Papers

 

2020

Stainforth, D.A. and Calel, R. (2020) New priorities for climate science and climate economics in the 2020s. Nat Commun. 11, 3864 (2020). https://doi.org/10.1038/s41467-020-16624-8

Wheatcroft, E. (2020) Profiting form overreaction in soccer betting odds. Journal of Quantitative Analysis in Sports. https://doi.org/10.1515/jqas-2019-0009.

Wheatcroft, E., Wynn, H., Lygnerud, K. Bonvicini, G., Leonte, D. (2020) The role of low temperature waste heat recovery in achieving 2050 goals: a policy position paper. Energies 2020, 13, 2107.

Wheatcroft, E. (2020) A profitable model for predicting the over/under market in football. Int. J. Forecast. DOI: 10.1016/j.ijforecast.2019.11.001.

Smith, L.A., Du, H.L. and Higgins, S. (2020) Designing multi-model applications with surrogate forecast systems. Monthly Weather Review. ISSN 0027-0744. 

2019

Bargmann, T., Wheatcroft, E., Imperio, S. and Vetaas, O.R. (2019) Effects of weather and hunting on wild reindeer population dynamics in Hardangervidda National Park. Population Ecology. 2019; 1-14. https://doi.org/10.1002/1438-390X.12030. 

Thompson, E.L. and Smith, L.A. (2019) Escape from model-land. Economics Discussion Papers, No 2019-23, Kiel Institute for the World Economy. http://www.economics-ejournal.org/economics/discussionpapers/2019-23.

Lygnerud, K., Wheatcroft, E. and Wynn, H. (2019) Contracts, business models and barriers to investing in low temperature district heating projects. Appl. Sci. 2019, 9(15), 3142. https://doi.org/10.3390/app9153142. 

Wheatcroft, E. (2019) Interpreting the skill score form of forecast performance metrics. Int. J. Forecast. Vol. 35, Issue 2, April-June 2019, pp. 573-579. https://doi.org/10.1016/j.ijforecast.2018.11.010. 

Rayner, R., Jolly, C. and Gouldman, C. (2019) Ocean observing and the blue economy. Front. Mar. Sci., 6: 330. DOI 10.3389/fmars.2019.00330. 

Berger, J.O. and Smith, L.A (2019) 'On the statistical formalism of uncertainty quantification,' Annual Review of Statistics and its Application, 6. 3.1-3.28. ISSN 2326-8298.

 

2018

Theocharis, Z., Smith, L.A. and Harvey, N. (2018) 'The influence of graphical format on judgmental forecasting accuracy: Lines versus points,' Futures Foresight Sci. 2018; e7. DOI: 10.1002/ffo2.7.   

Jarman, A.S. and Smith, L.A. (2018) 'Quantifying the predictability of a predictand: demonstrating the diverse roles of serial dependence in the estimation of forecast skill', Quarterly Journal of the Royal Meteorological Society, DOI: 10.1002/qj.3384.

2017

Du, H. and Smith, L.A. (2017) 'Multi-model cross pollination in time', Physica D: Nonlinear Phenomena, Vol. 353-4, pp. 31-38. DOI: 10.1016/j.physd.2017.06.001.

Du, H. and Smith, L.A. (2017) 'Rising above chaotic likelihoods', SIAM/ASA Journal on Uncertainty Quantification, (5) 246-258. DOI: 10.1137/140988784.

2016

Thompson, E., Frigg, R. and Helgeson, C. (2016) 'Expert judgment for climate change adaptation', Philosopy of Science, 83 (5) (December 2016) pp.1110-1121. DOI:10.1086/687942.

Machete, R.L. and Smith, L.A. (2016) 'Demonstrating the value of larger ensembles in forecasting physical systems', Tellus A, 68. Article no:29393. DOI: 10.3402/tellusa.v68.28393.

2015

Smith, L.A. (2016) 'Integrating information, misinformation and desire: improved weather-risk management for the energy sector', in Aston, P.J., Mulholland, A.J. and Tant, K.M.M. (ed.) UK Success Stories in Industrial Mathematics, 289-296. Springer International Publishing Switzerland. DOI: 10.1007/978-3-319-25454-8_37.

