Production optimisation in the petrochemical industry by hierarchical multivariate modelling
Energy Technology Data Exchange (ETDEWEB)
Andersson, Magnus; Furusjoe, Erik; Jansson, Aasa
2004-06-01
This project demonstrates the advantages of applying hierarchical multivariate modelling in the petrochemical industry in order to increase knowledge of the total process. The models indicate possible ways to optimise the process regarding the use of energy and raw material, which is directly linked to the environmental impact of the process. The refinery of Nynaes Refining AB (Goeteborg, Sweden) has acted as a demonstration site in this project. The models developed for the demonstration site resulted in: Detection of an unknown process disturbance and suggestions of possible causes; Indications on how to increase the yield in combination with energy savings; The possibility to predict product quality from on-line process measurements, making the results available at a higher frequency than customary laboratory analysis; Quantification of the gradually lowered efficiency of heat transfer in the furnace and increased fuel consumption as an effect of soot build-up on the furnace coils; Increased knowledge of the relation between production rate and the efficiency of the heat exchangers. This report is one of two reports from the project. It contains a technical discussion of the result with some degree of detail. A shorter and more easily accessible report is also available, see IVL report B1586-A.
Production optimisation in the petrochemical industry by hierarchical multivariate modelling
Energy Technology Data Exchange (ETDEWEB)
Andersson, Magnus; Furusjoe, Erik; Jansson, Aasa
2004-06-01
This project demonstrates the advantages of applying hierarchical multivariate modelling in the petrochemical industry in order to increase knowledge of the total process. The models indicate possible ways to optimise the process regarding the use of energy and raw material, which is directly linked to the environmental impact of the process. The refinery of Nynaes Refining AB (Goeteborg, Sweden) has acted as a demonstration site in this project. The models developed for the demonstration site resulted in: Detection of an unknown process disturbance and suggestions of possible causes; Indications on how to increase the yield in combination with energy savings; The possibility to predict product quality from on-line process measurements, making the results available at a higher frequency than customary laboratory analysis; Quantification of the gradually lowered efficiency of heat transfer in the furnace and increased fuel consumption as an effect of soot build-up on the furnace coils; Increased knowledge of the relation between production rate and the efficiency of the heat exchangers. This report is one of two reports from the project. It contains a technical discussion of the result with some degree of detail. A shorter and more easily accessible report is also available, see IVL report B1586-A.
Reuter, M; Netter, P
2001-01-01
The present study proposes a hierarchical multivariate statistical prediction model which enables to determine the most prominent variables (physiological, biochemical and personality factors) related to nicotine craving and dopaminergic activation. Based on animal studies reporting a reduction of the rewarding effects of psychotropic drugs after blockade or destruction of the mesolimbic dopamine (DA) system, changes in nicotine craving after pharmacological manipulation by means of a DA agonist (lisuride 0.2 mg) and a DA antagonist (fluphenazine 2 mg) were assessed in 36 healthy male heavy smokers. The major aim was the development of a multivariate prediction model which is applicable in samples lacking variance homogeneity or the prerequisite of a multivariate normal distribution. The model proposed is a combination of multivariate parametric and nonparametric methods taking advantage of their individual merits. Especially personality variables, such as sensation seeking, impulsivity, and neuroticism showed to be important predictors of craving in this responder approach.
Generation of hierarchically correlated multivariate symbolic sequences
Tumminello, Mi; Mantegna, R N
2008-01-01
We introduce an algorithm to generate multivariate series of symbols from a finite alphabet with a given hierarchical structure of similarities. The target hierarchical structure of similarities is arbitrary, for instance the one obtained by some hierarchical clustering procedure as applied to an empirical matrix of Hamming distances. The algorithm can be interpreted as the finite alphabet equivalent of the recently introduced hierarchically nested factor model (M. Tumminello et al. EPL 78 (3) 30006 (2007)). The algorithm is based on a generating mechanism that is different from the one used in the mutation rate approach. We apply the proposed methodology for investigating the relationship between the bootstrap value associated with a node of a phylogeny and the probability of finding that node in the true phylogeny.
Torabi, Mahmoud
2016-09-01
Disease mapping of a single disease has been widely studied in the public health setup. Simultaneous modeling of related diseases can also be a valuable tool both from the epidemiological and from the statistical point of view. In particular, when we have several measurements recorded at each spatial location, we need to consider multivariate models in order to handle the dependence among the multivariate components as well as the spatial dependence between locations. It is then customary to use multivariate spatial models assuming the same distribution through the entire population density. However, in many circumstances, it is a very strong assumption to have the same distribution for all the areas of population density. To overcome this issue, we propose a hierarchical multivariate mixture generalized linear model to simultaneously analyze spatial Normal and non-Normal outcomes. As an application of our proposed approach, esophageal and lung cancer deaths in Minnesota are used to show the outperformance of assuming different distributions for different counties of Minnesota rather than assuming a single distribution for the population density. Performance of the proposed approach is also evaluated through a simulation study. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Hierarchical multivariate covariance analysis of metabolic connectivity.
Carbonell, Felix; Charil, Arnaud; Zijdenbos, Alex P; Evans, Alan C; Bedell, Barry J
2014-12-01
Conventional brain connectivity analysis is typically based on the assessment of interregional correlations. Given that correlation coefficients are derived from both covariance and variance, group differences in covariance may be obscured by differences in the variance terms. To facilitate a comprehensive assessment of connectivity, we propose a unified statistical framework that interrogates the individual terms of the correlation coefficient. We have evaluated the utility of this method for metabolic connectivity analysis using [18F]2-fluoro-2-deoxyglucose (FDG) positron emission tomography (PET) data from the Alzheimer's Disease Neuroimaging Initiative (ADNI) study. As an illustrative example of the utility of this approach, we examined metabolic connectivity in angular gyrus and precuneus seed regions of mild cognitive impairment (MCI) subjects with low and high β-amyloid burdens. This new multivariate method allowed us to identify alterations in the metabolic connectome, which would not have been detected using classic seed-based correlation analysis. Ultimately, this novel approach should be extensible to brain network analysis and broadly applicable to other imaging modalities, such as functional magnetic resonance imaging (MRI).
DEFF Research Database (Denmark)
Silvennoinen, Annastiina; Teräsvirta, Timo
This article contains a review of multivariate GARCH models. Most common GARCH models are presented and their properties considered. This also includes nonparametric and semiparametric models. Existing specification and misspecification tests are discussed. Finally, there is an empirical example...... in which several multivariate GARCH models are fitted to the same data set and the results compared....
DEFF Research Database (Denmark)
Silvennoinen, Annastiina; Teräsvirta, Timo
This article contains a review of multivariate GARCH models. Most common GARCH models are presented and their properties considered. This also includes nonparametric and semiparametric models. Existing specification and misspecification tests are discussed. Finally, there is an empirical example...... in which several multivariate GARCH models are fitted to the same data set and the results compared....
Collaborative Hierarchical Sparse Modeling
Sprechmann, Pablo; Sapiro, Guillermo; Eldar, Yonina C
2010-01-01
Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is done by solving an l_1-regularized linear regression problem, usually called Lasso. In this work we first combine the sparsity-inducing property of the Lasso model, at the individual feature level, with the block-sparsity property of the group Lasso model, where sparse groups of features are jointly encoded, obtaining a sparsity pattern hierarchically structured. This results in the hierarchical Lasso, which shows important practical modeling advantages. We then extend this approach to the collaborative case, where a set of simultaneously coded signals share the same sparsity pattern at the higher (group) level but not necessarily at the lower one. Signals then share the same active groups, or classes, but not necessarily the same active set. This is very well suited for applications such as source separation. An efficient optimization procedure, which guarantees convergence to the global opt...
分层递阶多模型自适应解耦控制器%Multivariable Adaptive Decoupling Controller Using Hierarchical Multiple Models
Institute of Scientific and Technical Information of China (English)
王昕; 李少远; 岳恒
2005-01-01
To solve the problem such as too many models, long computing time and so on, a hierarchical multiple models direct adaptive decoupling controller is designed. It consists of multiple levels. In the upper level, the best model is chosen according to the switching index. Then multiple fixed models are constructed on line to cover the region which the above chosen fixed model lies in.In the last level, one free-running and one re-initialized adaptive model are added to guarantee the stability and improve the transient response. By selection of the weighting polynomial matrix, it not only eliminates the steady output error and places the poles of the closed loop system arbitrarily, but also decouples the system dynamically. At last, for this multiple models switching system, global convergence is obtained under common assumptions. Compared with the conventional multiple models adaptive controller, it reduces the number of the fixed models greatly. If the same number of the fixed models is used, the system transient response and decoupling result are improved. The simulation example illustrates the power of the derived controller.
Multivariate Modelling via Matrix Subordination
DEFF Research Database (Denmark)
Nicolato, Elisa
stochastic volatility via time-change is quite ineffective when applied to the multivariate setting. In this work we propose a new class of models, which is obtained by conditioning a multivariate Brownian Motion to a so-called matrix subordinator. The obtained model-class encompasses the vast majority...
Modeling hierarchical structures - Hierarchical Linear Modeling using MPlus
Jelonek, M
2006-01-01
The aim of this paper is to present the technique (and its linkage with physics) of overcoming problems connected to modeling social structures, which are typically hierarchical. Hierarchical Linear Models provide a conceptual and statistical mechanism for drawing conclusions regarding the influence of phenomena at different levels of analysis. In the social sciences it is used to analyze many problems such as educational, organizational or market dilemma. This paper introduces the logic of modeling hierarchical linear equations and estimation based on MPlus software. I present my own model to illustrate the impact of different factors on school acceptation level.
Multivariate covariance generalized linear models
DEFF Research Database (Denmark)
Bonat, W. H.; Jørgensen, Bent
2016-01-01
We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link...... function combined with a matrix linear predictor involving known matrices. The method is motivated by three data examples that are not easily handled by existing methods. The first example concerns multivariate count data, the second involves response variables of mixed types, combined with repeated...... are fitted by using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of types of response variables and covariance structures, including multivariate extensions...
Modeling hierarchical structures - Hierarchical Linear Modeling using MPlus
Jelonek, Magdalena
2006-01-01
The aim of this paper is to present the technique (and its linkage with physics) of overcoming problems connected to modeling social structures, which are typically hierarchical. Hierarchical Linear Models provide a conceptual and statistical mechanism for drawing conclusions regarding the influence of phenomena at different levels of analysis. In the social sciences it is used to analyze many problems such as educational, organizational or market dilemma. This paper introduces the logic of m...
Multivariate Modelling via Matrix Subordination
DEFF Research Database (Denmark)
Nicolato, Elisa
Extending the vast library of univariate models to price multi-asset derivatives is still a challenge in the field of Quantitative Finance. Within the literature on multivariate modelling, a dichotomy may be noticed. On one hand, the focus has been on the construction of models displaying...... stochastic correlation within the framework of discussion processes (see e.g. Pigorsh and Stelzer (2008), Hubalek and Nicolato (2008) and Zhu (2000)). On the other hand a number of authors have proposed multivariate Levy models, which allow for flexible modelling of returns, but at the expenses of a constant...... correlation structure (see e.g. Leoni and Schoutens (2007) and Leoni and Schoutens (2007) among others). Tractable multivariate models displaying flexible and stochastic correlation structures combined with jumps is proving to be rather problematic. In particular, the classical technique of introducing...
Sparse Linear Identifiable Multivariate Modeling
DEFF Research Database (Denmark)
Henao, Ricardo; Winther, Ole
2011-01-01
In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully...... Bayesian hierarchy for sparse models using slab and spike priors (two-component δ-function and continuous mixtures), non-Gaussian latent factors and a stochastic search over the ordering of the variables. The framework, which we call SLIM (Sparse Linear Identifiable Multivariate modeling), is validated...... and bench-marked on artificial and real biological data sets. SLIM is closest in spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in inference, Bayesian network structure learning and model comparison. Experimentally, SLIM performs equally well or better than LiNGAM with comparable...
Robust Hierarchical Control for Uncertain Multivariable Hexarotor Systems
Directory of Open Access Journals (Sweden)
Wei Lin
2015-01-01
Full Text Available Multirotor helicopter attracts more attention due to its increased load capacity and being highly maneuverable. However, these helicopters are uncertain multivariable systems, which pose a challenge for their robust controller design. In this paper, a robust two-loop control scheme is proposed for a hexarotor system. The resulted controller consists of a nominal controller and a robust compensator. The robust compensators are added to restrain the influences of uncertainties such as nonlinear dynamics, coupling, parametric uncertainties, and external disturbances. It is proven that the tracking errors are ultimately bounded with specified boundaries by choosing the parameters of the robust compensators. Simulation results on the hexarotor demonstrate the effectiveness of the proposed control method.
Genton, Marc G.
2017-09-07
We present a hierarchical decomposition scheme for computing the n-dimensional integral of multivariate normal probabilities that appear frequently in statistics. The scheme exploits the fact that the formally dense covariance matrix can be approximated by a matrix with a hierarchical low rank structure. It allows the reduction of the computational complexity per Monte Carlo sample from O(n2) to O(mn+knlog(n/m)), where k is the numerical rank of off-diagonal matrix blocks and m is the size of small diagonal blocks in the matrix that are not well-approximated by low rank factorizations and treated as dense submatrices. This hierarchical decomposition leads to substantial efficiencies in multivariate normal probability computations and allows integrations in thousands of dimensions to be practical on modern workstations.
Tashiro, Tohru
2014-03-01
We propose a new model about diffusion of a product which includes a memory of how many adopters or advertisements a non-adopter met, where (non-)adopters mean people (not) possessing the product. This effect is lacking in the Bass model. As an application, we utilize the model to fit the iPod sales data, and so the better agreement is obtained than the Bass model.
Tashiro, Tohru
2013-01-01
We propose a new model about diffusion of a product which includes a memory of how many adopters or advertisements a non-adopter met, where (non-)adopters mean people (not) possessing the product. This effect is lacking in the Bass model. As an application, we utilize the model to fit the iPod sales data, and so the better agreement is obtained than the Bass model.
Hierarchical Cont-Bouchaud model
Paluch, Robert; Holyst, Janusz A
2015-01-01
We extend the well-known Cont-Bouchaud model to include a hierarchical topology of agent's interactions. The influence of hierarchy on system dynamics is investigated by two models. The first one is based on a multi-level, nested Erdos-Renyi random graph and individual decisions by agents according to Potts dynamics. This approach does not lead to a broad return distribution outside a parameter regime close to the original Cont-Bouchaud model. In the second model we introduce a limited hierarchical Erdos-Renyi graph, where merging of clusters at a level h+1 involves only clusters that have merged at the previous level h and we use the original Cont-Bouchaud agent dynamics on resulting clusters. The second model leads to a heavy-tail distribution of cluster sizes and relative price changes in a wide range of connection densities, not only close to the percolation threshold.
Mapping informative clusters in a hierarchical [corrected] framework of FMRI multivariate analysis.
Directory of Open Access Journals (Sweden)
Rui Xu
Full Text Available Pattern recognition methods have become increasingly popular in fMRI data analysis, which are powerful in discriminating between multi-voxel patterns of brain activities associated with different mental states. However, when they are used in functional brain mapping, the location of discriminative voxels varies significantly, raising difficulties in interpreting the locus of the effect. Here we proposed a hierarchical framework of multivariate approach that maps informative clusters rather than voxels to achieve reliable functional brain mapping without compromising the discriminative power. In particular, we first searched for local homogeneous clusters that consisted of voxels with similar response profiles. Then, a multi-voxel classifier was built for each cluster to extract discriminative information from the multi-voxel patterns. Finally, through multivariate ranking, outputs from the classifiers were served as a multi-cluster pattern to identify informative clusters by examining interactions among clusters. Results from both simulated and real fMRI data demonstrated that this hierarchical approach showed better performance in the robustness of functional brain mapping than traditional voxel-based multivariate methods. In addition, the mapped clusters were highly overlapped for two perceptually equivalent object categories, further confirming the validity of our approach. In short, the hierarchical framework of multivariate approach is suitable for both pattern classification and brain mapping in fMRI studies.
Hierarchical model of matching
Pedrycz, Witold; Roventa, Eugene
1992-01-01
The issue of matching two fuzzy sets becomes an essential design aspect of many algorithms including fuzzy controllers, pattern classifiers, knowledge-based systems, etc. This paper introduces a new model of matching. Its principal features involve the following: (1) matching carried out with respect to the grades of membership of fuzzy sets as well as some functionals defined on them (like energy, entropy,transom); (2) concepts of hierarchies in the matching model leading to a straightforward distinction between 'local' and 'global' levels of matching; and (3) a distributed character of the model realized as a logic-based neural network.
Hierarchical Least Squares Identification and Its Convergence for Large Scale Multivariable Systems
Institute of Scientific and Technical Information of China (English)
丁锋; 丁韬
2002-01-01
The recursive least squares identification algorithm (RLS) for large scale multivariable systems requires a large amount of calculations, therefore, the RLS algorithm is difficult to implement on a computer. The computational load of estimation algorithms can be reduced using the hierarchical least squares identification algorithm (HLS) for large scale multivariable systems. The convergence analysis using the Martingale Convergence Theorem indicates that the parameter estimation error (PEE) given by the HLS algorithm is uniformly bounded without a persistent excitation signal and that the PEE consistently converges to zero for the persistent excitation condition. The HLS algorithm has a much lower computational load than the RLS algorithm.
Multivariable modeling and multivariate analysis for the behavioral sciences
Everitt, Brian S
2009-01-01
Multivariable Modeling and Multivariate Analysis for the Behavioral Sciences shows students how to apply statistical methods to behavioral science data in a sensible manner. Assuming some familiarity with introductory statistics, the book analyzes a host of real-world data to provide useful answers to real-life issues.The author begins by exploring the types and design of behavioral studies. He also explains how models are used in the analysis of data. After describing graphical methods, such as scatterplot matrices, the text covers simple linear regression, locally weighted regression, multip
Hierarchical topic modeling with nested hierarchical Dirichlet process
Institute of Scientific and Technical Information of China (English)
Yi-qun DING; Shan-ping LI; Zhen ZHANG; Bin SHEN
2009-01-01
This paper deals with the statistical modeling of latent topic hierarchies in text corpora. The height of the topic tree is assumed as fixed, while the number of topics on each level as unknown a priori and to be inferred from data. Taking a nonparametric Bayesian approach to this problem, we propose a new probabilistic generative model based on the nested hierarchical Dirichlet process (nHDP) and present a Markov chain Monte Carlo sampling algorithm for the inference of the topic tree structure as welt as the word distribution of each topic and topic distribution of each document. Our theoretical analysis and experiment results show that this model can produce a more compact hierarchical topic structure and captures more free-grained topic relationships compared to the hierarchical latent Dirichlet allocation model.
Multicollinearity in hierarchical linear models.
Yu, Han; Jiang, Shanhe; Land, Kenneth C
2015-09-01
This study investigates an ill-posed problem (multicollinearity) in Hierarchical Linear Models from both the data and the model perspectives. We propose an intuitive, effective approach to diagnosing the presence of multicollinearity and its remedies in this class of models. A simulation study demonstrates the impacts of multicollinearity on coefficient estimates, associated standard errors, and variance components at various levels of multicollinearity for finite sample sizes typical in social science studies. We further investigate the role multicollinearity plays at each level for estimation of coefficient parameters in terms of shrinkage. Based on these analyses, we recommend a top-down method for assessing multicollinearity in HLMs that first examines the contextual predictors (Level-2 in a two-level model) and then the individual predictors (Level-1) and uses the results for data collection, research problem redefinition, model re-specification, variable selection and estimation of a final model.
Model Checking Multivariate State Rewards
DEFF Research Database (Denmark)
Nielsen, Bo Friis; Nielson, Flemming; Nielson, Hanne Riis
2010-01-01
We consider continuous stochastic logics with state rewards that are interpreted over continuous time Markov chains. We show how results from multivariate phase type distributions can be used to obtain higher-order moments for multivariate state rewards (including covariance). We also generalise ...... the treatment of eventuality to unbounded path formulae. For all extensions we show how to obtain closed form definitions that are straightforward to implement and we illustrate our development on a small example.......We consider continuous stochastic logics with state rewards that are interpreted over continuous time Markov chains. We show how results from multivariate phase type distributions can be used to obtain higher-order moments for multivariate state rewards (including covariance). We also generalise...
Directory of Open Access Journals (Sweden)
Mario M. Bracco
2006-08-01
Full Text Available OBJETIVO: Identificar fatores biológicos e sociodemográficos atribuíveis à inatividade física em crianças de escolas públicas. MÉTODOS: Foram estudadas, através de questionário auto-relatado pelos pais, 2.519 crianças (49,3% meninas, de 7 a 10 anos (média = 7,6±0,9 anos, de oito escolas públicas da cidade de São Paulo. Aplicamos a análise de correspondência múltipla para identificar grupos de respostas relacionadas com padrões de atividade e inatividade física e a geração de uma escala ótima. A análise de agrupamento identificou os grupos de crianças ativas e inativas. A análise de curva ROC (receiver operator characteristic, para o estudo das propriedades diagnósticas de uma escala simplificada de inatividade física derivada da escala ótima, mostrou o ponto de corte = 3 como o de melhor sensibilidade e especificidade, sendo utilizado como a variável de resposta no modelo de regressão. Um modelo hierárquico multivariado foi construído, assumindo variáveis categóricas como distais e proximais, adotando-se p OBJECTIVE: To identify biological and sociodemographic factors associated with physical inactivity in public school children. METHODS: Parents of 2,519 children (49.3% of whom were girls, aged 7 to 10 years (mean = 7.6±0.9 years, from eight public schools in São Paulo, Brazil, completed a self-administered questionnaire. We used multiple correspondence analysis to identify groups of responses related to levels of physical activity and inactivity and to obtain an optimal scale. The cluster analysis identified groups of active and inactive children. The analysis of the receiver operator characteristic (ROC curve, for the study of diagnostic properties of a simplified scale for physical inactivity derived from the optimal scale, revealed that a cutoff point of 3 had the best sensitivity and specificity, being therefore used as outcome variable in the regression model. A multivariate hierarchical model was
Multivariate pluvial flood damage models
Energy Technology Data Exchange (ETDEWEB)
Van Ootegem, Luc [HIVA — University of Louvain (Belgium); SHERPPA — Ghent University (Belgium); Verhofstadt, Elsy [SHERPPA — Ghent University (Belgium); Van Herck, Kristine; Creten, Tom [HIVA — University of Louvain (Belgium)
2015-09-15
Depth–damage-functions, relating the monetary flood damage to the depth of the inundation, are commonly used in the case of fluvial floods (floods caused by a river overflowing). We construct four multivariate damage models for pluvial floods (caused by extreme rainfall) by differentiating on the one hand between ground floor floods and basement floods and on the other hand between damage to residential buildings and damage to housing contents. We do not only take into account the effect of flood-depth on damage, but also incorporate the effects of non-hazard indicators (building characteristics, behavioural indicators and socio-economic variables). By using a Tobit-estimation technique on identified victims of pluvial floods in Flanders (Belgium), we take into account the effect of cases of reported zero damage. Our results show that the flood depth is an important predictor of damage, but with a diverging impact between ground floor floods and basement floods. Also non-hazard indicators are important. For example being aware of the risk just before the water enters the building reduces content damage considerably, underlining the importance of warning systems and policy in this case of pluvial floods. - Highlights: • Prediction of damage of pluvial floods using also non-hazard information • We include ‘no damage cases’ using a Tobit model. • The damage of flood depth is stronger for ground floor than for basement floods. • Non-hazard indicators are especially important for content damage. • Potential gain of policies that increase awareness of flood risks.
Building multivariate systems biology models
Kirwan, G.M.; Johansson, E.; Kleemann, R.; Verheij, E.R.; Wheelock, A.M.; Goto, S.; Trygg, J.; Wheelock, C.E.
2012-01-01
Systems biology methods using large-scale "omics" data sets face unique challenges: integrating and analyzing near limitless data space, while recognizing and removing systematic variation or noise. Herein we propose a complementary multivariate analysis workflow to both integrate "omics" data from
A Model of Hierarchical Key Assignment Scheme
Institute of Scientific and Technical Information of China (English)
ZHANG Zhigang; ZHAO Jing; XU Maozhi
2006-01-01
A model of the hierarchical key assignment scheme is approached in this paper, which can be used with any cryptography algorithm. Besides, the optimal dynamic control property of a hierarchical key assignment scheme will be defined in this paper. Also, our scheme model will meet this property.
HIERARCHICAL OPTIMIZATION MODEL ON GEONETWORK
Directory of Open Access Journals (Sweden)
Z. Zha
2012-07-01
Full Text Available In existing construction experience of Spatial Data Infrastructure (SDI, GeoNetwork, as the geographical information integrated solution, is an effective way of building SDI. During GeoNetwork serving as an internet application, several shortcomings are exposed. The first one is that the time consuming of data loading has been considerately increasing with the growth of metadata count. Consequently, the efficiency of query and search service becomes lower. Another problem is that stability and robustness are both ruined since huge amount of metadata. The final flaw is that the requirements of multi-user concurrent accessing based on massive data are not effectively satisfied on the internet. A novel approach, Hierarchical Optimization Model (HOM, is presented to solve the incapability of GeoNetwork working with massive data in this paper. HOM optimizes the GeoNetwork from these aspects: internal procedure, external deployment strategies, etc. This model builds an efficient index for accessing huge metadata and supporting concurrent processes. In this way, the services based on GeoNetwork can maintain stable while running massive metadata. As an experiment, we deployed more than 30 GeoNetwork nodes, and harvest nearly 1.1 million metadata. From the contrast between the HOM-improved software and the original one, the model makes indexing and retrieval processes more quickly and keeps the speed stable on metadata amount increasing. It also shows stable on multi-user concurrent accessing to system services, the experiment achieved good results and proved that our optimization model is efficient and reliable.
A special hierarchical fuzzy neural-networks based reinforcement learning for multi-variables system
Institute of Scientific and Technical Information of China (English)
ZHANG Wen-zhi; LU Tian-sheng
2005-01-01
Proposes a reinforcement learning scheme based on a special Hierarchical Fuzzy Neural-Networks (HFNN) for solving complicated learning tasks in a continuous multi-variables environment. The output of the previous layer in the HFNN is no longer used as if-part of the next layer, but used only in then-part. Thus it can deal with the difficulty when the output of the previous layer is meaningless or its meaning is uncertain. The proposed HFNN has a minimal number of fuzzy rules and can successfully solve the problem of rules combination explosion and decrease the quantity of computation and memory requirement. In the learning process, two HFNN with the same structure perform fuzzy action composition and evaluation function approximation simultaneously where the parameters of neural-networks are tuned and updated on line by using gradient descent algorithm. The reinforcement learning method is proved to be correct and feasible by simulation of a double inverted pendulum system.
Multivariate generalized linear mixed models using R
Berridge, Damon Mark
2011-01-01
Multivariate Generalized Linear Mixed Models Using R presents robust and methodologically sound models for analyzing large and complex data sets, enabling readers to answer increasingly complex research questions. The book applies the principles of modeling to longitudinal data from panel and related studies via the Sabre software package in R. A Unified Framework for a Broad Class of Models The authors first discuss members of the family of generalized linear models, gradually adding complexity to the modeling framework by incorporating random effects. After reviewing the generalized linear model notation, they illustrate a range of random effects models, including three-level, multivariate, endpoint, event history, and state dependence models. They estimate the multivariate generalized linear mixed models (MGLMMs) using either standard or adaptive Gaussian quadrature. The authors also compare two-level fixed and random effects linear models. The appendices contain additional information on quadrature, model...
Hierarchical modeling and analysis for spatial data
Banerjee, Sudipto; Gelfand, Alan E
2003-01-01
Among the many uses of hierarchical modeling, their application to the statistical analysis of spatial and spatio-temporal data from areas such as epidemiology And environmental science has proven particularly fruitful. Yet to date, the few books that address the subject have been either too narrowly focused on specific aspects of spatial analysis, or written at a level often inaccessible to those lacking a strong background in mathematical statistics.Hierarchical Modeling and Analysis for Spatial Data is the first accessible, self-contained treatment of hierarchical methods, modeling, and dat
Jafari, Masoumeh; Salimifard, Maryam; Dehghani, Maryam
2014-07-01
This paper presents an efficient method for identification of nonlinear Multi-Input Multi-Output (MIMO) systems in the presence of colored noises. The method studies the multivariable nonlinear Hammerstein and Wiener models, in which, the nonlinear memory-less block is approximated based on arbitrary vector-based basis functions. The linear time-invariant (LTI) block is modeled by an autoregressive moving average with exogenous (ARMAX) model which can effectively describe the moving average noises as well as the autoregressive and the exogenous dynamics. According to the multivariable nature of the system, a pseudo-linear-in-the-parameter model is obtained which includes two different kinds of unknown parameters, a vector and a matrix. Therefore, the standard least squares algorithm cannot be applied directly. To overcome this problem, a Hierarchical Least Squares Iterative (HLSI) algorithm is used to simultaneously estimate the vector and the matrix of unknown parameters as well as the noises. The efficiency of the proposed identification approaches are investigated through three nonlinear MIMO case studies.
A Model for Slicing JAVA Programs Hierarchically
Institute of Scientific and Technical Information of China (English)
Bi-Xin Li; Xiao-Cong Fan; Jun Pang; Jian-Jun Zhao
2004-01-01
Program slicing can be effectively used to debug, test, analyze, understand and maintain objectoriented software. In this paper, a new slicing model is proposed to slice Java programs based on their inherent hierarchical feature. The main idea of hierarchical slicing is to slice programs in a stepwise way, from package level, to class level, method level, and finally up to statement level. The stepwise slicing algorithm and the related graph reachability algorithms are presented, the architecture of the Java program Analyzing Tool (JATO) based on hierarchical slicing model is provided, the applications and a small case study are also discussed.
The value of multivariate model sophistication
DEFF Research Database (Denmark)
Rombouts, Jeroen; Stentoft, Lars; Violante, Francesco
2014-01-01
We assess the predictive accuracies of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set of 444 multivariate models that differ in their spec....... In addition to investigating the value of model sophistication in terms of dollar losses directly, we also use the model confidence set approach to statistically infer the set of models that delivers the best pricing performances....
When to Use Hierarchical Linear Modeling
National Research Council Canada - National Science Library
Veronika Huta
2014-01-01
Previous publications on hierarchical linear modeling (HLM) have provided guidance on how to perform the analysis, yet there is relatively little information on two questions that arise even before analysis...
An introduction to hierarchical linear modeling
National Research Council Canada - National Science Library
Woltman, Heather; Feldstain, Andrea; MacKay, J. Christine; Rocchi, Meredith
2012-01-01
This tutorial aims to introduce Hierarchical Linear Modeling (HLM). A simple explanation of HLM is provided that describes when to use this statistical technique and identifies key factors to consider before conducting this analysis...
Conservation Laws in the Hierarchical Model
Beijeren, H. van; Gallavotti, G.; Knops, H.
1974-01-01
An exposition of the renormalization-group equations for the hierarchical model is given. Attention is drawn to some properties of the spin distribution functions which are conserved under the action of the renormalization group.
Modeling Bivariate Longitudinal Hormone Profiles by Hierarchical State Space Models.
Liu, Ziyue; Cappola, Anne R; Crofford, Leslie J; Guo, Wensheng
2014-01-01
The hypothalamic-pituitary-adrenal (HPA) axis is crucial in coping with stress and maintaining homeostasis. Hormones produced by the HPA axis exhibit both complex univariate longitudinal profiles and complex relationships among different hormones. Consequently, modeling these multivariate longitudinal hormone profiles is a challenging task. In this paper, we propose a bivariate hierarchical state space model, in which each hormone profile is modeled by a hierarchical state space model, with both population-average and subject-specific components. The bivariate model is constructed by concatenating the univariate models based on the hypothesized relationship. Because of the flexible framework of state space form, the resultant models not only can handle complex individual profiles, but also can incorporate complex relationships between two hormones, including both concurrent and feedback relationship. Estimation and inference are based on marginal likelihood and posterior means and variances. Computationally efficient Kalman filtering and smoothing algorithms are used for implementation. Application of the proposed method to a study of chronic fatigue syndrome and fibromyalgia reveals that the relationships between adrenocorticotropic hormone and cortisol in the patient group are weaker than in healthy controls.
Sparse Linear Identifiable Multivariate Modeling
DEFF Research Database (Denmark)
Henao, Ricardo; Winther, Ole
2011-01-01
and bench-marked on artificial and real biological data sets. SLIM is closest in spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in inference, Bayesian network structure learning and model comparison. Experimentally, SLIM performs equally well or better than LiNGAM with comparable...
Ranking multivariate GARCH models by problem dimension
M. Caporin (Massimiliano); M.J. McAleer (Michael)
2010-01-01
textabstractIn the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. The two most widely known and used are the Scalar BEKK model of Engle and Kroner (1995) and Ding and Engle (2001), and the DCC model of Engle (2002). Some recent research has begun to examin
Classification using Hierarchical Naive Bayes models
DEFF Research Database (Denmark)
Langseth, Helge; Dyhre Nielsen, Thomas
2006-01-01
Classification problems have a long history in the machine learning literature. One of the simplest, and yet most consistently well-performing set of classifiers is the Naïve Bayes models. However, an inherent problem with these classifiers is the assumption that all attributes used to describe...... an instance are conditionally independent given the class of that instance. When this assumption is violated (which is often the case in practice) it can reduce classification accuracy due to “information double-counting” and interaction omission. In this paper we focus on a relatively new set of models......, termed Hierarchical Naïve Bayes models. Hierarchical Naïve Bayes models extend the modeling flexibility of Naïve Bayes models by introducing latent variables to relax some of the independence statements in these models. We propose a simple algorithm for learning Hierarchical Naïve Bayes models...
Regularized multivariate regression models with skew-t error distributions
Chen, Lianfu
2014-06-01
We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both the regression coefficient and inverse scale matrices simultaneously. The sparsity is introduced through penalizing the negative log-likelihood by adding L1-penalties on the entries of the two matrices. Taking advantage of the hierarchical representation of skew-t distributions, and using the expectation conditional maximization (ECM) algorithm, we reduce the problem to penalized normal likelihood and develop a procedure to minimize the ensuing objective function. Using a simulation study the performance of the method is assessed, and the methodology is illustrated using a real data set with a 24-dimensional response vector. © 2014 Elsevier B.V.
Conceptual hierarchical modeling to describe wetland plant community organization
Little, A.M.; Guntenspergen, G.R.; Allen, T.F.H.
2010-01-01
Using multivariate analysis, we created a hierarchical modeling process that describes how differently-scaled environmental factors interact to affect wetland-scale plant community organization in a system of small, isolated wetlands on Mount Desert Island, Maine. We followed the procedure: 1) delineate wetland groups using cluster analysis, 2) identify differently scaled environmental gradients using non-metric multidimensional scaling, 3) order gradient hierarchical levels according to spatiotem-poral scale of fluctuation, and 4) assemble hierarchical model using group relationships with ordination axes and post-hoc tests of environmental differences. Using this process, we determined 1) large wetland size and poor surface water chemistry led to the development of shrub fen wetland vegetation, 2) Sphagnum and water chemistry differences affected fen vs. marsh / sedge meadows status within small wetlands, and 3) small-scale hydrologic differences explained transitions between forested vs. non-forested and marsh vs. sedge meadow vegetation. This hierarchical modeling process can help explain how upper level contextual processes constrain biotic community response to lower-level environmental changes. It creates models with more nuanced spatiotemporal complexity than classification and regression tree procedures. Using this process, wetland scientists will be able to generate more generalizable theories of plant community organization, and useful management models. ?? Society of Wetland Scientists 2009.
Analysis hierarchical model for discrete event systems
Ciortea, E. M.
2015-11-01
The This paper presents the hierarchical model based on discrete event network for robotic systems. Based on the hierarchical approach, Petri network is analysed as a network of the highest conceptual level and the lowest level of local control. For modelling and control of complex robotic systems using extended Petri nets. Such a system is structured, controlled and analysed in this paper by using Visual Object Net ++ package that is relatively simple and easy to use, and the results are shown as representations easy to interpret. The hierarchical structure of the robotic system is implemented on computers analysed using specialized programs. Implementation of hierarchical model discrete event systems, as a real-time operating system on a computer network connected via a serial bus is possible, where each computer is dedicated to local and Petri model of a subsystem global robotic system. Since Petri models are simplified to apply general computers, analysis, modelling, complex manufacturing systems control can be achieved using Petri nets. Discrete event systems is a pragmatic tool for modelling industrial systems. For system modelling using Petri nets because we have our system where discrete event. To highlight the auxiliary time Petri model using transport stream divided into hierarchical levels and sections are analysed successively. Proposed robotic system simulation using timed Petri, offers the opportunity to view the robotic time. Application of goods or robotic and transmission times obtained by measuring spot is obtained graphics showing the average time for transport activity, using the parameters sets of finished products. individually.
Multivariate Model for Test Response Analysis
Krishnan, Shaji; Krishnan, Shaji; Kerkhoff, Hans G.
2010-01-01
A systematic approach to construct an effective multivariate test response model for capturing manufacturing defects in electronic products is described. The effectiveness of the model is demonstrated by its capability in reducing the number of test-points, while achieving the maximal coverage
Multivariate model for test response analysis
Krishnan, S.; Kerkhoff, H.G.
2010-01-01
A systematic approach to construct an effective multivariate test response model for capturing manufacturing defects in electronic products is described. The effectiveness of the model is demonstrated by its capability in reducing the number of test-points, while achieving the maximal coverage attai
Multivariate model for test response analysis
Krishnan, S.; Kerkhoff, H.G.
2010-01-01
A systematic approach to construct an effective multivariate test response model for capturing manufacturing defects in electronic products is described. The effectiveness of the model is demonstrated by its capability in reducing the number of test-points, while achieving the maximal coverage attai
Modeling Multivariate Volatility Processes: Theory and Evidence
Directory of Open Access Journals (Sweden)
Jelena Z. Minovic
2009-05-01
Full Text Available This article presents theoretical and empirical methodology for estimation and modeling of multivariate volatility processes. It surveys the model specifications and the estimation methods. Multivariate GARCH models covered are VEC (initially due to Bollerslev, Engle and Wooldridge, 1988, diagonal VEC (DVEC, BEKK (named after Baba, Engle, Kraft and Kroner, 1995, Constant Conditional Correlation Model (CCC, Bollerslev, 1990, Dynamic Conditional Correlation Model (DCC models of Tse and Tsui, 2002, and Engle, 2002. I illustrate approach by applying it to daily data from the Belgrade stock exchange, I examine two pairs of daily log returns for stocks and index, report the results obtained, and compare them with the restricted version of BEKK, DVEC and CCC representations. The methods for estimation parameters used are maximum log-likehood (in BEKK and DVEC models and twostep approach (in CCC model.
Semiparametric Quantile Modelling of Hierarchical Data
Institute of Scientific and Technical Information of China (English)
Mao Zai TIAN; Man Lai TANG; Ping Shing CHAN
2009-01-01
The classic hierarchical linear model formulation provides a considerable flexibility for modelling the random effects structure and a powerful tool for analyzing nested data that arise in various areas such as biology, economics and education. However, it assumes the within-group errors to be independently and identically distributed (i.i.d.) and models at all levels to be linear. Most importantly, traditional hierarchical models (just like other ordinary mean regression methods) cannot characterize the entire conditional distribution of a dependent variable given a set of covariates and fail to yield robust estimators. In this article, we relax the aforementioned and normality assumptions, and develop a so-called Hierarchical Semiparametric Quantile Regression Models in which the within-group errors could be heteroscedastic and models at some levels are allowed to be nonparametric. We present the ideas with a 2-level model. The level-l model is specified as a nonparametric model whereas level-2 model is set as a parametric model. Under the proposed semiparametric setting the vector of partial derivatives of the nonparametric function in level-1 becomes the response variable vector in level 2. The proposed method allows us to model the fixed effects in the innermost level (i.e., level 2) as a function of the covariates instead of a constant effect. We outline some mild regularity conditions required for convergence and asymptotic normality for our estimators. We illustrate our methodology with a real hierarchical data set from a laboratory study and some simulation studies.
Preliminary Multivariable Cost Model for Space Telescopes
Stahl, H. Philip
2010-01-01
Parametric cost models are routinely used to plan missions, compare concepts and justify technology investments. Previously, the authors published two single variable cost models based on 19 flight missions. The current paper presents the development of a multi-variable space telescopes cost model. The validity of previously published models are tested. Cost estimating relationships which are and are not significant cost drivers are identified. And, interrelationships between variables are explored
Hierarchical linear regression models for conditional quantiles
Institute of Scientific and Technical Information of China (English)
TIAN Maozai; CHEN Gemai
2006-01-01
The quantile regression has several useful features and therefore is gradually developing into a comprehensive approach to the statistical analysis of linear and nonlinear response models,but it cannot deal effectively with the data with a hierarchical structure.In practice,the existence of such data hierarchies is neither accidental nor ignorable,it is a common phenomenon.To ignore this hierarchical data structure risks overlooking the importance of group effects,and may also render many of the traditional statistical analysis techniques used for studying data relationships invalid.On the other hand,the hierarchical models take a hierarchical data structure into account and have also many applications in statistics,ranging from overdispersion to constructing min-max estimators.However,the hierarchical models are virtually the mean regression,therefore,they cannot be used to characterize the entire conditional distribution of a dependent variable given high-dimensional covariates.Furthermore,the estimated coefficient vector (marginal effects)is sensitive to an outlier observation on the dependent variable.In this article,a new approach,which is based on the Gauss-Seidel iteration and taking a full advantage of the quantile regression and hierarchical models,is developed.On the theoretical front,we also consider the asymptotic properties of the new method,obtaining the simple conditions for an n1/2-convergence and an asymptotic normality.We also illustrate the use of the technique with the real educational data which is hierarchical and how the results can be explained.
Hierarchical models and chaotic spin glasses
Berker, A. Nihat; McKay, Susan R.
1984-09-01
Renormalization-group studies in position space have led to the discovery of hierarchical models which are exactly solvable, exhibiting nonclassical critical behavior at finite temperature. Position-space renormalization-group approximations that had been widely and successfully used are in fact alternatively applicable as exact solutions of hierarchical models, this realizability guaranteeing important physical requirements. For example, a hierarchized version of the Sierpiriski gasket is presented, corresponding to a renormalization-group approximation which has quantitatively yielded the multicritical phase diagrams of submonolayers on graphite. Hierarchical models are now being studied directly as a testing ground for new concepts. For example, with the introduction of frustration, chaotic renormalization-group trajectories were obtained for the first time. Thus, strong and weak correlations are randomly intermingled at successive length scales, and a new microscopic picture and mechanism for a spin glass emerges. An upper critical dimension occurs via a boundary crisis mechanism in cluster-hierarchical variants developed to have well-behaved susceptibilities.
Hierarchic Models of Turbulence, Superfluidity and Superconductivity
Kaivarainen, A
2000-01-01
New models of Turbulence, Superfluidity and Superconductivity, based on new Hierarchic theory, general for liquids and solids (physics/0102086), have been proposed. CONTENTS: 1 Turbulence. General description; 2 Mesoscopic mechanism of turbulence; 3 Superfluidity. General description; 4 Mesoscopic scenario of fluidity; 5 Superfluidity as a hierarchic self-organization process; 6 Superfluidity in 3He; 7 Superconductivity: General properties of metals and semiconductors; Plasma oscillations; Cyclotron resonance; Electroconductivity; 8. Microscopic theory of superconductivity (BCS); 9. Mesoscopic scenario of superconductivity: Interpretation of experimental data in the framework of mesoscopic model of superconductivity.
Strategic games on a hierarchical network model
Institute of Scientific and Technical Information of China (English)
无
2008-01-01
Among complex network models, the hierarchical network model is the one most close to such real networks as world trade web, metabolic network, WWW, actor network, and so on. It has not only the property of power-law degree distribution, but growth based on growth and preferential attachment, showing the scale-free degree distribution property. In this paper, we study the evolution of cooperation on a hierarchical network model, adopting the prisoner's dilemma (PD) game and snowdrift game (SG) as metaphors of the interplay between connected nodes. BA model provides a unifying framework for the emergence of cooperation. But interestingly, we found that on hierarchical model, there is no sign of cooperation for PD game, while the frequency of cooperation decreases as the common benefit decreases for SG. By comparing the scaling clustering coefficient properties of the hierarchical network model with that of BA model, we found that the former amplifies the effect of hubs. Considering different performances of PD game and SG on complex network, we also found that common benefit leads to cooperation in the evolution. Thus our study may shed light on the emergence of cooperation in both natural and social environments.
A Multivariate Approach to Functional Neuro Modeling
DEFF Research Database (Denmark)
Mørch, Niels J.S.
1998-01-01
This Ph.D. thesis, A Multivariate Approach to Functional Neuro Modeling, deals with the analysis and modeling of data from functional neuro imaging experiments. A multivariate dataset description is provided which facilitates efficient representation of typical datasets and, more importantly...... and overall conditions governing the functional experiment, via associated micro- and macroscopic variables. The description facilitates an efficient microscopic re-representation, as well as a handle on the link between brain and behavior; the latter is achieved by hypothesizing variations in the micro...... a generalization theoretical framework centered around measures of model generalization error. - Only few, if any, examples of the application of generalization theory to functional neuro modeling currently exist in the literature. - Exemplification of the proposed generalization theoretical framework...
Shared Frailty Model for Left-Truncated Multivariate Survival Data
DEFF Research Database (Denmark)
Jensen, Henrik; Brookmeyer, Ron; Aaby, Peter;
multivariate survival data, left truncation, multiplicative hazard model, shared gamma frailty, conditional model, piecewise exponential model, childhood survival......multivariate survival data, left truncation, multiplicative hazard model, shared gamma frailty, conditional model, piecewise exponential model, childhood survival...
Hierarchical Context Modeling for Video Event Recognition.
Wang, Xiaoyang; Ji, Qiang
2016-10-11
Current video event recognition research remains largely target-centered. For real-world surveillance videos, targetcentered event recognition faces great challenges due to large intra-class target variation, limited image resolution, and poor detection and tracking results. To mitigate these challenges, we introduced a context-augmented video event recognition approach. Specifically, we explicitly capture different types of contexts from three levels including image level, semantic level, and prior level. At the image level, we introduce two types of contextual features including the appearance context features and interaction context features to capture the appearance of context objects and their interactions with the target objects. At the semantic level, we propose a deep model based on deep Boltzmann machine to learn event object representations and their interactions. At the prior level, we utilize two types of prior-level contexts including scene priming and dynamic cueing. Finally, we introduce a hierarchical context model that systematically integrates the contextual information at different levels. Through the hierarchical context model, contexts at different levels jointly contribute to the event recognition. We evaluate the hierarchical context model for event recognition on benchmark surveillance video datasets. Results show that incorporating contexts in each level can improve event recognition performance, and jointly integrating three levels of contexts through our hierarchical model achieves the best performance.
Managing Clustered Data Using Hierarchical Linear Modeling
Warne, Russell T.; Li, Yan; McKyer, E. Lisako J.; Condie, Rachel; Diep, Cassandra S.; Murano, Peter S.
2012-01-01
Researchers in nutrition research often use cluster or multistage sampling to gather participants for their studies. These sampling methods often produce violations of the assumption of data independence that most traditional statistics share. Hierarchical linear modeling is a statistical method that can overcome violations of the independence…
Managing Clustered Data Using Hierarchical Linear Modeling
Warne, Russell T.; Li, Yan; McKyer, E. Lisako J.; Condie, Rachel; Diep, Cassandra S.; Murano, Peter S.
2012-01-01
Researchers in nutrition research often use cluster or multistage sampling to gather participants for their studies. These sampling methods often produce violations of the assumption of data independence that most traditional statistics share. Hierarchical linear modeling is a statistical method that can overcome violations of the independence…
Multivariate Generalized Linear Mixed Models Using R
Berridge, Damon M
2011-01-01
To provide researchers with the ability to analyze large and complex data sets using robust models, this book presents a unified framework for a broad class of models that can be applied using a dedicated R package (Sabre). The first five chapters cover the analysis of multilevel models using univariate generalized linear mixed models (GLMMs). The next few chapters extend to multivariate GLMMs and the last chapters address more specialized topics, such as parallel computing for large-scale analyses. Each chapter includes many real-world examples implemented using Sabre as well as exercises and
Modelling and Forecasting Multivariate Realized Volatility
DEFF Research Database (Denmark)
Chiriac, Roxana; Voev, Valeri
This paper proposes a methodology for modelling time series of realized covariance matrices in order to forecast multivariate risks. The approach allows for flexible dynamic dependence patterns and guarantees positive definiteness of the resulting forecasts without imposing parameter restrictions....... We provide an empirical application of the model, in which we show by means of stochastic dominance tests that the returns from an optimal portfolio based on the model's forecasts second-order dominate returns of portfolios optimized on the basis of traditional MGARCH models. This result implies...
