Prediction of interest rate using CKLS model with stochastic parameters
Energy Technology Data Exchange (ETDEWEB)
Ying, Khor Chia [Faculty of Computing and Informatics, Multimedia University, Jalan Multimedia, 63100 Cyberjaya, Selangor (Malaysia); Hin, Pooi Ah [Sunway University Business School, No. 5, Jalan Universiti, Bandar Sunway, 47500 Subang Jaya, Selangor (Malaysia)
2014-06-19
The Chan, Karolyi, Longstaff and Sanders (CKLS) model is a popular one-factor model for describing the spot interest rates. In this paper, the four parameters in the CKLS model are regarded as stochastic. The parameter vector φ{sup (j)} of four parameters at the (J+n)-th time point is estimated by the j-th window which is defined as the set consisting of the observed interest rates at the j′-th time point where j≤j′≤j+n. To model the variation of φ{sup (j)}, we assume that φ{sup (j)} depends on φ{sup (j−m)}, φ{sup (j−m+1)},…, φ{sup (j−1)} and the interest rate r{sub j+n} at the (j+n)-th time point via a four-dimensional conditional distribution which is derived from a [4(m+1)+1]-dimensional power-normal distribution. Treating the (j+n)-th time point as the present time point, we find a prediction interval for the future value r{sub j+n+1} of the interest rate at the next time point when the value r{sub j+n} of the interest rate is given. From the above four-dimensional conditional distribution, we also find a prediction interval for the future interest rate r{sub j+n+d} at the next d-th (d≥2) time point. The prediction intervals based on the CKLS model with stochastic parameters are found to have better ability of covering the observed future interest rates when compared with those based on the model with fixed parameters.
M.D. de Pooter (Michiel); F. Ravazzolo (Francesco); D.J.C. van Dijk (Dick)
2007-01-01
textabstractWe forecast the term structure of U.S. Treasury zero-coupon bond yields by analyzing a range of models that have been used in the literature. We assess the relevance of parameter uncertainty by examining the added value of using Bayesian inference compared to frequentist estimation
Chardon, Jérémy; Hingray, Benoit; Favre, Anne-Catherine
2016-04-01
Scenarios of surface weather required for the impact studies have to be unbiased and adapted to the space and time scales of the considered hydro-systems. Hence, surface weather scenarios obtained from global climate models and/or numerical weather prediction models are not really appropriated. Outputs of these models have to be post-processed, which is often carried out thanks to Statistical Downscaling Methods (SDMs). Among those SDMs, approaches based on regression are often applied. For a given station, a regression link can be established between a set of large scale atmospheric predictors and the surface weather variable. These links are then used for the prediction of the latter. However, physical processes generating surface weather vary in time. This is well known for precipitation for instance. The most relevant predictors and the regression link are also likely to vary in time. A better prediction skill is thus classically obtained with a seasonal stratification of the data. Another strategy is to identify the most relevant predictor set and establish the regression link from dates that are similar - or analog - to the target date. In practice, these dates can be selected thanks to an analog model. In this study, we explore the possibility of improving the local performance of an analog model - where the analogy is applied to the geopotential heights 1000 and 500 hPa - using additional local scale predictors for the probabilistic prediction of the Safran precipitation over France. For each prediction day, the prediction is obtained from two GLM regression models - for both the occurrence and the quantity of precipitation - for which predictors and parameters are estimated from the analog dates. Firstly, the resulting combined model noticeably allows increasing the prediction performance by adapting the downscaling link for each prediction day. Secondly, the selected predictors for a given prediction depend on the large scale situation and on the
Sarkar, S; Sarkar, Sukhendusekhar
2005-01-01
Shell model studies have been done for very neutron - rich nuclei in the range Z=50-55 and N=82-87. Good agreement of the theoretical level spectra with the experimental one for N=82, 83 I and Te nuclei is shown. Then the results for three very neutron-rich nuclei 137Sn and 136-137Sb have been presented. The present calculation favour a 2- ground state for 136Sb instead of 1- identified through beta decay.Interesting observation about the E2 effective charges for this region has been discussed.
Jack, Brady Michael; Lee, Ling; Yang, Kuay-Keng; Lin, Huann-shyang
2016-08-01
This study showcases the Science for Citizenship Model (SCM) as a new instructional methodology for presenting, to secondary students, science-related technology content related to the use of science in society not taught in the science curriculum, and a new approach for assessing the intercorrelations among three independent variables (benefits, risks, and trust) to predict the dependent variable of triggered interest in learning science. Utilizing a 50-minute instructional presentation on nanotechnology for citizenship, data were collected from 301 Taiwanese high school students. Structural equation modeling (SEM) and paired-samples t-tests were used to analyze the fitness of data to SCM and the extent to which a 50-minute class presentation of nanotechnology for citizenship affected students' awareness of benefits, risks, trust, and triggered interest in learning science. Results of SCM on pre-tests and post-tests revealed acceptable model fit to data and demonstrated that the strongest predictor of students' triggered interest in nanotechnology was their trust in science. Paired-samples t-test results on students' understanding of nanotechnology and their self-evaluated awareness of the benefits and risks of nanotechology, trust in scientists, and interest in learning science revealed low significant differences between pre-test and post-test. These results provide evidence that a short 50-minute presentation on an emerging science not normally addressed within traditional science curriculum had a significant yet limited impact on students' learning of nanotechnology in the classroom. Finally, we suggest why the results of this study may be important to science education instruction and research for understanding how the integration into classroom science education of short presentations of cutting-edge science and emerging technologies in support of the science for citizenship enterprise might be accomplished through future investigations.
Jack, Brady Michael; Lee, Ling; Yang, Kuay-Keng; Lin, Huann-shyang
2017-10-01
This study showcases the Science for Citizenship Model (SCM) as a new instructional methodology for presenting, to secondary students, science-related technology content related to the use of science in society not taught in the science curriculum, and a new approach for assessing the intercorrelations among three independent variables (benefits, risks, and trust) to predict the dependent variable of triggered interest in learning science. Utilizing a 50-minute instructional presentation on nanotechnology for citizenship, data were collected from 301 Taiwanese high school students. Structural equation modeling (SEM) and paired-samples t-tests were used to analyze the fitness of data to SCM and the extent to which a 50-minute class presentation of nanotechnology for citizenship affected students' awareness of benefits, risks, trust, and triggered interest in learning science. Results of SCM on pre-tests and post-tests revealed acceptable model fit to data and demonstrated that the strongest predictor of students' triggered interest in nanotechnology was their trust in science. Paired-samples t-test results on students' understanding of nanotechnology and their self-evaluated awareness of the benefits and risks of nanotechology, trust in scientists, and interest in learning science revealed low significant differences between pre-test and post-test. These results provide evidence that a short 50-minute presentation on an emerging science not normally addressed within traditional science curriculum had a significant yet limited impact on students' learning of nanotechnology in the classroom. Finally, we suggest why the results of this study may be important to science education instruction and research for understanding how the integration into classroom science education of short presentations of cutting-edge science and emerging technologies in support of the science for citizenship enterprise might be accomplished through future investigations.
Application of Kalman Filter on modelling interest rates
Directory of Open Access Journals (Sweden)
Long H. Vo
2014-03-01
Full Text Available This study aims to test the feasibility of using a data set of 90-day bank bill forward rates from the Australian market to predict spot interest rates. To achieve this goal I utilized the application of Kalman Filter in a state space model with time-varying state variable. It is documented that in the case of short-term interest rates,the state space model yields robust predictive power. In addition, this predictive power of implied forward rate is heavily impacted by the existence of a time-varying risk premium in the term structure.
Olderbak, Sally G; Malter, Frederic; Wolf, Pedro Sofio Abril; Jones, Daniel N; Figueredo, Aurelio José
2017-01-01
We evaluated five competing hypotheses about what predicts romantic interest. Through a half-block quasi-experimental design, a large sample of young adults (i.e., responders; n = 335) viewed videos of opposite-sex persons (i.e., targets) talking about themselves and responders rated the targets' traits and their romantic interest in the target. We tested whether similarity, dissimilarity, or overall trait levels on mate value, physical attractiveness, life history strategy, and the Big-Five personality factors predicted romantic interest at zero acquaintance, and whether sex acted as a moderator. We tested the responders' individual perception of the targets' traits, in addition to the targets' own self-reported trait levels and a consensus rating of the targets made by the responders. We used polynomial regression with response surface analysis within multilevel modeling to test support for each of the hypotheses. Results suggest a large sex difference in trait perception; when women rated men, they agreed in their perception more often than when men rated women. However, as a predictor of romantic interest, there were no sex differences. Only the responders' perception of the targets' physical attractiveness predicted romantic interest; specifically, responders' who rated the targets' physical attractiveness as higher than themselves reported more romantic interest.
Cestari, Andrea
2013-01-01
Predictive modeling is emerging as an important knowledge-based technology in healthcare. The interest in the use of predictive modeling reflects advances on different fronts such as the availability of health information from increasingly complex databases and electronic health records, a better understanding of causal or statistical predictors of health, disease processes and multifactorial models of ill-health and developments in nonlinear computer models using artificial intelligence or neural networks. These new computer-based forms of modeling are increasingly able to establish technical credibility in clinical contexts. The current state of knowledge is still quite young in understanding the likely future direction of how this so-called 'machine intelligence' will evolve and therefore how current relatively sophisticated predictive models will evolve in response to improvements in technology, which is advancing along a wide front. Predictive models in urology are gaining progressive popularity not only for academic and scientific purposes but also into the clinical practice with the introduction of several nomograms dealing with the main fields of onco-urology.
Jack, Brady Michael; Lee, Ling; Yang, Kuay-Keng; Lin, Huann-shyang
2017-01-01
This study showcases the Science for Citizenship Model (SCM) as a new instructional methodology for presenting, to secondary students, science-related technology content related to the use of science in society not taught in the science curriculum, and a new approach for assessing the intercorrelations among three independent variables (benefits,…
Interest rate prediction: a neuro-hybrid approach with data preprocessing
Mehdiyev, Nijat; Enke, David
2014-07-01
The following research implements a differential evolution-based fuzzy-type clustering method with a fuzzy inference neural network after input preprocessing with regression analysis in order to predict future interest rates, particularly 3-month T-bill rates. The empirical results of the proposed model is compared against nonparametric models, such as locally weighted regression and least squares support vector machines, along with two linear benchmark models, the autoregressive model and the random walk model. The root mean square error is reported for comparison.
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.
Warwas, Jasmin; Nagy, Gabriel; Watermann, Rainer; Hasselhorn, Marcus
2009-01-01
This study examines the relationships of vocational interests and mathematical literacy both cross-sectionally and longitudinally. Extending previous research, the results of Holland's RIASEC (Realistic, Investigative, Artistic, Social, Enterprising, and Conventional) scale scores are compared with results from a reductionist approach using…
BP Network Based Users' Interest Model in Mining WWW Cache
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
By analyzing the WWW Cache model, we bring forward a user-interest description method based on the fuzzy theory and user-interest inferential relations based on BP(back propagation) neural network. By this method, the users' interest in the WWW cache can be described and the neural network of users' interest can be constructed by positive spread of interest and the negative spread of errors. This neural network can infer the users' interest. This model is not the simple extension of the simple interest model, but the round improvement of the model and its related algorithm.
Levy, R.; Mcginness, H.
1976-01-01
Investigations were performed to predict the power available from the wind at the Goldstone, California, antenna site complex. The background for power prediction was derived from a statistical evaluation of available wind speed data records at this location and at nearby locations similarly situated within the Mojave desert. In addition to a model for power prediction over relatively long periods of time, an interim simulation model that produces sample wind speeds is described. The interim model furnishes uncorrelated sample speeds at hourly intervals that reproduce the statistical wind distribution at Goldstone. A stochastic simulation model to provide speed samples representative of both the statistical speed distributions and correlations is also discussed.
Research on Bayesian Network Based User's Interest Model
Institute of Scientific and Technical Information of China (English)
ZHANG Weifeng; XU Baowen; CUI Zifeng; XU Lei
2007-01-01
It has very realistic significance for improving the quality of users' accessing information to filter and selectively retrieve the large number of information on the Internet. On the basis of analyzing the existing users' interest models and some basic questions of users' interest (representation, derivation and identification of users' interest), a Bayesian network based users' interest model is given. In this model, the users' interest reduction algorithm based on Markov Blanket model is used to reduce the interest noise, and then users' interested and not interested documents are used to train the Bayesian network. Compared to the simple model, this model has the following advantages like small space requirements, simple reasoning method and high recognition rate. The experiment result shows this model can more appropriately reflect the user's interest, and has higher performance and good usability.
An equity-interest rate hybrid model with stochastic volatility and the interest rate smile
Grzelak, L.A.; Oosterlee, C.W.
2010-01-01
We define an equity-interest rate hybrid model in which the equity part is driven by the Heston stochastic volatility [Hes93], and the interest rate (IR) is generated by the displaced-diffusion stochastic volatility Libor Market Model [AA02]. We assume a non-zero correlation between the main
The HEXACO and Five-Factor Models of Personality in Relation to RIASEC Vocational Interests
McKay, Derek A.; Tokar, David M.
2012-01-01
The current study extended the empirical research on the overlap of vocational interests and personality by (a) testing hypothesized relations between RIASEC interests and the personality dimensions of the HEXACO model, and (b) exploring the HEXACO personality model's predictive advantage over the five-factor model (FFM) in capturing RIASEC…
Lent, Robert W.; Paixao, Maria Paula; da Silva, Jose Tomas; Leitao, Ligia Mexia
2010-01-01
The predictive utility of social cognitive career theory's (SCCT) interest and choice models was examined in a sample of 600 Portuguese high school students. Participants completed measures of occupational self-efficacy, outcome expectations, interests, social supports and barriers, and choice consideration across the six Holland (1997) RIASEC…
Lent, Robert W.; Paixao, Maria Paula; da Silva, Jose Tomas; Leitao, Ligia Mexia
2010-01-01
The predictive utility of social cognitive career theory's (SCCT) interest and choice models was examined in a sample of 600 Portuguese high school students. Participants completed measures of occupational self-efficacy, outcome expectations, interests, social supports and barriers, and choice consideration across the six Holland (1997) RIASEC…
EFFICIENT PREDICTIVE MODELLING FOR ARCHAEOLOGICAL RESEARCH
Balla, A.; Pavlogeorgatos, G.; Tsiafakis, D.; Pavlidis, G.
2014-01-01
The study presents a general methodology for designing, developing and implementing predictive modelling for identifying areas of archaeological interest. The methodology is based on documented archaeological data and geographical factors, geospatial analysis and predictive modelling, and has been applied to the identification of possible Macedonian tombs’ locations in Northern Greece. The model was tested extensively and the results were validated using a commonly used predictive gain,...
MODEL PREDICTIVE CONTROL FUNDAMENTALS
African Journals Online (AJOL)
2012-07-02
Jul 2, 2012 ... paper, we will present an introduction to the theory and application of MPC with Matlab codes written to ... model predictive control, linear systems, discrete-time systems, ... and then compute very rapidly for this open-loop con-.
Research on the User Interest Modeling of Personalized Search Engine
Institute of Scientific and Technical Information of China (English)
LI Zhengwei; XIA Shixiong; NIU Qiang; XIA Zhanguo
2007-01-01
At present, how to enable Search Engine to construct user personal interest model initially, master user's personalized information timely and provide personalized services accurately have become the hotspot in the research of Search Engine area.Aiming at the problems of user model's construction and combining techniques of manual customization modeling and automatic analytical modeling, a User Interest Model (UIM) is proposed in the paper. On the basis of it, the corresponding establishment and update algorithms of User Interest Profile (UIP) are presented subsequently. Simulation tests proved that the UIM proposed and corresponding algorithms could enhance the retrieval precision effectively and have superior adaptability.
Examination of factors predicting secondary students' interest in tertiary STEM education
Chachashvili-Bolotin, Svetlana; Milner-Bolotin, Marina; Lissitsa, Sabina
2016-02-01
Based on the Social Cognitive Career Theory (SCCT), the study aims to investigate factors that predict students' interest in pursuing science, technology, engineering, and mathematics (STEM) fields in tertiary education both in general and in relation to their gender and socio-economic background. The results of the analysis of survey responses of 2458 secondary public school students in the fifth-largest Israeli city indicate that STEM learning experience positively associates with students' interest in pursuing STEM fields in tertiary education as opposed to non-STEM fields. Moreover, studying advanced science courses at the secondary school level decreases (but does not eliminate) the gender gap and eliminates the effect of family background on students' interest in pursuing STEM fields in the future. Findings regarding outcome expectations and self-efficacy beliefs only partially support the SCCT model. Outcome expectations and self-efficacy beliefs positively correlate with students' entering tertiary education but did not differentiate between their interests in the fields of study.
Solutions of two-factor models with variable interest rates
Li, Jinglu; Clemons, C. B.; Young, G. W.; Zhu, J.
2008-12-01
The focus of this work is on numerical solutions to two-factor option pricing partial differential equations with variable interest rates. Two interest rate models, the Vasicek model and the Cox-Ingersoll-Ross model (CIR), are considered. Emphasis is placed on the definition and implementation of boundary conditions for different portfolio models, and on appropriate truncation of the computational domain. An exact solution to the Vasicek model and an exact solution for the price of bonds convertible to stock at expiration under a stochastic interest rate are derived. The exact solutions are used to evaluate the accuracy of the numerical simulation schemes. For the numerical simulations the pricing solution is analyzed as the market completeness decreases from the ideal complete level to one with higher volatility of the interest rate and a slower mean-reverting environment. Simulations indicate that the CIR model yields more reasonable results than the Vasicek model in a less complete market.
Nominal model predictive control
Grüne, Lars
2013-01-01
5 p., to appear in Encyclopedia of Systems and Control, Tariq Samad, John Baillieul (eds.); International audience; Model Predictive Control is a controller design method which synthesizes a sampled data feedback controller from the iterative solution of open loop optimal control problems.We describe the basic functionality of MPC controllers, their properties regarding feasibility, stability and performance and the assumptions needed in order to rigorously ensure these properties in a nomina...
Nominal Model Predictive Control
Grüne, Lars
2014-01-01
5 p., to appear in Encyclopedia of Systems and Control, Tariq Samad, John Baillieul (eds.); International audience; Model Predictive Control is a controller design method which synthesizes a sampled data feedback controller from the iterative solution of open loop optimal control problems.We describe the basic functionality of MPC controllers, their properties regarding feasibility, stability and performance and the assumptions needed in order to rigorously ensure these properties in a nomina...
Candidate Prediction Models and Methods
DEFF Research Database (Denmark)
Nielsen, Henrik Aalborg; Nielsen, Torben Skov; Madsen, Henrik
2005-01-01
This document lists candidate prediction models for Work Package 3 (WP3) of the PSO-project called ``Intelligent wind power prediction systems'' (FU4101). The main focus is on the models transforming numerical weather predictions into predictions of power production. The document also outlines...... the possibilities w.r.t. different numerical weather predictions actually available to the project....
Predictive Surface Complexation Modeling
Energy Technology Data Exchange (ETDEWEB)
Sverjensky, Dimitri A. [Johns Hopkins Univ., Baltimore, MD (United States). Dept. of Earth and Planetary Sciences
2016-11-29
Surface complexation plays an important role in the equilibria and kinetics of processes controlling the compositions of soilwaters and groundwaters, the fate of contaminants in groundwaters, and the subsurface storage of CO_{2} and nuclear waste. Over the last several decades, many dozens of individual experimental studies have addressed aspects of surface complexation that have contributed to an increased understanding of its role in natural systems. However, there has been no previous attempt to develop a model of surface complexation that can be used to link all the experimental studies in order to place them on a predictive basis. Overall, my research has successfully integrated the results of the work of many experimentalists published over several decades. For the first time in studies of the geochemistry of the mineral-water interface, a practical predictive capability for modeling has become available. The predictive correlations developed in my research now enable extrapolations of experimental studies to provide estimates of surface chemistry for systems not yet studied experimentally and for natural and anthropogenically perturbed systems.
Trautwein, Ulrich; Lüdtke, Oliver; Nagy, Nicole; Lenski, Anna; Niggli, Alois; Schnyder, Inge
2015-07-01
Although both conscientiousness and domain-specific interest are believed to be major determinants of academic effort, they have rarely been brought together in empirical studies. In the present research, it was hypothesized that both interest and conscientiousness uniquely predict academic effort and statistically interact with each other to predict academic effort. In 4 studies with 2,557, 415, 1,025, and 1,531 students, respectively, conscientiousness and interest meaningfully and uniquely predicted academic effort. In addition, conscientiousness interacted with interest in a compensatory pattern, indicating that conscientiousness is especially important when a student finds a school subject uninteresting and that domain-specific interest plays a particularly important role for students low in conscientiousness.
Model analysis of the link between interest rates and crashes
Broga, Kristijonas M.; Viegas, Eduardo; Jensen, Henrik Jeldtoft
2016-09-01
We analyse the effect of distinct levels of interest rates on the stability of the financial network under our modelling framework. We demonstrate that banking failures are likely to emerge early on under sustained high interest rates, and at much later stage-with higher probability-under a sustained low interest rate scenario. Moreover, we demonstrate that those bank failures are of a different nature: high interest rates tend to result in significantly more bankruptcies associated to credit losses whereas lack of liquidity tends to be the primary cause of failures under lower rates.
Modeling the Dynamics of Chinese Spot Interest Rates
Yongmiao Hong; Hai Lin; Shouyang Wang
2013-01-01
Understanding the dynamics of spot interest rates is important for derivatives pricing, risk management, interest rate liberalization, and macroeconomic control. Based on a daily data of Chinese 7-day repo rates from July 22, 1996 to August 26, 2004, we estimate and test a variety of popular spot rate models, including single factor diffusion, GARCH, Markov regime switching and jump diffusion models, to examine how well they can capture the dynamics of the Chinese spot rates and whether the d...
Candidate Prediction Models and Methods
DEFF Research Database (Denmark)
Nielsen, Henrik Aalborg; Nielsen, Torben Skov; Madsen, Henrik
2005-01-01
This document lists candidate prediction models for Work Package 3 (WP3) of the PSO-project called ``Intelligent wind power prediction systems'' (FU4101). The main focus is on the models transforming numerical weather predictions into predictions of power production. The document also outlines...
Melanoma risk prediction models
Directory of Open Access Journals (Sweden)
Nikolić Jelena
2014-01-01
Full Text Available Background/Aim. The lack of effective therapy for advanced stages of melanoma emphasizes the importance of preventive measures and screenings of population at risk. Identifying individuals at high risk should allow targeted screenings and follow-up involving those who would benefit most. The aim of this study was to identify most significant factors for melanoma prediction in our population and to create prognostic models for identification and differentiation of individuals at risk. Methods. This case-control study included 697 participants (341 patients and 356 controls that underwent extensive interview and skin examination in order to check risk factors for melanoma. Pairwise univariate statistical comparison was used for the coarse selection of the most significant risk factors. These factors were fed into logistic regression (LR and alternating decision trees (ADT prognostic models that were assessed for their usefulness in identification of patients at risk to develop melanoma. Validation of the LR model was done by Hosmer and Lemeshow test, whereas the ADT was validated by 10-fold cross-validation. The achieved sensitivity, specificity, accuracy and AUC for both models were calculated. The melanoma risk score (MRS based on the outcome of the LR model was presented. Results. The LR model showed that the following risk factors were associated with melanoma: sunbeds (OR = 4.018; 95% CI 1.724- 9.366 for those that sometimes used sunbeds, solar damage of the skin (OR = 8.274; 95% CI 2.661-25.730 for those with severe solar damage, hair color (OR = 3.222; 95% CI 1.984-5.231 for light brown/blond hair, the number of common naevi (over 100 naevi had OR = 3.57; 95% CI 1.427-8.931, the number of dysplastic naevi (from 1 to 10 dysplastic naevi OR was 2.672; 95% CI 1.572-4.540; for more than 10 naevi OR was 6.487; 95%; CI 1.993-21.119, Fitzpatricks phototype and the presence of congenital naevi. Red hair, phototype I and large congenital naevi were
Personality Facets and RIASEC Interests: An Integrated Model
Armstrong, Patrick Ian; Anthoney, Sarah Fetter
2009-01-01
Research examining links between personality and interest have typically focused on links between measures of the five factor model and Holland's RIASEC types. However, the five factor model of personality can be divided in to a larger set of narrow domain personality scales measuring facets of the "big five" traits. Research in a number of fields…
Personality Facets and RIASEC Interests: An Integrated Model
Armstrong, Patrick Ian; Anthoney, Sarah Fetter
2009-01-01
Research examining links between personality and interest have typically focused on links between measures of the five factor model and Holland's RIASEC types. However, the five factor model of personality can be divided in to a larger set of narrow domain personality scales measuring facets of the "big five" traits. Research in a number of fields…
Actuarial models of life insurance with stochastic interest rate
Wei, Xiang; Hu, Ping
2009-07-01
On the basis of general actuarial model of life insurance, this article has carried on research to continuous life insurance actuarial models under the stochastic interest rate separately. And it provide net single premium for life insurance and life annuity due over a period based on that de Moivre law of mortality and Makeham's law of mortality separately.
Weblog patterns and modeling human dynamics with decaying interest
Guo, Jin-Li
2010-01-01
Web log is the fourth network exchange way following Email, BBS and MSN. Most bloggers began to write blogs with great interest, over time their interest gradually achieves a balance. In order to describe the phenomenon that people's interest in something gradually decays and achieves the balance, we first propose a model and give a rigorous analysis on it. This model describes interested in attenuation, and it reflects that people's interest in something is getting more stable after a long period of time. Our analysis indicates that the arrival-time interval distribution of the model is a mixed distribution with exponential and power-law feature. Secondly, we collect blogs in ScienceNet.cn and present an empirical study of blog arrival-time interval distribution. These empirical results verify the model, providing evidence for a new class of phenomena in human dynamics. The empirical results agree with the analytical result well, obeying an approximately mixed form. In human dynamics there are other distribu...
Consistency problems for Heath-Jarrow-Morton interest rate models
Filipović, Damir
2001-01-01
The book is written for a reader with knowledge in mathematical finance (in particular interest rate theory) and elementary stochastic analysis, such as provided by Revuz and Yor (Continuous Martingales and Brownian Motion, Springer 1991). It gives a short introduction both to interest rate theory and to stochastic equations in infinite dimension. The main topic is the Heath-Jarrow-Morton (HJM) methodology for the modelling of interest rates. Experts in SDE in infinite dimension with interest in applications will find here the rigorous derivation of the popular "Musiela equation" (referred to in the book as HJMM equation). The convenient interpretation of the classical HJM set-up (with all the no-arbitrage considerations) within the semigroup framework of Da Prato and Zabczyk (Stochastic Equations in Infinite Dimensions) is provided. One of the principal objectives of the author is the characterization of finite-dimensional invariant manifolds, an issue that turns out to be vital for applications. Finally, ge...
Agent-Based Models as “Interested Amateurs”
Directory of Open Access Journals (Sweden)
Peter George Johnson
2015-04-01
Full Text Available This paper proposes the use of agent-based models (ABMs as “interested amateurs” in policy making, and uses the example of the SWAP model of soil and water conservation adoption to demonstrate the potential of this approach. Daniel Dennett suggests experts often talk past or misunderstand each other, seek to avoid offending each other or appearing ill-informed and generally err on the side of under-explaining a topic. Dennett suggests that these issues can be overcome by including “interested amateurs” in discussions between experts. In the context of land use policy debates, and policy making more generally, this paper suggests that ABMs have particular characteristics that make them excellent potential “interested amateurs” in discussions between our experts: policy stakeholders. This is demonstrated using the SWAP (Soil and Water Conservation Adoption model, which was used with policy stakeholders in Ethiopia. The model was successful in focussing discussion, inviting criticism, dealing with sensitive topics and drawing out understanding between stakeholders. However, policy stakeholders were still hesitant about using such a tool. This paper reflects on these findings and attempts to plot a way forward for the use of ABMs as “interested amateurs” and, in the process, make clear the differences in approach to other participatory modelling efforts.
Consedine, Nathan S.; Yu, Tzu-Chieh; Windsor, John A.
2013-01-01
Given global demand on health workforces, understanding student enrollment motivations are critical. Prior studies have concentrated on variation in career and lifestyle values; the current work evaluated the importance of disgust sensitivity in the prediction of health career interests. We argue that emotional proclivities may be important and…
Consedine, Nathan S.; Yu, Tzu-Chieh; Windsor, John A.
2013-01-01
Given global demand on health workforces, understanding student enrollment motivations are critical. Prior studies have concentrated on variation in career and lifestyle values; the current work evaluated the importance of disgust sensitivity in the prediction of health career interests. We argue that emotional proclivities may be important and…
A systematic review of the factors predicting the interest in cosmetic plastic surgery
Directory of Open Access Journals (Sweden)
Panagiotis Milothridis
2016-01-01
Full Text Available Background: A systematic review of the literature was performed to clarify the psychosocial characteristics of patients who have an interest in cosmetic plastic surgery. Methods: Medical literature was reviewed by two independent researchers, and a third reviewer evaluated their results. Results: Twelve studies addressing the predictors of interest in cosmetic surgery were finally identified and analysed. Interest in cosmetic surgery was associated with epidemiological factors, their social networks, their psychological characteristics, such as body image, self-esteem and other personality traits and for specific psychopathology and found that these may either positively or negatively predict their motivation to seek and undergo a cosmetic procedure. Conclusions: The review examined the psychosocial characteristics associated with an interest in cosmetic surgery. Understanding cosmetic patients' characteristics, motivation and expectation for surgery is an important aspect of their clinical care to identify those patients more likely to benefit most from the procedure.
Paiement, Jean-François; Grandvalet, Yves; Bengio, Samy
2008-01-01
Modeling long-term dependencies in time series has proved very difficult to achieve with traditional machine learning methods. This problem occurs when considering music data. In this paper, we introduce generative models for melodies. We decompose melodic modeling into two subtasks. We first propose a rhythm model based on the distributions of distances between subsequences. Then, we define a generative model for melodies given chords and rhythms based on modeling sequences of Narmour featur...
Interest rate modeling post-crisis challenges and approaches
Grbac, Zorana
2015-01-01
Filling a gap in the literature caused by the recent financial crisis, this book provides a treatment of the techniques needed to model and evaluate interest rate derivatives according to the new paradigm for fixed income markets. Concerning this new development, there presently exist only research articles and two books, one of them an edited volume, both being written by researchers working mainly in practice. The aim of this book is to concentrate primarily on the methodological side, thereby providing an overview of the state-of-the-art and also clarifying the link between the new models and the classical literature. The book is intended to serve as a guide for graduate students and researchers as well as practitioners interested in the paradigm change for fixed income markets. A basic knowledge of fixed income markets and related stochastic methodology is assumed as a prerequisite.
Zephyr - the prediction models
DEFF Research Database (Denmark)
Nielsen, Torben Skov; Madsen, Henrik; Nielsen, Henrik Aalborg
2001-01-01
This paper briefly describes new models and methods for predicationg the wind power output from wind farms. The system is being developed in a project which has the research organization Risø and the department of Informatics and Mathematical Modelling (IMM) as the modelling team and all the Dani...
Revisiting the Ability of Interest Rate Spreads to Predict Recessions: Evidence for a
Esther Fernández Galar; Javier Gómez Biscarri
2003-01-01
In this paper we examine the power of the interest rate spread and of other financial variables as predictors of economic recessions in Spain. The domestic term spread is found to have little information about future real activity. However, term spreads in big economies to which Spain is related, specifically Germany and the US, are found to have significant predicting power but at different time horizons. Both these findings are in line with the facts that the monetary policy of Spain has no...
Islamic Microfinance: an Interest free Microfinance Model for Poverty Alleviation
Directory of Open Access Journals (Sweden)
Amit Kumar Chakrabarty
2015-01-01
Full Text Available This theoretical paper deals with Islamic microfinance and its rationality in Indian context as a panacea of Muslim poverty. Conventional microfinance system is very effective to alleviate poverty of developing countries. But it could not touch all community of people because of ‘interest’ component in debt and high degree of interest. Muslims dislike that microfinance which is based on ‘interest’ as it is strictly prohibited in Islam. Therefore the motto of financial inclusion is out of reach through conventional microfinance. An alternative interest free microfinance model has been developed in some part of world to include all Muslim poor people within the banking system. India is yet to adopt Islamic microfinance though 20% of total population is Muslim. The author strongly opines that India should adopt Islamic microfinance as a tool for poverty alleviation of Muslims as well as other communities.
Confidence scores for prediction models
DEFF Research Database (Denmark)
Gerds, Thomas Alexander; van de Wiel, MA
2011-01-01
modelling strategy is applied to different training sets. For each modelling strategy we estimate a confidence score based on the same repeated bootstraps. A new decomposition of the expected Brier score is obtained, as well as the estimates of population average confidence scores. The latter can be used...... to distinguish rival prediction models with similar prediction performances. Furthermore, on the subject level a confidence score may provide useful supplementary information for new patients who want to base a medical decision on predicted risk. The ideas are illustrated and discussed using data from cancer...
Modelling Counterparty Credit Risk in Czech Interest Rate Swaps
Directory of Open Access Journals (Sweden)
Lenka Křivánková
2017-01-01
Full Text Available According to the Basel Committee’s estimate, three quarters of counterparty credit risk losses during the financial crisis in 2008 originate from credit valuation adjustment’s losses and not from actual defaults. Therefore, from 2015, the Third Basel Accord (EU, 2013a and (EU, 2013b instructed banks to calculate the capital requirement for the risk of credit valuation adjustment (CVA. Banks are trying to model CVA to hold the prescribed standards and also reach the lowest possible impact on their profit. In this paper, we try to model CVA using methods that are in compliance with the prescribed standards and also achieve the smallest possible impact on the bank’s earnings. To do so, a data set of interest rate swaps from 2015 is used. The interest rate term structure is simulated using the Hull-White one-factor model and Monte Carlo methods. Then, the probability of default for each counterparty is constructed. A safe level of CVA is reached in spite of the calculated the CVA achieving a lower level than CVA previously used by the bank. This allows a reduction of capital requirements for banks.
Modelling, controlling, predicting blackouts
Wang, Chengwei; Baptista, Murilo S
2016-01-01
The electric power system is one of the cornerstones of modern society. One of its most serious malfunctions is the blackout, a catastrophic event that may disrupt a substantial portion of the system, playing havoc to human life and causing great economic losses. Thus, understanding the mechanisms leading to blackouts and creating a reliable and resilient power grid has been a major issue, attracting the attention of scientists, engineers and stakeholders. In this paper, we study the blackout problem in power grids by considering a practical phase-oscillator model. This model allows one to simultaneously consider different types of power sources (e.g., traditional AC power plants and renewable power sources connected by DC/AC inverters) and different types of loads (e.g., consumers connected to distribution networks and consumers directly connected to power plants). We propose two new control strategies based on our model, one for traditional power grids, and another one for smart grids. The control strategie...
Melanoma Risk Prediction Models
Developing statistical models that estimate the probability of developing melanoma cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Directory of Open Access Journals (Sweden)
Mehdi Jafari
2012-01-01
Full Text Available This paper aims at applying H.264 in medical video compression applications and improving the H.264 Compression performance with better perceptual quality and low coding complexity. In order to achieve higher compression of medical video, while maintaining high image quality in the region of interest, with low coding complexity, here we propose a new model using H.264/AVC that uses lossless compression in the region of interest, and very high rate, lossy compression in other regions. This paper proposes a new method to achieve fast intra and inter prediction mode decision that is based on coarse macroblocks for intra and inter prediction mode decision of the background region and finer macroblocks for region of interest. Also the macroblocks of the background region are encoded with the maximum quantization parameter allowed by H.264/AVC in order to maximize the number of null coefficients. Experimental results show that the proposed algorithm achieves a higher compression rate on medical videos with a higher quality of region of interest with low coding complexity when compared to our previous algorithm and other standard algorithms reported in the literature.
Prediction models in complex terrain
DEFF Research Database (Denmark)
Marti, I.; Nielsen, Torben Skov; Madsen, Henrik
2001-01-01
are calculated using on-line measurements of power production as well as HIRLAM predictions as input thus taking advantage of the auto-correlation, which is present in the power production for shorter pediction horizons. Statistical models are used to discribe the relationship between observed energy production......The objective of the work is to investigatethe performance of HIRLAM in complex terrain when used as input to energy production forecasting models, and to develop a statistical model to adapt HIRLAM prediction to the wind farm. The features of the terrain, specially the topography, influence...... and HIRLAM predictions. The statistical models belong to the class of conditional parametric models. The models are estimated using local polynomial regression, but the estimation method is here extended to be adaptive in order to allow for slow changes in the system e.g. caused by the annual variations...
Lent, Robert W.; Lopez, Antonio M., Jr.; Lopez, Frederick G.; Sheu, Hung-Bin
2008-01-01
We tested the fit of the social cognitive choice model [Lent, R.W., Brown, S.D., & Hackett, G. (1994). "Toward a unifying social cognitive theory of career and academic interest, choice, and performance [Monograph]." "Journal of Vocational Behavior," 45, 79-122] to the data across gender, educational level, and type of university among students in…
Polynomial Chaos Expansion Approach to Interest Rate Models
Directory of Open Access Journals (Sweden)
Luca Di Persio
2015-01-01
Full Text Available The Polynomial Chaos Expansion (PCE technique allows us to recover a finite second-order random variable exploiting suitable linear combinations of orthogonal polynomials which are functions of a given stochastic quantity ξ, hence acting as a kind of random basis. The PCE methodology has been developed as a mathematically rigorous Uncertainty Quantification (UQ method which aims at providing reliable numerical estimates for some uncertain physical quantities defining the dynamic of certain engineering models and their related simulations. In the present paper, we use the PCE approach in order to analyze some equity and interest rate models. In particular, we take into consideration those models which are based on, for example, the Geometric Brownian Motion, the Vasicek model, and the CIR model. We present theoretical as well as related concrete numerical approximation results considering, without loss of generality, the one-dimensional case. We also provide both an efficiency study and an accuracy study of our approach by comparing its outputs with the ones obtained adopting the Monte Carlo approach, both in its standard and its enhanced version.
Modelling the impact of changes in the interest rates on the economy: An Austrian perspective
Directory of Open Access Journals (Sweden)
P Le Roux
2015-07-01
Full Text Available Even though econometric models and yield curve analysis are useful in assessing the impact of interest rate changes on the economic structure, their power to predict the magnitude and direction of swings in the business cycle is often restricted to the use of short-term interest rates. From an Austrian school perspective on interest rates, empirical evidence suggests that the profitability of heavy industries further downstream outperforms that of light industries in the initial stages of monetary easing, due to a rising demand for investment goods and a rise in capacity utilisation levels. This paper assesses the impact of interest rates changes on the productive structure of the economy by taking into account the effect thereof on sector earnings and ultimately share prices.
Directory of Open Access Journals (Sweden)
Holder Roger L
2009-07-01
Full Text Available Abstract Background Multiple imputation (MI provides an effective approach to handle missing covariate data within prognostic modelling studies, as it can properly account for the missing data uncertainty. The multiply imputed datasets are each analysed using standard prognostic modelling techniques to obtain the estimates of interest. The estimates from each imputed dataset are then combined into one overall estimate and variance, incorporating both the within and between imputation variability. Rubin's rules for combining these multiply imputed estimates are based on asymptotic theory. The resulting combined estimates may be more accurate if the posterior distribution of the population parameter of interest is better approximated by the normal distribution. However, the normality assumption may not be appropriate for all the parameters of interest when analysing prognostic modelling studies, such as predicted survival probabilities and model performance measures. Methods Guidelines for combining the estimates of interest when analysing prognostic modelling studies are provided. A literature review is performed to identify current practice for combining such estimates in prognostic modelling studies. Results Methods for combining all reported estimates after MI were not well reported in the current literature. Rubin's rules without applying any transformations were the standard approach used, when any method was stated. Conclusion The proposed simple guidelines for combining estimates after MI may lead to a wider and more appropriate use of MI in future prognostic modelling studies.
Prediction models in complex terrain
DEFF Research Database (Denmark)
Marti, I.; Nielsen, Torben Skov; Madsen, Henrik
2001-01-01
The objective of the work is to investigatethe performance of HIRLAM in complex terrain when used as input to energy production forecasting models, and to develop a statistical model to adapt HIRLAM prediction to the wind farm. The features of the terrain, specially the topography, influence...