Thorne, C., Lawson, E.C., Ozawa, C., Hamlin, S.L. and Smith, L.A. (2015) 'Overcoming uncertainty and lack of confidence as barriers to wide adoption of Blue-Green infrastructure for urban flood risk management', Journal of Flood Risk Management, 2015. DOI: 10.1111/jfr3.12218.

Frigg, R., Thompson, E. and Werndl, C. (2015) 'Philosophy of Climate Science Part I: Observing Climate Change', Philosophy Compass, Vol. 10, Issue 12, pp. 953-964. DOI: 10.1111/phc3.12294.

Frigg, R., Thompson, E. and Werndl, C. (2015) 'Philosophy of Climate Science Part II: Modelling Climate Change', Philosophy Compass, Vol. 10, Issue 12, pp. 965-977. DOI: 10.1111/phc3.12297. 

Chapman, S.C., Stainforth, D.A., and Watkins, N.W. (2015) 'Limits to the quantification of local climate change', Environmental Research Letters, Vol. 10, Number 9. DOI: 10.1088/1748-9326/10/9/094018.

Hawkins, E., Smith, R.S., Gregory, J.M. and Stainforth, D.A. (2015) 'Irreducible uncertainty in near-term climate projections', Climate Dynamics. DOI: 10.1007/s00382-015-2806-8. 

Chapman, S.C., Dendy, R.O., Todd, T.N., Watkins, N.W., Calderson, F.A., Morris, J. and JET contributors (2015) 'The global build-up to intrinsic edge localized mode bursts seen in divertor fuel flux loops in JET', Phys. Plasmas 22, 072506 (2015). DOI: 10.1063/1.4926592. 

Watkins, N.W., Pruessner, G., Chapman, S.C., Crosby, N.B., Jensen, H.J. (2015) '25 years of self-organized criticality: concepts and controversies', Space Science Reviews, Springer Netherlands. DOI: 10.1007/s11214-015-0155-x. Commentary on article, by Mark Buchanan in Nature Physics, Vol 11, June 2015.

Franzke, C.L.E., Osprey, S.M., Davini, P. and Watkins, N.W. (2015) 'A dynamical systems explanation of the Hurst Effect and atmospheric low-frequency variability', Scientific Reports 5, article no. 9068. DOI: 10.1038/srep09068.

Smith, L.A., Suckling, E.B., Thompson, E.L., Maynard, T. and Du, H. (2015) 'Towards improving the framework for probabilistic forecast evaluation', Climatic Change. DOI: 10.1007/s10584-015-1430-2. 

Frigg, R., Smith, L.A. and Stainforth, D.A. (2015) 'An assessment of the foundational assumptions in high-resolution climate projections: the case of UKCP09', Synthese. DOI: 10.1007/s11229-015-0739-8.

Daron, J.D. and Stainforth, D.A. (2015) 'On quantifying the climate of the non-autonomous Lorenz-63 model', Chaos 25, 043103. DOI: 10.1063/1.4916789.

Hazeleger, W., van den Hurk, B.J.J.M., Min, E., van Oldenborgh, G.J., Petersen, A.C., Stainforth, D.A., Vasileiadou, E. and Smith, L.A. (2015) 'Tales of future weather', Nature Climate Change, 5, 107-113. DOI: 10.1038/NClimate2450.

Barrieu, P. and Scandolo, G. (2015) 'Assessing financial model risk', European Journal of Operational Research, 242 (2), 546-556. DOI: 10.1016/j.ejor.2014.10.032.

Barrieu, P. and Ravanelli, C. (2015) 'Robust capital requirements with model risk', Economic Notes, Vol. 44, Issue 1, pp.1-28. DOI: 10.1111/ecno.12025.

2014

Lawson, E., C. Thorne, S. Ahilan, D. Allen, S. Arthur, G. Everett, R. Fenner, V. Glenis, D. Guan, L. Hoang, C. Kilsby, J. Lamond, J. Mant, S. Maskrey, N. Mount, A. Sleigh, L.A. Smith, N. Wright (2014) Delivering and evaluating the multiple flood risk benefits in Blue-Green cities: an interdisciplinary approach. Flood Recovery Innovation and Response, 2014 Poznan, Poland. WIT Press. DOI: 10.10.2495/FRIAR140101.

