./run.sh
This samples from the prior and posterior distributions and performs a
forecast. The oct/
directory contains a few functions for plotting these
results (GNU Octave and OctBi required).
This package is based on a single-box NPZD (nutrient, phytoplankton,
zooplankton and detritus) marine biogeochemical model. It consists of 15
parameters and 15 state variables. Four of the state variables (the
This version of the model was introduced in Parslow et al. (2013). Its behaviour under sampling with the particle marginal Metropolis-Hastings (PMMH) sampler was studied in Murray, Jones & Parslow (2013), then further studied using a bridge particle filter in Del Moral & Murray (2014).
A real data set is provided from the site of Ocean Station Papa (OSP), taken from Matear (1995).
Parslow, J.; Cressie, N.; Campbell, E. P.; Jones, E. & Murray, L. M. Bayesian Learning and Predictability in a Stochastic Nonlinear Dynamical Model. Ecological Applications, 2013, 23, 679-698.
Murray, L. M.; Jones, E. M. & Parslow, J. On collapsed state-space models and the particle marginal Metropolis-Hastings sampler, 2013.
Del Moral, P. & Murray, L. M. Sequential Monte Carlo with Highly Informative Observations, 2014. [arXiv]
Matear, R. Parameter optimization and analysis of ecosystem models using simulated annealing: A case study at Station P. Journal of Marine Research, 1995, 53, 571-607.