Optimal dividends in the Brownian motion risk model with interest
Fang, Ying; Wu, Rong
2009-07-01
In this paper, we consider a Brownian motion risk model, and in addition, the surplus earns investment income at a constant force of interest. The objective is to find a dividend policy so as to maximize the expected discounted value of dividend payments. It is well known that optimality is achieved by using a barrier strategy for unrestricted dividend rate. However, ultimate ruin of the company is certain if a barrier strategy is applied. In many circumstances this is not desirable. This consideration leads us to impose a restriction on the dividend stream. We assume that dividends are paid to the shareholders according to admissible strategies whose dividend rate is bounded by a constant. Under this additional constraint, we show that the optimal dividend strategy is formed by a threshold strategy.
Video Pulses: User-Based Modeling of Interesting Video Segments
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Markos Avlonitis
2014-01-01
Full Text Available We present a user-based method that detects regions of interest within a video in order to provide video skims and video summaries. Previous research in video retrieval has focused on content-based techniques, such as pattern recognition algorithms that attempt to understand the low-level features of a video. We are proposing a pulse modeling method, which makes sense of a web video by analyzing users' Replay interactions with the video player. In particular, we have modeled the user information seeking behavior as a time series and the semantic regions as a discrete pulse of fixed width. Then, we have calculated the correlation coefficient between the dynamically detected pulses at the local maximums of the user activity signal and the pulse of reference. We have found that users' Replay activity significantly matches the important segments in information-rich and visually complex videos, such as lecture, how-to, and documentary. The proposed signal processing of user activity is complementary to previous work in content-based video retrieval and provides an additional user-based dimension for modeling the semantics of a social video on the web.
Burkhardt, John Christian; Smith-Coggins, Rebecca; Santen, Sally
2016-10-01
Academic physicians train the next generation of doctors. It is important to understand the factors that lead residents to choose an academic career to continue to effectively recruit residents who will join the national medical faculty. A decision-making theory-driven, large scale assessment of this process has not been previously undertaken. To examine the factors that predict an Emergency resident's interest in pursuing an academic career at the conclusion of training. This study employs the ABEM Longitudinal Survey (n = 365). A logistic regression model was estimated using an interest in an academic career in residency as the dependent variable. Independent variables include gender, under-represented minority status, survey cohort, number of dependent children, possession of an advanced degree, ongoing research, publications, and the appeal of science, independence, and clinical work in choosing EM. Logistic regression resulted in a statistically significant model (p < 0.001). Residents who chose EM due to the appeal of science, had peer-reviewed publications and ongoing research were more likely to be interested in an academic career at the end of residency (p < 0.05). An increased number of children (p < 0.05) was negatively associated with an interest in academics. Individual resident career interests, research productivity, and lifestyle can help predict an interest in pursuing an academic career. Recruitment and enrichment of residents who have similar values and behaviors should be considered in programs interested in generating more graduates who enter an academic career.
Predictive models of forest dynamics.
Purves, Drew; Pacala, Stephen
2008-06-13
Dynamic global vegetation models (DGVMs) have shown that forest dynamics could dramatically alter the response of the global climate system to increased atmospheric carbon dioxide over the next century. But there is little agreement between different DGVMs, making forest dynamics one of the greatest sources of uncertainty in predicting future climate. DGVM predictions could be strengthened by integrating the ecological realities of biodiversity and height-structured competition for light, facilitated by recent advances in the mathematics of forest modeling, ecological understanding of diverse forest communities, and the availability of forest inventory data.
A microblog recommendation algorithm based on social tagging and a temporal interest evolution model
Institute of Scientific and Technical Information of China (English)
Zhen-ming YUAN; Chi HUANG; Xiao-yan SUN; Xing-xing LI; Dong-rong XU
2015-01-01
Personalized microblog recommendations face challenges of user cold-start problems and the interest evolution of topics. In this paper, we propose a collaborative filtering recommendation algorithm based on a temporal interest evolution model and social tag prediction. Three matrices are first prepared to model the relationship between users, tags, and microblogs. Then the scores of the tags for each microblog are optimized according to the interest evolution model of tags. In addition, to address the user cold-start problem, a social tag prediction algorithm based on community discovery and maximum tag voting is designed to extract candidate tags for users. Finally, the joint probability of a tag for each user is calculated by integrating the Bayes probability on the set of candidate tags, and the topn microblogs with the highest joint probabilities are recommended to the user. Experiments using datasets from the microblog of Sina Weibo showed that our algorithm achieved good recall and precision in terms of both overall and temporal performances. A questionnaire survey proved user satisfaction with recommendation results when the cold-start problem occurred.
Klintwall, Lars; Macari, Suzanne; Eikeseth, Svein; Chawarska, Katarzyna
2015-01-01
Recent studies have suggested that skill acquisition rates for children with autism spectrum disorders receiving early interventions can be predicted by child motivation. We examined whether level of interest during an Autism Diagnostic Observation Schedule assessment at 2?years predicts subsequent rates of verbal, nonverbal, and adaptive skill…
Todd, Nathan R; McConnell, Elizabeth A; Suffrin, Rachael L
2014-03-01
The current study examines links among attitudes toward White privilege, religious beliefs, and social justice interest and commitment for White Christian students. Two distinct patterns of results emerged from a path analysis of 500 White Christian students. First, a willingness to confront White privilege was positively associated with the sanctification of social justice (i.e., attributing spiritual significance to working for social justice) and both were positively associated with social justice interest and commitment. Second, awareness of White privilege was negatively associated with religious conservatism, and religious conservatism was negatively associated with social justice interest. These patterns show that White privilege attitudes directly (i.e., willingness to confront White privilege) and indirectly (i.e., awareness of White privilege through religious conservatism) predicted social justice interest and commitment. Moreover, religious beliefs demonstrated opposite patterns of association with social justice interest and commitment such that the sanctification of social justice positively predicted social justice interest and commitment whereas religious conservatism negatively predicted social justice interest. Overall, findings demonstrate direct and indirect links between White privilege attitudes, religious beliefs, and social justice interest and commitment. Limitations and implications for future community psychology research and collaboration also are discussed.
Polynomial Representations for a Wavelet Model of Interest Rates
Directory of Open Access Journals (Sweden)
Dennis G. Llemit
2015-12-01
Full Text Available In this paper, we approximate a non – polynomial function which promises to be an essential tool in interest rates forecasting in the Philippines. We provide two numerical schemes in order to generate polynomial functions that approximate a new wavelet which is a modification of Morlet and Mexican Hat wavelets. The first is the Polynomial Least Squares method which approximates the underlying wavelet according to desired numerical errors. The second is the Chebyshev Polynomial approximation which generates the required function through a sequence of recursive and orthogonal polynomial functions. We seek to determine the lowest order polynomial representations of this wavelet corresponding to a set of error thresholds.
Predictive Capability Maturity Model for computational modeling and simulation.
Energy Technology Data Exchange (ETDEWEB)
Oberkampf, William Louis; Trucano, Timothy Guy; Pilch, Martin M.
2007-10-01
The Predictive Capability Maturity Model (PCMM) is a new model that can be used to assess the level of maturity of computational modeling and simulation (M&S) efforts. The development of the model is based on both the authors experience and their analysis of similar investigations in the past. The perspective taken in this report is one of judging the usefulness of a predictive capability that relies on the numerical solution to partial differential equations to better inform and improve decision making. The review of past investigations, such as the Software Engineering Institute's Capability Maturity Model Integration and the National Aeronautics and Space Administration and Department of Defense Technology Readiness Levels, indicates that a more restricted, more interpretable method is needed to assess the maturity of an M&S effort. The PCMM addresses six contributing elements to M&S: (1) representation and geometric fidelity, (2) physics and material model fidelity, (3) code verification, (4) solution verification, (5) model validation, and (6) uncertainty quantification and sensitivity analysis. For each of these elements, attributes are identified that characterize four increasing levels of maturity. Importantly, the PCMM is a structured method for assessing the maturity of an M&S effort that is directed toward an engineering application of interest. The PCMM does not assess whether the M&S effort, the accuracy of the predictions, or the performance of the engineering system satisfies or does not satisfy specified application requirements.
A Quaternary-Stage User Interest Model Based on User Browsing Behavior and Web Page Classification
Institute of Scientific and Technical Information of China (English)
Zongli Jiang; Hang Su
2012-01-01
The key to personalized search engine lies in user model. Traditional personalized model results in that the search results of secondary search are partial to the long-term interests, besides, forgetting to the long-term interests disenables effective recollection of user interests. This paper presents a quaternary-stage user interest model based on user browsing behavior and web page classification, which consults the principles of cache and recycle bin in operating system, by setting up an illuminating text-stage and a recycle bin interest-stage in front and rear of the traditional interest model respectively to constitute the quaternary-stage user interest model. The model can better reflect the user interests, by using an adaptive natural weight and its calculation method, and by efficiently integrating user browsing behavior and web document content.
A generalized one-factor term structure model and pricing of interest rate derivative securities
Jiang, George J.
1997-01-01
The purpose of this paper is to propose a nonparametric interest rate term structure model and investigate its implications on term structure dynamics and prices of interest rate derivative securities. The nonparametric spot interest rate process is estimated from the observed short-term interest
PREDICT : model for prediction of survival in localized prostate cancer
Kerkmeijer, Linda G W; Monninkhof, Evelyn M.; van Oort, Inge M.; van der Poel, Henk G.; de Meerleer, Gert; van Vulpen, Marco
2016-01-01
Purpose: Current models for prediction of prostate cancer-specific survival do not incorporate all present-day interventions. In the present study, a pre-treatment prediction model for patients with localized prostate cancer was developed.Methods: From 1989 to 2008, 3383 patients were treated with I
Effect on Prediction when Modeling Covariates in Bayesian Nonparametric Models.
Cruz-Marcelo, Alejandro; Rosner, Gary L; Müller, Peter; Stewart, Clinton F
2013-04-01
In biomedical research, it is often of interest to characterize biologic processes giving rise to observations and to make predictions of future observations. Bayesian nonparametric methods provide a means for carrying out Bayesian inference making as few assumptions about restrictive parametric models as possible. There are several proposals in the literature for extending Bayesian nonparametric models to include dependence on covariates. Limited attention, however, has been directed to the following two aspects. In this article, we examine the effect on fitting and predictive performance of incorporating covariates in a class of Bayesian nonparametric models by one of two primary ways: either in the weights or in the locations of a discrete random probability measure. We show that different strategies for incorporating continuous covariates in Bayesian nonparametric models can result in big differences when used for prediction, even though they lead to otherwise similar posterior inferences. When one needs the predictive density, as in optimal design, and this density is a mixture, it is better to make the weights depend on the covariates. We demonstrate these points via a simulated data example and in an application in which one wants to determine the optimal dose of an anticancer drug used in pediatric oncology.
Kernel-based multistep-ahead predictions of the US short-term interest rate
de Gooijer, J.G.; Zerom Godefay, D.
2000-01-01
This paper presents a comparison of prediction performances of three kernel-based non-parametric methods applied to the US weekly T-bill rate. Predictions are generated through the rolling approach for the out-of-sample period 1989-1993. The multistep-ahead prediction performance of the three
Accessibility to Nodes of Interest: Demographic Weighting the Logistic Model
Directory of Open Access Journals (Sweden)
Gioacchino DE CANDIA
2015-11-01
Full Text Available This research fits into the genre of spatial analysis, aimed at better understanding of population dynamics in relation to the presence and distribution of infrastructure and related services. Specifically, the analysis uses a model of the gravitational type, based on the assumption of the impedance (attractiveness territorial, based on a curve of type logistics to determine the accessibility of the same, to which to add a system of weights. In this sense, the model was weighted according to the population, to determine the level of “population served” in terms of infrastructure and related services included in the model.
How Do Teachers' Beliefs Predict Children's Interest in Math from Kindergarten to Sixth Grade?
Upadyaya, Katja; Eccles, Jacquelynne S.
2014-01-01
The present study investigated to what extent teachers' beliefs about children's achievement contribute to the development of children's math interest. In addition, the extent to which other possible predictors, such as performance in math, gender, and race/ethnicity would contribute to the development of children's math interest was examined.…
Automated Discovery and Modeling of Sequential Patterns Preceding Events of Interest
Rohloff, Kurt
2010-01-01
The integration of emerging data manipulation technologies has enabled a paradigm shift in practitioners' abilities to understand and anticipate events of interest in complex systems. Example events of interest include outbreaks of socio-political violence in nation-states. Rather than relying on human-centric modeling efforts that are limited by the availability of SMEs, automated data processing technologies has enabled the development of innovative automated complex system modeling and predictive analysis technologies. We introduce one such emerging modeling technology - the sequential pattern methodology. We have applied the sequential pattern methodology to automatically identify patterns of observed behavior that precede outbreaks of socio-political violence such as riots, rebellions and coups in nation-states. The sequential pattern methodology is a groundbreaking approach to automated complex system model discovery because it generates easily interpretable patterns based on direct observations of sampled factor data for a deeper understanding of societal behaviors that is tolerant of observation noise and missing data. The discovered patterns are simple to interpret and mimic human's identifications of observed trends in temporal data. Discovered patterns also provide an automated forecasting ability: we discuss an example of using discovered patterns coupled with a rich data environment to forecast various types of socio-political violence in nation-states.
Reduced order modeling of some fluid flows of industrial interest
Energy Technology Data Exchange (ETDEWEB)
Alonso, D; Terragni, F; Velazquez, A; Vega, J M, E-mail: josemanuel.vega@upm.es [E.T.S.I. Aeronauticos, Universidad Politecnica de Madrid, 28040 Madrid (Spain)
2012-06-01
Some basic ideas are presented for the construction of robust, computationally efficient reduced order models amenable to be used in industrial environments, combined with somewhat rough computational fluid dynamics solvers. These ideas result from a critical review of the basic principles of proper orthogonal decomposition-based reduced order modeling of both steady and unsteady fluid flows. In particular, the extent to which some artifacts of the computational fluid dynamics solvers can be ignored is addressed, which opens up the possibility of obtaining quite flexible reduced order models. The methods are illustrated with the steady aerodynamic flow around a horizontal tail plane of a commercial aircraft in transonic conditions, and the unsteady lid-driven cavity problem. In both cases, the approximations are fairly good, thus reducing the computational cost by a significant factor. (review)
Predictive Modeling of Cardiac Ischemia
Anderson, Gary T.
1996-01-01
The goal of the Contextual Alarms Management System (CALMS) project is to develop sophisticated models to predict the onset of clinical cardiac ischemia before it occurs. The system will continuously monitor cardiac patients and set off an alarm when they appear about to suffer an ischemic episode. The models take as inputs information from patient history and combine it with continuously updated information extracted from blood pressure, oxygen saturation and ECG lines. Expert system, statistical, neural network and rough set methodologies are then used to forecast the onset of clinical ischemia before it transpires, thus allowing early intervention aimed at preventing morbid complications from occurring. The models will differ from previous attempts by including combinations of continuous and discrete inputs. A commercial medical instrumentation and software company has invested funds in the project with a goal of commercialization of the technology. The end product will be a system that analyzes physiologic parameters and produces an alarm when myocardial ischemia is present. If proven feasible, a CALMS-based system will be added to existing heart monitoring hardware.
Numerical weather prediction model tuning via ensemble prediction system
Jarvinen, H.; Laine, M.; Ollinaho, P.; Solonen, A.; Haario, H.
2011-12-01
This paper discusses a novel approach to tune predictive skill of numerical weather prediction (NWP) models. NWP models contain tunable parameters which appear in parameterizations schemes of sub-grid scale physical processes. Currently, numerical values of these parameters are specified manually. In a recent dual manuscript (QJRMS, revised) we developed a new concept and method for on-line estimation of the NWP model parameters. The EPPES ("Ensemble prediction and parameter estimation system") method requires only minimal changes to the existing operational ensemble prediction infra-structure and it seems very cost-effective because practically no new computations are introduced. The approach provides an algorithmic decision making tool for model parameter optimization in operational NWP. In EPPES, statistical inference about the NWP model tunable parameters is made by (i) generating each member of the ensemble of predictions using different model parameter values, drawn from a proposal distribution, and (ii) feeding-back the relative merits of the parameter values to the proposal distribution, based on evaluation of a suitable likelihood function against verifying observations. In the presentation, the method is first illustrated in low-order numerical tests using a stochastic version of the Lorenz-95 model which effectively emulates the principal features of ensemble prediction systems. The EPPES method correctly detects the unknown and wrongly specified parameters values, and leads to an improved forecast skill. Second, results with an atmospheric general circulation model based ensemble prediction system show that the NWP model tuning capacity of EPPES scales up to realistic models and ensemble prediction systems. Finally, a global top-end NWP model tuning exercise with preliminary results is published.
Stochastic Interest Model Based on Compound Poisson Process and Applications in Actuarial Science
Directory of Open Access Journals (Sweden)
Shilong Li
2017-01-01
Full Text Available Considering stochastic behavior of interest rates in financial market, we construct a new class of interest models based on compound Poisson process. Different from the references, this paper describes the randomness of interest rates by modeling the force of interest with Poisson random jumps directly. To solve the problem in calculation of accumulated interest force function, one important integral technique is employed. And a conception called the critical value is introduced to investigate the validity condition of this new model. We also discuss actuarial present values of several life annuities under this new interest model. Simulations are done to illustrate the theoretical results and the effect of parameters in interest model on actuarial present values is also analyzed.
Predictive modeling of low solubility semiconductor alloys
Rodriguez, Garrett V.; Millunchick, Joanna M.
2016-09-01
GaAsBi is of great interest for applications in high efficiency optoelectronic devices due to its highly tunable bandgap. However, the experimental growth of high Bi content films has proven difficult. Here, we model GaAsBi film growth using a kinetic Monte Carlo simulation that explicitly takes cation and anion reactions into account. The unique behavior of Bi droplets is explored, and a sharp decrease in Bi content upon Bi droplet formation is demonstrated. The high mobility of simulated Bi droplets on GaAsBi surfaces is shown to produce phase separated Ga-Bi droplets as well as depressions on the film surface. A phase diagram for a range of growth rates that predicts both Bi content and droplet formation is presented to guide the experimental growth of high Bi content GaAsBi films.
Modeling of Learners’ Interest in Blended Learning: Insights from Emotional Cognition
Directory of Open Access Journals (Sweden)
Chen Hai-Jian
2016-01-01
Full Text Available In blended learning, how to explore and evaluate the learner’s interest is very important. In this paper, we study on modeling of learners’ interest from the perspective of cognitive neuroscience. Emotional cognitive theory and brain cognitive process for situational learning interest were introduced. In addition, in order to solve the problem of quantitative assessment of interest, learner’s online operation behaviour was summarized through data mining methods, and the learners' interest regression model was built. Experimental results show that the accuracy of the model is more than 91% and it has good applicability in blended learning.
Blanco, Angeles
2011-01-01
This study investigated the usefulness of social cognitive career theory--SCCT (Lent, Brown, and Hackett, 1994) in predicting interests and goals relating to statistics among psychology students. The participants were 1036 Spanish students who completed measurements of statistics-related mastery experiences, self-efficacy, outcome expectations,…
Blanco, Angeles
2011-01-01
This study investigated the usefulness of social cognitive career theory--SCCT (Lent, Brown, and Hackett, 1994) in predicting interests and goals relating to statistics among psychology students. The participants were 1036 Spanish students who completed measurements of statistics-related mastery experiences, self-efficacy, outcome expectations,…
Network Based Prediction Model for Genomics Data Analysis*
Huang, Ying; Wang, Pei
2012-01-01
Biological networks, such as genetic regulatory networks and protein interaction networks, provide important information for studying gene/protein activities. In this paper, we propose a new method, NetBoosting, for incorporating a priori biological network information in analyzing high dimensional genomics data. Specially, we are interested in constructing prediction models for disease phenotypes of interest based on genomics data, and at the same time identifying disease susceptible genes. ...
Return Predictability, Model Uncertainty, and Robust Investment
DEFF Research Database (Denmark)
Lukas, Manuel
Stock return predictability is subject to great uncertainty. In this paper we use the model confidence set approach to quantify uncertainty about expected utility from investment, accounting for potential return predictability. For monthly US data and six representative return prediction models, we...
Critical conceptualism in environmental modeling and prediction.
Christakos, G
2003-10-15
Many important problems in environmental science and engineering are of a conceptual nature. Research and development, however, often becomes so preoccupied with technical issues, which are themselves fascinating, that it neglects essential methodological elements of conceptual reasoning and theoretical inquiry. This work suggests that valuable insight into environmental modeling can be gained by means of critical conceptualism which focuses on the software of human reason and, in practical terms, leads to a powerful methodological framework of space-time modeling and prediction. A knowledge synthesis system develops the rational means for the epistemic integration of various physical knowledge bases relevant to the natural system of interest in order to obtain a realistic representation of the system, provide a rigorous assessment of the uncertainty sources, generate meaningful predictions of environmental processes in space-time, and produce science-based decisions. No restriction is imposed on the shape of the distribution model or the form of the predictor (non-Gaussian distributions, multiple-point statistics, and nonlinear models are automatically incorporated). The scientific reasoning structure underlying knowledge synthesis involves teleologic criteria and stochastic logic principles which have important advantages over the reasoning method of conventional space-time techniques. Insight is gained in terms of real world applications, including the following: the study of global ozone patterns in the atmosphere using data sets generated by instruments on board the Nimbus 7 satellite and secondary information in terms of total ozone-tropopause pressure models; the mapping of arsenic concentrations in the Bangladesh drinking water by assimilating hard and soft data from an extensive network of monitoring wells; and the dynamic imaging of probability distributions of pollutants across the Kalamazoo river.
Continuous Time Models of Interest Rate: Testing the Mexican Data (1998-2006)
Jose Luis de la Cruz; Elizabeth Ortega.
2007-01-01
Distinct parametric models in continuous time for the interest rates are tested by means of a comparative analysis of the implied parametric and nonparametric densities. In this research the statistic developed by Ait-Sahalia (1996a) has been applied to the Mexican CETES (28 days) interest rate in the period 1998-2006. With this technique, the discrete approximation to the continuous model is unnecessary even when the data are discrete. The results allow to affirm that the models of interest ...
Predictive Model Assessment for Count Data
2007-09-05
critique count regression models for patent data, and assess the predictive performance of Bayesian age-period-cohort models for larynx cancer counts...the predictive performance of Bayesian age-period-cohort models for larynx cancer counts in Germany. We consider a recent suggestion by Baker and...Figure 5. Boxplots for various scores for patent data count regressions. 11 Table 1 Four predictive models for larynx cancer counts in Germany, 1998–2002
Better than Fuller:a two interests model of remedies for breach of contract
Campbell, David
2015-01-01
The attempt to combine the contractual interests properly so-called with the restitution interest in the Fuller and Purdue three interests model of remedies for breach of contract is ineradicably incoherent. Stimulated by reflection on contemporary restitution doctrine’s understanding of the quasi-contractual remedies of recovery and quantum meruit, this paper argues that the complete elimination from the law of contract of the restitution interest, which incorporates those remedies into the ...
Nonlinear chaotic model for predicting storm surges
Directory of Open Access Journals (Sweden)
M. Siek
2010-09-01
Full Text Available This paper addresses the use of the methods of nonlinear dynamics and chaos theory for building a predictive chaotic model from time series. The chaotic model predictions are made by the adaptive local models based on the dynamical neighbors found in the reconstructed phase space of the observables. We implemented the univariate and multivariate chaotic models with direct and multi-steps prediction techniques and optimized these models using an exhaustive search method. The built models were tested for predicting storm surge dynamics for different stormy conditions in the North Sea, and are compared to neural network models. The results show that the chaotic models can generally provide reliable and accurate short-term storm surge predictions.
Nonlinear chaotic model for predicting storm surges
Siek, M.; Solomatine, D.P.
This paper addresses the use of the methods of nonlinear dynamics and chaos theory for building a predictive chaotic model from time series. The chaotic model predictions are made by the adaptive local models based on the dynamical neighbors found in the reconstructed phase space of the observables.
How to Establish Clinical Prediction Models
Directory of Open Access Journals (Sweden)
Yong-ho Lee
2016-03-01
Full Text Available A clinical prediction model can be applied to several challenging clinical scenarios: screening high-risk individuals for asymptomatic disease, predicting future events such as disease or death, and assisting medical decision-making and health education. Despite the impact of clinical prediction models on practice, prediction modeling is a complex process requiring careful statistical analyses and sound clinical judgement. Although there is no definite consensus on the best methodology for model development and validation, a few recommendations and checklists have been proposed. In this review, we summarize five steps for developing and validating a clinical prediction model: preparation for establishing clinical prediction models; dataset selection; handling variables; model generation; and model evaluation and validation. We also review several studies that detail methods for developing clinical prediction models with comparable examples from real practice. After model development and vigorous validation in relevant settings, possibly with evaluation of utility/usability and fine-tuning, good models can be ready for the use in practice. We anticipate that this framework will revitalize the use of predictive or prognostic research in endocrinology, leading to active applications in real clinical practice.
On cross-currency models with stochastic volatility and correlated interest rates
Grzelak, L.A.; Oosterlee, C.W.
2010-01-01
We construct multi-currency models with stochastic volatility and correlated stochastic interest rates with a full matrix of correlations. We first deal with a foreign exchange (FX) model of Heston-type, in which the domestic and foreign interest rates are generated by the short-rate process of
On cross-currency models with stochastic volatility and correlated interest rates
Grzelak, L.A.; Oosterlee, C.W.
2010-01-01
We construct multi-currency models with stochastic volatility and correlated stochastic interest rates with a full matrix of correlations. We first deal with a foreign exchange (FX) model of Heston-type, in which the domestic and foreign interest rates are generated by the short-rate process of Hull
Comparison of Prediction-Error-Modelling Criteria
DEFF Research Database (Denmark)
Jørgensen, John Bagterp; Jørgensen, Sten Bay
2007-01-01
is a realization of a continuous-discrete multivariate stochastic transfer function model. The proposed prediction error-methods are demonstrated for a SISO system parameterized by the transfer functions with time delays of a continuous-discrete-time linear stochastic system. The simulations for this case suggest......Single and multi-step prediction-error-methods based on the maximum likelihood and least squares criteria are compared. The prediction-error methods studied are based on predictions using the Kalman filter and Kalman predictors for a linear discrete-time stochastic state space model, which...... computational resources. The identification method is suitable for predictive control....
Case studies in archaeological predictive modelling
Verhagen, Jacobus Wilhelmus Hermanus Philippus
2007-01-01
In this thesis, a collection of papers is put together dealing with various quantitative aspects of predictive modelling and archaeological prospection. Among the issues covered are the effects of survey bias on the archaeological data used for predictive modelling, and the complexities of testing p
Childhood asthma prediction models: a systematic review.
Smit, Henriette A; Pinart, Mariona; Antó, Josep M; Keil, Thomas; Bousquet, Jean; Carlsen, Kai H; Moons, Karel G M; Hooft, Lotty; Carlsen, Karin C Lødrup
2015-12-01
Early identification of children at risk of developing asthma at school age is crucial, but the usefulness of childhood asthma prediction models in clinical practice is still unclear. We systematically reviewed all existing prediction models to identify preschool children with asthma-like symptoms at risk of developing asthma at school age. Studies were included if they developed a new prediction model or updated an existing model in children aged 4 years or younger with asthma-like symptoms, with assessment of asthma done between 6 and 12 years of age. 12 prediction models were identified in four types of cohorts of preschool children: those with health-care visits, those with parent-reported symptoms, those at high risk of asthma, or children in the general population. Four basic models included non-invasive, easy-to-obtain predictors only, notably family history, allergic disease comorbidities or precursors of asthma, and severity of early symptoms. Eight extended models included additional clinical tests, mostly specific IgE determination. Some models could better predict asthma development and other models could better rule out asthma development, but the predictive performance of no single model stood out in both aspects simultaneously. This finding suggests that there is a large proportion of preschool children with wheeze for which prediction of asthma development is difficult.
Anatomy, modelling and prediction of aeroservoelastic rotorcraft-pilot-coupling.
Gennaretti, M.; Collela, M.M.; Serafini, J.; Dang Vu, B.; Masarati, P.; Quaranta, G; Muscarello, V.; Jump, M.; M. Jones; Lu, L.(Bergische Universität Wuppertal, Wuppertal, Germany); Ionita, A.; Fuiorea, I.; Mihaila-Andres, M.; Stefan, R
2013-01-01
Research activity and results obtained within the European project ARISTOTEL (2010-2013) are presented. It deals with anatomy, modelling and prediction of Rotorcraft Pilot Coupling (RPC) phenomena, which are a really broad and wide category of events, ranging from discomfort to catastrophic crash. The main topics concerning piloted helicopter simulation that are of interest for designers are examined. These include comprehensive rotorcraft modelling suited for Pilot Assisted Oscillations (PAO...
Directory of Open Access Journals (Sweden)
Jiaxu Chen
2013-01-01
Full Text Available Human mobility modeling has increasingly drawn the attention of researchers working on wireless mobile networks such as delay tolerant networks (DTNs in the last few years. So far, a number of human mobility models have been proposed to reproduce people’s social relationships, which strongly affect people’s daily life movement behaviors. However, most of them are based on the granularity of community. This paper presents interest-oriented human contacts (IHC mobility model, which can reproduce social relationships on a pairwise granularity. As well, IHC provides two methods to generate input parameters (interest vectors based on the social interaction matrix of target scenarios. By comparing synthetic data generated by IHC with three different real traces, we validate our model as a good approximation for human mobility. Exhaustive experiments are also conducted to show that IHC can predict well the performance of routing protocols.
Interest Rates with Long Memory: A Generalized Affine Term-Structure Model
DEFF Research Database (Denmark)
Osterrieder, Daniela
We propose a model for the term structure of interest rates that is a generalization of the discrete-time, Gaussian, affine yield-curve model. Compared to standard affine models, our model allows for general linear dynamics in the vector of state variables. In an application to real yields of U...
Institute of Scientific and Technical Information of China (English)
Ding Jun YAO; Rong Ming WANG
2008-01-01
The authors consider two discrete-time insurance risk models. Two moving average risk models are introduced to model the surplus process, and the probabilities of ruin are examined in models with a constant interest force. Exponential bounds for ruin probabilities of an infinite time horizon are derived by the martingale method.
A New Variational Model for Segmenting Objects of Interest from Color Images
Directory of Open Access Journals (Sweden)
Yanli Zhai
2010-01-01
Full Text Available We propose a new variational model for segmenting objects of interest from color images. This model is inspired by the geodesic active contour model, the region-scalable fitting model, the weighted bounded variation model and the active contour models based on the Mumford-Shah model. In order to segment desired objects in color images, the energy functional in our model includes a discrimination function that determines whether an image pixel belongs to the desired objects or not. Compared with other active contour models, our new model cannot only avoid the usual drawback in the level set approach but also detect the objects of interest accurately. Moreover, we investigate the new model mathematically and establish the existence of the minimum to the new energy functional. Finally, numerical results show the effectiveness of our proposed model.
Hedging LIBOR Derivatives in a Field Theory Model of Interest Rates
Baaquie, B E; Warachka, M C; Baaquie, Belal E.; Liang, Cui; Warachka, Mitch C.
2005-01-01
We investigate LIBOR-based derivatives using a parsimonious field theory interest rate model capable of instilling imperfect correlation between different maturities. Delta and Gamma hedge parameters are derived for LIBOR Caps and Floors against fluctuations in underlying forward rates. An empirical illustration of our methodology is also conducted to demonstrate the influence of correlation on the hedging of interest rate risk.
Cheng, Feon W.; Monnat, Shannon M.; Lohse, Barbara
2015-01-01
Background: "NEEDs for Bones" (NFB), based on the Health Belief Model, is a 4-lesson osteoporosis-prevention curriculum for 11- to 14-year-olds. This study examined the relationship between enjoyment of food tastings and interest in NFB. Methods:NFB was administered by teachers as part of standard practice and evaluated after the fourth…
Cheng, Feon W.; Monnat, Shannon M.; Lohse, Barbara
2015-01-01
Background: "NEEDs for Bones" (NFB), based on the Health Belief Model, is a 4-lesson osteoporosis-prevention curriculum for 11- to 14-year-olds. This study examined the relationship between enjoyment of food tastings and interest in NFB. Methods:NFB was administered by teachers as part of standard practice and evaluated after the fourth…
Model predictive control classical, robust and stochastic
Kouvaritakis, Basil
2016-01-01
For the first time, a textbook that brings together classical predictive control with treatment of up-to-date robust and stochastic techniques. Model Predictive Control describes the development of tractable algorithms for uncertain, stochastic, constrained systems. The starting point is classical predictive control and the appropriate formulation of performance objectives and constraints to provide guarantees of closed-loop stability and performance. Moving on to robust predictive control, the text explains how similar guarantees may be obtained for cases in which the model describing the system dynamics is subject to additive disturbances and parametric uncertainties. Open- and closed-loop optimization are considered and the state of the art in computationally tractable methods based on uncertainty tubes presented for systems with additive model uncertainty. Finally, the tube framework is also applied to model predictive control problems involving hard or probabilistic constraints for the cases of multiplic...
Predicting functional brain ROIs via fiber shape models.
Zhang, Tuo; Guo, Lei; Li, Kaiming; Zhu, Dajing; Cui, Guangbin; Liu, Tianming
2011-01-01
Study of structural and functional connectivities of the human brain has received significant interest and effort recently. A fundamental question arises when attempting to measure the structural and/or functional connectivities of specific brain networks: how to best identify possible Regions of Interests (ROIs)? In this paper, we present a novel ROI prediction framework that localizes ROIs in individual brains based on learned fiber shape models from multimodal task-based fMRI and diffusion tensor imaging (DTI) data. In the training stage, ROIs are identified as activation peaks in task-based fMRI data. Then, shape models of white matter fibers emanating from these functional ROIs are learned. In addition, ROIs' location distribution model is learned to be used as an anatomical constraint. In the prediction stage, functional ROIs are predicted in individual brains based on DTI data. The ROI prediction is formulated and solved as an energy minimization problem, in which the two learned models are used as energy terms. Our experiment results show that the average ROI prediction error is 3.45 mm, in comparison with the benchmark data provided by working memory task-based fMRI. Promising results were also obtained on the ADNI-2 longitudinal DTI dataset.
A framework for modeling the liquidity and interest rate risk of demand deposits
2016-01-01
The objective of this report is to carry out a pre-study and develop a framework for how the liquidity and interest rate risk of a bank's demand deposits can be modeled. This is done by first calibrating a Vasicek short rate model and then deriving models for the bank's deposit volume and deposit rate using multiple regression. The volume model and the deposit rate model are used to determine the liquidity and interest rate risk, which is done separately. The liquidity risk is determined by a...
Statistical imitation system using relational interest points and Gaussian mixture models
CSIR Research Space (South Africa)
Claassens, J
2009-11-01
Full Text Available The author proposes an imitation system that uses relational interest points (RIPs) and Gaussian mixture models (GMMs) to characterize a behaviour. The system's structure is inspired by the Robot Programming by Demonstration (RDP) paradigm...
The Four-Phase Model of Interest Development applied to learning to teach
Directory of Open Access Journals (Sweden)
George Francisco Santiago Martin
2016-03-01
Full Text Available This article presents a research about the development of interest in teaching. The subjects of study were students of a public University of Paraná, Brazil, who integrated the a project in initial training called PIBID in scientific areas (Biological Sciences, Physics and Chemistry. The methodological procedures were based on the discursive textual analysis, from which it was possible to organize the data according to the Four-Phases Model of Interest Development (MDI of Hidi and Renninger (2006. After analysis, it was possible to characterize the interest of these students in teaching, suggesting that this interest can be developed in students during initial training. Our data showed, moreover, that interest in teaching has two main characteristics: the desire to be a teacher and the curiosity of the students to know how is to be a teacher. In addition, it was found that the school teachers can directly influence the maintenance of student interest in following a teaching career.
Energy based prediction models for building acoustics
DEFF Research Database (Denmark)
Brunskog, Jonas
2012-01-01
In order to reach robust and simplified yet accurate prediction models, energy based principle are commonly used in many fields of acoustics, especially in building acoustics. This includes simple energy flow models, the framework of statistical energy analysis (SEA) as well as more elaborated...... principles as, e.g., wave intensity analysis (WIA). The European standards for building acoustic predictions, the EN 12354 series, are based on energy flow and SEA principles. In the present paper, different energy based prediction models are discussed and critically reviewed. Special attention is placed...
Massive Predictive Modeling using Oracle R Enterprise
CERN. Geneva
2014-01-01
R is fast becoming the lingua franca for analyzing data via statistics, visualization, and predictive analytics. For enterprise-scale data, R users have three main concerns: scalability, performance, and production deployment. Oracle's R-based technologies - Oracle R Distribution, Oracle R Enterprise, Oracle R Connector for Hadoop, and the R package ROracle - address these concerns. In this talk, we introduce Oracle's R technologies, highlighting how each enables R users to achieve scalability and performance while making production deployment of R results a natural outcome of the data analyst/scientist efforts. The focus then turns to Oracle R Enterprise with code examples using the transparency layer and embedded R execution, targeting massive predictive modeling. One goal behind massive predictive modeling is to build models per entity, such as customers, zip codes, simulations, in an effort to understand behavior and tailor predictions at the entity level. Predictions...
Liver Cancer Risk Prediction Models
Developing statistical models that estimate the probability of developing liver cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Colorectal Cancer Risk Prediction Models
Developing statistical models that estimate the probability of developing colorectal cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Cervical Cancer Risk Prediction Models
Developing statistical models that estimate the probability of developing cervical cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Prostate Cancer Risk Prediction Models
Developing statistical models that estimate the probability of developing prostate cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Pancreatic Cancer Risk Prediction Models
Developing statistical models that estimate the probability of developing pancreatic cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Colorectal Cancer Risk Prediction Models
Developing statistical models that estimate the probability of developing colorectal cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Bladder Cancer Risk Prediction Models
Developing statistical models that estimate the probability of developing bladder cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Esophageal Cancer Risk Prediction Models
Developing statistical models that estimate the probability of developing esophageal cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Lung Cancer Risk Prediction Models
Developing statistical models that estimate the probability of developing lung cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Breast Cancer Risk Prediction Models
Developing statistical models that estimate the probability of developing breast cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Ovarian Cancer Risk Prediction Models
Developing statistical models that estimate the probability of developing ovarian cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Testicular Cancer Risk Prediction Models
Developing statistical models that estimate the probability of testicular cervical cancer over a defined period of time will help clinicians identify individuals at higher risk of specific cancers, allowing for earlier or more frequent screening and counseling of behavioral changes to decrease risk.
Posterior Predictive Model Checking in Bayesian Networks
Crawford, Aaron
2014-01-01
This simulation study compared the utility of various discrepancy measures within a posterior predictive model checking (PPMC) framework for detecting different types of data-model misfit in multidimensional Bayesian network (BN) models. The investigated conditions were motivated by an applied research program utilizing an operational complex…
A Course in... Model Predictive Control.
Arkun, Yaman; And Others
1988-01-01
Describes a graduate engineering course which specializes in model predictive control. Lists course outline and scope. Discusses some specific topics and teaching methods. Suggests final projects for the students. (MVL)
Thungjaroenkul, Petsunee; G Cummings, Greta; Tate, Kaitlyn
2016-09-01
A shortage of nurse educators generates a systemic problem in nursing education. A model to develop interventions directed at enhancing graduate nursing student interest in assuming a future faculty role is needed. This study used a social cognitive career theory perspective to examine the effects of past performance in teaching and supervision, social influence, observing others teaching, perceived task demands for nurse educators, self-efficacy, and outcome expectations on Thai graduate nursing students' (n=236) interest to become a nurse educator. Results of structural equation modeling analyses revealed that social influence and past performance in teaching and supervision had significant effects on interest to become a nurse educator when mediated by self-efficacy and outcome expectations. Observing others teaching and perceived task demands for nurse educators did not significantly predict interest in faculty roles. These findings provide new knowledge about factors and their influence on the development of interest to assume faculty roles. Implications for nursing education include the design of feasible graduate curricula that enhance students' abilities in faculty role and increases valuation of teaching careers.
Improving Saliency Models by Predicting Human Fixation Patches
Dubey, Rachit
2015-04-16
There is growing interest in studying the Human Visual System (HVS) to supplement and improve the performance of computer vision tasks. A major challenge for current visual saliency models is predicting saliency in cluttered scenes (i.e. high false positive rate). In this paper, we propose a fixation patch detector that predicts image patches that contain human fixations with high probability. Our proposed model detects sparse fixation patches with an accuracy of 84 % and eliminates non-fixation patches with an accuracy of 84 % demonstrating that low-level image features can indeed be used to short-list and identify human fixation patches. We then show how these detected fixation patches can be used as saliency priors for popular saliency models, thus, reducing false positives while maintaining true positives. Extensive experimental results show that our proposed approach allows state-of-the-art saliency methods to achieve better prediction performance on benchmark datasets.