Chapman, S.C., Dendy, R.O., Todd, T.N., Watkins, N.W., Webster, A.J., Calderon, F., Morris, J. and JET EFDA Contributors (2014) 'Relationship of edge localized mode burst times with divertor flux loop signal phase in JET', Physics of Plasmas 21, 062302 (2014). DOI: 10.1063/1.4881474.

Chapman, S.C., Dendy, R.O., Webster, A.J., Watkins, N.W., Todd, T.N., Morris, J. and JET EFDA Contributors (2014) 'An apparent relation between ELM occurrence times and the prior phase evolution of divertor flux loop measurements in JET', Proceedings, 41st EPS Conference on Plasma Physics 38, P1.010 (2014).

Barrieu, P. and Veraart, L. (2014) 'Pricing q-forward contracts: an evaluation of estimation window and pricing method under different mortality models', Scandinavian Actuarial Journal. DOI:10.1080/03461238.2014.916228.

Lopez, A., Suckling, E.B., Otto, F.E.L., Lorenz, A., Rowlands, D. and Allen, M. (2014) 'Towards a typology for constrained climate model forecasts', Climatic Change.DOI:10.1007/s10584-014-1292-z.

Visser, H., Petersen, A.C. and Ligtvoet, W. (2014) 'On the relation between weather-related disaster impacts, vulnerability and climate change', Climatic Change.DOI:10.1007/s10584-014-1179-z.

Smith, L.A., Du, H., Suckling, E.B. and Niehörster, F. (2014) ‘Probabilistic skill in ensemble seasonal forecasts', Quarterly Journal of the Royal Meteorological Society.Vol. 141, Iss. 689. DOI:10.1002/qj.2403.

Daron, J. and Stainforth, D.A. (2014) 'Assessing pricing assumptions for weather index insurance in a changing climate', Climate Risk Management,1 pp. 76-91, ISSN 2212-0963. DOI:10.1016/j.crm.2014.01.001.

Bradley, S., Frigg, R., Du, H. and Smith, L.A. (2014) '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 2014, 58-66.

Smith, L.A. and Petersen, A.C., (2014) 'Variations on reliability: connecting climate predictions to climate policy,' 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.DOI: 10.1086/674416.

Du, H. and Smith, L.A. (2014) 'Pseudo-orbit data assimilation part I: the perfect model Scenario', Journal of the Atmospheric Sciences, 71 (2). pp. 469-482. ISSN 0022-4928. DOI: 10.1175/JAS-D-13-032.1.

Du, H. and Smith, L.A. (2014) 'Pseudo-orbit data assimilation part II: assimilation with imperfect models', Journal of the Atmospheric Sciences, 71 (2). pp. 483-495. ISSN 0022-4928. DOI: 10.1175/JAS-D-13-033.1.

Lopez, A., Smith, L.A. and Suckling, E.B. (2014) 'Robustness of pattern scaled climate change scenarios for adaptation decision support', Climatic Change, DOI:10.1007/s10584-013-1022-y. Supplementary material.

2013

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.  DOI: 10.1175/JCLI-D-12-00485.1. Supplementary material

Calel, R., Stainforth, D.A., and Dietz, S. (2013) 'Tall tales and fat tails: the science and economics of extreme warming', Climatic Change. DOI: 10.1007/s10584-013-0911-4,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. (2013) '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.

Stainforth, D.A., Chapman, S.C. and Watkins, N.W. (2013) 'Mapping climate change in European temperature distributions', Environmental Research Letters, 8 (034031). DOI: 10.1088/1748-9326/8/3/034031. Video abstract.

Daron, J.D. and Stainforth, D.A. (2013) 'On predicting climate under climate change'. Environmental Research Letters, 8 (034021). DOI: 10.1088/1748-9326/8/3/034021. 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). DOI: 10.1098/rsta.2012.0287.

Baker, D.J.  (15 February 2013) 'Climate Change as an Intergenerational Problem', Proceedings of the U.S. National Academy of Sciences. 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. DOI: 10.1007/s10584-012-0620-4.

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. DOI: 10.1002/grl.50103, 2013.