"Ranking Multivariate GARCH Models by Problem Dimension"
Caporin, Massimiliano; McAleer, Michael
2010-01-01
textabstractIn the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. The two most widely known and used are the Scalar BEKK model of Engle and Kroner (1995) and Ding and Engle (2001), and the DCC model of Engle (2002). Some recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. In this paper, we provide an empirical comparison of a set of MGARCH models, namely BEKK, DCC, Corrected DCC (cDCC) ...
The Infinite Hierarchical Factor Regression Model
Rai, Piyush
2009-01-01
We propose a nonparametric Bayesian factor regression model that accounts for uncertainty in the number of factors, and the relationship between factors. To accomplish this, we propose a sparse variant of the Indian Buffet Process and couple this with a hierarchical model over factors, based on Kingman's coalescent. We apply this model to two problems (factor analysis and factor regression) in gene-expression data analysis.
Hierarchical models in the brain.
Directory of Open Access Journals (Sweden)
Karl Friston
2008-11-01
Full Text Available This paper describes a general model that subsumes many parametric models for continuous data. The model comprises hidden layers of state-space or dynamic causal models, arranged so that the output of one provides input to another. The ensuing hierarchy furnishes a model for many types of data, of arbitrary complexity. Special cases range from the general linear model for static data to generalised convolution models, with system noise, for nonlinear time-series analysis. Crucially, all of these models can be inverted using exactly the same scheme, namely, dynamic expectation maximization. This means that a single model and optimisation scheme can be used to invert a wide range of models. We present the model and a brief review of its inversion to disclose the relationships among, apparently, diverse generative models of empirical data. We then show that this inversion can be formulated as a simple neural network and may provide a useful metaphor for inference and learning in the brain.
Zhang, M.; Zhang, Y.; Lichtner, P. C.
2013-12-01
/tailing behavior of the FHM can generally be captured by the HSMs. At all the variances tested, the 8-unit upscaled model is always the most accurate. When the variance is low to moderate, this model can provide accurate to adequate predictions of all the FHM plume moments. In addition, upscaled dispersivities computed with the stochastic versus deterministic techniques yield similar solute predictions, which suggest that in this analysis, an ergodic transport regime has emerged. However, when the variance of ln(k) increases to 4.5, the upscaled dispersivities predicted by the stochastic methods result in significant upstream dispersion that is nonphysical. In this case, the HSMs cannot capture the FHM plume moments for the given ln(K) variance. In summary, simulation results suggest that the upscaling dispersivity can be used to accurately capture solute transport in low ln(K) variance systems but fails to describe the solute motion if system variance is high. Reference: Mingkan Zhang, and Ye Zhang, Multiscale, Multi-variance Dispersivity Upscaling for A Three-Dimensional Hierarchical Aquifer: Developing and Testing a Parallel Random Walk Method with a Drift Term in the Dispersion Tensor, Water Resources Research, in preparation.
Bayesian Inference of a Multivariate Regression Model
Directory of Open Access Journals (Sweden)
Marick S. Sinay
2014-01-01
Full Text Available We explore Bayesian inference of a multivariate linear regression model with use of a flexible prior for the covariance structure. The commonly adopted Bayesian setup involves the conjugate prior, multivariate normal distribution for the regression coefficients and inverse Wishart specification for the covariance matrix. Here we depart from this approach and propose a novel Bayesian estimator for the covariance. A multivariate normal prior for the unique elements of the matrix logarithm of the covariance matrix is considered. Such structure allows for a richer class of prior distributions for the covariance, with respect to strength of beliefs in prior location hyperparameters, as well as the added ability, to model potential correlation amongst the covariance structure. The posterior moments of all relevant parameters of interest are calculated based upon numerical results via a Markov chain Monte Carlo procedure. The Metropolis-Hastings-within-Gibbs algorithm is invoked to account for the construction of a proposal density that closely matches the shape of the target posterior distribution. As an application of the proposed technique, we investigate a multiple regression based upon the 1980 High School and Beyond Survey.
Hierarchical model of vulnerabilities for emotional disorders.
Norton, Peter J; Mehta, Paras D
2007-01-01
Clark and Watson's (1991) tripartite model of anxiety and depression has had a dramatic impact on our understanding of the dispositional variables underlying emotional disorders. More recently, calls have been made to examine not simply the influence of negative affectivity (NA) but also mediating factors that might better explain how NA influences anxious and depressive syndromes (e.g. Taylor, 1998; Watson, 2005). Extending preliminary projects, this study evaluated two hierarchical models of NA, mediating factors of anxiety sensitivity and intolerance of uncertainty, and specific emotional manifestations. Data provided a very good fit to a model elaborated from preliminary studies, lending further support to hierarchical models of emotional vulnerabilities. Implications for classification and diagnosis are discussed.
Bayesian hierarchical modeling of drug stability data.
Chen, Jie; Zhong, Jinglin; Nie, Lei
2008-06-15
Stability data are commonly analyzed using linear fixed or random effect model. The linear fixed effect model does not take into account the batch-to-batch variation, whereas the random effect model may suffer from the unreliable shelf-life estimates due to small sample size. Moreover, both methods do not utilize any prior information that might have been available. In this article, we propose a Bayesian hierarchical approach to modeling drug stability data. Under this hierarchical structure, we first use Bayes factor to test the poolability of batches. Given the decision on poolability of batches, we then estimate the shelf-life that applies to all batches. The approach is illustrated with two example data sets and its performance is compared in simulation studies with that of the commonly used frequentist methods. (c) 2008 John Wiley & Sons, Ltd.
Institute of Scientific and Technical Information of China (English)
袁平; 丁峰
2008-01-01
利用Kronecker积,推导出多变量ARX-like随机系统的辨识模型,使用递阶辨识原理研制了一个递阶最小二乘参数估计算法.提出的递阶最小二乘算法比现存递推最小二乘算法计算量小.给出了为仿真例子.%By using the Kronecker product,An identification model for multivariable ARX-like stochastic systems is derived and developed a hierarchical least squares parameter estimation algorithm by the hierarchical identification principle．The proposed algorithm has less computational eorts than the recursive least squares algorithm.A simulation example is included.
Hierarchical Climate Modeling for Cosmoclimatology
Ohfuchi, Wataru
2010-05-01
It has been reported that there are correlations among solar activity, amount of galactic cosmic ray, amount of low clouds and surface air temperature (Svensmark and Friis-Chistensen, 1997). These correlations seem to exist for current climate change, Little Ice Age, and geological time scale climate changes. Some hypothetic mechanisms have been argued for the correlations but it still needs quantitative studies to understand the mechanism. In order to decrease uncertainties, only first principles or laws very close to first principles should be used. Our group at Japan Agency for Marine-Earth Science and Technology has started modeling effort to tackle this problem. We are constructing models from galactic cosmic ray inducing ionization, to aerosol formation, to cloud formation, to global climate. In this talk, we introduce our modeling activities. For aerosol formation, we use molecular dynamics. For cloud formation, we use a new cloud microphysics model called "super droplet method". We also try to couple a nonhydrostatic atmospheric regional cloud resolving model and a hydrostatic atmospheric general circulation model.
Energy Technology Data Exchange (ETDEWEB)
Park, Jinyong [Univ. of Arizona, Tucson, AZ (United States); Balasingham, P [Univ. of Arizona, Tucson, AZ (United States); McKenna, Sean Andrew [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Kulatilake, Pinnaduwa H.S.W. [Univ. of Arizona, Tucson, AZ (United States)
2004-09-01
Sandia National Laboratories, under contract to Nuclear Waste Management Organization of Japan (NUMO), is performing research on regional classification of given sites in Japan with respect to potential volcanic disruption using multivariate statistics and geo-statistical interpolation techniques. This report provides results obtained for hierarchical probabilistic regionalization of volcanism for the Sengan region in Japan by applying multivariate statistical techniques and geostatistical interpolation techniques on the geologic data provided by NUMO. A workshop report produced in September 2003 by Sandia National Laboratories (Arnold et al., 2003) on volcanism lists a set of most important geologic variables as well as some secondary information related to volcanism. Geologic data extracted for the Sengan region in Japan from the data provided by NUMO revealed that data are not available at the same locations for all the important geologic variables. In other words, the geologic variable vectors were found to be incomplete spatially. However, it is necessary to have complete geologic variable vectors to perform multivariate statistical analyses. As a first step towards constructing complete geologic variable vectors, the Universal Transverse Mercator (UTM) zone 54 projected coordinate system and a 1 km square regular grid system were selected. The data available for each geologic variable on a geographic coordinate system were transferred to the aforementioned grid system. Also the recorded data on volcanic activity for Sengan region were produced on the same grid system. Each geologic variable map was compared with the recorded volcanic activity map to determine the geologic variables that are most important for volcanism. In the regionalized classification procedure, this step is known as the variable selection step. The following variables were determined as most important for volcanism: geothermal gradient, groundwater temperature, heat discharge, groundwater
Hierarchical Boltzmann simulations and model error estimation
Torrilhon, Manuel; Sarna, Neeraj
2017-08-01
A hierarchical simulation approach for Boltzmann's equation should provide a single numerical framework in which a coarse representation can be used to compute gas flows as accurately and efficiently as in computational fluid dynamics, but a subsequent refinement allows to successively improve the result to the complete Boltzmann result. We use Hermite discretization, or moment equations, for the steady linearized Boltzmann equation for a proof-of-concept of such a framework. All representations of the hierarchy are rotationally invariant and the numerical method is formulated on fully unstructured triangular and quadrilateral meshes using a implicit discontinuous Galerkin formulation. We demonstrate the performance of the numerical method on model problems which in particular highlights the relevance of stability of boundary conditions on curved domains. The hierarchical nature of the method allows also to provide model error estimates by comparing subsequent representations. We present various model errors for a flow through a curved channel with obstacles.
Multivariate Markov chain modeling for stock markets
Maskawa, Jun-ichi
2003-06-01
We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.
Adaptable Multivariate Calibration Models for Spectral Applications
Energy Technology Data Exchange (ETDEWEB)
THOMAS,EDWARD V.
1999-12-20
Multivariate calibration techniques have been used in a wide variety of spectroscopic situations. In many of these situations spectral variation can be partitioned into meaningful classes. For example, suppose that multiple spectra are obtained from each of a number of different objects wherein the level of the analyte of interest varies within each object over time. In such situations the total spectral variation observed across all measurements has two distinct general sources of variation: intra-object and inter-object. One might want to develop a global multivariate calibration model that predicts the analyte of interest accurately both within and across objects, including new objects not involved in developing the calibration model. However, this goal might be hard to realize if the inter-object spectral variation is complex and difficult to model. If the intra-object spectral variation is consistent across objects, an effective alternative approach might be to develop a generic intra-object model that can be adapted to each object separately. This paper contains recommendations for experimental protocols and data analysis in such situations. The approach is illustrated with an example involving the noninvasive measurement of glucose using near-infrared reflectance spectroscopy. Extensions to calibration maintenance and calibration transfer are discussed.
Hierarchical mixture models for assessing fingerprint individuality
Dass, Sarat C.; Li, Mingfei
2009-01-01
The study of fingerprint individuality aims to determine to what extent a fingerprint uniquely identifies an individual. Recent court cases have highlighted the need for measures of fingerprint individuality when a person is identified based on fingerprint evidence. The main challenge in studies of fingerprint individuality is to adequately capture the variability of fingerprint features in a population. In this paper hierarchical mixture models are introduced to infer the extent of individua...
Semantic Image Segmentation with Contextual Hierarchical Models.
Seyedhosseini, Mojtaba; Tasdizen, Tolga
2016-05-01
Semantic segmentation is the problem of assigning an object label to each pixel. It unifies the image segmentation and object recognition problems. The importance of using contextual information in semantic segmentation frameworks has been widely realized in the field. We propose a contextual framework, called contextual hierarchical model (CHM), which learns contextual information in a hierarchical framework for semantic segmentation. At each level of the hierarchy, a classifier is trained based on downsampled input images and outputs of previous levels. Our model then incorporates the resulting multi-resolution contextual information into a classifier to segment the input image at original resolution. This training strategy allows for optimization of a joint posterior probability at multiple resolutions through the hierarchy. Contextual hierarchical model is purely based on the input image patches and does not make use of any fragments or shape examples. Hence, it is applicable to a variety of problems such as object segmentation and edge detection. We demonstrate that CHM performs at par with state-of-the-art on Stanford background and Weizmann horse datasets. It also outperforms state-of-the-art edge detection methods on NYU depth dataset and achieves state-of-the-art on Berkeley segmentation dataset (BSDS 500).
Magnetic susceptibilities of cluster-hierarchical models
McKay, Susan R.; Berker, A. Nihat
1984-02-01
The exact magnetic susceptibilities of hierarchical models are calculated near and away from criticality, in both the ordered and disordered phases. The mechanism and phenomenology are discussed for models with susceptibilities that are physically sensible, e.g., nondivergent away from criticality. Such models are found based upon the Niemeijer-van Leeuwen cluster renormalization. A recursion-matrix method is presented for the renormalization-group evaluation of response functions. Diagonalization of this matrix at fixed points provides simple criteria for well-behaved densities and response functions.
Modelling lifetime data with multivariate Tweedie distribution
Nor, Siti Rohani Mohd; Yusof, Fadhilah; Bahar, Arifah
2017-05-01
This study aims to measure the dependence between individual lifetimes by applying multivariate Tweedie distribution to the lifetime data. Dependence between lifetimes incorporated in the mortality model is a new form of idea that gives significant impact on the risk of the annuity portfolio which is actually against the idea of standard actuarial methods that assumes independent between lifetimes. Hence, this paper applies Tweedie family distribution to the portfolio of lifetimes to induce the dependence between lives. Tweedie distribution is chosen since it contains symmetric and non-symmetric, as well as light-tailed and heavy-tailed distributions. Parameter estimation is modified in order to fit the Tweedie distribution to the data. This procedure is developed by using method of moments. In addition, the comparison stage is made to check for the adequacy between the observed mortality and expected mortality. Finally, the importance of including systematic mortality risk in the model is justified by the Pearson's chi-squared test.
Three Layer Hierarchical Model for Chord
Directory of Open Access Journals (Sweden)
Waqas A. Imtiaz
2012-12-01
Full Text Available Increasing popularity of decentralized Peer-to-Peer (P2P architecture emphasizes on the need to come across an overlay structure that can provide efficient content discovery mechanism, accommodate high churn rate and adapt to failures in the presence of heterogeneity among the peers. Traditional p2p systems incorporate distributed client-server communication, which finds the peer efficiently that store a desires data item, with minimum delay and reduced overhead. However traditional models are not able to solve the problems relating scalability and high churn rates. Hierarchical model were introduced to provide better fault isolation, effective bandwidth utilization, a superior adaptation to the underlying physical network and a reduction of the lookup path length as additional advantages. It is more efficient and easier to manage than traditional p2p networks. This paper discusses a further step in p2p hierarchy via 3-layers hierarchical model with distributed database architecture in different layer, each of which is connected through its root. The peers are divided into three categories according to their physical stability and strength. They are Ultra Super-peer, Super-peer and Ordinary Peer and we assign these peers to first, second and third level of hierarchy respectively. Peers in a group in lower layer have their own local database which hold as associated super-peer in middle layer and access the database among the peers through user queries. In our 3-layer hierarchical model for DHT algorithms, we used an advanced Chord algorithm with optimized finger table which can remove the redundant entry in the finger table in upper layer that influences the system to reduce the lookup latency. Our research work finally resulted that our model really provides faster search since the network lookup latency is decreased by reducing the number of hops. The peers in such network then can contribute with improve functionality and can perform well in
Institute of Scientific and Technical Information of China (English)
吴鹏; 刘华山; 姜春艳; 马玉芝
2012-01-01
Objective: To display the joint trajectory of three forms of aggression among adolescents, to explore the gender difference in the growth of adolescent aggression and the role of corpora] punishment. Methods: Three aggression forms were assessed 4 times in a year. 294 junior middle school students attended this longitudinal study and the data was analyzed through mulvariate HLM. Results: ①'There was a significant negative slope in the growth model of physical aggression and a significant gender difference in the growth model. ②The slope correlated positively to the intercept in growth of physical aggression. ③The corporal punishment can predict the intercept of three growth model. Conclusion: There is a significant growth in adolescent's physical aggression and a gender difference in the developmental tendency. Boys display more rapid increase in the development of physical aggression. The intercept of the physical aggression growth is correlated positively with the slope of the growth and the relational aggression has the same correlation. Corporal punishment would affect the intercept of the physical aggression, the relational aggression and the verbal aggression.%目的:探讨青少年三种攻击行为的共同发展趋势和性别差异,分析家庭体罚对青少年攻击的影响.方法:使用Bjorkquist 等人编制的DIA量表和Strauss等人编制的CTSPC问卷追踪测查294名初中生的攻击行为和家庭体罚,采用多元多层线性模型分析了青少年身体攻击、关系攻击和言语攻击的整体发展状况及相互影响.结果:①青少年身体攻击增长率显著,男生的增长率显著高于女生；②身体攻击增长模型的斜率和截距有显著正相关:③家庭体罚能显著正向影响三种攻击增长模型的截距,但不会影响其斜率.结论:青少年身体攻击呈增长趋势,男生增长更快,家庭体罚可以影响青少年的攻击行为.
An introduction to hierarchical linear modeling
Directory of Open Access Journals (Sweden)
Heather Woltman
2012-02-01
Full Text Available This tutorial aims to introduce Hierarchical Linear Modeling (HLM. A simple explanation of HLM is provided that describes when to use this statistical technique and identifies key factors to consider before conducting this analysis. The first section of the tutorial defines HLM, clarifies its purpose, and states its advantages. The second section explains the mathematical theory, equations, and conditions underlying HLM. HLM hypothesis testing is performed in the third section. Finally, the fourth section provides a practical example of running HLM, with which readers can follow along. Throughout this tutorial, emphasis is placed on providing a straightforward overview of the basic principles of HLM.
Universality: Accurate Checks in Dyson's Hierarchical Model
Godina, J. J.; Meurice, Y.; Oktay, M. B.
2003-06-01
In this talk we present high-accuracy calculations of the susceptibility near βc for Dyson's hierarchical model in D = 3. Using linear fitting, we estimate the leading (γ) and subleading (Δ) exponents. Independent estimates are obtained by calculating the first two eigenvalues of the linearized renormalization group transformation. We found γ = 1.29914073 ± 10 -8 and, Δ = 0.4259469 ± 10-7 independently of the choice of local integration measure (Ising or Landau-Ginzburg). After a suitable rescaling, the approximate fixed points for a large class of local measure coincide accurately with a fixed point constructed by Koch and Wittwer.
A Hierarchical Bayesian Model for Crowd Emotions
Urizar, Oscar J.; Baig, Mirza S.; Barakova, Emilia I.; Regazzoni, Carlo S.; Marcenaro, Lucio; Rauterberg, Matthias
2016-01-01
Estimation of emotions is an essential aspect in developing intelligent systems intended for crowded environments. However, emotion estimation in crowds remains a challenging problem due to the complexity in which human emotions are manifested and the capability of a system to perceive them in such conditions. This paper proposes a hierarchical Bayesian model to learn in unsupervised manner the behavior of individuals and of the crowd as a single entity, and explore the relation between behavior and emotions to infer emotional states. Information about the motion patterns of individuals are described using a self-organizing map, and a hierarchical Bayesian network builds probabilistic models to identify behaviors and infer the emotional state of individuals and the crowd. This model is trained and tested using data produced from simulated scenarios that resemble real-life environments. The conducted experiments tested the efficiency of our method to learn, detect and associate behaviors with emotional states yielding accuracy levels of 74% for individuals and 81% for the crowd, similar in performance with existing methods for pedestrian behavior detection but with novel concepts regarding the analysis of crowds. PMID:27458366
When to Use Hierarchical Linear Modeling
Directory of Open Access Journals (Sweden)
Veronika Huta
2014-04-01
Full Text Available Previous publications on hierarchical linear modeling (HLM have provided guidance on how to perform the analysis, yet there is relatively little information on two questions that arise even before analysis: Does HLM apply to ones data and research question? And if it does apply, how does one choose between HLM and other methods sometimes used in these circumstances, including multiple regression, repeated-measures or mixed ANOVA, and structural equation modeling or path analysis? The purpose of this tutorial is to briefly introduce HLM and then to review some of the considerations that are helpful in answering these questions, including the nature of the data, the model to be tested, and the information desired on the output. Some examples of how the same analysis could be performed in HLM, repeated-measures or mixed ANOVA, and structural equation modeling or path analysis are also provided. .
Measuring equilibrium models: a multivariate approach
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Nadji RAHMANIA
2011-04-01
Full Text Available This paper presents a multivariate methodology for obtaining measures of unobserved macroeconomic variables. The used procedure is the multivariate Hodrick-Prescot which depends on smoothing param eters. The choice of these parameters is crucial. Our approach is based on consistent estimators of these parameters, depending only on the observed data.
MULTIVARIATE VARYING COEFFICIENT MODEL FOR FUNCTIONAL RESPONSES.
Zhu, Hongtu; Li, Runze; Kong, Linglong
2012-10-01
Motivated by recent work studying massive imaging data in the neuroimaging literature, we propose multivariate varying coefficient models (MVCM) for modeling the relation between multiple functional responses and a set of covariates. We develop several statistical inference procedures for MVCM and systematically study their theoretical properties. We first establish the weak convergence of the local linear estimate of coefficient functions, as well as its asymptotic bias and variance, and then we derive asymptotic bias and mean integrated squared error of smoothed individual functions and their uniform convergence rate. We establish the uniform convergence rate of the estimated covariance function of the individual functions and its associated eigenvalue and eigenfunctions. We propose a global test for linear hypotheses of varying coefficient functions, and derive its asymptotic distribution under the null hypothesis. We also propose a simultaneous confidence band for each individual effect curve. We conduct Monte Carlo simulation to examine the finite-sample performance of the proposed procedures. We apply MVCM to investigate the development of white matter diffusivities along the genu tract of the corpus callosum in a clinical study of neurodevelopment.
Multivariate models of adult Pacific salmon returns.
Burke, Brian J; Peterson, William T; Beckman, Brian R; Morgan, Cheryl; Daly, Elizabeth A; Litz, Marisa
2013-01-01
Most modeling and statistical approaches encourage simplicity, yet ecological processes are often complex, as they are influenced by numerous dynamic environmental and biological factors. Pacific salmon abundance has been highly variable over the last few decades and most forecasting models have proven inadequate, primarily because of a lack of understanding of the processes affecting variability in survival. Better methods and data for predicting the abundance of returning adults are therefore required to effectively manage the species. We combined 31 distinct indicators of the marine environment collected over an 11-year period into a multivariate analysis to summarize and predict adult spring Chinook salmon returns to the Columbia River in 2012. In addition to forecasts, this tool quantifies the strength of the relationship between various ecological indicators and salmon returns, allowing interpretation of ecosystem processes. The relative importance of indicators varied, but a few trends emerged. Adult returns of spring Chinook salmon were best described using indicators of bottom-up ecological processes such as composition and abundance of zooplankton and fish prey as well as measures of individual fish, such as growth and condition. Local indicators of temperature or coastal upwelling did not contribute as much as large-scale indicators of temperature variability, matching the spatial scale over which salmon spend the majority of their ocean residence. Results suggest that effective management of Pacific salmon requires multiple types of data and that no single indicator can represent the complex early-ocean ecology of salmon.
Multivariate models of adult Pacific salmon returns.
Directory of Open Access Journals (Sweden)
Brian J Burke
Full Text Available Most modeling and statistical approaches encourage simplicity, yet ecological processes are often complex, as they are influenced by numerous dynamic environmental and biological factors. Pacific salmon abundance has been highly variable over the last few decades and most forecasting models have proven inadequate, primarily because of a lack of understanding of the processes affecting variability in survival. Better methods and data for predicting the abundance of returning adults are therefore required to effectively manage the species. We combined 31 distinct indicators of the marine environment collected over an 11-year period into a multivariate analysis to summarize and predict adult spring Chinook salmon returns to the Columbia River in 2012. In addition to forecasts, this tool quantifies the strength of the relationship between various ecological indicators and salmon returns, allowing interpretation of ecosystem processes. The relative importance of indicators varied, but a few trends emerged. Adult returns of spring Chinook salmon were best described using indicators of bottom-up ecological processes such as composition and abundance of zooplankton and fish prey as well as measures of individual fish, such as growth and condition. Local indicators of temperature or coastal upwelling did not contribute as much as large-scale indicators of temperature variability, matching the spatial scale over which salmon spend the majority of their ocean residence. Results suggest that effective management of Pacific salmon requires multiple types of data and that no single indicator can represent the complex early-ocean ecology of salmon.
A hierarchical model of temporal perception.
Pöppel, E
1997-05-01
Temporal perception comprises subjective phenomena such as simultaneity, successiveness, temporal order, subjective present, temporal continuity and subjective duration. These elementary temporal experiences are hierarchically related to each other. Functional system states with a duration of 30 ms are implemented by neuronal oscillations and they provide a mechanism to define successiveness. These system states are also responsible for the identification of basic events. For a sequential representation of several events time tags are allocated, resulting in an ordinal representation of such events. A mechanism of temporal integration binds successive events into perceptual units of 3 s duration. Such temporal integration, which is automatic and presemantic, is also operative in movement control and other cognitive activities. Because of the omnipresence of this integration mechanism it is used for a pragmatic definition of the subjective present. Temporal continuity is the result of a semantic connection between successive integration intervals. Subjective duration is known to depend on mental load and attentional demand, high load resulting in long time estimates. In the hierarchical model proposed, system states of 30 ms and integration intervals of 3 s, together with a memory store, provide an explanatory neuro-cognitive machinery for differential subjective duration.
Antiferromagnetic Ising Model in Hierarchical Networks
Cheng, Xiang; Boettcher, Stefan
2015-03-01
The Ising antiferromagnet is a convenient model of glassy dynamics. It can introduce geometric frustrations and may give rise to a spin glass phase and glassy relaxation at low temperatures [ 1 ] . We apply the antiferromagnetic Ising model to 3 hierarchical networks which share features of both small world networks and regular lattices. Their recursive and fixed structures make them suitable for exact renormalization group analysis as well as numerical simulations. We first explore the dynamical behaviors using simulated annealing and discover an extremely slow relaxation at low temperatures. Then we employ the Wang-Landau algorithm to investigate the energy landscape and the corresponding equilibrium behaviors for different system sizes. Besides the Monte Carlo methods, renormalization group [ 2 ] is used to study the equilibrium properties in the thermodynamic limit and to compare with the results from simulated annealing and Wang-Landau sampling. Supported through NSF Grant DMR-1207431.
Hierarchical Data Structures, Institutional Research, and Multilevel Modeling
O'Connell, Ann A.; Reed, Sandra J.
2012-01-01
Multilevel modeling (MLM), also referred to as hierarchical linear modeling (HLM) or mixed models, provides a powerful analytical framework through which to study colleges and universities and their impact on students. Due to the natural hierarchical structure of data obtained from students or faculty in colleges and universities, MLM offers many…
Entrepreneurial intention modeling using hierarchical multiple regression
Directory of Open Access Journals (Sweden)
Marina Jeger
2014-12-01
Full Text Available The goal of this study is to identify the contribution of effectuation dimensions to the predictive power of the entrepreneurial intention model over and above that which can be accounted for by other predictors selected and confirmed in previous studies. As is often the case in social and behavioral studies, some variables are likely to be highly correlated with each other. Therefore, the relative amount of variance in the criterion variable explained by each of the predictors depends on several factors such as the order of variable entry and sample specifics. The results show the modest predictive power of two dimensions of effectuation prior to the introduction of the theory of planned behavior elements. The article highlights the main advantages of applying hierarchical regression in social sciences as well as in the specific context of entrepreneurial intention formation, and addresses some of the potential pitfalls that this type of analysis entails.
Multivariate linear models and repeated measurements revisited
DEFF Research Database (Denmark)
Dalgaard, Peter
2009-01-01
Methods for generalized analysis of variance based on multivariate normal theory have been known for many years. In a repeated measurements context, it is most often of interest to consider transformed responses, typically within-subject contrasts or averages. Efficiency considerations leads...
Hierarchical spatiotemporal matrix models for characterizing invasions.
Hooten, Mevin B; Wikle, Christopher K; Dorazio, Robert M; Royle, J Andrew
2007-06-01
The growth and dispersal of biotic organisms is an important subject in ecology. Ecologists are able to accurately describe survival and fecundity in plant and animal populations and have developed quantitative approaches to study the dynamics of dispersal and population size. Of particular interest are the dynamics of invasive species. Such nonindigenous animals and plants can levy significant impacts on native biotic communities. Effective models for relative abundance have been developed; however, a better understanding of the dynamics of actual population size (as opposed to relative abundance) in an invasion would be beneficial to all branches of ecology. In this article, we adopt a hierarchical Bayesian framework for modeling the invasion of such species while addressing the discrete nature of the data and uncertainty associated with the probability of detection. The nonlinear dynamics between discrete time points are intuitively modeled through an embedded deterministic population model with density-dependent growth and dispersal components. Additionally, we illustrate the importance of accommodating spatially varying dispersal rates. The method is applied to the specific case of the Eurasian Collared-Dove, an invasive species at mid-invasion in the United States at the time of this writing.
A New Model of Peaks over Threshold for Multivariate Extremes
Institute of Scientific and Technical Information of China (English)
罗耀; 朱良生
2014-01-01
The peaks over threshold (POT) methods are used for the univariate and multivariate extreme value analyses of the wave and wind records collected from a hydrometric station in the South China Sea. A new multivariate POT method:Multivariate GPD (MGPD) model is proposed, which can be built easily according to developed parametric models and is a natural distribution of multivariate POT methods. A joint threshold selection approach is used in the MGPD model well. Finally, sensitivity analyses are carried out to calculate the return values of the base shear, and two declustering schemes are compared in this study.
Modelling subset multivariate ARCH model via the AIC principle
Institute of Scientific and Technical Information of China (English)
无
2002-01-01
In this paper we consider the problem of identifying a parsimonious subset multivariate ARCH model based on the AIC principle. The proposed approach can reduce the number of parameters in the final ARCH specification and allows for non-constant correlations between the components. Some simulation results illustrate the viability of the proposed procedure.
Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models
Price, Larry R.
2012-01-01
The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…
Constructive Epistemic Modeling: A Hierarchical Bayesian Model Averaging Method
Tsai, F. T. C.; Elshall, A. S.
2014-12-01
Constructive epistemic modeling is the idea that our understanding of a natural system through a scientific model is a mental construct that continually develops through learning about and from the model. Using the hierarchical Bayesian model averaging (HBMA) method [1], this study shows that segregating different uncertain model components through a BMA tree of posterior model probabilities, model prediction, within-model variance, between-model variance and total model variance serves as a learning tool [2]. First, the BMA tree of posterior model probabilities permits the comparative evaluation of the candidate propositions of each uncertain model component. Second, systemic model dissection is imperative for understanding the individual contribution of each uncertain model component to the model prediction and variance. Third, the hierarchical representation of the between-model variance facilitates the prioritization of the contribution of each uncertain model component to the overall model uncertainty. We illustrate these concepts using the groundwater modeling of a siliciclastic aquifer-fault system. The sources of uncertainty considered are from geological architecture, formation dip, boundary conditions and model parameters. The study shows that the HBMA analysis helps in advancing knowledge about the model rather than forcing the model to fit a particularly understanding or merely averaging several candidate models. [1] Tsai, F. T.-C., and A. S. Elshall (2013), Hierarchical Bayesian model averaging for hydrostratigraphic modeling: Uncertainty segregation and comparative evaluation. Water Resources Research, 49, 5520-5536, doi:10.1002/wrcr.20428. [2] Elshall, A.S., and F. T.-C. Tsai (2014). Constructive epistemic modeling of groundwater flow with geological architecture and boundary condition uncertainty under Bayesian paradigm, Journal of Hydrology, 517, 105-119, doi: 10.1016/j.jhydrol.2014.05.027.
Classifying hospitals as mortality outliers: logistic versus hierarchical logistic models.
Alexandrescu, Roxana; Bottle, Alex; Jarman, Brian; Aylin, Paul
2014-05-01
The use of hierarchical logistic regression for provider profiling has been recommended due to the clustering of patients within hospitals, but has some associated difficulties. We assess changes in hospital outlier status based on standard logistic versus hierarchical logistic modelling of mortality. The study population consisted of all patients admitted to acute, non-specialist hospitals in England between 2007 and 2011 with a primary diagnosis of acute myocardial infarction, acute cerebrovascular disease or fracture of neck of femur or a primary procedure of coronary artery bypass graft or repair of abdominal aortic aneurysm. We compared standardised mortality ratios (SMRs) from non-hierarchical models with SMRs from hierarchical models, without and with shrinkage estimates of the predicted probabilities (Model 1 and Model 2). The SMRs from standard logistic and hierarchical models were highly statistically significantly correlated (r > 0.91, p = 0.01). More outliers were recorded in the standard logistic regression than hierarchical modelling only when using shrinkage estimates (Model 2): 21 hospitals (out of a cumulative number of 565 pairs of hospitals under study) changed from a low outlier and 8 hospitals changed from a high outlier based on the logistic regression to a not-an-outlier based on shrinkage estimates. Both standard logistic and hierarchical modelling have identified nearly the same hospitals as mortality outliers. The choice of methodological approach should, however, also consider whether the modelling aim is judgment or improvement, as shrinkage may be more appropriate for the former than the latter.
Higher-Order Item Response Models for Hierarchical Latent Traits
Huang, Hung-Yu; Wang, Wen-Chung; Chen, Po-Hsi; Su, Chi-Ming
2013-01-01
Many latent traits in the human sciences have a hierarchical structure. This study aimed to develop a new class of higher order item response theory models for hierarchical latent traits that are flexible in accommodating both dichotomous and polytomous items, to estimate both item and person parameters jointly, to allow users to specify…
On the renormalization group transformation for scalar hierarchical models
Energy Technology Data Exchange (ETDEWEB)
Koch, H. (Texas Univ., Austin (USA). Dept. of Mathematics); Wittwer, P. (Geneva Univ. (Switzerland). Dept. de Physique Theorique)
1991-06-01
We give a new proof for the existence of a non-Gaussian hierarchical renormalization group fixed point, using what could be called a beta-function for this problem. We also discuss the asymptotic behavior of this fixed point, and the connection between the hierarchical models of Dyson and Gallavotti. (orig.).
Hierarchical Geometric Constraint Model for Parametric Feature Based Modeling
Institute of Scientific and Technical Information of China (English)
高曙明; 彭群生
1997-01-01
A new geometric constraint model is described,which is hierarchical and suitable for parametric feature based modeling.In this model,different levels of geometric information are repesented to support various stages of a design process.An efficient approach to parametric feature based modeling is also presented,adopting the high level geometric constraint model.The low level geometric model such as B-reps can be derived automatically from the hig level geometric constraint model,enabling designers to perform their task of detailed design.
Fractional and multivariable calculus model building and optimization problems
Mathai, A M
2017-01-01
This textbook presents a rigorous approach to multivariable calculus in the context of model building and optimization problems. This comprehensive overview is based on lectures given at five SERC Schools from 2008 to 2012 and covers a broad range of topics that will enable readers to understand and create deterministic and nondeterministic models. Researchers, advanced undergraduate, and graduate students in mathematics, statistics, physics, engineering, and biological sciences will find this book to be a valuable resource for finding appropriate models to describe real-life situations. The first chapter begins with an introduction to fractional calculus moving on to discuss fractional integrals, fractional derivatives, fractional differential equations and their solutions. Multivariable calculus is covered in the second chapter and introduces the fundamentals of multivariable calculus (multivariable functions, limits and continuity, differentiability, directional derivatives and expansions of multivariable ...
What are hierarchical models and how do we analyze them?
Royle, Andy
2016-01-01
In this chapter we provide a basic definition of hierarchical models and introduce the two canonical hierarchical models in this book: site occupancy and N-mixture models. The former is a hierarchical extension of logistic regression and the latter is a hierarchical extension of Poisson regression. We introduce basic concepts of probability modeling and statistical inference including likelihood and Bayesian perspectives. We go through the mechanics of maximizing the likelihood and characterizing the posterior distribution by Markov chain Monte Carlo (MCMC) methods. We give a general perspective on topics such as model selection and assessment of model fit, although we demonstrate these topics in practice in later chapters (especially Chapters 5, 6, 7, and 10 Chapter 5 Chapter 6 Chapter 7 Chapter 10)
Hierarchical Neural Regression Models for Customer Churn Prediction
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Golshan Mohammadi
2013-01-01
Full Text Available As customers are the main assets of each industry, customer churn prediction is becoming a major task for companies to remain in competition with competitors. In the literature, the better applicability and efficiency of hierarchical data mining techniques has been reported. This paper considers three hierarchical models by combining four different data mining techniques for churn prediction, which are backpropagation artificial neural networks (ANN, self-organizing maps (SOM, alpha-cut fuzzy c-means (α-FCM, and Cox proportional hazards regression model. The hierarchical models are ANN + ANN + Cox, SOM + ANN + Cox, and α-FCM + ANN + Cox. In particular, the first component of the models aims to cluster data in two churner and nonchurner groups and also filter out unrepresentative data or outliers. Then, the clustered data as the outputs are used to assign customers to churner and nonchurner groups by the second technique. Finally, the correctly classified data are used to create Cox proportional hazards model. To evaluate the performance of the hierarchical models, an Iranian mobile dataset is considered. The experimental results show that the hierarchical models outperform the single Cox regression baseline model in terms of prediction accuracy, Types I and II errors, RMSE, and MAD metrics. In addition, the α-FCM + ANN + Cox model significantly performs better than the two other hierarchical models.
Study of chaos based on a hierarchical model
Energy Technology Data Exchange (ETDEWEB)
Yagi, Masatoshi; Itoh, Sanae-I. [Kyushu Univ., Fukuoka (Japan). Research Inst. for Applied Mechanics
2001-12-01
Study of chaos based on a hierarchical model is briefly reviewed. Here we categorize hierarchical model equations, i.e., (1) a model with a few degrees of freedom, e.g., the Lorenz model, (2) a model with intermediate degrees of freedom like a shell model, and (3) a model with many degrees of freedom such as a Navier-Stokes equation. We discuss the nature of chaos and turbulence described by these models via Lyapunov exponents. The interpretation of results observed in fundamental plasma experiments is also shown based on a shell model. (author)
An Unsupervised Model for Exploring Hierarchical Semantics from Social Annotations
Zhou, Mianwei; Bao, Shenghua; Wu, Xian; Yu, Yong
This paper deals with the problem of exploring hierarchical semantics from social annotations. Recently, social annotation services have become more and more popular in Semantic Web. It allows users to arbitrarily annotate web resources, thus, largely lowers the barrier to cooperation. Furthermore, through providing abundant meta-data resources, social annotation might become a key to the development of Semantic Web. However, on the other hand, social annotation has its own apparent limitations, for instance, 1) ambiguity and synonym phenomena and 2) lack of hierarchical information. In this paper, we propose an unsupervised model to automatically derive hierarchical semantics from social annotations. Using a social bookmark service Del.icio.us as example, we demonstrate that the derived hierarchical semantics has the ability to compensate those shortcomings. We further apply our model on another data set from Flickr to testify our model's applicability on different environments. The experimental results demonstrate our model's efficiency.
Modelling and Forecasting Multivariate Realized Volatility
DEFF Research Database (Denmark)
Chiriac, Roxana; Voev, Valeri
. We provide an empirical application of the model, in which we show by means of stochastic dominance tests that the returns from an optimal portfolio based on the model's forecasts second-order dominate returns of portfolios optimized on the basis of traditional MGARCH models. This result implies...
The value of multivariate model sophistication
DEFF Research Database (Denmark)
Rombouts, Jeroen; Stentoft, Lars; Violante, Francesco
2014-01-01
in their specification of the conditional variance, conditional correlation, innovation distribution, and estimation approach. All of the models belong to the dynamic conditional correlation class, which is particularly suitable because it allows consistent estimations of the risk neutral dynamics with a manageable...... of correlation models, we propose a new model that allows for correlation spillovers without too many parameters. This model performs about 60% better than the existing correlation models we consider. Relaxing a Gaussian innovation for a Laplace innovation assumption improves the pricing in a more minor way...
Sparse Multivariate Modeling: Priors and Applications
DEFF Research Database (Denmark)
Henao, Ricardo
modeling, a model for peptide-protein/protein-protein interactions called latent protein tree, a framework for sparse Gaussian process classification based on active set selection and a linear multi-category sparse classifier specially targeted to gene expression data. The thesis is organized to provide......This thesis presents a collection of statistical models that attempt to take advantage of every piece of prior knowledge available to provide the models with as much structure as possible. The main motivation for introducing these models is interpretability since in practice we want to be able...... to use them as hypothesis generating tools. All of our models start from a family of structures, for instance factor models, directed acyclic graphs, classifiers, etc. Then we let them be selectively sparse as a way to provide them with structural fl exibility and interpretability. Finally, we complement...
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
DEFF Research Database (Denmark)
Christiansen, Charlotte
2005-01-01
The paper introduces and estimates a multivariate level-GARCH model for the long rate and the term-structure spread where the conditional volatility is proportional to the ãth power of the variable itself (level effects) and the conditional covariance matrix evolves according to a multivariate GA...... and the level model. GARCH effects are more important than level effects. The results are robust to the maturity of the interest rates. Udgivelsesdato: MAY...
Testing for Causality in Variance Usinf Multivariate GARCH Models
Christian M. Hafner; Herwartz, Helmut
2008-01-01
Tests of causality in variance in multiple time series have been proposed recently, based on residuals of estimated univariate models. Although such tests are applied frequently, little is known about their power properties. In this paper we show that a convenient alternative to residual based testing is to specify a multivariate volatility model, such as multivariate GARCH (or BEKK), and construct a Wald test on noncausality in variance. We compare both approaches to testing causality in var...
Testing for causality in variance using multivariate GARCH models
Hafner, Christian; Herwartz, H.
2004-01-01
textabstractTests of causality in variance in multiple time series have been proposed recently, based on residuals of estimated univariate models. Although such tests are applied frequently little is known about their power properties. In this paper we show that a convenient alternative to residual based testing is to specify a multivariate volatility model, such as multivariate GARCH (or BEKK), and construct a Wald test on noncausality in variance. We compare both approaches to testing causa...
Modeling the deformation behavior of nanocrystalline alloy with hierarchical microstructures
Energy Technology Data Exchange (ETDEWEB)
Liu, Hongxi; Zhou, Jianqiu, E-mail: zhouj@njtech.edu.cn [Nanjing Tech University, Department of Mechanical Engineering (China); Zhao, Yonghao, E-mail: yhzhao@njust.edu.cn [Nanjing University of Science and Technology, Nanostructural Materials Research Center, School of Materials Science and Engineering (China)
2016-02-15
A mechanism-based plasticity model based on dislocation theory is developed to describe the mechanical behavior of the hierarchical nanocrystalline alloys. The stress–strain relationship is derived by invoking the impeding effect of the intra-granular solute clusters and the inter-granular nanostructures on the dislocation movements along the sliding path. We found that the interaction between dislocations and the hierarchical microstructures contributes to the strain hardening property and greatly influence the ductility of nanocrystalline metals. The analysis indicates that the proposed model can successfully describe the enhanced strength of the nanocrystalline hierarchical alloy. Moreover, the strain hardening rate is sensitive to the volume fraction of the hierarchical microstructures. The present model provides a new perspective to design the microstructures for optimizing the mechanical properties in nanostructural metals.
Road network safety evaluation using Bayesian hierarchical joint model.
Wang, Jie; Huang, Helai
2016-05-01
Safety and efficiency are commonly regarded as two significant performance indicators of transportation systems. In practice, road network planning has focused on road capacity and transport efficiency whereas the safety level of a road network has received little attention in the planning stage. This study develops a Bayesian hierarchical joint model for road network safety evaluation to help planners take traffic safety into account when planning a road network. The proposed model establishes relationships between road network risk and micro-level variables related to road entities and traffic volume, as well as socioeconomic, trip generation and network density variables at macro level which are generally used for long term transportation plans. In addition, network spatial correlation between intersections and their connected road segments is also considered in the model. A road network is elaborately selected in order to compare the proposed hierarchical joint model with a previous joint model and a negative binomial model. According to the results of the model comparison, the hierarchical joint model outperforms the joint model and negative binomial model in terms of the goodness-of-fit and predictive performance, which indicates the reasonableness of considering the hierarchical data structure in crash prediction and analysis. Moreover, both random effects at the TAZ level and the spatial correlation between intersections and their adjacent segments are found to be significant, supporting the employment of the hierarchical joint model as an alternative in road-network-level safety modeling as well.
Multivariate Survival Mixed Models for Genetic Analysis of Longevity Traits
DEFF Research Database (Denmark)
Pimentel Maia, Rafael; Madsen, Per; Labouriau, Rodrigo
2013-01-01
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented...... concentrates on longevity studies. The framework presented allows to combine models based on continuous time with models based on discrete time in a joint analysis. The continuous time models are approximations of the frailty model in which the hazard function will be assumed to be piece-wise constant....... The discrete time models used are multivariate variants of the discrete relative risk models. These models allow for regular parametric likelihood-based inference by exploring a coincidence of their likelihood functions and the likelihood functions of suitably defined multivariate generalized linear mixed...
Multivariate Survival Mixed Models for Genetic Analysis of Longevity Traits
DEFF Research Database (Denmark)
Pimentel Maia, Rafael; Madsen, Per; Labouriau, Rodrigo
2014-01-01
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented...... concentrates on longevity studies. The framework presented allows to combine models based on continuous time with models based on discrete time in a joint analysis. The continuous time models are approximations of the frailty model in which the hazard function will be assumed to be piece-wise constant....... The discrete time models used are multivariate variants of the discrete relative risk models. These models allow for regular parametric likelihood-based inference by exploring a coincidence of their likelihood functions and the likelihood functions of suitably defined multivariate generalized linear mixed...
A Multivariate Model of Achievement in Geometry
Bailey, MarLynn; Taasoobshirazi, Gita; Carr, Martha
2014-01-01
Previous studies have shown that several key variables influence student achievement in geometry, but no research has been conducted to determine how these variables interact. A model of achievement in geometry was tested on a sample of 102 high school students. Structural equation modeling was used to test hypothesized relationships among…
A Multivariate Model of Conceptual Change
Taasoobshirazi, Gita; Heddy, Benjamin; Bailey, MarLynn; Farley, John
2016-01-01
The present study used the Cognitive Reconstruction of Knowledge Model (CRKM) model of conceptual change as a framework for developing and testing how key cognitive, motivational, and emotional variables are linked to conceptual change in physics. This study extends an earlier study developed by Taasoobshirazi and Sinatra ("J Res Sci…
A Multivariate Model of Achievement in Geometry
Bailey, MarLynn; Taasoobshirazi, Gita; Carr, Martha
2014-01-01
Previous studies have shown that several key variables influence student achievement in geometry, but no research has been conducted to determine how these variables interact. A model of achievement in geometry was tested on a sample of 102 high school students. Structural equation modeling was used to test hypothesized relationships among…
Modelling and Forecasting Multivariate Realized Volatility
DEFF Research Database (Denmark)
Halbleib, Roxana; Voev, Valeri
2011-01-01
This paper proposes a methodology for dynamic modelling and forecasting of realized covariance matrices based on fractionally integrated processes. The approach allows for flexible dependence patterns and automatically guarantees positive definiteness of the forecast. We provide an empirical appl...
A multivariate heuristic model for fuzzy time-series forecasting.
Huarng, Kun-Huang; Yu, Tiffany Hui-Kuang; Hsu, Yu Wei
2007-08-01
Fuzzy time-series models have been widely applied due to their ability to handle nonlinear data directly and because no rigid assumptions for the data are needed. In addition, many such models have been shown to provide better forecasting results than their conventional counterparts. However, since most of these models require complicated matrix computations, this paper proposes the adoption of a multivariate heuristic function that can be integrated with univariate fuzzy time-series models into multivariate models. Such a multivariate heuristic function can easily be extended and integrated with various univariate models. Furthermore, the integrated model can handle multiple variables to improve forecasting results and, at the same time, avoid complicated computations due to the inclusion of multiple variables.
Structural Equation Modeling of Multivariate Time Series
du Toit, Stephen H. C.; Browne, Michael W.