Equivalency and unbiasedness of grey prediction models
Institute of Scientific and Technical Information of China (English)
Bo Zeng; Chuan Li; Guo Chen; Xianjun Long
2015-01-01
In order to deeply research the structure discrepancy and modeling mechanism among different grey prediction mo-dels, the equivalence and unbiasedness of grey prediction mo-dels are analyzed and verified. The results show that al the grey prediction models that are strictly derived from x(0)(k) +az(1)(k) = b have the identical model structure and simulation precision. Moreover, the unbiased simulation for the homoge-neous exponential sequence can be accomplished. However, the models derived from dx(1)/dt+ax(1) =b are only close to those derived from x(0)(k)+az(1)(k)=b provided that|a|has to satisfy|a| < 0.1; neither could the unbiased simulation for the homoge-neous exponential sequence be achieved. The above conclusions are proved and verified through some theorems and examples.
Predictability of extreme values in geophysical models
Directory of Open Access Journals (Sweden)
A. E. Sterk
2012-09-01
Full Text Available Extreme value theory in deterministic systems is concerned with unlikely large (or small values of an observable evaluated along evolutions of the system. In this paper we study the finite-time predictability of extreme values, such as convection, energy, and wind speeds, in three geophysical models. We study whether finite-time Lyapunov exponents are larger or smaller for initial conditions leading to extremes. General statements on whether extreme values are better or less predictable are not possible: the predictability of extreme values depends on the observable, the attractor of the system, and the prediction lead time.
Hybrid modeling and prediction of dynamical systems
Lloyd, Alun L.; Flores, Kevin B.
2017-01-01
Scientific analysis often relies on the ability to make accurate predictions of a system’s dynamics. Mechanistic models, parameterized by a number of unknown parameters, are often used for this purpose. Accurate estimation of the model state and parameters prior to prediction is necessary, but may be complicated by issues such as noisy data and uncertainty in parameters and initial conditions. At the other end of the spectrum exist nonparametric methods, which rely solely on data to build their predictions. While these nonparametric methods do not require a model of the system, their performance is strongly influenced by the amount and noisiness of the data. In this article, we consider a hybrid approach to modeling and prediction which merges recent advancements in nonparametric analysis with standard parametric methods. The general idea is to replace a subset of a mechanistic model’s equations with their corresponding nonparametric representations, resulting in a hybrid modeling and prediction scheme. Overall, we find that this hybrid approach allows for more robust parameter estimation and improved short-term prediction in situations where there is a large uncertainty in model parameters. We demonstrate these advantages in the classical Lorenz-63 chaotic system and in networks of Hindmarsh-Rose neurons before application to experimentally collected structured population data. PMID:28692642
Risk terrain modeling predicts child maltreatment.
Daley, Dyann; Bachmann, Michael; Bachmann, Brittany A; Pedigo, Christian; Bui, Minh-Thuy; Coffman, Jamye
2016-12-01
As indicated by research on the long-term effects of adverse childhood experiences (ACEs), maltreatment has far-reaching consequences for affected children. Effective prevention measures have been elusive, partly due to difficulty in identifying vulnerable children before they are harmed. This study employs Risk Terrain Modeling (RTM), an analysis of the cumulative effect of environmental factors thought to be conducive for child maltreatment, to create a highly accurate prediction model for future substantiated child maltreatment cases in the City of Fort Worth, Texas. The model is superior to commonly used hotspot predictions and more beneficial in aiding prevention efforts in a number of ways: 1) it identifies the highest risk areas for future instances of child maltreatment with improved precision and accuracy; 2) it aids the prioritization of risk-mitigating efforts by informing about the relative importance of the most significant contributing risk factors; 3) since predictions are modeled as a function of easily obtainable data, practitioners do not have to undergo the difficult process of obtaining official child maltreatment data to apply it; 4) the inclusion of a multitude of environmental risk factors creates a more robust model with higher predictive validity; and, 5) the model does not rely on a retrospective examination of past instances of child maltreatment, but adapts predictions to changing environmental conditions. The present study introduces and examines the predictive power of this new tool to aid prevention efforts seeking to improve the safety, health, and wellbeing of vulnerable children.
Property predictions using microstructural modeling
Energy Technology Data Exchange (ETDEWEB)
Wang, K.G. [Department of Materials Science and Engineering, Rensselaer Polytechnic Institute, CII 9219, 110 8th Street, Troy, NY 12180-3590 (United States)]. E-mail: wangk2@rpi.edu; Guo, Z. [Sente Software Ltd., Surrey Technology Centre, 40 Occam Road, Guildford GU2 7YG (United Kingdom); Sha, W. [Metals Research Group, School of Civil Engineering, Architecture and Planning, The Queen' s University of Belfast, Belfast BT7 1NN (United Kingdom); Glicksman, M.E. [Department of Materials Science and Engineering, Rensselaer Polytechnic Institute, CII 9219, 110 8th Street, Troy, NY 12180-3590 (United States); Rajan, K. [Department of Materials Science and Engineering, Rensselaer Polytechnic Institute, CII 9219, 110 8th Street, Troy, NY 12180-3590 (United States)
2005-07-15
Precipitation hardening in an Fe-12Ni-6Mn maraging steel during overaging is quantified. First, applying our recent kinetic model of coarsening [Phys. Rev. E, 69 (2004) 061507], and incorporating the Ashby-Orowan relationship, we link quantifiable aspects of the microstructures of these steels to their mechanical properties, including especially the hardness. Specifically, hardness measurements allow calculation of the precipitate size as a function of time and temperature through the Ashby-Orowan relationship. Second, calculated precipitate sizes and thermodynamic data determined with Thermo-Calc[copyright] are used with our recent kinetic coarsening model to extract diffusion coefficients during overaging from hardness measurements. Finally, employing more accurate diffusion parameters, we determined the hardness of these alloys independently from theory, and found agreement with experimental hardness data. Diffusion coefficients determined during overaging of these steels are notably higher than those found during the aging - an observation suggesting that precipitate growth during aging and precipitate coarsening during overaging are not controlled by the same diffusion mechanism.
Spatial Economics Model Predicting Transport Volume
Directory of Open Access Journals (Sweden)
Lu Bo
2016-10-01
Full Text Available It is extremely important to predict the logistics requirements in a scientific and rational way. However, in recent years, the improvement effect on the prediction method is not very significant and the traditional statistical prediction method has the defects of low precision and poor interpretation of the prediction model, which cannot only guarantee the generalization ability of the prediction model theoretically, but also cannot explain the models effectively. Therefore, in combination with the theories of the spatial economics, industrial economics, and neo-classical economics, taking city of Zhuanghe as the research object, the study identifies the leading industry that can produce a large number of cargoes, and further predicts the static logistics generation of the Zhuanghe and hinterlands. By integrating various factors that can affect the regional logistics requirements, this study established a logistics requirements potential model from the aspect of spatial economic principles, and expanded the way of logistics requirements prediction from the single statistical principles to an new area of special and regional economics.
Modeling and Prediction Using Stochastic Differential Equations
DEFF Research Database (Denmark)
Juhl, Rune; Møller, Jan Kloppenborg; Jørgensen, John Bagterp
2016-01-01
Pharmacokinetic/pharmakodynamic (PK/PD) modeling for a single subject is most often performed using nonlinear models based on deterministic ordinary differential equations (ODEs), and the variation between subjects in a population of subjects is described using a population (mixed effects) setup...... that describes the variation between subjects. The ODE setup implies that the variation for a single subject is described by a single parameter (or vector), namely the variance (covariance) of the residuals. Furthermore the prediction of the states is given as the solution to the ODEs and hence assumed...... deterministic and can predict the future perfectly. A more realistic approach would be to allow for randomness in the model due to e.g., the model be too simple or errors in input. We describe a modeling and prediction setup which better reflects reality and suggests stochastic differential equations (SDEs...
Precision Plate Plan View Pattern Predictive Model
Institute of Scientific and Technical Information of China (English)
ZHAO Yang; YANG Quan; HE An-rui; WANG Xiao-chen; ZHANG Yun
2011-01-01
According to the rolling features of plate mill, a 3D elastic-plastic FEM （finite element model） based on full restart method of ANSYS/LS-DYNA was established to study the inhomogeneous plastic deformation of multipass plate rolling. By analyzing the simulation results, the difference of head and tail ends predictive models was found and modified. According to the numerical simulation results of 120 different kinds of conditions, precision plate plan view pattern predictive model was established. Based on these models, the sizing MAS （mizushima automatic plan view pattern control system） method was designed and used on a 2 800 mm plate mill. Comparing the rolled plates with and without PVPP （plan view pattern predictive） model, the reduced width deviation indicates that the olate !olan view Dattern predictive model is preeise.
NBC Hazard Prediction Model Capability Analysis
1999-09-01
Puff( SCIPUFF ) Model Verification and Evaluation Study, Air Resources Laboratory, NOAA, May 1998. Based on the NOAA review, the VLSTRACK developers...TO SUBSTANTIAL DIFFERENCES IN PREDICTIONS HPAC uses a transport and dispersion (T&D) model called SCIPUFF and an associated mean wind field model... SCIPUFF is a model for atmospheric dispersion that uses the Gaussian puff method - an arbitrary time-dependent concentration field is represented
Essays on financial econometrics : modeling the term structure of interest rates
Bouwman, Kees Evert
2008-01-01
This dissertation bundles five studies in financial econometrics that are related to the theme of modeling the term structure of interest rates. The main contribution of this dissertation is a new arbitrage-free term structure model that is applied in an empirical analysis of the US term structure.
Essays on financial econometrics : modeling the term structure of interest rates
Bouwman, Kees Evert
2008-01-01
This dissertation bundles five studies in financial econometrics that are related to the theme of modeling the term structure of interest rates. The main contribution of this dissertation is a new arbitrage-free term structure model that is applied in an empirical analysis of the US term structure.
Integrating Work and Basic Values into the Spherical Model of Interests
Sodano, Sandro M.
2011-01-01
Two prominent models of values, one in work and the other in life, were examined as they each related to the dimensions underlying the Spherical Model of Interests (Tracey & Rounds, 1996) as measured by the Personal Globe Inventory (PGI; Tracey, 2002). The technique of external property vector fitting was utilized to plot the value constructs onto…
Index Option Pricing Models with Stochastic Volatility and Stochastic Interest Rates
Jiang, G.J.; van der Sluis, P.J.
2000-01-01
This paper specifies a multivariate stochastic volatility (SV) model for the S&P500 index and spot interest rate processes. We first estimate the multivariate SV model via the efficient method of moments (EMM) technique based on observations of underlying state variables, and then investigate the
Corporate prediction models, ratios or regression analysis?
Bijnen, E.J.; Wijn, M.F.C.M.
1994-01-01
The models developed in the literature with respect to the prediction of a company s failure are based on ratios. It has been shown before that these models should be rejected on theoretical grounds. Our study of industrial companies in the Netherlands shows that the ratios which are used in
Modelling Chemical Reasoning to Predict Reactions
Segler, Marwin H S
2016-01-01
The ability to reason beyond established knowledge allows Organic Chemists to solve synthetic problems and to invent novel transformations. Here, we propose a model which mimics chemical reasoning and formalises reaction prediction as finding missing links in a knowledge graph. We have constructed a knowledge graph containing 14.4 million molecules and 8.2 million binary reactions, which represents the bulk of all chemical reactions ever published in the scientific literature. Our model outperforms a rule-based expert system in the reaction prediction task for 180,000 randomly selected binary reactions. We show that our data-driven model generalises even beyond known reaction types, and is thus capable of effectively (re-) discovering novel transformations (even including transition-metal catalysed reactions). Our model enables computers to infer hypotheses about reactivity and reactions by only considering the intrinsic local structure of the graph, and because each single reaction prediction is typically ac...
Modelling of physical properties - databases, uncertainties and predictive power
DEFF Research Database (Denmark)
Gani, Rafiqul
Physical and thermodynamic property in the form of raw data or estimated values for pure compounds and mixtures are important pre-requisites for performing tasks such as, process design, simulation and optimization; computer aided molecular/mixture (product) design; and, product-process analysis....... While use of experimentally measured values of the needed properties is desirable in these tasks, the experimental data of the properties of interest may not be available or may not be measurable in many cases. Therefore, property models that are reliable, predictive and easy to use are necessary....... However, which models should be used to provide the reliable estimates of the required properties? And, how much measured data is necessary to regress the model parameters? How to ensure predictive capabilities in the developed models? Also, as it is necessary to know the associated uncertainties...
The U.S. Environmental Protection Agency (EPA) Computational Toxicology Program develops and utilizes QSAR modeling approaches across a broad range of applications. In terms of physical chemistry we have a particular interest in the prediction of basic physicochemical parameters ...
Modeling the Interest Rate Term Structure: Derivatives Contracts Dynamics and Evaluation
Directory of Open Access Journals (Sweden)
Pedro L. Valls Pereira
2005-06-01
Full Text Available This article deals with a model for the term structure of interest rates and the valuation of derivative contracts directly dependent on it. The work is of a theoretical nature and deals, exclusively, with continuous time models, making ample use of stochastic calculus results and presents original contributions that we consider relevant to the development of the fixed income market modeling. We develop a new multifactorial model of the term structure of interest rates. The model is based on the decomposition of the yield curve into the factors level, slope, curvature, and the treatment of their collective dynamics. We show that this model may be applied to serve various objectives: analysis of bond price dynamics, valuation of derivative contracts and also market risk management and formulation of operational strategies which is presented in another article.
Evaluation of CASP8 model quality predictions
Cozzetto, Domenico
2009-01-01
The model quality assessment problem consists in the a priori estimation of the overall and per-residue accuracy of protein structure predictions. Over the past years, a number of methods have been developed to address this issue and CASP established a prediction category to evaluate their performance in 2006. In 2008 the experiment was repeated and its results are reported here. Participants were invited to infer the correctness of the protein models submitted by the registered automatic servers. Estimates could apply to both whole models and individual amino acids. Groups involved in the tertiary structure prediction categories were also asked to assign local error estimates to each predicted residue in their own models and their results are also discussed here. The correlation between the predicted and observed correctness measures was the basis of the assessment of the results. We observe that consensus-based methods still perform significantly better than those accepting single models, similarly to what was concluded in the previous edition of the experiment. © 2009 WILEY-LISS, INC.
Directory of Open Access Journals (Sweden)
Chubing Zhang
2013-01-01
Full Text Available We study the optimal investment strategies of DC pension, with the stochastic interest rate (including the CIR model and the Vasicek model and stochastic salary. In our model, the plan member is allowed to invest in a risk-free asset, a zero-coupon bond, and a single risky asset. By applying the Hamilton-Jacobi-Bellman equation, Legendre transform, and dual theory, we find the explicit solutions for the CRRA and CARA utility functions, respectively.
Genetic models of homosexuality: generating testable predictions
Gavrilets, Sergey; Rice, William R.
2006-01-01
Homosexuality is a common occurrence in humans and other species, yet its genetic and evolutionary basis is poorly understood. Here, we formulate and study a series of simple mathematical models for the purpose of predicting empirical patterns that can be used to determine the form of selection that leads to polymorphism of genes influencing homosexuality. Specifically, we develop theory to make contrasting predictions about the genetic characteristics of genes influencing homosexuality inclu...
Wind farm production prediction - The Zephyr model
Energy Technology Data Exchange (ETDEWEB)
Landberg, L. [Risoe National Lab., Wind Energy Dept., Roskilde (Denmark); Giebel, G. [Risoe National Lab., Wind Energy Dept., Roskilde (Denmark); Madsen, H. [IMM (DTU), Kgs. Lyngby (Denmark); Nielsen, T.S. [IMM (DTU), Kgs. Lyngby (Denmark); Joergensen, J.U. [Danish Meteorologisk Inst., Copenhagen (Denmark); Lauersen, L. [Danish Meteorologisk Inst., Copenhagen (Denmark); Toefting, J. [Elsam, Fredericia (DK); Christensen, H.S. [Eltra, Fredericia (Denmark); Bjerge, C. [SEAS, Haslev (Denmark)
2002-06-01
This report describes a project - funded by the Danish Ministry of Energy and the Environment - which developed a next generation prediction system called Zephyr. The Zephyr system is a merging between two state-of-the-art prediction systems: Prediktor of Risoe National Laboratory and WPPT of IMM at the Danish Technical University. The numerical weather predictions were generated by DMI's HIRLAM model. Due to technical difficulties programming the system, only the computational core and a very simple version of the originally very complex system were developed. The project partners were: Risoe, DMU, DMI, Elsam, Eltra, Elkraft System, SEAS and E2. (au)
Selection of fire spread model for Russian fire behavior prediction system
Alexandra V. Volokitina; Kevin C. Ryan; Tatiana M. Sofronova; Mark A. Sofronov
2010-01-01
Mathematical modeling of fire behavior prediction is only possible if the models are supplied with an information database that provides spatially explicit input parameters for modeled area. Mathematical models can be of three kinds: 1) physical; 2) empirical; and 3) quasi-empirical (Sullivan, 2009). Physical models (Grishin, 1992) are of academic interest only because...
Directory of Open Access Journals (Sweden)
Juliana Yim
2009-06-01
Full Text Available This paper looks at the ability of a relatively new technique, hybrid ANN’s, to predict corporate distress in Brazil. These models are compared with traditional statistical techniques and conventional ANN models. The results suggest that hybrid neural networks outperform all other models in predicting firms in financial distress one year prior to the event. This suggests that for researchers, policymakers and others interested in early warning systems, hybrid networks may be a useful tool for predicting firm failure.
Directory of Open Access Journals (Sweden)
Juliana Yim
2005-01-01
Full Text Available This paper looks at the ability of a relatively new technique, hybrid ANN's, to predict corporate distress in Brazil. These models are compared with traditional statistical techniques and conventional ANN models. The results suggest that hybrid neural networks outperform all other models in predicting firms in financial distress one year prior to the event. This suggests that for researchers, policymakers and others interested in early warning systems, hybrid networks may be a useful tool for predicting firm failure.
Optimal dividend control for a generalized risk model with investment incomes and debit interest
Zhu, Jinxia
2011-01-01
This paper investigates dividend optimization of an insurance corporation under a more realistic model which takes into consideration refinancing or capital injections. The model follows the compound Poisson framework with credit interest for positive reserve, and debit interest for negative reserve. Ruin occurs when the reserve drops below the critical value. The company controls the dividend pay-out dynamically with the objective to maximize the expected total discounted dividends until ruin. We show that that the optimal strategy is a band strategy and it is optimal to pay no dividends when the reserve is negative.
Consumer Choice Prediction: Artificial Neural Networks versus Logistic Models
Directory of Open Access Journals (Sweden)
Christopher Gan
2005-01-01
Full Text Available Conventional econometric models, such as discriminant analysis and logistic regression have been used to predict consumer choice. However, in recent years, there has been a growing interest in applying artificial neural networks (ANN to analyse consumer behaviour and to model the consumer decision-making process. The purpose of this paper is to empirically compare the predictive power of the probability neural network (PNN, a special class of neural networks and a MLFN with a logistic model on consumers choices between electronic banking and non-electronic banking. Data for this analysis was obtained through a mail survey sent to 1,960 New Zealand households. The questionnaire gathered information on the factors consumers use to decide between electronic banking versus non-electronic banking. The factors include service quality dimensions, perceived risk factors, user input factors, price factors, service product characteristics and individual factors. In addition, demographic variables including age, gender, marital status, ethnic background, educational qualification, employment, income and area of residence are considered in the analysis. Empirical results showed that both ANN models (MLFN and PNN exhibit a higher overall percentage correct on consumer choice predictions than the logistic model. Furthermore, the PNN demonstrates to be the best predictive model since it has the highest overall percentage correct and a very low percentage error on both Type I and Type II errors.
Predictive model for segmented poly(urea
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Frankl P.
2012-08-01
Full Text Available Segmented poly(urea has been shown to be of significant benefit in protecting vehicles from blast and impact and there have been several experimental studies to determine the mechanisms by which this protective function might occur. One suggested route is by mechanical activation of the glass transition. In order to enable design of protective structures using this material a constitutive model and equation of state are needed for numerical simulation hydrocodes. Determination of such a predictive model may also help elucidate the beneficial mechanisms that occur in polyurea during high rate loading. The tool deployed to do this has been Group Interaction Modelling (GIM – a mean field technique that has been shown to predict the mechanical and physical properties of polymers from their structure alone. The structure of polyurea has been used to characterise the parameters in the GIM scheme without recourse to experimental data and the equation of state and constitutive model predicts response over a wide range of temperatures and strain rates. The shock Hugoniot has been predicted and validated against existing data. Mechanical response in tensile tests has also been predicted and validated.
The stochastic string model as a unifying theory of the term structure of interest rates
Bueno-Guerrero, Alberto; Moreno, Manuel; Navas, Javier F.
2016-11-01
We present the stochastic string model of Santa-Clara and Sornette (2001), as reformulated by Bueno-Guerrero et al. (2015), as a unifying theory of the continuous-time modeling of the term structure of interest rates. We provide several new results, such as: (a) an orthogonality condition for the volatilities in the Heath, Jarrow, and Morton (1992) (HJM) model, (b) the interpretation of multi-factor HJM models as approximations to a full infinite-dimensional model, (c) a result of consistency based on Hilbert spaces, and (d) a theorem for option valuation.
Fletcher, Garth J O; Kerr, Patrick S G; Li, Norman P; Valentine, Katherine A
2014-04-01
In the current study, opposite-sex strangers had 10-min conversations with a possible further date in mind. Based on judgments from partners and observers, three main findings were produced. First, judgments of attractiveness/vitality perceptions (compared with warmth/trustworthiness and status/resources) were the most accurate and were predominant in influencing romantic interest and decisions about further contact. Second, women were more cautious and choosy than men-women underestimated their partner's romantic interest, whereas men exaggerated it, and women were less likely to want further contact. Third, a mediational model found that women (compared with men) were less likely to want further contact because they perceived their partners as possessing less attractiveness/vitality and as falling shorter of their minimum standards of attractiveness/vitality, thus generating lower romantic interest. These novel results are discussed in terms of the mixed findings from prior research, evolutionary psychology, and the functionality of lay psychology in early mate-selection contexts.
Boolean network model predicts knockout mutant phenotypes of fission yeast.
Directory of Open Access Journals (Sweden)
Maria I Davidich
Full Text Available BOOLEAN NETWORKS (OR: networks of switches are extremely simple mathematical models of biochemical signaling networks. Under certain circumstances, Boolean networks, despite their simplicity, are capable of predicting dynamical activation patterns of gene regulatory networks in living cells. For example, the temporal sequence of cell cycle activation patterns in yeasts S. pombe and S. cerevisiae are faithfully reproduced by Boolean network models. An interesting question is whether this simple model class could also predict a more complex cellular phenomenology as, for example, the cell cycle dynamics under various knockout mutants instead of the wild type dynamics, only. Here we show that a Boolean network model for the cell cycle control network of yeast S. pombe correctly predicts viability of a large number of known mutants. So far this had been left to the more detailed differential equation models of the biochemical kinetics of the yeast cell cycle network and was commonly thought to be out of reach for models as simplistic as Boolean networks. The new results support our vision that Boolean networks may complement other mathematical models in systems biology to a larger extent than expected so far, and may fill a gap where simplicity of the model and a preference for an overall dynamical blueprint of cellular regulation, instead of biochemical details, are in the focus.
Boolean Network Model Predicts Knockout Mutant Phenotypes of Fission Yeast
Davidich, Maria I.; Bornholdt, Stefan
2013-01-01
Boolean networks (or: networks of switches) are extremely simple mathematical models of biochemical signaling networks. Under certain circumstances, Boolean networks, despite their simplicity, are capable of predicting dynamical activation patterns of gene regulatory networks in living cells. For example, the temporal sequence of cell cycle activation patterns in yeasts S. pombe and S. cerevisiae are faithfully reproduced by Boolean network models. An interesting question is whether this simple model class could also predict a more complex cellular phenomenology as, for example, the cell cycle dynamics under various knockout mutants instead of the wild type dynamics, only. Here we show that a Boolean network model for the cell cycle control network of yeast S. pombe correctly predicts viability of a large number of known mutants. So far this had been left to the more detailed differential equation models of the biochemical kinetics of the yeast cell cycle network and was commonly thought to be out of reach for models as simplistic as Boolean networks. The new results support our vision that Boolean networks may complement other mathematical models in systems biology to a larger extent than expected so far, and may fill a gap where simplicity of the model and a preference for an overall dynamical blueprint of cellular regulation, instead of biochemical details, are in the focus. PMID:24069138
PREDICTIVE CAPACITY OF ARCH FAMILY MODELS
Directory of Open Access Journals (Sweden)
Raphael Silveira Amaro
2016-03-01
Full Text Available In the last decades, a remarkable number of models, variants from the Autoregressive Conditional Heteroscedastic family, have been developed and empirically tested, making extremely complex the process of choosing a particular model. This research aim to compare the predictive capacity, using the Model Confidence Set procedure, than five conditional heteroskedasticity models, considering eight different statistical probability distributions. The financial series which were used refers to the log-return series of the Bovespa index and the Dow Jones Industrial Index in the period between 27 October 2008 and 30 December 2014. The empirical evidences showed that, in general, competing models have a great homogeneity to make predictions, either for a stock market of a developed country or for a stock market of a developing country. An equivalent result can be inferred for the statistical probability distributions that were used.
Predictive QSAR modeling of phosphodiesterase 4 inhibitors.
Kovalishyn, Vasyl; Tanchuk, Vsevolod; Charochkina, Larisa; Semenuta, Ivan; Prokopenko, Volodymyr
2012-02-01
A series of diverse organic compounds, phosphodiesterase type 4 (PDE-4) inhibitors, have been modeled using a QSAR-based approach. 48 QSAR models were compared by following the same procedure with different combinations of descriptors and machine learning methods. QSAR methodologies used random forests and associative neural networks. The predictive ability of the models was tested through leave-one-out cross-validation, giving a Q² = 0.66-0.78 for regression models and total accuracies Ac=0.85-0.91 for classification models. Predictions for the external evaluation sets obtained accuracies in the range of 0.82-0.88 (for active/inactive classifications) and Q² = 0.62-0.76 for regressions. The method showed itself to be a potential tool for estimation of IC₅₀ of new drug-like candidates at early stages of drug development. Copyright © 2011 Elsevier Inc. All rights reserved.
Directory of Open Access Journals (Sweden)
T. Raatikainen
2005-01-01
Full Text Available In this work, existing and modified activity coefficient models are examined in order to assess their capabilities to describe the properties of aqueous solution droplets relevant in the atmosphere. Five different water-organic-electrolyte activity coefficient models were first selected from the literature. Only one of these models included organics and electrolytes which are common in atmospheric aerosol particles. In the other models, organic species were solvents such as alcohols, and important atmospheric ions like NH4+ could be missing. The predictions of these models were compared to experimental activity and solubility data in aqueous single electrolyte solutions with 31 different electrolytes. Based on the deviations from experimental data and on the capabilities of the models, four predictive models were selected for fitting of new parameters for binary and ternary solutions of common atmospheric electrolytes and organics. New electrolytes (H+, NH4+, Na+, Cl-, NO3- and SO42- and organics (dicarboxylic and some hydroxy acids were added and some modifications were made to the models if it was found useful. All new and most of the existing parameters were fitted to experimental single electrolyte data as well as data for aqueous organics and aqueous organic-electrolyte solutions. Unfortunately, there are very few data available for organic activities in binary solutions and for organic and electrolyte activities in aqueous organic-electrolyte solutions. This reduces model capabilities in predicting solubilities. After the parameters were fitted, deviations from measurement data were calculated for all fitted models, and for different data types. These deviations and the calculated property values were compared with those from other non-electrolyte and organic-electrolyte models found in the literature. Finally, hygroscopic growth factors were calculated for four 100 nm organic-electrolyte particles and these predictions were compared to
Marsh, Herbert W; Trautwein, Ulrich; Lüdtke, Oliver; Köller, Olaf; Baumert, Jürgen
2005-01-01
Reciprocal effects models of longitudinal data show that academic self-concept is both a cause and an effect of achievement. In this study this model was extended to juxtapose self-concept with academic interest. Based on longitudinal data from 2 nationally representative samples of German 7th-grade students (Study 1: N = 5,649, M age = 13.4; Study 2: N = 2,264, M age = 13.7 years), prior self-concept significantly affected subsequent math interest, school grades, and standardized test scores, whereas prior math interest had only a small effect on subsequent math self-concept. Despite stereotypic gender differences in means, linkages relating these constructs were invariant over gender. These results demonstrate the positive effects of academic self-concept on a variety of academic outcomes and integrate self-concept with the developmental motivation literature.
DEFF Research Database (Denmark)
Aanæs, Henrik; Dahl, Anders Lindbjerg; Pedersen, Kim Steenstrup
2012-01-01
on spatial invariance of interest points under changing acquisition parameters by measuring the spatial recall rate. The scope of this paper is to investigate the performance of a number of existing well-established interest point detection methods. Automatic performance evaluation of interest points is hard......Not all interest points are equally interesting. The most valuable interest points lead to optimal performance of the computer vision method in which they are employed. But a measure of this kind will be dependent on the chosen vision application. We propose a more general performance measure based...... position. The LED illumination provides the option for artificially relighting the scene from a range of light directions. This data set has given us the ability to systematically evaluate the performance of a number of interest point detectors. The highlights of the conclusions are that the fixed scale...
Predictive RANS simulations via Bayesian Model-Scenario Averaging
Edeling, W. N.; Cinnella, P.; Dwight, R. P.
2014-10-01
The turbulence closure model is the dominant source of error in most Reynolds-Averaged Navier-Stokes simulations, yet no reliable estimators for this error component currently exist. Here we develop a stochastic, a posteriori error estimate, calibrated to specific classes of flow. It is based on variability in model closure coefficients across multiple flow scenarios, for multiple closure models. The variability is estimated using Bayesian calibration against experimental data for each scenario, and Bayesian Model-Scenario Averaging (BMSA) is used to collate the resulting posteriors, to obtain a stochastic estimate of a Quantity of Interest (QoI) in an unmeasured (prediction) scenario. The scenario probabilities in BMSA are chosen using a sensor which automatically weights those scenarios in the calibration set which are similar to the prediction scenario. The methodology is applied to the class of turbulent boundary-layers subject to various pressure gradients. For all considered prediction scenarios the standard-deviation of the stochastic estimate is consistent with the measurement ground truth. Furthermore, the mean of the estimate is more consistently accurate than the individual model predictions.
Predictive RANS simulations via Bayesian Model-Scenario Averaging
Energy Technology Data Exchange (ETDEWEB)
Edeling, W.N., E-mail: W.N.Edeling@tudelft.nl [Arts et Métiers ParisTech, DynFluid laboratory, 151 Boulevard de l' Hospital, 75013 Paris (France); Delft University of Technology, Faculty of Aerospace Engineering, Kluyverweg 2, Delft (Netherlands); Cinnella, P., E-mail: P.Cinnella@ensam.eu [Arts et Métiers ParisTech, DynFluid laboratory, 151 Boulevard de l' Hospital, 75013 Paris (France); Dwight, R.P., E-mail: R.P.Dwight@tudelft.nl [Delft University of Technology, Faculty of Aerospace Engineering, Kluyverweg 2, Delft (Netherlands)
2014-10-15
The turbulence closure model is the dominant source of error in most Reynolds-Averaged Navier–Stokes simulations, yet no reliable estimators for this error component currently exist. Here we develop a stochastic, a posteriori error estimate, calibrated to specific classes of flow. It is based on variability in model closure coefficients across multiple flow scenarios, for multiple closure models. The variability is estimated using Bayesian calibration against experimental data for each scenario, and Bayesian Model-Scenario Averaging (BMSA) is used to collate the resulting posteriors, to obtain a stochastic estimate of a Quantity of Interest (QoI) in an unmeasured (prediction) scenario. The scenario probabilities in BMSA are chosen using a sensor which automatically weights those scenarios in the calibration set which are similar to the prediction scenario. The methodology is applied to the class of turbulent boundary-layers subject to various pressure gradients. For all considered prediction scenarios the standard-deviation of the stochastic estimate is consistent with the measurement ground truth. Furthermore, the mean of the estimate is more consistently accurate than the individual model predictions.
Term structure of interest rate, relative factors and exchange rate prediction%利率期限结构、相对因子与汇率预测
Institute of Scientific and Technical Information of China (English)
李艳; 吴亮
2016-01-01
由于利率期限结构中包含未来经济运行的信息，利用2006年4月到2014年12月中美两国利率期限结构的月度数据，通过动态Nelson-Siegel模型抽取两国利率期限结构的相对水平，斜率和凸度三因子，基于三个相对因子检验其对人民币/美元汇率的预测能力。实证研究表明：（1）相对因子模型对汇率在1到12月期具有可预测性，相对水平因子或相对斜率因子增加1%分别导致人民币升值1%和2%而相对凸度因子增加1%会导致人民币贬值1%；（2）基于CW检验统计量的滚动窗预测表明：在所考虑的各个滚动窗下，相对因子模型预测能力优于随机游走和非抛补利率平价模型。%Since the term structure of interest rates embodies information about future economic activity, this paper uses dy-namic Nelson-Siegel model to extract relative level, slope and curvature based on monthly data of interest rate of term structure of China and United States from April in 2006 to December in 2014 and analyses forecasting ability of relative factors on Ren-minbi/Dollar exchange rate. The empirical study shows that (1) Relative factors model can predict exchange rate changes 1 to 12 months ahead, and 1 percentage point increase in relative level or slope predicts 1%and 2%annualized appreciation of the Ren-minbi respectively, 1 percentage point increase in relative curvature predicts 1% annualized depreciation of the Renminbi; (2) Rolling window forecasting based on Clark-West statistics shows that relative factors model outperforms random walk and un-covered interest parity model.
Holland in Iceland Revisited: An Emic Approach to Evaluating U.S. Vocational Interest Models
Einarsdottir, Sif; Rounds, James; Su, Rong
2010-01-01
An emic approach was used to test the structural validity and applicability of Holland's (1997) RIASEC (Realistic, Investigative, Artistic, Social, Enterprising, Conventional) model in Iceland. Archival data from the development of the Icelandic Interest Inventory (Einarsdottir & Rounds, 2007) were used in the present investigation. The data…
Modeling and Forecasting Stock Return Volatility and the Term Structure of Interest Rates
M.D. de Pooter (Michiel)
2007-01-01
markdownabstractThis dissertation consists of a collection of studies on two topics: stock return volatility and the term structure of interest rates. _Part A_ consists of three studies and contributes to the literature that focuses on the modeling and forecasting of financial market
Holland in Iceland Revisited: An Emic Approach to Evaluating U.S. Vocational Interest Models
Einarsdottir, Sif; Rounds, James; Su, Rong
2010-01-01
An emic approach was used to test the structural validity and applicability of Holland's (1997) RIASEC (Realistic, Investigative, Artistic, Social, Enterprising, Conventional) model in Iceland. Archival data from the development of the Icelandic Interest Inventory (Einarsdottir & Rounds, 2007) were used in the present investigation. The data…
Interest groups: a survey of empirical models that try to assess their influence
Potters, J.J.M.; Sloof, R.
1996-01-01
Substantial political power is often attributed to interest groups. The origin of this power is not quite clear, though, and the mechanisms by which influence is effectuated are not yet fully understood. The last two decades have yielded a vast number of studies which use empirical models to assess
The ruin probability of a discrete time risk model under constant interest rate with heavy tails
Tang, Q.
2004-01-01
This paper investigates the ultimate ruin probability of a discrete time risk model with a positive constant interest rate. Under the assumption that the gross loss of the company within one year is subexponentially distributed, a simple asymptotic relation for the ruin probability is derived and co
Modelling the predictive performance of credit scoring
Directory of Open Access Journals (Sweden)
Shi-Wei Shen
2013-02-01
Full Text Available Orientation: The article discussed the importance of rigour in credit risk assessment.Research purpose: The purpose of this empirical paper was to examine the predictive performance of credit scoring systems in Taiwan.Motivation for the study: Corporate lending remains a major business line for financial institutions. However, in light of the recent global financial crises, it has become extremely important for financial institutions to implement rigorous means of assessing clients seeking access to credit facilities.Research design, approach and method: Using a data sample of 10 349 observations drawn between 1992 and 2010, logistic regression models were utilised to examine the predictive performance of credit scoring systems.Main findings: A test of Goodness of fit demonstrated that credit scoring models that incorporated the Taiwan Corporate Credit Risk Index (TCRI, micro- and also macroeconomic variables possessed greater predictive power. This suggests that macroeconomic variables do have explanatory power for default credit risk.Practical/managerial implications: The originality in the study was that three models were developed to predict corporate firms’ defaults based on different microeconomic and macroeconomic factors such as the TCRI, asset growth rates, stock index and gross domestic product.Contribution/value-add: The study utilises different goodness of fits and receiver operator characteristics during the examination of the robustness of the predictive power of these factors.
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.
Modelling language evolution: Examples and predictions.
Gong, Tao; Shuai, Lan; Zhang, Menghan
2014-06-01
We survey recent computer modelling research of language evolution, focusing on a rule-based model simulating the lexicon-syntax coevolution and an equation-based model quantifying the language competition dynamics. We discuss four predictions of these models: (a) correlation between domain-general abilities (e.g. sequential learning) and language-specific mechanisms (e.g. word order processing); (b) coevolution of language and relevant competences (e.g. joint attention); (c) effects of cultural transmission and social structure on linguistic understandability; and (d) commonalities between linguistic, biological, and physical phenomena. All these contribute significantly to our understanding of the evolutions of language structures, individual learning mechanisms, and relevant biological and socio-cultural factors. We conclude the survey by highlighting three future directions of modelling studies of language evolution: (a) adopting experimental approaches for model evaluation; (b) consolidating empirical foundations of models; and (c) multi-disciplinary collaboration among modelling, linguistics, and other relevant disciplines.
Modelling language evolution: Examples and predictions
Gong, Tao; Shuai, Lan; Zhang, Menghan
2014-06-01
We survey recent computer modelling research of language evolution, focusing on a rule-based model simulating the lexicon-syntax coevolution and an equation-based model quantifying the language competition dynamics. We discuss four predictions of these models: (a) correlation between domain-general abilities (e.g. sequential learning) and language-specific mechanisms (e.g. word order processing); (b) coevolution of language and relevant competences (e.g. joint attention); (c) effects of cultural transmission and social structure on linguistic understandability; and (d) commonalities between linguistic, biological, and physical phenomena. All these contribute significantly to our understanding of the evolutions of language structures, individual learning mechanisms, and relevant biological and socio-cultural factors. We conclude the survey by highlighting three future directions of modelling studies of language evolution: (a) adopting experimental approaches for model evaluation; (b) consolidating empirical foundations of models; and (c) multi-disciplinary collaboration among modelling, linguistics, and other relevant disciplines.
Directory of Open Access Journals (Sweden)
Lois James Samuel
2014-08-01
Conclusions: The poster model competition did generate an interest in the topic. The students had a new avenue to express themselves and in the process gain more knowledge in an enjoyable manner. Learning is facilitated when students themselves play an important role in the learning process. Poster-model competition can be incorporated as a teaching-learning tool to encourage and motivate students who lack intrinsic motivation. [Int J Basic Clin Pharmacol 2014; 3(4.000: 649-655
Long-Term Behaviors of Stochastic Interest Rate Models with Jumps and Memory
Bao, Jianhai
2011-01-01
In this paper we show the convergence of the long-term return $t^{-\\mu}\\int_0^tX(s)\\d s$ for some $\\mu\\geq1$, where $X$ is the short-term interest rate which follows an extension of Cox-Ingersoll-Ross type model with jumps and memory, and, as an application, we also investigate the corresponding behavior of two-factor Cox-Ingersoll-Ross model with jumps and memory
Global Solar Dynamo Models: Simulations and Predictions
Indian Academy of Sciences (India)
Mausumi Dikpati; Peter A. Gilman
2008-03-01
Flux-transport type solar dynamos have achieved considerable success in correctly simulating many solar cycle features, and are now being used for prediction of solar cycle timing and amplitude.We first define flux-transport dynamos and demonstrate how they work. The essential added ingredient in this class of models is meridional circulation, which governs the dynamo period and also plays a crucial role in determining the Sun’s memory about its past magnetic fields.We show that flux-transport dynamo models can explain many key features of solar cycles. Then we show that a predictive tool can be built from this class of dynamo that can be used to predict mean solar cycle features by assimilating magnetic field data from previous cycles.
Model Predictive Control of Sewer Networks
Pedersen, Einar B.; Herbertsson, Hannes R.; Niemann, Henrik; Poulsen, Niels K.; Falk, Anne K. V.