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. DOI: 10.1086/673892.

Glendinning, P. and Smith, L.A. (2013) 'Lacunarity and period-doubling', Dynamical Systems, 28 (1), 111-121. DOI: 10.1080/14689367.2012.755496.

Machete, R.L. (2013) 'Model imperfection and predicting predictability', InternationalJournal of Bifurcation and Chaos, 23 (8): 1330027. DOI: 10.1142/S0218127413300279.

Machete, R.L. (2013) 'Contrasting probabilistic scoring rules', Journal of Statistical Planning and Inference, 143 (10): 1781-1790. DOI: 10.1016/j.jspi.2013.05.012.

Barrieu, P. and Giammarino, F. (2013) 'Indifference pricing with uncertainty averse preferences', Journal of Mathematical Economics, 49, 22-27. DOI: 10.1016/j.jmateco.2012.09.003.

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. DOI: 10.1214/12-AOP743.

Barrieu, P. and Loubergé, H. (2013) 'Reinsurance and securitisation in life risk: the impact of regulatory constraints', Insurance: Mathematics and Economics, 52, 135-144. DOI: 10.2139/ssm.1965398.

2012

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. DOI: 10.1016/j.gloenvcha.2012.03.009.

Baker, D.J. (14 December 2012) 'Cloudy forecast for weather satellite data', a letter in Science, 338, 1419. DOI: 10.1126/science.338.6113.1419-a.

Smith, L.A. and Stainforth, D.A. (13 September 2013) 'Clarify the limits of climate models' in Nature, Correspondence, Vol. 489. DOI: 10.1038/489208a.

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. DOI: 10.1007/978-94-007-5845-2_39.

Du, H. and Smith, L.A. (2012) 'Parameter estimation through ignorance', Physical Review E, 86: 016213. DOI: 10.1103/PhysRevE.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. DOI: 10.1002/hyp.9261.

Giovagnoli, A. and Wynn, H.P. (2012) '(U,V) ordering and a duality theorem for risk aversion and Lorenz type orderings', in LSE Philosophy 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. DOI: 10.1002/9781444354539.

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. DOI: 10.1111/jors.12006_6.

Surminski, 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. DOI: 10.1057/gpp.2012.10.

Surminski, S. (2012) 'The role of insurance risk transfer in encouraging climate investment in developing countries', in Dupuy and Viñuales (ed.) Harnessing Foreign Investments to Promote Environmental Protection, Cambridge: Cambridge University Press. ISBN 9781107030770. DOI: 10.1017/CBO9781139344289.012.

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. DOI: 10.1038/ngeo1430.

Petersen, A.  (2012) Simulating Nature: A Philosophical Study of Computer-Simulation Uncertainties and Their Role in Climate Science and Policy Advice (2nd edition). ISBN 9781466500624.

Ellepola, J., Thijssen, N., Grievink, J., Baak, G., Avhale, A. and van Schijndel, J. (2012) 'Development of a synthesis tool for Gas-To-Liquid complexes' in Computers & Chemical Engineering Journal, 42, 2-14.  ISSN 0098-1354. DOI: 10.1016/j.compchemeng.2011.12.005.

Barrieu, P. and Sinclair-Desgagné, B. (2012) 'Economic policy when models disagree', CIRANO - Scientific Publication No. 2009s-03. DOI: 10.2139/ssrn.1366989.

2011

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. DOI: 10.5194/cpd-7-2893-2011.

Smith, L.A. and Stern, N. (2011) 'Uncertainty in science and its role in climate policy', Phil. Trans. R. Soc. A, 369. DOI: 10.1098/rsta.2011.0149.

Khare, S. and Smith, L.A. (2011) 'Data assimilation: A fully nonlinear approach to ensemble formation using Indistinguishable States', Monthly Weather Review, 139: 7. DOI: 10.1175/2010MWR3186.1.

Beven, K., Smith, P.J. and Wood, A. (2011) 'On the colour and spin of epistemic error (and what we might do about it)', Hydrology and Earth System Sciences Discussion,8. DOI: 10.5194/hessd-8-5355-2011.

Beven, K.J. (2011) 'I believe in climate change but how precautionary do we need to be in planning for the future?', Hydrological Processes, 25:9. DOI: 10.1002/hyp.7939.

