The first version of a global ocean reanalysis over multiple decades （1979-2008） has been completed by the National Marine Data and Information Service within the China Ocean Reanalysis （CORA） project. The global ...The first version of a global ocean reanalysis over multiple decades （1979-2008） has been completed by the National Marine Data and Information Service within the China Ocean Reanalysis （CORA） project. The global ocean model employed is based upon the ocean general circulation model of the Massachusetts Institute of Technology. A sequential data assimilation scheme within the framework of 3D variational （3DVar） analysis, called multi-grid 3DVar, is implemented in 3D space for retrieving multiple-scale observational information. Assimilated oceanic observations include sea level anomalies （SLAs） from multi-altimeters, sea surface temperatures （SSTs） from remote sensing satellites, and in-situ temperature/salinity profiles. Evaluation showed that compared to the model simulation, the annual mean heat content of the global reanalysis is significantly approaching that of World Ocean Atlas 2009 （WOA09） data. The quality of the global temperature climatology was found to be comparable with the product of Simple Ocean Data Assimilation （SODA）, and the major ENSO events were reconstructed. The global and Atlantic meridional overturning circulations showed some similarity as SODA, although significant differences were found to exist. The analysis of temperature and salinity in the current version has relatively larger errors at high latitudes and improvements are ongoing in an updated version. CORA was found to provide a simulation of the subsurface current in the equatorial Pacific with a correlation coefficient beyond about 0.6 compared with the Tropical Atmosphere Ocean （TAO） mooring data. The mean difference of SLAs between altimetry data and CORA was less than 0.1 m in most years.展开更多
The daily regional reanalysis product of the China Ocean Reanalysis(CORA)product was released in website in 2018.Using in situ observational data including Argo profiling floats,drifters,and cruise data,the performanc...The daily regional reanalysis product of the China Ocean Reanalysis(CORA)product was released in website in 2018.Using in situ observational data including Argo profiling floats,drifters,and cruise data,the performance of CORA in the South China Sea in terms of temperature,salinity,current and mixed layer depths is evaluated based on timescale(seasonal and interannual)and spatial distribution characteristics.The CORA temperature,salinity,and mixed layer depth show certain seasonal and interannual variations.In 50-400 m depth in the SCS,the CORA temperature is colder in winter and warmer in summer and autumn.In 0-150 m in the SCS,the CORA salinity is higher in most time of the year.However,in the second half of the year,the salinity is slightly weaker in 100-150 m depth.In most years,the CORA mixed layer depths tend to be shallower,and in season,shallower in winter and deeper in summer.In spatial distribution,the closer the area is to the coast,the greater the CORA errors would be.The CORA temperature is colder in the western side and warmer in the eastern side,resulting in a weaker SCS western boundary current(SCSwbc).In most areas,the CORA mixed layer depths are shallower.In the area close to the coast,the CORA mixed layer depths change rapidly,and the deviations in the mixed layer depths are larger.In the central SCS,the CORA mixed layer depths change slowly,and the deviations in the mixed layer depths are also small.展开更多
A regional reanalysis product-China Ocean Reanalysis（CORA）-has been developed for the China＇s seas and the adjacent areas. In this study, the intraseasonal variabilities（ISVs） in CORA are assessed by comparing wi...A regional reanalysis product-China Ocean Reanalysis（CORA）-has been developed for the China＇s seas and the adjacent areas. In this study, the intraseasonal variabilities（ISVs） in CORA are assessed by comparing with observations and two other reanalysis products（ECCO2 and SODA）. CORA shows a better performance in capturing the intraseasonal sea surface temperatures（SSTs） and the intraseasonal sea surface heights（SSHs） than ECCO2 and SODA do, probably due to its high resolution, stronger response to the intraseasonal forcing in the atmosphere（especially the Madden-Julian Oscillation）, and more available regional data for assimilation. But at the subsurface, the ISVs in CORA are likely to be weaker than reality, which is probably attributed to rare observational data for assimilation and weak diapycnal eddy diffusivity in the CORA model. According to the comparison results, CORA is a good choice for the study related to variabilities at the surface, but cares have to be taken for the study focusing on the subsurface processes.展开更多