2017-01-01
The developments in solutions for management of urban drainage are of vital importance, as the amount of sewer water from urban areas continues to increase due to the increase of the world’s population and the change in the climate conditions. How a sewer network is structured, monitored and controlled have thus become essential factors for effcient performance of waste water treatment plants. This paper examines methods for simplified modelling and controlling a sewer network. A practical approach to the problem is used by analysing simplified design model, which is based on the Barcelona benchmark model. Due to the inherent constraints the applied approach is based on Model Predictive Control.
Rabenberg, Tabetha A.
Reports are clear that there is an underrepresentation of women in science, technology, engineering, and mathematics (STEM) careers. With the current and predicted future shortage of STEM workforce, it is more important than ever to encourage young women to enter these important fields of study. Using Bronfenbrenner's Bioecological Model, possible predictors of middle school girls' confidence and interest in math and science where explored. The factors in this study included the macrosystems of age and race/ethnicity and the microsystems of self-efficacy, teacher influences, parent encouragement, and peer influences. Sequential regression analysis results revealed that self-efficacy was a significant predictor for confidence in math and science. While, math/science teacher influences and peer influences were significant predictors of interest and confidence in both math and science. Sequential regression analysis also indicated age was a significant predictor of math interest. The results of this study provides information on the systemic connections among the variables and suggestions on how to impact middle school girls' STEM development, thus impacting the future STEM workforce.
DKIST Polarization Modeling and Performance Predictions
Harrington, David
2016-05-01
Calibrating the Mueller matrices of large aperture telescopes and associated coude instrumentation requires astronomical sources and several modeling assumptions to predict the behavior of the system polarization with field of view, altitude, azimuth and wavelength. The Daniel K Inouye Solar Telescope (DKIST) polarimetric instrumentation requires very high accuracy calibration of a complex coude path with an off-axis f/2 primary mirror, time dependent optical configurations and substantial field of view. Polarization predictions across a diversity of optical configurations, tracking scenarios, slit geometries and vendor coating formulations are critical to both construction and contined operations efforts. Recent daytime sky based polarization calibrations of the 4m AEOS telescope and HiVIS spectropolarimeter on Haleakala have provided system Mueller matrices over full telescope articulation for a 15-reflection coude system. AEOS and HiVIS are a DKIST analog with a many-fold coude optical feed and similar mirror coatings creating 100% polarization cross-talk with altitude, azimuth and wavelength. Polarization modeling predictions using Zemax have successfully matched the altitude-azimuth-wavelength dependence on HiVIS with the few percent amplitude limitations of several instrument artifacts. Polarization predictions for coude beam paths depend greatly on modeling the angle-of-incidence dependences in powered optics and the mirror coating formulations. A 6 month HiVIS daytime sky calibration plan has been analyzed for accuracy under a wide range of sky conditions and data analysis algorithms. Predictions of polarimetric performance for the DKIST first-light instrumentation suite have been created under a range of configurations. These new modeling tools and polarization predictions have substantial impact for the design, fabrication and calibration process in the presence of manufacturing issues, science use-case requirements and ultimate system calibration
Modelling Chemical Reasoning to Predict Reactions
Segler, Marwin H. S.; Waller, Mark P.
2016-01-01
The ability to reason beyond established knowledge allows Organic Chemists to solve synthetic problems and to invent novel transformations. Here, we propose a model which mimics chemical reasoning and formalises reaction prediction as finding missing links in a knowledge graph. We have constructed a knowledge graph containing 14.4 million molecules and 8.2 million binary reactions, which represents the bulk of all chemical reactions ever published in the scientific literature. Our model outpe...
Predictive Modeling of the CDRA 4BMS
Coker, Robert; Knox, James
2016-01-01
Fully predictive models of the Four Bed Molecular Sieve of the Carbon Dioxide Removal Assembly on the International Space Station are being developed. This virtual laboratory will be used to help reduce mass, power, and volume requirements for future missions. In this paper we describe current and planned modeling developments in the area of carbon dioxide removal to support future crewed Mars missions as well as the resolution of anomalies observed in the ISS CDRA.
Raman Model Predicting Hardness of Covalent Crystals
Zhou, Xiang-Feng; Qian, Quang-Rui; Sun, Jian; Tian, Yongjun; Wang, Hui-Tian
2009-01-01
Based on the fact that both hardness and vibrational Raman spectrum depend on the intrinsic property of chemical bonds, we propose a new theoretical model for predicting hardness of a covalent crystal. The quantitative relationship between hardness and vibrational Raman frequencies deduced from the typical zincblende covalent crystals is validated to be also applicable for the complex multicomponent crystals. This model enables us to nondestructively and indirectly characterize the hardness o...
Predictive Modelling of Mycotoxins in Cereals
Fels, van der H.J.; Liu, C.
2015-01-01
In dit artikel worden de samenvattingen van de presentaties tijdens de 30e bijeenkomst van de Werkgroep Fusarium weergegeven. De onderwerpen zijn: Predictive Modelling of Mycotoxins in Cereals.; Microbial degradation of DON.; Exposure to green leaf volatiles primes wheat against FHB but boosts
Unreachable Setpoints in Model Predictive Control
DEFF Research Database (Denmark)
Rawlings, James B.; Bonné, Dennis; Jørgensen, John Bagterp
2008-01-01
steady state is established for terminal constraint model predictive control (MPC). The region of attraction is the steerable set. Existing analysis methods for closed-loop properties of MPC are not applicable to this new formulation, and a new analysis method is developed. It is shown how to extend...
Predictive Modelling of Mycotoxins in Cereals
Fels, van der H.J.; Liu, C.
2015-01-01
In dit artikel worden de samenvattingen van de presentaties tijdens de 30e bijeenkomst van de Werkgroep Fusarium weergegeven. De onderwerpen zijn: Predictive Modelling of Mycotoxins in Cereals.; Microbial degradation of DON.; Exposure to green leaf volatiles primes wheat against FHB but boosts produ
Prediction modelling for population conviction data
Tollenaar, N.
2017-01-01
In this thesis, the possibilities of using prediction models for judicial penal case data are investigated. The development and refinement of a risk taxation scale based on these data is discussed. When false positives are weighted equally severe as false negatives, 70% can be classified correctly.
A Predictive Model for MSSW Student Success
Napier, Angela Michele
2011-01-01
This study tested a hypothetical model for predicting both graduate GPA and graduation of University of Louisville Kent School of Social Work Master of Science in Social Work (MSSW) students entering the program during the 2001-2005 school years. The preexisting characteristics of demographics, academic preparedness and culture shock along with…
Predictability of extreme values in geophysical models
Sterk, A.E.; Holland, M.P.; Rabassa, P.; Broer, H.W.; Vitolo, R.
2012-01-01
Extreme value theory in deterministic systems is concerned with unlikely large (or small) values of an observable evaluated along evolutions of the system. In this paper we study the finite-time predictability of extreme values, such as convection, energy, and wind speeds, in three geophysical model
A revised prediction model for natural conception
Bensdorp, A.J.; Steeg, J.W. van der; Steures, P.; Habbema, J.D.; Hompes, P.G.; Bossuyt, P.M.; Veen, F. van der; Mol, B.W.; Eijkemans, M.J.; Kremer, J.A.M.; et al.,
2017-01-01
One of the aims in reproductive medicine is to differentiate between couples that have favourable chances of conceiving naturally and those that do not. Since the development of the prediction model of Hunault, characteristics of the subfertile population have changed. The objective of this analysis
Distributed Model Predictive Control via Dual Decomposition
DEFF Research Database (Denmark)
Biegel, Benjamin; Stoustrup, Jakob; Andersen, Palle
2014-01-01
This chapter presents dual decomposition as a means to coordinate a number of subsystems coupled by state and input constraints. Each subsystem is equipped with a local model predictive controller while a centralized entity manages the subsystems via prices associated with the coupling constraints...
Predictive Modelling of Mycotoxins in Cereals
Fels, van der H.J.; Liu, C.
2015-01-01
In dit artikel worden de samenvattingen van de presentaties tijdens de 30e bijeenkomst van de Werkgroep Fusarium weergegeven. De onderwerpen zijn: Predictive Modelling of Mycotoxins in Cereals.; Microbial degradation of DON.; Exposure to green leaf volatiles primes wheat against FHB but boosts produ
Leptogenesis in minimal predictive seesaw models
Björkeroth, Fredrik; Varzielas, Ivo de Medeiros; King, Stephen F
2015-01-01
We estimate the Baryon Asymmetry of the Universe (BAU) arising from leptogenesis within a class of minimal predictive seesaw models involving two right-handed neutrinos and simple Yukawa structures with one texture zero. The two right-handed neutrinos are dominantly responsible for the "atmospheric" and "solar" neutrino masses with Yukawa couplings to $(\
Jiang, GJ
1998-01-01
This paper develops a nonparametric model of interest rate term structure dynamics based an a spot rate process that permits only positive interest rates and a market price of interest rate risk that precludes arbitrage opportunities. Both the spot rate process and the market price of interest rate
Jiang, GJ
1998-01-01
This paper develops a nonparametric model of interest rate term structure dynamics based an a spot rate process that permits only positive interest rates and a market price of interest rate risk that precludes arbitrage opportunities. Both the spot rate process and the market price of interest rate
Specialized Language Models using Dialogue Predictions
Popovici, C; Popovici, Cosmin; Baggia, Paolo
1996-01-01
This paper analyses language modeling in spoken dialogue systems for accessing a database. The use of several language models obtained by exploiting dialogue predictions gives better results than the use of a single model for the whole dialogue interaction. For this reason several models have been created, each one for a specific system question, such as the request or the confirmation of a parameter. The use of dialogue-dependent language models increases the performance both at the recognition and at the understanding level, especially on answers to system requests. Moreover other methods to increase performance, like automatic clustering of vocabulary words or the use of better acoustic models during recognition, does not affect the improvements given by dialogue-dependent language models. The system used in our experiments is Dialogos, the Italian spoken dialogue system used for accessing railway timetable information over the telephone. The experiments were carried out on a large corpus of dialogues coll...
Caries risk assessment models in caries prediction
Directory of Open Access Journals (Sweden)
Amila Zukanović
2013-11-01
Full Text Available Objective. The aim of this research was to assess the efficiency of different multifactor models in caries prediction. Material and methods. Data from the questionnaire and objective examination of 109 examinees was entered into the Cariogram, Previser and Caries-Risk Assessment Tool (CAT multifactor risk assessment models. Caries risk was assessed with the help of all three models for each patient, classifying them as low, medium or high-risk patients. The development of new caries lesions over a period of three years [Decay Missing Filled Tooth (DMFT increment = difference between Decay Missing Filled Tooth Surface (DMFTS index at baseline and follow up], provided for examination of the predictive capacity concerning different multifactor models. Results. The data gathered showed that different multifactor risk assessment models give significantly different results (Friedman test: Chi square = 100.073, p=0.000. Cariogram is the model which identified the majority of examinees as medium risk patients (70%. The other two models were more radical in risk assessment, giving more unfavorable risk –profiles for patients. In only 12% of the patients did the three multifactor models assess the risk in the same way. Previser and CAT gave the same results in 63% of cases – the Wilcoxon test showed that there is no statistically significant difference in caries risk assessment between these two models (Z = -1.805, p=0.071. Conclusions. Evaluation of three different multifactor caries risk assessment models (Cariogram, PreViser and CAT showed that only the Cariogram can successfully predict new caries development in 12-year-old Bosnian children.
Disease prediction models and operational readiness.
Directory of Open Access Journals (Sweden)
Courtney D Corley
Full Text Available The objective of this manuscript is to present a systematic review of biosurveillance models that operate on select agents and can forecast the occurrence of a disease event. We define a disease event to be a biological event with focus on the One Health paradigm. These events are characterized by evidence of infection and or disease condition. We reviewed models that attempted to predict a disease event, not merely its transmission dynamics and we considered models involving pathogens of concern as determined by the US National Select Agent Registry (as of June 2011. We searched commercial and government databases and harvested Google search results for eligible models, using terms and phrases provided by public health analysts relating to biosurveillance, remote sensing, risk assessments, spatial epidemiology, and ecological niche modeling. After removal of duplications and extraneous material, a core collection of 6,524 items was established, and these publications along with their abstracts are presented in a semantic wiki at http://BioCat.pnnl.gov. As a result, we systematically reviewed 44 papers, and the results are presented in this analysis. We identified 44 models, classified as one or more of the following: event prediction (4, spatial (26, ecological niche (28, diagnostic or clinical (6, spread or response (9, and reviews (3. The model parameters (e.g., etiology, climatic, spatial, cultural and data sources (e.g., remote sensing, non-governmental organizations, expert opinion, epidemiological were recorded and reviewed. A component of this review is the identification of verification and validation (V&V methods applied to each model, if any V&V method was reported. All models were classified as either having undergone Some Verification or Validation method, or No Verification or Validation. We close by outlining an initial set of operational readiness level guidelines for disease prediction models based upon established Technology
Model Predictive Control based on Finite Impulse Response Models
DEFF Research Database (Denmark)
Prasath, Guru; Jørgensen, John Bagterp
2008-01-01
We develop a regularized l2 finite impulse response (FIR) predictive controller with input and input-rate constraints. Feedback is based on a simple constant output disturbance filter. The performance of the predictive controller in the face of plant-model mismatch is investigated by simulations...
Haskell financial data modeling and predictive analytics
Ryzhov, Pavel
2013-01-01
This book is a hands-on guide that teaches readers how to use Haskell's tools and libraries to analyze data from real-world sources in an easy-to-understand manner.This book is great for developers who are new to financial data modeling using Haskell. A basic knowledge of functional programming is not required but will be useful. An interest in high frequency finance is essential.
ENSO Prediction using Vector Autoregressive Models
Chapman, D. R.; Cane, M. A.; Henderson, N.; Lee, D.; Chen, C.
2013-12-01
A recent comparison (Barnston et al, 2012 BAMS) shows the ENSO forecasting skill of dynamical models now exceeds that of statistical models, but the best statistical models are comparable to all but the very best dynamical models. In this comparison the leading statistical model is the one based on the Empirical Model Reduction (EMR) method. Here we report on experiments with multilevel Vector Autoregressive models using only sea surface temperatures (SSTs) as predictors. VAR(L) models generalizes Linear Inverse Models (LIM), which are a VAR(1) method, as well as multilevel univariate autoregressive models. Optimal forecast skill is achieved using 12 to 14 months of prior state information (i.e 12-14 levels), which allows SSTs alone to capture the effects of other variables such as heat content as well as seasonality. The use of multiple levels allows the model advancing one month at a time to perform at least as well for a 6 month forecast as a model constructed to explicitly forecast 6 months ahead. We infer that the multilevel model has fully captured the linear dynamics (cf. Penland and Magorian, 1993 J. Climate). Finally, while VAR(L) is equivalent to L-level EMR, we show in a 150 year cross validated assessment that we can increase forecast skill by improving on the EMR initialization procedure. The greatest benefit of this change is in allowing the prediction to make effective use of information over many more months.
Electrostatic ion thrusters - towards predictive modeling
Energy Technology Data Exchange (ETDEWEB)
Kalentev, O.; Matyash, K.; Duras, J.; Lueskow, K.F.; Schneider, R. [Ernst-Moritz-Arndt Universitaet Greifswald, D-17489 (Germany); Koch, N. [Technische Hochschule Nuernberg Georg Simon Ohm, Kesslerplatz 12, D-90489 Nuernberg (Germany); Schirra, M. [Thales Electronic Systems GmbH, Soeflinger Strasse 100, D-89077 Ulm (Germany)
2014-02-15
The development of electrostatic ion thrusters so far has mainly been based on empirical and qualitative know-how, and on evolutionary iteration steps. This resulted in considerable effort regarding prototype design, construction and testing and therefore in significant development and qualification costs and high time demands. For future developments it is anticipated to implement simulation tools which allow for quantitative prediction of ion thruster performance, long-term behavior and space craft interaction prior to hardware design and construction. Based on integrated numerical models combining self-consistent kinetic plasma models with plasma-wall interaction modules a new quality in the description of electrostatic thrusters can be reached. These open the perspective for predictive modeling in this field. This paper reviews the application of a set of predictive numerical modeling tools on an ion thruster model of the HEMP-T (High Efficiency Multi-stage Plasma Thruster) type patented by Thales Electron Devices GmbH. (copyright 2014 WILEY-VCH Verlag GmbH and Co. KGaA, Weinheim) (orig.)
Gas explosion prediction using CFD models
Energy Technology Data Exchange (ETDEWEB)
Niemann-Delius, C.; Okafor, E. [RWTH Aachen Univ. (Germany); Buhrow, C. [TU Bergakademie Freiberg Univ. (Germany)
2006-07-15
A number of CFD models are currently available to model gaseous explosions in complex geometries. Some of these tools allow the representation of complex environments within hydrocarbon production plants. In certain explosion scenarios, a correction is usually made for the presence of buildings and other complexities by using crude approximations to obtain realistic estimates of explosion behaviour as can be found when predicting the strength of blast waves resulting from initial explosions. With the advance of computational technology, and greater availability of computing power, computational fluid dynamics (CFD) tools are becoming increasingly available for solving such a wide range of explosion problems. A CFD-based explosion code - FLACS can, for instance, be confidently used to understand the impact of blast overpressures in a plant environment consisting of obstacles such as buildings, structures, and pipes. With its porosity concept representing geometry details smaller than the grid, FLACS can represent geometry well, even when using coarse grid resolutions. The performance of FLACS has been evaluated using a wide range of field data. In the present paper, the concept of computational fluid dynamics (CFD) and its application to gas explosion prediction is presented. Furthermore, the predictive capabilities of CFD-based gaseous explosion simulators are demonstrated using FLACS. Details about the FLACS-code, some extensions made to FLACS, model validation exercises, application, and some results from blast load prediction within an industrial facility are presented. (orig.)
Genetic models of homosexuality: generating testable predictions.
Gavrilets, Sergey; Rice, William R
2006-12-22
Homosexuality is a common occurrence in humans and other species, yet its genetic and evolutionary basis is poorly understood. Here, we formulate and study a series of simple mathematical models for the purpose of predicting empirical patterns that can be used to determine the form of selection that leads to polymorphism of genes influencing homosexuality. Specifically, we develop theory to make contrasting predictions about the genetic characteristics of genes influencing homosexuality including: (i) chromosomal location, (ii) dominance among segregating alleles and (iii) effect sizes that distinguish between the two major models for their polymorphism: the overdominance and sexual antagonism models. We conclude that the measurement of the genetic characteristics of quantitative trait loci (QTLs) found in genomic screens for genes influencing homosexuality can be highly informative in resolving the form of natural selection maintaining their polymorphism.
Characterizing Attention with Predictive Network Models.
Rosenberg, M D; Finn, E S; Scheinost, D; Constable, R T; Chun, M M
2017-04-01
Recent work shows that models based on functional connectivity in large-scale brain networks can predict individuals' attentional abilities. While being some of the first generalizable neuromarkers of cognitive function, these models also inform our basic understanding of attention, providing empirical evidence that: (i) attention is a network property of brain computation; (ii) the functional architecture that underlies attention can be measured while people are not engaged in any explicit task; and (iii) this architecture supports a general attentional ability that is common to several laboratory-based tasks and is impaired in attention deficit hyperactivity disorder (ADHD). Looking ahead, connectivity-based predictive models of attention and other cognitive abilities and behaviors may potentially improve the assessment, diagnosis, and treatment of clinical dysfunction. Copyright © 2017 Elsevier Ltd. All rights reserved.
A Study On Distributed Model Predictive Consensus
Keviczky, Tamas
2008-01-01
We investigate convergence properties of a proposed distributed model predictive control (DMPC) scheme, where agents negotiate to compute an optimal consensus point using an incremental subgradient method based on primal decomposition as described in Johansson et al. [2006, 2007]. The objective of the distributed control strategy is to agree upon and achieve an optimal common output value for a group of agents in the presence of constraints on the agent dynamics using local predictive controllers. Stability analysis using a receding horizon implementation of the distributed optimal consensus scheme is performed. Conditions are given under which convergence can be obtained even if the negotiations do not reach full consensus.
NONLINEAR MODEL PREDICTIVE CONTROL OF CHEMICAL PROCESSES
Directory of Open Access Journals (Sweden)
R. G. SILVA
1999-03-01
Full Text Available A new algorithm for model predictive control is presented. The algorithm utilizes a simultaneous solution and optimization strategy to solve the model's differential equations. The equations are discretized by equidistant collocation, and along with the algebraic model equations are included as constraints in a nonlinear programming (NLP problem. This algorithm is compared with the algorithm that uses orthogonal collocation on finite elements. The equidistant collocation algorithm results in simpler equations, providing a decrease in computation time for the control moves. Simulation results are presented and show a satisfactory performance of this algorithm.
Performance model to predict overall defect density
Directory of Open Access Journals (Sweden)
J Venkatesh
2012-08-01
Full Text Available Management by metrics is the expectation from the IT service providers to stay as a differentiator. Given a project, the associated parameters and dynamics, the behaviour and outcome need to be predicted. There is lot of focus on the end state and in minimizing defect leakage as much as possible. In most of the cases, the actions taken are re-active. It is too late in the life cycle. Root cause analysis and corrective actions can be implemented only to the benefit of the next project. The focus has to shift left, towards the execution phase than waiting for lessons to be learnt post the implementation. How do we pro-actively predict defect metrics and have a preventive action plan in place. This paper illustrates the process performance model to predict overall defect density based on data from projects in an organization.
Neuro-fuzzy modeling in bankruptcy prediction
Directory of Open Access Journals (Sweden)
Vlachos D.
2003-01-01
Full Text Available For the past 30 years the problem of bankruptcy prediction had been thoroughly studied. From the paper of Altman in 1968 to the recent papers in the '90s, the progress of prediction accuracy was not satisfactory. This paper investigates an alternative modeling of the system (firm, combining neural networks and fuzzy controllers, i.e. using neuro-fuzzy models. Classical modeling is based on mathematical models that describe the behavior of the firm under consideration. The main idea of fuzzy control, on the other hand, is to build a model of a human control expert who is capable of controlling the process without thinking in a mathematical model. This control expert specifies his control action in the form of linguistic rules. These control rules are translated into the framework of fuzzy set theory providing a calculus, which can stimulate the behavior of the control expert and enhance its performance. The accuracy of the model is studied using datasets from previous research papers.
Pressure prediction model for compression garment design.
Leung, W Y; Yuen, D W; Ng, Sun Pui; Shi, S Q
2010-01-01
Based on the application of Laplace's law to compression garments, an equation for predicting garment pressure, incorporating the body circumference, the cross-sectional area of fabric, applied strain (as a function of reduction factor), and its corresponding Young's modulus, is developed. Design procedures are presented to predict garment pressure using the aforementioned parameters for clinical applications. Compression garments have been widely used in treating burning scars. Fabricating a compression garment with a required pressure is important in the healing process. A systematic and scientific design method can enable the occupational therapist and compression garments' manufacturer to custom-make a compression garment with a specific pressure. The objectives of this study are 1) to develop a pressure prediction model incorporating different design factors to estimate the pressure exerted by the compression garments before fabrication; and 2) to propose more design procedures in clinical applications. Three kinds of fabrics cut at different bias angles were tested under uniaxial tension, as were samples made in a double-layered structure. Sets of nonlinear force-extension data were obtained for calculating the predicted pressure. Using the value at 0° bias angle as reference, the Young's modulus can vary by as much as 29% for fabric type P11117, 43% for fabric type PN2170, and even 360% for fabric type AP85120 at a reduction factor of 20%. When comparing the predicted pressure calculated from the single-layered and double-layered fabrics, the double-layered construction provides a larger range of target pressure at a particular strain. The anisotropic and nonlinear behaviors of the fabrics have thus been determined. Compression garments can be methodically designed by the proposed analytical pressure prediction model.
Application of a predictive Bayesian model to environmental accounting.
Anex, R P; Englehardt, J D
2001-03-30
Environmental accounting techniques are intended to capture important environmental costs and benefits that are often overlooked in standard accounting practices. Environmental accounting methods themselves often ignore or inadequately represent large but highly uncertain environmental costs and costs conditioned by specific prior events. Use of a predictive Bayesian model is demonstrated for the assessment of such highly uncertain environmental and contingent costs. The predictive Bayesian approach presented generates probability distributions for the quantity of interest (rather than parameters thereof). A spreadsheet implementation of a previously proposed predictive Bayesian model, extended to represent contingent costs, is described and used to evaluate whether a firm should undertake an accelerated phase-out of its PCB containing transformers. Variability and uncertainty (due to lack of information) in transformer accident frequency and severity are assessed simultaneously using a combination of historical accident data, engineering model-based cost estimates, and subjective judgement. Model results are compared using several different risk measures. Use of the model for incorporation of environmental risk management into a company's overall risk management strategy is discussed.
Aggregate driver model to enable predictable behaviour
Chowdhury, A.; Chakravarty, T.; Banerjee, T.; Balamuralidhar, P.
2015-09-01
The categorization of driving styles, particularly in terms of aggressiveness and skill is an emerging area of interest under the broader theme of intelligent transportation. There are two possible discriminatory techniques that can be applied for such categorization; a microscale (event based) model and a macro-scale (aggregate) model. It is believed that an aggregate model will reveal many interesting aspects of human-machine interaction; for example, we may be able to understand the propensities of individuals to carry out a given task over longer periods of time. A useful driver model may include the adaptive capability of the human driver, aggregated as the individual propensity to control speed/acceleration. Towards that objective, we carried out experiments by deploying smartphone based application to be used for data collection by a group of drivers. Data is primarily being collected from GPS measurements including position & speed on a second-by-second basis, for a number of trips over a two months period. Analysing the data set, aggregate models for individual drivers were created and their natural aggressiveness were deduced. In this paper, we present the initial results for 12 drivers. It is shown that the higher order moments of the acceleration profile is an important parameter and identifier of journey quality. It is also observed that the Kurtosis of the acceleration profiles stores major information about the driving styles. Such an observation leads to two different ranking systems based on acceleration data. Such driving behaviour models can be integrated with vehicle and road model and used to generate behavioural model for real traffic scenario.
Statistical assessment of predictive modeling uncertainty
Barzaghi, Riccardo; Marotta, Anna Maria
2017-04-01
When the results of geophysical models are compared with data, the uncertainties of the model are typically disregarded. We propose a method for defining the uncertainty of a geophysical model based on a numerical procedure that estimates the empirical auto and cross-covariances of model-estimated quantities. These empirical values are then fitted by proper covariance functions and used to compute the covariance matrix associated with the model predictions. The method is tested using a geophysical finite element model in the Mediterranean region. Using a novel χ2 analysis in which both data and model uncertainties are taken into account, the model's estimated tectonic strain pattern due to the Africa-Eurasia convergence in the area that extends from the Calabrian Arc to the Alpine domain is compared with that estimated from GPS velocities while taking into account the model uncertainty through its covariance structure and the covariance of the GPS estimates. The results indicate that including the estimated model covariance in the testing procedure leads to lower observed χ2 values that have better statistical significance and might help a sharper identification of the best-fitting geophysical models.
DEFF Research Database (Denmark)
Rosthøj, Susanne; Keiding, Niels
2004-01-01
When studying a regression model measures of explained variation are used to assess the degree to which the covariates determine the outcome of interest. Measures of predictive accuracy are used to assess the accuracy of the predictions based on the covariates and the regression model. We give...... a detailed and general introduction to the two measures and the estimation procedures. The framework we set up allows for a study of the effect of misspecification on the quantities estimated. We also introduce a generalization to survival analysis....
Directory of Open Access Journals (Sweden)
Yu Hsing
2009-12-01
Full Text Available Extending the open-economy loanable funds model, this paper finds that more government deficit as a percentage of GDP does not lead to a higher government bond yield. In addition, a higher real Treasury bill rate, a higher expected inflation rate, a higher EU government bond yield, or an expected depreciation of the euro against the U.S. dollar would increase Slovenia’s long-term interest rate. The negative coefficient of the percentage change in real GDP is insignificant at the10% level. Applying the standard closed-economy or open-economy loanable funds model without including the world interest rate and the expected exchange rate, we find similar conclusions except that the positive coefficient of the ratio of the net capital inflow to GDP has a wrong sign and is insignificant at the 10% level.
Seasonal Predictability in a Model Atmosphere.
Lin, Hai
2001-07-01
The predictability of atmospheric mean-seasonal conditions in the absence of externally varying forcing is examined. A perfect-model approach is adopted, in which a global T21 three-level quasigeostrophic atmospheric model is integrated over 21 000 days to obtain a reference atmospheric orbit. The model is driven by a time-independent forcing, so that the only source of time variability is the internal dynamics. The forcing is set to perpetual winter conditions in the Northern Hemisphere (NH) and perpetual summer in the Southern Hemisphere.A significant temporal variability in the NH 90-day mean states is observed. The component of that variability associated with the higher-frequency motions, or climate noise, is estimated using a method developed by Madden. In the polar region, and to a lesser extent in the midlatitudes, the temporal variance of the winter means is significantly greater than the climate noise, suggesting some potential predictability in those regions.Forecast experiments are performed to see whether the presence of variance in the 90-day mean states that is in excess of the climate noise leads to some skill in the prediction of these states. Ensemble forecast experiments with nine members starting from slightly different initial conditions are performed for 200 different 90-day means along the reference atmospheric orbit. The serial correlation between the ensemble means and the reference orbit shows that there is skill in the 90-day mean predictions. The skill is concentrated in those regions of the NH that have the largest variance in excess of the climate noise. An EOF analysis shows that nearly all the predictive skill in the seasonal means is associated with one mode of variability with a strong axisymmetric component.
Interest rate, debt, distribution and capital accumulation in a post-Kaleckian model
Hein, Eckhard
2004-01-01
"The introduction of monetary variables into post-Keynesian models of distribution and growth is an ongoing process. Lavoie (1995) has proposed a Kaleckian ‘Minsky-Steindl-model’ of distribution and growth, incorporating the effects debt and debt services have on short and long run capital accumulation. This attempt, however, can be extended because neither has the rate of capacity utilisation been endogenously determined, nor have the potential effects of interest rate variations on distribu...
Population growth, saving, interest rates and stagnation: Discussing the Eggertsson-Mehrotra model
Spahn, Peter
2016-01-01
Post Keynesian stagnation theory argues that slower population growth dampens consumption and investment. A New Keynesian OLG model derives an unemployment equilibrium due to a negative natural rate in a three-generations credit contract framework. Besides deleveraging or rising inequality, also a shrinking population is a triggering factor. In all cases, a saving surplus drives real interest rates down. In other OLG settings however, with bonds as stores of value, slower population growth, o...
A kinetic model for predicting biodegradation.
Dimitrov, S; Pavlov, T; Nedelcheva, D; Reuschenbach, P; Silvani, M; Bias, R; Comber, M; Low, L; Lee, C; Parkerton, T; Mekenyan, O
2007-01-01
Biodegradation plays a key role in the environmental risk assessment of organic chemicals. The need to assess biodegradability of a chemical for regulatory purposes supports the development of a model for predicting the extent of biodegradation at different time frames, in particular the extent of ultimate biodegradation within a '10 day window' criterion as well as estimating biodegradation half-lives. Conceptually this implies expressing the rate of catabolic transformations as a function of time. An attempt to correlate the kinetics of biodegradation with molecular structure of chemicals is presented. A simplified biodegradation kinetic model was formulated by combining the probabilistic approach of the original formulation of the CATABOL model with the assumption of first order kinetics of catabolic transformations. Nonlinear regression analysis was used to fit the model parameters to OECD 301F biodegradation kinetic data for a set of 208 chemicals. The new model allows the prediction of biodegradation multi-pathways, primary and ultimate half-lives and simulation of related kinetic biodegradation parameters such as biological oxygen demand (BOD), carbon dioxide production, and the nature and amount of metabolites as a function of time. The model may also be used for evaluating the OECD ready biodegradability potential of a chemical within the '10-day window' criterion.
Provably Safe and Robust Learning-Based Model Predictive Control
Aswani, Anil; Sastry, S Shankar; Tomlin, Claire
2011-01-01
Controller design for systems typically faces a trade-off between robustness and performance, and the reliability of linear controllers has caused many control practitioners to focus on the former. However, there is a renewed interest in improving system performance to deal with growing energy and pollution constraints. This paper describes a learning-based model predictive control (MPC) scheme. The MPC provides deterministic guarantees on robustness and safety, and the learning is used to identify richer models of the system to improve controller performance. Our scheme uses a linear model with bounds on its uncertainty to construct invariant sets which help to provide the guarantees, and it can be generalized to other classes of models and to pseudo-spectral methods. This framework allows us to handle state and input constraints and optimize system performance with respect to a cost function. The learning occurs through the use of an oracle which returns the value and gradient of unmodeled dynamics at discr...
A preventive maintenance and minimal repair costs model with interest rate
Lewaherilla, Norisca; Pasaribu, Udjianna S.; Husniah, Hennie; Supriantna, Asep K.
2016-02-01
This paper deals with minimal repair and sequential imperfect preventive maintenance (imperfect PM) for a fishing vessel. Failure that occur at random times rectified by minimal repair, result minimal repair cost. We add the downtime cost to modify the cost model previously discussed by Jiang and Murthy (2008). That cost is intended as a cost of losses when the vessel is being repaired. Because of the time value of money, each cost should be subject to interest rate. The performance measure is the minimization of the expected total maintenance cost during a certain period. The decision variables are the number of imperfect PM and the level of preventive actions. We assume the distribution of first failure rate is Weibull and follows a nonhomogeneous Poisson process (NHPP). We give the comparison of maintenance costs between the cost resulting from our model and that from the previous model. The previous model is nested in our model and the result shows that in our model a higher interest rate will increase the maintenance cost.
Disease Prediction Models and Operational Readiness
Energy Technology Data Exchange (ETDEWEB)
Corley, Courtney D.; Pullum, Laura L.; Hartley, David M.; Benedum, Corey M.; Noonan, Christine F.; Rabinowitz, Peter M.; Lancaster, Mary J.
2014-03-19
INTRODUCTION: The objective of this manuscript is to present a systematic review of biosurveillance models that operate on select agents and can forecast the occurrence of a disease event. One of the primary goals of this research was to characterize the viability of biosurveillance models to provide operationally relevant information for decision makers to identify areas for future research. Two critical characteristics differentiate this work from other infectious disease modeling reviews. First, we reviewed models that attempted to predict the disease event, not merely its transmission dynamics. Second, we considered models involving pathogens of concern as determined by the US National Select Agent Registry (as of June 2011). Methods: We searched dozens of commercial and government databases and harvested Google search results for eligible models utilizing terms and phrases provided by public health analysts relating to biosurveillance, remote sensing, risk assessments, spatial epidemiology, and ecological niche-modeling, The publication date of search results returned are bound by the dates of coverage of each database and the date in which the search was performed, however all searching was completed by December 31, 2010. This returned 13,767 webpages and 12,152 citations. After de-duplication and removal of extraneous material, a core collection of 6,503 items was established and these publications along with their abstracts are presented in a semantic wiki at http://BioCat.pnnl.gov. Next, PNNL’s IN-SPIRE visual analytics software was used to cross-correlate these publications with the definition for a biosurveillance model resulting in the selection of 54 documents that matched the criteria resulting Ten of these documents, However, dealt purely with disease spread models, inactivation of bacteria, or the modeling of human immune system responses to pathogens rather than predicting disease events. As a result, we systematically reviewed 44 papers and the
Nonlinear model predictive control theory and algorithms
Grüne, Lars
2017-01-01
This book offers readers a thorough and rigorous introduction to nonlinear model predictive control (NMPC) for discrete-time and sampled-data systems. NMPC schemes with and without stabilizing terminal constraints are detailed, and intuitive examples illustrate the performance of different NMPC variants. NMPC is interpreted as an approximation of infinite-horizon optimal control so that important properties like closed-loop stability, inverse optimality and suboptimality can be derived in a uniform manner. These results are complemented by discussions of feasibility and robustness. An introduction to nonlinear optimal control algorithms yields essential insights into how the nonlinear optimization routine—the core of any nonlinear model predictive controller—works. Accompanying software in MATLAB® and C++ (downloadable from extras.springer.com/), together with an explanatory appendix in the book itself, enables readers to perform computer experiments exploring the possibilities and limitations of NMPC. T...
Gaussian and Affine Approximation of Stochastic Diffusion Models for Interest and Mortality Rates
Directory of Open Access Journals (Sweden)
Marcus C. Christiansen
2013-10-01
Full Text Available In the actuarial literature, it has become common practice to model future capital returns and mortality rates stochastically in order to capture market risk and forecasting risk. Although interest rates often should and mortality rates always have to be non-negative, many authors use stochastic diffusion models with an affine drift term and additive noise. As a result, the diffusion process is Gaussian and, thus, analytically tractable, but negative values occur with positive probability. The argument is that the class of Gaussian diffusions would be a good approximation of the real future development. We challenge that reasoning and study the asymptotics of diffusion processes with affine drift and a general noise term with corresponding diffusion processes with an affine drift term and an affine noise term or additive noise. Our study helps to quantify the error that is made by approximating diffusive interest and mortality rate models with Gaussian diffusions and affine diffusions. In particular, we discuss forward interest and forward mortality rates and the error that approximations cause on the valuation of life insurance claims.
Predictive Modeling in Actinide Chemistry and Catalysis
Energy Technology Data Exchange (ETDEWEB)
Yang, Ping [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-05-16
These are slides from a presentation on predictive modeling in actinide chemistry and catalysis. The following topics are covered in these slides: Structures, bonding, and reactivity (bonding can be quantified by optical probes and theory, and electronic structures and reaction mechanisms of actinide complexes); Magnetic resonance properties (transition metal catalysts with multi-nuclear centers, and NMR/EPR parameters); Moving to more complex systems (surface chemistry of nanomaterials, and interactions of ligands with nanoparticles); Path forward and conclusions.
On Optimality of the Barrier Strategy for the Classical Risk Model with Interest
Institute of Scientific and Technical Information of China (English)
Ying Fang; Rong Wu
2011-01-01
In this paper, we consider the optimal dividend problem for a classical risk model with a constant force of interest. For such a risk model, a sufficient condition under which a barrier strategy is the optimal strategy is presented for general claim distributions. When claim sizes are exponentially distributed, it is shown that the optimal dividend policy is a barrier strategy and the maximal dividend-value function is a concave function. Finally, some known results relating to the distribution of aggregate dividends before ruin are extended.
Probabilistic prediction models for aggregate quarry siting
Robinson, G.R.; Larkins, P.M.
2007-01-01
Weights-of-evidence (WofE) and logistic regression techniques were used in a GIS framework to predict the spatial likelihood (prospectivity) of crushed-stone aggregate quarry development. The joint conditional probability models, based on geology, transportation network, and population density variables, were defined using quarry location and time of development data for the New England States, North Carolina, and South Carolina, USA. The Quarry Operation models describe the distribution of active aggregate quarries, independent of the date of opening. The New Quarry models describe the distribution of aggregate quarries when they open. Because of the small number of new quarries developed in the study areas during the last decade, independent New Quarry models have low parameter estimate reliability. The performance of parameter estimates derived for Quarry Operation models, defined by a larger number of active quarries in the study areas, were tested and evaluated to predict the spatial likelihood of new quarry development. Population density conditions at the time of new quarry development were used to modify the population density variable in the Quarry Operation models to apply to new quarry development sites. The Quarry Operation parameters derived for the New England study area, Carolina study area, and the combined New England and Carolina study areas were all similar in magnitude and relative strength. The Quarry Operation model parameters, using the modified population density variables, were found to be a good predictor of new quarry locations. Both the aggregate industry and the land management community can use the model approach to target areas for more detailed site evaluation for quarry location. The models can be revised easily to reflect actual or anticipated changes in transportation and population features. ?? International Association for Mathematical Geology 2007.
Shortreed, Susan M; Forbes, Andrew B
2010-02-20
Missing data are common in longitudinal studies and can occur in the exposure interest. There has been little work assessing the impact of missing data in marginal structural models (MSMs), which are used to estimate the effect of an exposure history on an outcome when time-dependent confounding is present. We design a series of simulations based on the Framingham Heart Study data set to investigate the impact of missing data in the primary exposure of interest in a complex, realistic setting. We use a standard application of MSMs to estimate the causal odds ratio of a specific activity history on outcome. We report and discuss the results of four missing data methods, under seven possible missing data structures, including scenarios in which an unmeasured variable predicts missing information. In all missing data structures, we found that a complete case analysis, where all subjects with missing exposure data are removed from the analysis, provided the least bias. An analysis that censored individuals at the first occasion of missing exposure and includes a censorship model as well as a propensity model when creating the inverse probability weights also performed well. The presence of an unmeasured predictor of missing data only slightly increased bias, except in the situation such that the exposure had a large impact on missing data and the unmeasured variable had a large impact on missing data and outcome. A discussion of the results is provided using causal diagrams, showing the usefulness of drawing such diagrams before conducting an analysis.