2007-01-01
The covariance structure of a vector autoregressive process with moving average residuals (VARMA) is derived. It differs from other available expressions for the covariance function of a stationary VARMA process and is compatible with current structural equation methodology. Structural equation modeling programs, such as LISREL, may therefore be…
Multivariable Wind Modeling in State Space
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Pedersen, B. J.
2011-01-01
Turbulence of the incoming wind field is of paramount importance to the dynamic response of wind turbines. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper an empirical...... cross-spectral density function for the along-wind turbulence component over the rotor plane is taken as the starting point. The spectrum is spatially discretized in terms of a Hermitian cross-spectral density matrix for the turbulence state vector which turns out not to be positive definite. Since...... the succeeding state space and ARMA modeling of the turbulence rely on the positive definiteness of the cross-spectral density matrix, the problem with the non-positive definiteness of such matrices is at first addressed and suitable treatments regarding it are proposed. From the adjusted positive definite cross...
Calibrated predictions for multivariate competing risks models.
Gorfine, Malka; Hsu, Li; Zucker, David M; Parmigiani, Giovanni
2014-04-01
Prediction models for time-to-event data play a prominent role in assessing the individual risk of a disease, such as cancer. Accurate disease prediction models provide an efficient tool for identifying individuals at high risk, and provide the groundwork for estimating the population burden and cost of disease and for developing patient care guidelines. We focus on risk prediction of a disease in which family history is an important risk factor that reflects inherited genetic susceptibility, shared environment, and common behavior patterns. In this work family history is accommodated using frailty models, with the main novel feature being allowing for competing risks, such as other diseases or mortality. We show through a simulation study that naively treating competing risks as independent right censoring events results in non-calibrated predictions, with the expected number of events overestimated. Discrimination performance is not affected by ignoring competing risks. Our proposed prediction methodologies correctly account for competing events, are very well calibrated, and easy to implement.
The Role of Prototype Learning in Hierarchical Models of Vision
Thomure, Michael David
2014-01-01
I conduct a study of learning in HMAX-like models, which are hierarchical models of visual processing in biological vision systems. Such models compute a new representation for an image based on the similarity of image sub-parts to a number of specific patterns, called prototypes. Despite being a central piece of the overall model, the issue of…
Multi-Organ Contribution to the Metabolic Plasma Profile Using Hierarchical Modelling.
Directory of Open Access Journals (Sweden)
Frida Torell
Full Text Available Hierarchical modelling was applied in order to identify the organs that contribute to the levels of metabolites in plasma. Plasma and organ samples from gut, kidney, liver, muscle and pancreas were obtained from mice. The samples were analysed using gas chromatography time-of-flight mass spectrometry (GC TOF-MS at the Swedish Metabolomics centre, Umeå University, Sweden. The multivariate analysis was performed by means of principal component analysis (PCA and orthogonal projections to latent structures (OPLS. The main goal of this study was to investigate how each organ contributes to the metabolic plasma profile. This was performed using hierarchical modelling. Each organ was found to have a unique metabolic profile. The hierarchical modelling showed that the gut, kidney and liver demonstrated the greatest contribution to the metabolic pattern of plasma. For example, we found that metabolites were absorbed in the gut and transported to the plasma. The kidneys excrete branched chain amino acids (BCAAs and fatty acids are transported in the plasma to the muscles and liver. Lactic acid was also found to be transported from the pancreas to plasma. The results indicated that hierarchical modelling can be utilized to identify the organ contribution of unknown metabolites to the metabolic profile of plasma.
Free-Energy Bounds for Hierarchical Spin Models
Castellana, Michele; Barra, Adriano; Guerra, Francesco
2014-04-01
In this paper we study two non-mean-field (NMF) spin models built on a hierarchical lattice: the hierarchical Edward-Anderson model (HEA) of a spin glass, and Dyson's hierarchical model (DHM) of a ferromagnet. For the HEA, we prove the existence of the thermodynamic limit of the free energy and the replica-symmetry-breaking (RSB) free-energy bounds previously derived for the Sherrington-Kirkpatrick model of a spin glass. These RSB mean-field bounds are exact only if the order-parameter fluctuations (OPF) vanish: given that such fluctuations are not negligible in NMF models, we develop a novel strategy to tackle part of OPF in hierarchical models. The method is based on absorbing part of OPF of a block of spins into an effective Hamiltonian of the underlying spin blocks. We illustrate this method for DHM and show that, compared to the mean-field bound for the free energy, it provides a tighter NMF bound, with a critical temperature closer to the exact one. To extend this method to the HEA model, a suitable generalization of Griffith's correlation inequalities for Ising ferromagnets is needed: since correlation inequalities for spin glasses are still an open topic, we leave the extension of this method to hierarchical spin glasses as a future perspective.
Multivariate statistical modelling based on generalized linear models
Fahrmeir, Ludwig
1994-01-01
This book is concerned with the use of generalized linear models for univariate and multivariate regression analysis. Its emphasis is to provide a detailed introductory survey of the subject based on the analysis of real data drawn from a variety of subjects including the biological sciences, economics, and the social sciences. Where possible, technical details and proofs are deferred to an appendix in order to provide an accessible account for non-experts. Topics covered include: models for multi-categorical responses, model checking, time series and longitudinal data, random effects models, and state-space models. Throughout, the authors have taken great pains to discuss the underlying theoretical ideas in ways that relate well to the data at hand. As a result, numerous researchers whose work relies on the use of these models will find this an invaluable account to have on their desks. "The basic aim of the authors is to bring together and review a large part of recent advances in statistical modelling of m...
Evaluating multivariate GARCH models in the Nordic electricity markets
Energy Technology Data Exchange (ETDEWEB)
Malo, P.; Kanto, A.
2005-07-01
This paper considers a variety of specification tests for multivariate GARCH models that are used in dynamic hedging in the electricity markets. The test statistics include the robust conditional moments tests for sign-size bias along with the recently introduced copula tests for an appropriate dependence structure. We consider this effort worthwhile, since quite often the tests of multivariate GARCH models are easily omitted and the models become selected ad-hoc depending on the results they generate. Hedging performance comparisons, in terms of unconditional and conditional ex-post variance portfolio reduction, are conducted. (orig.)
A hierarchical linear model for tree height prediction.
Vicente J. Monleon
2003-01-01
Measuring tree height is a time-consuming process. Often, tree diameter is measured and height is estimated from a published regression model. Trees used to develop these models are clustered into stands, but this structure is ignored and independence is assumed. In this study, hierarchical linear models that account explicitly for the clustered structure of the data...
Modelling hierarchical and modular complex networks: division and independence
Kim, D.-H.; Rodgers, G. J.; Kahng, B.; Kim, D.
2005-06-01
We introduce a growing network model which generates both modular and hierarchical structure in a self-organized way. To this end, we modify the Barabási-Albert model into the one evolving under the principles of division and independence as well as growth and preferential attachment (PA). A newly added vertex chooses one of the modules composed of existing vertices, and attaches edges to vertices belonging to that module following the PA rule. When the module size reaches a proper size, the module is divided into two, and a new module is created. The karate club network studied by Zachary is a simple version of the current model. We find that the model can reproduce both modular and hierarchical properties, characterized by the hierarchical clustering function of a vertex with degree k, C(k), being in good agreement with empirical measurements for real-world networks.
[Determinants of malnutrition in a low-income population: hierarchical analytical model].
Olinto, M T; Victora, C G; Barros, F C; Tomasi, E
1993-01-01
To investigate the determinants of malnutrition among low-income children, the effects of socioeconomic, environmental, reproductive, morbidity, child care, birthweight and breastfeeding variables on stunting and wasting were studied. All 354 children below two years of age living in two urban slum areas of Pelotas, southern Brazil, were included. The multivariate analyses took into account the hierarchical structure of the risk factors for each type of deficit. Variables selected as significant on a given level of the model were considered as risk factors, even if their statistical significance was subsequently lost when hierarchically inferior variables were included. The final model for stunting included the variables education and presence of the father, maternal education and employment, birthweight and age. For wasting, the variables selected were the number of household appliances, birth interval, housing conditions, borough, birthweight, age, gender and previous hospitalizations.
Genetic association in multivariate phenotypic data: power in five models
Minica, C.C.; Boomsma, D.I.; van der Sluis, S.; Dolan, C.V.
2010-01-01
This article concerns the power of various data analytic strategies to detect the effect of a single genetic variant (GV) in multivariate data. We simulated exactly fitting monozygotic and dizygotic phenotypic data according to single and two common factor models, and simplex models. We calculated t
Robust Ranking of Multivariate GARCH Models by Problem Dimension
M. Caporin (Massimiliano); M.J. McAleer (Michael)
2012-01-01
textabstractDuring the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. Recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. We provide an empirical comparison of alternative MGARCH models, namel
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
M. Caporin (Massimiliano); M.J. McAleer (Michael)
2011-01-01
textabstractIn the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. Recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. In this paper, we provide an empirical comparison of a set of models, name
Multiple comparisons in genetic association studies: a hierarchical modeling approach.
Yi, Nengjun; Xu, Shizhong; Lou, Xiang-Yang; Mallick, Himel
2014-02-01
Multiple comparisons or multiple testing has been viewed as a thorny issue in genetic association studies aiming to detect disease-associated genetic variants from a large number of genotyped variants. We alleviate the problem of multiple comparisons by proposing a hierarchical modeling approach that is fundamentally different from the existing methods. The proposed hierarchical models simultaneously fit as many variables as possible and shrink unimportant effects towards zero. Thus, the hierarchical models yield more efficient estimates of parameters than the traditional methods that analyze genetic variants separately, and also coherently address the multiple comparisons problem due to largely reducing the effective number of genetic effects and the number of statistically "significant" effects. We develop a method for computing the effective number of genetic effects in hierarchical generalized linear models, and propose a new adjustment for multiple comparisons, the hierarchical Bonferroni correction, based on the effective number of genetic effects. Our approach not only increases the power to detect disease-associated variants but also controls the Type I error. We illustrate and evaluate our method with real and simulated data sets from genetic association studies. The method has been implemented in our freely available R package BhGLM (http://www.ssg.uab.edu/bhglm/).
Modeling local item dependence with the hierarchical generalized linear model.
Jiao, Hong; Wang, Shudong; Kamata, Akihito
2005-01-01
Local item dependence (LID) can emerge when the test items are nested within common stimuli or item groups. This study proposes a three-level hierarchical generalized linear model (HGLM) to model LID when LID is due to such contextual effects. The proposed three-level HGLM was examined by analyzing simulated data sets and was compared with the Rasch-equivalent two-level HGLM that ignores such a nested structure of test items. The results demonstrated that the proposed model could capture LID and estimate its magnitude. Also, the two-level HGLM resulted in larger mean absolute differences between the true and the estimated item difficulties than those from the proposed three-level HGLM. Furthermore, it was demonstrated that the proposed three-level HGLM estimated the ability distribution variance unaffected by the LID magnitude, while the two-level HGLM with no LID consideration increasingly underestimated the ability variance as the LID magnitude increased.
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding to these ......This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...... to these two steps. Strong consistency is established under weak moment conditions, while sixth order moment restrictions are imposed to establish asymptotic normality. Included simulations indicate that the multivariately induced higher-order moment constraints are indeed necessary....
The Revised Hierarchical Model: A critical review and assessment
Kroll, J.F.; Hell, J.G. van; Tokowicz, N.; Green, D.W.
2010-01-01
Brysbaert and Duyck (this issue) suggest that it is time to abandon the Revised Hierarchical Model (Kroll and Stewart, 1994) in favor of connectionist models such as BIA+ (Dijkstra and Van Heuven, 2002) that more accurately account for the recent evidence on non-selective access in bilingual word re
Hierarchical Policy Model for Managing Heterogeneous Security Systems
Lee, Dong-Young; Kim, Minsoo
2007-12-01
The integrated security management becomes increasingly complex as security manager must take heterogeneous security systems, different networking technologies, and distributed applications into consideration. The task of managing these security systems and applications depends on various systems and vender specific issues. In this paper, we present a hierarchical policy model which are derived from the conceptual policy, and specify means to enforce this behavior. The hierarchical policy model consist of five levels which are conceptual policy level, goal-oriented policy level, target policy level, process policy level and low-level policy.
Piecewise multivariate modelling of sequential metabolic profiling data
Directory of Open Access Journals (Sweden)
Nicholson Jeremy K
2008-02-01
Full Text Available Abstract Background Modelling the time-related behaviour of biological systems is essential for understanding their dynamic responses to perturbations. In metabolic profiling studies, the sampling rate and number of sampling points are often restricted due to experimental and biological constraints. Results A supervised multivariate modelling approach with the objective to model the time-related variation in the data for short and sparsely sampled time-series is described. A set of piecewise Orthogonal Projections to Latent Structures (OPLS models are estimated, describing changes between successive time points. The individual OPLS models are linear, but the piecewise combination of several models accommodates modelling and prediction of changes which are non-linear with respect to the time course. We demonstrate the method on both simulated and metabolic profiling data, illustrating how time related changes are successfully modelled and predicted. Conclusion The proposed method is effective for modelling and prediction of short and multivariate time series data. A key advantage of the method is model transparency, allowing easy interpretation of time-related variation in the data. The method provides a competitive complement to commonly applied multivariate methods such as OPLS and Principal Component Analysis (PCA for modelling and analysis of short time-series data.
Multivariate Receptor Models for Spatially Correlated Multipollutant Data
Jun, Mikyoung
2013-08-01
The goal of multivariate receptor modeling is to estimate the profiles of major pollution sources and quantify their impacts based on ambient measurements of pollutants. Traditionally, multivariate receptor modeling has been applied to multiple air pollutant data measured at a single monitoring site or measurements of a single pollutant collected at multiple monitoring sites. Despite the growing availability of multipollutant data collected from multiple monitoring sites, there has not yet been any attempt to incorporate spatial dependence that may exist in such data into multivariate receptor modeling. We propose a spatial statistics extension of multivariate receptor models that enables us to incorporate spatial dependence into estimation of source composition profiles and contributions given the prespecified number of sources and the model identification conditions. The proposed method yields more precise estimates of source profiles by accounting for spatial dependence in the estimation. More importantly, it enables predictions of source contributions at unmonitored sites as well as when there are missing values at monitoring sites. The method is illustrated with simulated data and real multipollutant data collected from eight monitoring sites in Harris County, Texas. Supplementary materials for this article, including data and R code for implementing the methods, are available online on the journal web site. © 2013 Copyright Taylor and Francis Group, LLC.
Quick Web Services Lookup Model Based on Hierarchical Registration
Institute of Scientific and Technical Information of China (English)
谢山; 朱国进; 陈家训
2003-01-01
Quick Web Services Lookup (Q-WSL) is a new model to registration and lookup of complex services in the Internet. The model is designed to quickly find complex Web services by using hierarchical registration method. The basic concepts of Web services system are introduced and presented, and then the method of hierarchical registration of services is described. In particular, service query document description and service lookup procedure are concentrated, and it addresses how to lookup these services which are registered in the Web services system. Furthermore, an example design and an evaluation of its performance are presented.Specifically, it shows that the using of attributionbased service query document design and contentbased hierarchical registration in Q-WSL allows service requesters to discover needed services more flexibly and rapidly. It is confirmed that Q-WSL is very suitable for Web services system.
Critical elements on fitting the Bayesian multivariate Poisson Lognormal model
Zamzuri, Zamira Hasanah binti
2015-10-01
Motivated by a problem on fitting multivariate models to traffic accident data, a detailed discussion of the Multivariate Poisson Lognormal (MPL) model is presented. This paper reveals three critical elements on fitting the MPL model: the setting of initial estimates, hyperparameters and tuning parameters. These issues have not been highlighted in the literature. Based on simulation studies conducted, we have shown that to use the Univariate Poisson Model (UPM) estimates as starting values, at least 20,000 iterations are needed to obtain reliable final estimates. We also illustrated the sensitivity of the specific hyperparameter, which if it is not given extra attention, may affect the final estimates. The last issue is regarding the tuning parameters where they depend on the acceptance rate. Finally, a heuristic algorithm to fit the MPL model is presented. This acts as a guide to ensure that the model works satisfactorily given any data set.
Xu, Lizhen; Paterson, Andrew D; Xu, Wei
2017-04-01
Motivated by the multivariate nature of microbiome data with hierarchical taxonomic clusters, counts that are often skewed and zero inflated, and repeated measures, we propose a Bayesian latent variable methodology to jointly model multiple operational taxonomic units within a single taxonomic cluster. This novel method can incorporate both negative binomial and zero-inflated negative binomial responses, and can account for serial and familial correlations. We develop a Markov chain Monte Carlo algorithm that is built on a data augmentation scheme using Pólya-Gamma random variables. Hierarchical centering and parameter expansion techniques are also used to improve the convergence of the Markov chain. We evaluate the performance of our proposed method through extensive simulations. We also apply our method to a human microbiome study.
Analyzing the Dynamics of Nonlinear Multivariate Time Series Models
Institute of Scientific and Technical Information of China (English)
DenghuaZhong; ZhengfengZhang; DonghaiLiu; StefanMittnik
2004-01-01
This paper analyzes the dynamics of nonlinear multivariate time series models that is represented by generalized impulse response functions and asymmetric functions. We illustrate the measures of shock persistences and asymmetric effects of shocks derived from the generalized impulse response functions and asymmetric function in bivariate smooth transition regression models. The empirical work investigates a bivariate smooth transition model of US GDP and the unemployment rate.
Modelling, simulation and inference for multivariate time series of counts
Veraart, Almut E. D.
2016-01-01
This article presents a new continuous-time modelling framework for multivariate time series of counts which have an infinitely divisible marginal distribution. The model is based on a mixed moving average process driven by L\\'{e}vy noise - called a trawl process - where the serial correlation and the cross-sectional dependence are modelled independently of each other. Such processes can exhibit short or long memory. We derive a stochastic simulation algorithm and a statistical inference meth...
Fast Filtering and Smoothing for Multivariate State Space Models
Koopman, S.J.M.; Durbin, J.
1998-01-01
This paper gives a new approach to diffuse filtering and smoothing for multivariate state space models. The standard approach treats the observations as vectors while our approach treats each element of the observational vector individually. This strategy leads to computationally efficient methods f
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...
Multivariate variance targeting in the BEKK-GARCH model
DEFF Research Database (Denmark)
Pedersen, Rasmus S.; Rahbæk, Anders
2014-01-01
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...
Multivariate variance targeting in the BEKK-GARCH model
DEFF Research Database (Denmark)
Pedersen, Rasmus S.; Rahbæk, Anders
2014-01-01
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...... to these two steps. Strong consis-tency is established under weak moment conditions, while sixth-order moment restrictions are imposed to establish asymptotic normality. Included simulations indicate that the multivariately induced higher-order moment constraints are necessary...
Bayesian structural equation modeling method for hierarchical model validation
Energy Technology Data Exchange (ETDEWEB)
Jiang Xiaomo [Department of Civil and Environmental Engineering, Vanderbilt University, Box 1831-B, Nashville, TN 37235 (United States)], E-mail: xiaomo.jiang@vanderbilt.edu; Mahadevan, Sankaran [Department of Civil and Environmental Engineering, Vanderbilt University, Box 1831-B, Nashville, TN 37235 (United States)], E-mail: sankaran.mahadevan@vanderbilt.edu
2009-04-15
A building block approach to model validation may proceed through various levels, such as material to component to subsystem to system, comparing model predictions with experimental observations at each level. Usually, experimental data becomes scarce as one proceeds from lower to higher levels. This paper presents a structural equation modeling approach to make use of the lower-level data for higher-level model validation under uncertainty, integrating several components: lower-level data, higher-level data, computational model, and latent variables. The method proposed in this paper uses latent variables to model two sets of relationships, namely, the computational model to system-level data, and lower-level data to system-level data. A Bayesian network with Markov chain Monte Carlo simulation is applied to represent the two relationships and to estimate the influencing factors between them. Bayesian hypothesis testing is employed to quantify the confidence in the predictive model at the system level, and the role of lower-level data in the model validation assessment at the system level. The proposed methodology is implemented for hierarchical assessment of three validation problems, using discrete observations and time-series data.
MULTILEVEL RECURRENT MODEL FOR HIERARCHICAL CONTROL OF COMPLEX REGIONAL SECURITY
Directory of Open Access Journals (Sweden)
Andrey V. Masloboev
2014-11-01
Full Text Available Subject of research. The research goal and scope are development of methods and software for mathematical and computer modeling of the regional security information support systems as multilevel hierarchical systems. Such systems are characterized by loosely formalization, multiple-aspect of descendent system processes and their interconnectivity, high level dynamics and uncertainty. The research methodology is based on functional-target approach and principles of multilevel hierarchical system theory. The work considers analysis and structural-algorithmic synthesis problem-solving of the multilevel computer-aided systems intended for management and decision-making information support in the field of regional security. Main results. A hierarchical control multilevel model of regional socio-economic system complex security has been developed. The model is based on functional-target approach and provides both formal statement and solving, and practical implementation of the automated information system structure and control algorithms synthesis problems of regional security management optimal in terms of specified criteria. An approach for intralevel and interlevel coordination problem-solving in the multilevel hierarchical systems has been proposed on the basis of model application. The coordination is provided at the expense of interconnection requirements satisfaction between the functioning quality indexes (objective functions, which are optimized by the different elements of multilevel systems. That gives the possibility for sufficient coherence reaching of the local decisions, being made on the different control levels, under decentralized decision-making and external environment high dynamics. Recurrent model application provides security control mathematical models formation of regional socioeconomic systems, functioning under uncertainty. Practical relevance. The model implementation makes it possible to automate synthesis realization of
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
DEFF Research Database (Denmark)
Christiansen, Charlotte
2005-01-01
The paper introduces and estimates a multivariate level-GARCH model for the long rate and the term-structure spread where the conditional volatility is proportional to the ãth power of the variable itself (level effects) and the conditional covariance matrix evolves according to a multivariate...... GARCH process (heteroskedasticity effects). The long-rate variance exhibits heteroskedasticity effects and level effects in accordance with the square-root model. The spread variance exhibits heteroskedasticity effects but no level effects. The level-GARCH model is preferred above the GARCH model...... and the level model. GARCH effects are more important than level effects. The results are robust to the maturity of the interest rates. Udgivelsesdato: MAY...
Hierarchical Non-Emitting Markov Models
Ristad, E S; Ristad, Eric Sven; Thomas, Robert G.
1998-01-01
We describe a simple variant of the interpolated Markov model with non-emitting state transitions and prove that it is strictly more powerful than any Markov model. More importantly, the non-emitting model outperforms the classic interpolated model on the natural language texts under a wide range of experimental conditions, with only a modest increase in computational requirements. The non-emitting model is also much less prone to overfitting. Keywords: Markov model, interpolated Markov model, hidden Markov model, mixture modeling, non-emitting state transitions, state-conditional interpolation, statistical language model, discrete time series, Brown corpus, Wall Street Journal.
Update Legal Documents Using Hierarchical Ranking Models and Word Clustering
Pham, Minh Quang Nhat; Nguyen, Minh Le; Shimazu, Akira
2010-01-01
Our research addresses the task of updating legal documents when newinformation emerges. In this paper, we employ a hierarchical ranking model tothe task of updating legal documents. Word clustering features are incorporatedto the ranking models to exploit semantic relations between words. Experimentalresults on legal data built from the United States Code show that the hierarchicalranking model with word clustering outperforms baseline methods using VectorSpace Model, and word cluster-based ...
Hierarchical modelling for the environmental sciences statistical methods and applications
Clark, James S
2006-01-01
New statistical tools are changing the way in which scientists analyze and interpret data and models. Hierarchical Bayes and Markov Chain Monte Carlo methods for analysis provide a consistent framework for inference and prediction where information is heterogeneous and uncertain, processes are complicated, and responses depend on scale. Nowhere are these methods more promising than in the environmental sciences.
On the construction of hierarchic models
Out, D.-J.; Rikxoort, van R.P.; Bakker, R.R.
1994-01-01
One of the main problems in the field of model-based diagnosis of technical systems today is finding the most useful model or models of the system being diagnosed. Often, a model showing the physical components and the connections between them is all that is available. As systems grow larger and lar
Robust Ranking of Multivariate GARCH Models by Problem Dimension
McAleer, Michael; Caporin, Massimiliano
2012-01-01
textabstractDuring the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. Recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. We provide an empirical comparison of alternative MGARCH models, namely BEKK, DCC, Corrected DCC (cDCC), CCC, OGARCH Exponentially Weighted Moving Average, and covariance shrinking, using historical data for 89 US equities. We contribute to the literature in several ...
Modeling urban air pollution with optimized hierarchical fuzzy inference system.
Tashayo, Behnam; Alimohammadi, Abbas
2016-10-01
Environmental exposure assessments (EEA) and epidemiological studies require urban air pollution models with appropriate spatial and temporal resolutions. Uncertain available data and inflexible models can limit air pollution modeling techniques, particularly in under developing countries. This paper develops a hierarchical fuzzy inference system (HFIS) to model air pollution under different land use, transportation, and meteorological conditions. To improve performance, the system treats the issue as a large-scale and high-dimensional problem and develops the proposed model using a three-step approach. In the first step, a geospatial information system (GIS) and probabilistic methods are used to preprocess the data. In the second step, a hierarchical structure is generated based on the problem. In the third step, the accuracy and complexity of the model are simultaneously optimized with a multiple objective particle swarm optimization (MOPSO) algorithm. We examine the capabilities of the proposed model for predicting daily and annual mean PM2.5 and NO2 and compare the accuracy of the results with representative models from existing literature. The benefits provided by the model features, including probabilistic preprocessing, multi-objective optimization, and hierarchical structure, are precisely evaluated by comparing five different consecutive models in terms of accuracy and complexity criteria. Fivefold cross validation is used to assess the performance of the generated models. The respective average RMSEs and coefficients of determination (R (2)) for the test datasets using proposed model are as follows: daily PM2.5 = (8.13, 0.78), annual mean PM2.5 = (4.96, 0.80), daily NO2 = (5.63, 0.79), and annual mean NO2 = (2.89, 0.83). The obtained results demonstrate that the developed hierarchical fuzzy inference system can be utilized for modeling air pollution in EEA and epidemiological studies.
ECoS, a framework for modelling hierarchical spatial systems.
Harris, John R W; Gorley, Ray N
2003-10-01
A general framework for modelling hierarchical spatial systems has been developed and implemented as the ECoS3 software package. The structure of this framework is described, and illustrated with representative examples. It allows the set-up and integration of sets of advection-diffusion equations representing multiple constituents interacting in a spatial context. Multiple spaces can be defined, with zero, one or two-dimensions and can be nested, and linked through constituent transfers. Model structure is generally object-oriented and hierarchical, reflecting the natural relations within its real-world analogue. Velocities, dispersions and inter-constituent transfers, together with additional functions, are defined as properties of constituents to which they apply. The resulting modular structure of ECoS models facilitates cut and paste model development, and template model components have been developed for the assembly of a range of estuarine water quality models. Published examples of applications to the geochemical dynamics of estuaries are listed.
Multivariate DCC-GARCH Model: -With Various Error Distributions
Orskaug, Elisabeth
2009-01-01
In this thesis we have studied the DCC-GARCH model with Gaussian, Student's $t$ and skew Student's t-distributed errors. For a basic understanding of the GARCH model, the univariate GARCH and multivariate GARCH models in general were discussed before the DCC-GARCH model was considered. The Maximum likelihood method is used to estimate the parameters. The estimation of the correctly specified likelihood is difficult, and hence the DCC-model was designed to allow for two stage estim...
Inference in HIV dynamics models via hierarchical likelihood
2010-01-01
HIV dynamical models are often based on non-linear systems of ordinary differential equations (ODE), which do not have analytical solution. Introducing random effects in such models leads to very challenging non-linear mixed-effects models. To avoid the numerical computation of multiple integrals involved in the likelihood, we propose a hierarchical likelihood (h-likelihood) approach, treated in the spirit of a penalized likelihood. We give the asymptotic distribution of the maximum h-likelih...
Multivariate Product-Shot-noise Cox Point Process Models
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Mateu, Jorge
We introduce a new multivariate product-shot-noise Cox process which is useful for model- ing multi-species spatial point patterns with clustering intra-specific interactions and neutral, negative or positive inter-specific interactions. The auto and cross pair correlation functions of the proces...... can be obtained in closed analytical forms and approximate simulation of the process is straightforward. We use the proposed process to model interactions within and among five tree species in the Barro Colorado Island plot.......We introduce a new multivariate product-shot-noise Cox process which is useful for model- ing multi-species spatial point patterns with clustering intra-specific interactions and neutral, negative or positive inter-specific interactions. The auto and cross pair correlation functions of the process...
Directory of Open Access Journals (Sweden)
X. Chen
2013-09-01
Full Text Available A Hierarchal Bayesian model for forecasting regional summer rainfall and streamflow season-ahead using exogenous climate variables for East Central China is presented. The model provides estimates of the posterior forecasted probability distribution for 12 rainfall and 2 streamflow stations considering parameter uncertainty, and cross-site correlation. The model has a multilevel structure with regression coefficients modeled from a common multivariate normal distribution results in partial-pooling of information across multiple stations and better representation of parameter and posterior distribution uncertainty. Covariance structure of the residuals across stations is explicitly modeled. Model performance is tested under leave-10-out cross-validation. Frequentist and Bayesian performance metrics used include Receiver Operating Characteristic, Reduction of Error, Coefficient of Efficiency, Rank Probability Skill Scores, and coverage by posterior credible intervals. The ability of the model to reliably forecast regional summer rainfall and streamflow season-ahead offers potential for developing adaptive water risk management strategies.
The multivariate supOU stochastic volatility model
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Stelzer, Robert
structure of the volatility, the log returns, as well as their "squares" are discussed in detail. Moreover, we give several examples in which long memory effects occur and study how the model as well as the simple Ornstein-Uhlenbeck type stochastic volatility model behave under linear transformations......Using positive semidefinite supOU (superposition of Ornstein-Uhlenbeck type) processes to describe the volatility, we introduce a multivariate stochastic volatility model for financial data which is capable of modelling long range dependence effects. The finiteness of moments and the second order...
Modeling diurnal hormone profiles by hierarchical state space models.
Liu, Ziyue; Guo, Wensheng
2015-10-30
Adrenocorticotropic hormone (ACTH) diurnal patterns contain both smooth circadian rhythms and pulsatile activities. How to evaluate and compare them between different groups is a challenging statistical task. In particular, we are interested in testing (1) whether the smooth ACTH circadian rhythms in chronic fatigue syndrome and fibromyalgia patients differ from those in healthy controls and (2) whether the patterns of pulsatile activities are different. In this paper, a hierarchical state space model is proposed to extract these signals from noisy observations. The smooth circadian rhythms shared by a group of subjects are modeled by periodic smoothing splines. The subject level pulsatile activities are modeled by autoregressive processes. A functional random effect is adopted at the pair level to account for the matched pair design. Parameters are estimated by maximizing the marginal likelihood. Signals are extracted as posterior means. Computationally efficient Kalman filter algorithms are adopted for implementation. Application of the proposed model reveals that the smooth circadian rhythms are similar in the two groups but the pulsatile activities in patients are weaker than those in the healthy controls. Copyright © 2015 John Wiley & Sons, Ltd.
Learning curve estimation in medical devices and procedures: hierarchical modeling.
Govindarajulu, Usha S; Stillo, Marco; Goldfarb, David; Matheny, Michael E; Resnic, Frederic S
2017-07-30
In the use of medical device procedures, learning effects have been shown to be a critical component of medical device safety surveillance. To support their estimation of these effects, we evaluated multiple methods for modeling these rates within a complex simulated dataset representing patients treated by physicians clustered within institutions. We employed unique modeling for the learning curves to incorporate the learning hierarchy between institution and physicians and then modeled them within established methods that work with hierarchical data such as generalized estimating equations (GEE) and generalized linear mixed effect models. We found that both methods performed well, but that the GEE may have some advantages over the generalized linear mixed effect models for ease of modeling and a substantially lower rate of model convergence failures. We then focused more on using GEE and performed a separate simulation to vary the shape of the learning curve as well as employed various smoothing methods to the plots. We concluded that while both hierarchical methods can be used with our mathematical modeling of the learning curve, the GEE tended to perform better across multiple simulated scenarios in order to accurately model the learning effect as a function of physician and hospital hierarchical data in the use of a novel medical device. We found that the choice of shape used to produce the 'learning-free' dataset would be dataset specific, while the choice of smoothing method was negligibly different from one another. This was an important application to understand how best to fit this unique learning curve function for hierarchical physician and hospital data. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.
Hierarchical Item Response Models for Cognitive Diagnosis
Hansen, Mark Patrick
2013-01-01
Cognitive diagnosis models (see, e.g., Rupp, Templin, & Henson, 2010) have received increasing attention within educational and psychological measurement. The popularity of these models may be largely due to their perceived ability to provide useful information concerning both examinees (classifying them according to their attribute profiles)…
Hierarchical model-based interferometric synthetic aperture radar image registration
Wang, Yang; Huang, Haifeng; Dong, Zhen; Wu, Manqing
2014-01-01
With the rapid development of spaceborne interferometric synthetic aperture radar technology, classical image registration methods are incompetent for high-efficiency and high-accuracy masses of real data processing. Based on this fact, we propose a new method. This method consists of two steps: coarse registration that is realized by cross-correlation algorithm and fine registration that is realized by hierarchical model-based algorithm. Hierarchical model-based algorithm is a high-efficiency optimization algorithm. The key features of this algorithm are a global model that constrains the overall structure of the motion estimated, a local model that is used in the estimation process, and a coarse-to-fine refinement strategy. Experimental results from different kinds of simulated and real data have confirmed that the proposed method is very fast and has high accuracy. Comparing with a conventional cross-correlation method, the proposed method provides markedly improved performance.
Concept Association and Hierarchical Hamming Clustering Model in Text Classification
Institute of Scientific and Technical Information of China (English)
Su Gui-yang; Li Jian-hua; Ma Ying-hua; Li Sheng-hong; Yin Zhong-hang
2004-01-01
We propose two models in this paper. The concept of association model is put forward to obtain the co-occurrence relationships among keywords in the documents and the hierarchical Hamming clustering model is used to reduce the dimensionality of the category feature vector space which can solve the problem of the extremely high dimensionality of the documents' feature space. The results of experiment indicate that it can obtain the co-occurrence relations among keywords in the documents which promote the recall of classification system effectively. The hierarchical Hamming clustering model can reduce the dimensionality of the category feature vector efficiently, the size of the vector space is only about 10% of the primary dimensionality.
Dissecting magnetar variability with Bayesian hierarchical models
Huppenkothen, D; Hogg, D W; Murray, I; Frean, M; Elenbaas, C; Watts, A L; Levin, Y; van der Horst, A J; Kouveliotou, C
2015-01-01
Neutron stars are a prime laboratory for testing physical processes under conditions of strong gravity, high density, and extreme magnetic fields. Among the zoo of neutron star phenomena, magnetars stand out for their bursting behaviour, ranging from extremely bright, rare giant flares to numerous, less energetic recurrent bursts. The exact trigger and emission mechanisms for these bursts are not known; favoured models involve either a crust fracture and subsequent energy release into the magnetosphere, or explosive reconnection of magnetic field lines. In the absence of a predictive model, understanding the physical processes responsible for magnetar burst variability is difficult. Here, we develop an empirical model that decomposes magnetar bursts into a superposition of small spike-like features with a simple functional form, where the number of model components is itself part of the inference problem. The cascades of spikes that we model might be formed by avalanches of reconnection, or crust rupture afte...
Hierarchical Bulk Synchronous Parallel Model and Performance Optimization
Institute of Scientific and Technical Information of China (English)
HUANG Linpeng; SUNYongqiang; YUAN Wei
1999-01-01
Based on the framework of BSP, aHierarchical Bulk Synchronous Parallel (HBSP) performance model isintroduced in this paper to capture the performance optimizationproblem for various stages in parallel program development and toaccurately predict the performance of a parallel program byconsidering factors causing variance at local computation and globalcommunication. The related methodology has been applied to several realapplications and the results show that HBSP is a suitable model foroptimizing parallel programs.
Fractal Derivative Model for Air Permeability in Hierarchic Porous Media
Directory of Open Access Journals (Sweden)
Jie Fan
2012-01-01
Full Text Available Air permeability in hierarchic porous media does not obey Fick's equation or its modification because fractal objects have well-defined geometric properties, which are discrete and discontinuous. We propose a theoretical model dealing with, for the first time, a seemingly complex air permeability process using fractal derivative method. The fractal derivative model has been successfully applied to explain the novel air permeability phenomenon of cocoon. The theoretical analysis was in agreement with experimental results.
Capturing Multivariate Spatial Dependence: Model, Estimate and then Predict
Cressie, Noel; Burden, Sandy; Davis, Walter; Krivitsky, Pavel N.; Mokhtarian, Payam; Suesse, Thomas; Zammit-Mangion, Andrew
2015-01-01
Physical processes rarely occur in isolation, rather they influence and interact with one another. Thus, there is great benefit in modeling potential dependence between both spatial locations and different processes. It is the interaction between these two dependencies that is the focus of Genton and Kleiber's paper under discussion. We see the problem of ensuring that any multivariate spatial covariance matrix is nonnegative definite as important, but we also see it as a means to an end. Tha...
Analysis of Forest Foliage Using a Multivariate Mixture Model
Hlavka, C. A.; Peterson, David L.; Johnson, L. F.; Ganapol, B.
1997-01-01
Data with wet chemical measurements and near infrared spectra of ground leaf samples were analyzed to test a multivariate regression technique for estimating component spectra which is based on a linear mixture model for absorbance. The resulting unmixed spectra for carbohydrates, lignin, and protein resemble the spectra of extracted plant starches, cellulose, lignin, and protein. The unmixed protein spectrum has prominent absorption spectra at wavelengths which have been associated with nitrogen bonds.
A hierarchical model for spatial capture-recapture data
Royle, J. Andrew; Young, K.V.
2008-01-01
Estimating density is a fundamental objective of many animal population studies. Application of methods for estimating population size from ostensibly closed populations is widespread, but ineffective for estimating absolute density because most populations are subject to short-term movements or so-called temporary emigration. This phenomenon invalidates the resulting estimates because the effective sample area is unknown. A number of methods involving the adjustment of estimates based on heuristic considerations are in widespread use. In this paper, a hierarchical model of spatially indexed capture recapture data is proposed for sampling based on area searches of spatial sample units subject to uniform sampling intensity. The hierarchical model contains explicit models for the distribution of individuals and their movements, in addition to an observation model that is conditional on the location of individuals during sampling. Bayesian analysis of the hierarchical model is achieved by the use of data augmentation, which allows for a straightforward implementation in the freely available software WinBUGS. We present results of a simulation study that was carried out to evaluate the operating characteristics of the Bayesian estimator under variable densities and movement patterns of individuals. An application of the model is presented for survey data on the flat-tailed horned lizard (Phrynosoma mcallii) in Arizona, USA.
Bayes linear covariance matrix adjustment for multivariate dynamic linear models
Wilkinson, Darren J
2008-01-01
A methodology is developed for the adjustment of the covariance matrices underlying a multivariate constant time series dynamic linear model. The covariance matrices are embedded in a distribution-free inner-product space of matrix objects which facilitates such adjustment. This approach helps to make the analysis simple, tractable and robust. To illustrate the methods, a simple model is developed for a time series representing sales of certain brands of a product from a cash-and-carry depot. The covariance structure underlying the model is revised, and the benefits of this revision on first order inferences are then examined.
A hierarchical model for ordinal matrix factorization
DEFF Research Database (Denmark)
Paquet, Ulrich; Thomson, Blaise; Winther, Ole
2012-01-01
their ratings for other movies. The Netflix data set is used for evaluation, which consists of around 100 million ratings. Using root mean-squared error (RMSE) as an evaluation metric, results show that the suggested model outperforms alternative factorization techniques. Results also show how Gibbs sampling...
Exchange Rate Forecasting Using Entropy Optimized Multivariate Wavelet Denoising Model
Directory of Open Access Journals (Sweden)
Kaijian He
2014-01-01
Full Text Available Exchange rate is one of the key variables in the international economics and international trade. Its movement constitutes one of the most important dynamic systems, characterized by nonlinear behaviors. It becomes more volatile and sensitive to increasingly diversified influencing factors with higher level of deregulation and global integration worldwide. Facing the increasingly diversified and more integrated market environment, the forecasting model in the exchange markets needs to address the individual and interdependent heterogeneity. In this paper, we propose the heterogeneous market hypothesis- (HMH- based exchange rate modeling methodology to model the micromarket structure. Then we further propose the entropy optimized wavelet-based forecasting algorithm under the proposed methodology to forecast the exchange rate movement. The multivariate wavelet denoising algorithm is used to separate and extract the underlying data components with distinct features, which are modeled with multivariate time series models of different specifications and parameters. The maximum entropy is introduced to select the best basis and model parameters to construct the most effective forecasting algorithm. Empirical studies in both Chinese and European markets have been conducted to confirm the significant performance improvement when the proposed model is tested against the benchmark models.
Li, Baoyue; Bruyneel, Luk; Lesaffre, Emmanuel
2014-05-20
A traditional Gaussian hierarchical model assumes a nested multilevel structure for the mean and a constant variance at each level. We propose a Bayesian multivariate multilevel factor model that assumes a multilevel structure for both the mean and the covariance matrix. That is, in addition to a multilevel structure for the mean we also assume that the covariance matrix depends on covariates and random effects. This allows to explore whether the covariance structure depends on the values of the higher levels and as such models heterogeneity in the variances and correlation structure of the multivariate outcome across the higher level values. The approach is applied to the three-dimensional vector of burnout measurements collected on nurses in a large European study to answer the research question whether the covariance matrix of the outcomes depends on recorded system-level features in the organization of nursing care, but also on not-recorded factors that vary with countries, hospitals, and nursing units. Simulations illustrate the performance of our modeling approach. Copyright © 2013 John Wiley & Sons, Ltd.
Hierarchical, model-based risk management of critical infrastructures
Energy Technology Data Exchange (ETDEWEB)
Baiardi, F. [Polo G.Marconi La Spezia, Universita di Pisa, Pisa (Italy); Dipartimento di Informatica, Universita di Pisa, L.go B.Pontecorvo 3 56127, Pisa (Italy)], E-mail: f.baiardi@unipi.it; Telmon, C.; Sgandurra, D. [Dipartimento di Informatica, Universita di Pisa, L.go B.Pontecorvo 3 56127, Pisa (Italy)
2009-09-15
Risk management is a process that includes several steps, from vulnerability analysis to the formulation of a risk mitigation plan that selects countermeasures to be adopted. With reference to an information infrastructure, we present a risk management strategy that considers a sequence of hierarchical models, each describing dependencies among infrastructure components. A dependency exists anytime a security-related attribute of a component depends upon the attributes of other components. We discuss how this notion supports the formal definition of risk mitigation plan and the evaluation of the infrastructure robustness. A hierarchical relation exists among models that are analyzed because each model increases the level of details of some components in a previous one. Since components and dependencies are modeled through a hypergraph, to increase the model detail level, some hypergraph nodes are replaced by more and more detailed hypergraphs. We show how critical information for the assessment can be automatically deduced from the hypergraph and define conditions that determine cases where a hierarchical decomposition simplifies the assessment. In these cases, the assessment has to analyze the hypergraph that replaces the component rather than applying again all the analyses to a more detailed, and hence larger, hypergraph. We also show how the proposed framework supports the definition of a risk mitigation plan and discuss some indicators of the overall infrastructure robustness. Lastly, the development of tools to support the assessment is discussed.
The following SAS macros can be used to create a multivariate usual intake distribution for multiple dietary components that are consumed nearly every day or episodically. A SAS macro for performing balanced repeated replication (BRR) variance estimation is also included.
Introduction to Hierarchical Bayesian Modeling for Ecological Data
Parent, Eric
2012-01-01
Making statistical modeling and inference more accessible to ecologists and related scientists, Introduction to Hierarchical Bayesian Modeling for Ecological Data gives readers a flexible and effective framework to learn about complex ecological processes from various sources of data. It also helps readers get started on building their own statistical models. The text begins with simple models that progressively become more complex and realistic through explanatory covariates and intermediate hidden states variables. When fitting the models to data, the authors gradually present the concepts a
A Hierarchical Probability Model of Colon Cancer
Kelly, Michael
2010-01-01
We consider a model of fixed size $N = 2^l$ in which there are $l$ generations of daughter cells and a stem cell. In each generation $i$ there are $2^{i-1}$ daughter cells. At each integral time unit the cells split so that the stem cell splits into a stem cell and generation 1 daughter cell and the generation $i$ daughter cells become two cells of generation $i+1$. The last generation is removed from the population. The stem cell gets first and second mutations at rates $u_1$ and $u_2$ and the daughter cells get first and second mutations at rates $v_1$ and $v_2$. We find the distribution for the time it takes to get two mutations as $N$ goes to infinity and the mutation rates go to 0. We also find the distribution for the location of the mutations. Several outcomes are possible depending on how fast the rates go to 0. The model considered has been proposed by Komarova (2007) as a model for colon cancer.
A Simplified Approach to Multivariable Model Predictive Control
Directory of Open Access Journals (Sweden)
Michael Short
2015-01-01
Full Text Available The benefits of applying the range of technologies generally known as Model Predictive Control (MPC to the control of industrial processes have been well documented in recent years. One of the principal drawbacks to MPC schemes are the relatively high on-line computational burdens when used with adaptive, constrained and/or multivariable processes, which has warranted some researchers and practitioners to seek simplified approaches for its implementation. To date, several schemes have been proposed based around a simplified 1-norm formulation of multivariable MPC, which is solved online using the simplex algorithm in both the unconstrained and constrained cases. In this paper a 2-norm approach to simplified multivariable MPC is formulated, which is solved online using a vector-matrix product or a simple iterative coordinate descent algorithm for the unconstrained and constrained cases respectively. A CARIMA model is employed to ensure offset-free control, and a simple scheme to produce the optimal predictions is described. A small simulation study and further discussions help to illustrate that this quadratic formulation performs well and can be considered a useful adjunct to its linear counterpart, and still retains the beneficial features such as ease of computer-based implementation.
Multivariate data assimilation in an integrated hydrological modelling system
Madsen, Henrik; Zhang, Donghua; Ridler, Marc; Refsgaard, Jens Christian; Høgh Jensen, Karsten
2016-04-01
The immensely increasing availability of in-situ and remotely sensed hydrological data has offered new opportunities for monitoring and forecasting water resources by combining observation data with hydrological modelling. Efficient multivariate data assimilation in integrated groundwater - surface water hydrological modelling systems are required to fully utilize and optimally combine the different types of observation data. A particular challenge is the assimilation of observation data of different hydrological variables from different monitoring instruments, representing a wide range of spatial and temporal scales and different levels of uncertainty. A multivariate data assimilation framework has been implemented in the MIKE SHE integrated hydrological modelling system by linking the MIKE SHE code with a generic data assimilation library. The data assimilation library supports different state-of-the-art ensemble-based Kalman filter methods, and includes procedures for localisation, joint state, parameter and model error estimation, and bias-aware filtering. Furthermore, it supports use of different stochastic error models to describe model and measurement errors. Results are presented that demonstrate the use of the data assimilation framework for assimilation of different data types in a catchment-scale MIKE SHE model.
Enhancing scientific reasoning by refining students' models of multivariable causality
Keselman, Alla
Inquiry learning as an educational method is gaining increasing support among elementary and middle school educators. In inquiry activities at the middle school level, students are typically asked to conduct investigations and infer causal relationships about multivariable causal systems. In these activities, students usually demonstrate significant strategic weaknesses and insufficient metastrategic understanding of task demands. Present work suggests that these weaknesses arise from students' deficient mental models of multivariable causality, in which effects of individual features are neither additive, nor constant. This study is an attempt to develop an intervention aimed at enhancing scientific reasoning by refining students' models of multivariable causality. Three groups of students engaged in a scientific investigation activity over seven weekly sessions. By creating unique combinations of five features potentially involved in earthquake mechanism and observing associated risk meter readings, students had to find out which of the features were causal, and to learn to predict earthquake risk. Additionally, students in the instructional and practice groups engaged in self-directed practice in making scientific predictions. The instructional group also participated in weekly instructional sessions on making predictions based on multivariable causality. Students in the practice and instructional conditions showed small to moderate improvement in their attention to the evidence and in their metastrategic ability to recognize effective investigative strategies in the work of other students. They also demonstrated a trend towards making a greater number of valid inferences than the control group students. Additionally, students in the instructional condition showed significant improvement in their ability to draw inferences based on multiple records. They also developed more accurate knowledge about non-causal features of the system. These gains were maintained
Hierarchical Model Predictive Control for Resource Distribution
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon; Trangbæk, K; Stoustrup, Jakob
2010-01-01
This paper deals with hierarchichal model predictive control (MPC) of distributed systems. A three level hierachical approach is proposed, consisting of a high level MPC controller, a second level of so-called aggregators, controlled by an online MPC-like algorithm, and a lower level of autonomous...... facilitates plug-and-play addition of subsystems without redesign of any controllers. The method is supported by a number of simulations featuring a three-level smart-grid power control system for a small isolated power grid....