China Ocean ReAnalysis(CORA) version 1.0 products for the period 2009-18 have been developed and validated.The model configuration and assimilation algorithm have both been updated compared to those of the 51-year(195...China Ocean ReAnalysis(CORA) version 1.0 products for the period 2009-18 have been developed and validated.The model configuration and assimilation algorithm have both been updated compared to those of the 51-year(1958-2008) products.The assimilated observations include temperature and salinity field data,satellite remote sensing sea surface temperature,and merged sea surface height(SSH) anomaly data.The validation includes the following three aspects:(1) Temperature,salinity,and SSH anomaly root-mean-square errors(RMSEs) are computed as a primary evaluation of the reanalysis quality.The 0-2000 m domain-averaged RMSEs of temperature and salinity are 0.61℃ and 0.08 psu,respectively.The SSH anomaly RMSE is less than 0.2 m in most regions.(2) The 35°N temperature section is used to evaluate the ability to reproduce the thermocline,mixing layer,and Yellow Sea cold water mass.In summer,the thermocline is reinforced,with the gradient changing from 3℃ in May to 10℃ in August.The mixing-layer depth reproduced by CORA is consistent with that computed from the observed climatology.The Yellow Sea cold water mass forms at a depth of 50 m.(3) The reanalysis current is examined against the tracks of some drifting buoys.The results show that the reanalysis current can capture the mesoscale eddies near the Kuroshio,which are similar to those described by the drifting buoys.Overall,the 2009-18 CORA reanalysis products are capable of reproducing major oceanic phenomena and processes in the coastal waters of China and adjacent seas.展开更多
Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign cur...Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign currencies each with a different strike price in the payoff function. We carry out a comparative performance analysis of different stochastic volatility (SV), stochastic correlation (SC), and stochastic exchange rate (SER) models to determine the best combination of these models for Monte Carlo (MC) simulation pricing. In addition, we test the performance of all model variants with constant correlation as a benchmark. We find that a combination of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER performs best. In addition, we analyze different discretization schemes and their results. In our simulations, the Milstein scheme yields the best balance between execution times and lower standard deviations of price estimates. Furthermore, we find that incorporating mean reversion into stochastic correlation and stochastic FX rate modeling is beneficial for MC simulation pricing. We improve the accuracy of our simulations by implementing antithetic variates variance reduction. Finally, we derive the correlation risk parameters Cora and Gora in our framework so that correlation hedging of quanto options can be performed.展开更多
In this paper,triacontanal was drawed by using the cora as material in the three-phase transfering catalyst,and the factors of effecting the cora soponificating reation were studied.Also discussed and gotten the optim...In this paper,triacontanal was drawed by using the cora as material in the three-phase transfering catalyst,and the factors of effecting the cora soponificating reation were studied.Also discussed and gotten the optimal technology condition for drawing triacontanol.The application and development of triacontanol were also展开更多
A new regional ocean reanalysis over multiple decades （1958 2008） for the coastal waters of China and adjacent seas has been completed by the National Marine Data and Information Service （NMD[S） under the CORA （C...A new regional ocean reanalysis over multiple decades （1958 2008） for the coastal waters of China and adjacent seas has been completed by the National Marine Data and Information Service （NMD[S） under the CORA （China Ocean ReAnalysis） project. Evaluations were performed on three aspects： （1） the improvement of general reanalysis quality; （2） eddy structures; and （3） decadal variability of sea surface height anomalies （SSHAs）. Results showed that the quality of the new reanalysis has been enhanced beyond ~40% （39% for temperature, 44% for salinity） in terms of the reduction of root mean squared errors （RMSEs） for which the reanalysis values were compared to observed values in the observational space. Compared to the trial version released to public in 2009, the new reanalysis is able to reproduce more detailed eddy structures as seen in satellite and in situ observations. EOF analysis of the reanalysis SSHAs showed that the new reanalysis reconstructs the leading modes of SSHAs much better than the old version. These evaluations suggest that the new CORA regional reanalysis represents a much more useful dataset for the community of the coastal waters of China and adjacent seas.展开更多
基金the National Basic Research Program （Grant No. 2013 CB430304） National Natural Science Foundation of China （Grant Nos. 41030854, 41106005, 41176003, and 41206178） National High-Tcch R＆D Program of China （Grant No. 2013AA09A505）.