Predicting Footbridge Response using Stochastic Load Models
DEFF Research Database (Denmark)
Pedersen, Lars; Frier, Christian
2013-01-01
Walking parameters such as step frequency, pedestrian mass, dynamic load factor, etc. are basically stochastic, although it is quite common to adapt deterministic models for these parameters. The present paper considers a stochastic approach to modeling the action of pedestrians, but when doing s...... as it pinpoints which decisions to be concerned about when the goal is to predict footbridge response. The studies involve estimating footbridge responses using Monte-Carlo simulations and focus is on estimating vertical structural response to single person loading....
Nonconvex Model Predictive Control for Commercial Refrigeration
DEFF Research Database (Denmark)
Hovgaard, Tobias Gybel; Larsen, Lars F.S.; Jørgensen, John Bagterp
2013-01-01
is to minimize the total energy cost, using real-time electricity prices, while obeying temperature constraints on the zones. We propose a variation on model predictive control to achieve this goal. When the right variables are used, the dynamics of the system are linear, and the constraints are convex. The cost...... the iterations, which is more than fast enough to run in real-time. We demonstrate our method on a realistic model, with a full year simulation and 15 minute time periods, using historical electricity prices and weather data, as well as random variations in thermal load. These simulations show substantial cost...
Predictive In Vivo Models for Oncology.
Behrens, Diana; Rolff, Jana; Hoffmann, Jens
2016-01-01
Experimental oncology research and preclinical drug development both substantially require specific, clinically relevant in vitro and in vivo tumor models. The increasing knowledge about the heterogeneity of cancer requested a substantial restructuring of the test systems for the different stages of development. To be able to cope with the complexity of the disease, larger panels of patient-derived tumor models have to be implemented and extensively characterized. Together with individual genetically engineered tumor models and supported by core functions for expression profiling and data analysis, an integrated discovery process has been generated for predictive and personalized drug development.Improved “humanized” mouse models should help to overcome current limitations given by xenogeneic barrier between humans and mice. Establishment of a functional human immune system and a corresponding human microenvironment in laboratory animals will strongly support further research.Drug discovery, systems biology, and translational research are moving closer together to address all the new hallmarks of cancer, increase the success rate of drug development, and increase the predictive value of preclinical models.
Constructing predictive models of human running.
Maus, Horst-Moritz; Revzen, Shai; Guckenheimer, John; Ludwig, Christian; Reger, Johann; Seyfarth, Andre
2015-02-06
Running is an essential mode of human locomotion, during which ballistic aerial phases alternate with phases when a single foot contacts the ground. The spring-loaded inverted pendulum (SLIP) provides a starting point for modelling running, and generates ground reaction forces that resemble those of the centre of mass (CoM) of a human runner. Here, we show that while SLIP reproduces within-step kinematics of the CoM in three dimensions, it fails to reproduce stability and predict future motions. We construct SLIP control models using data-driven Floquet analysis, and show how these models may be used to obtain predictive models of human running with six additional states comprising the position and velocity of the swing-leg ankle. Our methods are general, and may be applied to any rhythmic physical system. We provide an approach for identifying an event-driven linear controller that approximates an observed stabilization strategy, and for producing a reduced-state model which closely recovers the observed dynamics. © 2014 The Author(s) Published by the Royal Society. All rights reserved.
Statistical Seasonal Sea Surface based Prediction Model
Suarez, Roberto; Rodriguez-Fonseca, Belen; Diouf, Ibrahima
2014-05-01
The interannual variability of the sea surface temperature (SST) plays a key role in the strongly seasonal rainfall regime on the West African region. The predictability of the seasonal cycle of rainfall is a field widely discussed by the scientific community, with results that fail to be satisfactory due to the difficulty of dynamical models to reproduce the behavior of the Inter Tropical Convergence Zone (ITCZ). To tackle this problem, a statistical model based on oceanic predictors has been developed at the Universidad Complutense of Madrid (UCM) with the aim to complement and enhance the predictability of the West African Monsoon (WAM) as an alternative to the coupled models. The model, called S4CAST (SST-based Statistical Seasonal Forecast) is based on discriminant analysis techniques, specifically the Maximum Covariance Analysis (MCA) and Canonical Correlation Analysis (CCA). Beyond the application of the model to the prediciton of rainfall in West Africa, its use extends to a range of different oceanic, atmospheric and helth related parameters influenced by the temperature of the sea surface as a defining factor of variability.
Removal of correlated noise by modeling the signal of interest in the wavelet domain.
Goossens, Bart; Pizurica, Aleksandra; Philips, Wilfried
2009-06-01
Images, captured with digital imaging devices, often contain noise. In literature, many algorithms exist for the removal of white uncorrelated noise, but they usually fail when applied to images with correlated noise. In this paper, we design a new denoising method for the removal of correlated noise, by modeling the significance of the noise-free wavelet coefficients in a local window using a new significance measure that defines the "signal of interest" and that is applicable to correlated noise. We combine the intrascale model with a hidden Markov tree model to capture the interscale dependencies between the wavelet coefficients. We propose a denoising method based on the combined model and a less redundant wavelet transform. We present results that show that the new method performs as well as the state-of-the-art wavelet-based methods, while having a lower computational complexity.
A neural network model for predicting aquifer water level elevations.
Coppola, Emery A; Rana, Anthony J; Poulton, Mary M; Szidarovszky, Ferenc; Uhl, Vincent W
2005-01-01
Artificial neural networks (ANNs) were developed for accurately predicting potentiometric surface elevations (monitoring well water level elevations) in a semiconfined glacial sand and gravel aquifer under variable state, pumping extraction, and climate conditions. ANNs "learn" the system behavior of interest by processing representative data patterns through a mathematical structure analogous to the human brain. In this study, the ANNs used the initial water level measurements, production well extractions, and climate conditions to predict the final water level elevations 30 d into the future at two monitoring wells. A sensitivity analysis was conducted with the ANNs that quantified the importance of the various input predictor variables on final water level elevations. Unlike traditional physical-based models, ANNs do not require explicit characterization of the physical system and related physical data. Accordingly, ANN predictions were made on the basis of more easily quantifiable, measured variables, rather than physical model input parameters and conditions. This study demonstrates that ANNs can provide both excellent prediction capability and valuable sensitivity analyses, which can result in more appropriate ground water management strategies.
Predictive modeling by the cerebellum improves proprioception.
Bhanpuri, Nasir H; Okamura, Allison M; Bastian, Amy J
2013-09-04
Because sensation is delayed, real-time movement control requires not just sensing, but also predicting limb position, a function hypothesized for the cerebellum. Such cerebellar predictions could contribute to perception of limb position (i.e., proprioception), particularly when a person actively moves the limb. Here we show that human cerebellar patients have proprioceptive deficits compared with controls during active movement, but not when the arm is moved passively. Furthermore, when healthy subjects move in a force field with unpredictable dynamics, they have active proprioceptive deficits similar to cerebellar patients. Therefore, muscle activity alone is likely insufficient to enhance proprioception and predictability (i.e., an internal model of the body and environment) is important for active movement to benefit proprioception. We conclude that cerebellar patients have an active proprioceptive deficit consistent with disrupted movement prediction rather than an inability to generally enhance peripheral proprioceptive signals during action and suggest that active proprioceptive deficits should be considered a fundamental cerebellar impairment of clinical importance.
Winarti, Yuyun Guna; Noviyanti, Lienda; Setyanto, Gatot R.
2017-03-01
The stock investment is a high risk investment. Therefore, there are derivative securities to reduce these risks. One of them is Asian option. The most fundamental of option is option pricing. Many factors that determine the option price are underlying asset price, strike price, maturity date, volatility, risk free interest rate and dividends. Various option pricing usually assume that risk free interest rate is constant. While in reality, this factor is stochastic process. The arithmetic Asian option is free from distribution, then, its pricing is done using the modified Black-Scholes model. In this research, the modification use the Curran approximation. This research focuses on the arithmetic Asian option pricing without dividends. The data used is the stock daily closing data of Telkom from January 1 2016 to June 30 2016. Finnaly, those option price can be used as an option trading strategy.
Stochastic Models Predict User Behavior in Social Media
Hogg, Tad; Smith, Laura M
2013-01-01
User response to contributed content in online social media depends on many factors. These include how the site lays out new content, how frequently the user visits the site, how many friends the user follows, how active these friends are, as well as how interesting or useful the content is to the user. We present a stochastic modeling framework that relates a user's behavior to details of the site's user interface and user activity and describe a procedure for estimating model parameters from available data. We apply the model to study discussions of controversial topics on Twitter, specifically, to predict how followers of an advocate for a topic respond to the advocate's posts. We show that a model of user behavior that explicitly accounts for a user transitioning through a series of states before responding to an advocate's post better predicts response than models that fail to take these states into account. We demonstrate other benefits of stochastic models, such as their ability to identify users who a...
A prediction model for Clostridium difficile recurrence
Directory of Open Access Journals (Sweden)
Francis D. LaBarbera
2015-02-01
Full Text Available Background: Clostridium difficile infection (CDI is a growing problem in the community and hospital setting. Its incidence has been on the rise over the past two decades, and it is quickly becoming a major concern for the health care system. High rate of recurrence is one of the major hurdles in the successful treatment of C. difficile infection. There have been few studies that have looked at patterns of recurrence. The studies currently available have shown a number of risk factors associated with C. difficile recurrence (CDR; however, there is little consensus on the impact of most of the identified risk factors. Methods: Our study was a retrospective chart review of 198 patients diagnosed with CDI via Polymerase Chain Reaction (PCR from February 2009 to Jun 2013. In our study, we decided to use a machine learning algorithm called the Random Forest (RF to analyze all of the factors proposed to be associated with CDR. This model is capable of making predictions based on a large number of variables, and has outperformed numerous other models and statistical methods. Results: We came up with a model that was able to accurately predict the CDR with a sensitivity of 83.3%, specificity of 63.1%, and area under curve of 82.6%. Like other similar studies that have used the RF model, we also had very impressive results. Conclusions: We hope that in the future, machine learning algorithms, such as the RF, will see a wider application.
Gamma-Ray Pulsars Models and Predictions
Harding, A K
2001-01-01
Pulsed emission from gamma-ray pulsars originates inside the magnetosphere, from radiation by charged particles accelerated near the magnetic poles or in the outer gaps. In polar cap models, the high energy spectrum is cut off by magnetic pair production above an energy that is dependent on the local magnetic field strength. While most young pulsars with surface fields in the range B = 10^{12} - 10^{13} G are expected to have high energy cutoffs around several GeV, the gamma-ray spectra of old pulsars having lower surface fields may extend to 50 GeV. Although the gamma-ray emission of older pulsars is weaker, detecting pulsed emission at high energies from nearby sources would be an important confirmation of polar cap models. Outer gap models predict more gradual high-energy turnovers at around 10 GeV, but also predict an inverse Compton component extending to TeV energies. Detection of pulsed TeV emission, which would not survive attenuation at the polar caps, is thus an important test of outer gap models. N...
Artificial Neural Network Model for Predicting Compressive
Directory of Open Access Journals (Sweden)
Salim T. Yousif
2013-05-01
Full Text Available Compressive strength of concrete is a commonly used criterion in evaluating concrete. Although testing of the compressive strength of concrete specimens is done routinely, it is performed on the 28th day after concrete placement. Therefore, strength estimation of concrete at early time is highly desirable. This study presents the effort in applying neural network-based system identification techniques to predict the compressive strength of concrete based on concrete mix proportions, maximum aggregate size (MAS, and slump of fresh concrete. Back-propagation neural networks model is successively developed, trained, and tested using actual data sets of concrete mix proportions gathered from literature. The test of the model by un-used data within the range of input parameters shows that the maximum absolute error for model is about 20% and 88% of the output results has absolute errors less than 10%. The parametric study shows that water/cement ratio (w/c is the most significant factor affecting the output of the model. The results showed that neural networks has strong potential as a feasible tool for predicting compressive strength of concrete.
Ground Motion Prediction Models for Caucasus Region
Jorjiashvili, Nato; Godoladze, Tea; Tvaradze, Nino; Tumanova, Nino
2016-04-01
Ground motion prediction models (GMPMs) relate ground motion intensity measures to variables describing earthquake source, path, and site effects. Estimation of expected ground motion is a fundamental earthquake hazard assessment. The most commonly used parameter for attenuation relation is peak ground acceleration or spectral acceleration because this parameter gives useful information for Seismic Hazard Assessment. Since 2003 development of Georgian Digital Seismic Network has started. In this study new GMP models are obtained based on new data from Georgian seismic network and also from neighboring countries. Estimation of models is obtained by classical, statistical way, regression analysis. In this study site ground conditions are additionally considered because the same earthquake recorded at the same distance may cause different damage according to ground conditions. Empirical ground-motion prediction models (GMPMs) require adjustment to make them appropriate for site-specific scenarios. However, the process of making such adjustments remains a challenge. This work presents a holistic framework for the development of a peak ground acceleration (PGA) or spectral acceleration (SA) GMPE that is easily adjustable to different seismological conditions and does not suffer from the practical problems associated with adjustments in the response spectral domain.
Modeling and Prediction of Krueger Device Noise
Guo, Yueping; Burley, Casey L.; Thomas, Russell H.
2016-01-01
This paper presents the development of a noise prediction model for aircraft Krueger flap devices that are considered as alternatives to leading edge slotted slats. The prediction model decomposes the total Krueger noise into four components, generated by the unsteady flows, respectively, in the cove under the pressure side surface of the Krueger, in the gap between the Krueger trailing edge and the main wing, around the brackets supporting the Krueger device, and around the cavity on the lower side of the main wing. For each noise component, the modeling follows a physics-based approach that aims at capturing the dominant noise-generating features in the flow and developing correlations between the noise and the flow parameters that control the noise generation processes. The far field noise is modeled using each of the four noise component's respective spectral functions, far field directivities, Mach number dependencies, component amplitudes, and other parametric trends. Preliminary validations are carried out by using small scale experimental data, and two applications are discussed; one for conventional aircraft and the other for advanced configurations. The former focuses on the parametric trends of Krueger noise on design parameters, while the latter reveals its importance in relation to other airframe noise components.
A generative model for predicting terrorist incidents
Verma, Dinesh C.; Verma, Archit; Felmlee, Diane; Pearson, Gavin; Whitaker, Roger
2017-05-01
A major concern in coalition peace-support operations is the incidence of terrorist activity. In this paper, we propose a generative model for the occurrence of the terrorist incidents, and illustrate that an increase in diversity, as measured by the number of different social groups to which that an individual belongs, is inversely correlated with the likelihood of a terrorist incident in the society. A generative model is one that can predict the likelihood of events in new contexts, as opposed to statistical models which are used to predict the future incidents based on the history of the incidents in an existing context. Generative models can be useful in planning for persistent Information Surveillance and Reconnaissance (ISR) since they allow an estimation of regions in the theater of operation where terrorist incidents may arise, and thus can be used to better allocate the assignment and deployment of ISR assets. In this paper, we present a taxonomy of terrorist incidents, identify factors related to occurrence of terrorist incidents, and provide a mathematical analysis calculating the likelihood of occurrence of terrorist incidents in three common real-life scenarios arising in peace-keeping operations
Optimal feedback scheduling of model predictive controllers
Institute of Scientific and Technical Information of China (English)
Pingfang ZHOU; Jianying XIE; Xiaolong DENG
2006-01-01
Model predictive control (MPC) could not be reliably applied to real-time control systems because its computation time is not well defined. Implemented as anytime algorithm, MPC task allows computation time to be traded for control performance, thus obtaining the predictability in time. Optimal feedback scheduling (FS-CBS) of a set of MPC tasks is presented to maximize the global control performance subject to limited processor time. Each MPC task is assigned with a constant bandwidth server (CBS), whose reserved processor time is adjusted dynamically. The constraints in the FSCBS guarantee scheduler of the total task set and stability of each component. The FS-CBS is shown robust against the variation of execution time of MPC tasks at runtime. Simulation results illustrate its effectiveness.
Objective calibration of numerical weather prediction models
Voudouri, A.; Khain, P.; Carmona, I.; Bellprat, O.; Grazzini, F.; Avgoustoglou, E.; Bettems, J. M.; Kaufmann, P.
2017-07-01
Numerical weather prediction (NWP) and climate models use parameterization schemes for physical processes, which often include free or poorly confined parameters. Model developers normally calibrate the values of these parameters subjectively to improve the agreement of forecasts with available observations, a procedure referred as expert tuning. A practicable objective multi-variate calibration method build on a quadratic meta-model (MM), that has been applied for a regional climate model (RCM) has shown to be at least as good as expert tuning. Based on these results, an approach to implement the methodology to an NWP model is presented in this study. Challenges in transferring the methodology from RCM to NWP are not only restricted to the use of higher resolution and different time scales. The sensitivity of the NWP model quality with respect to the model parameter space has to be clarified, as well as optimize the overall procedure, in terms of required amount of computing resources for the calibration of an NWP model. Three free model parameters affecting mainly turbulence parameterization schemes were originally selected with respect to their influence on the variables associated to daily forecasts such as daily minimum and maximum 2 m temperature as well as 24 h accumulated precipitation. Preliminary results indicate that it is both affordable in terms of computer resources and meaningful in terms of improved forecast quality. In addition, the proposed methodology has the advantage of being a replicable procedure that can be applied when an updated model version is launched and/or customize the same model implementation over different climatological areas.
Prediction models from CAD models of 3D objects
Camps, Octavia I.
1992-11-01
In this paper we present a probabilistic prediction based approach for CAD-based object recognition. Given a CAD model of an object, the PREMIO system combines techniques of analytic graphics and physical models of lights and sensors to predict how features of the object will appear in images. In nearly 4,000 experiments on analytically-generated and real images, we show that in a semi-controlled environment, predicting the detectability of features of the image can successfully guide a search procedure to make informed choices of model and image features in its search for correspondences that can be used to hypothesize the pose of the object. Furthermore, we provide a rigorous experimental protocol that can be used to determine the optimal number of correspondences to seek so that the probability of failing to find a pose and of finding an inaccurate pose are minimized.
Model predictive control of MSMPR crystallizers
Moldoványi, Nóra; Lakatos, Béla G.; Szeifert, Ferenc
2005-02-01
A multi-input-multi-output (MIMO) control problem of isothermal continuous crystallizers is addressed in order to create an adequate model-based control system. The moment equation model of mixed suspension, mixed product removal (MSMPR) crystallizers that forms a dynamical system is used, the state of which is represented by the vector of six variables: the first four leading moments of the crystal size, solute concentration and solvent concentration. Hence, the time evolution of the system occurs in a bounded region of the six-dimensional phase space. The controlled variables are the mean size of the grain; the crystal size-distribution and the manipulated variables are the input concentration of the solute and the flow rate. The controllability and observability as well as the coupling between the inputs and the outputs was analyzed by simulation using the linearized model. It is shown that the crystallizer is a nonlinear MIMO system with strong coupling between the state variables. Considering the possibilities of the model reduction, a third-order model was found quite adequate for the model estimation in model predictive control (MPC). The mean crystal size and the variance of the size distribution can be nearly separately controlled by the residence time and the inlet solute concentration, respectively. By seeding, the controllability of the crystallizer increases significantly, and the overshoots and the oscillations become smaller. The results of the controlling study have shown that the linear MPC is an adaptable and feasible controller of continuous crystallizers.
An Anisotropic Hardening Model for Springback Prediction
Zeng, Danielle; Xia, Z. Cedric
2005-08-01
As more Advanced High-Strength Steels (AHSS) are heavily used for automotive body structures and closures panels, accurate springback prediction for these components becomes more challenging because of their rapid hardening characteristics and ability to sustain even higher stresses. In this paper, a modified Mroz hardening model is proposed to capture realistic Bauschinger effect at reverse loading, such as when material passes through die radii or drawbead during sheet metal forming process. This model accounts for material anisotropic yield surface and nonlinear isotropic/kinematic hardening behavior. Material tension/compression test data are used to accurately represent Bauschinger effect. The effectiveness of the model is demonstrated by comparison of numerical and experimental springback results for a DP600 straight U-channel test.
Mo Zhou; Joseph Buongiorno
2011-01-01
Most economic studies of forest decision making under risk assume a fixed interest rate. This paper investigated some implications of this stochastic nature of interest rates. Markov decision process (MDP) models, used previously to integrate stochastic stand growth and prices, can be extended to include variable interest rates as well. This method was applied to...
Predicting life satisfaction of the Angolan elderly: a structural model.
Gutiérrez, M; Tomás, J M; Galiana, L; Sancho, P; Cebrià, M A
2013-01-01
Satisfaction with life is of particular interest in the study of old age well-being because it has arisen as an important component of old age. A considerable amount of research has been done to explain life satisfaction in the elderly, and there is growing empirical evidence on best predictors of life satisfaction. This research evaluates the predictive power of some aging process variables, on Angolan elderly people's life satisfaction, while including perceived health into the model. Data for this research come from a cross-sectional survey of elderly people living in the capital of Angola, Luanda. A total of 1003 Angolan elderly were surveyed on socio-demographic information, perceived health, active engagement, generativity, and life satisfaction. A Multiple Indicators Multiple Causes model was built to test variables' predictive power on life satisfaction. The estimated theoretical model fitted the data well. The main predictors were those related to active engagement with others. Perceived health also had a significant and positive effect on life satisfaction. Several processes together may predict life satisfaction in the elderly population of Angola, and the variance accounted for it is large enough to be considered relevant. The key factor associated to life satisfaction seems to be active engagement with others.
Learning Predictive Movement Models From Fabric-Mounted Wearable Sensors.
Michael, Brendan; Howard, Matthew
2016-12-01
The measurement and analysis of human movement for applications in clinical diagnostics or rehabilitation is often performed in a laboratory setting using static motion capture devices. A growing interest in analyzing movement in everyday environments (such as the home) has prompted the development of "wearable sensors", with the most current wearable sensors being those embedded into clothing. A major issue however with the use of these fabric-embedded sensors is the undesired effect of fabric motion artefacts corrupting movement signals. In this paper, a nonparametric method is presented for learning body movements, viewing the undesired motion as stochastic perturbations to the sensed motion, and using orthogonal regression techniques to form predictive models of the wearer's motion that eliminate these errors in the learning process. Experiments in this paper show that standard nonparametric learning techniques underperform in this fabric motion context and that improved prediction accuracy can be made by using orthogonal regression techniques. Modelling this motion artefact problem as a stochastic learning problem shows an average 77% decrease in prediction error in a body pose task using fabric-embedded sensors, compared to a kinematic model.
Cholewa, Jason; Guimarães-Ferreira, Lucas; da Silva Teixeira, Tamiris; Naimo, Marshall Alan; Zhi, Xia; de Sá, Rafaele Bis Dal Ponte; Lodetti, Alice; Cardozo, Mayara Quadros; Zanchi, Nelo Eidy
2014-09-01
Human muscle hypertrophy brought about by voluntary exercise in laboratorial conditions is the most common way to study resistance exercise training, especially because of its reliability, stimulus control and easy application to resistance training exercise sessions at fitness centers. However, because of the complexity of blood factors and organs involved, invasive data is difficult to obtain in human exercise training studies due to the integration of several organs, including adipose tissue, liver, brain and skeletal muscle. In contrast, studying skeletal muscle remodeling in animal models are easier to perform as the organs can be easily obtained after euthanasia; however, not all models of resistance training in animals displays a robust capacity to hypertrophy the desired muscle. Moreover, some models of resistance training rely on voluntary effort, which complicates the results observed when animal models are employed since voluntary capacity is something theoretically impossible to measure in rodents. With this information in mind, we will review the modalities used to simulate resistance training in animals in order to present to investigators the benefits and risks of different animal models capable to provoke skeletal muscle hypertrophy. Our second objective is to help investigators analyze and select the experimental resistance training model that best promotes the research question and desired endpoints.
Predictive modelling of ferroelectric tunnel junctions
Velev, Julian P.; Burton, John D.; Zhuravlev, Mikhail Ye; Tsymbal, Evgeny Y.
2016-05-01
Ferroelectric tunnel junctions combine the phenomena of quantum-mechanical tunnelling and switchable spontaneous polarisation of a nanometre-thick ferroelectric film into novel device functionality. Switching the ferroelectric barrier polarisation direction produces a sizable change in resistance of the junction—a phenomenon known as the tunnelling electroresistance effect. From a fundamental perspective, ferroelectric tunnel junctions and their version with ferromagnetic electrodes, i.e., multiferroic tunnel junctions, are testbeds for studying the underlying mechanisms of tunnelling electroresistance as well as the interplay between electric and magnetic degrees of freedom and their effect on transport. From a practical perspective, ferroelectric tunnel junctions hold promise for disruptive device applications. In a very short time, they have traversed the path from basic model predictions to prototypes for novel non-volatile ferroelectric random access memories with non-destructive readout. This remarkable progress is to a large extent driven by a productive cycle of predictive modelling and innovative experimental effort. In this review article, we outline the development of the ferroelectric tunnel junction concept and the role of theoretical modelling in guiding experimental work. We discuss a wide range of physical phenomena that control the functional properties of ferroelectric tunnel junctions and summarise the state-of-the-art achievements in the field.
Simple predictions from multifield inflationary models.
Easther, Richard; Frazer, Jonathan; Peiris, Hiranya V; Price, Layne C
2014-04-25
We explore whether multifield inflationary models make unambiguous predictions for fundamental cosmological observables. Focusing on N-quadratic inflation, we numerically evaluate the full perturbation equations for models with 2, 3, and O(100) fields, using several distinct methods for specifying the initial values of the background fields. All scenarios are highly predictive, with the probability distribution functions of the cosmological observables becoming more sharply peaked as N increases. For N=100 fields, 95% of our Monte Carlo samples fall in the ranges ns∈(0.9455,0.9534), α∈(-9.741,-7.047)×10-4, r∈(0.1445,0.1449), and riso∈(0.02137,3.510)×10-3 for the spectral index, running, tensor-to-scalar ratio, and isocurvature-to-adiabatic ratio, respectively. The expected amplitude of isocurvature perturbations grows with N, raising the possibility that many-field models may be sensitive to postinflationary physics and suggesting new avenues for testing these scenarios.
Infrared image segmentation based on region of interest extraction with Gaussian mixture modeling
Yeom, Seokwon
2017-05-01
Infrared (IR) imaging has the capability to detect thermal characteristics of objects under low-light conditions. This paper addresses IR image segmentation with Gaussian mixture modeling. An IR image is segmented with Expectation Maximization (EM) method assuming the image histogram follows the Gaussian mixture distribution. Multi-level segmentation is applied to extract the region of interest (ROI). Each level of the multi-level segmentation is composed of the k-means clustering, the EM algorithm, and a decision process. The foreground objects are individually segmented from the ROI windows. In the experiments, various methods are applied to the IR image capturing several humans at night.
Predictions of models for environmental radiological assessment
Energy Technology Data Exchange (ETDEWEB)
Peres, Sueli da Silva; Lauria, Dejanira da Costa, E-mail: suelip@ird.gov.br, E-mail: dejanira@irg.gov.br [Instituto de Radioprotecao e Dosimetria (IRD/CNEN-RJ), Servico de Avaliacao de Impacto Ambiental, Rio de Janeiro, RJ (Brazil); Mahler, Claudio Fernando [Coppe. Instituto Alberto Luiz Coimbra de Pos-Graduacao e Pesquisa de Engenharia, Universidade Federal do Rio de Janeiro (UFRJ) - Programa de Engenharia Civil, RJ (Brazil)
2011-07-01
In the field of environmental impact assessment, models are used for estimating source term, environmental dispersion and transfer of radionuclides, exposure pathway, radiation dose and the risk for human beings Although it is recognized that the specific information of local data are important to improve the quality of the dose assessment results, in fact obtaining it can be very difficult and expensive. Sources of uncertainties are numerous, among which we can cite: the subjectivity of modelers, exposure scenarios and pathways, used codes and general parameters. The various models available utilize different mathematical approaches with different complexities that can result in different predictions. Thus, for the same inputs different models can produce very different outputs. This paper presents briefly the main advances in the field of environmental radiological assessment that aim to improve the reliability of the models used in the assessment of environmental radiological impact. The intercomparison exercise of model supplied incompatible results for {sup 137}Cs and {sup 60}Co, enhancing the need for developing reference methodologies for environmental radiological assessment that allow to confront dose estimations in a common comparison base. The results of the intercomparison exercise are present briefly. (author)
Predicting Protein Secondary Structure with Markov Models
DEFF Research Database (Denmark)
Fischer, Paul; Larsen, Simon; Thomsen, Claus
2004-01-01
we are considering here, is to predict the secondary structure from the primary one. To this end we train a Markov model on training data and then use it to classify parts of unknown protein sequences as sheets, helices or coils. We show how to exploit the directional information contained......The primary structure of a protein is the sequence of its amino acids. The secondary structure describes structural properties of the molecule such as which parts of it form sheets, helices or coils. Spacial and other properties are described by the higher order structures. The classification task...
A Modified Model Predictive Control Scheme
Institute of Scientific and Technical Information of China (English)
Xiao-Bing Hu; Wen-Hua Chen
2005-01-01
In implementations of MPC (Model Predictive Control) schemes, two issues need to be addressed. One is how to enlarge the stability region as much as possible. The other is how to guarantee stability when a computational time limitation exists. In this paper, a modified MPC scheme for constrained linear systems is described. An offline LMI-based iteration process is introduced to expand the stability region. At the same time, a database of feasible control sequences is generated offline so that stability can still be guaranteed in the case of computational time limitations. Simulation results illustrate the effectiveness of this new approach.
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....
Explicit model predictive control accuracy analysis
Knyazev, Andrew; Zhu, Peizhen; Di Cairano, Stefano
2015-01-01
Model Predictive Control (MPC) can efficiently control constrained systems in real-time applications. MPC feedback law for a linear system with linear inequality constraints can be explicitly computed off-line, which results in an off-line partition of the state space into non-overlapped convex regions, with affine control laws associated to each region of the partition. An actual implementation of this explicit MPC in low cost micro-controllers requires the data to be "quantized", i.e. repre...
A Predictive Maintenance Model for Railway Tracks
DEFF Research Database (Denmark)
Li, Rui; Wen, Min; Salling, Kim Bang
2015-01-01
For the modern railways, maintenance is critical for ensuring safety, train punctuality and overall capacity utilization. The cost of railway maintenance in Europe is high, on average between 30,000 – 100,000 Euro per km per year [1]. Aiming to reduce such maintenance expenditure, this paper...... presents a mathematical model based on Mixed Integer Programming (MIP) which is designed to optimize the predictive railway tamping activities for ballasted track for the time horizon up to four years. The objective function is setup to minimize the actual costs for the tamping machine (measured by time...... recovery on the track quality after tamping operation and (5) Tamping machine operation factors. A Danish railway track between Odense and Fredericia with 57.2 km of length is applied for a time period of two to four years in the proposed maintenance model. The total cost can be reduced with up to 50...
On the interest of positive degree day models for mass balance modeling in the inner tropics
Directory of Open Access Journals (Sweden)
L. Maisincho
2014-05-01
Full Text Available A positive degree-day (PDD model was tested on Antizana Glacier 15α (0.28 km2; 0°28' S, 78°09' W to assess to what extent this approach is suitable for studying glacier mass balance in the inner tropics. Cumulative positive temperatures were compared with field measurements of melting amount and with surface energy balance computations. A significant link was revealed when a distinction was made between the snow and ice comprising the glacier surface. Significant correlations allowed degree-day factors to be retrieved for snow, and clean and dirty ice. The relationship between melt amount and temperature was mainly explained by the role of net shortwave radiation in both melting and in the variations in the temperature of the surface layer. However, this relationship disappeared from June to October (Period 1, because high wind speeds and low humidity cause highly negative turbulent latent heat fluxes. However, this had little impact on the computed total amount of melting at the annual time scale because temperatures are low and melting is generally limited during Period 1. At the daily time scale, melting starts when daily temperature means are still negative, because around noon incoming shortwave radiation is very high, and compensates for energy losses when the air is cold. The PDD model was applied to the 2000–2008 period using meteorological inputs measured on the glacier foreland. Results were compared to the glacier-wide mass balances measured in the field and were good, even though the melting factor should be adapted to the glacier surface state and may vary with time. Finally, the model was forced with precipitation and temperature data from the remote Izobamba station and NCEP-NCAR reanalysis data, also giving good results and showing that temperature variations are homogenous at the regional scale, meaning glacier mass balances can be modelled over large areas.
A predictive fitness model for influenza
Łuksza, Marta; Lässig, Michael
2014-03-01
The seasonal human influenza A/H3N2 virus undergoes rapid evolution, which produces significant year-to-year sequence turnover in the population of circulating strains. Adaptive mutations respond to human immune challenge and occur primarily in antigenic epitopes, the antibody-binding domains of the viral surface protein haemagglutinin. Here we develop a fitness model for haemagglutinin that predicts the evolution of the viral population from one year to the next. Two factors are shown to determine the fitness of a strain: adaptive epitope changes and deleterious mutations outside the epitopes. We infer both fitness components for the strains circulating in a given year, using population-genetic data of all previous strains. From fitness and frequency of each strain, we predict the frequency of its descendent strains in the following year. This fitness model maps the adaptive history of influenza A and suggests a principled method for vaccine selection. Our results call for a more comprehensive epidemiology of influenza and other fast-evolving pathogens that integrates antigenic phenotypes with other viral functions coupled by genetic linkage.
Predictive Model of Radiative Neutrino Masses
Babu, K S
2013-01-01
We present a simple and predictive model of radiative neutrino masses. It is a special case of the Zee model which introduces two Higgs doublets and a charged singlet. We impose a family-dependent Z_4 symmetry acting on the leptons, which reduces the number of parameters describing neutrino oscillations to four. A variety of predictions follow: The hierarchy of neutrino masses must be inverted; the lightest neutrino mass is extremely small and calculable; one of the neutrino mixing angles is determined in terms of the other two; the phase parameters take CP-conserving values with \\delta_{CP} = \\pi; and the effective mass in neutrinoless double beta decay lies in a narrow range, m_{\\beta \\beta} = (17.6 - 18.5) meV. The ratio of vacuum expectation values of the two Higgs doublets, tan\\beta, is determined to be either 1.9 or 0.19 from neutrino oscillation data. Flavor-conserving and flavor-changing couplings of the Higgs doublets are also determined from neutrino data. The non-standard neutral Higgs bosons, if t...
A predictive model for dimensional errors in fused deposition modeling
DEFF Research Database (Denmark)
Stolfi, A.
2015-01-01
This work concerns the effect of deposition angle (a) and layer thickness (L) on the dimensional performance of FDM parts using a predictive model based on the geometrical description of the FDM filament profile. An experimental validation over the whole a range from 0° to 177° at 3° steps and two...
DEFF Research Database (Denmark)
Jørgensen, John Bagterp; Jørgensen, Sten Bay
2007-01-01
model is realized from a continuous-discrete-time linear stochastic system specified using transfer functions with time-delays. It is argued that the prediction-error criterion should be selected such that it is compatible with the objective function of the predictive controller in which the model......A Prediction-error-method tailored for model based predictive control is presented. The prediction-error method studied are based on predictions using the Kalman filter and Kalman predictors for a linear discrete-time stochastic state space model. The linear discrete-time stochastic state space...
Heston, Steven L.; Nandi, Saikat
1999-01-01
This paper develops a discrete-time two-factor model of interest rates with analytical solutions for bonds and many interest rate derivatives when the volatility of the short rate follows a GARCH process that can be correlated with the level of the short rate itself. Besides bond and bond futures, the model yields analytical solutions for prices of European options on discount bonds (and futures) as well as other interest rate derivatives such as caps, floors, average rate options, yield curv...
Kernel-based multistep-ahead predictions of the U.S. short-term interest rate
de Gooijer, J.G.; Zerom Godefay, D.
1999-01-01
This paper presents a comparison of prediction performances of threekernel-based nonparametric methods applied to the U.S. weekly T-bill rate.Predictions are generated through the rolling approachfor the out-of-sample period 1989-1993. We compare the multistep-aheadprediction performance of the
Kernel-based multistep-ahead predictions of the U.S. short-term interest rate
de Gooijer, J.G.; Zerom Godefay, D.
1999-01-01
This paper presents a comparison of prediction performances of threekernel-based nonparametric methods applied to the U.S. weekly T-bill rate.Predictions are generated through the rolling approachfor the out-of-sample period 1989-1993. We compare the multistep-aheadprediction performance of the cond
Simple Mathematical Models Do Not Accurately Predict Early SIV Dynamics
Directory of Open Access Journals (Sweden)
Cecilia Noecker
2015-03-01
Full Text Available Upon infection of a new host, human immunodeficiency virus (HIV replicates in the mucosal tissues and is generally undetectable in circulation for 1–2 weeks post-infection. Several interventions against HIV including vaccines and antiretroviral prophylaxis target virus replication at this earliest stage of infection. Mathematical models have been used to understand how HIV spreads from mucosal tissues systemically and what impact vaccination and/or antiretroviral prophylaxis has on viral eradication. Because predictions of such models have been rarely compared to experimental data, it remains unclear which processes included in these models are critical for predicting early HIV dynamics. Here we modified the “standard” mathematical model of HIV infection to include two populations of infected cells: cells that are actively producing the virus and cells that are transitioning into virus production mode. We evaluated the effects of several poorly known parameters on infection outcomes in this model and compared model predictions to experimental data on infection of non-human primates with variable doses of simian immunodifficiency virus (SIV. First, we found that the mode of virus production by infected cells (budding vs. bursting has a minimal impact on the early virus dynamics for a wide range of model parameters, as long as the parameters are constrained to provide the observed rate of SIV load increase in the blood of infected animals. Interestingly and in contrast with previous results, we found that the bursting mode of virus production generally results in a higher probability of viral extinction than the budding mode of virus production. Second, this mathematical model was not able to accurately describe the change in experimentally determined probability of host infection with increasing viral doses. Third and finally, the model was also unable to accurately explain the decline in the time to virus detection with increasing viral
Two criteria for evaluating risk prediction models.
Pfeiffer, R M; Gail, M H
2011-09-01
We propose and study two criteria to assess the usefulness of models that predict risk of disease incidence for screening and prevention, or the usefulness of prognostic models for management following disease diagnosis. The first criterion, the proportion of cases followed PCF (q), is the proportion of individuals who will develop disease who are included in the proportion q of individuals in the population at highest risk. The second criterion is the proportion needed to follow-up, PNF (p), namely the proportion of the general population at highest risk that one needs to follow in order that a proportion p of those destined to become cases will be followed. PCF (q) assesses the effectiveness of a program that follows 100q% of the population at highest risk. PNF (p) assess the feasibility of covering 100p% of cases by indicating how much of the population at highest risk must be followed. We show the relationship of those two criteria to the Lorenz curve and its inverse, and present distribution theory for estimates of PCF and PNF. We develop new methods, based on influence functions, for inference for a single risk model, and also for comparing the PCFs and PNFs of two risk models, both of which were evaluated in the same validation data.
Methods for Handling Missing Variables in Risk Prediction Models
Held, Ulrike; Kessels, Alfons; Aymerich, Judith Garcia; Basagana, Xavier; ter Riet, Gerben; Moons, Karel G. M.; Puhan, Milo A.
2016-01-01
Prediction models should be externally validated before being used in clinical practice. Many published prediction models have never been validated. Uncollected predictor variables in otherwise suitable validation cohorts are the main factor precluding external validation.We used individual patient
Romanach, Stephanie; Watling, James I.; Fletcher, Robert J.; Speroterra, Carolina; Bucklin, David N.; Brandt, Laura A.; Pearlstine, Leonard G.; Escribano, Yesenia; Mazzotti, Frank J.
2014-01-01
Climate change poses new challenges for natural resource managers. Predictive modeling of species–environment relationships using climate envelope models can enhance our understanding of climate change effects on biodiversity, assist in assessment of invasion risk by exotic organisms, and inform life-history understanding of individual species. While increasing interest has focused on the role of uncertainty in future conditions on model predictions, models also may be sensitive to the initial conditions on which they are trained. Although climate envelope models are usually trained using data on contemporary climate, we lack systematic comparisons of model performance and predictions across alternative climate data sets available for model training. Here, we seek to fill that gap by comparing variability in predictions between two contemporary climate data sets to variability in spatial predictions among three alternative projections of future climate. Overall, correlations between monthly temperature and precipitation variables were very high for both contemporary and future data. Model performance varied across algorithms, but not between two alternative contemporary climate data sets. Spatial predictions varied more among alternative general-circulation models describing future climate conditions than between contemporary climate data sets. However, we did find that climate envelope models with low Cohen's kappa scores made more discrepant spatial predictions between climate data sets for the contemporary period than did models with high Cohen's kappa scores. We suggest conservation planners evaluate multiple performance metrics and be aware of the importance of differences in initial conditions for spatial predictions from climate envelope models.