Continuum damage modeling and simulation of hierarchical dental enamel
Ma, Songyun; Scheider, Ingo; Bargmann, Swantje
2016-05-01
Dental enamel exhibits high fracture toughness and stiffness due to a complex hierarchical and graded microstructure, optimally organized from nano- to macro-scale. In this study, a 3D representative volume element (RVE) model is adopted to study the deformation and damage behavior of the fibrous microstructure. A continuum damage mechanics model coupled to hyperelasticity is developed for modeling the initiation and evolution of damage in the mineral fibers as well as protein matrix. Moreover, debonding of the interface between mineral fiber and protein is captured by employing a cohesive zone model. The dependence of the failure mechanism on the aspect ratio of the mineral fibers is investigated. In addition, the effect of the interface strength on the damage behavior is studied with respect to geometric features of enamel. Further, the effect of an initial flaw on the overall mechanical properties is analyzed to understand the superior damage tolerance of dental enamel. The simulation results are validated by comparison to experimental data from micro-cantilever beam testing at two hierarchical levels. The transition of the failure mechanism at different hierarchical levels is also well reproduced in the simulations.
Multivariate Statistical Modelling of Drought and Heat Wave Events
Manning, Colin; Widmann, Martin; Vrac, Mathieu; Maraun, Douglas; Bevaqua, Emanuele
2016-04-01
Multivariate Statistical Modelling of Drought and Heat Wave Events C. Manning1,2, M. Widmann1, M. Vrac2, D. Maraun3, E. Bevaqua2,3 1. School of Geography, Earth and Environmental Sciences, University of Birmingham, Edgbaston, Birmingham, UK 2. Laboratoire des Sciences du Climat et de l'Environnement, (LSCE-IPSL), Centre d'Etudes de Saclay, Gif-sur-Yvette, France 3. Wegener Center for Climate and Global Change, University of Graz, Brandhofgasse 5, 8010 Graz, Austria Compound extreme events are a combination of two or more contributing events which in themselves may not be extreme but through their joint occurrence produce an extreme impact. Compound events are noted in the latest IPCC report as an important type of extreme event that have been given little attention so far. As part of the CE:LLO project (Compound Events: muLtivariate statisticaL mOdelling) we are developing a multivariate statistical model to gain an understanding of the dependence structure of certain compound events. One focus of this project is on the interaction between drought and heat wave events. Soil moisture has both a local and non-local effect on the occurrence of heat waves where it strongly controls the latent heat flux affecting the transfer of sensible heat to the atmosphere. These processes can create a feedback whereby a heat wave maybe amplified or suppressed by the soil moisture preconditioning, and vice versa, the heat wave may in turn have an effect on soil conditions. An aim of this project is to capture this dependence in order to correctly describe the joint probabilities of these conditions and the resulting probability of their compound impact. We will show an application of Pair Copula Constructions (PCCs) to study the aforementioned compound event. PCCs allow in theory for the formulation of multivariate dependence structures in any dimension where the PCC is a decomposition of a multivariate distribution into a product of bivariate components modelled using copulas. A
Bayesian Hierarchical Models to Augment the Mediterranean Forecast System
2016-06-07
year. Our goal is to develop an ensemble ocean forecast methodology, using Bayesian Hierarchical Modelling (BHM) tools . The ocean ensemble forecast...from above); i.e. we assume Ut ~ Z Λt1/2. WORK COMPLETED The prototype MFS-Wind-BHM was designed and implemented based on stochastic...coding refinements we implemented on the prototype surface wind BHM. A DWF event in February 2005, in the Gulf of Lions, was identified for reforecast
Emergence of a 'visual number sense' in hierarchical generative models.
Stoianov, Ivilin; Zorzi, Marco
2012-01-08
Numerosity estimation is phylogenetically ancient and foundational to human mathematical learning, but its computational bases remain controversial. Here we show that visual numerosity emerges as a statistical property of images in 'deep networks' that learn a hierarchical generative model of the sensory input. Emergent numerosity detectors had response profiles resembling those of monkey parietal neurons and supported numerosity estimation with the same behavioral signature shown by humans and animals.
Hierarchical animal movement models for population-level inference
Hooten, Mevin B.; Buderman, Frances E.; Brost, Brian M.; Hanks, Ephraim M.; Ivans, Jacob S.
2016-01-01
New methods for modeling animal movement based on telemetry data are developed regularly. With advances in telemetry capabilities, animal movement models are becoming increasingly sophisticated. Despite a need for population-level inference, animal movement models are still predominantly developed for individual-level inference. Most efforts to upscale the inference to the population level are either post hoc or complicated enough that only the developer can implement the model. Hierarchical Bayesian models provide an ideal platform for the development of population-level animal movement models but can be challenging to fit due to computational limitations or extensive tuning required. We propose a two-stage procedure for fitting hierarchical animal movement models to telemetry data. The two-stage approach is statistically rigorous and allows one to fit individual-level movement models separately, then resample them using a secondary MCMC algorithm. The primary advantages of the two-stage approach are that the first stage is easily parallelizable and the second stage is completely unsupervised, allowing for an automated fitting procedure in many cases. We demonstrate the two-stage procedure with two applications of animal movement models. The first application involves a spatial point process approach to modeling telemetry data, and the second involves a more complicated continuous-time discrete-space animal movement model. We fit these models to simulated data and real telemetry data arising from a population of monitored Canada lynx in Colorado, USA.
Coordinated Resource Management Models in Hierarchical Systems
Directory of Open Access Journals (Sweden)
Gabsi Mounir
2013-03-01
Full Text Available In response to the trend of efficient global economy, constructing a global logistic model has garnered much attention from the industry .Location selection is an important issue for those international companies that are interested in building a global logistics management system. Infrastructure in Developing Countries are based on the use of both classical and modern control technology, for which the most important components are professional levels of structure knowledge, dynamics and management processes, threats and interference and external and internal attacks. The problem of control flows of energy and materials resources in local and regional structures in normal and marginal, emergency operation provoked information attacks or threats on failure flows are further relevant especially when considering the low level of professional ,psychological and cognitive training of operational personnel manager. Logistics Strategies include the business goals requirements, allowable decisions tactics, and vision for designing and operating a logistics system .In this paper described the selection module coordinating flow management strategies based on the use of resources and logistics systems concepts.
Hierarchical models and the analysis of bird survey information
Sauer, J.R.; Link, W.A.
2003-01-01
Management of birds often requires analysis of collections of estimates. We describe a hierarchical modeling approach to the analysis of these data, in which parameters associated with the individual species estimates are treated as random variables, and probability statements are made about the species parameters conditioned on the data. A Markov-Chain Monte Carlo (MCMC) procedure is used to fit the hierarchical model. This approach is computer intensive, and is based upon simulation. MCMC allows for estimation both of parameters and of derived statistics. To illustrate the application of this method, we use the case in which we are interested in attributes of a collection of estimates of population change. Using data for 28 species of grassland-breeding birds from the North American Breeding Bird Survey, we estimate the number of species with increasing populations, provide precision-adjusted rankings of species trends, and describe a measure of population stability as the probability that the trend for a species is within a certain interval. Hierarchical models can be applied to a variety of bird survey applications, and we are investigating their use in estimation of population change from survey data.
Multivariate moment closure techniques for stochastic kinetic models
Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.
2015-09-01
Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.
Multivariate moment closure techniques for stochastic kinetic models
Energy Technology Data Exchange (ETDEWEB)
Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)
2015-09-07
Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.
Multivariate moment closure techniques for stochastic kinetic models.
Lakatos, Eszter; Ale, Angelique; Kirk, Paul D W; Stumpf, Michael P H
2015-09-07
Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.
A new approach for modeling generalization gradients: A case for Hierarchical Models
Directory of Open Access Journals (Sweden)
Koen eVanbrabant
2015-05-01
Full Text Available A case is made for the use of hierarchical models in the analysis of generalization gradients. Hierarchical models overcome several restrictions that are imposed by repeated measures analysis-of-variance (rANOVA, the default statistical method in current generalization research. More specifically, hierarchical models allow to include continuous independent variables and overcomes problematic assumptions such as sphericity. We focus on how generalization research can benefit from this added flexibility. In a simulation study we demonstrate the dominance of hierarchical models over rANOVA. In addition, we show the lack of efficiency of the Mauchly's sphericity test in sample sizes typical for generalization research, and confirm how violations of sphericity increase the probability of type I errors. A worked example of a hierarchical model is provided, with a specific emphasis on the interpretation of parameters relevant for generalization research.
A new approach for modeling generalization gradients: a case for hierarchical models.
Vanbrabant, Koen; Boddez, Yannick; Verduyn, Philippe; Mestdagh, Merijn; Hermans, Dirk; Raes, Filip
2015-01-01
A case is made for the use of hierarchical models in the analysis of generalization gradients. Hierarchical models overcome several restrictions that are imposed by repeated measures analysis-of-variance (rANOVA), the default statistical method in current generalization research. More specifically, hierarchical models allow to include continuous independent variables and overcomes problematic assumptions such as sphericity. We focus on how generalization research can benefit from this added flexibility. In a simulation study we demonstrate the dominance of hierarchical models over rANOVA. In addition, we show the lack of efficiency of the Mauchly's sphericity test in sample sizes typical for generalization research, and confirm how violations of sphericity increase the probability of type I errors. A worked example of a hierarchical model is provided, with a specific emphasis on the interpretation of parameters relevant for generalization research.
Hierarchical Heteroclinics in Dynamical Model of Cognitive Processes: Chunking
Afraimovich, Valentin S.; Young, Todd R.; Rabinovich, Mikhail I.
Combining the results of brain imaging and nonlinear dynamics provides a new hierarchical vision of brain network functionality that is helpful in understanding the relationship of the network to different mental tasks. Using these ideas it is possible to build adequate models for the description and prediction of different cognitive activities in which the number of variables is usually small enough for analysis. The dynamical images of different mental processes depend on their temporal organization and, as a rule, cannot be just simple attractors since cognition is characterized by transient dynamics. The mathematical image for a robust transient is a stable heteroclinic channel consisting of a chain of saddles connected by unstable separatrices. We focus here on hierarchical chunking dynamics that can represent several cognitive activities. Chunking is the dynamical phenomenon that means dividing a long information chain into shorter items. Chunking is known to be important in many processes of perception, learning, memory and cognition. We prove that in the phase space of the model that describes chunking there exists a new mathematical object — heteroclinic sequence of heteroclinic cycles — using the technique of slow-fast approximations. This new object serves as a skeleton of motions reflecting sequential features of hierarchical chunking dynamics and is an adequate image of the chunking processing.
Music Genre Classification using the multivariate AR feature integration model
DEFF Research Database (Denmark)
Ahrendt, Peter; Meng, Anders
2005-01-01
informative decisions about musical genre. For the MIREX music genre contest several authors derive long time features based either on statistical moments and/or temporal structure in the short time features. In our contribution we model a segment (1.2 s) of short time features (texture) using a multivariate......Music genre classification systems are normally build as a feature extraction module followed by a classifier. The features are often short-time features with time frames of 10-30ms, although several characteristics of music require larger time scales. Thus, larger time frames are needed to take...... autoregressive model. Other authors have applied simpler statistical models such as the mean-variance model, which also has been included in several of this years MIREX submissions, see e.g. Tzanetakis (2005); Burred (2005); Bergstra et al. (2005); Lidy and Rauber (2005)....
Optimal model-free prediction from multivariate time series.
Runge, Jakob; Donner, Reik V; Kurths, Jürgen
2015-05-01
Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal preselection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used suboptimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Niño Southern Oscillation.
Mark-specific hazard ratio model with missing multivariate marks.
Juraska, Michal; Gilbert, Peter B
2016-10-01
An objective of randomized placebo-controlled preventive HIV vaccine efficacy (VE) trials is to assess the relationship between vaccine effects to prevent HIV acquisition and continuous genetic distances of the exposing HIVs to multiple HIV strains represented in the vaccine. The set of genetic distances, only observed in failures, is collectively termed the 'mark.' The objective has motivated a recent study of a multivariate mark-specific hazard ratio model in the competing risks failure time analysis framework. Marks of interest, however, are commonly subject to substantial missingness, largely due to rapid post-acquisition viral evolution. In this article, we investigate the mark-specific hazard ratio model with missing multivariate marks and develop two inferential procedures based on (i) inverse probability weighting (IPW) of the complete cases, and (ii) augmentation of the IPW estimating functions by leveraging auxiliary data predictive of the mark. Asymptotic properties and finite-sample performance of the inferential procedures are presented. This research also provides general inferential methods for semiparametric density ratio/biased sampling models with missing data. We apply the developed procedures to data from the HVTN 502 'Step' HIV VE trial.
Hierarchical modeling of cluster size in wildlife surveys
Royle, J. Andrew
2008-01-01
Clusters or groups of individuals are the fundamental unit of observation in many wildlife sampling problems, including aerial surveys of waterfowl, marine mammals, and ungulates. Explicit accounting of cluster size in models for estimating abundance is necessary because detection of individuals within clusters is not independent and detectability of clusters is likely to increase with cluster size. This induces a cluster size bias in which the average cluster size in the sample is larger than in the population at large. Thus, failure to account for the relationship between delectability and cluster size will tend to yield a positive bias in estimates of abundance or density. I describe a hierarchical modeling framework for accounting for cluster-size bias in animal sampling. The hierarchical model consists of models for the observation process conditional on the cluster size distribution and the cluster size distribution conditional on the total number of clusters. Optionally, a spatial model can be specified that describes variation in the total number of clusters per sample unit. Parameter estimation, model selection, and criticism may be carried out using conventional likelihood-based methods. An extension of the model is described for the situation where measurable covariates at the level of the sample unit are available. Several candidate models within the proposed class are evaluated for aerial survey data on mallard ducks (Anas platyrhynchos).
Institute of Scientific and Technical Information of China (English)
丁锋; 王艳娇
2014-01-01
According to the hierarchical identification principle,this paper presents the hierarchical stochastic gra-dient algorithms and the hierarchical gradient based iterative algorithms, the hierarchical least squares algorithms and the hierarchical least squares based iterative algorithms for multivariable equation-error-like systems and multi-variable equation-error ARMA-like systems,and further derives the hierarchical multi-innovation gradient algorithms and the hierarchical multi-innovation least squares algorithms. In order to reduce computational burdens,this paper derives the filtering based hierarchical identification algorithms and the filtering based hierarchical multi-innovation identification algorithms for multivariable equation-error ARMA-like systems using the filtering technique. Finally, the computational efficiency and the computational steps of some typical identification algorithms are discussed.%根据递阶辨识原理，研究了类多变量方程误差系统和类多变量方程误差ARMA系统递阶随机梯度方法和递阶梯度迭代方法、递阶最小二乘方法和递阶最小二乘迭代方法。进一步利用多新息辨识理论，推导了递阶多新息梯度辨识方法和递阶多新息最小二乘辨识方法。为减小计算量，推导了基于滤波的类多变量方程误差ARMA系统递阶辨识方法和递阶多新息辨识方法。讨论了几个典型辨识算法的计算量，并给出了计算参数估计的步骤。
Sang, Huiyan
2011-12-01
This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate models. Our method allows for a nonseparable and nonstationary cross-covariance structure. We also present a covariance approximation approach to facilitate the computation in the modeling and analysis of very large multivariate spatial data sets. The covariance approximation consists of two parts: a reduced-rank part to capture the large-scale spatial dependence, and a sparse covariance matrix to correct the small-scale dependence error induced by the reduced rank approximation. We pay special attention to the case that the second part of the approximation has a block-diagonal structure. Simulation results of model fitting and prediction show substantial improvement of the proposed approximation over the predictive process approximation and the independent blocks analysis. We then apply our computational approach to the joint statistical modeling of multiple climate model errors. © 2012 Institute of Mathematical Statistics.
A hierarchical community occurrence model for North Carolina stream fish
Midway, S.R.; Wagner, Tyler; Tracy, B.H.
2016-01-01
The southeastern USA is home to one of the richest—and most imperiled and threatened—freshwater fish assemblages in North America. For many of these rare and threatened species, conservation efforts are often limited by a lack of data. Drawing on a unique and extensive data set spanning over 20 years, we modeled occurrence probabilities of 126 stream fish species sampled throughout North Carolina, many of which occur more broadly in the southeastern USA. Specifically, we developed species-specific occurrence probabilities from hierarchical Bayesian multispecies models that were based on common land use and land cover covariates. We also used index of biotic integrity tolerance classifications as a second level in the model hierarchy; we identify this level as informative for our work, but it is flexible for future model applications. Based on the partial-pooling property of the models, we were able to generate occurrence probabilities for many imperiled and data-poor species in addition to highlighting a considerable amount of occurrence heterogeneity that supports species-specific investigations whenever possible. Our results provide critical species-level information on many threatened and imperiled species as well as information that may assist with re-evaluation of existing management strategies, such as the use of surrogate species. Finally, we highlight the use of a relatively simple hierarchical model that can easily be generalized for similar situations in which conventional models fail to provide reliable estimates for data-poor groups.
Multivariate parametric random effect regression models for fecundability studies.
Ecochard, R; Clayton, D G
2000-12-01
Delay until conception is generally described by a mixture of geometric distributions. Weinberg and Gladen (1986, Biometrics 42, 547-560) proposed a regression generalization of the beta-geometric mixture model where covariates effects were expressed in terms of contrasts of marginal hazards. Scheike and Jensen (1997, Biometrics 53, 318-329) developed a frailty model for discrete event times data based on discrete-time analogues of Hougaard's results (1984, Biometrika 71, 75-83). This paper is on a generalization to a three-parameter family distribution and an extension to multivariate cases. The model allows the introduction of explanatory variables, including time-dependent variables at the subject-specific level, together with a choice from a flexible family of random effect distributions. This makes it possible, in the context of medically assisted conception, to include data sources with multiple pregnancies (or attempts at pregnancy) per couple.
Hierarchical Bayesian spatial models for multispecies conservation planning and monitoring.
Carroll, Carlos; Johnson, Devin S; Dunk, Jeffrey R; Zielinski, William J
2010-12-01
Biologists who develop and apply habitat models are often familiar with the statistical challenges posed by their data's spatial structure but are unsure of whether the use of complex spatial models will increase the utility of model results in planning. We compared the relative performance of nonspatial and hierarchical Bayesian spatial models for three vertebrate and invertebrate taxa of conservation concern (Church's sideband snails [Monadenia churchi], red tree voles [Arborimus longicaudus], and Pacific fishers [Martes pennanti pacifica]) that provide examples of a range of distributional extents and dispersal abilities. We used presence-absence data derived from regional monitoring programs to develop models with both landscape and site-level environmental covariates. We used Markov chain Monte Carlo algorithms and a conditional autoregressive or intrinsic conditional autoregressive model framework to fit spatial models. The fit of Bayesian spatial models was between 35 and 55% better than the fit of nonspatial analogue models. Bayesian spatial models outperformed analogous models developed with maximum entropy (Maxent) methods. Although the best spatial and nonspatial models included similar environmental variables, spatial models provided estimates of residual spatial effects that suggested how ecological processes might structure distribution patterns. Spatial models built from presence-absence data improved fit most for localized endemic species with ranges constrained by poorly known biogeographic factors and for widely distributed species suspected to be strongly affected by unmeasured environmental variables or population processes. By treating spatial effects as a variable of interest rather than a nuisance, hierarchical Bayesian spatial models, especially when they are based on a common broad-scale spatial lattice (here the national Forest Inventory and Analysis grid of 24 km(2) hexagons), can increase the relevance of habitat models to multispecies
Application of Bayesian Hierarchical Prior Modeling to Sparse Channel Estimation
DEFF Research Database (Denmark)
Pedersen, Niels Lovmand; Manchón, Carles Navarro; Shutin, Dmitriy
2012-01-01
. The estimators result as an application of the variational message-passing algorithm on the factor graph representing the signal model extended with the hierarchical prior models. Numerical results demonstrate the superior performance of our channel estimators as compared to traditional and state......Existing methods for sparse channel estimation typically provide an estimate computed as the solution maximizing an objective function defined as the sum of the log-likelihood function and a penalization term proportional to the l1-norm of the parameter of interest. However, other penalization......-of-the-art sparse methods....
Bayesian hierarchical modeling for detecting safety signals in clinical trials.
Xia, H Amy; Ma, Haijun; Carlin, Bradley P
2011-09-01
Detection of safety signals from clinical trial adverse event data is critical in drug development, but carries a challenging statistical multiplicity problem. Bayesian hierarchical mixture modeling is appealing for its ability to borrow strength across subgroups in the data, as well as moderate extreme findings most likely due merely to chance. We implement such a model for subject incidence (Berry and Berry, 2004 ) using a binomial likelihood, and extend it to subject-year adjusted incidence rate estimation under a Poisson likelihood. We use simulation to choose a signal detection threshold, and illustrate some effective graphics for displaying the flagged signals.
An Extended Hierarchical Trusted Model for Wireless Sensor Networks
Institute of Scientific and Technical Information of China (English)
DU Ruiying; XU Mingdi; ZHANG Huanguo
2006-01-01
Cryptography and authentication are traditional approach for providing network security. However, they are not sufficient for solving the problems which malicious nodes compromise whole wireless sensor network leading to invalid data transmission and wasting resource by using vicious behaviors. This paper puts forward an extended hierarchical trusted architecture for wireless sensor network, and establishes trusted congregations by three-tier framework. The method combines statistics, economics with encrypt mechanism for developing two trusted models which evaluate cluster head nodes and common sensor nodes respectively. The models form logical trusted-link from command node to common sensor nodes and guarantees the network can run in secure and reliable circumstance.
Ensemble renormalization group for the random-field hierarchical model.
Decelle, Aurélien; Parisi, Giorgio; Rocchi, Jacopo
2014-03-01
The renormalization group (RG) methods are still far from being completely understood in quenched disordered systems. In order to gain insight into the nature of the phase transition of these systems, it is common to investigate simple models. In this work we study a real-space RG transformation on the Dyson hierarchical lattice with a random field, which leads to a reconstruction of the RG flow and to an evaluation of the critical exponents of the model at T=0. We show that this method gives very accurate estimations of the critical exponents by comparing our results with those obtained by some of us using an independent method.
Multivariate Logistic Model to estimate Effective Rainfall for an Event
Singh, S. K.; Patil, Sachin; Bárdossy, A.
2009-04-01
Multivariate logistic models are widely used in biological, medical, and social sciences but logistic models are seldom applied to hydrological problems. A logistic function behaves linear in the mid range and tends to be non-linear as it approaches to the extremes, hence it is more flexible than a linear function and capable of dealing with skew-distributed variables. They seem to bear good potential to handle asymmetrically distributed hydrological variables of extreme occurrence. In this study, logistic regression approach is implemented to derive a multivariate logistic function for effective rainfall; in the process runoff coefficient is assumed to be a Bernoulli-distributed dependent variable. A backward stepwise logistic regression procedure was performed to derive the logistic transfer function between runoff coefficient and catchment as well as event variables (e.g. drainage density, soil moisture etc). The investigation was carried out using data base for 244 rainfall-runoff events from 42 mesoscale catchments located in south-west Germany. The performance of the derived logistic transfer function was compared with that of SCS method for estimation of effective rainfall.
Probability boxes on totally preordered spaces for multivariate modelling
Troffaes, Matthias C M; 10.1016/j.ijar.2011.02.001
2011-01-01
A pair of lower and upper cumulative distribution functions, also called probability box or p-box, is among the most popular models used in imprecise probability theory. They arise naturally in expert elicitation, for instance in cases where bounds are specified on the quantiles of a random variable, or when quantiles are specified only at a finite number of points. Many practical and formal results concerning p-boxes already exist in the literature. In this paper, we provide new efficient tools to construct multivariate p-boxes and develop algorithms to draw inferences from them. For this purpose, we formalise and extend the theory of p-boxes using Walley's behavioural theory of imprecise probabilities, and heavily rely on its notion of natural extension and existing results about independence modeling. In particular, we allow p-boxes to be defined on arbitrary totally preordered spaces, hence thereby also admitting multivariate p-boxes via probability bounds over any collection of nested sets. We focus on t...
Facial animation on an anatomy-based hierarchical face model
Zhang, Yu; Prakash, Edmond C.; Sung, Eric
2003-04-01
In this paper we propose a new hierarchical 3D facial model based on anatomical knowledge that provides high fidelity for realistic facial expression animation. Like real human face, the facial model has a hierarchical biomechanical structure, incorporating a physically-based approximation to facial skin tissue, a set of anatomically-motivated facial muscle actuators and underlying skull structure. The deformable skin model has multi-layer structure to approximate different types of soft tissue. It takes into account the nonlinear stress-strain relationship of the skin and the fact that soft tissue is almost incompressible. Different types of muscle models have been developed to simulate distribution of the muscle force on the skin due to muscle contraction. By the presence of the skull model, our facial model takes advantage of both more accurate facial deformation and the consideration of facial anatomy during the interactive definition of facial muscles. Under the muscular force, the deformation of the facial skin is evaluated using numerical integration of the governing dynamic equations. The dynamic facial animation algorithm runs at interactive rate with flexible and realistic facial expressions to be generated.
A Bisimulation-based Hierarchical Framework for Software Development Models
Directory of Open Access Journals (Sweden)
Ping Liang
2013-08-01
Full Text Available Software development models have been ripen since the emergence of software engineering, like waterfall model, V-model, spiral model, etc. To ensure the successful implementation of those models, various metrics for software products and development process have been developed along, like CMMI, software metrics, and process re-engineering, etc. The quality of software products and processes can be ensured in consistence as much as possible and the abstract integrity of a software product can be achieved. However, in reality, the maintenance of software products is still high and even higher along with software evolution due to the inconsistence occurred by changes and inherent errors of software products. It is better to build up a robust software product that can sustain changes as many as possible. Therefore, this paper proposes a process algebra based hierarchical framework to extract an abstract equivalent of deliverable at the end of phases of a software product from its software development models. The process algebra equivalent of the deliverable is developed hierarchically with the development of the software product, applying bi-simulation to test run the deliverable of phases to guarantee the consistence and integrity of the software development and product in a trivially mathematical way. And an algorithm is also given to carry out the assessment of the phase deliverable in process algebra.
C-HiLasso: A Collaborative Hierarchical Sparse Modeling Framework
Sprechmann, Pablo; Sapiro, Guillermo; Eldar, Yonina
2010-01-01
Sparse modeling is a powerful framework for data analysis and processing. Traditionally, encoding in this framework is performed by solving an L1-regularized linear regression problem, commonly referred to as Lasso or Basis Pursuit. In this work we combine the sparsity-inducing property of the Lasso model at the individual feature level, with the block-sparsity property of the Group Lasso model, where sparse groups of features are jointly encoded, obtaining a sparsity pattern hierarchically structured. This results in the Hierarchical Lasso (HiLasso), which shows important practical modeling advantages. We then extend this approach to the collaborative case, where a set of simultaneously coded signals share the same sparsity pattern at the higher (group) level, but not necessarily at the lower (inside the group) level, obtaining the collaborative HiLasso model (C-HiLasso). Such signals then share the same active groups, or classes, but not necessarily the same active set. This model is very well suited for ap...
o-HETM: An Online Hierarchical Entity Topic Model for News Streams
2015-05-22
Cao et al. (Eds.): PAKDD 2015, Part I, LNAI 9077, pp. 696–707, 2015. DOI: 10.1007/978-3-319-18038-0 54 o-HETM: An Online Hierarchical Entity Topic... 2004 ) o-HETM: An Online Hierarchical Entity Topic Model for News Streams 707 6. Mimno, D., Li, W., McCallum, A.: Mixtures of hierarchical topics with
A hierarchical nest survival model integrating incomplete temporally varying covariates
Converse, Sarah J.; Royle, J. Andrew; Adler, Peter H.; Urbanek, Richard P.; Barzan, Jeb A.
2013-01-01
Nest success is a critical determinant of the dynamics of avian populations, and nest survival modeling has played a key role in advancing avian ecology and management. Beginning with the development of daily nest survival models, and proceeding through subsequent extensions, the capacity for modeling the effects of hypothesized factors on nest survival has expanded greatly. We extend nest survival models further by introducing an approach to deal with incompletely observed, temporally varying covariates using a hierarchical model. Hierarchical modeling offers a way to separate process and observational components of demographic models to obtain estimates of the parameters of primary interest, and to evaluate structural effects of ecological and management interest. We built a hierarchical model for daily nest survival to analyze nest data from reintroduced whooping cranes (Grus americana) in the Eastern Migratory Population. This reintroduction effort has been beset by poor reproduction, apparently due primarily to nest abandonment by breeding birds. We used the model to assess support for the hypothesis that nest abandonment is caused by harassment from biting insects. We obtained indices of blood-feeding insect populations based on the spatially interpolated counts of insects captured in carbon dioxide traps. However, insect trapping was not conducted daily, and so we had incomplete information on a temporally variable covariate of interest. We therefore supplemented our nest survival model with a parallel model for estimating the values of the missing insect covariates. We used Bayesian model selection to identify the best predictors of daily nest survival. Our results suggest that the black fly Simulium annulus may be negatively affecting nest survival of reintroduced whooping cranes, with decreasing nest survival as abundance of S. annulus increases. The modeling framework we have developed will be applied in the future to a larger data set to evaluate the
Implementing Modifed Burg Algorithms in Multivariate Subset Autoregressive Modeling
Directory of Open Access Journals (Sweden)
A. Alexandre Trindade
2003-02-01
Full Text Available The large number of parameters in subset vector autoregressive models often leads one to procure fast, simple, and efficient alternatives or precursors to maximum likelihood estimation. We present the solution of the multivariate subset Yule-Walker equations as one such alternative. In recent work, Brockwell, Dahlhaus, and Trindade (2002, show that the Yule-Walker estimators can actually be obtained as a special case of a general recursive Burg-type algorithm. We illustrate the structure of this Algorithm, and discuss its implementation in a high-level programming language. Applications of the Algorithm in univariate and bivariate modeling are showcased in examples. Univariate and bivariate versions of the Algorithm written in Fortran 90 are included in the appendix, and their use illustrated.
MULTIVARIATE MODEL FOR CORPORATE BANKRUPTCY PREDICTION IN ROMANIA
Directory of Open Access Journals (Sweden)
Daniel BRÎNDESCU – OLARIU
2016-06-01
Full Text Available The current paper proposes a methodology for bankruptcy prediction applicable for Romanian companies. Low bankruptcy frequencies registered in the past have limited the importance of bankruptcy prediction in Romania. The changes in the economic environment brought by the economic crisis, as well as by the entrance in the European Union, make the availability of performing bankruptcy assessment tools more important than ever before. The proposed methodology is centred on a multivariate model, developed through discriminant analysis. Financial ratios are employed as explanatory variables within the model. The study has included 53,252 yearly financial statements from the period 2007 – 2010, with the state of the companies being monitored until the end of 2012. It thus employs the largest sample ever used in Romanian research in the field of bankruptcy prediction, not targeting high levels of accuracy over isolated samples, but reliability and ease of use over the entire population.
A New Multivariate Markov Chain Model for Adding a New Categorical Data Sequence
2014-01-01
We propose a new multivariate Markov chain model for adding a new categorical data sequence. The number of the parameters in the new multivariate Markov chain model is only (3s) less than ((s+1)2) the number of the parameters in the former multivariate Markov chain model. Numerical experiments demonstrate the benefits of the new multivariate Markov chain model on saving computational resources.
About wave field modeling in hierarchic medium with fractal inclusions
Hachay, Olga; Khachay, Andrey
2014-05-01
The processes of oil gaseous deposits outworking are linked with moving of polyphase multicomponent media, which are characterized by no equilibrium and nonlinear rheological features. The real behavior of layered systems is defined as complicated rheology moving liquids and structural morphology of porous media. It is eargently needed to account those factors for substantial description of the filtration processes. Additionally we must account also the synergetic effects. That allows suggesting new methods of control and managing of complicated natural systems, which can research these effects. Thus our research is directed to the layered system, from which we have to outwork oil and which is a complicated hierarchic dynamical system with fractal inclusions. In that paper we suggest the algorithm of modeling of 2-d seismic field distribution in the heterogeneous medium with hierarchic inclusions. Also we can compare the integral 2-D for seismic field in a frame of local hierarchic heterogeneity with a porous inclusion and pure elastic inclusion for the case when the parameter Lame is equal to zero for the inclusions and the layered structure. For that case we can regard the problem for the latitude and longitudinal waves independently. Here we shall analyze the first case. The received results can be used for choosing criterions of joined seismic methods for high complicated media research.If the boundaries of the inclusion of the k rank are fractals, the surface and contour integrals in the integral equations must be changed to repeated fractional integrals of Riman-Liuvill type .Using the developed earlier 3-d method of induction electromagnetic frequency geometric monitoring we showed the opportunity of defining of physical and structural features of hierarchic oil layer structure and estimating of water saturating by crack inclusions. For visualization we had elaborated some algorithms and programs for constructing cross sections for two hierarchic structural
Clustering Multivariate Time Series Using Hidden Markov Models
Directory of Open Access Journals (Sweden)
Shima Ghassempour
2014-03-01
Full Text Available In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs, where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers.
Linguistic steganography on Twitter: hierarchical language modeling with manual interaction
Wilson, Alex; Blunsom, Phil; Ker, Andrew D.
2014-02-01
This work proposes a natural language stegosystem for Twitter, modifying tweets as they are written to hide 4 bits of payload per tweet, which is a greater payload than previous systems have achieved. The system, CoverTweet, includes novel components, as well as some already developed in the literature. We believe that the task of transforming covers during embedding is equivalent to unilingual machine translation (paraphrasing), and we use this equivalence to de ne a distortion measure based on statistical machine translation methods. The system incorporates this measure of distortion to rank possible tweet paraphrases, using a hierarchical language model; we use human interaction as a second distortion measure to pick the best. The hierarchical language model is designed to model the speci c language of the covers, which in this setting is the language of the Twitter user who is embedding. This is a change from previous work, where general-purpose language models have been used. We evaluate our system by testing the output against human judges, and show that humans are unable to distinguish stego tweets from cover tweets any better than random guessing.
Finite Population Correction for Two-Level Hierarchical Linear Models.
Lai, Mark H C; Kwok, Oi-Man; Hsiao, Yu-Yu; Cao, Qian
2017-03-16
The research literature has paid little attention to the issue of finite population at a higher level in hierarchical linear modeling. In this article, we propose a method to obtain finite-population-adjusted standard errors of Level-1 and Level-2 fixed effects in 2-level hierarchical linear models. When the finite population at Level-2 is incorrectly assumed as being infinite, the standard errors of the fixed effects are overestimated, resulting in lower statistical power and wider confidence intervals. The impact of ignoring finite population correction is illustrated by using both a real data example and a simulation study with a random intercept model and a random slope model. Simulation results indicated that the bias in the unadjusted fixed-effect standard errors was substantial when the Level-2 sample size exceeded 10% of the Level-2 population size; the bias increased with a larger intraclass correlation, a larger number of clusters, and a larger average cluster size. We also found that the proposed adjustment produced unbiased standard errors, particularly when the number of clusters was at least 30 and the average cluster size was at least 10. We encourage researchers to consider the characteristics of the target population for their studies and adjust for finite population when appropriate. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
A Hierarchical Model for Continuous Gesture Recognition Using Kinect
DEFF Research Database (Denmark)
Jensen, Søren Kejser; Moesgaard, Christoffer; Nielsen, Christoffer Samuel
2013-01-01
Human gesture recognition is an area, which has been studied thoroughly in recent years,and close to100% recognition rates in restricted environments have been achieved, often either with single separated gestures in the input stream, or with computationally intensive systems. The results...... are unfortunately not as striking, when it comes to a continuous stream of gestures. In this paper we introduce a hierarchical system for gesture recognition for use in a gaming setting, with a continuous stream of data. Layer 1 is based on Nearest Neighbor Search and layer 2 uses Hidden Markov Models. The system...
Dynamical Properties of Potassium Ion Channels with a Hierarchical Model
Institute of Scientific and Technical Information of China (English)
ZHAN Yong; AN Hai-Long; YU Hui; ZHANG Su-Hua; HAN Ying-Rong
2006-01-01
@@ It is well known that potassium ion channels have higher permeability than K ions, and the permeable rate of a single K ion channel is about 108 ions per second. We develop a hierarchical model of potassium ion channel permeation involving ab initio quantum calculations and Brownian dynamics simulations, which can consistently explain a range of channel dynamics. The results show that the average velocity of K ions, the mean permeable time of K ions and the permeable rate of single channel are about 0.92nm/ns, 4.35ns and 2.30×108 ions/s,respectively.
Hierarchical Stochastic Simulation Algorithm for SBML Models of Genetic Circuits
Directory of Open Access Journals (Sweden)
Leandro eWatanabe
2014-11-01
Full Text Available This paper describes a hierarchical stochastic simulation algorithm which has been implemented within iBioSim, a tool used to model, analyze, and visualize genetic circuits. Many biological analysis tools flatten out hierarchy before simulation, but there are many disadvantages associated with this approach. First, the memory required to represent the model can quickly expand in the process. Second, the flattening process is computationally expensive. Finally, when modeling a dynamic cellular population within iBioSim, inlining the hierarchy of the model is inefficient since models must grow dynamically over time. This paper discusses a new approach to handle hierarchy on the fly to make the tool faster and more memory-efficient. This approach yields significant performance improvements as compared to the former flat analysis method.
A Hierarchical Model Architecture for Enterprise Integration in Chemical Industries
Institute of Scientific and Technical Information of China (English)
华贲; 周章玉; 成思危
2001-01-01
Towards integration of supply chain, manufacturing/production and investment decision making, this paper presents a hierarchical model architecture which contains six sub-models covering the areas of manufacturing control, production operation, design and revamp, production management, supply chain and investment decision making. Six types of flow, material, energy, information, humanware, partsware and capital are ciasified. These flows connect enterprise components/subsystems to formulate system topology and logical structure. Enterprise components/subsystems are abstracted to generic elementary and composite classes. Finally, the model architecture is applied to a management system of an integrated suply chain, and suggestion are made on the usage of the model architecture and further development of the model as well as imvlementation issues.
Hierarchical Model for the Evolution of Cloud Complexes
Sánchez, N; Sanchez, Nestor; Parravano, Antonio
1999-01-01
The structure of cloud complexes appears to be well described by a "tree structure" representation when the image is partitioned into "clouds". In this representation, the parent-child relationships are assigned according to containment. Based on this picture, a hierarchical model for the evolution of Cloud Complexes, including star formation, is constructed, that follows the mass evolution of each sub-structure by computing its mass exchange (evaporation or condensation) with its parent and children, which depends on the radiation density at the interphase. For the set of parameters used as a reference model, the system produces IMFs with a maximum at too high mass (~2 M_sun) and the characteristic times for evolution seem too long. We show that these properties can be improved by adjusting model parameters. However, the emphasis here is to illustrate some general properties of this nonlinear model for the star formation process. Notwithstanding the simplifications involved, the model reveals an essential fe...
a Multivariate Downscaling Model for Nonparametric Simulation of Daily Flows
Molina, J. M.; Ramirez, J. A.; Raff, D. A.
2011-12-01
A multivariate, stochastic nonparametric framework for stepwise disaggregation of seasonal runoff volumes to daily streamflow is presented. The downscaling process is conditional on volumes of spring runoff and large-scale ocean-atmosphere teleconnections and includes a two-level cascade scheme: seasonal-to-monthly disaggregation first followed by monthly-to-daily disaggregation. The non-parametric and assumption-free character of the framework allows consideration of the random nature and nonlinearities of daily flows, which parametric models are unable to account for adequately. This paper examines statistical links between decadal/interannual climatic variations in the Pacific Ocean and hydrologic variability in US northwest region, and includes a periodicity analysis of climate patterns to detect coherences of their cyclic behavior in the frequency domain. We explore the use of such relationships and selected signals (e.g., north Pacific gyre oscillation, southern oscillation, and Pacific decadal oscillation indices, NPGO, SOI and PDO, respectively) in the proposed data-driven framework by means of a combinatorial approach with the aim of simulating improved streamflow sequences when compared with disaggregated series generated from flows alone. A nearest neighbor time series bootstrapping approach is integrated with principal component analysis to resample from the empirical multivariate distribution. A volume-dependent scaling transformation is implemented to guarantee the summability condition. In addition, we present a new and simple algorithm, based on nonparametric resampling, that overcomes the common limitation of lack of preservation of historical correlation between daily flows across months. The downscaling framework presented here is parsimonious in parameters and model assumptions, does not generate negative values, and produces synthetic series that are statistically indistinguishable from the observations. We present evidence showing that both
Modeling the latent dimensions of multivariate signaling datasets
Jensen, Karin J.; Janes, Kevin A.
2012-08-01
Cellular signal transduction is coordinated by modifications of many proteins within cells. Protein modifications are not independent, because some are connected through shared signaling cascades and others jointly converge upon common cellular functions. This coupling creates a hidden structure within a signaling network that can point to higher level organizing principles of interest to systems biology. One can identify important covariations within large-scale datasets by using mathematical models that extract latent dimensions—the key structural elements of a measurement set. In this paper, we introduce two principal component-based methods for identifying and interpreting latent dimensions. Principal component analysis provides a starting point for unbiased inspection of the major sources of variation within a dataset. Partial least-squares regression reorients these dimensions toward a specific hypothesis of interest. Both approaches have been used widely in studies of cell signaling, and they should be standard analytical tools once highly multivariate datasets become straightforward to accumulate.
Spatial Bayesian hierarchical modelling of extreme sea states
Clancy, Colm; O'Sullivan, John; Sweeney, Conor; Dias, Frédéric; Parnell, Andrew C.
2016-11-01
A Bayesian hierarchical framework is used to model extreme sea states, incorporating a latent spatial process to more effectively capture the spatial variation of the extremes. The model is applied to a 34-year hindcast of significant wave height off the west coast of Ireland. The generalised Pareto distribution is fitted to declustered peaks over a threshold given by the 99.8th percentile of the data. Return levels of significant wave height are computed and compared against those from a model based on the commonly-used maximum likelihood inference method. The Bayesian spatial model produces smoother maps of return levels. Furthermore, this approach greatly reduces the uncertainty in the estimates, thus providing information on extremes which is more useful for practical applications.
Inference in HIV dynamics models via hierarchical likelihood
Commenges, D; Putter, H; Thiebaut, R
2010-01-01
HIV dynamical models are often based on non-linear systems of ordinary differential equations (ODE), which do not have analytical solution. Introducing random effects in such models leads to very challenging non-linear mixed-effects models. To avoid the numerical computation of multiple integrals involved in the likelihood, we propose a hierarchical likelihood (h-likelihood) approach, treated in the spirit of a penalized likelihood. We give the asymptotic distribution of the maximum h-likelihood estimators (MHLE) for fixed effects, a result that may be relevant in a more general setting. The MHLE are slightly biased but the bias can be made negligible by using a parametric bootstrap procedure. We propose an efficient algorithm for maximizing the h-likelihood. A simulation study, based on a classical HIV dynamical model, confirms the good properties of the MHLE. We apply it to the analysis of a clinical trial.
[A medical image semantic modeling based on hierarchical Bayesian networks].
Lin, Chunyi; Ma, Lihong; Yin, Junxun; Chen, Jianyu
2009-04-01
A semantic modeling approach for medical image semantic retrieval based on hierarchical Bayesian networks was proposed, in allusion to characters of medical images. It used GMM (Gaussian mixture models) to map low-level image features into object semantics with probabilities, then it captured high-level semantics through fusing these object semantics using a Bayesian network, so that it built a multi-layer medical image semantic model, aiming to enable automatic image annotation and semantic retrieval by using various keywords at different semantic levels. As for the validity of this method, we have built a multi-level semantic model from a small set of astrocytoma MRI (magnetic resonance imaging) samples, in order to extract semantics of astrocytoma in malignant degree. Experiment results show that this is a superior approach.
Item Response Theory Using Hierarchical Generalized Linear Models
Directory of Open Access Journals (Sweden)
Hamdollah Ravand
2015-03-01
Full Text Available Multilevel models (MLMs are flexible in that they can be employed to obtain item and person parameters, test for differential item functioning (DIF and capture both local item and person dependence. Papers on the MLM analysis of item response data have focused mostly on theoretical issues where applications have been add-ons to simulation studies with a methodological focus. Although the methodological direction was necessary as a first step to show how MLMs can be utilized and extended to model item response data, the emphasis needs to be shifted towards providing evidence on how applications of MLMs in educational testing can provide the benefits that have been promised. The present study uses foreign language reading comprehension data to illustrate application of hierarchical generalized models to estimate person and item parameters, differential item functioning (DIF, and local person dependence in a three-level model.
A Maximum Entropy Estimator for the Aggregate Hierarchical Logit Model
Directory of Open Access Journals (Sweden)
Pedro Donoso
2011-08-01
Full Text Available A new approach for estimating the aggregate hierarchical logit model is presented. Though usually derived from random utility theory assuming correlated stochastic errors, the model can also be derived as a solution to a maximum entropy problem. Under the latter approach, the Lagrange multipliers of the optimization problem can be understood as parameter estimators of the model. Based on theoretical analysis and Monte Carlo simulations of a transportation demand model, it is demonstrated that the maximum entropy estimators have statistical properties that are superior to classical maximum likelihood estimators, particularly for small or medium-size samples. The simulations also generated reduced bias in the estimates of the subjective value of time and consumer surplus.
A hierarchical model of the evolution of human brain specializations.
Barrett, H Clark
2012-06-26
The study of information-processing adaptations in the brain is controversial, in part because of disputes about the form such adaptations might take. Many psychologists assume that adaptations come in two kinds, specialized and general-purpose. Specialized mechanisms are typically thought of as innate, domain-specific, and isolated from other brain systems, whereas generalized mechanisms are developmentally plastic, domain-general, and interactive. However, if brain mechanisms evolve through processes of descent with modification, they are likely to be heterogeneous, rather than coming in just two kinds. They are likely to be hierarchically organized, with some design features widely shared across brain systems and others specific to particular processes. Also, they are likely to be largely developmentally plastic and interactive with other brain systems, rather than canalized and isolated. This article presents a hierarchical model of brain specialization, reviewing evidence for the model from evolutionary developmental biology, genetics, brain mapping, and comparative studies. Implications for the search for uniquely human traits are discussed, along with ways in which conventional views of modularity in psychology may need to be revised.
Study of hierarchical federation architecture using multi-resolution modeling
Institute of Scientific and Technical Information of China (English)
HAO Yan-ling; SHEN Dong-hui; QIAN Hua-ming; DENG Ming-hui
2004-01-01
This paper aims at finding a solution to the problem aroused in complex system simulation, where a specific functional federation is coupled with other simulation systems. In other words, the communication information within the system may be received by other federates that participated in this united simulation. For the purpose of ensuring simulation system unitary character, a hierarchical federation architecture (HFA) is taken. Also considering the real situation, where federates in a complicated simulation system can be made simpler to an extent, a multi-resolution modeling (MRM) method is imported to implement the design of hierarchical federation. By utilizing the multiple resolution entity (MRE) modeling approach, MRE for federates are designed out. When different level training simulation is required, the appropriate MRE at corresponding layers can be called. The design method realizes the reuse feature of the simulation system and reduces simulation complexity and improves the validity of system Simulation Cost (SC). Taking submarine voyage training simulator (SVTS) for instance, a HFA for submarine is constructed inthis paper, which approves the feasibility of studied approach.
A stochastic model for detecting overlapping and hierarchical community structure.
Directory of Open Access Journals (Sweden)
Xiaochun Cao
Full Text Available Community detection is a fundamental problem in the analysis of complex networks. Recently, many researchers have concentrated on the detection of overlapping communities, where a vertex may belong to more than one community. However, most current methods require the number (or the size of the communities as a priori information, which is usually unavailable in real-world networks. Thus, a practical algorithm should not only find the overlapping community structure, but also automatically determine the number of communities. Furthermore, it is preferable if this method is able to reveal the hierarchical structure of networks as well. In this work, we firstly propose a generative model that employs a nonnegative matrix factorization (NMF formulization with a l(2,1 norm regularization term, balanced by a resolution parameter. The NMF has the nature that provides overlapping community structure by assigning soft membership variables to each vertex; the l(2,1 regularization term is a technique of group sparsity which can automatically determine the number of communities by penalizing too many nonempty communities; and hence the resolution parameter enables us to explore the hierarchical structure of networks. Thereafter, we derive the multiplicative update rule to learn the model parameters, and offer the proof of its correctness. Finally, we test our approach on a variety of synthetic and real-world networks, and compare it with some state-of-the-art algorithms. The results validate the superior performance of our new method.