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', Scandinavian Actuarial Journal, ISSN 0346-1238. DOI: 10.1080/03461238.2010.511034. 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', Climatic Change, 104:139-167. DOI: 10.1007/s10584-010-9979-2.

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', Climatic Change, 104:113-137. DOI: 10.1007/s10584-010-9978-3.

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', Climatic Change, 104:89-111. DOI: 10.1007/s10584-010-9977-4.

2010

Rayner, R.F. (2010) 'The US Integrated Ocean Observing System in a global context', Journal of the Marine Technology Society, Vol. 44 (6). DOI: 10.4031/MTSJ.44.6.1.

Oreskes, N., Stainforth, D.A. and Smith, L.A. (2010) 'Adaptation to Global Warming: do climate models tell us what we need to know?', Philosphy of Science, 77 (5): 1012-1028. DOI: 10.1086/657428.

Ghil, M., Read, P.L. and Smith, L.A. (2010) 'Geophysical flows as dynamical systems: the influence of Hide's experiments', Astronomy & Geophysics, 51 (4): 4.28-4.35. DOI:10.1111/j.1468-4004.2010.51428.x.

Fehr, M. and Hinz, J. (2010) 'Storage costs in commodity option pricing', SIAM Journal on Financial Mathematics 1. DOI: 10.1137/090746586.

Smith, L.A., Cuéllar, M.C., Du, H. and Judd, K. (2010) 'Exploiting dynamical coherence: A geometric approach to parameter estimation in nonlinear models', Physics Letters A, 374, pp.2618-2623. DOI: 10.1016/j.physleta.2010.04.032.

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.  DOI: 10.1007/978-3-211-99314-9_7.

2009

Hagedorn, R.,and Smith, L.A. (2009) 'Communicating the value of probabilistic forecasts with weather roulette', Meteorological Applications,16 (2): 143-155. DOI: 10.1002/met.92. 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. DOI: 10.1175/2008JCLI2533.1.

Barrieu, P. and Loubergé, H. (2009) 'Hybrid cat bonds', Journal of Risk and Insurance, 76 (3): 547-578. ISSN 0022-4367. DOI: 10.1111/j.1539-6975.2009.01312. 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. DOI: 10.1016/j.jempfin.2009.05.001. 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 resolutions for multi-state system reliability bounds', Journal of Symbolic Computation, 44 (9): 1311-1325. DOI: 10.1016/j.jsc.2008.06.002.

2008

Judd, K., Reynolds, C.A., Smith, L.A. and Rosmond, T.E. (2008) 'The geometry of model error', Journal of the Atmospheric Sciences, 65 (6): 1749-1772. DOI: 10.1175/2007JAS2327.1. 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. DOI: 10.1016/j.crma.2008.06.010. Abstract.

Barrieu, P. and Jongejan, R. (2008) 'Insuring large-scale floods in the Netherlands'. The Geneva papers on risk and insurance, 33, 250-268. ISSN 1018-5895. DOI: 10.1057/gpp.2008.10.

Barrieu, P. and Scandolo, G. (2008) 'General pareto optimal allocations and applications to multi-period risks', ASTIN Bulletin, 38 (1): 105-136. ISSN 0515-036. DOI: 10.1017/S0515036100015087. 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. DOI: 10.1007/978-3-540-75265-3_4.

Barrieu, P. (2008) 'Micro-assurance et derives climatiques'. L'Art du Management, Les Echos, May 2008. ISBN 9782842111816.

Bröcker, J. and Smith, L.A. (2008) 'From ensemble forecasts to predictive distribution functions', Tellus A, 60 (4): 663. DOI: 10.1111/j.1600-0870.2008.00333.x. 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. DOI: 10.1080/00949650601100981.

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. DOI: 10.1007/s00184-007-0137-4.

Giovagnoli, A. and Wynn, H.P. (2008) 'Stochastic orderings for discrete random variables', Statistics and Probability Letters, 78 (16): 2827-2835. DOI: 10.1016/j.spl.2008.04.002.

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. DOI: 10.1137/070696465.

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. DOI: 10.1088/0964-1726/17/01/015015.