Institute of Scientific and Technical Information of China (English)
WANG Yu-dong
2007-01-01
In order to get an acceptable interests-distribution scheme for each partner of enterprise-university-research institute cooperation in advance, based on Nash model, the paper designs the interest distribution method of enterprise-university-research institute cooperation and provides the basis for determining the weight of each partner in accordance with the interest distribution principles and subjected relations between major factors in enterprise-university-research institute cooperation. Also, in combination with one example, an applicable method is provided to distribute interest in enterprise-university-research institute cooperation. The study gives some references for interests-distribution of enterprise-university-research institute cooperation.
Optimal Dividend and Capital Injection Strategies for a Risk Model under Force of Interest
Directory of Open Access Journals (Sweden)
Ying Fang
2013-01-01
Full Text Available As a generalization of the classical Cramér-Lundberg risk model, we consider a risk model including a constant force of interest in the present paper. Most optimal dividend strategies which only consider the processes modeling the surplus of a risk business are absorbed at 0. However, in many cases, negative surplus does not necessarily mean that the business has to stop. Therefore, we assume that negative surplus is not allowed and the beneficiary of the dividends is required to inject capital into the insurance company to ensure that its risk process stays nonnegative. For this risk model, we show that the optimal dividend strategy which maximizes the discounted dividend payments minus the penalized discounted capital injections is a threshold strategy for the case of the dividend payout rate which is bounded by some positive constant and the optimal injection strategy is to inject capitals immediately to make the company's assets back to zero when the surplus of the company becomes negative.
Estimating the magnitude of prediction uncertainties for the APLE model
Models are often used to predict phosphorus (P) loss from agricultural fields. While it is commonly recognized that model predictions are inherently uncertain, few studies have addressed prediction uncertainties using P loss models. In this study, we conduct an uncertainty analysis for the Annual P ...
A Web-Based Polar Firn Model to Motivate Interest in Climate Change
Harris, P. D.; Lundin, J.; Stevens, C.; Leahy, W.; Waddington, E. D.
2013-12-01
How long would you have to dig straight down in Greenland before you reached solid ice? This is one of many questions that could be answered by a typical high school student using our online firn model. Firn is fallen snow that compacts under its own weight and eventually turns into glacial ice. The Herron and Langway (1980) firn model describes this process. An important component of predicting future climate change is researching past climate change. Some details of our past climate are discovered by analyzing polar ice and the firn process. Firn research can also be useful for understanding how changes in ice surface levels reflect changes in the ice mass. We have produced an online version of the Herron and Langway model that provides a simple way for students to learn how polar snow turns into ice. As a user, you can enter some climatic conditions (accumulation rate, temperature, and surface density) into our graphical user interface and press 'Submit'. We take the numbers you enter in your internet browser, send them to the model written in Python that is running on our server, and provide links to your results, all within seconds. The model produces firn depth, density, and age data. The results appear on the webpage in both text and graphical format. We have developed an example lesson plan appropriate for a high-school physics or environmental science class. The online model offers students an opportunity to apply their scientific knowledge in order to understand real-world physical processes. Additionally, students learn about scientific research and the tools scientists use to conduct it. The model can be used as a standalone lesson or as a part of a larger climate-science unit. The online model was created with funding from the Washington NASA Space Grant Consortium and the National Science Foundation's Partnerships for International Research and Education program.
Prediction of Catastrophes: an experimental model
Peters, Randall D; Pomeau, Yves
2012-01-01
Catastrophes of all kinds can be roughly defined as short duration-large amplitude events following and followed by long periods of "ripening". Major earthquakes surely belong to the class of 'catastrophic' events. Because of the space-time scales involved, an experimental approach is often difficult, not to say impossible, however desirable it could be. Described in this article is a "laboratory" setup that yields data of a type that is amenable to theoretical methods of prediction. Observations are made of a critical slowing down in the noisy signal of a solder wire creeping under constant stress. This effect is shown to be a fair signal of the forthcoming catastrophe in both of two dynamical models. The first is an "abstract" model in which a time dependent quantity drifts slowly but makes quick jumps from time to time. The second is a realistic physical model for the collective motion of dislocations (the Ananthakrishna set of equations for creep). Hope thus exists that similar changes in the response to ...
Pouillot, Régis; Lubran, Meryl B
2011-06-01
Predictive microbiology models are essential tools to model bacterial growth in quantitative microbial risk assessments. Various predictive microbiology models and sets of parameters are available: it is of interest to understand the consequences of the choice of the growth model on the risk assessment outputs. Thus, an exercise was conducted to explore the impact of the use of several published models to predict Listeria monocytogenes growth during food storage in a product that permits growth. Results underline a gap between the most studied factors in predictive microbiology modeling (lag, growth rate) and the most influential parameters on the estimated risk of listeriosis in this scenario (maximum population density, bacterial competition). The mathematical properties of an exponential dose-response model for Listeria accounts for the fact that the mean number of bacteria per serving and, as a consequence, the highest achievable concentrations in the product under study, has a strong influence on the estimated expected number of listeriosis cases in this context.
Distributed model predictive control made easy
Negenborn, Rudy
2014-01-01
The rapid evolution of computer science, communication, and information technology has enabled the application of control techniques to systems beyond the possibilities of control theory just a decade ago. Critical infrastructures such as electricity, water, traffic and intermodal transport networks are now in the scope of control engineers. The sheer size of such large-scale systems requires the adoption of advanced distributed control approaches. Distributed model predictive control (MPC) is one of the promising control methodologies for control of such systems. This book provides a state-of-the-art overview of distributed MPC approaches, while at the same time making clear directions of research that deserve more attention. The core and rationale of 35 approaches are carefully explained. Moreover, detailed step-by-step algorithmic descriptions of each approach are provided. These features make the book a comprehensive guide both for those seeking an introduction to distributed MPC as well as for those ...
Leptogenesis in minimal predictive seesaw models
Björkeroth, Fredrik; de Anda, Francisco J.; de Medeiros Varzielas, Ivo; King, Stephen F.
2015-10-01
We estimate the Baryon Asymmetry of the Universe (BAU) arising from leptogenesis within a class of minimal predictive seesaw models involving two right-handed neutrinos and simple Yukawa structures with one texture zero. The two right-handed neutrinos are dominantly responsible for the "atmospheric" and "solar" neutrino masses with Yukawa couplings to ( ν e , ν μ , ν τ ) proportional to (0, 1, 1) and (1, n, n - 2), respectively, where n is a positive integer. The neutrino Yukawa matrix is therefore characterised by two proportionality constants with their relative phase providing a leptogenesis-PMNS link, enabling the lightest right-handed neutrino mass to be determined from neutrino data and the observed BAU. We discuss an SU(5) SUSY GUT example, where A 4 vacuum alignment provides the required Yukawa structures with n = 3, while a {{Z}}_9 symmetry fixes the relatives phase to be a ninth root of unity.
Using CV-GLUE procedure in analysis of wetland model predictive uncertainty.
Huang, Chun-Wei; Lin, Yu-Pin; Chiang, Li-Chi; Wang, Yung-Chieh
2014-07-01
This study develops a procedure that is related to Generalized Likelihood Uncertainty Estimation (GLUE), called the CV-GLUE procedure, for assessing the predictive uncertainty that is associated with different model structures with varying degrees of complexity. The proposed procedure comprises model calibration, validation, and predictive uncertainty estimation in terms of a characteristic coefficient of variation (characteristic CV). The procedure first performed two-stage Monte-Carlo simulations to ensure predictive accuracy by obtaining behavior parameter sets, and then the estimation of CV-values of the model outcomes, which represent the predictive uncertainties for a model structure of interest with its associated behavior parameter sets. Three commonly used wetland models (the first-order K-C model, the plug flow with dispersion model, and the Wetland Water Quality Model; WWQM) were compared based on data that were collected from a free water surface constructed wetland with paddy cultivation in Taipei, Taiwan. The results show that the first-order K-C model, which is simpler than the other two models, has greater predictive uncertainty. This finding shows that predictive uncertainty does not necessarily increase with the complexity of the model structure because in this case, the more simplistic representation (first-order K-C model) of reality results in a higher uncertainty in the prediction made by the model. The CV-GLUE procedure is suggested to be a useful tool not only for designing constructed wetlands but also for other aspects of environmental management.
How Do Teachers' Beliefs Predict Children's Interest in Math from Kindergarten to Sixth Grade?
Upadyaya, Katja; Eccles, Jacquelynne S.
2014-01-01
The present study investigated to what extent teachers' beliefs about children's achievement contribute to the development of children's math interest. In addition, the extent to which other possible predictors, such as performance in math, gender, and race/ethnicity would contribute to the development of children's math…
Evaluating the best interests of the child--a model of multidisciplinary teamwork.
Pardess, E; Finzi, R; Sever, J
1993-01-01
This article describes the rationale, goals and procedure of a working model of multidisciplinary teamwork in conducting clinical evaluations of children and families and preparing expert testimony. Over the past five years, the team has evaluated over 60 cases involving child abuse and neglect, and questions of parental ability. Teamwork can reduce the distorting effects of personal biases, beliefs and countertransference issues. The contribution of integrating different theoretical viewpoints (theories of development, object relations, family systems, etc) is discussed. Recommendations include: (a) separation of roles of expert witness and therapist: (b) utilization of different diagnostic tools (psychodiagnostic tests, observations of interaction, joint clinical interviews, etc); (c) value of examining the feasibility of the recommendations with parents, care givers and community workers; and (d) strategies of dispute resolution and attainment of parental consent, utilizing the effects of potential judicial power and focusing on the best interests of the child.
Infrared ship signature prediction, model validation and sky radiance
Neele, F.P.
2005-01-01
The increased interest during the last decade in the infrared signature of (new) ships results in a clear need of validated infrared signature prediction codes. This paper presents the results of comparing an in-house developed signature prediction code with measurements made in the 3-5 μm band in b
Comparing model predictions for ecosystem-based management
DEFF Research Database (Denmark)
Jacobsen, Nis Sand; Essington, Timothy E.; Andersen, Ken Haste
2016-01-01
Ecosystem modeling is becoming an integral part of fisheries management, but there is a need to identify differences between predictions derived from models employed for scientific and management purposes. Here, we compared two models: a biomass-based food-web model (Ecopath with Ecosim (Ew......E)) and a size-structured fish community model. The models were compared with respect to predicted ecological consequences of fishing to identify commonalities and differences in model predictions for the California Current fish community. We compared the models regarding direct and indirect responses to fishing...... on one or more species. The size-based model predicted a higher fishing mortality needed to reach maximum sustainable yield than EwE for most species. The size-based model also predicted stronger top-down effects of predator removals than EwE. In contrast, EwE predicted stronger bottom-up effects...
Construction Cost Prediction by Using Building Information Modeling
National Research Council Canada - National Science Library
Remon F. Aziz
2015-01-01
The increased interest in using Building Information Modeling (BIM) in detailed construction cost estimates calls for methodologies to evaluate the effectiveness of BIM-Assisted Detailed Estimating (BADE...
Remaining Useful Lifetime (RUL - Probabilistic Predictive Model
Directory of Open Access Journals (Sweden)
Ephraim Suhir
2011-01-01
Full Text Available Reliability evaluations and assurances cannot be delayed until the device (system is fabricated and put into operation. Reliability of an electronic product should be conceived at the early stages of its design; implemented during manufacturing; evaluated (considering customer requirements and the existing specifications, by electrical, optical and mechanical measurements and testing; checked (screened during manufacturing (fabrication; and, if necessary and appropriate, maintained in the field during the product’s operation Simple and physically meaningful probabilistic predictive model is suggested for the evaluation of the remaining useful lifetime (RUL of an electronic device (system after an appreciable deviation from its normal operation conditions has been detected, and the increase in the failure rate and the change in the configuration of the wear-out portion of the bathtub has been assessed. The general concepts are illustrated by numerical examples. The model can be employed, along with other PHM forecasting and interfering tools and means, to evaluate and to maintain the high level of the reliability (probability of non-failure of a device (system at the operation stage of its lifetime.
A Predictive Model of Geosynchronous Magnetopause Crossings
Dmitriev, A; Chao, J -K
2013-01-01
We have developed a model predicting whether or not the magnetopause crosses geosynchronous orbit at given location for given solar wind pressure Psw, Bz component of interplanetary magnetic field (IMF) and geomagnetic conditions characterized by 1-min SYM-H index. The model is based on more than 300 geosynchronous magnetopause crossings (GMCs) and about 6000 minutes when geosynchronous satellites of GOES and LANL series are located in the magnetosheath (so-called MSh intervals) in 1994 to 2001. Minimizing of the Psw required for GMCs and MSh intervals at various locations, Bz and SYM-H allows describing both an effect of magnetopause dawn-dusk asymmetry and saturation of Bz influence for very large southward IMF. The asymmetry is strong for large negative Bz and almost disappears when Bz is positive. We found that the larger amplitude of negative SYM-H the lower solar wind pressure is required for GMCs. We attribute this effect to a depletion of the dayside magnetic field by a storm-time intensification of t...
Predictive modeling for EBPC in EBDW
Zimmermann, Rainer; Schulz, Martin; Hoppe, Wolfgang; Stock, Hans-Jürgen; Demmerle, Wolfgang; Zepka, Alex; Isoyan, Artak; Bomholt, Lars; Manakli, Serdar; Pain, Laurent
2009-10-01
We demonstrate a flow for e-beam proximity correction (EBPC) to e-beam direct write (EBDW) wafer manufacturing processes, demonstrating a solution that covers all steps from the generation of a test pattern for (experimental or virtual) measurement data creation, over e-beam model fitting, proximity effect correction (PEC), and verification of the results. We base our approach on a predictive, physical e-beam simulation tool, with the possibility to complement this with experimental data, and the goal of preparing the EBPC methods for the advent of high-volume EBDW tools. As an example, we apply and compare dose correction and geometric correction for low and high electron energies on 1D and 2D test patterns. In particular, we show some results of model-based geometric correction as it is typical for the optical case, but enhanced for the particularities of e-beam technology. The results are used to discuss PEC strategies, with respect to short and long range effects.
Model for predicting mountain wave field uncertainties
Damiens, Florentin; Lott, François; Millet, Christophe; Plougonven, Riwal
2017-04-01
Studying the propagation of acoustic waves throughout troposphere requires knowledge of wind speed and temperature gradients from the ground up to about 10-20 km. Typical planetary boundary layers flows are known to present vertical low level shears that can interact with mountain waves, thereby triggering small-scale disturbances. Resolving these fluctuations for long-range propagation problems is, however, not feasible because of computer memory/time restrictions and thus, they need to be parameterized. When the disturbances are small enough, these fluctuations can be described by linear equations. Previous works by co-authors have shown that the critical layer dynamics that occur near the ground produces large horizontal flows and buoyancy disturbances that result in intense downslope winds and gravity wave breaking. While these phenomena manifest almost systematically for high Richardson numbers and when the boundary layer depth is relatively small compare to the mountain height, the process by which static stability affects downslope winds remains unclear. In the present work, new linear mountain gravity wave solutions are tested against numerical predictions obtained with the Weather Research and Forecasting (WRF) model. For Richardson numbers typically larger than unity, the mesoscale model is used to quantify the effect of neglected nonlinear terms on downslope winds and mountain wave patterns. At these regimes, the large downslope winds transport warm air, a so called "Foehn" effect than can impact sound propagation properties. The sensitivity of small-scale disturbances to Richardson number is quantified using two-dimensional spectral analysis. It is shown through a pilot study of subgrid scale fluctuations of boundary layer flows over realistic mountains that the cross-spectrum of mountain wave field is made up of the same components found in WRF simulations. The impact of each individual component on acoustic wave propagation is discussed in terms of
Predictive modeling of terrestrial radiation exposure from geologic materials
Haber, Daniel A.
Aerial gamma ray surveys are an important tool for national security, scientific, and industrial interests in determining locations of both anthropogenic and natural sources of radioactivity. There is a relationship between radioactivity and geology and in the past this relationship has been used to predict geology from an aerial survey. The purpose of this project is to develop a method to predict the radiologic exposure rate of the geologic materials in an area by creating a model using geologic data, images from the Advanced Spaceborne Thermal Emission and Reflection Radiometer (ASTER), geochemical data, and pre-existing low spatial resolution aerial surveys from the National Uranium Resource Evaluation (NURE) Survey. Using these data, geospatial areas, referred to as background radiation units, homogenous in terms of K, U, and Th are defined and the gamma ray exposure rate is predicted. The prediction is compared to data collected via detailed aerial survey by our partner National Security Technologies, LLC (NSTec), allowing for the refinement of the technique. High resolution radiation exposure rate models have been developed for two study areas in Southern Nevada that include the alluvium on the western shore of Lake Mohave, and Government Wash north of Lake Mead; both of these areas are arid with little soil moisture and vegetation. We determined that by using geologic units to define radiation background units of exposed bedrock and ASTER visualizations to subdivide radiation background units of alluvium, regions of homogeneous geochemistry can be defined allowing for the exposure rate to be predicted. Soil and rock samples have been collected at Government Wash and Lake Mohave as well as a third site near Cameron, Arizona. K, U, and Th concentrations of these samples have been determined using inductively coupled mass spectrometry (ICP-MS) and laboratory counting using radiation detection equipment. In addition, many sample locations also have
Directory of Open Access Journals (Sweden)
Jing Lu
2014-11-01
Full Text Available We propose a weather prediction model in this article based on neural network and fuzzy inference system (NFIS-WPM, and then apply it to predict daily fuzzy precipitation given meteorological premises for testing. The model consists of two parts: the first part is the “fuzzy rule-based neural network”, which simulates sequential relations among fuzzy sets using artificial neural network; and the second part is the “neural fuzzy inference system”, which is based on the first part, but could learn new fuzzy rules from the previous ones according to the algorithm we proposed. NFIS-WPM (High Pro and NFIS-WPM (Ave are improved versions of this model. It is well known that the need for accurate weather prediction is apparent when considering the benefits. However, the excessive pursuit of accuracy in weather prediction makes some of the “accurate” prediction results meaningless and the numerical prediction model is often complex and time-consuming. By adapting this novel model to a precipitation prediction problem, we make the predicted outcomes of precipitation more accurate and the prediction methods simpler than by using the complex numerical forecasting model that would occupy large computation resources, be time-consuming and which has a low predictive accuracy rate. Accordingly, we achieve more accurate predictive precipitation results than by using traditional artificial neural networks that have low predictive accuracy.
Schukajlow, Stanislaw; Leiss, Dominik; Pekrun, Reinhard; Blum, Werner; Muller, Marcel; Messner, Rudolf
2012-01-01
In this study which was part of the DISUM-project, 224 ninth graders from 14 German classes from middle track schools (Realschule) were asked about their enjoyment, interest, value and self-efficacy expectations concerning three types of mathematical problems: intra-mathematical problems, word problems and modelling problems. Enjoyment, interest,…
National Research Council Canada - National Science Library
Hampton, Tim
2002-01-01
.... In this sense, model projections are referred to as endogenous interest rate projections. This article explains the rationale for endogenous interest rate projections and why the Reserve Bank has adopted this approach. 1 Introduction The Bank's submission to the Monetary Policy Review outlined a number of the reasons why we prepare and p...
RFI modeling and prediction approach for SATOP applications: RFI prediction models
Nguyen, Tien M.; Tran, Hien T.; Wang, Zhonghai; Coons, Amanda; Nguyen, Charles C.; Lane, Steven A.; Pham, Khanh D.; Chen, Genshe; Wang, Gang
2016-05-01
This paper describes a technical approach for the development of RFI prediction models using carrier synchronization loop when calculating Bit or Carrier SNR degradation due to interferences for (i) detecting narrow-band and wideband RFI signals, and (ii) estimating and predicting the behavior of the RFI signals. The paper presents analytical and simulation models and provides both analytical and simulation results on the performance of USB (Unified S-Band) waveforms in the presence of narrow-band and wideband RFI signals. The models presented in this paper will allow the future USB command systems to detect the RFI presence, estimate the RFI characteristics and predict the RFI behavior in real-time for accurate assessment of the impacts of RFI on the command Bit Error Rate (BER) performance. The command BER degradation model presented in this paper also allows the ground system operator to estimate the optimum transmitted SNR to maintain a required command BER level in the presence of both friendly and un-friendly RFI sources.
Chen, Ting; Li, Liqing; Huang, Xiubao
2005-06-01
Physical, statistical and artificial neural network (ANN) models are established for predicting the fibre diameter of melt blown nonwovens from the processing parameters. The results show that the ANN model yields a very accurate prediction (average error of 0.013%), and a reasonably good ANN model can be achieved with relatively few data points. Because the physical model is based on the inherent physical principles of the phenomena of interest, it can yield reasonably good prediction results when experimental data are not available and the entire physical procedure is of interest. This area of research has great potential in the field of computer assisted design in melt blowing technology.
Prediction models : the right tool for the right problem
Kappen, Teus H.; Peelen, Linda M.
2016-01-01
PURPOSE OF REVIEW: Perioperative prediction models can help to improve personalized patient care by providing individual risk predictions to both patients and providers. However, the scientific literature on prediction model development and validation can be quite technical and challenging to unders
Howard, Carolynn
Women continue to be underrepresented in science, technology, engineering, and mathematics (STEM) fields. This lack of women is problematic because it diminishes perspective, input, and expertise that women could provide. Consequently, this thesis examined the benefits of exposure to peer role models for increasing women's interest in STEM, which may ultimately lead more women to enter STEM fields. The role model research to date has amassed considerable evidence showing that role model exposure is beneficial; yet, questions still remain about what makes these role models effective. Accordingly, this thesis investigated whether feminine female role models increase women's interest in STEM and improve their perceptions of female STEM role models relative to "neutral" female role models. Across three experiments men and women were exposed to role models and their interest in STEM was measured. All experiments exposed participants to one of three articles about a peer role model (a female role model who embodies femininity (e.g. wears makeup), a female role model who has gender neutral qualities/behaviors [e.g., works hard], or a male role model who embodies neutral traits) and Experiments 2 and 3 had a fourth control condition in which participants read about the history of SDSU (a control condition). In the first two experiments interest in physics was measured using an adapted version of the STEM Career Interest Survey (CIS). Experiment 3 used an adapted version of the STEM CIS scale, but measured overall interest in STEM by including subscales for each of the four STEM areas with a composite score serving as the primary dependent variable. Experiments 1 and 2 demonstrated that women's interest in physics was no different than men's after exposure to a feminine female role model compared to a neutral female and neutral male role model. Furthermore, women's interest in physics was greater in the feminine condition compared to all other conditions for the first two
Foundation Settlement Prediction Based on a Novel NGM Model
Directory of Open Access Journals (Sweden)
Peng-Yu Chen
2014-01-01
Full Text Available Prediction of foundation or subgrade settlement is very important during engineering construction. According to the fact that there are lots of settlement-time sequences with a nonhomogeneous index trend, a novel grey forecasting model called NGM (1,1,k,c model is proposed in this paper. With an optimized whitenization differential equation, the proposed NGM (1,1,k,c model has the property of white exponential law coincidence and can predict a pure nonhomogeneous index sequence precisely. We used two case studies to verify the predictive effect of NGM (1,1,k,c model for settlement prediction. The results show that this model can achieve excellent prediction accuracy; thus, the model is quite suitable for simulation and prediction of approximate nonhomogeneous index sequence and has excellent application value in settlement prediction.
Predictability of the Indian Ocean Dipole in the coupled models
Liu, Huafeng; Tang, Youmin; Chen, Dake; Lian, Tao
2017-03-01
In this study, the Indian Ocean Dipole (IOD) predictability, measured by the Indian Dipole Mode Index (DMI), is comprehensively examined at the seasonal time scale, including its actual prediction skill and potential predictability, using the ENSEMBLES multiple model ensembles and the recently developed information-based theoretical framework of predictability. It was found that all model predictions have useful skill, which is normally defined by the anomaly correlation coefficient larger than 0.5, only at around 2-3 month leads. This is mainly because there are more false alarms in predictions as leading time increases. The DMI predictability has significant seasonal variation, and the predictions whose target seasons are boreal summer (JJA) and autumn (SON) are more reliable than that for other seasons. All of models fail to predict the IOD onset before May and suffer from the winter (DJF) predictability barrier. The potential predictability study indicates that, with the model development and initialization improvement, the prediction of IOD onset is likely to be improved but the winter barrier cannot be overcome. The IOD predictability also has decadal variation, with a high skill during the 1960s and the early 1990s, and a low skill during the early 1970s and early 1980s, which is very consistent with the potential predictability. The main factors controlling the IOD predictability, including its seasonal and decadal variations, are also analyzed in this study.
Simplified Predictive Models for CO2 Sequestration Performance Assessment
Mishra, Srikanta; RaviGanesh, Priya; Schuetter, Jared; Mooney, Douglas; He, Jincong; Durlofsky, Louis
2014-05-01
We present results from an ongoing research project that seeks to develop and validate a portfolio of simplified modeling approaches that will enable rapid feasibility and risk assessment for CO2 sequestration in deep saline formation. The overall research goal is to provide tools for predicting: (a) injection well and formation pressure buildup, and (b) lateral and vertical CO2 plume migration. Simplified modeling approaches that are being developed in this research fall under three categories: (1) Simplified physics-based modeling (SPM), where only the most relevant physical processes are modeled, (2) Statistical-learning based modeling (SLM), where the simulator is replaced with a "response surface", and (3) Reduced-order method based modeling (RMM), where mathematical approximations reduce the computational burden. The system of interest is a single vertical well injecting supercritical CO2 into a 2-D layered reservoir-caprock system with variable layer permeabilities. In the first category (SPM), we use a set of well-designed full-physics compositional simulations to understand key processes and parameters affecting pressure propagation and buoyant plume migration. Based on these simulations, we have developed correlations for dimensionless injectivity as a function of the slope of fractional-flow curve, variance of layer permeability values, and the nature of vertical permeability arrangement. The same variables, along with a modified gravity number, can be used to develop a correlation for the total storage efficiency within the CO2 plume footprint. In the second category (SLM), we develop statistical "proxy models" using the simulation domain described previously with two different approaches: (a) classical Box-Behnken experimental design with a quadratic response surface fit, and (b) maximin Latin Hypercube sampling (LHS) based design with a Kriging metamodel fit using a quadratic trend and Gaussian correlation structure. For roughly the same number of
Directory of Open Access Journals (Sweden)
J Véronique-Baudin
2016-02-01
Full Text Available The majority of monoclonal gammopathy of undetermined significance (MGUS are benign forms that require no treatment but can be considered as a pre-cancerous state. Monoclonal gammopathy of undetermined significance is quite frequent, and related to age. The risk of progression to multiple myeloma or another type of malignant lymphoproliferation is estimated at 1% per year. Monoclonal gammopathy of undetermined significance is twice as frequent in patients of African descent, and prevalence is higher for men. Diagnosis of MGUS is made on evidence of a monoclonal component < 30 g/L and no CRAB criteria (hypercalcaemia, renal insufficiency, anaemia, bone lesions. Regular monitoring is required for all MGUS because they can develop into other lymphoproliferative disorders such as multiple myeloma and lymphoma and other haematologic malignancies. In view of the genetic, insular and environmental context specificities of Caribbean populations of African descent, and according to haemophilia trends of the French West Indies cancer registry, it will be interesting to determine incidence and prevalence of MGUS in a country in the Caribbean. No such study has been performed to date. There is a hypothesis for a possible geographic distribution of these blood disorders linked to environmental exposure to pesticides. The expected findings and their potential repercussions will have major public health interest, and should form the basis for a wider prognostic study to determine risk factors for MGUS in the French Caribbean. In a real life exhaustive study, the Martinique Cancer Registry proposes an epidemiological focus on MGUS in Martinique.
Nonconvex model predictive control for commercial refrigeration
Gybel Hovgaard, Tobias; Boyd, Stephen; Larsen, Lars F. S.; Bagterp Jørgensen, John
2013-08-01
We consider the control of a commercial multi-zone refrigeration system, consisting of several cooling units that share a common compressor, and is used to cool multiple areas or rooms. In each time period we choose cooling capacity to each unit and a common evaporation temperature. The goal is to minimise the total energy cost, using real-time electricity prices, while obeying temperature constraints on the zones. We propose a variation on model predictive control to achieve this goal. When the right variables are used, the dynamics of the system are linear, and the constraints are convex. The cost function, however, is nonconvex due to the temperature dependence of thermodynamic efficiency. To handle this nonconvexity we propose a sequential convex optimisation method, which typically converges in fewer than 5 or so iterations. We employ a fast convex quadratic programming solver to carry out the iterations, which is more than fast enough to run in real time. We demonstrate our method on a realistic model, with a full year simulation and 15-minute time periods, using historical electricity prices and weather data, as well as random variations in thermal load. These simulations show substantial cost savings, on the order of 30%, compared to a standard thermostat-based control system. Perhaps more important, we see that the method exhibits sophisticated response to real-time variations in electricity prices. This demand response is critical to help balance real-time uncertainties in generation capacity associated with large penetration of intermittent renewable energy sources in a future smart grid.
Leptogenesis in minimal predictive seesaw models
Energy Technology Data Exchange (ETDEWEB)
Björkeroth, Fredrik [School of Physics and Astronomy, University of Southampton,Southampton, SO17 1BJ (United Kingdom); Anda, Francisco J. de [Departamento de Física, CUCEI, Universidad de Guadalajara,Guadalajara (Mexico); Varzielas, Ivo de Medeiros; King, Stephen F. [School of Physics and Astronomy, University of Southampton,Southampton, SO17 1BJ (United Kingdom)
2015-10-15
We estimate the Baryon Asymmetry of the Universe (BAU) arising from leptogenesis within a class of minimal predictive seesaw models involving two right-handed neutrinos and simple Yukawa structures with one texture zero. The two right-handed neutrinos are dominantly responsible for the “atmospheric” and “solar” neutrino masses with Yukawa couplings to (ν{sub e},ν{sub μ},ν{sub τ}) proportional to (0,1,1) and (1,n,n−2), respectively, where n is a positive integer. The neutrino Yukawa matrix is therefore characterised by two proportionality constants with their relative phase providing a leptogenesis-PMNS link, enabling the lightest right-handed neutrino mass to be determined from neutrino data and the observed BAU. We discuss an SU(5) SUSY GUT example, where A{sub 4} vacuum alignment provides the required Yukawa structures with n=3, while a ℤ{sub 9} symmetry fixes the relatives phase to be a ninth root of unity.
QSPR Models for Octane Number Prediction
Directory of Open Access Journals (Sweden)
Jabir H. Al-Fahemi
2014-01-01
Full Text Available Quantitative structure-property relationship (QSPR is performed as a means to predict octane number of hydrocarbons via correlating properties to parameters calculated from molecular structure; such parameters are molecular mass M, hydration energy EH, boiling point BP, octanol/water distribution coefficient logP, molar refractivity MR, critical pressure CP, critical volume CV, and critical temperature CT. Principal component analysis (PCA and multiple linear regression technique (MLR were performed to examine the relationship between multiple variables of the above parameters and the octane number of hydrocarbons. The results of PCA explain the interrelationships between octane number and different variables. Correlation coefficients were calculated using M.S. Excel to examine the relationship between multiple variables of the above parameters and the octane number of hydrocarbons. The data set was split into training of 40 hydrocarbons and validation set of 25 hydrocarbons. The linear relationship between the selected descriptors and the octane number has coefficient of determination (R2=0.932, statistical significance (F=53.21, and standard errors (s =7.7. The obtained QSPR model was applied on the validation set of octane number for hydrocarbons giving RCV2=0.942 and s=6.328.
Stoll, Gundula; Rieger, Sven; Lüdtke, Oliver; Nagengast, Benjamin; Trautwein, Ulrich; Roberts, Brent W
2017-07-01
Vocational interests are important aspects of personality that reflect individual differences in motives, goals, and personal strivings. It is therefore plausible that these characteristics have an impact on individuals' lives not only in terms of vocational outcomes, but also beyond the vocational domain. Yet the effects of vocational interests on various life outcomes have rarely been investigated. Using Holland's RIASEC taxonomy (Holland, 1997), which groups vocational interests into 6 broad domains, the present study examined whether vocational interests are significant predictors of life outcomes that show incremental validity over and above the Big Five personality traits. For this purpose, a cohort of German high school students (N = 3,023) was tracked over a period of 10 years after graduating from school. Linear and logistic regression analyses were used to examine the predictive validity of RIASEC interests and Big Five personality traits. Nine outcomes from the domains of work, relationships, and health were investigated. The results indicate that vocational interests are important predictors of life outcomes that show incremental validity over the Big Five personality traits. Vocational interests were significant predictors of 7 of the 9 investigated outcomes: full-time employment, gross income, unemployment, being married, having children, never having had a relationship, and perceived health status. For work and relationship outcomes, vocational interests were even stronger predictors than the Big Five personality traits. For health-related outcomes, the results favored the personality traits. Effects were similar across gender for all outcomes-except 2 relationship outcomes. Possible explanations for these effects are discussed. (PsycINFO Database Record (c) 2017 APA, all rights reserved).
Values and uncertainties in the predictions of global climate models.
Winsberg, Eric
2012-06-01
Over the last several years, there has been an explosion of interest and attention devoted to the problem of Uncertainty Quantification (UQ) in climate science-that is, to giving quantitative estimates of the degree of uncertainty associated with the predictions of global and regional climate models. The technical challenges associated with this project are formidable, and so the statistical community has understandably devoted itself primarily to overcoming them. But even as these technical challenges are being met, a number of persistent conceptual difficulties remain. So why is UQ so important in climate science? UQ, I would like to argue, is first and foremost a tool for communicating knowledge from experts to policy makers in a way that is meant to be free from the influence of social and ethical values. But the standard ways of using probabilities to separate ethical and social values from scientific practice cannot be applied in a great deal of climate modeling, because the roles of values in creating the models cannot be discerned after the fact-the models are too complex and the result of too much distributed epistemic labor. I argue, therefore, that typical approaches for handling ethical/social values in science do not work well here.
Predictability in models of the atmospheric circulation.
Houtekamer, P.L.
1992-01-01
It will be clear from the above discussions that skill forecasts are still in their infancy. Operational skill predictions do not exist. One is still struggling to prove that skill predictions, at any range, have any quality at all. It is not clear what the statistics of the analysis error are. The
Relevant data about subsurface water flow and solute transport at relatively large scales that are of interest to the public are inherently laborious and in most cases simply impossible to obtain. Upscaling in which fine-scale models and data are used to predict changes at the coarser scales is the...
Burtscher, Michael J.; Kolbe, Michaela; Wacker, Johannes; Manser, Tanja
2011-01-01
In the present study, we investigated how two team mental model properties (similarity vs. accuracy) and two forms of monitoring behavior (team vs. systems) interacted to predict team performance in anesthesia. In particular, we were interested in whether the relationship between monitoring behavior and team performance was moderated by team…
Wetzel, Eunike; Hell, Benedikt
2014-01-01
Vocational interest inventories are commonly analyzed using a unidimensional approach, that is, each subscale is analyzed separately. However, the theories on which these inventories are based often postulate specific relationships between the interest traits. This article presents a multidimensional approach to the analysis of vocational interest…
Applied Use of a Health Communications Model to Generate Interest in Learning
Banas, Jennifer Rebecca
2009-01-01
Educators are regularly challenged to design instruction that motivates learners. If interest is lacking, the challenge can be even greater. Tailoring is a message design technique that could help to stimulate interest and consequently, motivation to learn. Effective tailoring requires the formal assessment of learner characteristics and the…
Wetzel, Eunike; Hell, Benedikt
2014-01-01
Vocational interest inventories are commonly analyzed using a unidimensional approach, that is, each subscale is analyzed separately. However, the theories on which these inventories are based often postulate specific relationships between the interest traits. This article presents a multidimensional approach to the analysis of vocational interest…
Ecological prediction with nonlinear multivariate time-frequency functional data models
Yang, Wen-Hsi; Wikle, Christopher K.; Holan, Scott H.; Wildhaber, Mark L.
2013-01-01
Time-frequency analysis has become a fundamental component of many scientific inquiries. Due to improvements in technology, the amount of high-frequency signals that are collected for ecological and other scientific processes is increasing at a dramatic rate. In order to facilitate the use of these data in ecological prediction, we introduce a class of nonlinear multivariate time-frequency functional models that can identify important features of each signal as well as the interaction of signals corresponding to the response variable of interest. Our methodology is of independent interest and utilizes stochastic search variable selection to improve model selection and performs model averaging to enhance prediction. We illustrate the effectiveness of our approach through simulation and by application to predicting spawning success of shovelnose sturgeon in the Lower Missouri River.
Allostasis: a model of predictive regulation.
Sterling, Peter
2012-04-12
The premise of the standard regulatory model, "homeostasis", is flawed: the goal of regulation is not to preserve constancy of the internal milieu. Rather, it is to continually adjust the milieu to promote survival and reproduction. Regulatory mechanisms need to be efficient, but homeostasis (error-correction by feedback) is inherently inefficient. Thus, although feedbacks are certainly ubiquitous, they could not possibly serve as the primary regulatory mechanism. A newer model, "allostasis", proposes that efficient regulation requires anticipating needs and preparing to satisfy them before they arise. The advantages: (i) errors are reduced in magnitude and frequency; (ii) response capacities of different components are matched -- to prevent bottlenecks and reduce safety factors; (iii) resources are shared between systems to minimize reserve capacities; (iv) errors are remembered and used to reduce future errors. This regulatory strategy requires a dedicated organ, the brain. The brain tracks multitudinous variables and integrates their values with prior knowledge to predict needs and set priorities. The brain coordinates effectors to mobilize resources from modest bodily stores and enforces a system of flexible trade-offs: from each organ according to its ability, to each organ according to its need. The brain also helps regulate the internal milieu by governing anticipatory behavior. Thus, an animal conserves energy by moving to a warmer place - before it cools, and it conserves salt and water by moving to a cooler one before it sweats. The behavioral strategy requires continuously updating a set of specific "shopping lists" that document the growing need for each key component (warmth, food, salt, water). These appetites funnel into a common pathway that employs a "stick" to drive the organism toward filling the need, plus a "carrot" to relax the organism when the need is satisfied. The stick corresponds broadly to the sense of anxiety, and the carrot broadly to
Directory of Open Access Journals (Sweden)
Sarmad ISTEPHAN
2015-06-01
Full Text Available Volumetric medical image datasets contain vital information for noninvasive diagnosis, treatment planning and prognosis. However, direct and unlimited query of such datasets is hindered due to the unstructured nature of the imaging data. This study is a step towards the unlimited query of medical image datasets by focusing on specific Structures of Interest (SOI. A requirement in achieving this objective is having both the surface and volume models of the SOI. However, typically, only the surface model is available. Therefore, this study focuses on creating a fast method to convert a surface model to a volume model. Three methods (1D, 2D and 3D are proposed and evaluated using simulated and real data of Deep Perisylvian Area (DPSA within the human brain. The 1D method takes 80 msec for DPSA model; about 4 times faster than 2D method and 7.4 fold faster than 3D method, with over 97% accuracy. The proposed 1D method is feasible for surface to volume conversion in computer aided diagnosis, treatment planning and prognosis systems containing large amounts of unstructured medical images.
Caywood, Matthew S; Roberts, Daniel M; Colombe, Jeffrey B; Greenwald, Hal S; Weiland, Monica Z
2016-01-01
There is increasing interest in real-time brain-computer interfaces (BCIs) for the passive monitoring of human cognitive state, including cognitive workload. Too often, however, effective BCIs based on machine learning techniques may function as "black boxes" that are difficult to analyze or interpret. In an effort toward more interpretable BCIs, we studied a family of N-back working memory tasks using a machine learning model, Gaussian Process Regression (GPR), which was both powerful and amenable to analysis. Participants performed the N-back task with three stimulus variants, auditory-verbal, visual-spatial, and visual-numeric, each at three working memory loads. GPR models were trained and tested on EEG data from all three task variants combined, in an effort to identify a model that could be predictive of mental workload demand regardless of stimulus modality. To provide a comparison for GPR performance, a model was additionally trained using multiple linear regression (MLR). The GPR model was effective when trained on individual participant EEG data, resulting in an average standardized mean squared error (sMSE) between true and predicted N-back levels of 0.44. In comparison, the MLR model using the same data resulted in an average sMSE of 0.55. We additionally demonstrate how GPR can be used to identify which EEG features are relevant for prediction of cognitive workload in an individual participant. A fraction of EEG features accounted for the majority of the model's predictive power; using only the top 25% of features performed nearly as well as using 100% of features. Subsets of features identified by linear models (ANOVA) were not as efficient as subsets identified by GPR. This raises the possibility of BCIs that require fewer model features while capturing all of the information needed to achieve high predictive accuracy.