Bayesian model selection for constrained multivariate normal linear models
Mulder, J.
2010-01-01
The expectations that researchers have about the structure in the data can often be formulated in terms of equality constraints and/or inequality constraints on the parameters in the model that is used. In a (M)AN(C)OVA model, researchers have expectations about the differences between the
The Hierarchical Dirichlet Process Hidden Semi-Markov Model
Johnson, Matthew J
2012-01-01
There is much interest in the Hierarchical Dirichlet Process Hidden Markov Model (HDP-HMM) as a natural Bayesian nonparametric extension of the traditional HMM. However, in many settings the HDP-HMM's strict Markovian constraints are undesirable, particularly if we wish to learn or encode non-geometric state durations. We can extend the HDP-HMM to capture such structure by drawing upon explicit-duration semi- Markovianity, which has been developed in the parametric setting to allow construction of highly interpretable models that admit natural prior information on state durations. In this paper we introduce the explicitduration HDP-HSMM and develop posterior sampling algorithms for efficient inference in both the direct-assignment and weak-limit approximation settings. We demonstrate the utility of the model and our inference methods on synthetic data as well as experiments on a speaker diarization problem and an example of learning the patterns in Morse code.
Learning Hierarchical User Interest Models from Web Pages
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
We propose an algorithm for learning hierarchical user interest models according to the Web pages users have browsed. In this algorithm, the interests of a user are represented into a tree which is called a user interest tree, the content and the structure of which can change simultaneously to adapt to the changes in a user's interests. This expression represents a user's specific and general interests as a continuum. In some sense, specific interests correspond to short-term interests, while general interests correspond to long-term interests. So this representation more really reflects the users' interests. The algorithm can automatically model a user's multiple interest domains, dynamically generate the interest models and prune a user interest tree when the number of the nodes in it exceeds given value. Finally, we show the experiment results in a Chinese Web Site.
Multi-mode clustering model for hierarchical wireless sensor networks
Hu, Xiangdong; Li, Yongfu; Xu, Huifen
2017-03-01
The topology management, i.e., clusters maintenance, of wireless sensor networks (WSNs) is still a challenge due to its numerous nodes, diverse application scenarios and limited resources as well as complex dynamics. To address this issue, a multi-mode clustering model (M2 CM) is proposed to maintain the clusters for hierarchical WSNs in this study. In particular, unlike the traditional time-trigger model based on the whole-network and periodic style, the M2 CM is proposed based on the local and event-trigger operations. In addition, an adaptive local maintenance algorithm is designed for the broken clusters in the WSNs using the spatial-temporal demand changes accordingly. Numerical experiments are performed using the NS2 network simulation platform. Results validate the effectiveness of the proposed model with respect to the network maintenance costs, node energy consumption and transmitted data as well as the network lifetime.
Sparse multivariate autoregressive modeling for mild cognitive impairment classification.
Li, Yang; Wee, Chong-Yaw; Jie, Biao; Peng, Ziwen; Shen, Dinggang
2014-07-01
Brain connectivity network derived from functional magnetic resonance imaging (fMRI) is becoming increasingly prevalent in the researches related to cognitive and perceptual processes. The capability to detect causal or effective connectivity is highly desirable for understanding the cooperative nature of brain network, particularly when the ultimate goal is to obtain good performance of control-patient classification with biological meaningful interpretations. Understanding directed functional interactions between brain regions via brain connectivity network is a challenging task. Since many genetic and biomedical networks are intrinsically sparse, incorporating sparsity property into connectivity modeling can make the derived models more biologically plausible. Accordingly, we propose an effective connectivity modeling of resting-state fMRI data based on the multivariate autoregressive (MAR) modeling technique, which is widely used to characterize temporal information of dynamic systems. This MAR modeling technique allows for the identification of effective connectivity using the Granger causality concept and reducing the spurious causality connectivity in assessment of directed functional interaction from fMRI data. A forward orthogonal least squares (OLS) regression algorithm is further used to construct a sparse MAR model. By applying the proposed modeling to mild cognitive impairment (MCI) classification, we identify several most discriminative regions, including middle cingulate gyrus, posterior cingulate gyrus, lingual gyrus and caudate regions, in line with results reported in previous findings. A relatively high classification accuracy of 91.89 % is also achieved, with an increment of 5.4 % compared to the fully-connected, non-directional Pearson-correlation-based functional connectivity approach.
multivariate approach to the study of aquatic species diversity of ...
African Journals Online (AJOL)
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2016-12-02
Dec 2, 2016 ... Generalized Linear Model further revealed the pattern in ... Hierarchical framework at multiple spatial levels can ... Limitations of most multivariate applications included the absence of ... HANNA Instruction Manual. Five days ...
Introduction to multivariate analysis linear and nonlinear modeling
Konishi, Sadanori
2014-01-01
""The presentation is always clear and several examples and figures facilitate an easy understanding of all the techniques. The book can be used as a textbook in advanced undergraduate courses in multivariate analysis, and can represent a valuable reference manual for biologists and engineers working with multivariate datasets.""-Fabio Rapallo, Zentralblatt MATH 1296
Modeling evolutionary dynamics of epigenetic mutations in hierarchically organized tumors.
Directory of Open Access Journals (Sweden)
Andrea Sottoriva
2011-05-01
Full Text Available The cancer stem cell (CSC concept is a highly debated topic in cancer research. While experimental evidence in favor of the cancer stem cell theory is apparently abundant, the results are often criticized as being difficult to interpret. An important reason for this is that most experimental data that support this model rely on transplantation studies. In this study we use a novel cellular Potts model to elucidate the dynamics of established malignancies that are driven by a small subset of CSCs. Our results demonstrate that epigenetic mutations that occur during mitosis display highly altered dynamics in CSC-driven malignancies compared to a classical, non-hierarchical model of growth. In particular, the heterogeneity observed in CSC-driven tumors is considerably higher. We speculate that this feature could be used in combination with epigenetic (methylation sequencing studies of human malignancies to prove or refute the CSC hypothesis in established tumors without the need for transplantation. Moreover our tumor growth simulations indicate that CSC-driven tumors display evolutionary features that can be considered beneficial during tumor progression. Besides an increased heterogeneity they also exhibit properties that allow the escape of clones from local fitness peaks. This leads to more aggressive phenotypes in the long run and makes the neoplasm more adaptable to stringent selective forces such as cancer treatment. Indeed when therapy is applied the clone landscape of the regrown tumor is more aggressive with respect to the primary tumor, whereas the classical model demonstrated similar patterns before and after therapy. Understanding these often counter-intuitive fundamental properties of (non-hierarchically organized malignancies is a crucial step in validating the CSC concept as well as providing insight into the therapeutical consequences of this model.
Research and application of hierarchical model for multiple fault diagnosis
Institute of Scientific and Technical Information of China (English)
An Ruoming; Jiang Xingwei; Song Zhengji
2005-01-01
Computational complexity of complex system multiple fault diagnosis is a puzzle at all times. Based on the well-known Mozetic's approach, a novel hierarchical model-based diagnosis methodology is put forward for improving efficiency of multi-fault recognition and localization. Structural abstraction and weighted fault propagation graphs are combined to build diagnosis model. The graphs have weighted arcs with fault propagation probabilities and propagation strength. For solving the problem of coupled faults, two diagnosis strategies are used: one is the Lagrangian relaxation and the primal heuristic algorithms; another is the method of propagation strength. Finally, an applied example shows the applicability of the approach and experimental results are given to show the superiority of the presented technique.
Hierarchical population model with a carrying capacity distribution
Indekeu, J O
2002-01-01
A time- and space-discrete model for the growth of a rapidly saturating local biological population $N(x,t)$ is derived from a hierarchical random deposition process previously studied in statistical physics. Two biologically relevant parameters, the probabilities of birth, $B$, and of death, $D$, determine the carrying capacity $K$. Due to the randomness the population depends strongly on position, $x$, and there is a distribution of carrying capacities, $\\Pi (K)$. This distribution has self-similar character owing to the imposed hierarchy. The most probable carrying capacity and its probability are studied as a function of $B$ and $D$. The effective growth rate decreases with time, roughly as in a Verhulst process. The model is possibly applicable, for example, to bacteria forming a "towering pillar" biofilm. The bacteria divide on randomly distributed nutrient-rich regions and are exposed to random local bactericidal agent (antibiotic spray). A gradual overall temperature change away from optimal growth co...
Hierarchical decision modeling essays in honor of Dundar F. Kocaoglu
2016-01-01
This volume, developed in honor of Dr. Dundar F. Kocaoglu, aims to demonstrate the applications of the Hierarchical Decision Model (HDM) in different sectors and its capacity in decision analysis. It is comprised of essays from noted scholars, academics and researchers of engineering and technology management around the world. This book is organized into four parts: Technology Assessment, Strategic Planning, National Technology Planning and Decision Making Tools. Dr. Dundar F. Kocaoglu is one of the pioneers of multiple decision models using hierarchies, and creator of the HDM in decision analysis. HDM is a mission-oriented method for evaluation and/or selection among alternatives. A wide range of alternatives can be considered, including but not limited to, different technologies, projects, markets, jobs, products, cities to live in, houses to buy, apartments to rent, and schools to attend. Dr. Kocaoglu’s approach has been adopted for decision problems in many industrial sectors, including electronics rese...
Bayesian hierarchical modelling of weak lensing - the golden goal
Heavens, Alan; Jaffe, Andrew; Hoffmann, Till; Kiessling, Alina; Wandelt, Benjamin
2016-01-01
To accomplish correct Bayesian inference from weak lensing shear data requires a complete statistical description of the data. The natural framework to do this is a Bayesian Hierarchical Model, which divides the chain of reasoning into component steps. Starting with a catalogue of shear estimates in tomographic bins, we build a model that allows us to sample simultaneously from the the underlying tomographic shear fields and the relevant power spectra (E-mode, B-mode, and E-B, for auto- and cross-power spectra). The procedure deals easily with masked data and intrinsic alignments. Using Gibbs sampling and messenger fields, we show with simulated data that the large (over 67000-)dimensional parameter space can be efficiently sampled and the full joint posterior probability density function for the parameters can feasibly be obtained. The method correctly recovers the underlying shear fields and all of the power spectra, including at levels well below the shot noise.
Optimisation of Marine Boilers using Model-based Multivariable Control
DEFF Research Database (Denmark)
Solberg, Brian
Traditionally, marine boilers have been controlled using classical single loop controllers. To optimise marine boiler performance, reduce new installation time and minimise the physical dimensions of these large steel constructions, a more comprehensive and coherent control strategy is needed. Th......). In the thesis the pressure control is based on this new method when on/off burner switching is required while the water level control is handled by a model predictive controller........ This research deals with the application of advanced control to a specific class of marine boilers combining well-known design methods for multivariable systems. This thesis presents contributions for modelling and control of the one-pass smoke tube marine boilers as well as for hybrid systems control. Much...... of the focus has been directed towards water level control which is complicated by the nature of the disturbances acting on the system as well as by low frequency sensor noise. This focus was motivated by an estimated large potential to minimise the boiler geometry by reducing water level fluctuations...
Empirical likelihood ratio tests for multivariate regression models
Institute of Scientific and Technical Information of China (English)
WU Jianhong; ZHU Lixing
2007-01-01
This paper proposes some diagnostic tools for checking the adequacy of multivariate regression models including classical regression and time series autoregression. In statistical inference, the empirical likelihood ratio method has been well known to be a powerful tool for constructing test and confidence region. For model checking, however, the naive empirical likelihood (EL) based tests are not of Wilks' phenomenon. Hence, we make use of bias correction to construct the EL-based score tests and derive a nonparametric version of Wilks' theorem. Moreover, by the advantages of both the EL and score test method, the EL-based score tests share many desirable features as follows: They are self-scale invariant and can detect the alternatives that converge to the null at rate n-1/2, the possibly fastest rate for lack-of-fit testing; they involve weight functions, which provides us with the flexibility to choose scores for improving power performance, especially under directional alternatives. Furthermore, when the alternatives are not directional, we construct asymptotically distribution-free maximin tests for a large class of possible alternatives. A simulation study is carried out and an application for a real dataset is analyzed.
Multivariate models of inter-subject anatomical variability.
Ashburner, John; Klöppel, Stefan
2011-05-15
This paper presents a very selective review of some of the approaches for multivariate modelling of inter-subject variability among brain images. It focusses on applying probabilistic kernel-based pattern recognition approaches to pre-processed anatomical MRI, with the aim of most accurately modelling the difference between populations of subjects. Some of the principles underlying the pattern recognition approaches of Gaussian process classification and regression are briefly described, although the reader is advised to look elsewhere for full implementational details. Kernel pattern recognition methods require matrices that encode the degree of similarity between the images of each pair of subjects. This review focusses on similarity measures derived from the relative shapes of the subjects' brains. Pre-processing is viewed as generative modelling of anatomical variability, and there is a special emphasis on the diffeomorphic image registration framework, which provides a very parsimonious representation of relative shapes. Although the review is largely methodological, excessive mathematical notation is avoided as far as possible, as the paper attempts to convey a more intuitive understanding of various concepts. The paper should be of interest to readers wishing to apply pattern recognition methods to MRI data, with the aim of clinical diagnosis or biomarker development. It also tries to explain that the best models are those that most accurately predict, so similar approaches should also be relevant to basic science. Knowledge of some basic linear algebra and probability theory should make the review easier to follow, although it may still have something to offer to those readers whose mathematics may be more limited. Copyright © 2010 Elsevier Inc. All rights reserved.
Regulator Loss Functions and Hierarchical Modeling for Safety Decision Making.
Hatfield, Laura A; Baugh, Christine M; Azzone, Vanessa; Normand, Sharon-Lise T
2017-07-01
Regulators must act to protect the public when evidence indicates safety problems with medical devices. This requires complex tradeoffs among risks and benefits, which conventional safety surveillance methods do not incorporate. To combine explicit regulator loss functions with statistical evidence on medical device safety signals to improve decision making. In the Hospital Cost and Utilization Project National Inpatient Sample, we select pediatric inpatient admissions and identify adverse medical device events (AMDEs). We fit hierarchical Bayesian models to the annual hospital-level AMDE rates, accounting for patient and hospital characteristics. These models produce expected AMDE rates (a safety target), against which we compare the observed rates in a test year to compute a safety signal. We specify a set of loss functions that quantify the costs and benefits of each action as a function of the safety signal. We integrate the loss functions over the posterior distribution of the safety signal to obtain the posterior (Bayes) risk; the preferred action has the smallest Bayes risk. Using simulation and an analysis of AMDE data, we compare our minimum-risk decisions to a conventional Z score approach for classifying safety signals. The 2 rules produced different actions for nearly half of hospitals (45%). In the simulation, decisions that minimize Bayes risk outperform Z score-based decisions, even when the loss functions or hierarchical models are misspecified. Our method is sensitive to the choice of loss functions; eliciting quantitative inputs to the loss functions from regulators is challenging. A decision-theoretic approach to acting on safety signals is potentially promising but requires careful specification of loss functions in consultation with subject matter experts.
Note on the equivalence of hierarchical variational models and auxiliary deep generative models
Brümmer, Niko
2016-01-01
This note compares two recently published machine learning methods for constructing flexible, but tractable families of variational hidden-variable posteriors. The first method, called "hierarchical variational models" enriches the inference model with an extra variable, while the other, called "auxiliary deep generative models", enriches the generative model instead. We conclude that the two methods are mathematically equivalent.
Improve Query Performance On Hierarchical Data. Adjacency List Model Vs. Nested Set Model
Directory of Open Access Journals (Sweden)
Cornelia Gyorödi
2016-04-01
Full Text Available Hierarchical data are found in a variety of database applications, including content management categories, forums, business organization charts, and product categories. In this paper, we will examine two models deal with hierarchical data in relational databases namely, adjacency list model and nested set model. We analysed these models by executing various operations and queries in a web-application for the management of categories, thus highlighting the results obtained during performance comparison tests. The purpose of this paper is to present the advantages and disadvantages of using an adjacency list model compared to nested set model in a relational database integrated into an application for the management of categories, which needs to manipulate a big amount of hierarchical data.
GSMNet: A Hierarchical Graph Model for Moving Objects in Networks
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Hengcai Zhang
2017-03-01
Full Text Available Existing data models for moving objects in networks are often limited by flexibly controlling the granularity of representing networks and the cost of location updates and do not encompass semantic information, such as traffic states, traffic restrictions and social relationships. In this paper, we aim to fill the gap of traditional network-constrained models and propose a hierarchical graph model called the Geo-Social-Moving model for moving objects in Networks (GSMNet that adopts four graph structures, RouteGraph, SegmentGraph, ObjectGraph and MoveGraph, to represent the underlying networks, trajectories and semantic information in an integrated manner. The bulk of user-defined data types and corresponding operators is proposed to handle moving objects and answer a new class of queries supporting three kinds of conditions: spatial, temporal and semantic information. Then, we develop a prototype system with the native graph database system Neo4Jto implement the proposed GSMNet model. In the experiment, we conduct the performance evaluation using simulated trajectories generated from the BerlinMOD (Berlin Moving Objects Database benchmark and compare with the mature MOD system Secondo. The results of 17 benchmark queries demonstrate that our proposed GSMNet model has strong potential to reduce time-consuming table join operations an d shows remarkable advantages with regard to representing semantic information and controlling the cost of location updates.
A Bayesian hierarchical model for wind gust prediction
Friederichs, Petra; Oesting, Marco; Schlather, Martin
2014-05-01
A postprocessing method for ensemble wind gust forecasts given by a mesoscale limited area numerical weather prediction (NWP) model is presented, which is based on extreme value theory. A process layer for the parameters of a generalized extreme value distribution (GEV) is introduced using a Bayesian hierarchical model (BHM). Incorporating the information of the COMSO-DE forecasts, the process parameters model the spatial response surfaces of the GEV parameters as Gaussian random fields. The spatial BHM provides area wide forecasts of wind gusts in terms of a conditional GEV. It models the marginal distribution of the spatial gust process and provides not only forecasts of the conditional GEV at locations without observations, but also uncertainty information about the estimates. A disadvantages of BHM model is that it assumes conditional independent observations. In order to incorporate the dependence between gusts at neighboring locations as well as the spatial random fields of observed and forecasted maximal wind gusts, we propose to model them jointly by a bivariate Brown-Resnick process.
Hierarchical modeling and its numerical implementation for layered thin elastic structures
Energy Technology Data Exchange (ETDEWEB)
Cho, Jin-Rae [Hongik University, Sejong (Korea, Republic of)
2017-05-15
Thin elastic structures such as beam- and plate-like structures and laminates are characterized by the small thickness, which lead to classical plate and laminate theories in which the displacement fields through the thickness are assumed linear or higher-order polynomials. These classical theories are either insufficient to represent the complex stress variation through the thickness or may encounter the accuracy-computational cost dilemma. In order to overcome the inherent problem of classical theories, the concept of hierarchical modeling has been emerged. In the hierarchical modeling, the hierarchical models with different model levels are selected and combined within a structure domain, in order to make the modeling error be distributed as uniformly as possible throughout the problem domain. The purpose of current study is to explore the potential of hierarchical modeling for the effective numerical analysis of layered structures such as laminated composite. For this goal, the hierarchical models are constructed and the hierarchical modeling is implemented by selectively adjusting the level of hierarchical models. As well, the major characteristics of hierarchical models are investigated through the numerical experiments.
Evolutionary optimization of a hierarchical object recognition model.
Schneider, Georg; Wersing, Heiko; Sendhoff, Bernhard; Körner, Edgar
2005-06-01
A major problem in designing artificial neural networks is the proper choice of the network architecture. Especially for vision networks classifying three-dimensional (3-D) objects this problem is very challenging, as these networks are necessarily large and therefore the search space for defining the needed networks is of a very high dimensionality. This strongly increases the chances of obtaining only suboptimal structures from standard optimization algorithms. We tackle this problem in two ways. First, we use biologically inspired hierarchical vision models to narrow the space of possible architectures and to reduce the dimensionality of the search space. Second, we employ evolutionary optimization techniques to determine optimal features and nonlinearities of the visual hierarchy. Here, we especially focus on higher order complex features in higher hierarchical stages. We compare two different approaches to perform an evolutionary optimization of these features. In the first setting, we directly code the features into the genome. In the second setting, in analogy to an ontogenetical development process, we suggest the new method of an indirect coding of the features via an unsupervised learning process, which is embedded into the evolutionary optimization. In both cases the processing nonlinearities are encoded directly into the genome and are thus subject to optimization. The fitness of the individuals for the evolutionary selection process is computed by measuring the network classification performance on a benchmark image database. Here, we use a nearest-neighbor classification approach, based on the hierarchical feature output. We compare the found solutions with respect to their ability to generalize. We differentiate between a first- and a second-order generalization. The first-order generalization denotes how well the vision system, after evolutionary optimization of the features and nonlinearities using a database A, can classify previously unseen test
On the unnecessary ubiquity of hierarchical linear modeling.
McNeish, Daniel; Stapleton, Laura M; Silverman, Rebecca D
2017-03-01
In psychology and the behavioral sciences generally, the use of the hierarchical linear model (HLM) and its extensions for discrete outcomes are popular methods for modeling clustered data. HLM and its discrete outcome extensions, however, are certainly not the only methods available to model clustered data. Although other methods exist and are widely implemented in other disciplines, it seems that psychologists have yet to consider these methods in substantive studies. This article compares and contrasts HLM with alternative methods including generalized estimating equations and cluster-robust standard errors. These alternative methods do not model random effects and thus make a smaller number of assumptions and are interpreted identically to single-level methods with the benefit that estimates are adjusted to reflect clustering of observations. Situations where these alternative methods may be advantageous are discussed including research questions where random effects are and are not required, when random effects can change the interpretation of regression coefficients, challenges of modeling with random effects with discrete outcomes, and examples of published psychology articles that use HLM that may have benefitted from using alternative methods. Illustrative examples are provided and discussed to demonstrate the advantages of the alternative methods and also when HLM would be the preferred method. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Hierarchical Model Predictive Control for Plug-and-Play Resource Distribution
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon; Trangbæk, K; Stoustrup, Jakob
2012-01-01
This chapter deals with hierarchical model predictive control (MPC) of distributed systems. A three level hierarchical approach is proposed, consisting of a high level MPC controller, a second level of so-called aggregators, controlled by an online MPC-like algorithm, and a lower level of autonom......This chapter deals with hierarchical model predictive control (MPC) of distributed systems. A three level hierarchical approach is proposed, consisting of a high level MPC controller, a second level of so-called aggregators, controlled by an online MPC-like algorithm, and a lower level...
A Bayesian hierarchical model for accident and injury surveillance.
MacNab, Ying C
2003-01-01
This article presents a recent study which applies Bayesian hierarchical methodology to model and analyse accident and injury surveillance data. A hierarchical Poisson random effects spatio-temporal model is introduced and an analysis of inter-regional variations and regional trends in hospitalisations due to motor vehicle accident injuries to boys aged 0-24 in the province of British Columbia, Canada, is presented. The objective of this article is to illustrate how the modelling technique can be implemented as part of an accident and injury surveillance and prevention system where transportation and/or health authorities may routinely examine accidents, injuries, and hospitalisations to target high-risk regions for prevention programs, to evaluate prevention strategies, and to assist in health planning and resource allocation. The innovation of the methodology is its ability to uncover and highlight important underlying structure of the data. Between 1987 and 1996, British Columbia hospital separation registry registered 10,599 motor vehicle traffic injury related hospitalisations among boys aged 0-24 who resided in British Columbia, of which majority (89%) of the injuries occurred to boys aged 15-24. The injuries were aggregated by three age groups (0-4, 5-14, and 15-24), 20 health regions (based of place-of-residence), and 10 calendar years (1987 to 1996) and the corresponding mid-year population estimates were used as 'at risk' population. An empirical Bayes inference technique using penalised quasi-likelihood estimation was implemented to model both rates and counts, with spline smoothing accommodating non-linear temporal effects. The results show that (a) crude rates and ratios at health region level are unstable, (b) the models with spline smoothing enable us to explore possible shapes of injury trends at both the provincial level and the regional level, and (c) the fitted models provide a wealth of information about the patterns (both over space and time
Novel Hierarchical Fall Detection Algorithm Using a Multiphase Fall Model
Hsieh, Chia-Yeh; Liu, Kai-Chun; Huang, Chih-Ning; Chu, Woei-Chyn; Chan, Chia-Tai
2017-01-01
Falls are the primary cause of accidents for the elderly in the living environment. Reducing hazards in the living environment and performing exercises for training balance and muscles are the common strategies for fall prevention. However, falls cannot be avoided completely; fall detection provides an alarm that can decrease injuries or death caused by the lack of rescue. The automatic fall detection system has opportunities to provide real-time emergency alarms for improving the safety and quality of home healthcare services. Two common technical challenges are also tackled in order to provide a reliable fall detection algorithm, including variability and ambiguity. We propose a novel hierarchical fall detection algorithm involving threshold-based and knowledge-based approaches to detect a fall event. The threshold-based approach efficiently supports the detection and identification of fall events from continuous sensor data. A multiphase fall model is utilized, including free fall, impact, and rest phases for the knowledge-based approach, which identifies fall events and has the potential to deal with the aforementioned technical challenges of a fall detection system. Seven kinds of falls and seven types of daily activities arranged in an experiment are used to explore the performance of the proposed fall detection algorithm. The overall performances of the sensitivity, specificity, precision, and accuracy using a knowledge-based algorithm are 99.79%, 98.74%, 99.05% and 99.33%, respectively. The results show that the proposed novel hierarchical fall detection algorithm can cope with the variability and ambiguity of the technical challenges and fulfill the reliability, adaptability, and flexibility requirements of an automatic fall detection system with respect to the individual differences. PMID:28208694
Lanting, Rosanne; Nooraee, Nazanin; Werker, Paul M N; van den Heuvel, Edwin R
2014-09-01
Dupuytren disease affects fingers in a variable fashion. Knowledge about specific disease patterns (phenotype) based on location and severity of the disease is lacking. In this cross-sectional study, 344 primary affected hands with Dupuytren disease were physically examined. The Pearson correlation coefficient between the coexistence of Dupuytren disease in pairs of fingers was calculated, and agglomerative hierarchical clustering was applied to identify possible clusters of affected fingers. With a multivariate ordinal logit model, the authors studied the correlation on severity, taking into account age and sex, and tested hypotheses on independence between groups of fingers. The ring finger was most frequently affected by Dupuytren disease, and contractures were seen in 15.1 percent of affected rays. The severity of thumb and index finger, middle and ring fingers, and middle and little fingers was significantly correlated. Occurrences in pairs of fingers were highest in the middle and ring fingers and lowest in the thumb and index finger. Correlation between the ring and little fingers and a correlation between fingers from the ulnar and radial sides could not be demonstrated. Rays on the ulnar side of the hand are predominantly affected. The middle finger is substantially correlated with other fingers on the ulnar side, and the thumb and index finger are correlated; however, there was no evidence that the ulnar side and the radial side were correlated in any way, which suggests that occurrence on one side of the hand does not predict Dupuytren disease on the other side of the hand. Risk, III.
Wei Wu; James Clark; James Vose
2010-01-01
Hierarchical Bayesian (HB) modeling allows for multiple sources of uncertainty by factoring complex relationships into conditional distributions that can be used to draw inference and make predictions. We applied an HB model to estimate the parameters and state variables of a parsimonious hydrological model â GR4J â by coherently assimilating the uncertainties from the...
A note on adding and deleting edges in hierarchical log-linear models
DEFF Research Database (Denmark)
Edwards, David
2012-01-01
The operations of edge addition and deletion for hierarchical log-linear models are defined, and polynomial-time algorithms for the operations are given......The operations of edge addition and deletion for hierarchical log-linear models are defined, and polynomial-time algorithms for the operations are given...
Optimum Binary Search Trees on the Hierarchical Memory Model
Thite, Shripad
2008-01-01
The Hierarchical Memory Model (HMM) of computation is similar to the standard Random Access Machine (RAM) model except that the HMM has a non-uniform memory organized in a hierarchy of levels numbered 1 through h. The cost of accessing a memory location increases with the level number, and accesses to memory locations belonging to the same level cost the same. Formally, the cost of a single access to the memory location at address a is given by m(a), where m: N -> N is the memory cost function, and the h distinct values of m model the different levels of the memory hierarchy. We study the problem of constructing and storing a binary search tree (BST) of minimum cost, over a set of keys, with probabilities for successful and unsuccessful searches, on the HMM with an arbitrary number of memory levels, and for the special case h=2. While the problem of constructing optimum binary search trees has been well studied for the standard RAM model, the additional parameter m for the HMM increases the combinatorial comp...
A Biological Hierarchical Model Based Underwater Moving Object Detection
Directory of Open Access Journals (Sweden)
Jie Shen
2014-01-01
Full Text Available Underwater moving object detection is the key for many underwater computer vision tasks, such as object recognizing, locating, and tracking. Considering the super ability in visual sensing of the underwater habitats, the visual mechanism of aquatic animals is generally regarded as the cue for establishing bionic models which are more adaptive to the underwater environments. However, the low accuracy rate and the absence of the prior knowledge learning limit their adaptation in underwater applications. Aiming to solve the problems originated from the inhomogeneous lumination and the unstable background, the mechanism of the visual information sensing and processing pattern from the eye of frogs are imitated to produce a hierarchical background model for detecting underwater objects. Firstly, the image is segmented into several subblocks. The intensity information is extracted for establishing background model which could roughly identify the object and the background regions. The texture feature of each pixel in the rough object region is further analyzed to generate the object contour precisely. Experimental results demonstrate that the proposed method gives a better performance. Compared to the traditional Gaussian background model, the completeness of the object detection is 97.92% with only 0.94% of the background region that is included in the detection results.
Xuan Chi; Barry Goodwin
2012-01-01
Spatial and temporal relationships among agricultural prices have been an important topic of applied research for many years. Such research is used to investigate the performance of markets and to examine linkages up and down the marketing chain. This research has empirically evaluated price linkages by using correlation and regression models and, later, linear and...
BayesDccGarch - An Implementation of Multivariate GARCH DCC Models
Fioruci, Jose A.; Ehlers, Ricardo S.; Louzada, Francisco
2014-01-01
Multivariate GARCH models are important tools to describe the dynamics of multivariate times series of financial returns. Nevertheless, these models have been much less used in practice due to the lack of reliable software. This paper describes the {\\tt R} package {\\bf BayesDccGarch} which was developed to implement recently proposed inference procedures to estimate and compare multivariate GARCH models allowing for asymmetric and heavy tailed distributions.
Smooth-Threshold Multivariate Genetic Prediction with Unbiased Model Selection.
Ueki, Masao; Tamiya, Gen
2016-04-01
We develop a new genetic prediction method, smooth-threshold multivariate genetic prediction, using single nucleotide polymorphisms (SNPs) data in genome-wide association studies (GWASs). Our method consists of two stages. At the first stage, unlike the usual discontinuous SNP screening as used in the gene score method, our method continuously screens SNPs based on the output from standard univariate analysis for marginal association of each SNP. At the second stage, the predictive model is built by a generalized ridge regression simultaneously using the screened SNPs with SNP weight determined by the strength of marginal association. Continuous SNP screening by the smooth thresholding not only makes prediction stable but also leads to a closed form expression of generalized degrees of freedom (GDF). The GDF leads to the Stein's unbiased risk estimation (SURE), which enables data-dependent choice of optimal SNP screening cutoff without using cross-validation. Our method is very rapid because computationally expensive genome-wide scan is required only once in contrast to the penalized regression methods including lasso and elastic net. Simulation studies that mimic real GWAS data with quantitative and binary traits demonstrate that the proposed method outperforms the gene score method and genomic best linear unbiased prediction (GBLUP), and also shows comparable or sometimes improved performance with the lasso and elastic net being known to have good predictive ability but with heavy computational cost. Application to whole-genome sequencing (WGS) data from the Alzheimer's Disease Neuroimaging Initiative (ADNI) exhibits that the proposed method shows higher predictive power than the gene score and GBLUP methods.
Higher-order models versus direct hierarchical models: g as superordinate or breadth factor?
Directory of Open Access Journals (Sweden)
GILLES E. GIGNAC
2008-03-01
Full Text Available Intelligence research appears to have overwhelmingly endorsed a superordinate (higher-order model conceptualization of g, in comparison to the relatively less well-known breadth conceptualization of g, as represented by the direct hierarchical model. In this paper, several similarities and distinctions between the indirect and direct hierarchical models are delineated. Based on the re-analysis of five correlation matrices, it was demonstrated via CFA that the conventional conception of g as a higher-order superordinate factor was likely not as plausible as a first-order breadth factor. The results are discussed in light of theoretical advantages of conceptualizing g as a first-order factor. Further, because the associations between group-factors and g are constrained to zero within a direct hierarchical model, previous observations of isomorphic associations between a lower-order group factor and g are questioned.
National Research Council Canada - National Science Library
Royle, J. Andrew; Dorazio, Robert M
2008-01-01
"This book describes a general and flexible framework for modeling and inference in ecological systems based on hierarchical modeling in which a strict focus on probability models and parametric inference is adopted...
Extensions to Multivariate Space Time Mixture Modeling of Small Area Cancer Data
Directory of Open Access Journals (Sweden)
Rachel Carroll
2017-05-01
Full Text Available Oral cavity and pharynx cancer, even when considered together, is a fairly rare disease. Implementation of multivariate modeling with lung and bronchus cancer, as well as melanoma cancer of the skin, could lead to better inference for oral cavity and pharynx cancer. The multivariate structure of these models is accomplished via the use of shared random effects, as well as other multivariate prior distributions. The results in this paper indicate that care should be taken when executing these types of models, and that multivariate mixture models may not always be the ideal option, depending on the data of interest.
A hierarchical network modeling method for railway tunnels safety assessment
Zhou, Jin; Xu, Weixiang; Guo, Xin; Liu, Xumin
2017-02-01
Using network theory to model risk-related knowledge on accidents is regarded as potential very helpful in risk management. A large amount of defects detection data for railway tunnels is collected in autumn every year in China. It is extremely important to discover the regularities knowledge in database. In this paper, based on network theories and by using data mining techniques, a new method is proposed for mining risk-related regularities to support risk management in railway tunnel projects. A hierarchical network (HN) model which takes into account the tunnel structures, tunnel defects, potential failures and accidents is established. An improved Apriori algorithm is designed to rapidly and effectively mine correlations between tunnel structures and tunnel defects. Then an algorithm is presented in order to mine the risk-related regularities table (RRT) from the frequent patterns. At last, a safety assessment method is proposed by consideration of actual defects and possible risks of defects gained from the RRT. This method cannot only generate the quantitative risk results but also reveal the key defects and critical risks of defects. This paper is further development on accident causation network modeling methods which can provide guidance for specific maintenance measure.
Multivariate Hawkes process models of the occurrence of regulatory elements
DEFF Research Database (Denmark)
Carstensen, L; Sandelin, A; Winther, Ole
2010-01-01
BACKGROUND: A central question in molecular biology is how transcriptional regulatory elements (TREs) act in combination. Recent high-throughput data provide us with the location of multiple regulatory regions for multiple regulators, and thus with the possibility of analyzing the multivariate di...
Multivariate models to classify Tuscan virgin olive oils by zone.
Directory of Open Access Journals (Sweden)
Alessandri, Stefano
1999-10-01
Full Text Available In order to study and classify Tuscan virgin olive oils, 179 samples were collected. They were obtained from drupes harvested during the first half of November, from three different zones of the Region. The sampling was repeated for 5 years. Fatty acids, phytol, aliphatic and triterpenic alcohols, triterpenic dialcohols, sterols, squalene and tocopherols were analyzed. A subset of variables was considered. They were selected in a preceding work as the most effective and reliable, from the univariate point of view. The analytical data were transformed (except for the cycloartenol to compensate annual variations, the mean related to the East zone was subtracted from each value, within each year. Univariate three-class models were calculated and further variables discarded. Then multivariate three-zone models were evaluated, including phytol (that was always selected and all the combinations of palmitic, palmitoleic and oleic acid, tetracosanol, cycloartenol and squalene. Models including from two to seven variables were studied. The best model shows by-zone classification errors less than 40%, by-zone within-year classification errors that are less than 45% and a global classification error equal to 30%. This model includes phytol, palmitic acid, tetracosanol and cycloartenol.
Para estudiar y clasificar aceites de oliva vírgenes Toscanos, se utilizaron 179 muestras, que fueron obtenidas de frutos recolectados durante la primera mitad de Noviembre, de tres zonas diferentes de la Región. El muestreo fue repetido durante 5 años. Se analizaron ácidos grasos, fitol, alcoholes alifáticos y triterpénicos, dialcoholes triterpénicos, esteroles, escualeno y tocoferoles. Se consideró un subconjunto de variables que fueron seleccionadas en un trabajo anterior como el más efectivo y fiable, desde el punto de vista univariado. Los datos analíticos se transformaron (excepto para el cicloartenol para compensar las variaciones anuales, rest
Loss Function Based Ranking in Two-Stage, Hierarchical Models
Lin, Rongheng; Louis, Thomas A.; Paddock, Susan M.; Ridgeway, Greg
2009-01-01
Performance evaluations of health services providers burgeons. Similarly, analyzing spatially related health information, ranking teachers and schools, and identification of differentially expressed genes are increasing in prevalence and importance. Goals include valid and efficient ranking of units for profiling and league tables, identification of excellent and poor performers, the most differentially expressed genes, and determining “exceedances” (how many and which unit-specific true parameters exceed a threshold). These data and inferential goals require a hierarchical, Bayesian model that accounts for nesting relations and identifies both population values and random effects for unit-specific parameters. Furthermore, the Bayesian approach coupled with optimizing a loss function provides a framework for computing non-standard inferences such as ranks and histograms. Estimated ranks that minimize Squared Error Loss (SEL) between the true and estimated ranks have been investigated. The posterior mean ranks minimize SEL and are “general purpose,” relevant to a broad spectrum of ranking goals. However, other loss functions and optimizing ranks that are tuned to application-specific goals require identification and evaluation. For example, when the goal is to identify the relatively good (e.g., in the upper 10%) or relatively poor performers, a loss function that penalizes classification errors produces estimates that minimize the error rate. We construct loss functions that address this and other goals, developing a unified framework that facilitates generating candidate estimates, comparing approaches and producing data analytic performance summaries. We compare performance for a fully parametric, hierarchical model with Gaussian sampling distribution under Gaussian and a mixture of Gaussians prior distributions. We illustrate approaches via analysis of standardized mortality ratio data from the United States Renal Data System. Results show that SEL
The Hierarchical Sparse Selection Model of Visual Crowding
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Wesley eChaney
2014-09-01
Full Text Available Because the environment is cluttered, objects rarely appear in isolation. The visual system must therefore attentionally select behaviorally relevant objects from among many irrelevant ones. A limit on our ability to select individual objects is revealed by the phenomenon of visual crowding: an object seen in the periphery, easily recognized in isolation, can become impossible to identify when surrounded by other, similar objects. The neural basis of crowding is hotly debated: while prevailing theories hold that crowded information is irrecoverable – destroyed due to over-integration in early-stage visual processing – recent evidence demonstrates otherwise. Crowding can occur between high-level, configural object representations, and crowded objects can contribute with high precision to judgments about the gist of a group of objects, even when they are individually unrecognizable. While existing models can account for the basic diagnostic criteria of crowding (e.g. specific critical spacing, spatial anisotropies, and temporal tuning, no present model explains how crowding can operate simultaneously at multiple levels in the visual processing hierarchy, including at the level of whole objects. Here, we present a new model of visual crowding— the hierarchical sparse selection (HSS model, which accounts for object-level crowding, as well as a number of puzzling findings in the recent literature. Counter to existing theories, we posit that crowding occurs not due to degraded visual representations in the brain, but due to impoverished sampling of visual representations for the sake of perception. The HSS model unifies findings from a disparate array of visual crowding studies and makes testable predictions about how information in crowded scenes can be accessed.
The hierarchical sparse selection model of visual crowding.
Chaney, Wesley; Fischer, Jason; Whitney, David
2014-01-01
Because the environment is cluttered, objects rarely appear in isolation. The visual system must therefore attentionally select behaviorally relevant objects from among many irrelevant ones. A limit on our ability to select individual objects is revealed by the phenomenon of visual crowding: an object seen in the periphery, easily recognized in isolation, can become impossible to identify when surrounded by other, similar objects. The neural basis of crowding is hotly debated: while prevailing theories hold that crowded information is irrecoverable - destroyed due to over-integration in early stage visual processing - recent evidence demonstrates otherwise. Crowding can occur between high-level, configural object representations, and crowded objects can contribute with high precision to judgments about the "gist" of a group of objects, even when they are individually unrecognizable. While existing models can account for the basic diagnostic criteria of crowding (e.g., specific critical spacing, spatial anisotropies, and temporal tuning), no present model explains how crowding can operate simultaneously at multiple levels in the visual processing hierarchy, including at the level of whole objects. Here, we present a new model of visual crowding-the hierarchical sparse selection (HSS) model, which accounts for object-level crowding, as well as a number of puzzling findings in the recent literature. Counter to existing theories, we posit that crowding occurs not due to degraded visual representations in the brain, but due to impoverished sampling of visual representations for the sake of perception. The HSS model unifies findings from a disparate array of visual crowding studies and makes testable predictions about how information in crowded scenes can be accessed.
Scheibehenne, Benjamin; Pachur, Thorsten
2015-04-01
To be useful, cognitive models with fitted parameters should show generalizability across time and allow accurate predictions of future observations. It has been proposed that hierarchical procedures yield better estimates of model parameters than do nonhierarchical, independent approaches, because the formers' estimates for individuals within a group can mutually inform each other. Here, we examine Bayesian hierarchical approaches to evaluating model generalizability in the context of two prominent models of risky choice-cumulative prospect theory (Tversky & Kahneman, 1992) and the transfer-of-attention-exchange model (Birnbaum & Chavez, 1997). Using empirical data of risky choices collected for each individual at two time points, we compared the use of hierarchical versus independent, nonhierarchical Bayesian estimation techniques to assess two aspects of model generalizability: parameter stability (across time) and predictive accuracy. The relative performance of hierarchical versus independent estimation varied across the different measures of generalizability. The hierarchical approach improved parameter stability (in terms of a lower absolute discrepancy of parameter values across time) and predictive accuracy (in terms of deviance; i.e., likelihood). With respect to test-retest correlations and posterior predictive accuracy, however, the hierarchical approach did not outperform the independent approach. Further analyses suggested that this was due to strong correlations between some parameters within both models. Such intercorrelations make it difficult to identify and interpret single parameters and can induce high degrees of shrinkage in hierarchical models. Similar findings may also occur in the context of other cognitive models of choice.
Scale of association: hierarchical linear models and the measurement of ecological systems
Sean M. McMahon; Jeffrey M. Diez
2007-01-01
A fundamental challenge to understanding patterns in ecological systems lies in employing methods that can analyse, test and draw inference from measured associations between variables across scales. Hierarchical linear models (HLM) use advanced estimation algorithms to measure regression relationships and variance-covariance parameters in hierarchically structured...
Multivariate Hawkes process models of the occurrence of regulatory elements
DEFF Research Database (Denmark)
Carstensen, L; Sandelin, A; Winther, Ole;
2010-01-01
BACKGROUND: A central question in molecular biology is how transcriptional regulatory elements (TREs) act in combination. Recent high-throughput data provide us with the location of multiple regulatory regions for multiple regulators, and thus with the possibility of analyzing the multivariate di...... occurrences of multiple TREs along the genome that is capable of providing new insights into dependencies among elements involved in transcriptional regulation. The method is available as an R package from http://www.math.ku.dk/~richard/ppstat/.......BACKGROUND: A central question in molecular biology is how transcriptional regulatory elements (TREs) act in combination. Recent high-throughput data provide us with the location of multiple regulatory regions for multiple regulators, and thus with the possibility of analyzing the multivariate...
Bayesian Hierarchical Modeling for Big Data Fusion in Soil Hydrology
Mohanty, B.; Kathuria, D.; Katzfuss, M.
2016-12-01
Soil moisture datasets from remote sensing (RS) platforms (such as SMOS and SMAP) and reanalysis products from land surface models are typically available on a coarse spatial granularity of several square km. Ground based sensors on the other hand provide observations on a finer spatial scale (meter scale or less) but are sparsely available. Soil moisture is affected by high variability due to complex interactions between geologic, topographic, vegetation and atmospheric variables. Hydrologic processes usually occur at a scale of 1 km or less and therefore spatially ubiquitous and temporally periodic soil moisture products at this scale are required to aid local decision makers in agriculture, weather prediction and reservoir operations. Past literature has largely focused on downscaling RS soil moisture for a small extent of a field or a watershed and hence the applicability of such products has been limited. The present study employs a spatial Bayesian Hierarchical Model (BHM) to derive soil moisture products at a spatial scale of 1 km for the state of Oklahoma by fusing point scale Mesonet data and coarse scale RS data for soil moisture and its auxiliary covariates such as precipitation, topography, soil texture and vegetation. It is seen that the BHM model handles change of support problems easily while performing accurate uncertainty quantification arising from measurement errors and imperfect retrieval algorithms. The computational challenge arising due to the large number of measurements is tackled by utilizing basis function approaches and likelihood approximations. The BHM model can be considered as a complex Bayesian extension of traditional geostatistical prediction methods (such as Kriging) for large datasets in the presence of uncertainties.
DEFF Research Database (Denmark)
Huang, Qian; Huang, Yue-Cai; Ko, King-Tim;
2011-01-01
dimensioning and planning. This paper investigates the computationally efficient loss performance modeling for multiservice in hierarchical heterogeneous wireless networks. A speed-sensitive call admission control (CAC) scheme is considered in our model to assign overflowed calls to appropriate tiers...
A Multilevel Secure Relation-Hierarchical Data Model for a Secure DBMS
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
A multilevel secure relation-hierarchical data model formultilevel secure database is extended from the relation-hierarchical data model in single level environment in this paper. Based on the model, an upper-lower layer relational integrity is presented after we analyze and eliminate the covert channels caused by the database integrity. Two SQL statements are extended to process polyinstantiation in the multilevel secure environment. The system based on the multilevel secure relation-hierarchical data model is capable of integratively storing and manipulating complicated objects (e.g., multilevel spatial data) and conventional data (e.g., integer, real number and character string) in multilevel secure database.
Investigating follow-up outcome change using hierarchical linear modeling.
Ogrodniczuk, J S; Piper, W E; Joyce, A S
2001-03-01
Individual change in outcome during a one-year follow-up period for 98 patients who received either interpretive or supportive psychotherapy was examined using hierarchical linear modeling (HLM). This followed a previous study that had investigated average (treatment condition) change during follow-up using traditional methods of data analysis (repeated measures ANOVA, chi-square tests). We also investigated whether two patient personality characteristics-quality of object relations (QOR) and psychological mindedness (PM)-predicted individual change. HLM procedures yielded findings that were not detected using traditional methods of data analysis. New findings indicated that the rate of individual change in outcome during follow-up varied significantly among the patients. QOR was directly related to favorable individual change for supportive therapy patients, but not for patients who received interpretive therapy. The findings have implications for determining which patients will show long-term benefit following short-term supportive therapy and how to enhance it. The study also found significant associations between QOR and final outcome level.
Reconstruction of late Holocene climate based on tree growth and mechanistic hierarchical models
Tipton, John; Hooten, Mevin B.; Pederson, Neil; Tingley, Martin; Bishop, Daniel
2016-01-01
Reconstruction of pre-instrumental, late Holocene climate is important for understanding how climate has changed in the past and how climate might change in the future. Statistical prediction of paleoclimate from tree ring widths is challenging because tree ring widths are a one-dimensional summary of annual growth that represents a multi-dimensional set of climatic and biotic influences. We develop a Bayesian hierarchical framework using a nonlinear, biologically motivated tree ring growth model to jointly reconstruct temperature and precipitation in the Hudson Valley, New York. Using a common growth function to describe the response of a tree to climate, we allow for species-specific parameterizations of the growth response. To enable predictive backcasts, we model the climate variables with a vector autoregressive process on an annual timescale coupled with a multivariate conditional autoregressive process that accounts for temporal correlation and cross-correlation between temperature and precipitation on a monthly scale. Our multi-scale temporal model allows for flexibility in the climate response through time at different temporal scales and predicts reasonable climate scenarios given tree ring width data.