Perry, M.A., Atherton, M.A., Bates, R.A. and Wynn, H.P. (2008) 'Bond graph sensitivity analysis modelling for micro-scale multiphysics robust engineering design', Journal of the Franklin Institute, 345 (3): 282-292. ISSN 0016-0032. DOI: 10.1016/j.jfranklin.2007.10.002.

2007

Judd, K., Smith, L.A. and Weisheimer, A. (2007) 'How good is an ensemble at capturing truth? Using bounding boxes for forecast evaluation', Quarterly Journal of the Royal Meteorological Society, 133 (626): 1309-1325. DOI: 10.1002/qj.000. 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. DOI: 10.1098/rsta.2007.2074. Abstract.

Bröcker, J. and Smith, L.A. (2007) 'Scoring probabilistic forecasts: The importance of being proper', Weather and Forecasting, 22 (2): 382-388. DOI: 10.1175/WAF966.1. Abstract.

Bröcker, J. and Smith, L.A. (2007) 'Increasing the reliability of reliability diagrams', Weather and Forecasting, 22 (3): 651-661. DOI: 10.1175/WAF993.1. 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. DOI: 10.1239/aap/1183667621. 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. DOI: 10.1016/j.jspi.2007.05.007.

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. DOI: 10.1080/03052150701351680.

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. DOI: 10.1002/bimj.200610322.

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. DOI: 10.1016/j.jspi.2006.02.004.

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).

2006

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. DOI: 10.1017/CBO9780511617652.010. 

Barrieu, P. and Sinclair-Desgagné, B. (2006) 'On precautionary policies', Management Science, 52 (8): 1145-1154. ISSN 0025-1909. DOI: 10.1287/mnsc.1060.0527.

Barrieu, P. and Schoutens, W. (2006) 'Iterates of the infinitesimal generators and space-time harmonic polynomials of a Markov process', Journal of Computational and Applied Mathematics, 186 (1): 300-323. ISSN 0377-0427. DOI: 10.1016/j.cam.2005.04.014.

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. DOI: 10.1007/s10107-005-0602-7.

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. DOI: 10.1016/j.stamet.2005.09.008.

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. DOI: 10.1002/qre.624.

Pistone, G. and Wynn, H.P. (2006) 'Cumulant varieties', Journal of Symbolic Computation, 41, 210-221. DOI: 10.1016/j.jsc.2005.04.008.

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.

2005

Guerrero, A. and Smith, L.A. (2005) 'A maximum likelihood estimator for long-range persistence', Phys. Lett. A, 355 (2-4): 619-632. DOI: 10.1016/j.physa.2005.03.002. 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. DOI: 10.1016/j.oceaneng.2004.11.012. 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) 'Uncertainty in predictions of the climate response to rising levels of greenhouse gases', Nature, 433 (7024): 403-406. DOI: 10.1038/nature03301. 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. DOI: 10.1007/s00780-005-0152-0.

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. DOI: 10.1016/j.laa.2005.03.022.

Naiman, D.Q., and Wynn, H.P. (2005) 'The algebra of Bonferroni bounds: discrete tubes and extensions', Metrika, 62 (2): 139-147. DOI: 10.1007/s00184.005-0403-2.

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. DOI: 10.1111/j.1600-0870.2005.00106.x. Abstract.

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. DOI: 10.1239/jap/1101840550.

Barrieu, P. and El Karoui, N. (2004) 'Optimal derivatives design under dynamics risk measures', Mathematics in Finance, Contemporary 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. DOI: 10.1205/026387604323050146. 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. DOI: 10.1016/j.physd.2004.03.020. 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', Physical Review Letters, 92 (16). DOI: 10.1103/PhysRevLett.92.164101. Abstract.

McSharry, P.E. and Smith, L.A. (2004) 'Consistent nonlinear dynamics: identifying model inadequacy', Physica D, 192: 1-22. DOI: 10.1016/j.physd.2004.01.003. Abstract.