Required Collaborative Work in Online Courses: A Predictive Modeling Approach
Smith, Marlene A.; Kellogg, Deborah L.
2015-01-01
This article describes a predictive model that assesses whether a student will have greater perceived learning in group assignments or in individual work. The model produces correct classifications 87.5% of the time. The research is notable in that it is the first in the education literature to adopt a predictive modeling methodology using data…
A prediction model for assessing residential radon concentration in Switzerland
Hauri, D.D.; Huss, A.; Zimmermann, F.; Kuehni, C.E.; Roosli, M.
2012-01-01
Indoor radon is regularly measured in Switzerland. However, a nationwide model to predict residential radon levels has not been developed. The aim of this study was to develop a prediction model to assess indoor radon concentrations in Switzerland. The model was based on 44,631 measurements from the
Doornwaard, Suzan M; van den Eijnden, Regina J J M; Baams, Laura; Vanwesenbeeck, Ine; ter Bogt, Tom F M
2016-01-01
Although a growing body of literature addresses the effects of young people's use of sexually explicit Internet material, research on the compulsive use of this type of online content among adolescents and its associated factors is largely lacking. This study investigated whether factors from three distinct psychosocial domains (i.e., psychological well-being, sexual interests/behaviors, and impulsive-psychopathic personality) predicted symptoms of compulsive use of sexually explicit Internet material among adolescent boys. Links between psychosocial factors and boys' compulsive use symptoms were analyzed both cross-sectionally and longitudinally with compulsive use symptoms measured 6 months later (T2). Data were used from 331 Dutch boys (M age = 15.16 years, range 11-17) who indicated that they used sexually explicit Internet material. The results from negative binomial regression analyses indicated that lower levels of global self-esteem and higher levels of excessive sexual interest concurrently predicted boys' symptoms of compulsive use of sexually explicit Internet material. Longitudinally, higher levels of depressive feelings and, again, excessive sexual interest predicted relative increases in compulsive use symptoms 6 months later. Impulsive and psychopathic personality traits were not uniquely related to boys' symptoms of compulsive use of sexually explicit Internet material. Our findings, while preliminary, suggest that both psychological well-being factors and sexual interests/behaviors are involved in the development of compulsive use of sexually explicit Internet material among adolescent boys. Such knowledge is important for prevention and intervention efforts that target the needs of specific problematic users of sexually explicit Internet material.
Estimating the effects of Exchange and Interest Rates on Stock ...
African Journals Online (AJOL)
Estimating the effects of Exchange and Interest Rates on Stock Market in ... The need to empirically determine the predictive power of exchange rate and ... Keywords: Exchange rate, interest rate, All-share index, multiple regression models
Distributional Analysis for Model Predictive Deferrable Load Control
Chen, Niangjun; Gan, Lingwen; Low, Steven H.; Wierman, Adam
2014-01-01
Deferrable load control is essential for handling the uncertainties associated with the increasing penetration of renewable generation. Model predictive control has emerged as an effective approach for deferrable load control, and has received considerable attention. In particular, previous work has analyzed the average-case performance of model predictive deferrable load control. However, to this point, distributional analysis of model predictive deferrable load control has been elusive. In ...
Using Data Mining Techniques to Build a Classification Model for Predicting Employees Performance
Directory of Open Access Journals (Sweden)
Qasem A. Al-Radaideh
2012-02-01
Full Text Available Human capital is of a high concern for companies’ management where their most interest is in hiring the highly qualified personnel which are expected to perform highly as well. Recently, there has been a growing interest in the data mining area, where the objective is the discovery of knowledge that is correct and of high benefit for users. In this paper, data mining techniques were utilized to build a classification model to predict the performance of employees. To build the classification model the CRISP-DM data mining methodology was adopted. Decision tree was the main data mining tool used to build the classification model, where several classification rules were generated. To validate the generated model, several experiments were conducted using real data collected from several companies. The model is intended to be used for predicting new applicants’ performance.
Prediction for Major Adverse Outcomes in Cardiac Surgery: Comparison of Three Prediction Models
Directory of Open Access Journals (Sweden)
Cheng-Hung Hsieh
2007-09-01
Conclusion: The Parsonnet score performed as well as the logistic regression models in predicting major adverse outcomes. The Parsonnet score appears to be a very suitable model for clinicians to use in risk stratification of cardiac surgery.
On hydrological model complexity, its geometrical interpretations and prediction uncertainty
Arkesteijn, E.C.M.M.; Pande, S.
2013-01-01
Knowledge of hydrological model complexity can aid selection of an optimal prediction model out of a set of available models. Optimal model selection is formalized as selection of the least complex model out of a subset of models that have lower empirical risk. This may be considered equivalent to
Wang, Ming; Long, Qi
2016-09-01
Prediction models for disease risk and prognosis play an important role in biomedical research, and evaluating their predictive accuracy in the presence of censored data is of substantial interest. The standard concordance (c) statistic has been extended to provide a summary measure of predictive accuracy for survival models. Motivated by a prostate cancer study, we address several issues associated with evaluating survival prediction models based on c-statistic with a focus on estimators using the technique of inverse probability of censoring weighting (IPCW). Compared to the existing work, we provide complete results on the asymptotic properties of the IPCW estimators under the assumption of coarsening at random (CAR), and propose a sensitivity analysis under the mechanism of noncoarsening at random (NCAR). In addition, we extend the IPCW approach as well as the sensitivity analysis to high-dimensional settings. The predictive accuracy of prediction models for cancer recurrence after prostatectomy is assessed by applying the proposed approaches. We find that the estimated predictive accuracy for the models in consideration is sensitive to NCAR assumption, and thus identify the best predictive model. Finally, we further evaluate the performance of the proposed methods in both settings of low-dimensional and high-dimensional data under CAR and NCAR through simulations.
Probabilistic Modeling and Visualization for Bankruptcy Prediction
DEFF Research Database (Denmark)
Antunes, Francisco; Ribeiro, Bernardete; Pereira, Francisco Camara
2017-01-01
In accounting and finance domains, bankruptcy prediction is of great utility for all of the economic stakeholders. The challenge of accurate assessment of business failure prediction, specially under scenarios of financial crisis, is known to be complicated. Although there have been many successful...... studies on bankruptcy detection, seldom probabilistic approaches were carried out. In this paper we assume a probabilistic point-of-view by applying Gaussian Processes (GP) in the context of bankruptcy prediction, comparing it against the Support Vector Machines (SVM) and the Logistic Regression (LR......). Using real-world bankruptcy data, an in-depth analysis is conducted showing that, in addition to a probabilistic interpretation, the GP can effectively improve the bankruptcy prediction performance with high accuracy when compared to the other approaches. We additionally generate a complete graphical...
Predictive modeling of dental pain using neural network.
Kim, Eun Yeob; Lim, Kun Ok; Rhee, Hyun Sill
2009-01-01
The mouth is a part of the body for ingesting food that is the most basic foundation and important part. The dental pain predicted by the neural network model. As a result of making a predictive modeling, the fitness of the predictive modeling of dental pain factors was 80.0%. As for the people who are likely to experience dental pain predicted by the neural network model, preventive measures including proper eating habits, education on oral hygiene, and stress release must precede any dental treatment.
Lie-Algebraic Approach for Pricing Zero-Coupon Bonds in Single-Factor Interest Rate Models
Directory of Open Access Journals (Sweden)
C. F. Lo
2013-01-01
Full Text Available The Lie-algebraic approach has been applied to solve the bond pricing problem in single-factor interest rate models. Four of the popular single-factor models, namely, the Vasicek model, Cox-Ingersoll-Ross model, double square-root model, and Ahn-Gao model, are investigated. By exploiting the dynamical symmetry of their bond pricing equations, analytical closed-form pricing formulae can be derived in a straightfoward manner. Time-varying model parameters could also be incorporated into the derivation of the bond price formulae, and this has the added advantage of allowing yield curves to be fitted. Furthermore, the Lie-algebraic approach can be easily extended to formulate new analytically tractable single-factor interest rate models.
Stimulating and maintaining students’ interest in Computer Science using the hackathon model
CSIR Research Space (South Africa)
Mtsweni, J
2015-10-01
Full Text Available Computer Science (CS) enrolments at higher education institutions across the globe remain low in comparison to other disciplines. The low interest in CS is often attributed to students’ misconceptions about the discipline, such as CS being construed...
Caywood, Matthew S.; Roberts, Daniel M.; Colombe, Jeffrey B.; Greenwald, Hal S.; Weiland, Monica Z.
2017-01-01
There is increasing interest in real-time brain-computer interfaces (BCIs) for the passive monitoring of human cognitive state, including cognitive workload. Too often, however, effective BCIs based on machine learning techniques may function as “black boxes” that are difficult to analyze or interpret. In an effort toward more interpretable BCIs, we studied a family of N-back working memory tasks using a machine learning model, Gaussian Process Regression (GPR), which was both powerful and amenable to analysis. Participants performed the N-back task with three stimulus variants, auditory-verbal, visual-spatial, and visual-numeric, each at three working memory loads. GPR models were trained and tested on EEG data from all three task variants combined, in an effort to identify a model that could be predictive of mental workload demand regardless of stimulus modality. To provide a comparison for GPR performance, a model was additionally trained using multiple linear regression (MLR). The GPR model was effective when trained on individual participant EEG data, resulting in an average standardized mean squared error (sMSE) between true and predicted N-back levels of 0.44. In comparison, the MLR model using the same data resulted in an average sMSE of 0.55. We additionally demonstrate how GPR can be used to identify which EEG features are relevant for prediction of cognitive workload in an individual participant. A fraction of EEG features accounted for the majority of the model’s predictive power; using only the top 25% of features performed nearly as well as using 100% of features. Subsets of features identified by linear models (ANOVA) were not as efficient as subsets identified by GPR. This raises the possibility of BCIs that require fewer model features while capturing all of the information needed to achieve high predictive accuracy. PMID:28123359
Ramona Mariana CALINICA
2013-01-01
Information about possible manipulation of the overnight Robor interbank interest rates appeared in the press in late June 2012 when the British bank Barclays was fined for manipulating Libor. Suspicion of manipulation of interest rates has not spared Romania.The purpose of this paper is to provide mathematical support persons or authorities concerned in finding out whether the overnight ROBOR reference rates from October 2008 were the result of an agreement between banks or is a natural reac...
Measuring Interest Rates as Determined by Thrift and Productivity
Woon Gyu Choi
2007-01-01
This paper investigates the behavior of real and nominal interest rates by combining consumption- and production-based models into a single general equilibrium framework. Based on the theoretical nonlinear relationships that link interest rates to both the marginal rates of substitution and transformation in a monetary production economy, our study develops an estimation and simulation procedure to predict historical series of interest rates. We find that the model predictions of interest rat...
Prediction of peptide bonding affinity: kernel methods for nonlinear modeling
Bergeron, Charles; Sundling, C Matthew; Krein, Michael; Katt, Bill; Sukumar, Nagamani; Breneman, Curt M; Bennett, Kristin P
2011-01-01
This paper presents regression models obtained from a process of blind prediction of peptide binding affinity from provided descriptors for several distinct datasets as part of the 2006 Comparative Evaluation of Prediction Algorithms (COEPRA) contest. This paper finds that kernel partial least squares, a nonlinear partial least squares (PLS) algorithm, outperforms PLS, and that the incorporation of transferable atom equivalent features improves predictive capability.
Harrison, Jason Gordon
2013-01-01
Quantum mechanical (QM) and molecular docking methods are used to probe systems of biological and synthetic interest. Probing interactions of nucleobases within proteins, and properly modeling said interactions toward novel nucleobase development, is extremely difficult, and of great utility in RNA interference (RNAi) therapeutics. The issues in…
Comparisons of Faulting-Based Pavement Performance Prediction Models
Directory of Open Access Journals (Sweden)
Weina Wang
2017-01-01
Full Text Available Faulting prediction is the core of concrete pavement maintenance and design. Highway agencies are always faced with the problem of lower accuracy for the prediction which causes costly maintenance. Although many researchers have developed some performance prediction models, the accuracy of prediction has remained a challenge. This paper reviews performance prediction models and JPCP faulting models that have been used in past research. Then three models including multivariate nonlinear regression (MNLR model, artificial neural network (ANN model, and Markov Chain (MC model are tested and compared using a set of actual pavement survey data taken on interstate highway with varying design features, traffic, and climate data. It is found that MNLR model needs further recalibration, while the ANN model needs more data for training the network. MC model seems a good tool for pavement performance prediction when the data is limited, but it is based on visual inspections and not explicitly related to quantitative physical parameters. This paper then suggests that the further direction for developing the performance prediction model is incorporating the advantages and disadvantages of different models to obtain better accuracy.
Prediction using patient comparison vs. modeling: a case study for mortality prediction.
Hoogendoorn, Mark; El Hassouni, Ali; Mok, Kwongyen; Ghassemi, Marzyeh; Szolovits, Peter
2016-08-01
Information in Electronic Medical Records (EMRs) can be used to generate accurate predictions for the occurrence of a variety of health states, which can contribute to more pro-active interventions. The very nature of EMRs does make the application of off-the-shelf machine learning techniques difficult. In this paper, we study two approaches to making predictions that have hardly been compared in the past: (1) extracting high-level (temporal) features from EMRs and building a predictive model, and (2) defining a patient similarity metric and predicting based on the outcome observed for similar patients. We analyze and compare both approaches on the MIMIC-II ICU dataset to predict patient mortality and find that the patient similarity approach does not scale well and results in a less accurate model (AUC of 0.68) compared to the modeling approach (0.84). We also show that mortality can be predicted within a median of 72 hours.
Fuzzy predictive filtering in nonlinear economic model predictive control for demand response
DEFF Research Database (Denmark)
Santos, Rui Mirra; Zong, Yi; Sousa, Joao M. C.;
2016-01-01
The performance of a model predictive controller (MPC) is highly correlated with the model's accuracy. This paper introduces an economic model predictive control (EMPC) scheme based on a nonlinear model, which uses a branch-and-bound tree search for solving the inherent non-convex optimization...... problem. Moreover, to reduce the computation time and improve the controller's performance, a fuzzy predictive filter is introduced. With the purpose of testing the developed EMPC, a simulation controlling the temperature levels of an intelligent office building (PowerFlexHouse), with and without fuzzy...
Predictive modeling and reducing cyclic variability in autoignition engines
Energy Technology Data Exchange (ETDEWEB)
Hellstrom, Erik; Stefanopoulou, Anna; Jiang, Li; Larimore, Jacob
2016-08-30
Methods and systems are provided for controlling a vehicle engine to reduce cycle-to-cycle combustion variation. A predictive model is applied to predict cycle-to-cycle combustion behavior of an engine based on observed engine performance variables. Conditions are identified, based on the predicted cycle-to-cycle combustion behavior, that indicate high cycle-to-cycle combustion variation. Corrective measures are then applied to prevent the predicted high cycle-to-cycle combustion variation.
Predicting weed problems in maize cropping by species distribution modelling
Directory of Open Access Journals (Sweden)
Bürger, Jana
2014-02-01
Full Text Available Increasing maize cultivation and changed cropping practices promote the selection of typical maize weeds that may also profit strongly from climate change. Predicting potential weed problems is of high interest for plant production. Within the project KLIFF, experiments were combined with species distribution modelling for this task in the region of Lower Saxony, Germany. For our study, we modelled ecological and damage niches of nine weed species that are significant and wide spread in maize cropping in a number of European countries. Species distribution models describe the ecological niche of a species, these are the environmental conditions under which a species can maintain a vital population. It is also possible to estimate a damage niche, i.e. the conditions under which a species causes damage in agricultural crops. For this, we combined occurrence data of European national data bases with high resolution climate, soil and land use data. Models were also projected to simulated climate conditions for the time horizon 2070 - 2100 in order to estimate climate change effects. Modelling results indicate favourable conditions for typical maize weed occurrence virtually all over the study region, but only a few species are important in maize cropping. This is in good accordance with the findings of an earlier maize weed monitoring. Reaction to changing climate conditions is species-specific, for some species neutral (E. crus-galli, other species may gain (Polygonum persicaria or loose (Viola arvensis large areas of suitable habitats. All species with damage potential under present conditions will remain important in maize cropping, some more species will gain regional importance (Calystegia sepium, Setara viridis.
Regression Models for Predicting Force Coefficients of Aerofoils
Directory of Open Access Journals (Sweden)
Mohammed ABDUL AKBAR
2015-09-01
Full Text Available Renewable sources of energy are attractive and advantageous in a lot of different ways. Among the renewable energy sources, wind energy is the fastest growing type. Among wind energy converters, Vertical axis wind turbines (VAWTs have received renewed interest in the past decade due to some of the advantages they possess over their horizontal axis counterparts. VAWTs have evolved into complex 3-D shapes. A key component in predicting the output of VAWTs through analytical studies is obtaining the values of lift and drag coefficients which is a function of shape of the aerofoil, ‘angle of attack’ of wind and Reynolds’s number of flow. Sandia National Laboratories have carried out extensive experiments on aerofoils for the Reynolds number in the range of those experienced by VAWTs. The volume of experimental data thus obtained is huge. The current paper discusses three Regression analysis models developed wherein lift and drag coefficients can be found out using simple formula without having to deal with the bulk of the data. Drag coefficients and Lift coefficients were being successfully estimated by regression models with R2 values as high as 0.98.
Intelligent predictive model of ventilating capacity of imperial smelt furnace
Institute of Scientific and Technical Information of China (English)
唐朝晖; 胡燕瑜; 桂卫华; 吴敏
2003-01-01
In order to know the ventilating capacity of imperial smelt furnace (ISF), and increase the output of plumbum, an intelligent modeling method based on gray theory and artificial neural networks(ANN) is proposed, in which the weight values in the integrated model can be adjusted automatically. An intelligent predictive model of the ventilating capacity of the ISF is established and analyzed by the method. The simulation results and industrial applications demonstrate that the predictive model is close to the real plant, the relative predictive error is 0.72%, which is 50% less than the single model, leading to a notable increase of the output of plumbum.
A Prediction Model of the Capillary Pressure J-Function
Xu, W. S.; Luo, P. Y.; Sun, L.; Lin, N.
2016-01-01
The capillary pressure J-function is a dimensionless measure of the capillary pressure of a fluid in a porous medium. The function was derived based on a capillary bundle model. However, the dependence of the J-function on the saturation Sw is not well understood. A prediction model for it is presented based on capillary pressure model, and the J-function prediction model is a power function instead of an exponential or polynomial function. Relative permeability is calculated with the J-function prediction model, resulting in an easier calculation and results that are more representative. PMID:27603701
Adaptation of Predictive Models to PDA Hand-Held Devices
Directory of Open Access Journals (Sweden)
Lin, Edward J
2008-01-01
Full Text Available Prediction models using multiple logistic regression are appearing with increasing frequency in the medical literature. Problems associated with these models include the complexity of computations when applied in their pure form, and lack of availability at the bedside. Personal digital assistant (PDA hand-held devices equipped with spreadsheet software offer the clinician a readily available and easily applied means of applying predictive models at the bedside. The purposes of this article are to briefly review regression as a means of creating predictive models and to describe a method of choosing and adapting logistic regression models to emergency department (ED clinical practice.
A model to predict the power output from wind farms
Energy Technology Data Exchange (ETDEWEB)
Landberg, L. [Riso National Lab., Roskilde (Denmark)
1997-12-31
This paper will describe a model that can predict the power output from wind farms. To give examples of input the model is applied to a wind farm in Texas. The predictions are generated from forecasts from the NGM model of NCEP. These predictions are made valid at individual sites (wind farms) by applying a matrix calculated by the sub-models of WASP (Wind Atlas Application and Analysis Program). The actual wind farm production is calculated using the Riso PARK model. Because of the preliminary nature of the results, they will not be given. However, similar results from Europe will be given.
Modelling microbial interactions and food structure in predictive microbiology
Malakar, P.K.
2002-01-01
Keywords: modelling, dynamic models, microbial interactions, diffusion, microgradients, colony growth, predictive microbiology.
Growth response of microorganisms in foods is a complex process. Innovations in food production and preservation techniques have resulted in adoption of
Modelling microbial interactions and food structure in predictive microbiology
Malakar, P.K.
2002-01-01
Keywords: modelling, dynamic models, microbial interactions, diffusion, microgradients, colony growth, predictive microbiology. Growth response of microorganisms in foods is a complex process. Innovations in food production and preservation techniques have resulted in adoption of new technologies
An Evaluation of Muzzle Flash Prediction Models
1983-11-01
21005 10. PROGRAM ELEMENT, PROJECT. TASK AREA & WORK UNIT NUMBERS 1L161102AH43 It. CONTROLLING OFFICE NAME AND ADDRESS US Army AMCCOM, ARDC...Bracuti Dover, NJ 07801 Commander Armament R&D Ctr, USAAMCCOM ATTN: DRSMC-SCA, L. Stiefel B. Brodman DRSMC-LCB-I, D. Spring DRSMC-LCE, R...Number 2. Does this report satisfy a need? (Comment on purpose, related project, or other area of interest for which report will be used.) 3. How
White Collar Criminality: A Prediction Model
1991-01-01
Narcissism scale detects behavioral tendencies toward inflated self - esteem and fantasies of power (i.e., cathexis of power); devaluation of others...assumption of self -interest. Narcissistic themes of the CPI Narcissism scale include inflated self - esteem , fantasies of power and brilliance...Responsibility scale is lower, relative to non-offenders. A number of meanings that are ferred from the Narcissism scale 3 include inflated self - esteem , need for
Estimating Model Prediction Error: Should You Treat Predictions as Fixed or Random?
Wallach, Daniel; Thorburn, Peter; Asseng, Senthold; Challinor, Andrew J.; Ewert, Frank; Jones, James W.; Rotter, Reimund; Ruane, Alexander
2016-01-01
Crop models are important tools for impact assessment of climate change, as well as for exploring management options under current climate. It is essential to evaluate the uncertainty associated with predictions of these models. We compare two criteria of prediction error; MSEP fixed, which evaluates mean squared error of prediction for a model with fixed structure, parameters and inputs, and MSEP uncertain( X), which evaluates mean squared error averaged over the distributions of model structure, inputs and parameters. Comparison of model outputs with data can be used to estimate the former. The latter has a squared bias term, which can be estimated using hindcasts, and a model variance term, which can be estimated from a simulation experiment. The separate contributions to MSEP uncertain (X) can be estimated using a random effects ANOVA. It is argued that MSEP uncertain (X) is the more informative uncertainty criterion, because it is specific to each prediction situation.
Predicting Career Advancement with Structural Equation Modelling
Heimler, Ronald; Rosenberg, Stuart; Morote, Elsa-Sofia
2012-01-01
Purpose: The purpose of this paper is to use the authors' prior findings concerning basic employability skills in order to determine which skills best predict career advancement potential. Design/methodology/approach: Utilizing survey responses of human resource managers, the employability skills showing the largest relationships to career…
Predicting Career Advancement with Structural Equation Modelling
Heimler, Ronald; Rosenberg, Stuart; Morote, Elsa-Sofia
2012-01-01
Purpose: The purpose of this paper is to use the authors' prior findings concerning basic employability skills in order to determine which skills best predict career advancement potential. Design/methodology/approach: Utilizing survey responses of human resource managers, the employability skills showing the largest relationships to career…
Modeling and prediction of surgical procedure times
P.S. Stepaniak (Pieter); C. Heij (Christiaan); G. de Vries (Guus)
2009-01-01
textabstractAccurate prediction of medical operation times is of crucial importance for cost efficient operation room planning in hospitals. This paper investigates the possible dependence of procedure times on surgeon factors like age, experience, gender, and team composition. The effect of these f
Prediction Model of Sewing Technical Condition by Grey Neural Network
Institute of Scientific and Technical Information of China (English)
DONG Ying; FANG Fang; ZHANG Wei-yuan
2007-01-01
The grey system theory and the artificial neural network technology were applied to predict the sewing technical condition. The representative parameters, such as needle, stitch, were selected. Prediction model was established based on the different fabrics' mechanical properties that measured by KES instrument. Grey relevant degree analysis was applied to choose the input parameters of the neural network. The result showed that prediction model has good precision. The average relative error was 4.08% for needle and 4.25% for stitch.
Active diagnosis of hybrid systems - A model predictive approach
2009-01-01
A method for active diagnosis of hybrid systems is proposed. The main idea is to predict the future output of both normal and faulty model of the system; then at each time step an optimization problem is solved with the objective of maximizing the difference between the predicted normal and faulty outputs constrained by tolerable performance requirements. As in standard model predictive control, the first element of the optimal input is applied to the system and the whole procedure is repeate...
Evaluation of Fast-Time Wake Vortex Prediction Models
Proctor, Fred H.; Hamilton, David W.
2009-01-01
Current fast-time wake models are reviewed and three basic types are defined. Predictions from several of the fast-time models are compared. Previous statistical evaluations of the APA-Sarpkaya and D2P fast-time models are discussed. Root Mean Square errors between fast-time model predictions and Lidar wake measurements are examined for a 24 hr period at Denver International Airport. Shortcomings in current methodology for evaluating wake errors are also discussed.
Comparison of Simple Versus Performance-Based Fall Prediction Models
Directory of Open Access Journals (Sweden)
Shekhar K. Gadkaree BS
2015-05-01
Full Text Available Objective: To compare the predictive ability of standard falls prediction models based on physical performance assessments with more parsimonious prediction models based on self-reported data. Design: We developed a series of fall prediction models progressing in complexity and compared area under the receiver operating characteristic curve (AUC across models. Setting: National Health and Aging Trends Study (NHATS, which surveyed a nationally representative sample of Medicare enrollees (age ≥65 at baseline (Round 1: 2011-2012 and 1-year follow-up (Round 2: 2012-2013. Participants: In all, 6,056 community-dwelling individuals participated in Rounds 1 and 2 of NHATS. Measurements: Primary outcomes were 1-year incidence of “any fall” and “recurrent falls.” Prediction models were compared and validated in development and validation sets, respectively. Results: A prediction model that included demographic information, self-reported problems with balance and coordination, and previous fall history was the most parsimonious model that optimized AUC for both any fall (AUC = 0.69, 95% confidence interval [CI] = [0.67, 0.71] and recurrent falls (AUC = 0.77, 95% CI = [0.74, 0.79] in the development set. Physical performance testing provided a marginal additional predictive value. Conclusion: A simple clinical prediction model that does not include physical performance testing could facilitate routine, widespread falls risk screening in the ambulatory care setting.
Testing and analysis of internal hardwood log defect prediction models
R. Edward. Thomas
2011-01-01
The severity and location of internal defects determine the quality and value of lumber sawn from hardwood logs. Models have been developed to predict the size and position of internal defects based on external defect indicator measurements. These models were shown to predict approximately 80% of all internal knots based on external knot indicators. However, the size...
Comparison of Simple Versus Performance-Based Fall Prediction Models
Directory of Open Access Journals (Sweden)
Shekhar K. Gadkaree BS
2015-05-01
Full Text Available Objective: To compare the predictive ability of standard falls prediction models based on physical performance assessments with more parsimonious prediction models based on self-reported data. Design: We developed a series of fall prediction models progressing in complexity and compared area under the receiver operating characteristic curve (AUC across models. Setting: National Health and Aging Trends Study (NHATS, which surveyed a nationally representative sample of Medicare enrollees (age ≥65 at baseline (Round 1: 2011-2012 and 1-year follow-up (Round 2: 2012-2013. Participants: In all, 6,056 community-dwelling individuals participated in Rounds 1 and 2 of NHATS. Measurements: Primary outcomes were 1-year incidence of “ any fall ” and “ recurrent falls .” Prediction models were compared and validated in development and validation sets, respectively. Results: A prediction model that included demographic information, self-reported problems with balance and coordination, and previous fall history was the most parsimonious model that optimized AUC for both any fall (AUC = 0.69, 95% confidence interval [CI] = [0.67, 0.71] and recurrent falls (AUC = 0.77, 95% CI = [0.74, 0.79] in the development set. Physical performance testing provided a marginal additional predictive value. Conclusion: A simple clinical prediction model that does not include physical performance testing could facilitate routine, widespread falls risk screening in the ambulatory care setting.
Refining the Committee Approach and Uncertainty Prediction in Hydrological Modelling
Kayastha, N.
2014-01-01
Due to the complexity of hydrological systems a single model may be unable to capture the full range of a catchment response and accurately predict the streamflows. The multi modelling approach opens up possibilities for handling such difficulties and allows improve the predictive capability of mode
Refining the committee approach and uncertainty prediction in hydrological modelling
Kayastha, N.
2014-01-01
Due to the complexity of hydrological systems a single model may be unable to capture the full range of a catchment response and accurately predict the streamflows. The multi modelling approach opens up possibilities for handling such difficulties and allows improve the predictive capability of mode
Refining the Committee Approach and Uncertainty Prediction in Hydrological Modelling
Kayastha, N.
2014-01-01
Due to the complexity of hydrological systems a single model may be unable to capture the full range of a catchment response and accurately predict the streamflows. The multi modelling approach opens up possibilities for handling such difficulties and allows improve the predictive capability of mode
Refining the committee approach and uncertainty prediction in hydrological modelling
Kayastha, N.
2014-01-01
Due to the complexity of hydrological systems a single model may be unable to capture the full range of a catchment response and accurately predict the streamflows. The multi modelling approach opens up possibilities for handling such difficulties and allows improve the predictive capability of mode
Adding propensity scores to pure prediction models fails to improve predictive performance
Directory of Open Access Journals (Sweden)
Amy S. Nowacki
2013-08-01
Full Text Available Background. Propensity score usage seems to be growing in popularity leading researchers to question the possible role of propensity scores in prediction modeling, despite the lack of a theoretical rationale. It is suspected that such requests are due to the lack of differentiation regarding the goals of predictive modeling versus causal inference modeling. Therefore, the purpose of this study is to formally examine the effect of propensity scores on predictive performance. Our hypothesis is that a multivariable regression model that adjusts for all covariates will perform as well as or better than those models utilizing propensity scores with respect to model discrimination and calibration.Methods. The most commonly encountered statistical scenarios for medical prediction (logistic and proportional hazards regression were used to investigate this research question. Random cross-validation was performed 500 times to correct for optimism. The multivariable regression models adjusting for all covariates were compared with models that included adjustment for or weighting with the propensity scores. The methods were compared based on three predictive performance measures: (1 concordance indices; (2 Brier scores; and (3 calibration curves.Results. Multivariable models adjusting for all covariates had the highest average concordance index, the lowest average Brier score, and the best calibration. Propensity score adjustment and inverse probability weighting models without adjustment for all covariates performed worse than full models and failed to improve predictive performance with full covariate adjustment.Conclusion. Propensity score techniques did not improve prediction performance measures beyond multivariable adjustment. Propensity scores are not recommended if the analytical goal is pure prediction modeling.
A global predictive model of carbon in mangrove soils
Jardine, Sunny L.; Siikamäki, Juha V.
2014-10-01
Mangroves are among the most threatened and rapidly vanishing natural environments worldwide. They provide a wide range of ecosystem services and have recently become known for their exceptional capacity to store carbon. Research shows that mangrove conservation may be a low-cost means of reducing CO2 emissions. Accordingly, there is growing interest in developing market mechanisms to credit mangrove conservation projects for associated CO2 emissions reductions. These efforts depend on robust and readily applicable, but currently unavailable, localized estimates of soil carbon. Here, we use over 900 soil carbon measurements, collected in 28 countries by 61 independent studies, to develop a global predictive model for mangrove soil carbon. Using climatological and locational data as predictors, we explore several predictive modeling alternatives, including machine-learning methods. With our predictive model, we construct a global dataset of estimated soil carbon concentrations and stocks on a high-resolution grid (5 arc min). We estimate that the global mangrove soil carbon stock is 5.00 ± 0.94 Pg C (assuming a 1 meter soil depth) and find this stock is highly variable over space. The amount of carbon per hectare in the world’s most carbon-rich mangroves (approximately 703 ± 38 Mg C ha-1) is roughly a 2.6 ± 0.14 times the amount of carbon per hectare in the world’s most carbon-poor mangroves (approximately 272 ± 49 Mg C ha-1). Considerable within country variation in mangrove soil carbon also exists. In Indonesia, the country with the largest mangrove soil carbon stock, we estimate that the most carbon-rich mangroves contain 1.5 ± 0.12 times as much carbon per hectare as the most carbon-poor mangroves. Our results can aid in evaluating benefits from mangrove conservation and designing mangrove conservation policy. Additionally, the results can be used to project changes in mangrove soil carbon stocks based on changing climatological predictors, e.g. to
Impact of modellers' decisions on hydrological a priori predictions
Holländer, H. M.; Bormann, H.; Blume, T.; Buytaert, W.; Chirico, G. B.; Exbrayat, J.-F.; Gustafsson, D.; Hölzel, H.; Krauße, T.; Kraft, P.; Stoll, S.; Blöschl, G.; Flühler, H.
2014-06-01
In practice, the catchment hydrologist is often confronted with the task of predicting discharge without having the needed records for calibration. Here, we report the discharge predictions of 10 modellers - using the model of their choice - for the man-made Chicken Creek catchment (6 ha, northeast Germany, Gerwin et al., 2009b) and we analyse how well they improved their prediction in three steps based on adding information prior to each following step. The modellers predicted the catchment's hydrological response in its initial phase without having access to the observed records. They used conceptually different physically based models and their modelling experience differed largely. Hence, they encountered two problems: (i) to simulate discharge for an ungauged catchment and (ii) using models that were developed for catchments, which are not in a state of landscape transformation. The prediction exercise was organized in three steps: (1) for the first prediction the modellers received a basic data set describing the catchment to a degree somewhat more complete than usually available for a priori predictions of ungauged catchments; they did not obtain information on stream flow, soil moisture, nor groundwater response and had therefore to guess the initial conditions; (2) before the second prediction they inspected the catchment on-site and discussed their first prediction attempt; (3) for their third prediction they were offered additional data by charging them pro forma with the costs for obtaining this additional information. Holländer et al. (2009) discussed the range of predictions obtained in step (1). Here, we detail the modeller's assumptions and decisions in accounting for the various processes. We document the prediction progress as well as the learning process resulting from the availability of added information. For the second and third steps, the progress in prediction quality is evaluated in relation to individual modelling experience and costs of
Econometric models for predicting confusion crop ratios
Umberger, D. E.; Proctor, M. H.; Clark, J. E.; Eisgruber, L. M.; Braschler, C. B. (Principal Investigator)
1979-01-01
Results for both the United States and Canada show that econometric models can provide estimates of confusion crop ratios that are more accurate than historical ratios. Whether these models can support the LACIE 90/90 accuracy criterion is uncertain. In the United States, experimenting with additional model formulations could provide improved methods models in some CRD's, particularly in winter wheat. Improved models may also be possible for the Canadian CD's. The more aggressive province/state models outperformed individual CD/CRD models. This result was expected partly because acreage statistics are based on sampling procedures, and the sampling precision declines from the province/state to the CD/CRD level. Declining sampling precision and the need to substitute province/state data for the CD/CRD data introduced measurement error into the CD/CRD models.
PEEX Modelling Platform for Seamless Environmental Prediction
Baklanov, Alexander; Mahura, Alexander; Arnold, Stephen; Makkonen, Risto; Petäjä, Tuukka; Kerminen, Veli-Matti; Lappalainen, Hanna K.; Ezau, Igor; Nuterman, Roman; Zhang, Wen; Penenko, Alexey; Gordov, Evgeny; Zilitinkevich, Sergej; Kulmala, Markku
2017-04-01
The Pan-Eurasian EXperiment (PEEX) is a multidisciplinary, multi-scale research programme stared in 2012 and aimed at resolving the major uncertainties in Earth System Science and global sustainability issues concerning the Arctic and boreal Northern Eurasian regions and in China. Such challenges include climate change, air quality, biodiversity loss, chemicalization, food supply, and the use of natural resources by mining, industry, energy production and transport. The research infrastructure introduces the current state of the art modeling platform and observation systems in the Pan-Eurasian region and presents the future baselines for the coherent and coordinated research infrastructures in the PEEX domain. The PEEX modeling Platform is characterized by a complex seamless integrated Earth System Modeling (ESM) approach, in combination with specific models of different processes and elements of the system, acting on different temporal and spatial scales. The ensemble approach is taken to the integration of modeling results from different models, participants and countries. PEEX utilizes the full potential of a hierarchy of models: scenario analysis, inverse modeling, and modeling based on measurement needs and processes. The models are validated and constrained by available in-situ and remote sensing data of various spatial and temporal scales using data assimilation and top-down modeling. The analyses of the anticipated large volumes of data produced by available models and sensors will be supported by a dedicated virtual research environment developed for these purposes.
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model
DEFF Research Database (Denmark)
Christiansen, Charlotte; Hansen, Charlotte Strunk
2002-01-01
We analyze the empirical properties of the volatility implied in options on the 13-week US Treasury bill rate. These options have not been studied previously. It is shown that a European style put option on the interest rate is equivalent to a call option on a zero-coupon bond. We apply the LIBOR...
Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model
DEFF Research Database (Denmark)
Christiansen, Charlotte; Hansen, Charlotte Strunk
2002-01-01
We analyze the empirical properties of the volatility implied in options on the 13-week US Treasury bill rate. These options have not been studied previously. It is shown that a European style put option on the interest rate is equivalent to a call option on a zero-coupon bond. We apply the LIBOR...
A Two-Step Model for Assessing Relative Interest in E-Books Compared to Print
Knowlton, Steven A.
2016-01-01
Librarians often wish to know whether readers in a particular discipline favor e-books or print books. Because print circulation and e-book usage statistics are not directly comparable, it can be hard to determine the relative interest of readers in the two types of books. This study demonstrates a two-step method by which librarians can assess…
The Finite-time Ruin Probability for the Jump-Diffusion Model with Constant Interest Force
Institute of Scientific and Technical Information of China (English)
Tao Jiang; Hai-feng Yan
2006-01-01
In this paper, we consider the finite-time ruin probability for the jump-diffusion Poisson process.Under the assumptions that the claimsizes are subexponentially distributed and that the interest force is constant, we obtain an asymptotic formula for the finite-time ruin probability. The results we obtain extends the
Predictive hydrogeochemical modelling of bauxite residue sand in field conditions.