Qian, Song S; Craig, J Kevin; Baustian, Melissa M; Rabalais, Nancy N
2009-12-01
We introduce the Bayesian hierarchical modeling approach for analyzing observational data from marine ecological studies using a data set intended for inference on the effects of bottom-water hypoxia on macrobenthic communities in the northern Gulf of Mexico off the coast of Louisiana, USA. We illustrate (1) the process of developing a model, (2) the use of the hierarchical model results for statistical inference through innovative graphical presentation, and (3) a comparison to the conventional linear modeling approach (ANOVA). Our results indicate that the Bayesian hierarchical approach is better able to detect a "treatment" effect than classical ANOVA while avoiding several arbitrary assumptions necessary for linear models, and is also more easily interpreted when presented graphically. These results suggest that the hierarchical modeling approach is a better alternative than conventional linear models and should be considered for the analysis of observational field data from marine systems.
Haberman, Shelby J.; von Davier, Matthias; Lee, Yi-Hsuan
2008-01-01
Multidimensional item response models can be based on multivariate normal ability distributions or on multivariate polytomous ability distributions. For the case of simple structure in which each item corresponds to a unique dimension of the ability vector, some applications of the two-parameter logistic model to empirical data are employed to…
Measuring inflation persistence in Brazil using a multivariate model
Directory of Open Access Journals (Sweden)
Vicente da Gama Machado
2014-06-01
Full Text Available We estimate inflation persistence in Brazil in a multivariate framework of unobserved components, accounting for the following sources affecting inflation persistence: Deviations of expectations from the actual policy target; persistence of the factors driving inflation; and the usual intrinsic measure of persistence, evaluated through lagged inflation terms. Data on inflation, output and interest rates are decomposed into unobserved components. To simplify the estimation of a great number of unknown variables, we employ Bayesian analysis. Our results indicate that expectations-based persistence matters considerably for inflation persistence in Brazil.
Hierarchical set of models to estimate soil thermal diffusivity
Arkhangelskaya, Tatiana; Lukyashchenko, Ksenia
2016-04-01
Soil thermal properties significantly affect the land-atmosphere heat exchange rates. Intra-soil heat fluxes depend both on temperature gradients and soil thermal conductivity. Soil temperature changes due to energy fluxes are determined by soil specific heat. Thermal diffusivity is equal to thermal conductivity divided by volumetric specific heat and reflects both the soil ability to transfer heat and its ability to change temperature when heat is supplied or withdrawn. The higher soil thermal diffusivity is, the thicker is the soil/ground layer in which diurnal and seasonal temperature fluctuations are registered and the smaller are the temperature fluctuations at the soil surface. Thermal diffusivity vs. moisture dependencies for loams, sands and clays of the East European Plain were obtained using the unsteady-state method. Thermal diffusivity of different soils differed greatly, and for a given soil it could vary by 2, 3 or even 5 times depending on soil moisture. The shapes of thermal diffusivity vs. moisture dependencies were different: peak curves were typical for sandy soils and sigmoid curves were typical for loamy and especially for compacted soils. The lowest thermal diffusivities and the smallest range of their variability with soil moisture were obtained for clays with high humus content. Hierarchical set of models will be presented, allowing an estimate of soil thermal diffusivity from available data on soil texture, moisture, bulk density and organic carbon. When developing these models the first step was to parameterize the experimental thermal diffusivity vs. moisture dependencies with a 4-parameter function; the next step was to obtain regression formulas to estimate the function parameters from available data on basic soil properties; the last step was to evaluate the accuracy of suggested models using independent data on soil thermal diffusivity. The simplest models were based on soil bulk density and organic carbon data and provided different
Multi-Variable Model-Based Parameter Estimation Model for Antenna Radiation Pattern Prediction
Deshpande, Manohar D.; Cravey, Robin L.
2002-01-01
A new procedure is presented to develop multi-variable model-based parameter estimation (MBPE) model to predict far field intensity of antenna. By performing MBPE model development procedure on a single variable at a time, the present method requires solution of smaller size matrices. The utility of the present method is demonstrated by determining far field intensity due to a dipole antenna over a frequency range of 100-1000 MHz and elevation angle range of 0-90 degrees.
Multivariate zero-inflated modeling with latent predictors: Modeling feedback behavior
Fox, Gerardus J.A.
2013-01-01
In educational studies, the use of computer-based assessments leads to the collection of multiple outcomes to assess student performance. The student-specific outcomes are correlated and often measured in different scales, such as continuous and count outcomes. A multivariate zero-inflated model
Hierarchical Shrinkage Priors and Model Fitting for High-dimensional Generalized Linear Models
Yi, Nengjun; Ma, Shuangge
2013-01-01
Genetic and other scientific studies routinely generate very many predictor variables, which can be naturally grouped, with predictors in the same groups being highly correlated. It is desirable to incorporate the hierarchical structure of the predictor variables into generalized linear models for simultaneous variable selection and coefficient estimation. We propose two prior distributions: hierarchical Cauchy and double-exponential distributions, on coefficients in generalized linear models. The hierarchical priors include both variable-specific and group-specific tuning parameters, thereby not only adopting different shrinkage for different coefficients and different groups but also providing a way to pool the information within groups. We fit generalized linear models with the proposed hierarchical priors by incorporating flexible expectation-maximization (EM) algorithms into the standard iteratively weighted least squares as implemented in the general statistical package R. The methods are illustrated with data from an experiment to identify genetic polymorphisms for survival of mice following infection with Listeria monocytogenes. The performance of the proposed procedures is further assessed via simulation studies. The methods are implemented in a freely available R package BhGLM (http://www.ssg.uab.edu/bhglm/). PMID:23192052
Intelligent multiagent coordination based on reinforcement hierarchical neuro-fuzzy models.
Mendoza, Leonardo Forero; Vellasco, Marley; Figueiredo, Karla
2014-12-01
This paper presents the research and development of two hybrid neuro-fuzzy models for the hierarchical coordination of multiple intelligent agents. The main objective of the models is to have multiple agents interact intelligently with each other in complex systems. We developed two new models of coordination for intelligent multiagent systems, which integrates the Reinforcement Learning Hierarchical Neuro-Fuzzy model with two proposed coordination mechanisms: the MultiAgent Reinforcement Learning Hierarchical Neuro-Fuzzy with a market-driven coordination mechanism (MA-RL-HNFP-MD) and the MultiAgent Reinforcement Learning Hierarchical Neuro-Fuzzy with graph coordination (MA-RL-HNFP-CG). In order to evaluate the proposed models and verify the contribution of the proposed coordination mechanisms, two multiagent benchmark applications were developed: the pursuit game and the robot soccer simulation. The results obtained demonstrated that the proposed coordination mechanisms greatly improve the performance of the multiagent system when compared with other strategies.
Alessi, Lucia; Barigozzi, Matteo; Capasso, Marco
2006-01-01
We propose a new model for multivariate forecasting which combines the Generalized Dynamic Factor Model (GDFM)and the GARCH model. The GDFM, applied to a huge number of series, captures the multivariate information and disentangles the common and the idiosyncratic part of each series of returns. In this financial analysis, both these components are modeled as a GARCH. We compare GDFM+GARCH and standard GARCH performance on samples up to 475 series, predicting both levels and volatility of ret...
Computer Program for Estimation Multivariate Volatility Processes Using DVEC Model of CRM
Directory of Open Access Journals (Sweden)
Jelena Z. Minović
2008-12-01
Full Text Available This article presents computer program for estimation of multivariate (bivariate and trivariate volatility processes, written in EViews Version 4.1. In order to estimate multivariate volatility processes for analysis of the Serbian financial market, I had to write new subprograms within Eviews software package. The programs are written for the diagonal vector ARCH model (DVEC in bivariate and trivariate versions.
National Research Council Canada - National Science Library
Allison A Vaughn; Matthew Bergman; Barry Fass-Holmes
2015-01-01
...) in the fall term of the five most recent academic years. Hierarchical linear modeling analyses showed that the predictors with the largest effect sizes were English writing programs and class level...
LIMO EEG: a toolbox for hierarchical LInear MOdeling of ElectroEncephaloGraphic data
National Research Council Canada - National Science Library
Pernet, Cyril R; Chauveau, Nicolas; Gaspar, Carl; Rousselet, Guillaume A
2011-01-01
...). LIMO EEG is a Matlab toolbox (EEGLAB compatible) to analyse evoked responses over all space and time dimensions, while accounting for single trial variability using a simple hierarchical linear modelling of the data...
LIMO EEG: A Toolbox for Hierarchical LInear MOdeling of ElectroEncephaloGraphic Data
National Research Council Canada - National Science Library
Pernet, Cyril R; Chauveau, Nicolas; Gaspar, Carl; Rousselet, Guillaume A
2011-01-01
...). LIMO EEG is a Matlab toolbox (EEGLAB compatible) to analyse evoked responses over all space and time dimensions, while accounting for single trial variability using a simple hierarchical linear modelling of the data...
Higher Order Hierarchical Legendre Basis Functions for Electromagnetic Modeling
DEFF Research Database (Denmark)
Jørgensen, Erik; Volakis, John L.; Meincke, Peter
2004-01-01
This paper presents a new hierarchical basis of arbitrary order for integral equations solved with the Method of Moments (MoM). The basis is derived from orthogonal Legendre polynomials which are modified to impose continuity of vector quantities between neighboring elements while maintaining mos...
Higher Order Hierarchical Legendre Basis Functions for Electromagnetic Modeling
DEFF Research Database (Denmark)
Jørgensen, Erik; Volakis, John L.; Meincke, Peter
2004-01-01
This paper presents a new hierarchical basis of arbitrary order for integral equations solved with the Method of Moments (MoM). The basis is derived from orthogonal Legendre polynomials which are modified to impose continuity of vector quantities between neighboring elements while maintaining mos...
Heuristics for Hierarchical Partitioning with Application to Model Checking
DEFF Research Database (Denmark)
Möller, Michael Oliver; Alur, Rajeev
2001-01-01
Given a collection of connected components, it is often desired to cluster together parts of strong correspondence, yielding a hierarchical structure. We address the automation of this process and apply heuristics to battle the combinatorial and computational complexity. We define a cost function...
Modelling world gold prices and USD foreign exchange relationship using multivariate GARCH model
Ping, Pung Yean; Ahmad, Maizah Hura Binti
2014-12-01
World gold price is a popular investment commodity. The series have often been modeled using univariate models. The objective of this paper is to show that there is a co-movement between gold price and USD foreign exchange rate. Using the effect of the USD foreign exchange rate on the gold price, a model that can be used to forecast future gold prices is developed. For this purpose, the current paper proposes a multivariate GARCH (Bivariate GARCH) model. Using daily prices of both series from 01.01.2000 to 05.05.2014, a causal relation between the two series understudied are found and a bivariate GARCH model is produced.
Extending the Real-Time Maude Semantics of Ptolemy to Hierarchical DE Models
Bae, Kyungmin; 10.4204/EPTCS.36.3
2010-01-01
This paper extends our Real-Time Maude formalization of the semantics of flat Ptolemy II discrete-event (DE) models to hierarchical models, including modal models. This is a challenging task that requires combining synchronous fixed-point computations with hierarchical structure. The synthesis of a Real-Time Maude verification model from a Ptolemy II DE model, and the formal verification of the synthesized model in Real-Time Maude, have been integrated into Ptolemy II, enabling a model-engineering process that combines the convenience of Ptolemy II DE modeling and simulation with formal verification in Real-Time Maude.
Modelling and Multi-Variable Control of Refrigeration Systems
DEFF Research Database (Denmark)
Larsen, Lars Finn Slot; Holm, J. R.
2003-01-01
In this paper a dynamic model of a 1:1 refrigeration system is presented. The main modelling effort has been concentrated on a lumped parameter model of a shell and tube condenser. The model has shown good resemblance with experimental data from a test rig, regarding as well the static as the dyn......In this paper a dynamic model of a 1:1 refrigeration system is presented. The main modelling effort has been concentrated on a lumped parameter model of a shell and tube condenser. The model has shown good resemblance with experimental data from a test rig, regarding as well the static...
Bai, Hao; Zhang, Xi-wen
2017-06-01
While Chinese is learned as a second language, its characters are taught step by step from their strokes to components, radicals to components, and their complex relations. Chinese Characters in digital ink from non-native language writers are deformed seriously, thus the global recognition approaches are poorer. So a progressive approach from bottom to top is presented based on hierarchical models. Hierarchical information includes strokes and hierarchical components. Each Chinese character is modeled as a hierarchical tree. Strokes in one Chinese characters in digital ink are classified with Hidden Markov Models and concatenated to the stroke symbol sequence. And then the structure of components in one ink character is extracted. According to the extraction result and the stroke symbol sequence, candidate characters are traversed and scored. Finally, the recognition candidate results are listed by descending. The method of this paper is validated by testing 19815 copies of the handwriting Chinese characters written by foreign students.
Energy Technology Data Exchange (ETDEWEB)
Sumida, S. [U-shin Ltd., Tokyo (Japan); Nagamatsu, M.; Maruyama, K. [Hokkaido Institute of Technology, Sapporo (Japan); Hiramatsu, S. [Mazda Motor Corp., Hiroshima (Japan)
1997-10-01
A new approach on modeling is put forward in order to compose the virtual prototype which is indispensable for fully computer integrated concurrent development of automobile product. A basic concept of the hierarchical functional model is proposed as the concrete form of this new modeling technology. This model is used mainly for explaining and simulating functions and efficiencies of both the parts and the total product of automobile. All engineers who engage themselves in design and development of automobile can collaborate with one another using this model. Some application examples are shown, and usefulness of this model is demonstrated. 5 refs., 5 figs.
Wu, Jiao; Liu, Fang; Jiao, L C; Wang, Xiaodong; Hou, Biao
2011-12-01
Most wavelet-based reconstruction methods of compressive sensing (CS) are developed under the independence assumption of the wavelet coefficients. However, the wavelet coefficients of images have significant statistical dependencies. Lots of multivariate prior models for the wavelet coefficients of images have been proposed and successfully applied to the image estimation problems. In this paper, the statistical structures of the wavelet coefficients are considered for CS reconstruction of images that are sparse or compressive in wavelet domain. A multivariate pursuit algorithm (MPA) based on the multivariate models is developed. Several multivariate scale mixture models are used as the prior distributions of MPA. Our method reconstructs the images by means of modeling the statistical dependencies of the wavelet coefficients in a neighborhood. The proposed algorithm based on these scale mixture models provides superior performance compared with many state-of-the-art compressive sensing reconstruction algorithms.
Hierarchical model-based predictive control of a power plant portfolio
DEFF Research Database (Denmark)
Edlund, Kristian; Bendtsen, Jan Dimon; Jørgensen, John Bagterp
2011-01-01
control” – becomes increasingly important as the ratio of renewable energy in a power system grows. As a consequence, tomorrow's “smart grids” require highly flexible and scalable control systems compared to conventional power systems. This paper proposes a hierarchical model-based predictive control...... design for power system portfolio control, which aims specifically at meeting these demands.The design involves a two-layer hierarchical structure with clearly defined interfaces that facilitate an object-oriented implementation approach. The same hierarchical structure is reflected in the underlying...
Hierarchical Modelling of Flood Risk for Engineering Decision Analysis
DEFF Research Database (Denmark)
Custer, Rocco
Societies around the world are faced with flood risk, prompting authorities and decision makers to manage risk to protect population and assets. With climate change, urbanisation and population growth, flood risk changes constantly, requiring flood risk management strategies that are flexible...... and robust. Traditional risk management solutions, e.g. dike construction, are not particularly flexible, as they are difficult to adapt to changing risk. Conversely, the recent concept of integrated flood risk management, entailing a combination of several structural and non-structural risk management...... measures, allows identifying flexible and robust flood risk management strategies. Based on it, this thesis investigates hierarchical flood protection systems, which encompass two, or more, hierarchically integrated flood protection structures on different spatial scales (e.g. dikes, local flood barriers...
Estimation of a multivariate mean under model selection uncertainty
Directory of Open Access Journals (Sweden)
Georges Nguefack-Tsague
2014-05-01
Full Text Available Model selection uncertainty would occur if we selected a model based on one data set and subsequently applied it for statistical inferences, because the "correct" model would not be selected with certainty. When the selection and inference are based on the same dataset, some additional problems arise due to the correlation of the two stages (selection and inference. In this paper model selection uncertainty is considered and model averaging is proposed. The proposal is related to the theory of James and Stein of estimating more than three parameters from independent normal observations. We suggest that a model averaging scheme taking into account the selection procedure could be more appropriate than model selection alone. Some properties of this model averaging estimator are investigated; in particular we show using Stein's results that it is a minimax estimator and can outperform Stein-type estimators.
An Asymmetric Block Dynamic Conditional Correlation Multivariate GARCH Model
Vargas, Gregorio A.
2006-01-01
The Block DCC model for determining dynamic correlations within and between groups of financial asset returns is extended to account for asymmetric effects. Simulation results show that the Asymmetric Block DCC model is competitive in in-sample forecasting and performs better than alternative DCC models in out-of-sample forecasting of conditional correlation in the presence of asymmetric effect between blocks of asset returns. Empirical results demonstrate that the model is able to capture ...
Modeling place field activity with hierarchical slow feature analysis
Directory of Open Access Journals (Sweden)
Fabian eSchoenfeld
2015-05-01
Full Text Available In this paper we present six experimental studies from the literature on hippocampal place cells and replicate their main results in a computational framework based on the principle of slowness. Each of the chosen studies first allows rodents to develop stable place field activity and then examines a distinct property of the established spatial encoding, namely adaptation to cue relocation and removal; directional firing activity in the linear track and open field; and results of morphing and stretching the overall environment. To replicate these studies we employ a hierarchical Slow Feature Analysis (SFA network. SFA is an unsupervised learning algorithm extracting slowly varying information from a given stream of data, and hierarchical application of SFA allows for high dimensional input such as visual images to be processed efficiently and in a biologically plausible fashion. Training data for the network is produced in ratlab, a free basic graphics engine designed to quickly set up a wide range of 3D environments mimicking real life experimental studies, simulate a foraging rodent while recording its visual input, and training & sampling a hierarchical SFA network.
New aerial survey and hierarchical model to estimate manatee abundance
Langimm, Cahterine A.; Dorazio, Robert M.; Stith, Bradley M.; Doyle, Terry J.
2011-01-01
Monitoring the response of endangered and protected species to hydrological restoration is a major component of the adaptive management framework of the Comprehensive Everglades Restoration Plan. The endangered Florida manatee (Trichechus manatus latirostris) lives at the marine-freshwater interface in southwest Florida and is likely to be affected by hydrologic restoration. To provide managers with prerestoration information on distribution and abundance for postrestoration comparison, we developed and implemented a new aerial survey design and hierarchical statistical model to estimate and map abundance of manatees as a function of patch-specific habitat characteristics, indicative of manatee requirements for offshore forage (seagrass), inland fresh drinking water, and warm-water winter refuge. We estimated the number of groups of manatees from dual-observer counts and estimated the number of individuals within groups by removal sampling. Our model is unique in that we jointly analyzed group and individual counts using assumptions that allow probabilities of group detection to depend on group size. Ours is the first analysis of manatee aerial surveys to model spatial and temporal abundance of manatees in association with habitat type while accounting for imperfect detection. We conducted the study in the Ten Thousand Islands area of southwestern Florida, USA, which was expected to be affected by the Picayune Strand Restoration Project to restore hydrology altered for a failed real-estate development. We conducted 11 surveys in 2006, spanning the cold, dry season and warm, wet season. To examine short-term and seasonal changes in distribution we flew paired surveys 1–2 days apart within a given month during the year. Manatees were sparsely distributed across the landscape in small groups. Probability of detection of a group increased with group size; the magnitude of the relationship between group size and detection probability varied among surveys. Probability
National Research Council Canada - National Science Library
Wided Ben Moussa
2014-01-01
This paper uses a multivariate GARCH modelling to describe the relationship between the systemic risk and the stock return in the banking industry in Thailand, Malaysia, Korea, Indonesia and Philippines...
Xu, Cheng-Jian; van der Schaaf, Arjen; Schilstra, Cornelis; Langendijk, Johannes A.; van t Veld, Aart A.
2012-01-01
PURPOSE: To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. METHODS AND MATERIALS: In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator
Preference learning with evolutionary Multivariate Adaptive Regression Spline model
DEFF Research Database (Denmark)
Abou-Zleikha, Mohamed; Shaker, Noor; Christensen, Mads Græsbøll
2015-01-01
for human decision making. Learning models from pairwise preference data is however an NP-hard problem. Therefore, constructing models that can effectively learn such data is a challenging task. Models are usually constructed with accuracy being the most important factor. Another vitally important aspect...... that is usually given less attention is expressiveness, i.e. how easy it is to explain the relationship between the model input and output. Most machine learning techniques are focused either on performance or on expressiveness. This paper employ MARS models which have the advantage of being a powerful method...
Admissibilities of linear estimator in a class of linear models with a multivariate t error variable
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
This paper discusses admissibilities of estimators in a class of linear models,which include the following common models:the univariate and multivariate linear models,the growth curve model,the extended growth curve model,the seemingly unrelated regression equations,the variance components model,and so on.It is proved that admissible estimators of functions of the regression coefficient β in the class of linear models with multivariate t error terms,called as Model II,are also ones in the case that error terms have multivariate normal distribution under a strictly convex loss function or a matrix loss function.It is also proved under Model II that the usual estimators of β are admissible for p 2 with a quadratic loss function,and are admissible for any p with a matrix loss function,where p is the dimension of β.
Chulkov Vitaliy Olegovich; Rakhmonov Emomali Karimovich; Kas'yanov Vitaliy Fedorovich; Gusakova Elena Aleksandrovna
2012-01-01
This article deals with the infographic modeling of hierarchical management systems exposed to innovative conflicts. The authors analyze the facts that serve as conflict drivers in the construction management environment. The reasons for innovative conflicts include changes in hierarchical structures of management systems, adjustment of workers to new management conditions, changes in the ideology, etc. Conflicts under consideration may involve contradictions between requests placed by custom...
Hierarchical hybrid testability modeling and evaluation method based on information fusion
Institute of Scientific and Technical Information of China (English)
Xishan Zhang; Kaoli Huang; Pengcheng Yan; Guangyao Lian
2015-01-01
In order to meet the demand of testability analysis and evaluation for complex equipment under a smal sample test in the equipment life cycle, the hierarchical hybrid testability model-ing and evaluation method (HHTME), which combines the testabi-lity structure model (TSM) with the testability Bayesian networks model (TBNM), is presented. Firstly, the testability network topo-logy of complex equipment is built by using the hierarchical hybrid testability modeling method. Secondly, the prior conditional prob-ability distribution between network nodes is determined through expert experience. Then the Bayesian method is used to update the conditional probability distribution, according to history test information, virtual simulation information and similar product in-formation. Final y, the learned hierarchical hybrid testability model (HHTM) is used to estimate the testability of equipment. Compared with the results of other modeling methods, the relative deviation of the HHTM is only 0.52%, and the evaluation result is the most accurate.
Royle, J. Andrew; Converse, Sarah J.
2014-01-01
Capture–recapture studies are often conducted on populations that are stratified by space, time or other factors. In this paper, we develop a Bayesian spatial capture–recapture (SCR) modelling framework for stratified populations – when sampling occurs within multiple distinct spatial and temporal strata.We describe a hierarchical model that integrates distinct models for both the spatial encounter history data from capture–recapture sampling, and also for modelling variation in density among strata. We use an implementation of data augmentation to parameterize the model in terms of a latent categorical stratum or group membership variable, which provides a convenient implementation in popular BUGS software packages.We provide an example application to an experimental study involving small-mammal sampling on multiple trapping grids over multiple years, where the main interest is in modelling a treatment effect on population density among the trapping grids.Many capture–recapture studies involve some aspect of spatial or temporal replication that requires some attention to modelling variation among groups or strata. We propose a hierarchical model that allows explicit modelling of group or strata effects. Because the model is formulated for individual encounter histories and is easily implemented in the BUGS language and other free software, it also provides a general framework for modelling individual effects, such as are present in SCR models.
Usability Prediction & Ranking of SDLC Models Using Fuzzy Hierarchical Usability Model
Gupta, Deepak; Ahlawat, Anil K.; Sagar, Kalpna
2017-06-01
Evaluation of software quality is an important aspect for controlling and managing the software. By such evaluation, improvements in software process can be made. The software quality is significantly dependent on software usability. Many researchers have proposed numbers of usability models. Each model considers a set of usability factors but do not cover all the usability aspects. Practical implementation of these models is still missing, as there is a lack of precise definition of usability. Also, it is very difficult to integrate these models into current software engineering practices. In order to overcome these challenges, this paper aims to define the term `usability' using the proposed hierarchical usability model with its detailed taxonomy. The taxonomy considers generic evaluation criteria for identifying the quality components, which brings together factors, attributes and characteristics defined in various HCI and software models. For the first time, the usability model is also implemented to predict more accurate usability values. The proposed system is named as fuzzy hierarchical usability model that can be easily integrated into the current software engineering practices. In order to validate the work, a dataset of six software development life cycle models is created and employed. These models are ranked according to their predicted usability values. This research also focuses on the detailed comparison of proposed model with the existing usability models.
von Davier, Matthias; Haberman, Shelby J
2014-04-01
This commentary addresses the modeling and final analytical path taken, as well as the terminology used, in the paper "Hierarchical diagnostic classification models: a family of models for estimating and testing attribute hierarchies" by Templin and Bradshaw (Psychometrika, doi: 10.1007/s11336-013-9362-0, 2013). It raises several issues concerning use of cognitive diagnostic models that either assume attribute hierarchies or assume a certain form of attribute interactions. The issues raised are illustrated with examples, and references are provided for further examination.
Evaluation of multivariate calibration models transferred between spectroscopic instruments
DEFF Research Database (Denmark)
Eskildsen, Carl Emil Aae; Hansen, Per W.; Skov, Thomas
2016-01-01
In a setting where multiple spectroscopic instruments are used for the same measurements it may be convenient to develop the calibration model on a single instrument and then transfer this model to the other instruments. In the ideal scenario, all instruments provide the same predictions for the ......In a setting where multiple spectroscopic instruments are used for the same measurements it may be convenient to develop the calibration model on a single instrument and then transfer this model to the other instruments. In the ideal scenario, all instruments provide the same predictions...... for the same samples using the transferred model. However, sometimes the success of a model transfer is evaluated by comparing the transferred model predictions with the reference values. This is not optimal, as uncertainties in the reference method will impact the evaluation. This paper proposes a new method...... for calibration model transfer evaluation. The new method is based on comparing predictions from different instruments, rather than comparing predictions and reference values. A total of 75 flour samples were available for the study. All samples were measured on ten near infrared (NIR) instruments from two...
Nonlinear Latent Curve Models for Multivariate Longitudinal Data
Blozis, Shelley A.; Conger, Katherine J.; Harring, Jeffrey R.
2007-01-01
Latent curve models have become a useful approach to analyzing longitudinal data, due in part to their allowance of and emphasis on individual differences in features that describe change. Common applications of latent curve models in developmental studies rely on polynomial functions, such as linear or quadratic functions. Although useful for…
A multivariate approach to modeling univariate seasonal time series
Ph.H.B.F. Franses (Philip Hans)
1994-01-01
textabstractA seasonal time series can be represented by a vector autoregressive model for the annual series containing the seasonal observations. This model allows for periodically varying coefficients. When the vector elements are integrated, the maximum likelihood cointegration method can be used
Sun, Kaioqiong; Udupa, Jayaram K.; Odhner, Dewey; Tong, Yubing; Torigian, Drew A.
2014-03-01
This paper proposes a thoracic anatomy segmentation method based on hierarchical recognition and delineation guided by a built fuzzy model. Labeled binary samples for each organ are registered and aligned into a 3D fuzzy set representing the fuzzy shape model for the organ. The gray intensity distributions of the corresponding regions of the organ in the original image are recorded in the model. The hierarchical relation and mean location relation between different organs are also captured in the model. Following the hierarchical structure and location relation, the fuzzy shape model of different organs is registered to the given target image to achieve object recognition. A fuzzy connected delineation method is then used to obtain the final segmentation result of organs with seed points provided by recognition. The hierarchical structure and location relation integrated in the model provide the initial parameters for registration and make the recognition efficient and robust. The 3D fuzzy model combined with hierarchical affine registration ensures that accurate recognition can be obtained for both non-sparse and sparse organs. The results on real images are presented and shown to be better than a recently reported fuzzy model-based anatomy recognition strategy.
Directory of Open Access Journals (Sweden)
Cláudio Roberto Rosário
2012-07-01
Full Text Available The purpose of this research is to improve the practice on customer satisfaction analysis The article presents an analysis model to analyze the answers of a customer satisfaction evaluation in a systematic way with the aid of multivariate statistical techniques, specifically, exploratory analysis with PCA – Partial Components Analysis with HCA - Hierarchical Cluster Analysis. It was tried to evaluate the applicability of the model to be used by the issue company as a tool to assist itself on identifying the value chain perceived by the customer when applied the questionnaire of customer satisfaction. It was found with the assistance of multivariate statistical analysis that it was observed similar behavior among customers. It also allowed the company to conduct reviews on questions of the questionnaires, using analysis of the degree of correlation between the questions that was not a company’s practice before this research.
Tang, An-Min; Tang, Nian-Sheng
2015-02-28
We propose a semiparametric multivariate skew-normal joint model for multivariate longitudinal and multivariate survival data. One main feature of the posited model is that we relax the commonly used normality assumption for random effects and within-subject error by using a centered Dirichlet process prior to specify the random effects distribution and using a multivariate skew-normal distribution to specify the within-subject error distribution and model trajectory functions of longitudinal responses semiparametrically. A Bayesian approach is proposed to simultaneously obtain Bayesian estimates of unknown parameters, random effects and nonparametric functions by combining the Gibbs sampler and the Metropolis-Hastings algorithm. Particularly, a Bayesian local influence approach is developed to assess the effect of minor perturbations to within-subject measurement error and random effects. Several simulation studies and an example are presented to illustrate the proposed methodologies.
Multivariate Modelling of Extreme Load Combinations for Wind Turbines
DEFF Research Database (Denmark)
Dimitrov, Nikolay Krasimirov
2015-01-01
We demonstrate a model for estimating the joint probability distribution of two load components acting on a wind turbine blade cross section. The model addresses the problem of modelling the probability distribution of load time histories with large periodic components by dividing the signal...... into a periodic part and a perturbation term, where each part has a known probability distribution. The proposed model shows good agreement with simulated data under stationary conditions, and a design load envelope based on this model is comparable to the load envelope estimated using the standard procedure...... for determining contemporaneous loads. By defining a joint probability distribution and full return-period contours for multiple load components, the suggested procedure gives the possibility for determining the most critical loading direction in a blade cross section, or for carrying out reliability analysis...
Functionally unidimensional item response models for multivariate binary data
DEFF Research Database (Denmark)
Ip, Edward; Molenberghs, Geert; Chen, Shyh-Huei;
2013-01-01
The problem of fitting unidimensional item response models to potentially multidimensional data has been extensively studied. The focus of this article is on response data that have a strong dimension but also contain minor nuisance dimensions. Fitting a unidimensional model to such multidimensio......The problem of fitting unidimensional item response models to potentially multidimensional data has been extensively studied. The focus of this article is on response data that have a strong dimension but also contain minor nuisance dimensions. Fitting a unidimensional model...... to such multidimensional data is believed to result in ability estimates that represent a combination of the major and minor dimensions. We conjecture that the underlying dimension for the fitted unidimensional model, which we call the functional dimension, represents a nonlinear projection. In this article we investigate...... tool. An example regarding a construct of desire for physical competency is used to illustrate the functional unidimensional approach....
Wind Speed Prediction Using a Univariate ARIMA Model and a Multivariate NARX Model
Directory of Open Access Journals (Sweden)
Erasmo Cadenas
2016-02-01
Full Text Available Two on step ahead wind speed forecasting models were compared. A univariate model was developed using a linear autoregressive integrated moving average (ARIMA. This method’s performance is well studied for a large number of prediction problems. The other is a multivariate model developed using a nonlinear autoregressive exogenous artificial neural network (NARX. This uses the variables: barometric pressure, air temperature, wind direction and solar radiation or relative humidity, as well as delayed wind speed. Both models were developed from two databases from two sites: an hourly average measurements database from La Mata, Oaxaca, Mexico, and a ten minute average measurements database from Metepec, Hidalgo, Mexico. The main objective was to compare the impact of the various meteorological variables on the performance of the multivariate model of wind speed prediction with respect to the high performance univariate linear model. The NARX model gave better results with improvements on the ARIMA model of between 5.5% and 10. 6% for the hourly database and of between 2.3% and 12.8% for the ten minute database for mean absolute error and mean squared error, respectively.
Royle, J. Andrew; Dorazio, Robert M.
2008-01-01
A guide to data collection, modeling and inference strategies for biological survey data using Bayesian and classical statistical methods. This book describes a general and flexible framework for modeling and inference in ecological systems based on hierarchical models, with a strict focus on the use of probability models and parametric inference. Hierarchical models represent a paradigm shift in the application of statistics to ecological inference problems because they combine explicit models of ecological system structure or dynamics with models of how ecological systems are observed. The principles of hierarchical modeling are developed and applied to problems in population, metapopulation, community, and metacommunity systems. The book provides the first synthetic treatment of many recent methodological advances in ecological modeling and unifies disparate methods and procedures. The authors apply principles of hierarchical modeling to ecological problems, including * occurrence or occupancy models for estimating species distribution * abundance models based on many sampling protocols, including distance sampling * capture-recapture models with individual effects * spatial capture-recapture models based on camera trapping and related methods * population and metapopulation dynamic models * models of biodiversity, community structure and dynamics.
Use of hierarchical models to analyze European trends in congenital anomaly prevalence.
Cavadino, Alana; Prieto-Merino, David; Addor, Marie-Claude; Arriola, Larraitz; Bianchi, Fabrizio; Draper, Elizabeth; Garne, Ester; Greenlees, Ruth; Haeusler, Martin; Khoshnood, Babak; Kurinczuk, Jenny; McDonnell, Bob; Nelen, Vera; O'Mahony, Mary; Randrianaivo, Hanitra; Rankin, Judith; Rissmann, Anke; Tucker, David; Verellen-Dumoulin, Christine; de Walle, Hermien; Wellesley, Diana; Morris, Joan K
2016-06-01
Surveillance of congenital anomalies is important to identify potential teratogens. Despite known associations between different anomalies, current surveillance methods examine trends within each subgroup separately. We aimed to evaluate whether hierarchical statistical methods that combine information from several subgroups simultaneously would enhance current surveillance methods using data collected by EUROCAT, a European network of population-based congenital anomaly registries. Ten-year trends (2003 to 2012) in 18 EUROCAT registries over 11 countries were analyzed for the following groups of anomalies: neural tube defects, congenital heart defects, digestive system, and chromosomal anomalies. Hierarchical Poisson regression models that combined related subgroups together according to EUROCAT's hierarchy of subgroup coding were applied. Results from hierarchical models were compared with those from Poisson models that consider each congenital anomaly separately. Hierarchical models gave similar results as those obtained when considering each anomaly subgroup in a separate analysis. Hierarchical models that included only around three subgroups showed poor convergence and were generally found to be over-parameterized. Larger sets of anomaly subgroups were found to be too heterogeneous to group together in this way. There were no substantial differences between independent analyses of each subgroup and hierarchical models when using the EUROCAT anomaly subgroups. Considering each anomaly separately, therefore, remains an appropriate method for the detection of potential changes in prevalence by surveillance systems. Hierarchical models do, however, remain an interesting alternative method of analysis when considering the risks of specific exposures in relation to the prevalence of congenital anomalies, which could be investigated in other studies. Birth Defects Research (Part A) 106:480-10, 2016. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.
A Bayesian hierarchical diffusion model decomposition of performance in Approach-Avoidance Tasks.
Krypotos, Angelos-Miltiadis; Beckers, Tom; Kindt, Merel; Wagenmakers, Eric-Jan
2015-01-01
Common methods for analysing response time (RT) tasks, frequently used across different disciplines of psychology, suffer from a number of limitations such as the failure to directly measure the underlying latent processes of interest and the inability to take into account the uncertainty associated with each individual's point estimate of performance. Here, we discuss a Bayesian hierarchical diffusion model and apply it to RT data. This model allows researchers to decompose performance into meaningful psychological processes and to account optimally for individual differences and commonalities, even with relatively sparse data. We highlight the advantages of the Bayesian hierarchical diffusion model decomposition by applying it to performance on Approach-Avoidance Tasks, widely used in the emotion and psychopathology literature. Model fits for two experimental data-sets demonstrate that the model performs well. The Bayesian hierarchical diffusion model overcomes important limitations of current analysis procedures and provides deeper insight in latent psychological processes of interest.
Maximizing Adaptivity in Hierarchical Topological Models Using Cancellation Trees
Energy Technology Data Exchange (ETDEWEB)
Bremer, P; Pascucci, V; Hamann, B
2008-12-08
We present a highly adaptive hierarchical representation of the topology of functions defined over two-manifold domains. Guided by the theory of Morse-Smale complexes, we encode dependencies between cancellations of critical points using two independent structures: a traditional mesh hierarchy to store connectivity information and a new structure called cancellation trees to encode the configuration of critical points. Cancellation trees provide a powerful method to increase adaptivity while using a simple, easy-to-implement data structure. The resulting hierarchy is significantly more flexible than the one previously reported. In particular, the resulting hierarchy is guaranteed to be of logarithmic height.
Energy Technology Data Exchange (ETDEWEB)
Korn, E L
1978-08-01
This thesis is concerned with the effect of classification error on contingency tables being analyzed with hierarchical log-linear models (independence in an I x J table is a particular hierarchical log-linear model). Hierarchical log-linear models provide a concise way of describing independence and partial independences between the different dimensions of a contingency table. The structure of classification errors on contingency tables that will be used throughout is defined. This structure is a generalization of Bross' model, but here attention is paid to the different possible ways a contingency table can be sampled. Hierarchical log-linear models and the effect of misclassification on them are described. Some models, such as independence in an I x J table, are preserved by misclassification, i.e., the presence of classification error will not change the fact that a specific table belongs to that model. Other models are not preserved by misclassification; this implies that the usual tests to see if a sampled table belong to that model will not be of the right significance level. A simple criterion will be given to determine which hierarchical log-linear models are preserved by misclassification. Maximum likelihood theory is used to perform log-linear model analysis in the presence of known misclassification probabilities. It will be shown that the Pitman asymptotic power of tests between different hierarchical log-linear models is reduced because of the misclassification. A general expression will be given for the increase in sample size necessary to compensate for this loss of power and some specific cases will be examined.
A multivariate model of stakeholder preference for lethal cat management.
Wald, Dara M; Jacobson, Susan K
2014-01-01
Identifying stakeholder beliefs and attitudes is critical for resolving management conflicts. Debate over outdoor cat management is often described as a conflict between two groups, environmental advocates and animal welfare advocates, but little is known about the variables predicting differences among these critical stakeholder groups. We administered a mail survey to randomly selected stakeholders representing both of these groups (n=1,596) in Florida, where contention over the management of outdoor cats has been widespread. We used a structural equation model to evaluate stakeholder intention to support non-lethal management. The cognitive hierarchy model predicted that values influenced beliefs, which predicted general and specific attitudes, which in turn, influenced behavioral intentions. We posited that specific attitudes would mediate the effect of general attitudes, beliefs, and values on management support. Model fit statistics suggested that the final model fit the data well (CFI=0.94, RMSEA=0.062). The final model explained 74% of the variance in management support, and positive attitudes toward lethal management (humaneness) had the largest direct effect on management support. Specific attitudes toward lethal management and general attitudes toward outdoor cats mediated the relationship between positive (pstakeholder intention to support non-lethal cat management. Our findings suggest that stakeholders can simultaneously perceive both positive and negative beliefs about outdoor cats, which influence attitudes toward and support for non-lethal management.
Hierarchical Bayesian Model for Simultaneous EEG Source and Forward Model Reconstruction (SOFOMORE)
DEFF Research Database (Denmark)
Stahlhut, Carsten; Mørup, Morten; Winther, Ole;
2009-01-01
In this paper we propose an approach to handle forward model uncertainty for EEG source reconstruction. A stochastic forward model is motivated by the many uncertain contributions that form the forward propagation model including the tissue conductivity distribution, the cortical surface, and ele......In this paper we propose an approach to handle forward model uncertainty for EEG source reconstruction. A stochastic forward model is motivated by the many uncertain contributions that form the forward propagation model including the tissue conductivity distribution, the cortical surface......, and electrode positions. We first present a hierarchical Bayesian framework for EEG source localization that jointly performs source and forward model reconstruction (SOFOMORE). Secondly, we evaluate the SOFOMORE model by comparison with source reconstruction methods that use fixed forward models. Simulated...... and real EEG data demonstrate that invoking a stochastic forward model leads to improved source estimates....
Functionally Unidimensional Item Response Models for Multivariate Binary Data.
Ip, Edward H; Molenberghs, Geert; Chen, Shyh-Huei; Goegebeur, Yuri; De Boeck, Paul
2013-07-01
The problem of fitting unidimensional item response models to potentially multidimensional data has been extensively studied. The focus of this article is on response data that have a strong dimension but also contain minor nuisance dimensions. Fitting a unidimensional model to such multidimensional data is believed to result in ability estimates that represent a combination of the major and minor dimensions. We conjecture that the underlying dimension for the fitted unidimensional model, which we call the functional dimension, represents a nonlinear projection. In this article we investigate 2 issues: (a) can a proposed nonlinear projection track the functional dimension well, and (b) what are the biases in the ability estimate and the associated standard error when estimating the functional dimension? To investigate the second issue, the nonlinear projection is used as an evaluative tool. An example regarding a construct of desire for physical competency is used to illustrate the functional unidimensional approach.
Ranking of Business Process Simulation Software Tools with DEX/QQ Hierarchical Decision Model.
Damij, Nadja; Boškoski, Pavle; Bohanec, Marko; Mileva Boshkoska, Biljana
2016-01-01
The omnipresent need for optimisation requires constant improvements of companies' business processes (BPs). Minimising the risk of inappropriate BP being implemented is usually performed by simulating the newly developed BP under various initial conditions and "what-if" scenarios. An effectual business process simulations software (BPSS) is a prerequisite for accurate analysis of an BP. Characterisation of an BPSS tool is a challenging task due to the complex selection criteria that includes quality of visual aspects, simulation capabilities, statistical facilities, quality reporting etc. Under such circumstances, making an optimal decision is challenging. Therefore, various decision support models are employed aiding the BPSS tool selection. The currently established decision support models are either proprietary or comprise only a limited subset of criteria, which affects their accuracy. Addressing this issue, this paper proposes a new hierarchical decision support model for ranking of BPSS based on their technical characteristics by employing DEX and qualitative to quantitative (QQ) methodology. Consequently, the decision expert feeds the required information in a systematic and user friendly manner. There are three significant contributions of the proposed approach. Firstly, the proposed hierarchical model is easily extendible for adding new criteria in the hierarchical structure. Secondly, a fully operational decision support system (DSS) tool that implements the proposed hierarchical model is presented. Finally, the effectiveness of the proposed hierarchical model is assessed by comparing the resulting rankings of BPSS with respect to currently available results.
Hierarchical ensemble of background models for PTZ-based video surveillance.
Liu, Ning; Wu, Hefeng; Lin, Liang
2015-01-01
In this paper, we study a novel hierarchical background model for intelligent video surveillance with the pan-tilt-zoom (PTZ) camera, and give rise to an integrated system consisting of three key components: background modeling, observed frame registration, and object tracking. First, we build the hierarchical background model by separating the full range of continuous focal lengths of a PTZ camera into several discrete levels and then partitioning the wide scene at each level into many partial fixed scenes. In this way, the wide scenes captured by a PTZ camera through rotation and zoom are represented by a hierarchical collection of partial fixed scenes. A new robust feature is presented for background modeling of each partial scene. Second, we locate the partial scenes corresponding to the observed frame in the hierarchical background model. Frame registration is then achieved by feature descriptor matching via fast approximate nearest neighbor search. Afterwards, foreground objects can be detected using background subtraction. Last, we configure the hierarchical background model into a framework to facilitate existing object tracking algorithms under the PTZ camera. Foreground extraction is used to assist tracking an object of interest. The tracking outputs are fed back to the PTZ controller for adjusting the camera properly so as to maintain the tracked object in the image plane. We apply our system on several challenging scenarios and achieve promising results.
Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models
Nortey, Ezekiel NN; Ngoh, Delali D; Doku-Amponsah, Kwabena; Ofori-Boateng, Kenneth
2015-01-01
This paper was aimed at investigating the volatility and conditional relationship among inflation rates, exchange rates and interest rates as well as to construct a model using multivariate GARCH DCC and BEKK models using Ghana data from January 1990 to December 2013. The study revealed that the cumulative depreciation of the cedi to the US dollar from 1990 to 2013 is 7,010.2% and the yearly weighted depreciation of the cedi to the US dollar for the period is 20.4%. There was evidence that, t...
Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models
Nortey, Ezekiel NN; Ngoh, Delali D; Doku-Amponsah, Kwabena; Ofori-Boateng, Kenneth
2015-01-01
This paper was aimed at investigating the volatility and conditional relationship among inflation rates, exchange rates and interest rates as well as to construct a model using multivariate GARCH DCC and BEKK models using Ghana data from January 1990 to December 2013. The study revealed that the cumulative depreciation of the cedi to the US dollar from 1990 to 2013 is 7,010.2% and the yearly weighted depreciation of the cedi to the US dollar for the period is 20.4%. There was evidence that, t...
Multi-model unfalsified switching control of uncertain multivariable systems
Baldi, S.; Battistelli, G.; Mari, D.; Mosca, E.; Tesi, P.
2012-01-01
This paper addresses the problem of controlling an uncertain multi-input multi-output system by means of adaptive switching control schemes. In particular, the paper aims at extending the multi-model unfalsified control approach, so far restricted to single-input single-output systems, to a general
Multiple-Model Adaptive Switching Control for Uncertain Multivariable Systems
Baldi, Simone; Battistelli, Giorgio; Mari, Daniele; Mosca, Edoardo; Tesi, Pietro
2011-01-01
This paper addresses the problem of controlling an uncertain multi-input multi-output (MIMO) system by means of adaptive switching control schemes. In particular, the paper aims at extending the approach of multiple-model unfalsified adaptive switched control, so far restricted to single-input singl
Linear models for multivariate, time series, and spatial data
Christensen, Ronald
1991-01-01
This is a companion volume to Plane Answers to Complex Questions: The Theory 0/ Linear Models. It consists of six additional chapters written in the same spirit as the last six chapters of the earlier book. Brief introductions are given to topics related to linear model theory. No attempt is made to give a comprehensive treatment of the topics. Such an effort would be futile. Each chapter is on a topic so broad that an in depth discussion would require a book-Iength treatment. People need to impose structure on the world in order to understand it. There is a limit to the number of unrelated facts that anyone can remem ber. If ideas can be put within a broad, sophisticatedly simple structure, not only are they easier to remember but often new insights become avail able. In fact, sophisticatedly simple models of the world may be the only ones that work. I have often heard Arnold Zellner say that, to the best of his knowledge, this is true in econometrics. The process of modeling is fundamental to understand...
Testing for causality in variance using multivariate GARCH models
C.M. Hafner (Christian); H. Herwartz
2004-01-01
textabstractTests of causality in variance in multiple time series have been proposed recently, based on residuals of estimated univariate models. Although such tests are applied frequently little is known about their power properties. In this paper we show that a convenient alternative to residual
DEFF Research Database (Denmark)
Silvennoinen, Annastiina; Teräsvirta, Timo
In this paper we propose a multivariate GARCH model with a time-varying conditional correlation structure. The new Double Smooth Transition Conditional Correlation GARCH model extends the Smooth Transition Conditional Correlation GARCH model of Silvennoinen and Ter¨asvirta (2005) by including...... another variable according to which the correlations change smoothly between states of constant correlations. A Lagrange multiplier test is derived to test the constancy of correlations against the DSTCC-GARCH model, and another one to test for another transition in the STCC-GARCH framework. In addition......, other specification tests, with the aim of aiding the model building procedure, are considered. Analytical expressions for the test statistics and the required derivatives are provided. The model is applied to a selection of world stock indices, and it is found that time is an important factor affecting...
Multivariate Modelling of the Career Intent of Air Force Personnel.
