A.I. (ed.) Nonlinear Dynamics and Statistics, Boston: Birkhauser, 31-64. Abstract|.

Hansen, J.A. and Smith, L.A. (2000) The Role of Operational Constraints in Selecting Supplementary Observations|, J. Atmos. Sci., 57 (17): 2859-2871. Abstract|.

Smith, L.A. (2000) 'Limits to Predictability in 2000 and 2100|', in Haykin, S. (ed.) Proceedings of IEEE 2000 Adaptive Systems for Signal Processing, Communications, and Control Symposium, IEEE, Piscataway, 129-134 (Figure 1)|. Abstract|.

Ziehmann, C., Smith, L.A. and Kurths, J. (2000) Localized Lyapunov Exponents and the Prediction of Predictability|, Phys. Lett. A, 271 (4): 237-251. Abstract|.

Sebastiani, P. and Wynn, H.P. (2000) Experimental design to maximise information in Bayesian inference and maximum entropy methods in science and engineering. Mohammad-Djafari, A. (ed.), American Institute of Physics, New York, 192-203.

Wynn, H.P. and Sebastiani, P. (2000) 'The quantisation of the attention function under a Bayes information theoretic model in Bayesian inference and maximum entropy methods in science and engineering. Mohammad-Djafari, A. (ed.), American Institute of Physics, New York, 159-168.

1999 and before

McSharry, P. and Smith, L.A. (1999) Better nonlinear models from noisy data: Attractors with maximum likelihood|, Phys. Rev. Lett., 83 (21): 4285-4288. Abstract|.

Smith, L.A., Ziehmann, C. and Fraedrich, K. (1999) Uncertainty dynamics and predictability in chaotic systems|, Quart. J. Royal Meteorological Soc., 125: 2855-2886. Abstract|.

Ziehmann, C., Smith, L.A. and Kurths, J. (1999) The bootstrap and Lyapunov exponents in deterministic chaos|Physica D, 126 (1-2): 49-59. Abstract|.

Smith, L.A. and Gilmour, I. (1998) 'Accountability and internal consistency in ensemble formation', in The Proceedings of the ECMWF Workshop on Predictability, 1997. ECMWF, Reading, UK.

McSharry, P. and Smith, L.A. (1998) 'Just Do It. Reductionism, Modelling and Black-box Forecasting|', in Suykens, J.A.K. and Vandewalle, J. (ed.) International Workshop on Advanced Black-Box Techniques for Nonlinear Modeling: Theory and Applications with Time-Series Prediction Competition, 106-111, K.U. Leuven, Belgium, Kluwer Academic Publishers. Abstract|.

Smith, L.A. (1997) The Maintenance of Uncertainty|, in Proc International School of Physics "Enrico Fermi", Course CXXXIII, 177-246, Societ'a Italiana di Fisica, Bologna, Italy.

Allen, M.R. and Smith, L.A. (1997) Optimal Filtering in Singular Spectrum Analysis|, Phys. Lett. A, 234 (6): 419-428. Abstract|.

Gilmour, I. and Smith, L.A. (1997) 'Enlightenment in shadows', in Kadtke, J.B. and Bulsara, A. (ed.) Applied nonlinear dynamics and stochastic systems near the millennium, 335-340. AIP, New York. Abstract|.

Paparella, F., Provenzale, A., Smith, L.A., Taricco, C. and Vio, R. (1997) Local random analogue prediction of nonlinear processes, Phys. Lett. A, 235 (3): 233-240. Abstract|.

Allen, M.R. and Smith, L.A. (1996) Monte Carlo SSA: detecting irregular oscillations in the presence of coloured noise, J. of Climate, 9 (12): 3373-3404. Part 3.

Smith, L.A. (1995) Accountability and Error in Ensemble Forecasting|, in 1995 ECMWF Seminar on Predictability. Vol. 1, 351-368. ECMWF, Reading, UK. Abstract|.

Theiler, J. and Smith, L.A. (1995) Anomalous convergence of Lyapunov exponent estimates|, Physical Review E, 51 (4): 3738-3741. Part B. Abstract|.

Smith, L.A. (1994) Local Optimal Prediction: Exploiting strangeness and the variation of sensitivity to initial condition, Phil. Trans. Royal Soc. Lond. A, 348 (1688): 371-381.

Smith, L.A. (1994) 'Visualising Predictability with Chaotic Ensembles', in Luk, F.T. (ed.) Advanced Signal Processing: Algorithms, Architectures and Implementations. SPIE Vol. 2296: 293-304. Bellingham, WA.

Allen, M.R. and Smith, L.A. (1994) Investigating the origins and significance of low-frequency modes of climate variability|, Geophys. Res. Lett., 21 (10): 883-886.

Smith, L.A. (1994) 'Turbulence in the River Severn: A dynamical systems analysis|', in Beven, K., Chatwin, P.C. and Millbank, J.H. (ed.) Mixing Transport and the Environment, 383-399, John Wiley & Sons Ltd, London.

Smith, L.A. (1993) 'Does a Meeting in Santa Fe Imply Chaos?', in Weigend, A. and Gersenfeld, N. (ed.) Predicting the Future and Understanding the Past, 323-344, SFI Series in Complexity XV, Addison-Wesley, Reading, MA.

Smith, L.A. (1992) Identification and prediction of low dimensional dynamics|, Physica D, 58 (1-4): 50-76.

Allen, M.R., Read, P.L. and Smith, L.A. (1992) Temperature time-series?|, Nature, 355 (6362): 686.

Provenzale, A., Smith, L.A., Vio, R. and Murante, G. (1992) Distinguishing Between Low-dimensional Dynamics and Randomness in Measured time series, Physica D, 58 (1-4): 31-49. Abstract|.

Smith, L.A. (1991) 'Applied Chaos: Quantifying Complex Systems|', in Atmanspacher, H. et al (ed.) Information Dynamics. NATO ASI Series B, Vol. 256, 97-102, Plenum Press, New York. Abstract|.

Smith, L.A., Godfrey, K., Fox, P. and Warwick, K. (1991) A New Technique for Fault Detection in Multi-Sensor Probes|, in Control 91, IEE Publication, 332 (1): 1062-1067.

Thieberger, R., Spiegel, E.A. and Smith, L.A. (1990) 'The Dimensions of Cosmic Fractals|', in Krasner, S. (ed.) The Ubiquity of Chaos, 197-217. American Association for the Advancement of Science, Washington DC. 

Smith, L.A. (1989) 'Quantifying Chaos through Predictive Flows and Maps: Computing Unstable Periodic Orbits|', in Abraham, N. and Albino, A. (ed.) Quantitative Measures of Complexity, 359-366, NATO ASI Series B, Vol 208, Plenum Press, New York.

Smith, L.A. (1988) Intrinsic Limits on Dimension Calculations, Phys. Lett. A, 133 (6): 283-288.

Smith, L.A. and Spiegel, E.A. (1987) Strange Accumulators, in Chaos in Astrophysics|, Annals of the New York Academy of Science, 497: 61-65.

Smith, L.A., Fournier, J.D. and Spiegel, E.A. (1986) Lacunarity and Intermittency in Fluid Turbulence|, Phys. Lett., 114 A (8-9): 465-468.

Smith, L.A. and Spiegel, E.A. (1985) Pattern Formation by Particles Settling in Viscous Flows|, Lect. Notes in Phys., 230: 306-318.

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