Smith, L.A. and Hansen, J.A. (2004) 'Extending the limits of forecast verification with the minimum spanning tree', Monthly Weather Review, 132 (6): 1522-1528. DOI: 10.1175/1520-0493(2004)132<1522ETLOEF>2.0.CO;2. 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. DOI: 10.1175/1520-0434(2004)019<0319:TBWCWR>2.0.CO;2. 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. DOI: 10.1016/j.physd.2003.10.011. Abstract.

von Hardenberg, J., Kono, T., Kenning, D.B.R., McSharry, P.E. and Smith, L.A. (2004) 'Identification of nucleation site interactions', International Journal of Heat and Fluid Flow, 25 (2): 298-304. SCI 2. DOI: 10.1016/j.ijheatfluidflow.2003.11.015. 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. DOI: 10.1007/s10260-003-0075-x.

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. DOI: 10.1214/009053604000000373.

2003

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. DOI: 10.1023/A:1025539106213.

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. DOI: 10.1016/S1631-073X(03)00120-1.

Barrieu, P. (2003) 'Introduction aux produits derives climatiques', Journal de la Société Française de Statistique, 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. DOI: 10.1142/SO218127403008387. Abstract.

Bröcker, J. and Parlitz, U. (2003) 'Analyzing Communication Schemes Using Methods from Nonlinear Filtering', Chaos, 13 (1), March 2003. DOI: 10.1063/1.1499256.

Guerrero, A. and Smith, L.A. (2003) 'Towards coherent estimation of correlation dimension', Physics Letters A, 318: 373-379. DOI: 10.1016/j.physleta.2003.09.023. Abstract.

McSharry, P.E., Smith, L.A. and Tarassenko, L. (2003) 'Prediction of epileptic seizures: Are non-linear methods relevant?', Nature Medicine, 9 (3): 241-242. DOI: 10.1038/nm0303-241.

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. DOI: 10.1034/j.1600-0870.2003.201378.x. 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.  DOI: 10.1016/SO960-1481(02)00054-X. Abstract.

Bates, R.A., Giglio, B. and Wynn, H.P. (2003) 'A global selection procedure for polynomial interpolators', Technometrics, 45 (3): 246-255. DOI: 10.1198/004107003000000069.

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. DOI: 10.1198/004107003000000069.

McSharry, P.E., Smith, L.A. and Tarassenko, L. (2003) 'Comparison of Predictability of Epileptic Seizures by a Linear and a Nonlinear Method', IEEE Transactions on Biomedical Engineering, 50 (5): 628-633. DOI: 10.1109/TBME.2003.810688. Abstract.

McSharry, P.E., Clifford, G., Tarassenko, L. and Smith, L.A. (2003) 'A dynamical model for generating synthetic electrocardiogram signals', IEEE Transactions on Biomedical Engineering, 50 (3): 289-294. DOI: 10.1109/TBME.2003.808805. Abstract.

2002

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. DOI: 10.1088/1469-7688/2/3/301.

Barrieu, P. and El Karoui, N. (2002) 'Optimal design of weather derivatives', Algo Research Quarterly, 5, 79-92, Spring 2002. ISSN 1488-0539.

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. DOI: 10.1109/CIC.2002.1166748. 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. DOI: 10.1007/BF02345078. Abstract.

Roulston, M.S. and Smith, L.A. (2002) 'Evaluating probabilistic forecasts using information theory', Monthly Weather Review, 130 (6): 1653-1660. DOI: 10.1175/1520-0493(2002)130<1653:EPFUIT>2.0.CO;2. Abstract.

Smith, L.A. (2002) 'What might we learn from climate forecasts?', Proc. National Acad. Sci. USA, 4 (99): 2487-2492. DOI: 10.1073/pnas.012580599. 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. DOI: 10.1109/TR.2002.802890.

2001

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. DOI: 10.5194/npg-8-357-2001. Abstract.

Hansen, J.A. and Smith, L.A. (2001) 'Probabilistic noise reduction', Tellus 53 A, (5): 585-598. DOI: 10.1034/j.1600-0870.2001.00118.x. Abstract.

Gilmour, I., Smith, L.A. and Buizza, R. (2001) 'Linear regime duration: is 24 Hours a long time in synoptic weather forecasting?',  Journal of the Atmospheric Sciences, 58 (22): 3525-3539. DOI: 10.1175/1520-0469(2001)058<3525:LRDIHA>2.0.CO;2.