1980-09-01
motivation, Victor H . Vroom developed in 1964 what is known today as the first integrated model of expectancy theory. Adding the historical perspective...LSSR 72-80. Vroom , Victor H . Work and Motivation. New York: Wiley, 1964. Vrooman, Roger M. "An Analysis of Factors Associated With the Job...results of the research may, in fact, be ip nt. Whether or not you were able to establish an equivalent value for h research (3 above), what is your
Multivariable parametric cost model for space and ground telescopes
Stahl, H. Philip; Henrichs, Todd
2016-09-01
Parametric cost models can be used by designers and project managers to perform relative cost comparisons between major architectural cost drivers and allow high-level design trades; enable cost-benefit analysis for technology development investment; and, provide a basis for estimating total project cost between related concepts. This paper hypothesizes a single model, based on published models and engineering intuition, for both ground and space telescopes: OTA Cost (X) D (1.75 +/- 0.05) λ (-0.5 +/- 0.25) T-0.25 e (-0.04) Y Specific findings include: space telescopes cost 50X to 100X more ground telescopes; diameter is the most important CER; cost is reduced by approximately 50% every 20 years (presumably because of technology advance and process improvements); and, for space telescopes, cost associated with wavelength performance is balanced by cost associated with operating temperature. Finally, duplication only reduces cost for the manufacture of identical systems (i.e. multiple aperture sparse arrays or interferometers). And, while duplication does reduce the cost of manufacturing the mirrors of segmented primary mirror, this cost savings does not appear to manifest itself in the final primary mirror assembly (presumably because the structure for a segmented mirror is more complicated than for a monolithic mirror).
Multivariate Models for Prediction of Human Skin Sensitization ...
One of the lnteragency Coordinating Committee on the Validation of Alternative Method's (ICCVAM) top priorities is the development and evaluation of non-animal approaches to identify potential skin sensitizers. The complexity of biological events necessary to produce skin sensitization suggests that no single alternative method will replace the currently accepted animal tests. ICCVAM is evaluating an integrated approach to testing and assessment based on the adverse outcome pathway for skin sensitization that uses machine learning approaches to predict human skin sensitization hazard. We combined data from three in chemico or in vitro assays - the direct peptide reactivity assay (DPRA), human cell line activation test (h-CLAT) and KeratinoSens TM assay - six physicochemical properties and an in silico read-across prediction of skin sensitization hazard into 12 variable groups. The variable groups were evaluated using two machine learning approaches , logistic regression and support vector machine, to predict human skin sensitization hazard. Models were trained on 72 substances and tested on an external set of 24 substances. The six models (three logistic regression and three support vector machine) with the highest accuracy (92%) used: (1) DPRA, h-CLAT and read-across; (2) DPRA, h-CLAT, read-across and KeratinoSens; or (3) DPRA, h-CLAT, read-across, KeratinoSens and log P. The models performed better at predicting human skin sensitization hazard than the murine
A Hierarchical Linear Model with Factor Analysis Structure at Level 2
Miyazaki, Yasuo; Frank, Kenneth A.
2006-01-01
In this article the authors develop a model that employs a factor analysis structure at Level 2 of a two-level hierarchical linear model (HLM). The model (HLM2F) imposes a structure on a deficient rank Level 2 covariance matrix [tau], and facilitates estimation of a relatively large [tau] matrix. Maximum likelihood estimators are derived via the…
DEFF Research Database (Denmark)
Mantzouni, Irene; Sørensen, Helle; O'Hara, Robert B.;
2010-01-01
and Beverton and Holt stock–recruitment (SR) models were extended by applying hierarchical methods, mixed-effects models, and Bayesian inference to incorporate the influence of these ecosystem factors on model parameters representing cod maximum reproductive rate and carrying capacity. We identified...
Lininger, Monica; Spybrook, Jessaca; Cheatham, Christopher C
2015-04-01
Longitudinal designs are common in the field of athletic training. For example, in the Journal of Athletic Training from 2005 through 2010, authors of 52 of the 218 original research articles used longitudinal designs. In 50 of the 52 studies, a repeated-measures analysis of variance was used to analyze the data. A possible alternative to this approach is the hierarchical linear model, which has been readily accepted in other medical fields. In this short report, we demonstrate the use of the hierarchical linear model for analyzing data from a longitudinal study in athletic training. We discuss the relevant hypotheses, model assumptions, analysis procedures, and output from the HLM 7.0 software. We also examine the advantages and disadvantages of using the hierarchical linear model with repeated measures and repeated-measures analysis of variance for longitudinal data.
Lininger, Monica; Spybrook, Jessaca; Cheatham, Christopher C.
2015-01-01
Longitudinal designs are common in the field of athletic training. For example, in the Journal of Athletic Training from 2005 through 2010, authors of 52 of the 218 original research articles used longitudinal designs. In 50 of the 52 studies, a repeated-measures analysis of variance was used to analyze the data. A possible alternative to this approach is the hierarchical linear model, which has been readily accepted in other medical fields. In this short report, we demonstrate the use of the hierarchical linear model for analyzing data from a longitudinal study in athletic training. We discuss the relevant hypotheses, model assumptions, analysis procedures, and output from the HLM 7.0 software. We also examine the advantages and disadvantages of using the hierarchical linear model with repeated measures and repeated-measures analysis of variance for longitudinal data. PMID:25875072
Can multivariate models based on MOAKS predict OA knee pain? Data from the Osteoarthritis Initiative
Luna-Gómez, Carlos D.; Zanella-Calzada, Laura A.; Galván-Tejada, Jorge I.; Galván-Tejada, Carlos E.; Celaya-Padilla, José M.
2017-03-01
Osteoarthritis is the most common rheumatic disease in the world. Knee pain is the most disabling symptom in the disease, the prediction of pain is one of the targets in preventive medicine, this can be applied to new therapies or treatments. Using the magnetic resonance imaging and the grading scales, a multivariate model based on genetic algorithms is presented. Using a predictive model can be useful to associate minor structure changes in the joint with the future knee pain. Results suggest that multivariate models can be predictive with future knee chronic pain. All models; T0, T1 and T2, were statistically significant, all p values were 0.60.
Strained and unconstrained multivariate normal finite mixture modeling of Piagetian data.
Dolan, C.V.; Jansen, B.R.J.; van der Maas, H.L.J.
2004-01-01
We present the results of multivariate normal mixture modeling of Piagetian data. The sample consists of 101 children, who carried out a (pseudo-)conservation computer task on four occasions. We fitted both cross-sectional mixture models, and longitudinal models based on a Markovian transition
A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series
Zhang, Guangjian; Chow, Sy-Miin; Ong, Anthony D.
2011-01-01
Structural equation models are increasingly used as a modeling tool for multivariate time series data in the social and behavioral sciences. Standard error estimators of SEM models, originally developed for independent data, require modifications to accommodate the fact that time series data are inherently dependent. In this article, we extend a…
A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series
Zhang, Guangjian; Chow, Sy-Miin; Ong, Anthony D.
2011-01-01
Structural equation models are increasingly used as a modeling tool for multivariate time series data in the social and behavioral sciences. Standard error estimators of SEM models, originally developed for independent data, require modifications to accommodate the fact that time series data are inherently dependent. In this article, we extend a…
Huitsing, Gijs; van Duijn, Marijtje; Snijders, Thomas; Wang, P.; Sainio, Miia; Salmivalli, Christina; Veenstra, René
2012-01-01
Three relations between elementary school children were investigated: networks of general dislike and bullying were related to networks of general like. These were modeled using multivariate cross-sectional (statistical) network models. Exponential random graph models for a sample of 18 classrooms,
Exploring the potential of multivariate depth-damage and rainfall-damage models
DEFF Research Database (Denmark)
van Ootegem, Luc; van Herck, K.; Creten, T.
2017-01-01
In Europe, floods are among the natural catastrophes that cause the largest economic damage. This article explores the potential of two distinct types of multivariate flood damage models: ‘depth-damage’ models and ‘rainfall-damage’ models. We use survey data of 346 Flemish households that were vi...
Modeling a multivariable reactor and on-line model predictive control.
Yu, D W; Yu, D L
2005-10-01
A nonlinear first principle model is developed for a laboratory-scaled multivariable chemical reactor rig in this paper and the on-line model predictive control (MPC) is implemented to the rig. The reactor has three variables-temperature, pH, and dissolved oxygen with nonlinear dynamics-and is therefore used as a pilot system for the biochemical industry. A nonlinear discrete-time model is derived for each of the three output variables and their model parameters are estimated from the real data using an adaptive optimization method. The developed model is used in a nonlinear MPC scheme. An accurate multistep-ahead prediction is obtained for MPC, where the extended Kalman filter is used to estimate system unknown states. The on-line control is implemented and a satisfactory tracking performance is achieved. The MPC is compared with three decentralized PID controllers and the advantage of the nonlinear MPC over the PID is clearly shown.
Robust Real-Time Music Transcription with a Compositional Hierarchical Model
Pesek, Matevž; Leonardis, Aleš; Marolt, Matija
2017-01-01
The paper presents a new compositional hierarchical model for robust music transcription. Its main features are unsupervised learning of a hierarchical representation of input data, transparency, which enables insights into the learned representation, as well as robustness and speed which make it suitable for real-world and real-time use. The model consists of multiple layers, each composed of a number of parts. The hierarchical nature of the model corresponds well to hierarchical structures in music. The parts in lower layers correspond to low-level concepts (e.g. tone partials), while the parts in higher layers combine lower-level representations into more complex concepts (tones, chords). The layers are learned in an unsupervised manner from music signals. Parts in each layer are compositions of parts from previous layers based on statistical co-occurrences as the driving force of the learning process. In the paper, we present the model’s structure and compare it to other hierarchical approaches in the field of music information retrieval. We evaluate the model’s performance for the multiple fundamental frequency estimation. Finally, we elaborate on extensions of the model towards other music information retrieval tasks. PMID:28046074
Modeling the relationship between climate oscillations and drought by a multivariate GARCH model
Modarres, R.; Ouarda, T. B. M. J.
2014-01-01
Typical multivariate time series models may exhibit comovement in mean but not in variance of hydrologic and climatic variables. This paper introduces multivariate generalized autoregressive conditional heteroscedasticity (GARCH) models to capture the comovement of the variance or the conditional covariance between two hydroclimatic time series. The diagonal vectorized and Baba-Engle-Kroft-Kroner models are developed to evaluate the covariance between drought and two atmospheric circulations, Southern Oscillation Index (SOI) and North Atlantic Oscillation (NAO) time series during 1954-2000. The univariate generalized autoregressive conditional heteroscedasticity model indicates a strong persistency level in conditional variance for NAO and a moderate persistency level for SOI. The conditional variance of short-term drought index indicates low level of persistency, while the long-term index drought indicates high level of persistency in conditional variance. The estimated conditional covariance between drought and atmospheric indices is shown to be weak and negative. It is also observed that the covariance between drought and atmospheric indices is largely dependent on short-run variance of atmospheric indices rather than their long-run variance. The nonlinearity and stationarity tests show that the conditional covariances are nonlinear but stationary. However, the degree of nonlinearity is higher for the covariance between long-term drought and atmospheric indices. It is also observed that the nonlinearity of NAO is higher than that for SOI, in contrast to the stationarity which is stronger for SOI time series.
Nimon, Kim
2012-01-01
Using state achievement data that are openly accessible, this paper demonstrates the application of hierarchical linear modeling within the context of career technical education research. Three prominent approaches to analyzing clustered data (i.e., modeling aggregated data, modeling disaggregated data, modeling hierarchical data) are discussed…
Vathsangam, Harshvardhan; Emken, B Adar; Schroeder, E Todd; Spruijt-Metz, Donna; Sukhatme, Gaurav S
2013-12-01
Walking is a commonly available activity to maintain a healthy lifestyle. Accurately tracking and measuring calories expended during walking can improve user feedback and intervention measures. Inertial sensors are a promising measurement tool to achieve this purpose. An important aspect in mapping inertial sensor data to energy expenditure is the question of normalizing across physiological parameters. Common approaches such as weight scaling require validation for each new population. An alternative is to use a hierarchical approach to model subject-specific parameters at one level and cross-subject parameters connected by physiological variables at a higher level. In this paper, we evaluate an inertial sensor-based hierarchical model to measure energy expenditure across a target population. We first determine the optimal movement and physiological features set to represent data. Periodicity based features are more accurate (phierarchical model with a subject-specific regression model and weight exponent scaled models. Subject-specific models perform significantly better (pmodels at all exponent scales whereas the hierarchical model performed worse than both. However, using an informed prior from the hierarchical model produces similar errors to using a subject-specific model with large amounts of training data (phierarchical modeling is a promising technique for generalized prediction energy expenditure prediction across a target population in a clinical setting.
User Demand Aware Grid Scheduling Model with Hierarchical Load Balancing
Directory of Open Access Journals (Sweden)
P. Suresh
2013-01-01
Full Text Available Grid computing is a collection of computational and data resources, providing the means to support both computational intensive applications and data intensive applications. In order to improve the overall performance and efficient utilization of the resources, an efficient load balanced scheduling algorithm has to be implemented. The scheduling approach also needs to consider user demand to improve user satisfaction. This paper proposes a dynamic hierarchical load balancing approach which considers load of each resource and performs load balancing. It minimizes the response time of the jobs and improves the utilization of the resources in grid environment. By considering the user demand of the jobs, the scheduling algorithm also improves the user satisfaction. The experimental results show the improvement of the proposed load balancing method.
Univariate and multivariate general linear models theory and applications with SAS
Kim, Kevin
2006-01-01
Reviewing the theory of the general linear model (GLM) using a general framework, Univariate and Multivariate General Linear Models: Theory and Applications with SAS, Second Edition presents analyses of simple and complex models, both univariate and multivariate, that employ data sets from a variety of disciplines, such as the social and behavioral sciences.With revised examples that include options available using SAS 9.0, this expanded edition divides theory from applications within each chapter. Following an overview of the GLM, the book introduces unrestricted GLMs to analyze multiple regr
Hierarchical modeling for reliability analysis using Markov models. B.S./M.S. Thesis - MIT
Fagundo, Arturo
1994-01-01
Markov models represent an extremely attractive tool for the reliability analysis of many systems. However, Markov model state space grows exponentially with the number of components in a given system. Thus, for very large systems Markov modeling techniques alone become intractable in both memory and CPU time. Often a particular subsystem can be found within some larger system where the dependence of the larger system on the subsystem is of a particularly simple form. This simple dependence can be used to decompose such a system into one or more subsystems. A hierarchical technique is presented which can be used to evaluate these subsystems in such a way that their reliabilities can be combined to obtain the reliability for the full system. This hierarchical approach is unique in that it allows the subsystem model to pass multiple aggregate state information to the higher level model, allowing more general systems to be evaluated. Guidelines are developed to assist in the system decomposition. An appropriate method for determining subsystem reliability is also developed. This method gives rise to some interesting numerical issues. Numerical error due to roundoff and integration are discussed at length. Once a decomposition is chosen, the remaining analysis is straightforward but tedious. However, an approach is developed for simplifying the recombination of subsystem reliabilities. Finally, a real world system is used to illustrate the use of this technique in a more practical context.
Osei, Frank B.; Osei, F.B.; Duker, Alfred A.; Stein, A.
2011-01-01
This study analyses the joint effects of the two transmission routes of cholera on the space-time diffusion dynamics. Statistical models are developed and presented to investigate the transmission network routes of cholera diffusion. A hierarchical Bayesian modelling approach is employed for a joint
Measuring Service Quality in Higher Education: Development of a Hierarchical Model (HESQUAL)
Teeroovengadum, Viraiyan; Kamalanabhan, T. J.; Seebaluck, Ashley Keshwar
2016-01-01
Purpose: This paper aims to develop and empirically test a hierarchical model for measuring service quality in higher education. Design/methodology/approach: The first phase of the study consisted of qualitative research methods and a comprehensive literature review, which allowed the development of a conceptual model comprising 53 service quality…
Augmenting Visual Analysis in Single-Case Research with Hierarchical Linear Modeling
Davis, Dawn H.; Gagne, Phill; Fredrick, Laura D.; Alberto, Paul A.; Waugh, Rebecca E.; Haardorfer, Regine
2013-01-01
The purpose of this article is to demonstrate how hierarchical linear modeling (HLM) can be used to enhance visual analysis of single-case research (SCR) designs. First, the authors demonstrated the use of growth modeling via HLM to augment visual analysis of a sophisticated single-case study. Data were used from a delayed multiple baseline…
Boedeker, Peter
2017-01-01
Hierarchical linear modeling (HLM) is a useful tool when analyzing data collected from groups. There are many decisions to be made when constructing and estimating a model in HLM including which estimation technique to use. Three of the estimation techniques available when analyzing data with HLM are maximum likelihood, restricted maximum…
Missing Data Treatments at the Second Level of Hierarchical Linear Models
St. Clair, Suzanne W.
2011-01-01
The current study evaluated the performance of traditional versus modern MDTs in the estimation of fixed-effects and variance components for data missing at the second level of an hierarchical linear model (HLM) model across 24 different study conditions. Variables manipulated in the analysis included, (a) number of Level-2 variables with missing…
Osei, Frank B.; Duker, Alfred A.; Stein, Alfred
2011-01-01
This study analyses the joint effects of the two transmission routes of cholera on the space-time diffusion dynamics. Statistical models are developed and presented to investigate the transmission network routes of cholera diffusion. A hierarchical Bayesian modelling approach is employed for a joint
The Hierarchical Trend Model for property valuation and local price indices
M.K. Francke; G.A. Vos
2002-01-01
This paper presents a hierarchical trend model (HTM) for selling prices of houses, addressing three main problems: the spatial and temporal dependence of selling prices and the dependency of price index changes on housing quality. In this model the general price trend, cluster-level price trends, an
Measuring Service Quality in Higher Education: Development of a Hierarchical Model (HESQUAL)
Teeroovengadum, Viraiyan; Kamalanabhan, T. J.; Seebaluck, Ashley Keshwar
2016-01-01
Purpose: This paper aims to develop and empirically test a hierarchical model for measuring service quality in higher education. Design/methodology/approach: The first phase of the study consisted of qualitative research methods and a comprehensive literature review, which allowed the development of a conceptual model comprising 53 service quality…
Terhorst, Lauren; Beck, Kelly Battle; McKeon, Ashlee B; Graham, Kristin M; Ye, Feifei; Shiffman, Saul
2017-08-01
Ecological momentary assessment (EMA) methods collect real-time data in real-world environments, which allow physical medicine and rehabilitation researchers to examine objective outcome data and reduces bias from retrospective recall. The statistical analysis of EMA data is directly related to the research question and the temporal design of the study. Hierarchical linear modeling, which accounts for multiple observations from the same participant, is a particularly useful approach to analyzing EMA data. The objective of this paper was to introduce the process of conducting hierarchical linear modeling analyses with EMA data. This is accomplished using exemplars from recent physical medicine and rehabilitation literature.
Multivariate Autoregressive Modeling and Granger Causality Analysis of Multiple Spike Trains
Directory of Open Access Journals (Sweden)
Michael Krumin
2010-01-01
Full Text Available Recent years have seen the emergence of microelectrode arrays and optical methods allowing simultaneous recording of spiking activity from populations of neurons in various parts of the nervous system. The analysis of multiple neural spike train data could benefit significantly from existing methods for multivariate time-series analysis which have proven to be very powerful in the modeling and analysis of continuous neural signals like EEG signals. However, those methods have not generally been well adapted to point processes. Here, we use our recent results on correlation distortions in multivariate Linear-Nonlinear-Poisson spiking neuron models to derive generalized Yule-Walker-type equations for fitting ‘‘hidden’’ Multivariate Autoregressive models. We use this new framework to perform Granger causality analysis in order to extract the directed information flow pattern in networks of simulated spiking neurons. We discuss the relative merits and limitations of the new method.
Computer-Aided Decisions in Human Services: Expert Systems and Multivariate Models.
Sicoly, Fiore
1989-01-01
This comparison of two approaches to the development of computerized supports for decision making--expert systems and multivariate models--focuses on computerized systems that assist professionals with tasks related to diagnosis or classification in human services. Validation of both expert systems and statistical models is emphasized. (39…
A Multivariate Model for the Meta-Analysis of Study Level Survival Data at Multiple Times
Jackson, Dan; Rollins, Katie; Coughlin, Patrick
2014-01-01
Motivated by our meta-analytic dataset involving survival rates after treatment for critical leg ischemia, we develop and apply a new multivariate model for the meta-analysis of study level survival data at multiple times. Our data set involves 50 studies that provide mortality rates at up to seven time points, which we model simultaneously, and…
DEFF Research Database (Denmark)
Ørregård Nielsen, Morten
2015-01-01
This article proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time-series models. The model is parametric and quite general and, in particular, encompasses...
DEFF Research Database (Denmark)
Ørregård Nielsen, Morten
This paper proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time series models. The model is parametric and quite general, and, in particular, encompasses...
Meta-Analytic Structural Equation Modeling (MASEM): Comparison of the Multivariate Methods
Zhang, Ying
2011-01-01
Meta-analytic Structural Equation Modeling (MASEM) has drawn interest from many researchers recently. In doing MASEM, researchers usually first synthesize correlation matrices across studies using meta-analysis techniques and then analyze the pooled correlation matrix using structural equation modeling techniques. Several multivariate methods of…
Multivariate nonlinear time series modeling of exposure and risk in road safety research
Bijleveld, F.; Commandeur, J.; Montfort, van K.; Koopman, S.J.
2010-01-01
A multivariate non-linear time series model for road safety data is presented. The model is applied in a case-study into the development of a yearly time series of numbers of fatal accidents (inside and outside urban areas) and numbers of kilometres driven by motor vehicles in the Netherlands betwee
Moons, Karel G M; Altman, Douglas G; Reitsma, Johannes B; Ioannidis, John P A; Macaskill, Petra; Steyerberg, Ewout W; Vickers, Andrew J; Ransohoff, David F; Collins, Gary S
2015-01-01
The TRIPOD (Transparent Reporting of a multivariable prediction model for Individual Prognosis Or Diagnosis) Statement includes a 22-item checklist, which aims to improve the reporting of studies developing, validating, or updating a prediction model, whether for diagnostic or prognostic purposes. T
Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
M. Caporin (Massimiliano); M.J. McAleer (Michael)
2010-01-01
textabstractThe management and monitoring of very large portfolios of financial assets are routine for many individuals and organizations. The two most widely used models of conditional covariances and correlations in the class of multivariate GARCH models are BEKK and DCC. It is well known that BEK
Institute of Scientific and Technical Information of China (English)
Yee LEUNG; WU Kefa; DONG Tianxin
2001-01-01
In this paper, a multivariate linear functional relationship model, where the covariance matrix of the observational errors is not restricted, is considered. The parameter estimation of this model is discussed. The estimators are shown to be a strongly consistent estimation under some mild conditions on the incidental parameters.
A multivariate random-parameters Tobit model for analyzing highway crash rates by injury severity.
Zeng, Qiang; Wen, Huiying; Huang, Helai; Pei, Xin; Wong, S C
2017-02-01
In this study, a multivariate random-parameters Tobit model is proposed for the analysis of crash rates by injury severity. In the model, both correlation across injury severity and unobserved heterogeneity across road-segment observations are accommodated. The proposed model is compared with a multivariate (fixed-parameters) Tobit model in the Bayesian context, by using a crash dataset collected from the Traffic Information System of Hong Kong. The dataset contains crash, road geometric and traffic information on 224 directional road segments for a five-year period (2002-2006). The multivariate random-parameters Tobit model provides a much better fit than its fixed-parameters counterpart, according to the deviance information criteria and Bayesian R(2), while it reveals a higher correlation between crash rates at different severity levels. The parameter estimates show that a few risk factors (bus stop, lane changing opportunity and lane width) have heterogeneous effects on crash-injury-severity rates. For the other factors, the variances of their random parameters are insignificant at the 95% credibility level, then the random parameters are set to be fixed across observations. Nevertheless, most of these fixed coefficients are estimated with higher precisions (i.e., smaller variances) in the random-parameters model. Thus, the random-parameters Tobit model, which provides a more comprehensive understanding of the factors' effects on crash rates by injury severity, is superior to the multivariate Tobit model and should be considered a good alternative for traffic safety analysis.
Identification of Civil Engineering Structures using Multivariate ARMAV and RARMAV Models
DEFF Research Database (Denmark)
Kirkegaard, Poul Henning; Andersen, P.; Brincker, Rune
This paper presents how to make system identification of civil engineering structures using multivariate auto-regressive moving-average vector (ARMAV) models. Further, the ARMAV technique is extended to a recursive technique (RARMAV). The ARMAV model is used to identify measured stationary data....... The results show the usefulness of the approaches for identification of civil engineering structures excited by natural excitation...
Multivariate modelling of endophenotypes associated with the metabolic syndrome in Chinese twins
DEFF Research Database (Denmark)
Pang, Z; Zhang, D; Li, S
2010-01-01
AIMS/HYPOTHESIS: The common genetic and environmental effects on endophenotypes related to the metabolic syndrome have been investigated using bivariate and multivariate twin models. This paper extends the pairwise analysis approach by introducing independent and common pathway models to Chinese...
Ogle, Kiona; Ryan, Edmund; Dijkstra, Feike A.; Pendall, Elise
2016-12-01
Nonsteady state chambers are often employed to measure soil CO2 fluxes. CO2 concentrations (C) in the headspace are sampled at different times (t), and fluxes (f) are calculated from regressions of C versus t based on a limited number of observations. Variability in the data can lead to poor fits and unreliable f estimates; groups with too few observations or poor fits are often discarded, resulting in "missing" f values. We solve these problems by fitting linear (steady state) and nonlinear (nonsteady state, diffusion based) models of C versus t, within a hierarchical Bayesian framework. Data are from the Prairie Heating and CO2 Enrichment study that manipulated atmospheric CO2, temperature, soil moisture, and vegetation. CO2 was collected from static chambers biweekly during five growing seasons, resulting in >12,000 samples and >3100 groups and associated fluxes. We compare f estimates based on nonhierarchical and hierarchical Bayesian (B versus HB) versions of the linear and diffusion-based (L versus D) models, resulting in four different models (BL, BD, HBL, and HBD). Three models fit the data exceptionally well (R2 ≥ 0.98), but the BD model was inferior (R2 = 0.87). The nonhierarchical models (BL and BD) produced highly uncertain f estimates (wide 95% credible intervals), whereas the hierarchical models (HBL and HBD) produced very precise estimates. Of the hierarchical versions, the linear model (HBL) underestimated f by 33% relative to the nonsteady state model (HBD). The hierarchical models offer improvements upon traditional nonhierarchical approaches to estimating f, and we provide example code for the models.
Hosoda, Kazufumi; Tsuda, Soichiro; Kadowaki, Kohmei; Nakamura, Yutaka; Nakano, Tadashi; Ishii, Kojiro
2016-02-01
Understanding ecosystem dynamics is crucial as contemporary human societies face ecosystem degradation. One of the challenges that needs to be recognized is the complex hierarchical dynamics. Conventional dynamic models in ecology often represent only the population level and have yet to include the dynamics of the sub-organism level, which makes an ecosystem a complex adaptive system that shows characteristic behaviors such as resilience and regime shifts. The neglect of the sub-organism level in the conventional dynamic models would be because integrating multiple hierarchical levels makes the models unnecessarily complex unless supporting experimental data are present. Now that large amounts of molecular and ecological data are increasingly accessible in microbial experimental ecosystems, it is worthwhile to tackle the questions of their complex hierarchical dynamics. Here, we propose an approach that combines microbial experimental ecosystems and a hierarchical dynamic model named population-reaction model. We present a simple microbial experimental ecosystem as an example and show how the system can be analyzed by a population-reaction model. We also show that population-reaction models can be applied to various ecological concepts, such as predator-prey interactions, climate change, evolution, and stability of diversity. Our approach will reveal a path to the general understanding of various ecosystems and organisms. Copyright © 2015 The Authors. Published by Elsevier Ireland Ltd.. All rights reserved.
A Privacy Data-Oriented Hierarchical MapReduce Programming Model
Directory of Open Access Journals (Sweden)
Haiwen Han
2013-08-01
Full Text Available To realize privacy data protection efficiently in hybrid cloud service, a hierarchical control architecture based multi-cluster MapReduce programming model (the Hierarchical MapReduce Model,HMR is presented. Under this hierarchical control architecture, data isolation and placement among private cloud and public clouds according to the data privacy characteristic is implemented by the control center in private cloud. And then, to perform the corresponding distributed parallel computation correctly under the multi-clusters mode that is different to the conventional single-cluster mode, the Map-Reduce-GlobalReduce three stage scheduling process is designed. Limiting the computation about privacy data in private cloud while outsourcing the computation about non-privacy data to public clouds as much as possible, HMR reaches the performance of both security and low cost.
Fuzzy hierarchical model for risk assessment principles, concepts, and practical applications
Chan, Hing Kai
2013-01-01
Risk management is often complicated by situational uncertainties and the subjective preferences of decision makers. Fuzzy Hierarchical Model for Risk Assessment introduces a fuzzy-based hierarchical approach to solve risk management problems considering both qualitative and quantitative criteria to tackle imprecise information. This approach is illustrated through number of case studies using examples from the food, fashion and electronics sectors to cover a range of applications including supply chain management, green product design and green initiatives. These practical examples explore how this method can be adapted and fine tuned to fit other industries as well. Supported by an extensive literature review, Fuzzy Hierarchical Model for Risk Assessment comprehensively introduces a new method for project managers across all industries as well as researchers in risk management.
Sensor Network Data Fault Detection using Hierarchical Bayesian Space-Time Modeling
Ni, Kevin; Pottie, G J
2009-01-01
We present a new application of hierarchical Bayesian space-time (HBST) modeling: data fault detection in sensor networks primarily used in environmental monitoring situations. To show the effectiveness of HBST modeling, we develop a rudimentary tagging system to mark data that does not fit with given models. Using this, we compare HBST modeling against first order linear autoregressive (AR) modeling, which is a commonly used alternative due to its simplicity. We show that while HBST is mo...
DEFF Research Database (Denmark)
Øjelund, Henrik; Sadegh, Payman
2000-01-01
, constraints are introduced to ensure the conformity of the estimates to a gien global structure. Hierarchical models are then utilized as a tool to ccomodate global model uncertainties via parametric variabilities within the structure. The global parameters and their associated uncertainties are estimated...... simultaneously with the (local estimates of) function values. The approach is applied to modelling of a linear time variant dynamic system under prior linear time invariant structure where local regression fails as a result of high dimensionality.......Local function approximations concern fitting low order models to weighted data in neighbourhoods of the points where the approximations are desired. Despite their generality and convenience of use, local models typically suffer, among others, from difficulties arising in physical interpretation...
Buhule, O D; Wahed, A S; Youk, A O
2017-08-22
Modeling of correlated biomarkers jointly has been shown to improve the efficiency of parameter estimates, leading to better clinical decisions. In this paper, we employ a joint modeling approach to a unique diabetes dataset, where blood glucose (continuous) and urine glucose (ordinal) measures of disease severity for diabetes are known to be correlated. The postulated joint model assumes that the outcomes are from distributions that are in the exponential family and hence modeled as multivariate generalized linear mixed effects model associated through correlated and/or shared random effects. The Markov chain Monte Carlo Bayesian approach is used to approximate posterior distribution and draw inference on the parameters. This proposed methodology provides a flexible framework to account for the hierarchical structure of the highly unbalanced data as well as the association between the 2 outcomes. The results indicate improved efficiency of parameter estimates when blood glucose and urine glucose are modeled jointly. Moreover, the simulation studies show that estimates obtained from the joint model are consistently less biased and more efficient than those in the separate models. Copyright © 2017 John Wiley & Sons, Ltd.
Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models.
Nortey, Ezekiel Nn; Ngoh, Delali D; Doku-Amponsah, Kwabena; Ofori-Boateng, Kenneth
2015-01-01
This paper was aimed at investigating the volatility and conditional relationship among inflation rates, exchange rates and interest rates as well as to construct a model using multivariate GARCH DCC and BEKK models using Ghana data from January 1990 to December 2013. The study revealed that the cumulative depreciation of the cedi to the US dollar from 1990 to 2013 is 7,010.2% and the yearly weighted depreciation of the cedi to the US dollar for the period is 20.4%. There was evidence that, the fact that inflation rate was stable, does not mean that exchange rates and interest rates are expected to be stable. Rather, when the cedi performs well on the forex, inflation rates and interest rates react positively and become stable in the long run. The BEKK model is robust to modelling and forecasting volatility of inflation rates, exchange rates and interest rates. The DCC model is robust to model the conditional and unconditional correlation among inflation rates, exchange rates and interest rates. The BEKK model, which forecasted high exchange rate volatility for the year 2014, is very robust for modelling the exchange rates in Ghana. The mean equation of the DCC model is also robust to forecast inflation rates in Ghana.
Development of a multivariate empirical model for predicting weak rock mass modulus
Institute of Scientific and Technical Information of China (English)
Kallu Raj R.; Keffeler Evan R.; Watters Robert J.; Agharazi Alireza
2015-01-01
Estimating weak rock mass modulus has historically proven difficult although this mechanical property is an important input to many types of geotechnical analyses. An empirical database of weak rock mass modulus with associated detailed geotechnical parameters was assembled from plate loading tests per-formed at underground mines in Nevada, the Bakhtiary Dam project, and Portugues Dam project. The database was used to assess the accuracy of published single-variate models and to develop a multivari-ate model for predicting in-situ weak rock mass modulus when limited geotechnical data are available. Only two of the published models were adequate for predicting modulus of weak rock masses over lim-ited ranges of alteration intensities, and none of the models provided good estimates of modulus over a range of geotechnical properties. In light of this shortcoming, a multivariate model was developed from the weak rock mass modulus dataset, and the new model is exponential in form and has the following independent variables:(1) average block size or joint spacing, (2) field estimated rock strength, (3) dis-continuity roughness, and (4) discontinuity infilling hardness. The multivariate model provided better estimates of modulus for both hard-blocky rock masses and intensely-altered rock masses.
Hierarchical spatial point process analysis for a plant community with high biodiversity
DEFF Research Database (Denmark)
Illian, Janine B.; Møller, Jesper; Waagepetersen, Rasmus
2009-01-01
A complex multivariate spatial point pattern of a plant community with high biodiversity is modelled using a hierarchical multivariate point process model. In the model, interactions between plants with different post-fire regeneration strategies are of key interest. We consider initially a maximum...
Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang
2010-07-01
We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root-n asymptotic normality of a two-step copula estimator to the pseudo-true copula parameter value according to KLIC, and provide a simple consistent estimator of its asymptotic variance, allowing for a first-step nonparametric estimation of the marginal survivals. We establish the asymptotic distribution of the penalized pseudo-likelihood ratio statistic for comparing multiple semiparametric multivariate survival functions subject to copula misspecification and general censorship. An empirical application is provided.
Directory of Open Access Journals (Sweden)
Chulkov Vitaliy Olegovich
2012-12-01
Full Text Available This article deals with the infographic modeling of hierarchical management systems exposed to innovative conflicts. The authors analyze the facts that serve as conflict drivers in the construction management environment. The reasons for innovative conflicts include changes in hierarchical structures of management systems, adjustment of workers to new management conditions, changes in the ideology, etc. Conflicts under consideration may involve contradictions between requests placed by customers and the legislation, any risks that may originate from the above contradiction, conflicts arising from any failure to comply with any accepted standards of conduct, etc. One of the main objectives of the theory of hierarchical structures is to develop a model capable of projecting potential innovative conflicts. Models described in the paper reflect dynamic changes in patterns of external impacts within the conflict area. The simplest model element is a monad, or an indivisible set of characteristics of participants at the pre-set level. Interaction between two monads forms a diad. Modeling of situations that involve a different number of monads, diads, resources and impacts can improve methods used to control and manage hierarchical structures in the construction industry. However, in the absence of any mathematical models employed to simulate conflict-related events, processes and situations, any research into, projection and management of interpersonal and group-to-group conflicts are to be performed in the legal environment
Multivariable Linear Regression Model for Promotional Forecasting:The Coca Cola - Morrisons Case
Zheng, Yiwei/Y
2009-01-01
This paper describes a promotional forecasting model, built by linear regression module in Microsoft Excel. It intends to provide quick and reliable forecasts with a moderate credit and to assist the CPFR between the Coca Cola Enterprises (CCE) and the Morrisons. The model is derived from previous researches and literature review on CPFR, promotion, forecasting and modelling. It is designed as a multivariable linear regression model, which involves several promotional mix as variables includi...
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
DEFF Research Database (Denmark)
Halbleib, Roxana; Voev, Valeri
2011-01-01
This paper analyzes the forecast accuracy of the multivariate realized volatility model introduced by Chiriac and Voev (2010), subject to different degrees of model parametrization and economic evaluation criteria. Bymodelling the Cholesky factors of the covariancematrices, the model generates...... positive definite, but biased covariance forecasts. In this paper, we provide empirical evidence that parsimonious versions of the model generate the best covariance forecasts in the absence of bias correction. Moreover, we show by means of stochastic dominance tests that any risk averse investor...
HIERARCHICAL METHODOLOGY FOR MODELING HYDROGEN STORAGE SYSTEMS PART II: DETAILED MODELS
Energy Technology Data Exchange (ETDEWEB)
Hardy, B; Donald L. Anton, D
2008-12-22
There is significant interest in hydrogen storage systems that employ a media which either adsorbs, absorbs or reacts with hydrogen in a nearly reversible manner. In any media based storage system the rate of hydrogen uptake and the system capacity is governed by a number of complex, coupled physical processes. To design and evaluate such storage systems, a comprehensive methodology was developed, consisting of a hierarchical sequence of models that range from scoping calculations to numerical models that couple reaction kinetics with heat and mass transfer for both the hydrogen charging and discharging phases. The scoping models were presented in Part I [1] of this two part series of papers. This paper describes a detailed numerical model that integrates the phenomena occurring when hydrogen is charged and discharged. A specific application of the methodology is made to a system using NaAlH{sub 4} as the storage media.
Directory of Open Access Journals (Sweden)
Brodjol Sutijo Supri Ulama
2012-01-01
Full Text Available Problem statement: Household expenditure analysis was highly demanding for government in order to formulate its policy. Since household data was viewed as hierarchical structure with household nested in its regional residence which varies inter region, the contextual welfare analysis was needed. This study proposed to develop a hierarchical model for estimating household expenditure in an attempt to measure the effect of regional diversity by taking into account district characteristics and household attributes using a Bayesian approach. Approach: Due to the variation of household expenditure data which was captured by the three parameters of Log-Normal (LN3 distribution, the model was developed based on LN3 distribution. Data used in this study was household expenditure data in Central Java, Indonesia. Since, data were unbalanced and hierarchical models using a classical approach work well for balanced data, thus the estimation process was done by using Bayesian method with MCMC and Gibbs sampling. Results: The hierarchical Bayesian model based on LN3 distribution could be implemented to explain the variation of household expenditure using district characteristics and household attributes. Conclusion: The model shows that districts characteristics which include demographic and economic conditions of districts and the availability of public facilities which are strongly associated with a dimension of human development index, i.e., economic, education and health, do affect to household expenditure through its household attributes."
Application of hierarchical genetic models to Raven and WAIS subtests: a Dutch twin study.
Rijsdijk, Frühling V; Vernon, P A; Boomsma, Dorret I
2002-05-01
Hierarchical models of intelligence are highly informative and widely accepted. Application of these models to twin data, however, is sparse. This paper addresses the question of how a genetic hierarchical model fits the Wechsler Adult Intelligence Scale (WAIS) subtests and the Raven Standard Progressive test score, collected in 194 18-year-old Dutch twin pairs. We investigated whether first-order group factors possess genetic and environmental variance independent of the higher-order general factor and whether the hierarchical structure is significant for all sources of variance. A hierarchical model with the 3 Cohen group-factors (verbal comprehension, perceptual organisation and freedom-from-distractibility) and a higher-order g factor showed the best fit to the phenotypic data and to additive genetic influences (A), whereas the unique environmental source of variance (E) could be modeled by a single general factor and specifics. There was no evidence for common environmental influences. The covariation among the WAIS group factors and the covariation between the group factors and the Raven is predominantly influenced by a second-order genetic factor and strongly support the notion of a biological basis of g.
A Hierarchical Bayesian Model to Predict Self-Thinning Line for Chinese Fir in Southern China.
Directory of Open Access Journals (Sweden)
Xiongqing Zhang
Full Text Available Self-thinning is a dynamic equilibrium between forest growth and mortality at full site occupancy. Parameters of the self-thinning lines are often confounded by differences across various stand and site conditions. For overcoming the problem of hierarchical and repeated measures, we used hierarchical Bayesian method to estimate the self-thinning line. The results showed that the self-thinning line for Chinese fir (Cunninghamia lanceolata (Lamb.Hook. plantations was not sensitive to the initial planting density. The uncertainty of model predictions was mostly due to within-subject variability. The simulation precision of hierarchical Bayesian method was better than that of stochastic frontier function (SFF. Hierarchical Bayesian method provided a reasonable explanation of the impact of other variables (site quality, soil type, aspect, etc. on self-thinning line, which gave us the posterior distribution of parameters of self-thinning line. The research of self-thinning relationship could be benefit from the use of hierarchical Bayesian method.
The multivariate beta process and an extension of the Polya tree model.
Trippa, Lorenzo; Müller, Peter; Johnson, Wesley
2011-03-01
We introduce a novel stochastic process that we term the multivariate beta process. The process is defined for modelling-dependent random probabilities and has beta marginal distributions. We use this process to define a probability model for a family of unknown distributions indexed by covariates. The marginal model for each distribution is a Polya tree prior. An important feature of the proposed prior is the easy centring of the nonparametric model around any parametric regression model. We use the model to implement nonparametric inference for survival distributions. The nonparametric model that we introduce can be adopted to extend the support of prior distributions for parametric regression models.
Multivariate poisson-lognormal model for modeling related factors in crash frequency by severity
Directory of Open Access Journals (Sweden)
Mehdi Tazhibi
2013-01-01
Full Text Available Aims: Traditionally, roadway safety analyses have used univariate distributions to model crash data for each level of severity separately. This paper uses the multivariate Poisson lognormal (MVPLN models to estimate the expected crash frequency by two levels of severity and then compares those estimates with the univariate Poisson-lognormal (UVPLN and the univariate Poisson (UVP models. Materials and Methods: The parameters estimation is done by Bayesian method for crash data at two levels of severity at the intersection of Isfahan city for 6 months. Results: The results showed that there was over-dispersion issue in data. The UVP model is not able to overcome this problem while the MVPLN model can account for over-dispersion. Also, the estimates of the extra Poisson variation parameters in the MVPLN model were smaller than the UVPLN model that causes improvement in the precision of the MNPLN model. Hence, the MVPLN model is better fitted to the data set. Also, results showed effect of the total Average annual daily traffic (AADT on the property damage only crash was significant in the all of models but effect of the total left turn AADT on the injuries and fatalities crash was significant just in the UVP model. Hence, holding all other factors fixed more property damage only crashes were expected on more the total AADT. For example, under MVPLN model an increase of 1000 vehicles in (average the total AADT was predicted to result in 31% more property damage only crash. Conclusion: Hence, reduction of total AADT was predicted to be highly cost-effective, in terms of the crash cost reductions over the long run.
Meta-Analysis in Higher Education: An Illustrative Example Using Hierarchical Linear Modeling
Denson, Nida; Seltzer, Michael H.
2011-01-01
The purpose of this article is to provide higher education researchers with an illustrative example of meta-analysis utilizing hierarchical linear modeling (HLM). This article demonstrates the step-by-step process of meta-analysis using a recently-published study examining the effects of curricular and co-curricular diversity activities on racial…
An accessible method for implementing hierarchical models with spatio-temporal abundance data
Ross, Beth E.; Hooten, Melvin B.; Koons, David N.
2012-01-01
A common goal in ecology and wildlife management is to determine the causes of variation in population dynamics over long periods of time and across large spatial scales. Many assumptions must nevertheless be overcome to make appropriate inference about spatio-temporal variation in population dynamics, such as autocorrelation among data points, excess zeros, and observation error in count data. To address these issues, many scientists and statisticians have recommended the use of Bayesian hierarchical models. Unfortunately, hierarchical statistical models remain somewhat difficult to use because of the necessary quantitative background needed to implement them, or because of the computational demands of using Markov Chain Monte Carlo algorithms to estimate parameters. Fortunately, new tools have recently been developed that make it more feasible for wildlife biologists to fit sophisticated hierarchical Bayesian models (i.e., Integrated Nested Laplace Approximation, ‘INLA’). We present a case study using two important game species in North America, the lesser and greater scaup, to demonstrate how INLA can be used to estimate the parameters in a hierarchical model that decouples observation error from process variation, and accounts for unknown sources of excess zeros as well as spatial and temporal dependence in the data. Ultimately, our goal was to make unbiased inference about spatial variation in population trends over time.
The Hierarchical Factor Model of ADHD: Invariant across Age and National Groupings?
Toplak, Maggie E.; Sorge, Geoff B.; Flora, David B.; Chen, Wai; Banaschewski, Tobias; Buitelaar, Jan; Ebstein, Richard; Eisenberg, Jacques; Franke, Barbara; Gill, Michael; Miranda, Ana; Oades, Robert D.; Roeyers, Herbert; Rothenberger, Aribert; Sergeant, Joseph; Sonuga-Barke, Edmund; Steinhausen, Hans-Christoph; Thompson, Margaret; Tannock, Rosemary; Asherson, Philip; Faraone, Stephen V.
2012-01-01
Objective: To examine the factor structure of attention-deficit/hyperactivity disorder (ADHD) in a clinical sample of 1,373 children and adolescents with ADHD and their 1,772 unselected siblings recruited from different countries across a large age range. Hierarchical and correlated factor analytic models were compared separately in the ADHD and…
Raykov, Tenko
2011-01-01
Interval estimation of intraclass correlation coefficients in hierarchical designs is discussed within a latent variable modeling framework. A method accomplishing this aim is outlined, which is applicable in two-level studies where participants (or generally lower-order units) are clustered within higher-order units. The procedure can also be…
Putwain, Dave; Deveney, Carolyn
2009-01-01
The aim of this study was to examine an expanded integrative hierarchical model of test emotions and achievement goal orientations in predicting the examination performance of undergraduate students. Achievement goals were theorised as mediating the relationship between test emotions and performance. 120 undergraduate students completed…
2010-01-01
can also refer to hierarchical parameterization transcending any scale, such as mesoscopic to continuum levels. Such a multiscale modeling paradigm ...particularly suited for systems defined by long-chain polymers with relatively short persistence lengths, or systems that are entropically driven...mechanics. Thus, we introduce a universal framework through a finer-trains-coarser multiscale paradigm , which effectively defines coarse- grain
Michou, Aikaterini; Vansteenkiste, Maarten; Mouratidis, Athanasios; Lens, Willy
2014-01-01
Background: The hierarchical model of achievement motivation presumes that achievement goals channel the achievement motives of need for achievement and fear of failure towards motivational outcomes. Yet, less is known whether autonomous and controlling reasons underlying the pursuit of achievement goals can serve as additional pathways between…
Lam, Terence Yuk Ping; Lau, Kwok Chi
2014-01-01
This study uses hierarchical linear modeling to examine the influence of a range of factors on the science performances of Hong Kong students in PISA 2006. Hong Kong has been consistently ranked highly in international science assessments, such as Programme for International Student Assessment and Trends in International Mathematics and Science…
Meta-Analysis in Higher Education: An Illustrative Example Using Hierarchical Linear Modeling
Denson, Nida; Seltzer, Michael H.
2011-01-01
The purpose of this article is to provide higher education researchers with an illustrative example of meta-analysis utilizing hierarchical linear modeling (HLM). This article demonstrates the step-by-step process of meta-analysis using a recently-published study examining the effects of curricular and co-curricular diversity activities on racial…
Rocconi, Louis M.
2013-01-01
This study examined the differing conclusions one may come to depending upon the type of analysis chosen, hierarchical linear modeling or ordinary least squares (OLS) regression. To illustrate this point, this study examined the influences of seniors' self-reported critical thinking abilities three ways: (1) an OLS regression with the student…
Rademaker, A.R.; Minnen, A. van; Ebberink, F.; Zuiden, M. van; Geuze, E.
2012-01-01
Background: As of yet, no collective agreement has been reached regarding the precise factor structure of posttraumatic stress disorder (PTSD). Several alternative factor-models have been proposed in the last decades. Objective: The current study examined the fit of a hierarchical adaptation of the
Hierarchical linear modeling of longitudinal pedigree data for genetic association analysis
DEFF Research Database (Denmark)
Tan, Qihua; B Hjelmborg, Jacob V; Thomassen, Mads;
2014-01-01
on the mean level of a phenotype, they are not sufficiently straightforward to handle the kinship correlation on the time-dependent trajectories of a phenotype. We introduce a 2-level hierarchical linear model to separately assess the genetic associations with the mean level and the rate of change...