文摘The first version of a global ocean reanalysis over multiple decades （1979-2008） has been completed by the National Marine Data and Information Service within the China Ocean Reanalysis （CORA） project. The global ocean model employed is based upon the ocean general circulation model of the Massachusetts Institute of Technology. A sequential data assimilation scheme within the framework of 3D variational （3DVar） analysis, called multi-grid 3DVar, is implemented in 3D space for retrieving multiple-scale observational information. Assimilated oceanic observations include sea level anomalies （SLAs） from multi-altimeters, sea surface temperatures （SSTs） from remote sensing satellites, and in-situ temperature/salinity profiles. Evaluation showed that compared to the model simulation, the annual mean heat content of the global reanalysis is significantly approaching that of World Ocean Atlas 2009 （WOA09） data. The quality of the global temperature climatology was found to be comparable with the product of Simple Ocean Data Assimilation （SODA）, and the major ENSO events were reconstructed. The global and Atlantic meridional overturning circulations showed some similarity as SODA, although significant differences were found to exist. The analysis of temperature and salinity in the current version has relatively larger errors at high latitudes and improvements are ongoing in an updated version. CORA was found to provide a simulation of the subsurface current in the equatorial Pacific with a correlation coefficient beyond about 0.6 compared with the Tropical Atmosphere Ocean （TAO） mooring data. The mean difference of SLAs between altimetry data and CORA was less than 0.1 m in most years.
基金Supported by the National Key R&D Program of China(No.2018YFC1406202)the National Natural Science Foundation of China(No.41976188)。
文摘The daily regional reanalysis product of the China Ocean Reanalysis(CORA)product was released in website in 2018.Using in situ observational data including Argo profiling floats,drifters,and cruise data,the performance of CORA in the South China Sea in terms of temperature,salinity,current and mixed layer depths is evaluated based on timescale(seasonal and interannual)and spatial distribution characteristics.The CORA temperature,salinity,and mixed layer depth show certain seasonal and interannual variations.In 50-400 m depth in the SCS,the CORA temperature is colder in winter and warmer in summer and autumn.In 0-150 m in the SCS,the CORA salinity is higher in most time of the year.However,in the second half of the year,the salinity is slightly weaker in 100-150 m depth.In most years,the CORA mixed layer depths tend to be shallower,and in season,shallower in winter and deeper in summer.In spatial distribution,the closer the area is to the coast,the greater the CORA errors would be.The CORA temperature is colder in the western side and warmer in the eastern side,resulting in a weaker SCS western boundary current(SCSwbc).In most areas,the CORA mixed layer depths are shallower.In the area close to the coast,the CORA mixed layer depths change rapidly,and the deviations in the mixed layer depths are larger.In the central SCS,the CORA mixed layer depths change slowly,and the deviations in the mixed layer depths are also small.
基金The National Natural Science Foundation of China under contract Nos 41206178,41376034,41276018 and 41321004the Fundamental Research Funds for the Central Universities under contract No.2014B30514+1 种基金the open project supplied by the Key Laboratory of Marine Environmental Information Technology,National Marine Data and Information Service,State Oceanic Administration:Effectiveness on the intraseasonal scale in CORA(2015–2016)the Predictability of Ocean Dynamical System Project under Contract No.151053
文摘A regional reanalysis product-China Ocean Reanalysis（CORA）-has been developed for the China＇s seas and the adjacent areas. In this study, the intraseasonal variabilities（ISVs） in CORA are assessed by comparing with observations and two other reanalysis products（ECCO2 and SODA）. CORA shows a better performance in capturing the intraseasonal sea surface temperatures（SSTs） and the intraseasonal sea surface heights（SSHs） than ECCO2 and SODA do, probably due to its high resolution, stronger response to the intraseasonal forcing in the atmosphere（especially the Madden-Julian Oscillation）, and more available regional data for assimilation. But at the subsurface, the ISVs in CORA are likely to be weaker than reality, which is probably attributed to rare observational data for assimilation and weak diapycnal eddy diffusivity in the CORA model. According to the comparison results, CORA is a good choice for the study related to variabilities at the surface, but cares have to be taken for the study focusing on the subsurface processes.
