The STAMP Software for State Space Models

This paper reviews the use of STAMP (Structural Time Series Analyser, Modeler and Predictor) for modeling time series data using state-space methods with unobserved components. STAMP is a commercial, GUI-based program that runs on Windows, Linux and Macintosh computers as part of the larger OxMetrics System. STAMP can estimate a wide-variety of both univariate and multivariate state-space models, provides a wide array of diagnostics, and has a batch mode capability. The use of STAMP is illustrated for the Nile river data which is analyzed throughout this issue, as well as by modeling a variety of oceanographic and climate related data sets. The analyses of the oceanographic and climate data illustrate the breadth of models available in STAMP, and that state-space methods produce results that provide new insights into important scientific problems.

Passage Bird\u27s Farewell

Ah, once how fair, both wood and lawn,But now so dull the world has grown!\u27Tis gone, the joyous summer time, And sorry winter sends its rime\u27Tis gone, the joyous summer timeAnd sorry winter sends its rime With verdant shelter every where we knew not sadness, had no care,The sun shone clear, we sang awayIn mirth and joy the live-long day,In mirth and joy the livelong dayNow we poor birds, our sorrow\u27s come;The leaves are gone, we have no home;To seek one \u27neath a warmer sky, We far away from here must fly,We far away from here must fly,To seek a home \u27neath warmer sky

O, Wert Thou in the Cauld Blast

O wert thou in the cauld blast, On yonder lea, On yonder lea,My plaidie to the angry airt...I\u27d shelter thee, I\u27d shelter thee,Or did misfortune\u27s bitter storms Around thee blaw, Around thee blaw, Thy shield should be my bosom,To share it a\u27, To share it a\u27. Or were I in the wildest waste,Sae black and bare, Sae black and bare,The dessert were a paradise,If thou wert there, If thou wert there.Or were I monarch of the globe,With thee to reign, With thee to reign,The brightest jewel in my crown, Wad by my Queen, Wad by my Queen

I Would That My Love

[verse 1]I would that my love could silently flow in a single word,I\u27d give it the merry breezes,They\u27d waft it away in sport, I\u27d give it the merry breezes,They\u27d waft it away in sport, they\u27d waft it away in sport. [verse 2]To thee... on their wings, my fairest,that soul felt word they would bear,Should\u27st hear it at every moment,And hear.... it everywhere,Should\u27st hear it at every moment,and hear it everywhere, and everywhere, and hear it everywhere. [chorus]At night when thine eyelids in slumberhave clos\u27d those bright heav\u27nly beams,Still there my love it will haunt theee\u27en in thy deepest dreams,Still there my love it will haunt theee\u27en in thy deepest dreams, e\u27en in thy deepest dreams

The STAMP Software for State Space Models

This paper reviews the use of STAMP (Structural Time Series Analyser, Modeler and Predictor) for modeling time series data using state-space methods with unobserved components. STAMP is a commercial, GUI-based program that runs on Windows, Linux and Macintosh computers as part of the larger OxMetrics System. STAMP can estimate a wide-variety of both univariate and multivariate state-space models, provides a wide array of diagnostics, and has a batch mode capability. The use of STAMP is illustrated for the Nile river data which is analyzed throughout this issue, as well as by modeling a variety of oceanographic and climate related data sets. The analyses of the oceanographic and climate data illustrate the breadth of models available in STAMP, and that state-space methods produce results that provide new insights into important scientific problems

Geomorphological control on boulder transport and coastal erosion before, during and after an extreme extra-tropical cyclone

Extreme wave events in coastal zones are principal drivers of geomorphic change. Evidence of boulder entrainment and erosional impact during storms is increasing. However, there is currently poor time coupling between pre- and post-storm measurements of coastal boulder deposits. Importantly there are no data reporting shore platform erosion, boulder entrainment and/or boulder transport during storm events – rock coast dynamics during storm events are currently unexplored. Here, we use high-resolution (daily) field data to measure and characterise coastal boulder transport before, during and after the extreme Northeast Atlantic extra-tropical cyclone Johanna in March 2008. Forty-eight limestone fine-medium boulders (n = 46) and coarse cobbles (n = 2) were tracked daily over a 0.1 km2 intertidal area during this multi-day storm. Boulders were repeatedly entrained, transported and deposited, and in some cases broken down (n = 1) or quarried (n = 3), during the most intense days of the storm. Eighty-one percent (n = 39) of boulders were located at both the start and end of the storm. Of these, 92% were entrained where entrainment patterns were closely aligned to wave parameters. These data firmly demonstrate rock coasts are dynamic and vulnerable under storm conditions. No statistically significant relationship was found between boulder size (mass) and net transport distance. Graphical analyses suggest that boulder size limits the maximum longshore transport distance but that for the majority of boulders lying under this threshold, other factors influence transport distance. Paired analysis of 20 similar sized and shaped boulders in different morphogenic zones demonstrates that geomorphological control affects entrainment and transport distance – where net transport distances were up to 39 times less where geomorphological control was greatest. These results have important implications for understanding and for accurately measuring and modelling boulde