A developmental model of hierarchical stage structure in objective moral judgements
J. Boom; P.C.M. Molenaar
1989-01-01
A hierarchical structural model of moral judgment is proposed in which an S is characterized as occupying a particular moral stage. During development, the S's characteristic stage progresses along a latent, ordered dimension in an age-dependent way. Evaluation of prototypic statements representativ
Shen, Yanna; Cooper, Gregory F
2012-09-01
This paper investigates Bayesian modeling of known and unknown causes of events in the context of disease-outbreak detection. We introduce a multivariate Bayesian approach that models multiple evidential features of every person in the population. This approach models and detects (1) known diseases (e.g., influenza and anthrax) by using informative prior probabilities and (2) unknown diseases (e.g., a new, highly contagious respiratory virus that has never been seen before) by using relatively non-informative prior probabilities. We report the results of simulation experiments which support that this modeling method can improve the detection of new disease outbreaks in a population. A contribution of this paper is that it introduces a multivariate Bayesian approach for jointly modeling both known and unknown causes of events. Such modeling has general applicability in domains where the space of known causes is incomplete.
Schermelleh-Engel, Karin; Keith, Nina; Moosbrugger, Helfried; Hodapp, Volker
2004-01-01
An extension of latent state-trait (LST) theory to hierarchical LST models is presented. In hierarchical LST models, the covariances between 2 or more latent traits are explained by a general 3rd-order factor, and the covariances between latent state residuals pertaining to different traits measured on the same measurement occasion are explained…
Analyzing Multiple Multivariate Time Series Data Using Multilevel Dynamic Factor Models.
Song, Hairong; Zhang, Zhiyong
2014-01-01
Multivariate time series data offer researchers opportunities to study dynamics of various systems in social and behavioral sciences. Dynamic factor model (DFM), as an idiographic approach for studying intraindividual variability and dynamics, has typically been applied to time series data obtained from a single unit. When multivariate time series data are collected from multiple units, how to synchronize dynamical information becomes a silent issue. To address this issue, the current study presented a multilevel dynamic factor model (MDFM) that analyzes multiple multivariate time series in multilevel SEM frameworks. MDFM not only disentangles within- and between-person variability but also models dynamics of the intraindividual processes. To illustrate the uses of MDFMs, we applied lag0, lag1, and lag2 MDFMs to empirical data on affect collected from 205 dating couples who had at least 50 consecutive days of observations. We also considered a model extension where the dynamical coefficients were allowed to be randomly varying in the population. The empirical analysis yielded interesting findings regarding affect regulation and coregulation within couples, demonstrating promising uses of MDFMs in analyzing multiple multivariate time series. In the end, we discussed a number of methodological issues in the applications of MDFMs and pointed out possible directions for future research.
Molenaar, P.C.M.
1987-01-01
Outlines a frequency domain analysis of the dynamic factor model and proposes a solution to the problem of constructing a causal filter of lagged factor loadings. The method is illustrated with applications to simulated and real multivariate time series. The latter applications involve topographic a
DMU - A Package for Analyzing Multivariate Mixed Models in quantitative Genetics and Genomics
DEFF Research Database (Denmark)
Madsen, Per; Jensen, Just; Labouriau, Rodrigo;
The DMU-package for Analyzing Multivariate Mixed Models has been developed over a period of more than 25 years. This paper gives an overview of new features and the recent developments around the DMU-package, including: Genomic prediction (SNP-BLUP, G-BLUP and “One-Step”), Genome-wide association...
Directory of Open Access Journals (Sweden)
Liu Gang
2009-01-01
Full Text Available By using the methods of linear algebra and matrix inequality theory, we obtain the characterization of admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set. In the classes of homogeneous and general linear estimators, the necessary and suffcient conditions that the estimators of regression coeffcient function are admissible are established.
First principles dynamic modeling and multivariable control of a cryogenic distillation process
Roffel, B.; Betlem, B.H.L.; Ruijter, J.A.
2000-01-01
In order to investigate the feasibility of constrained multivariable control of a heat-integrated cryogenic distillation process, a rigorous first principles dynamic model was developed and tested against a limited number of experiments. It was found that the process variables showed a large amount
Modeling of turbulent supersonic H2-air combustion with a multivariate beta PDF
Baurle, R. A.; Hassan, H. A.
1993-01-01
Recent calculations of turbulent supersonic reacting shear flows using an assumed multivariate beta PDF (probability density function) resulted in reduced production rates and a delay in the onset of combustion. This result is not consistent with available measurements. The present research explores two possible reasons for this behavior: use of PDF's that do not yield Favre averaged quantities, and the gradient diffusion assumption. A new multivariate beta PDF involving species densities is introduced which makes it possible to compute Favre averaged mass fractions. However, using this PDF did not improve comparisons with experiment. A countergradient diffusion model is then introduced. Preliminary calculations suggest this to be the cause of the discrepancy.
Multivariate Radiological-Based Models for the Prediction of Future Knee Pain: Data from the OAI
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Jorge I. Galván-Tejada
2015-01-01
Full Text Available In this work, the potential of X-ray based multivariate prognostic models to predict the onset of chronic knee pain is presented. Using X-rays quantitative image assessments of joint-space-width (JSW and paired semiquantitative central X-ray scores from the Osteoarthritis Initiative (OAI, a case-control study is presented. The pain assessments of the right knee at the baseline and the 60-month visits were used to screen for case/control subjects. Scores were analyzed at the time of pain incidence (T-0, the year prior incidence (T-1, and two years before pain incidence (T-2. Multivariate models were created by a cross validated elastic-net regularized generalized linear models feature selection tool. Univariate differences between cases and controls were reported by AUC, C-statistics, and ODDs ratios. Univariate analysis indicated that the medial osteophytes were significantly more prevalent in cases than controls: C-stat 0.62, 0.62, and 0.61, at T-0, T-1, and T-2, respectively. The multivariate JSW models significantly predicted pain: AUC = 0.695, 0.623, and 0.620, at T-0, T-1, and T-2, respectively. Semiquantitative multivariate models predicted paint with C-stat = 0.671, 0.648, and 0.645 at T-0, T-1, and T-2, respectively. Multivariate models derived from plain X-ray radiography assessments may be used to predict subjects that are at risk of developing knee pain.
Probabilistic, Multivariable Flood Loss Modeling on the Mesoscale with BT-FLEMO.
Kreibich, Heidi; Botto, Anna; Merz, Bruno; Schröter, Kai
2017-04-01
Flood loss modeling is an important component for risk analyses and decision support in flood risk management. Commonly, flood loss models describe complex damaging processes by simple, deterministic approaches like depth-damage functions and are associated with large uncertainty. To improve flood loss estimation and to provide quantitative information about the uncertainty associated with loss modeling, a probabilistic, multivariable Bagging decision Tree Flood Loss Estimation MOdel (BT-FLEMO) for residential buildings was developed. The application of BT-FLEMO provides a probability distribution of estimated losses to residential buildings per municipality. BT-FLEMO was applied and validated at the mesoscale in 19 municipalities that were affected during the 2002 flood by the River Mulde in Saxony, Germany. Validation was undertaken on the one hand via a comparison with six deterministic loss models, including both depth-damage functions and multivariable models. On the other hand, the results were compared with official loss data. BT-FLEMO outperforms deterministic, univariable, and multivariable models with regard to model accuracy, although the prediction uncertainty remains high. An important advantage of BT-FLEMO is the quantification of prediction uncertainty. The probability distribution of loss estimates by BT-FLEMO well represents the variation range of loss estimates of the other models in the case study. © 2016 Society for Risk Analysis.
An Exactly Soluble Hierarchical Clustering Model Inverse Cascades, Self-Similarity, and Scaling
Gabrielov, A; Turcotte, D L
1999-01-01
We show how clustering as a general hierarchical dynamical process proceeds via a sequence of inverse cascades to produce self-similar scaling, as an intermediate asymptotic, which then truncates at the largest spatial scales. We show how this model can provide a general explanation for the behavior of several models that has been described as ``self-organized critical,'' including forest-fire, sandpile, and slider-block models.
Lee Chun Chang; Hui-Yu Lin
2012-01-01
Housing data are of a nested nature as houses are nested in a village, a town, or a county. This study thus applies HLM (hierarchical linear modelling) in an empirical study by adding neighborhood characteristic variables into the model for consideration. Using the housing data of 31 neighborhoods in the Taipei area as analysis samples and three HLM sub-models, this study discusses the impact of neighborhood characteristics on house prices. The empirical results indicate that the impact of va...
A first-order dynamical model of hierarchical triple stars and its application
Xu, Xingbo; Fu, Yanning
2015-01-01
For most hierarchical triple stars, the classical double two-body model of zeroth-order cannot describe the motions of the components under the current observational accuracy. In this paper, Marchal's first-order analytical solution is implemented and a more efficient simplified version is applied to real triple stars. The results show that, for most triple stars, the proposed first-order model is preferable to the zeroth-order model either in fitting observational data or in predicting component positions.
Hierarchical Web Page Classification Based on a Topic Model and Neighboring Pages Integration
Sriurai, Wongkot; Meesad, Phayung; Haruechaiyasak, Choochart
2010-01-01
Most Web page classification models typically apply the bag of words (BOW) model to represent the feature space. The original BOW representation, however, is unable to recognize semantic relationships between terms. One possible solution is to apply the topic model approach based on the Latent Dirichlet Allocation algorithm to cluster the term features into a set of latent topics. Terms assigned into the same topic are semantically related. In this paper, we propose a novel hierarchical class...
Hierarchical multi-scale modeling of texture induced plastic anisotropy in sheet forming
Gawad, J.; van Bael, Albert; Eyckens, P.; Samaey, G.; Van Houtte, P.; Roose, D.
2013-01-01
In this paper we present a Hierarchical Multi-Scale (HMS) model of coupled evolutions of crystallographic texture and plastic anisotropy in plastic forming of polycrystalline metallic alloys. The model exploits the Finite Element formulation to describe the macroscopic deformation of the material. Anisotropy of the plastic properties is derived from a physics-based polycrystalline plasticity micro-scale model by means of virtual experiments. The homogenized micro-scale stress response given b...
Directory of Open Access Journals (Sweden)
J. P. Werner
2015-03-01
Full Text Available Reconstructions of the late-Holocene climate rely heavily upon proxies that are assumed to be accurately dated by layer counting, such as measurements of tree rings, ice cores, and varved lake sediments. Considerable advances could be achieved if time-uncertain proxies were able to be included within these multiproxy reconstructions, and if time uncertainties were recognized and correctly modeled for proxies commonly treated as free of age model errors. Current approaches for accounting for time uncertainty are generally limited to repeating the reconstruction using each one of an ensemble of age models, thereby inflating the final estimated uncertainty – in effect, each possible age model is given equal weighting. Uncertainties can be reduced by exploiting the inferred space–time covariance structure of the climate to re-weight the possible age models. Here, we demonstrate how Bayesian hierarchical climate reconstruction models can be augmented to account for time-uncertain proxies. Critically, although a priori all age models are given equal probability of being correct, the probabilities associated with the age models are formally updated within the Bayesian framework, thereby reducing uncertainties. Numerical experiments show that updating the age model probabilities decreases uncertainty in the resulting reconstructions, as compared with the current de facto standard of sampling over all age models, provided there is sufficient information from other data sources in the spatial region of the time-uncertain proxy. This approach can readily be generalized to non-layer-counted proxies, such as those derived from marine sediments.
Directory of Open Access Journals (Sweden)
J. P. Werner
2014-12-01
Full Text Available Reconstructions of late-Holocene climate rely heavily upon proxies that are assumed to be accurately dated by layer counting, such as measurement on tree rings, ice cores, and varved lake sediments. Considerable advances may be achievable if time uncertain proxies could be included within these multiproxy reconstructions, and if time uncertainties were recognized and correctly modeled for proxies commonly treated as free of age model errors. Current approaches to accounting for time uncertainty are generally limited to repeating the reconstruction using each of an ensemble of age models, thereby inflating the final estimated uncertainty – in effect, each possible age model is given equal weighting. Uncertainties can be reduced by exploiting the inferred space–time covariance structure of the climate to re-weight the possible age models. Here we demonstrate how Bayesian Hierarchical climate reconstruction models can be augmented to account for time uncertain proxies. Critically, while a priori all age models are given equal probability of being correct, the probabilities associated with the age models are formally updated within the Bayesian framework, thereby reducing uncertainties. Numerical experiments show that updating the age-model probabilities decreases uncertainty in the climate reconstruction, as compared with the current de-facto standard of sampling over all age models, provided there is sufficient information from other data sources in the region of the time-uncertain proxy. This approach can readily be generalized to non-layer counted proxies, such as those derived from marine sediments.
A Hierarchical Latent Stochastic Differential Equation Model for Affective Dynamics
Oravecz, Zita; Tuerlinckx, Francis; Vandekerckhove, Joachim
2011-01-01
In this article a continuous-time stochastic model (the Ornstein-Uhlenbeck process) is presented to model the perpetually altering states of the core affect, which is a 2-dimensional concept underlying all our affective experiences. The process model that we propose can account for the temporal changes in core affect on the latent level. The key…
Multivariable Model for Time to First Treatment in Patients With Chronic Lymphocytic Leukemia
Wierda, William G.; O'Brien, Susan; Wang, Xuemei; Faderl, Stefan; Ferrajoli, Alessandra; Do, Kim-Anh; Garcia-Manero, Guillermo; Cortes, Jorge; Thomas, Deborah; Koller, Charles A.; Burger, Jan A.; Lerner, Susan; Schlette, Ellen; Abruzzo, Lynne; Kantarjian, Hagop M.; Keating, Michael J.
2011-01-01
Purpose The clinical course for patients with chronic lymphocytic leukemia (CLL) is diverse; some patients have indolent disease, never needing treatment, whereas others have aggressive disease requiring early treatment. We continue to use criteria for active disease to initiate therapy. Multivariable analysis was performed to identify prognostic factors independently associated with time to first treatment for patients with CLL. Patients and Methods Traditional laboratory, clinical prognostic, and newer prognostic factors such as fluorescent in situ hybridization (FISH), IGHV mutation status, and ZAP-70 expression evaluated at first patient visit to MD Anderson Cancer Center were correlated by multivariable analysis with time to first treatment. This multivariable model was used to develop a nomogram—a weighted tool to calculate 2- and 4-year probability of treatment and estimate median time to first treatment. Results There were 930 previously untreated patients who had traditional and new prognostic factors evaluated; they did not have active CLL requiring initiation of treatment within 3 months of first visit and were observed for time to first treatment. The following were independently associated with shorter time to first treatment: three involved lymph node sites, increased size of cervical lymph nodes, presence of 17p deletion or 11q deletion by FISH, increased serum lactate dehydrogenase, and unmutated IGHV mutation status. Conclusion We developed a multivariable model that incorporates traditional and newer prognostic factors to identify patients at high risk for progression to treatment. This model may be useful to identify patients for early interventional trials. PMID:21969505
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Abdul Wahid
2016-02-01
Full Text Available Distillation columns are widely used in chemical industry as unit operation and required advance process control because it has multi input multi output (MIMO or multi-variable system, which is hard to be controlled. Model predictive control (MPC is one of alternative controller developed for MIMO system due to loops interaction to be controlled. This study aimed to obtain dynamic model of process control on a distillation column using MPC, and to get the optimum performance of MPC controller. Process control in distillation columns performed by simulating the dynamic models of distillation columns by UNISIM R390.1 software. The optimization process was carried out by tuning the MPC controller parameters such as sampling time (Ts = 1 – 240 s, prediction horizon (P = 1-400, and the control horizon (M=1-400. The comparison between the performance of MPC and PI controller is presented and Integral Absolut Error (IAE was used as comparison parameter. The results indicate that the performance of MPC was better than PI controller for set point change 0.95 to 0.94 on distillate product composition using a modified model 1 with IAE 0.0584 for MPC controller and 0.0782 for PI controller.
Coelho, Antonio Augusto Rodrigues
2016-01-01
This paper introduces the Fuzzy Logic Hypercube Interpolator (FLHI) and demonstrates applications in control of multiple-input single-output (MISO) and multiple-input multiple-output (MIMO) processes with Hammerstein nonlinearities. FLHI consists of a Takagi-Sugeno fuzzy inference system where membership functions act as kernel functions of an interpolator. Conjunction of membership functions in an unitary hypercube space enables multivariable interpolation of N-dimensions. Membership functions act as interpolation kernels, such that choice of membership functions determines interpolation characteristics, allowing FLHI to behave as a nearest-neighbor, linear, cubic, spline or Lanczos interpolator, to name a few. The proposed interpolator is presented as a solution to the modeling problem of static nonlinearities since it is capable of modeling both a function and its inverse function. Three study cases from literature are presented, a single-input single-output (SISO) system, a MISO and a MIMO system. Good results are obtained regarding performance metrics such as set-point tracking, control variation and robustness. Results demonstrate applicability of the proposed method in modeling Hammerstein nonlinearities and their inverse functions for implementation of an output compensator with Model Based Predictive Control (MBPC), in particular Dynamic Matrix Control (DMC). PMID:27657723
Xu, Lei; Johnson, Timothy D.; Nichols, Thomas E.; Nee, Derek E.
2010-01-01
Summary The aim of this work is to develop a spatial model for multi-subject fMRI data. There has been extensive work on univariate modeling of each voxel for single and multi-subject data, some work on spatial modeling of single-subject data, and some recent work on spatial modeling of multi-subject data. However, there has been no work on spatial models that explicitly account for inter-subject variability in activation locations. In this work, we use the idea of activation centers and model the inter-subject variability in activation locations directly. Our model is specified in a Bayesian hierarchical frame work which allows us to draw inferences at all levels: the population level, the individual level and the voxel level. We use Gaussian mixtures for the probability that an individual has a particular activation. This helps answer an important question which is not addressed by any of the previous methods: What proportion of subjects had a significant activity in a given region. Our approach incorporates the unknown number of mixture components into the model as a parameter whose posterior distribution is estimated by reversible jump Markov Chain Monte Carlo. We demonstrate our method with a fMRI study of resolving proactive interference and show dramatically better precision of localization with our method relative to the standard mass-univariate method. Although we are motivated by fMRI data, this model could easily be modified to handle other types of imaging data. PMID:19210732
Dettmer, Jan; Dosso, Stan E
2012-10-01
This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.
A multivariate linear regression model for the Jordanian industrial electric energy consumption
Energy Technology Data Exchange (ETDEWEB)
Al-Ghandoor, A.; Nahleh, Y.A.; Sandouqa, Y.; Al-Salaymeh, M. [Hashemite Univ., Zarqa (Jordan). Dept. of Industrial Engineering
2007-08-09
The amount of electricity used by the industrial sector in Jordan is an important driver for determining the future energy needs of the country. This paper proposed a model to simulate electricity and energy consumption by industry. The general model approach was based on multivariate regression analysis to provide valuable information regarding energy demands and analysis, and to identify the various factors that influence Jordanian industrial electricity consumption. It was determined that industrial gross output and capacity utilization are the most important variables that drive electricity consumption. The results revealed that the multivariate linear regression model can be used to adequately model the Jordanian industrial electricity consumption with coefficient of determination (R2) and adjusted R2 values of 99.3 and 99.2 per cent, respectively. 19 refs., 4 tabs., 2 figs.
Fraldi, M.; Perrella, G.; Ciervo, M.; Bosia, F.; Pugno, N. M.
2017-09-01
Very recently, a Weibull-based probabilistic strategy has been successfully applied to bundles of wires to determine their overall stress-strain behaviour, also capturing previously unpredicted nonlinear and post-elastic features of hierarchical strands. This approach is based on the so-called ;Equal Load Sharing (ELS); hypothesis by virtue of which, when a wire breaks, the load acting on the strand is homogeneously redistributed among the surviving wires. Despite the overall effectiveness of the method, some discrepancies between theoretical predictions and in silico Finite Element-based simulations or experimental findings might arise when more complex structures are analysed, e.g. helically arranged bundles. To overcome these limitations, an enhanced hybrid approach is proposed in which the probability of rupture is combined with a deterministic mechanical model of a strand constituted by helically-arranged and hierarchically-organized wires. The analytical model is validated comparing its predictions with both Finite Element simulations and experimental tests. The results show that generalized stress-strain responses - incorporating tension/torsion coupling - are naturally found and, once one or more elements break, the competition between geometry and mechanics of the strand microstructure, i.e. the different cross sections and helical angles of the wires in the different hierarchical levels of the strand, determines the no longer homogeneous stress redistribution among the surviving wires whose fate is hence governed by a ;Hierarchical Load Sharing; criterion.
Multivariate Calibration Models for Sorghum Composition using Near-Infrared Spectroscopy
Energy Technology Data Exchange (ETDEWEB)
Wolfrum, E.; Payne, C.; Stefaniak, T.; Rooney, W.; Dighe, N.; Bean, B.; Dahlberg, J.
2013-03-01
NREL developed calibration models based on near-infrared (NIR) spectroscopy coupled with multivariate statistics to predict compositional properties relevant to cellulosic biofuels production for a variety of sorghum cultivars. A robust calibration population was developed in an iterative fashion. The quality of models developed using the same sample geometry on two different types of NIR spectrometers and two different sample geometries on the same spectrometer did not vary greatly.
The Evolution of Galaxy Clustering in Hierarchical Models
1999-01-01
The main ingredients of recent semi-analytic models of galaxy formation are summarised. We present predictions for the galaxy clustering properties of a well specified LCDM model whose parameters are constrained by observed local galaxy properties. We present preliminary predictions for evolution of clustering that can be probed with deep pencil beam surveys.
A Hierarchical Multiobjective Routing Model for MPLS Networks with Two Service Classes
Craveirinha, José; Girão-Silva, Rita; Clímaco, João; Martins, Lúcia
This work presents a model for multiobjective routing in MPLS networks formulated within a hierarchical network-wide optimization framework, with two classes of services, namely QoS and Best Effort (BE) services. The routing model uses alternative routing and hierarchical optimization with two optimization levels, including fairness objectives. Another feature of the model is the use of an approximate stochastic representation of the traffic flows in the network, based on the concept of effective bandwidth. The theoretical foundations of a heuristic strategy for finding “good” compromise solutions to the very complex bi-level routing optimization problem, based on a conjecture concerning the definition of marginal implied costs for QoS flows and BE flows, will be described. The main features of a first version of this heuristic based on a bi-objective shortest path model and some preliminary results for a benchmark network will also be revealed.
Leung, K M; Elashoff, R M; Rees, K S; Hasan, M M; Legorreta, A P
1998-03-01
The purpose of this study was to identify factors related to pregnancy and childbirth that might be predictive of a patient's length of stay after delivery and to model variations in length of stay. California hospital discharge data on maternity patients (n = 499,912) were analyzed. Hierarchical linear modeling was used to adjust for patient case mix and hospital characteristics and to account for the dependence of outcome variables within hospitals. Substantial variation in length of stay among patients was observed. The variation was mainly attributed to delivery type (vaginal or cesarean section), the patient's clinical risk factors, and severity of complications (if any). Furthermore, hospitals differed significantly in maternity lengths of stay even after adjustment for patient case mix. Developing risk-adjusted models for length of stay is a complex process but is essential for understanding variation. The hierarchical linear model approach described here represents a more efficient and appropriate way of studying interhospital variations than the traditional regression approach.
Directory of Open Access Journals (Sweden)
Nasim Nickbakhsh
2017-03-01
Full Text Available The distributed system of Grid subscribes the non-homogenous sources at a vast level in a dynamic manner. The resource discovery manner is very influential on the efficiency and of quality the system functionality. The “Bitmap” model is based on the hierarchical and conscious search model that allows for less traffic and low number of messages in relation to other methods in this respect. This proposed method is based on the hierarchical and conscious search model that enhances the Bitmap method with the objective to reduce traffic, reduce the load of resource management processing, reduce the number of emerged messages due to resource discovery and increase the resource according speed. The proposed method and the Bitmap method are simulated through Arena tool. This proposed model is abbreviated as RNTL.
DEFF Research Database (Denmark)
Thomadsen, Tommy
2005-01-01
of different types of hierarchical networks. This is supplemented by a review of ring network design problems and a presentation of a model allowing for modeling most hierarchical networks. We use methods based on linear programming to design the hierarchical networks. Thus, a brief introduction to the various....... The thesis investigates models for hierarchical network design and methods used to design such networks. In addition, ring network design is considered, since ring networks commonly appear in the design of hierarchical networks. The thesis introduces hierarchical networks, including a classification scheme...... linear programming based methods is included. The thesis is thus suitable as a foundation for study of design of hierarchical networks. The major contribution of the thesis consists of seven papers which are included in the appendix. The papers address hierarchical network design and/or ring network...
Bayesian Hierarchical Random Intercept Model Based on Three Parameter Gamma Distribution
Wirawati, Ika; Iriawan, Nur; Irhamah
2017-06-01
Hierarchical data structures are common throughout many areas of research. Beforehand, the existence of this type of data was less noticed in the analysis. The appropriate statistical analysis to handle this type of data is the hierarchical linear model (HLM). This article will focus only on random intercept model (RIM), as a subclass of HLM. This model assumes that the intercept of models in the lowest level are varied among those models, and their slopes are fixed. The differences of intercepts were suspected affected by some variables in the upper level. These intercepts, therefore, are regressed against those upper level variables as predictors. The purpose of this paper would demonstrate a proven work of the proposed two level RIM of the modeling on per capita household expenditure in Maluku Utara, which has five characteristics in the first level and three characteristics of districts/cities in the second level. The per capita household expenditure data in the first level were captured by the three parameters Gamma distribution. The model, therefore, would be more complex due to interaction of many parameters for representing the hierarchical structure and distribution pattern of the data. To simplify the estimation processes of parameters, the computational Bayesian method couple with Markov Chain Monte Carlo (MCMC) algorithm and its Gibbs Sampling are employed.
Improvement of a Robotic Manipulator Model Based on Multivariate Residual Modeling
Directory of Open Access Journals (Sweden)
Serge Gale
2017-07-01
Full Text Available A new method is presented for extending a dynamic model of a six degrees of freedom robotic manipulator. A non-linear multivariate calibration of input–output training data from several typical motion trajectories is carried out with the aim of predicting the model systematic output error at time (t + 1 from known input reference up till and including time (t. A new partial least squares regression (PLSR based method, nominal PLSR with interactions was developed and used to handle, unmodelled non-linearities. The performance of the new method is compared with least squares (LS. Different cross-validation schemes were compared in order to assess the sampling of the state space based on conventional trajectories. The method developed in the paper can be used as fault monitoring mechanism and early warning system for sensor failure. The results show that the suggested methods improves trajectory tracking performance of the robotic manipulator by extending the initial dynamic model of the manipulator.
Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors
DEFF Research Database (Denmark)
Halbleib, Roxana; Voev, Valeri
2011-01-01
This paper analyzes the forecast accuracy of the multivariate realized volatility model introduced by Chiriac and Voev (2010), subject to different degrees of model parametrization and economic evaluation criteria. Bymodelling the Cholesky factors of the covariancematrices, the model generates...... positive definite, but biased covariance forecasts. In this paper, we provide empirical evidence that parsimonious versions of the model generate the best covariance forecasts in the absence of bias correction. Moreover, we show by means of stochastic dominance tests that any risk averse investor......, regardless of the type of utility function or return distribution, would be better-off from using this model than from using some standard approaches....
An empirical approach to update multivariate regression models intended for routine industrial use
Energy Technology Data Exchange (ETDEWEB)
Garcia-Mencia, M.V.; Andrade, J.M.; Lopez-Mahia, P.; Prada, D. [University of La Coruna, La Coruna (Spain). Dept. of Analytical Chemistry
2000-11-01
Many problems currently tackled by analysts are highly complex and, accordingly, multivariate regression models need to be developed. Two intertwined topics are important when such models are to be applied within the industrial routines: (1) Did the model account for the 'natural' variance of the production samples? (2) Is the model stable on time? This paper focuses on the second topic and it presents an empirical approach where predictive models developed by using Mid-FTIR and PLS and PCR hold its utility during about nine months when used to predict the octane number of platforming naphthas in a petrochemical refinery. 41 refs., 10 figs., 1 tab.
The high redshift galaxy population in hierarchical galaxy formation models
Kitzbichler, M G; Kitzbichler, Manfred G.; White, Simon D. M.
2006-01-01
We compare observations of the high redshift galaxy population to the predictions of the galaxy formation model of Croton et al. (2006). This model, implemented on the Millennium Simulation of the concordance LCDM cosmogony, introduces "radio mode" feedback from the central galaxies of groups and clusters in order to obtain quantitative agreement with the luminosity, colour, morphology and clustering properties of the low redshift galaxy population. Here we compare the predictions of this same model to the observed counts and redshift distributions of faint galaxies, as well as to their inferred luminosity and mass functions out to redshift 5. With the exception of the mass functions, all these properties are sensitive to modelling of dust obscuration. A simple but plausible treatment gives moderately good agreement with most of the data, although the predicted abundance of relatively massive (~M*) galaxies appears systematically high at high redshift, suggesting that such galaxies assemble earlier in this mo...
Sparse Event Modeling with Hierarchical Bayesian Kernel Methods
2016-01-05
the kernel function which depends on the application and the model user. This research uses the most popular kernel function, the radial basis...an important role in the nation’s economy. Unfortunately, the system’s reliability is declining due to the aging components of the network [Grier...kernel function. Gaussian Bayesian kernel models became very popular recently and were extended and applied to a number of classification problems. An
POWERLIB: SAS/IML Software for Computing Power in Multivariate Linear Models
Directory of Open Access Journals (Sweden)
Jacqueline L. Johnson
2009-04-01
Full Text Available The POWERLIB SAS/IML software provides convenient power calculations for a widerange of multivariate linear models with Gaussian errors. The software includes the Box,Geisser-Greenhouse, Huynh-Feldt, and uncorrected tests in the univariate" approach torepeated measures (UNIREP, the Hotelling Lawley Trace, Pillai-Bartlett Trace, andWilks Lambda tests in multivariate" approach (MULTIREP, as well as a limited butuseful range of mixed models. The familiar univariate linear model with Gaussian errorsis an important special case. For estimated covariance, the software provides condencelimits for the resulting estimated power. All power and condence limits values canbe output to a SAS dataset, which can be used to easily produce plots and tables formanuscripts.
Joint multivariate statistical model and its applications to the synthetic earthquake prediction
Institute of Scientific and Technical Information of China (English)
韩天锡; 蒋淳; 魏雪丽; 韩梅; 冯德益
2004-01-01
Considering the problems that should be solved in the synthetic earthquake prediction at present, a new model is proposed in the paper. It is called joint multivariate statistical model combined by principal component analysis with discriminatory analysis. Principal component analysis and discriminatory analysis are very important theories in multivariate statistical analysis that has developed quickly in the late thirty years. By means of maximization information method, we choose several earthquake prediction factors whose cumulative proportions of total sample variances are beyond 90% from numerous earthquake prediction factors. The paper applies regression analysis and Mahalanobis discrimination to extrapolating synthetic prediction. Furthermore, we use this model to characterize and predict earthquakes in North China (30°～42°N, 108°～125°E) and better prediction results are obtained.
Building hierarchical models of avian distributions for the State of Georgia
Howell, J.E.; Peterson, J.T.; Conroy, M.J.
2008-01-01
To predict the distributions of breeding birds in the state of Georgia, USA, we built hierarchical models consisting of 4 levels of nested mapping units of decreasing area: 90,000 ha, 3,600 ha, 144 ha, and 5.76 ha. We used the Partners in Flight database of point counts to generate presence and absence data at locations across the state of Georgia for 9 avian species: Acadian flycatcher (Empidonax virescens), brownheaded nuthatch (Sitta pusilla), Carolina wren (Thryothorus ludovicianus), indigo bunting (Passerina cyanea), northern cardinal (Cardinalis cardinalis), prairie warbler (Dendroica discolor), yellow-billed cuckoo (Coccyxus americanus), white-eyed vireo (Vireo griseus), and wood thrush (Hylocichla mustelina). At each location, we estimated hierarchical-level-specific habitat measurements using the Georgia GAP Analysis18 class land cover and other Geographic Information System sources. We created candidate, species-specific occupancy models based on previously reported relationships, and fit these using Markov chain Monte Carlo procedures implemented in OpenBugs. We then created a confidence model set for each species based on Akaike's Information Criterion. We found hierarchical habitat relationships for all species. Three-fold cross-validation estimates of model accuracy indicated an average overall correct classification rate of 60.5%. Comparisons with existing Georgia GAP Analysis models indicated that our models were more accurate overall. Our results provide guidance to wildlife scientists and managers seeking predict avian occurrence as a function of local and landscape-level habitat attributes.
Cressie, Noel; Calder, Catherine A; Clark, James S; Ver Hoef, Jay M; Wikle, Christopher K
2009-04-01
Analyses of ecological data should account for the uncertainty in the process(es) that generated the data. However, accounting for these uncertainties is a difficult task, since ecology is known for its complexity. Measurement and/or process errors are often the only sources of uncertainty modeled when addressing complex ecological problems, yet analyses should also account for uncertainty in sampling design, in model specification, in parameters governing the specified model, and in initial and boundary conditions. Only then can we be confident in the scientific inferences and forecasts made from an analysis. Probability and statistics provide a framework that accounts for multiple sources of uncertainty. Given the complexities of ecological studies, the hierarchical statistical model is an invaluable tool. This approach is not new in ecology, and there are many examples (both Bayesian and non-Bayesian) in the literature illustrating the benefits of this approach. In this article, we provide a baseline for concepts, notation, and methods, from which discussion on hierarchical statistical modeling in ecology can proceed. We have also planted some seeds for discussion and tried to show where the practical difficulties lie. Our thesis is that hierarchical statistical modeling is a powerful way of approaching ecological analysis in the presence of inevitable but quantifiable uncertainties, even if practical issues sometimes require pragmatic compromises.
Chen, Yongsheng; Persaud, Bhagwant
2014-09-01
Crash modification factors (CMFs) for road safety treatments are developed as multiplicative factors that are used to reflect the expected changes in safety performance associated with changes in highway design and/or the traffic control features. However, current CMFs have methodological drawbacks. For example, variability with application circumstance is not well understood, and, as important, correlation is not addressed when several CMFs are applied multiplicatively. These issues can be addressed by developing safety performance functions (SPFs) with components of crash modification functions (CM-Functions), an approach that includes all CMF related variables, along with others, while capturing quantitative and other effects of factors and accounting for cross-factor correlations. CM-Functions can capture the safety impact of factors through a continuous and quantitative approach, avoiding the problematic categorical analysis that is often used to capture CMF variability. There are two formulations to develop such SPFs with CM-Function components - fully specified models and hierarchical models. Based on sample datasets from two Canadian cities, both approaches are investigated in this paper. While both model formulations yielded promising results and reasonable CM-Functions, the hierarchical model was found to be more suitable in retaining homogeneity of first-level SPFs, while addressing CM-Functions in sub-level modeling. In addition, hierarchical models better capture the correlations between different impact factors.
Boos, Moritz; Seer, Caroline; Lange, Florian; Kopp, Bruno
2016-01-01
Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modeling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities) by two (likelihoods) design. Five computational models of cognitive processes were compared with the observed behavior. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted) S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model's success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modeling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modeling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision.
Kim, Jieun; Zhu, Wei; Chang, Linda; Bentler, Peter M; Ernst, Thomas
2007-02-01
The ultimate goal of brain connectivity studies is to propose, test, modify, and compare certain directional brain pathways. Path analysis or structural equation modeling (SEM) is an ideal statistical method for such studies. In this work, we propose a two-stage unified SEM plus GLM (General Linear Model) approach for the analysis of multisubject, multivariate functional magnetic resonance imaging (fMRI) time series data with subject-level covariates. In Stage 1, we analyze the fMRI multivariate time series for each subject individually via a unified SEM model by combining longitudinal pathways represented by a multivariate autoregressive (MAR) model, and contemporaneous pathways represented by a conventional SEM. In Stage 2, the resulting subject-level path coefficients are merged with subject-level covariates such as gender, age, IQ, etc., to examine the impact of these covariates on effective connectivity via a GLM. Our approach is exemplified via the analysis of an fMRI visual attention experiment. Furthermore, the significant path network from the unified SEM analysis is compared to that from a conventional SEM analysis without incorporating the longitudinal information as well as that from a Dynamic Causal Modeling (DCM) approach.
Ghanate, A D; Kothiwale, S; Singh, S P; Bertrand, Dominique; Krishna, C Murali
2011-02-01
Cancer is now recognized as one of the major causes of morbidity and mortality. Histopathological diagnosis, the gold standard, is shown to be subjective, time consuming, prone to interobserver disagreement, and often fails to predict prognosis. Optical spectroscopic methods are being contemplated as adjuncts or alternatives to conventional cancer diagnostics. The most important aspect of these approaches is their objectivity, and multivariate statistical tools play a major role in realizing it. However, rigorous evaluation of the robustness of spectral models is a prerequisite. The utility of Raman spectroscopy in the diagnosis of cancers has been well established. Until now, the specificity and applicability of spectral models have been evaluated for specific cancer types. In this study, we have evaluated the utility of spectroscopic models representing normal and malignant tissues of the breast, cervix, colon, larynx, and oral cavity in a broader perspective, using different multivariate tests. The limit test, which was used in our earlier study, gave high sensitivity but suffered from poor specificity. The performance of other methods such as factorial discriminant analysis and partial least square discriminant analysis are at par with more complex nonlinear methods such as decision trees, but they provide very little information about the classification model. This comparative study thus demonstrates not just the efficacy of Raman spectroscopic models but also the applicability and limitations of different multivariate tools for discrimination under complex conditions such as the multicancer scenario.
Ghanate, A. D.; Kothiwale, S.; Singh, S. P.; Bertrand, Dominique; Krishna, C. Murali
2011-02-01
Cancer is now recognized as one of the major causes of morbidity and mortality. Histopathological diagnosis, the gold standard, is shown to be subjective, time consuming, prone to interobserver disagreement, and often fails to predict prognosis. Optical spectroscopic methods are being contemplated as adjuncts or alternatives to conventional cancer diagnostics. The most important aspect of these approaches is their objectivity, and multivariate statistical tools play a major role in realizing it. However, rigorous evaluation of the robustness of spectral models is a prerequisite. The utility of Raman spectroscopy in the diagnosis of cancers has been well established. Until now, the specificity and applicability of spectral models have been evaluated for specific cancer types. In this study, we have evaluated the utility of spectroscopic models representing normal and malignant tissues of the breast, cervix, colon, larynx, and oral cavity in a broader perspective, using different multivariate tests. The limit test, which was used in our earlier study, gave high sensitivity but suffered from poor specificity. The performance of other methods such as factorial discriminant analysis and partial least square discriminant analysis are at par with more complex nonlinear methods such as decision trees, but they provide very little information about the classification model. This comparative study thus demonstrates not just the efficacy of Raman spectroscopic models but also the applicability and limitations of different multivariate tools for discrimination under complex conditions such as the multicancer scenario.
Directory of Open Access Journals (Sweden)
Fidel Ernesto Castro Morales
2016-03-01
Full Text Available Abstract Objectives: to propose the use of a Bayesian hierarchical model to study the allometric scaling of the fetoplacental weight ratio, including possible confounders. Methods: data from 26 singleton pregnancies with gestational age at birth between 37 and 42 weeks were analyzed. The placentas were collected immediately after delivery and stored under refrigeration until the time of analysis, which occurred within up to 12 hours. Maternal data were collected from medical records. A Bayesian hierarchical model was proposed and Markov chain Monte Carlo simulation methods were used to obtain samples from distribution a posteriori. Results: the model developed showed a reasonable fit, even allowing for the incorporation of variables and a priori information on the parameters used. Conclusions: new variables can be added to the modelfrom the available code, allowing many possibilities for data analysis and indicating the potential for use in research on the subject.
Directory of Open Access Journals (Sweden)
Dan WU
2009-06-01
Full Text Available The principal-subordinate hierarchical multi-objective programming model of initial water rights allocation was developed based on the principle of coordinated and sustainable development of different regions and water sectors within a basin. With the precondition of strictly controlling maximum emissions rights, initial water rights were allocated between the first and the second levels of the hierarchy in order to promote fair and coordinated development across different regions of the basin and coordinated and efficient water use across different water sectors, realize the maximum comprehensive benefits to the basin, promote the unity of quantity and quality of initial water rights allocation, and eliminate water conflict across different regions and water sectors. According to interactive decision-making theory, a principal-subordinate hierarchical interactive iterative algorithm based on the satisfaction degree was developed and used to solve the initial water rights allocation model. A case study verified the validity of the model.
Institute of Scientific and Technical Information of China (English)
Dan WU; Feng-ping WU; Yan-ping CHEN
2009-01-01
The principal-subordinate hierarchical multi-objective programming model of initial water rights allocation was developed based on the principle of coordinated and sustainable development of different regions and water sectors within a basin. With the precondition of strictly controlling maximum emissions rights, initial water rights were allocated between the first and the second levels of the hierarchy in order to promote fair and coordinated development across different regions of the basin and coordinated and efficient water use across different water sectors, realize the maximum comprehensive benefits to the basin, promote the unity of quantity and quality of initial water rights allocation, and eliminate water conflict across different regions and water sectors. According to interactive decision-making theory, a principal-subordinate hierarchical interactive iterative algorithm based on the satisfaction degree was developed and used to solve the initial water rights allocation model. A case study verified the validity of the model.
Jeong, Sungmoon; Lee, Minho
2012-01-01
This paper presents an adaptive object recognition model based on incremental feature representation and a hierarchical feature classifier that offers plasticity to accommodate additional input data and reduces the problem of forgetting previously learned information. The incremental feature representation method applies adaptive prototype generation with a cortex-like mechanism to conventional feature representation to enable an incremental reflection of various object characteristics, such as feature dimensions in the learning process. A feature classifier based on using a hierarchical generative model recognizes various objects with variant feature dimensions during the learning process. Experimental results show that the adaptive object recognition model successfully recognizes single and multiple-object classes with enhanced stability and flexibility.
Design of Experiments for Factor Hierarchization in Complex Structure Modelling
Directory of Open Access Journals (Sweden)
C. Kasmi
2013-07-01
Full Text Available Modelling the power-grid network is of fundamental interest to analyse the conducted propagation of unintentional and intentional electromagnetic interferences. The propagation is indeed highly influenced by the channel behaviour. In this paper, we investigate the effects of appliances and the position of cables in a low voltage network. First, the power-grid architecture is described. Then, the principle of Experimental Design is recalled. Next, the methodology is applied to power-grid modelling. Finally, we propose an analysis of the statistical moments of the experimental design results. Several outcomes are provided to describe the effects induced by parameter variability on the conducted propagation of spurious compromising emanations.
A hierarchical Bayes error correction model to explain dynamic effects
D. Fok (Dennis); C. Horváth (Csilla); R. Paap (Richard); Ph.H.B.F. Franses (Philip Hans)
2004-01-01
textabstractFor promotional planning and market segmentation it is important to understand the short-run and long-run effects of the marketing mix on category and brand sales. In this paper we put forward a sales response model to explain the differences in short-run and long-run effects of promotio
Models to relate species to environment: a hierarchical statistical approac
Jamil, T.
2012-01-01
In the last two decades, the interest of community ecologists in trait-based approaches has grown dramatically and these approaches have been increasingly applied to explain and predict response of species to environmental conditions. A variety of modelling techniques are available. The dominant
Models to relate species to environment: a hierarchical statistical approac
Jamil, T.
2012-01-01
In the last two decades, the interest of community ecologists in trait-based approaches has grown dramatically and these approaches have been increasingly applied to explain and predict response of species to environmental conditions. A variety of modelling techniques are available. The dominant tec
Directory of Open Access Journals (Sweden)
Moritz eBoos
2016-05-01
Full Text Available Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modelling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities by two (likelihoods design. Five computational models of cognitive processes were compared with the observed behaviour. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model’s success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modelling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modelling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision.
Energy Technology Data Exchange (ETDEWEB)
Makeechev, V.A. [Industrial Power Company, Krasnopresnenskaya Naberejnaya 12, 123610 Moscow (Russian Federation); Soukhanov, O.A. [Energy Systems Institute, 1 st Yamskogo Polya Street 15, 125040 Moscow (Russian Federation); Sharov, Y.V. [Moscow Power Engineering Institute, Krasnokazarmennaya Street 14, 111250 Moscow (Russian Federation)
2008-07-15
This paper presents foundations of the optimization method intended for solution of power systems operation problems and based on the principles of functional modeling (FM). This paper also presents several types of hierarchical FM algorithms for economic dispatch in these systems derived from this method. According to the FM method a power system is represented by hierarchical model consisting of systems of equations of lower (subsystem) levels and higher level system of connection equations (SCE), in which only boundary variables of subsystems are present. Solution of optimization problem in accordance with the FM method consists of the following operations: (1) solution of optimization problem for each subsystem (values of boundary variables for subsystems should be determined on the higher level of model); (2) calculation of functional characteristic (FC) of each subsystem, pertaining to state of subsystem on current iteration (these two steps are carried out on the lower level of the model); (3) formation and solution of the higher level system of equations (SCE), which gives values of boundary and supplementary boundary variables on current iteration. The key elements in the general structure of the FM method are FCs of subsystems, which represent them on the higher level of the model as ''black boxes''. Important advantage of hierarchical FM algorithms is that results obtained with them on each iteration are identical to those of corresponding basic one level algorithms. (author)
Directory of Open Access Journals (Sweden)
Eva Fišerová
2014-06-01
Full Text Available The paper is focused on the decomposition of mixed partitioned multivariate models into two seemingly unrelated submodels in order to obtain more efficient estimators. The multiresponses are independently normally distributed with the same covariance matrix. The partitioned multivariate model is considered either with, or without an intercept. The elimination transformation of the intercept that preserves the BLUEs of parameter matri- ces and the MINQUE of the variance components in multivariate models with and without an intercept is stated. Procedures on testing the decomposition of the partitioned model are presented. The properties of plug-in test statistics as functions of variance compo- nents are investigated by sensitivity analysis and insensitivity regions for the significance level are proposed. The insensitivity region is a safe region in the parameter space of the variance components where the approximation of the variance components can be used without any essential deterioration of the significance level of the plug-in test statistic. The behavior of plug-in test statistics and insensitivity regions is studied by simulations.
Experiments in Error Propagation within Hierarchal Combat Models
2015-09-01
and variances of Blue MTTK, Red MTTK, and P[Blue Wins] by Experimental Design are statistically different (Wackerly, Mendenhall III and Schaeffer...2008). Although the data is not normally distributed, the t-test is robust to non-normality (Wackerly, Mendenhall III and Schaeffer 2008). There is...this is handled by transforming the predicted values with a natural logarithm (Wackerly, Mendenhall III and Schaeffer 2008). The model considers
Hierarchical Models for Batteries: Overview with Some Case Studies
Energy Technology Data Exchange (ETDEWEB)
Pannala, Sreekanth [ORNL; Mukherjee, Partha P [ORNL; Allu, Srikanth [ORNL; Nanda, Jagjit [ORNL; Martha, Surendra K [ORNL; Dudney, Nancy J [ORNL; Turner, John A [ORNL
2012-01-01
Batteries are complex multiscale systems and a hierarchy of models has been employed to study different aspects of batteries at different resolutions. For the electrochemistry and charge transport, the models span from electric circuits, single-particle, pseudo 2D, detailed 3D, and microstructure resolved at the continuum scales and various techniques such as molecular dynamics and density functional theory to resolve the atomistic structure. Similar analogies exist for the thermal, mechanical, and electrical aspects of the batteries. We have been recently working on the development of a unified formulation for the continuum scales across the electrode-electrolyte-electrode system - using a rigorous volume averaging approach typical of multiphase formulation. This formulation accounts for any spatio-temporal variation of the different properties such as electrode/void volume fractions and anisotropic conductivities. In this talk the following will be presented: The background and the hierarchy of models that need to be integrated into a battery modeling framework to carry out predictive simulations, Our recent work on the unified 3D formulation addressing the missing links in the multiscale description of the batteries, Our work on microstructure resolved simulations for diffusion processes, Upscaling of quantities of interest to construct closures for the 3D continuum description, Sample results for a standard Carbon/Spinel cell will be presented and compared to experimental data, Finally, the infrastructure we are building to bring together components with different physics operating at different resolution will be presented. The presentation will also include details about how this generalized approach can be applied to other electrochemical storage systems such as supercapacitors, Li-Air batteries, and Lithium batteries with 3D architectures.