基金supported by grants from the National Key Research and Development Program of China [grant numbers 2016YFC1401800,2017YFC1404103,2016YFC1401701,and 2019YFC1510000]the National Natural Science Foundation of China [grant number 41976019]the Tianjin Natural Science Foundation [grant number 18JCQNJC01200]。
文摘China Ocean ReAnalysis(CORA) version 1.0 products for the period 2009-18 have been developed and validated.The model configuration and assimilation algorithm have both been updated compared to those of the 51-year(1958-2008) products.The assimilated observations include temperature and salinity field data,satellite remote sensing sea surface temperature,and merged sea surface height(SSH) anomaly data.The validation includes the following three aspects:(1) Temperature,salinity,and SSH anomaly root-mean-square errors(RMSEs) are computed as a primary evaluation of the reanalysis quality.The 0-2000 m domain-averaged RMSEs of temperature and salinity are 0.61℃ and 0.08 psu,respectively.The SSH anomaly RMSE is less than 0.2 m in most regions.(2) The 35°N temperature section is used to evaluate the ability to reproduce the thermocline,mixing layer,and Yellow Sea cold water mass.In summer,the thermocline is reinforced,with the gradient changing from 3℃ in May to 10℃ in August.The mixing-layer depth reproduced by CORA is consistent with that computed from the observed climatology.The Yellow Sea cold water mass forms at a depth of 50 m.(3) The reanalysis current is examined against the tracks of some drifting buoys.The results show that the reanalysis current can capture the mesoscale eddies near the Kuroshio,which are similar to those described by the drifting buoys.Overall,the 2009-18 CORA reanalysis products are capable of reproducing major oceanic phenomena and processes in the coastal waters of China and adjacent seas.
文摘Quanto options allow the buyer to exchange the foreign currency payoff into the domestic currency at a fixed exchange rate. We investigate quanto options with multiple underlying assets valued in different foreign currencies each with a different strike price in the payoff function. We carry out a comparative performance analysis of different stochastic volatility (SV), stochastic correlation (SC), and stochastic exchange rate (SER) models to determine the best combination of these models for Monte Carlo (MC) simulation pricing. In addition, we test the performance of all model variants with constant correlation as a benchmark. We find that a combination of GARCH-Jump SV, Weibull SC, and Ornstein Uhlenbeck (OU) SER performs best. In addition, we analyze different discretization schemes and their results. In our simulations, the Milstein scheme yields the best balance between execution times and lower standard deviations of price estimates. Furthermore, we find that incorporating mean reversion into stochastic correlation and stochastic FX rate modeling is beneficial for MC simulation pricing. We improve the accuracy of our simulations by implementing antithetic variates variance reduction. Finally, we derive the correlation risk parameters Cora and Gora in our framework so that correlation hedging of quanto options can be performed.
文摘In this paper,triacontanal was drawed by using the cora as material in the three-phase transfering catalyst,and the factors of effecting the cora soponificating reation were studied.Also discussed and gotten the optimal technology condition for drawing triacontanol.The application and development of triacontanol were also
基金sponsored by the National Basic Research Program (Grant No. 2013CB430304)National Natural Science Foundation of China (Grant Nos. 41030854, 41106005, 41176003, and 41206178)National High-Tech R&D Program (Grant No. 2013AA09A505) of China
文摘A new regional ocean reanalysis over multiple decades （1958 2008） for the coastal waters of China and adjacent seas has been completed by the National Marine Data and Information Service （NMD[S） under the CORA （China Ocean ReAnalysis） project. Evaluations were performed on three aspects： （1） the improvement of general reanalysis quality; （2） eddy structures; and （3） decadal variability of sea surface height anomalies （SSHAs）. Results showed that the quality of the new reanalysis has been enhanced beyond ~40% （39% for temperature, 44% for salinity） in terms of the reduction of root mean squared errors （RMSEs） for which the reanalysis values were compared to observed values in the observational space. Compared to the trial version released to public in 2009, the new reanalysis is able to reproduce more detailed eddy structures as seen in satellite and in situ observations. EOF analysis of the reanalysis SSHAs showed that the new reanalysis reconstructs the leading modes of SSHAs much better than the old version. These evaluations suggest that the new CORA regional reanalysis represents a much more useful dataset for the community of the coastal waters of China and adjacent seas.