Judd, K. and Smith, L.A. (2001) 'Indistinguishable states I: the perfect model scenario', Physica D, 151: 125-141. DOI: 10.1016/S0167-2789(01)00225.1. 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)', International Journal of Heat and Mass Transfer, 45 (2): 237-253. DOI: 10.1016/S0017-9310(01)00152-1. 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. DOI: 10.1016/S0025-5564(01)00079-7.

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.

2000

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. DOI: 10.1007/978-1-4612-0177.9_2. Abstract.

Hansen, J.A. and Smith, L.A. (2000) 'The role of operational constraints in selecting supplementary observations', Journal of the Atmospheric Sciences, 57 (17): 2859-2871. DOI: 10.1175/1520-0469(2000)057<2859:TROOCI>2.0.CO;2. 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', Physics Letters A, 271 (4): 237-251. DOI: 10.1016/S0375-9601(00)00336-4. Abstract.

Sebastiani, P. and Wynn, H.P. (2000) 'Experimental design to maximise information' in A. Mohammad-Djafari (ed.) Bayesian inference and maximum entropy methods in science and engineering, 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 A. Mohammad-Djafari (ed.) Bayesian Inference and maximum entropy methods in science and engineering, 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', Physical Review Letters, 83 (21): 4285-4288. DOI: 10.1103/PhysRevLett.83.4285. Abstract.

Smith, L.A., Ziehmann, C. and Fraedrich, K. (1999) 'Uncertainty dynamics and predictability in chaotic systems', Quarterly Journal of the Royal Meteorological Society, 125: 2855-2886. DOI: 10.1002/qj.49712556005. 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. DOI: 10.1016/SO167-2789(98)00256-5. 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', Physics Letters A, 234 (6): 419-428. DOI: 10/1016/S0375-9601(97)00559-8. 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. DOI: 10.1063/1.54200. Abstract.

Paparella, F., Provenzale, A., Smith, L.A., Taricco, C. and Vio, R. (1997) 'Local random analogue prediction of nonlinear processes', Physics Letters A, 235 (3): 233-240. DOI: 10.1016/SO375-9601(97)00607-5. Abstract.

Allen, M.R. and Smith, L.A. (1996) 'Monte Carlo SSA: detecting irregular oscillations in the presence of coloured noise', Journal of Climate, 9 (12): 3373-3404. Part 3. DOI: 10.1175/1520-0442(1996)009<3373:MCSDIO>2.0.CO;2.

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. DOI: 10.1103/PhysRevE.51.3738. 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. DOI: 10.1098/rsta.1994.0097.

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', Geophysical Research Letters, 21 (10): 883-886. DOI: 10.10.1029/94GL00978.

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 and Transport in 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.) Time Series Prediction: Forecasting the Future and Understanding the Past, 323-344, SFI Series in Complexity XV, Addison-Wesley, Reading, MA. DOI: 10.1.1.52.7713.

Smith, L.A. (1992) 'Identification and prediction of low dimensional dynamics', Physica D,58 (1-4): 50-76. DOI: 10.1016/0167-2789(92)90101-R.

Allen, M.R., Read, P.L. and Smith, L.A. (1992) 'Temperature time-series?', Nature, 355 (6362): 686. DOI: 10.1038/355686a0.

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. DOI: 10.1016/0167-2789(92)90100-2. 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. DOI: 10.1007/978-1-4899-2305-9. Abstract.

Smith, L.A., Godfrey, K., Fox, P. and Warwick, K. (1991) 'A new technique for fault detection in multi-sensor probes', 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', Physics Letters A, 133 (6): 283-288. DOI: 10.1016/0375-9601(86)90445-8.

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. DOI: 10.1111/j.1749-6632.1987.tb48711.x.

Smith, L.A., Fournier, J.D. and Spiegel, E.A. (1986) 'Lacunarity and intermittency in fluid turbulence', Physics Letters, 114 A (8-9): 465-468. DOI: 10.1016/0375-9601 (86) 90695.X.

Smith, L.A. and Spiegel, E.A. (1985) 'Pattern formation by particles settling in viscous flows', Lect. Notes in Phys., 230: 306-318. DOI: 10.1007/3-540-15644-5_25.