Wissmeier, Laurin; Barry, David A; Phillips, Ian R
2011-07-15
The suitability of residue sand (the coarse fraction remaining from Bayer's process of bauxite refining) for constructing the surface cover of closed bauxite residue storage areas was investigated. Specifically, its properties as a medium for plant growth are of interest to ensure residue sand can support a sustainable ecosystem following site closure. The geochemical evolution of the residue sand under field conditions, its plant nutrient status and soil moisture retention were studied by integrated modelling of geochemical and hydrological processes. For the parameterization of mineral reactions, amounts and reaction kinetics of the mineral phases natron, calcite, tricalcium aluminate, sodalite, muscovite and analcime were derived from measured acid neutralization curves. The effective exchange capacity for ion adsorption was measured using three independent exchange methods. The geochemical model, which accounts for mineral reactions, cation exchange and activity corrected solution speciation, was formulated in the geochemical modelling framework PHREEQC, and partially validated in a saturated-flow column experiment. For the integration of variably saturated flow with multi-component solute transport in heterogeneous 2D domains, a coupling of PHREEQC with the multi-purpose finite-element solver COMSOL was established. The integrated hydrogeochemical model was applied to predict water availability and quality in a vertical flow lysimeter and a cover design for a storage facility using measured time series of rainfall and evaporation from southwest Western Australia. In both scenarios the sand was fertigated and gypsum-amended. Results show poor long-term retention of fertilizer ions and buffering of the pH around 10 for more than 5 y of leaching. It was concluded that fertigation, gypsum amendment and rainfall leaching alone were insufficient to render the geochemical conditions of residue sand suitable for optimal plant growth within the given timeframe. The
Models Predicting Success of Infertility Treatment: A Systematic Review
Zarinara, Alireza; Zeraati, Hojjat; Kamali, Koorosh; Mohammad, Kazem; Shahnazari, Parisa; Akhondi, Mohammad Mehdi
2016-01-01
Background: Infertile couples are faced with problems that affect their marital life. Infertility treatment is expensive and time consuming and occasionally isn’t simply possible. Prediction models for infertility treatment have been proposed and prediction of treatment success is a new field in infertility treatment. Because prediction of treatment success is a new need for infertile couples, this paper reviewed previous studies for catching a general concept in applicability of the models. Methods: This study was conducted as a systematic review at Avicenna Research Institute in 2015. Six data bases were searched based on WHO definitions and MESH key words. Papers about prediction models in infertility were evaluated. Results: Eighty one papers were eligible for the study. Papers covered years after 1986 and studies were designed retrospectively and prospectively. IVF prediction models have more shares in papers. Most common predictors were age, duration of infertility, ovarian and tubal problems. Conclusion: Prediction model can be clinically applied if the model can be statistically evaluated and has a good validation for treatment success. To achieve better results, the physician and the couples’ needs estimation for treatment success rate were based on history, the examination and clinical tests. Models must be checked for theoretical approach and appropriate validation. The privileges for applying the prediction models are the decrease in the cost and time, avoiding painful treatment of patients, assessment of treatment approach for physicians and decision making for health managers. The selection of the approach for designing and using these models is inevitable. PMID:27141461
MULTI MODEL DATA MINING APPROACH FOR HEART FAILURE PREDICTION
Directory of Open Access Journals (Sweden)
Priyanka H U
2016-09-01
Full Text Available Developing predictive modelling solutions for risk estimation is extremely challenging in health-care informatics. Risk estimation involves integration of heterogeneous clinical sources having different representation from different health-care provider making the task increasingly complex. Such sources are typically voluminous, diverse, and significantly change over the time. Therefore, distributed and parallel computing tools collectively termed big data tools are in need which can synthesize and assist the physician to make right clinical decisions. In this work we propose multi-model predictive architecture, a novel approach for combining the predictive ability of multiple models for better prediction accuracy. We demonstrate the effectiveness and efficiency of the proposed work on data from Framingham Heart study. Results show that the proposed multi-model predictive architecture is able to provide better accuracy than best model approach. By modelling the error of predictive models we are able to choose sub set of models which yields accurate results. More information was modelled into system by multi-level mining which has resulted in enhanced predictive accuracy.
The regional prediction model of PM10 concentrations for Turkey
Güler, Nevin; Güneri İşçi, Öznur
2016-11-01
This study is aimed to predict a regional model for weekly PM10 concentrations measured air pollution monitoring stations in Turkey. There are seven geographical regions in Turkey and numerous monitoring stations at each region. Predicting a model conventionally for each monitoring station requires a lot of labor and time and it may lead to degradation in quality of prediction when the number of measurements obtained from any õmonitoring station is small. Besides, prediction models obtained by this way only reflect the air pollutant behavior of a small area. This study uses Fuzzy C-Auto Regressive Model (FCARM) in order to find a prediction model to be reflected the regional behavior of weekly PM10 concentrations. The superiority of FCARM is to have the ability of considering simultaneously PM10 concentrations measured monitoring stations in the specified region. Besides, it also works even if the number of measurements obtained from the monitoring stations is different or small. In order to evaluate the performance of FCARM, FCARM is executed for all regions in Turkey and prediction results are compared to statistical Autoregressive (AR) Models predicted for each station separately. According to Mean Absolute Percentage Error (MAPE) criteria, it is observed that FCARM provides the better predictions with a less number of models.
Hsiao, Li-Li; Wu, Jingshing; Yeh, Albert C; Shieh, Eric C; Cui, Cheryl; Li, Ang; Polding, Laura C; Ahmed, Rayhnuma; Lim, Kenneth; Lu, Tzong-Shi; Rhee, Connie M; Bonventre, Joseph V
2014-09-01
Despite the increasing prevalence of CKD in the United States, there is a declining interest among United States medical graduates in nephrology as a career choice. Effective programs are needed to generate interest at early educational stages when career choices can be influenced. The Kidney Disease Screening and Awareness Program (KDSAP) is a novel program initiated at Harvard College that increases student knowledge of and interest in kidney health and disease, interest in nephrology career paths, and participation in kidney disease research. This model, built on physician mentoring, kidney screening of underserved populations, direct interactions with kidney patients, and opportunities to participate in kidney research, can be reproduced and translated to other workforce-challenged subspecialties.
Gaussian mixture models as flux prediction method for central receivers
Grobler, Annemarie; Gauché, Paul; Smit, Willie
2016-05-01
Flux prediction methods are crucial to the design and operation of central receiver systems. Current methods such as the circular and elliptical (bivariate) Gaussian prediction methods are often used in field layout design and aiming strategies. For experimental or small central receiver systems, the flux profile of a single heliostat often deviates significantly from the circular and elliptical Gaussian models. Therefore a novel method of flux prediction was developed by incorporating the fitting of Gaussian mixture models onto flux profiles produced by flux measurement or ray tracing. A method was also developed to predict the Gaussian mixture model parameters of a single heliostat for a given time using image processing. Recording the predicted parameters in a database ensures that more accurate predictions are made in a shorter time frame.
A Physics-Informed Machine Learning Framework for RANS-based Predictive Turbulence Modeling
Xiao, Heng; Wu, Jinlong; Wang, Jianxun; Ling, Julia
2016-11-01
Numerical models based on the Reynolds-averaged Navier-Stokes (RANS) equations are widely used in turbulent flow simulations in support of engineering design and optimization. In these models, turbulence modeling introduces significant uncertainties in the predictions. In light of the decades-long stagnation encountered by the traditional approach of turbulence model development, data-driven methods have been proposed as a promising alternative. We will present a data-driven, physics-informed machine-learning framework for predictive turbulence modeling based on RANS models. The framework consists of three components: (1) prediction of discrepancies in RANS modeled Reynolds stresses based on machine learning algorithms, (2) propagation of improved Reynolds stresses to quantities of interests with a modified RANS solver, and (3) quantitative, a priori assessment of predictive confidence based on distance metrics in the mean flow feature space. Merits of the proposed framework are demonstrated in a class of flows featuring massive separations. Significant improvements over the baseline RANS predictions are observed. The favorable results suggest that the proposed framework is a promising path toward RANS-based predictive turbulence in the era of big data. (SAND2016-7435 A).
Nonlinear model predictive control of a packed distillation column
Energy Technology Data Exchange (ETDEWEB)
Patwardhan, A.A.; Edgar, T.F. (Univ. of Texas, Austin, TX (United States). Dept. of Chemical Engineering)
1993-10-01
A rigorous dynamic model based on fundamental chemical engineering principles was formulated for a packed distillation column separating a mixture of cyclohexane and n-heptane. This model was simplified to a form suitable for use in on-line model predictive control calculations. A packed distillation column was operated at several operating conditions to estimate two unknown model parameters in the rigorous and simplified models. The actual column response to step changes in the feed rate, distillate rate, and reboiler duty agreed well with dynamic model predictions. One unusual characteristic observed was that the packed column exhibited gain-sign changes, which are very difficult to treat using conventional linear feedback control. Nonlinear model predictive control was used to control the distillation column at an operating condition where the process gain changed sign. An on-line, nonlinear model-based scheme was used to estimate unknown/time-varying model parameters.
Jansen, D.J.; de Haan, J.
2009-01-01
We examine the usefulness of communication by the European Central Bank for predicting its policy decisions during the early years of the European Economic and Monetary Union. Using ordered probit models based on the Taylor rule, we find that statements on the main refinancing rate and future inflat
Application of Nonlinear Predictive Control Based on RBF Network Predictive Model in MCFC Plant
Institute of Scientific and Technical Information of China (English)
CHEN Yue-hua; CAO Guang-yi; ZHU Xin-jian
2007-01-01
This paper described a nonlinear model predictive controller for regulating a molten carbonate fuel cell (MCFC). A detailed mechanism model of output voltage of a MCFC was presented at first. However, this model was too complicated to be used in a control system. Consequently, an off line radial basis function (RBF) network was introduced to build a nonlinear predictive model. And then, the optimal control sequences were obtained by applying golden mean method. The models and controller have been realized in the MATLAB environment. Simulation results indicate the proposed algorithm exhibits satisfying control effect even when the current densities vary largely.
Directory of Open Access Journals (Sweden)
Ramona Mariana CALINICA
2013-08-01
Full Text Available Information about possible manipulation of the overnight Robor interbank interest rates appeared in the press in late June 2012 when the British bank Barclays was fined for manipulating Libor. Suspicion of manipulation of interest rates has not spared Romania.The purpose of this paper is to provide mathematical support persons or authorities concerned in finding out whether the overnight ROBOR reference rates from October 2008 were the result of an agreement between banks or is a natural reaction to the difficult conditions prevailing at that time, and why not, decision support to establish a intervention policies when deviations of the interbank money market parameters, in relation to a specific goal, above a certain value.
A burnout prediction model based around char morphology
Energy Technology Data Exchange (ETDEWEB)
T. Wu; E. Lester; M. Cloke [University of Nottingham, Nottingham (United Kingdom). Nottingham Energy and Fuel Centre
2005-07-01
Poor burnout in a coal-fired power plant has marked penalties in the form of reduced energy efficiency and elevated waste material that can not be utilized. The prediction of coal combustion behaviour in a furnace is of great significance in providing valuable information not only for process optimization but also for coal buyers in the international market. Coal combustion models have been developed that can make predictions about burnout behaviour and burnout potential. Most of these kinetic models require standard parameters such as volatile content, particle size and assumed char porosity in order to make a burnout prediction. This paper presents a new model called the Char Burnout Model (ChB) that also uses detailed information about char morphology in its prediction. The model can use data input from one of two sources. Both sources are derived from image analysis techniques. The first from individual analysis and characterization of real char types using an automated program. The second from predicted char types based on data collected during the automated image analysis of coal particles. Modelling results were compared with a different carbon burnout kinetic model and burnout data from re-firing the chars in a drop tube furnace operating at 1300{sup o}C, 5% oxygen across several residence times. An improved agreement between ChB model and DTF experimental data proved that the inclusion of char morphology in combustion models can improve model predictions. 27 refs., 4 figs., 4 tabs.
Model-based uncertainty in species range prediction
DEFF Research Database (Denmark)
Pearson, R. G.; Thuiller, Wilfried; Bastos Araujo, Miguel;
2006-01-01
Aim Many attempts to predict the potential range of species rely on environmental niche (or 'bioclimate envelope') modelling, yet the effects of using different niche-based methodologies require further investigation. Here we investigate the impact that the choice of model can have on predictions...... day (using the area under the receiver operating characteristic curve (AUC) and kappa statistics) and by assessing consistency in predictions of range size changes under future climate (using cluster analysis). Results Our analyses show significant differences between predictions from different models......, with predicted changes in range size by 2030 differing in both magnitude and direction (e.g. from 92% loss to 322% gain). We explain differences with reference to two characteristics of the modelling techniques: data input requirements (presence/absence vs. presence-only approaches) and assumptions made by each...
A new ensemble model for short term wind power prediction
DEFF Research Database (Denmark)
Madsen, Henrik; Albu, Razvan-Daniel; Felea, Ioan;
2012-01-01
As the objective of this study, a non-linear ensemble system is used to develop a new model for predicting wind speed in short-term time scale. Short-term wind power prediction becomes an extremely important field of research for the energy sector. Regardless of the recent advancements in the re......-search of prediction models, it was observed that different models have different capabilities and also no single model is suitable under all situations. The idea behind EPS (ensemble prediction systems) is to take advantage of the unique features of each subsystem to detain diverse patterns that exist in the dataset....... The conferred results show that the prediction errors can be decreased, while the computation time is reduced....
Estimating Interest Rate Setting Behavior in Brazil: A LSTR Model Approach
Directory of Open Access Journals (Sweden)
Yosra Baaziz
2015-04-01
Full Text Available Given limited research on monetary policy rules in emerging markets, this paper challenges the applicability of a nonlinear Taylor rule in characterizing the monetary policy behavior of the Brazilian Central Bank. It also investigates whether and how the process of setting interest rates has been developed in response to contingencies and special events. We extend the linear Taylor rule to a regime-switching framework, where the transition from one regime to another occurs in a smooth way, using a Logistic Smooth Transition Regression (LSTR approach. In this sense, we empirically analyze the movement of the nominal short term interest rate of the Brazilian Central Bank using quarterly data, covering the period 1994.Q4–2012.Q2. We find that the nonlinear Taylor rule provides a better description of the Brazilian interest rate setting and is consistent with historical macroeconomic events. In particular, our results show that adopting a nonlinear specification, instead of the linear, leads to a costs reduction in terms of ﬁt: 190 basis points in 1995 and 140 basis points in the mid-2002 presidential election campaign in Brazil. Moreover, the Brazilian monetary policy exhibits nonlinear patterns that better captures special events and may contain relevant information rendering it applicable to unusual conditions, i.e., a financial crisis, which require disconnection from the automatic pilot rule and use of judgement to make decision.
Improving Environmental Model Calibration and Prediction
2011-01-18
groundwater model calibration. Adv. Water Resour., 29(4):605–623, 2006. [9] B.E. Skahill, J.S. Baggett, S. Frankenstein , and C.W. Downer. More efficient...of Hydrology, Environmental Modelling & Software, or Water Resources Research). Skahill, B., Baggett, J., Frankenstein , S., and Downer, C.W. (2009
Model Predictive Control for Smart Energy Systems
DEFF Research Database (Denmark)
Halvgaard, Rasmus
load shifting capabilities of the units that adapts to the given price predictions. We furthermore evaluated control performance in terms of economic savings for different control strategies and forecasts. Chapter 5 describes and compares the proposed large-scale Aggregator control strategies....... Aggregators are assumed to play an important role in the future Smart Grid and coordinate a large portfolio of units. The developed economic MPC controllers interfaces each unit directly to an Aggregator. We developed several MPC-based aggregation strategies that coordinates the global behavior of a portfolio...
Combining logistic regression and neural networks to create predictive models.
Spackman, K. A.
1992-01-01
Neural networks are being used widely in medicine and other areas to create predictive models from data. The statistical method that most closely parallels neural networks is logistic regression. This paper outlines some ways in which neural networks and logistic regression are similar, shows how a small modification of logistic regression can be used in the training of neural network models, and illustrates the use of this modification for variable selection and predictive model building wit...
A Numerical Model for Predicting Shoreline Changes.
1980-07-01
problem of Figure 9(A). Of interest is that the undulatory patterns of the shoreline in Figure 9(A) dis- appear in Figure 9(B). Hence, diffraction...Mi clli;ia (south oh’ 1i .11 shio%\\ 1hat more t han 39 26 V --2i \\ \\’ . + ,i24Z 4 DEPTH IN FEET. MAR . 1973 ALL DEPTHS ARE REFERRED MAR . 1974 TO LOW...SS’,O averages for IHolland Ilarbor.1 Mont h If II., (’t) (tt) (s) .ali . ,1.3 4.3 0. 1 Feb. .4.0 3.6 6.0 Mar . 3.5 1.9 0. 3 Apr. 2. 6 2.. S. 5 Jlay 2.3
Assessment of performance of survival prediction models for cancer prognosis
Directory of Open Access Journals (Sweden)
Chen Hung-Chia
2012-07-01
Full Text Available Abstract Background Cancer survival studies are commonly analyzed using survival-time prediction models for cancer prognosis. A number of different performance metrics are used to ascertain the concordance between the predicted risk score of each patient and the actual survival time, but these metrics can sometimes conflict. Alternatively, patients are sometimes divided into two classes according to a survival-time threshold, and binary classifiers are applied to predict each patient’s class. Although this approach has several drawbacks, it does provide natural performance metrics such as positive and negative predictive values to enable unambiguous assessments. Methods We compare the survival-time prediction and survival-time threshold approaches to analyzing cancer survival studies. We review and compare common performance metrics for the two approaches. We present new randomization tests and cross-validation methods to enable unambiguous statistical inferences for several performance metrics used with the survival-time prediction approach. We consider five survival prediction models consisting of one clinical model, two gene expression models, and two models from combinations of clinical and gene expression models. Results A public breast cancer dataset was used to compare several performance metrics using five prediction models. 1 For some prediction models, the hazard ratio from fitting a Cox proportional hazards model was significant, but the two-group comparison was insignificant, and vice versa. 2 The randomization test and cross-validation were generally consistent with the p-values obtained from the standard performance metrics. 3 Binary classifiers highly depended on how the risk groups were defined; a slight change of the survival threshold for assignment of classes led to very different prediction results. Conclusions 1 Different performance metrics for evaluation of a survival prediction model may give different conclusions in
A thermodynamic model to predict wax formation in petroleum fluids
Energy Technology Data Exchange (ETDEWEB)
Coutinho, J.A.P. [Universidade de Aveiro (Portugal). Dept. de Quimica. Centro de Investigacao em Quimica]. E-mail: jcoutinho@dq.ua.pt; Pauly, J.; Daridon, J.L. [Universite de Pau et des Pays de l' Adour, Pau (France). Lab. des Fluides Complexes
2001-12-01
Some years ago the authors proposed a model for the non-ideality of the solid phase, based on the Predictive Local Composition concept. This was first applied to the Wilson equation and latter extended to NRTL and UNIQUAC models. Predictive UNIQUAC proved to be extraordinarily successful in predicting the behaviour of both model and real hydrocarbon fluids at low temperatures. This work illustrates the ability of Predictive UNIQUAC in the description of the low temperature behaviour of petroleum fluids. It will be shown that using Predictive UNIQUAC in the description of the solid phase non-ideality a complete prediction of the low temperature behaviour of synthetic paraffin solutions, fuels and crude oils is achieved. The composition of both liquid and solid phases, the amount of crystals formed and the cloud points are predicted within the accuracy of the experimental data. The extension of Predictive UNIQUAC to high pressures, by coupling it with an EOS/G{sup E} model based on the SRK EOS used with the LCVM mixing rule, is proposed and predictions of phase envelopes for live oils are compared with experimental data. (author)
A THERMODYNAMIC MODEL TO PREDICT WAX FORMATION IN PETROLEUM FLUIDS
Directory of Open Access Journals (Sweden)
J.A.P. Coutinho
2001-12-01
Full Text Available Some years ago the authors proposed a model for the non-ideality of the solid phase, based on the Predictive Local Composition concept. This was first applied to the Wilson equation and latter extended to NRTL and UNIQUAC models. Predictive UNIQUAC proved to be extraordinarily successful in predicting the behaviour of both model and real hydrocarbon fluids at low temperatures. This work illustrates the ability of Predictive UNIQUAC in the description of the low temperature behaviour of petroleum fluids. It will be shown that using Predictive UNIQUAC in the description of the solid phase non-ideality a complete prediction of the low temperature behaviour of synthetic paraffin solutions, fuels and crude oils is achieved. The composition of both liquid and solid phases, the amount of crystals formed and the cloud points are predicted within the accuracy of the experimental data. The extension of Predictive UNIQUAC to high pressures, by coupling it with an EOS/G E model based on the SRK EOS used with the LCVM mixing rule, is proposed and predictions of phase envelopes for live oils are compared with experimental data.
A systematic review of predictive modeling for bronchiolitis.
Luo, Gang; Nkoy, Flory L; Gesteland, Per H; Glasgow, Tiffany S; Stone, Bryan L
2014-10-01
Bronchiolitis is the most common cause of illness leading to hospitalization in young children. At present, many bronchiolitis management decisions are made subjectively, leading to significant practice variation among hospitals and physicians caring for children with bronchiolitis. To standardize care for bronchiolitis, researchers have proposed various models to predict the disease course to help determine a proper management plan. This paper reviews the existing state of the art of predictive modeling for bronchiolitis. Predictive modeling for respiratory syncytial virus (RSV) infection is covered whenever appropriate, as RSV accounts for about 70% of bronchiolitis cases. A systematic review was conducted through a PubMed search up to April 25, 2014. The literature on predictive modeling for bronchiolitis was retrieved using a comprehensive search query, which was developed through an iterative process. Search results were limited to human subjects, the English language, and children (birth to 18 years). The literature search returned 2312 references in total. After manual review, 168 of these references were determined to be relevant and are discussed in this paper. We identify several limitations and open problems in predictive modeling for bronchiolitis, and provide some preliminary thoughts on how to address them, with the hope to stimulate future research in this domain. Many problems remain open in predictive modeling for bronchiolitis. Future studies will need to address them to achieve optimal predictive models. Copyright © 2014 Elsevier Ireland Ltd. All rights reserved.
Osman, Marisol; Vera, C. S.
2016-11-01
This work presents an assessment of the predictability and skill of climate anomalies over South America. The study was made considering a multi-model ensemble of seasonal forecasts for surface air temperature, precipitation and regional circulation, from coupled global circulation models included in the Climate Historical Forecast Project. Predictability was evaluated through the estimation of the signal-to-total variance ratio while prediction skill was assessed computing anomaly correlation coefficients. Both indicators present over the continent higher values at the tropics than at the extratropics for both, surface air temperature and precipitation. Moreover, predictability and prediction skill for temperature are slightly higher in DJF than in JJA while for precipitation they exhibit similar levels in both seasons. The largest values of predictability and skill for both variables and seasons are found over northwestern South America while modest but still significant values for extratropical precipitation at southeastern South America and the extratropical Andes. The predictability levels in ENSO years of both variables are slightly higher, although with the same spatial distribution, than that obtained considering all years. Nevertheless, predictability at the tropics for both variables and seasons diminishes in both warm and cold ENSO years respect to that in all years. The latter can be attributed to changes in signal rather than in the noise. Predictability and prediction skill for low-level winds and upper-level zonal winds over South America was also assessed. Maximum levels of predictability for low-level winds were found were maximum mean values are observed, i.e. the regions associated with the equatorial trade winds, the midlatitudes westerlies and the South American Low-Level Jet. Predictability maxima for upper-level zonal winds locate where the subtropical jet peaks. Seasonal changes in wind predictability are observed that seem to be related to
Predicting and Modelling of Survival Data when Cox's Regression Model does not hold
DEFF Research Database (Denmark)
Scheike, Thomas H.; Zhang, Mei-Jie
2002-01-01
Aalen model; additive risk model; counting processes; competing risk; Cox regression; flexible modeling; goodness of fit; prediction of survival; survival analysis; time-varying effects......Aalen model; additive risk model; counting processes; competing risk; Cox regression; flexible modeling; goodness of fit; prediction of survival; survival analysis; time-varying effects...
Predictive error analysis for a water resource management model
Gallagher, Mark; Doherty, John
2007-02-01
SummaryIn calibrating a model, a set of parameters is assigned to the model which will be employed for the making of all future predictions. If these parameters are estimated through solution of an inverse problem, formulated to be properly posed through either pre-calibration or mathematical regularisation, then solution of this inverse problem will, of necessity, lead to a simplified parameter set that omits the details of reality, while still fitting historical data acceptably well. Furthermore, estimates of parameters so obtained will be contaminated by measurement noise. Both of these phenomena will lead to errors in predictions made by the model, with the potential for error increasing with the hydraulic property detail on which the prediction depends. Integrity of model usage demands that model predictions be accompanied by some estimate of the possible errors associated with them. The present paper applies theory developed in a previous work to the analysis of predictive error associated with a real world, water resource management model. The analysis offers many challenges, including the fact that the model is a complex one that was partly calibrated by hand. Nevertheless, it is typical of models which are commonly employed as the basis for the making of important decisions, and for which such an analysis must be made. The potential errors associated with point-based and averaged water level and creek inflow predictions are examined, together with the dependence of these errors on the amount of averaging involved. Error variances associated with predictions made by the existing model are compared with "optimized error variances" that could have been obtained had calibration been undertaken in such a way as to minimize predictive error variance. The contributions by different parameter types to the overall error variance of selected predictions are also examined.
Models for short term malaria prediction in Sri Lanka
Directory of Open Access Journals (Sweden)
Galappaththy Gawrie NL
2008-05-01
Full Text Available Abstract Background Malaria in Sri Lanka is unstable and fluctuates in intensity both spatially and temporally. Although the case counts are dwindling at present, given the past history of resurgence of outbreaks despite effective control measures, the control programmes have to stay prepared. The availability of long time series of monitored/diagnosed malaria cases allows for the study of forecasting models, with an aim to developing a forecasting system which could assist in the efficient allocation of resources for malaria control. Methods Exponentially weighted moving average models, autoregressive integrated moving average (ARIMA models with seasonal components, and seasonal multiplicative autoregressive integrated moving average (SARIMA models were compared on monthly time series of district malaria cases for their ability to predict the number of malaria cases one to four months ahead. The addition of covariates such as the number of malaria cases in neighbouring districts or rainfall were assessed for their ability to improve prediction of selected (seasonal ARIMA models. Results The best model for forecasting and the forecasting error varied strongly among the districts. The addition of rainfall as a covariate improved prediction of selected (seasonal ARIMA models modestly in some districts but worsened prediction in other districts. Improvement by adding rainfall was more frequent at larger forecasting horizons. Conclusion Heterogeneity of patterns of malaria in Sri Lanka requires regionally specific prediction models. Prediction error was large at a minimum of 22% (for one of the districts for one month ahead predictions. The modest improvement made in short term prediction by adding rainfall as a covariate to these prediction models may not be sufficient to merit investing in a forecasting system for which rainfall data are routinely processed.
Directory of Open Access Journals (Sweden)
Laura Schummers
2016-09-01
Full Text Available Abstract Background Compelled by the intuitive appeal of predicting each individual patient’s risk of an outcome, there is a growing interest in risk prediction models. While the statistical methods used to build prediction models are increasingly well understood, the literature offers little insight to researchers seeking to gauge a priori whether a prediction model is likely to perform well for their particular research question. The objective of this study was to inform the development of new risk prediction models by evaluating model performance under a wide range of predictor characteristics. Methods Data from all births to overweight or obese women in British Columbia, Canada from 2004 to 2012 (n = 75,225 were used to build a risk prediction model for preeclampsia. The data were then augmented with simulated predictors of the outcome with pre-set prevalence values and univariable odds ratios. We built 120 risk prediction models that included known demographic and clinical predictors, and one, three, or five of the simulated variables. Finally, we evaluated standard model performance criteria (discrimination, risk stratification capacity, calibration, and Nagelkerke’s r2 for each model. Results Findings from our models built with simulated predictors demonstrated the predictor characteristics required for a risk prediction model to adequately discriminate cases from non-cases and to adequately classify patients into clinically distinct risk groups. Several predictor characteristics can yield well performing risk prediction models; however, these characteristics are not typical of predictor-outcome relationships in many population-based or clinical data sets. Novel predictors must be both strongly associated with the outcome and prevalent in the population to be useful for clinical prediction modeling (e.g., one predictor with prevalence ≥20 % and odds ratio ≥8, or 3 predictors with prevalence ≥10 % and odds ratios ≥4. Area
Validating predictions from climate envelope models
Watling, J.; Bucklin, D.; Speroterra, C.; Brandt, L.; Cabal, C.; Romañach, Stephanie S.; Mazzotti, Frank J.
2013-01-01
Climate envelope models are a potentially important conservation tool, but their ability to accurately forecast species’ distributional shifts using independent survey data has not been fully evaluated. We created climate envelope models for 12 species of North American breeding birds previously shown to have experienced poleward range shifts. For each species, we evaluated three different approaches to climate envelope modeling that differed in the way they treated climate-induced range expansion and contraction, using random forests and maximum entropy modeling algorithms. All models were calibrated using occurrence data from 1967–1971 (t1) and evaluated using occurrence data from 1998–2002 (t2). Model sensitivity (the ability to correctly classify species presences) was greater using the maximum entropy algorithm than the random forest algorithm. Although sensitivity did not differ significantly among approaches, for many species, sensitivity was maximized using a hybrid approach that assumed range expansion, but not contraction, in t2. Species for which the hybrid approach resulted in the greatest improvement in sensitivity have been reported from more land cover types than species for which there was little difference in sensitivity between hybrid and dynamic approaches, suggesting that habitat generalists may be buffered somewhat against climate-induced range contractions. Specificity (the ability to correctly classify species absences) was maximized using the random forest algorithm and was lowest using the hybrid approach. Overall, our results suggest cautious optimism for the use of climate envelope models to forecast range shifts, but also underscore the importance of considering non-climate drivers of species range limits. The use of alternative climate envelope models that make different assumptions about range expansion and contraction is a new and potentially useful way to help inform our understanding of climate change effects on species.
Winnerless competition principle and prediction of the transient dynamics in a Lotka-Volterra model.
Afraimovich, Valentin; Tristan, Irma; Huerta, Ramon; Rabinovich, Mikhail I
2008-12-01
Predicting the evolution of multispecies ecological systems is an intriguing problem. A sufficiently complex model with the necessary predicting power requires solutions that are structurally stable. Small variations of the system parameters should not qualitatively perturb its solutions. When one is interested in just asymptotic results of evolution (as time goes to infinity), then the problem has a straightforward mathematical image involving simple attractors (fixed points or limit cycles) of a dynamical system. However, for an accurate prediction of evolution, the analysis of transient solutions is critical. In this paper, in the framework of the traditional Lotka-Volterra model (generalized in some sense), we show that the transient solution representing multispecies sequential competition can be reproducible and predictable with high probability.
Noncausal spatial prediction filtering based on an ARMA model
Institute of Scientific and Technical Information of China (English)
Liu Zhipeng; Chen Xiaohong; Li Jingye
2009-01-01
Conventional f-x prediction filtering methods are based on an autoregressive model. The error section is first computed as a source noise but is removed as additive noise to obtain the signal, which results in an assumption inconsistency before and after filtering. In this paper, an autoregressive, moving-average model is employed to avoid the model inconsistency. Based on the ARMA model, a noncasual prediction filter is computed and a self-deconvolved projection filter is used for estimating additive noise in order to suppress random noise. The 1-D ARMA model is also extended to the 2-D spatial domain, which is the basis for noncasual spatial prediction filtering for random noise attenuation on 3-D seismic data. Synthetic and field data processing indicate this method can suppress random noise more effectively and preserve the signal simultaneously and does much better than other conventional prediction filtering methods.
Performance Predictable ServiceBSP Model for Grid Computing
Institute of Scientific and Technical Information of China (English)
TONG Weiqin; MIAO Weikai
2007-01-01
This paper proposes a performance prediction model for grid computing model ServiceBSP to support developing high quality applications in grid environment. In ServiceBSP model,the agents carrying computing tasks are dispatched to the local domain of the selected computation services. By using the IP (integer program) approach, the Service Selection Agent selects the computation services with global optimized QoS (quality of service) consideration. The performance of a ServiceBSP application can be predicted according to the performance prediction model based on the QoS of the selected services. The performance prediction model can help users to analyze their applications and improve them by optimized the factors which affects the performance. The experiment shows that the Service Selection Agent can provide ServiceBSP users with satisfied QoS of applications.
Two Predictions of a Compound Cue Model of Priming
Walenski, Matthew
2003-01-01
This paper examines two predictions of the compound cue model of priming (Ratcliff and McKoon, 1988). While this model has been used to provide an account of a wide range of priming effects, it may not actually predict priming in these or other circumstances. In order to predict priming effects, the compound cue model relies on an assumption that all items have the same number of associates. This assumption may be true in only a restricted number of cases. This paper demonstrates that when th...
Multi-year predictability in a coupled general circulation model
Energy Technology Data Exchange (ETDEWEB)
Power, Scott; Colman, Rob [Bureau of Meteorology Research Centre, Melbourne, VIC (Australia)
2006-02-01
Multi-year to decadal variability in a 100-year integration of a BMRC coupled atmosphere-ocean general circulation model (CGCM) is examined. The fractional contribution made by the decadal component generally increases with depth and latitude away from surface waters in the equatorial Indo-Pacific Ocean. The relative importance of decadal variability is enhanced in off-equatorial ''wings'' in the subtropical eastern Pacific. The model and observations exhibit ''ENSO-like'' decadal patterns. Analytic results are derived, which show that the patterns can, in theory, occur in the absence of any predictability beyond ENSO time-scales. In practice, however, modification to this stochastic view is needed to account for robust differences between ENSO-like decadal patterns and their interannual counterparts. An analysis of variability in the CGCM, a wind-forced shallow water model, and a simple mixed layer model together with existing and new theoretical results are used to improve upon this stochastic paradigm and to provide a new theory for the origin of decadal ENSO-like patterns like the Interdecadal Pacific Oscillation and Pacific Decadal Oscillation. In this theory, ENSO-driven wind-stress variability forces internal equatorially-trapped Kelvin waves that propagate towards the eastern boundary. Kelvin waves can excite reflected internal westward propagating equatorially-trapped Rossby waves (RWs) and coastally-trapped waves (CTWs). CTWs have no impact on the off-equatorial sub-surface ocean outside the coastal wave guide, whereas the RWs do. If the frequency of the incident wave is too high, then only CTWs are excited. At lower frequencies, both CTWs and RWs can be excited. The lower the frequency, the greater the fraction of energy transmitted to RWs. This lowers the characteristic frequency of variability off the equator relative to its equatorial counterpart. Both the eastern boundary interactions and the accumulation of
Aerodynamic Noise Prediction Using stochastic Turbulence Modeling
Directory of Open Access Journals (Sweden)
Arash Ahmadzadegan
2008-01-01
Full Text Available Amongst many approaches to determine the sound propagated from turbulent flows, hybrid methods, in which the turbulent noise source field is computed or modeled separately from the far field calculation, are frequently used. For basic estimation of sound propagation, less computationally intensive methods can be developed using stochastic models of the turbulent fluctuations (turbulent noise source field. A simple and easy to use stochastic model for generating turbulent velocity fluctuations called continuous filter white noise (CFWN model was used. This method based on the use of classical Langevian-equation to model the details of fluctuating field superimposed on averaged computed quantities. The resulting sound field due to the generated unsteady flow field was evaluated using Lighthill's acoustic analogy. Volume integral method used for evaluating the acoustic analogy. This formulation presents an advantage, as it confers the possibility to determine separately the contribution of the different integral terms and also integration regions to the radiated acoustic pressure. Our results validated by comparing the directivity and the overall sound pressure level (OSPL magnitudes with the available experimental results. Numerical results showed reasonable agreement with the experiments, both in maximum directivity and magnitude of the OSPL. This method presents a very suitable tool for the noise calculation of different engineering problems in early stages of the design process where rough estimates using cheaper methods are needed for different geometries.
A Predictive Model of High Shear Thrombus Growth.
Mehrabadi, Marmar; Casa, Lauren D C; Aidun, Cyrus K; Ku, David N
2016-08-01
The ability to predict the timescale of thrombotic occlusion in stenotic vessels may improve patient risk assessment for thrombotic events. In blood contacting devices, thrombosis predictions can lead to improved designs to minimize thrombotic risks. We have developed and validated a model of high shear thrombosis based on empirical correlations between thrombus growth and shear rate. A mathematical model was developed to predict the growth of thrombus based on the hemodynamic shear rate. The model predicts thrombus deposition based on initial geometric and fluid mechanic conditions, which are updated throughout the simulation to reflect the changing lumen dimensions. The model was validated by comparing predictions against actual thrombus growth in six separate in vitro experiments: stenotic glass capillary tubes (diameter = 345 µm) at three shear rates, the PFA-100(®) system, two microfluidic channel dimensions (heights = 300 and 82 µm), and a stenotic aortic graft (diameter = 5.5 mm). Comparison of the predicted occlusion times to experimental results shows excellent agreement. The model is also applied to a clinical angiography image to illustrate the time course of thrombosis in a stenotic carotid artery after plaque cap rupture. Our model can accurately predict thrombotic occlusion time over a wide range of hemodynamic conditions.
The application of modeling and prediction with MRA wavelet network
Institute of Scientific and Technical Information of China (English)
LU Shu-ping; YANG Xue-jing; ZHAO Xi-ren
2004-01-01
As there are lots of non-linear systems in the real engineering, it is very important to do more researches on the modeling and prediction of non-linear systems. Based on the multi-resolution analysis (MRA) of wavelet theory, this paper combined the wavelet theory with neural network and established a MRA wavelet network with the scaling function and wavelet function as its neurons. From the analysis in the frequency domain, the results indicated that MRA wavelet network was better than other wavelet networks in the ability of approaching to the signals. An essential research was carried out on modeling and prediction with MRA wavelet network in the non-linear system. Using the lengthwise sway data received from the experiment of ship model, a model of offline prediction was established and was applied to the short-time prediction of ship motion. The simulation results indicated that the forecasting model improved the prediction precision effectively, lengthened the forecasting time and had a better prediction results than that of AR linear model.The research indicates that it is feasible to use the MRA wavelet network in the short -time prediction of ship motion.
A COMPARISON BETWEEN THREE PREDICTIVE MODELS OF COMPUTATIONAL INTELLIGENCE
Directory of Open Access Journals (Sweden)
DUMITRU CIOBANU
2013-12-01
Full Text Available Time series prediction is an open problem and many researchers are trying to find new predictive methods and improvements for the existing ones. Lately methods based on neural networks are used extensively for time series prediction. Also, support vector machines have solved some of the problems faced by neural networks and they began to be widely used for time series prediction. The main drawback of those two methods is that they are global models and in the case of a chaotic time series it is unlikely to find such model. In this paper it is presented a comparison between three predictive from computational intelligence field one based on neural networks one based on support vector machine and another based on chaos theory. We show that the model based on chaos theory is an alternative to the other two methods.
Predictive performance of DSGE model for small open economy – the case study of Czech Republic
Directory of Open Access Journals (Sweden)
Tomáš Jeřábek
2013-01-01
Full Text Available Multivariate time series forecasting is applied in a wide range of economic activities related to regional competitiveness and is the basis of almost all macroeconomic analysis. From the point of view of political practice is appropriate to seek a model that reached a quality prediction performance for all the variables. As monitored variables were used GDP growth, inflation and interest rates. The paper focuses on performance prediction evaluation of the small open economy New Keynesian DSGE model for the Czech republic, where Bayesian method are used for their parameters estimation, against different types of Bayesian and naive random walk model. The performance of models is identified using historical dates including domestic economy and foreign economy, which is represented by countries of the Eurozone. The results indicate that the DSGE model generates estimates that are competitive with other models used in this paper.
Outlier free Real Estate Predictive Model
Directory of Open Access Journals (Sweden)
Geetali Banerji
2015-11-01
Full Text Available Studying human behaviour is a difficult task for many reasons:-The reasons are ranging from an intentional task to a cognitive sign, which are processes other than those of interest occurring at the same time. The processes can be psychological, social constraint and all cognitive. The processes operated in the background and have either some time no effect on the collective data or they may reflect the results occasionally. All those undesired behaviours produce measurable responses sometimes happens to be correct by chance. Some responses however may attract attention due to their unusual aspects, denoted as outliers. If not properly handled the outliers in the design phase the resultants may affect the resultant inferences or the experimental outcome at initial stage. Thus, it is required to treat the outliers before it is too late in the design phase itself. The influence of outliers is more importance if the sample size is small with the examined statistics, which is less robust. In this paper, we have detected the outlier patterns in the Real Estate era and removed it up to a great degree, which not only reflects the drastic change in the results but also improves the rules formation. Thus, we provide a structure and comprehensive overview of the research on outlier detection.
Outlier free Real Estate Predictive Model
Directory of Open Access Journals (Sweden)
Geetali Banerji
2014-06-01
Full Text Available Studying human behaviour is a difficult task for many reasons:-The reasons are ranging from an intentional task to a cognitive sign, which are processes other than those of interest occurring at the same time. The processes can be psychological, social constraint and all cognitive. The processes operated in the background and have either some time no effect on the collective data or they may reflect the results occasionally. All those undesired behaviours produce measurable responses sometimes happens to be correct by chance. Some responses however may attract attention due to their unusual aspects, denoted as outliers. If not properly handled the outliers in the design phase the resultants may affect the resultant inferences or t he experimental outcome at initial stage. Thus, it is required to treat the outliers before it is too late in the design phase itself. The influence of outliers is more importance if the sample size is small with the examined statistics, which is less robust. In this paper, we have detected the outlier patterns in the Real Estate era and removed it up to a great degree, which not only reflects the drastic change in the results but also improves the rules formation. Thus, we provide a structure and comprehensive overview of the research on outlier detection.
Wu, Jie; Ren, Hong-Li; Zuo, Jinqing; Zhao, Chongbo; Chen, Lijuan; Li, Qiaoping
2016-09-01
This study evaluates performance of Madden-Julian oscillation (MJO) prediction in the Beijing Climate Center Atmospheric General Circulation Model (BCC_AGCM2.2). By using the real-time multivariate MJO (RMM) indices, it is shown that the MJO prediction skill of BCC_AGCM2.2 extends to about 16-17 days before the bivariate anomaly correlation coefficient drops to 0.5 and the root-mean-square error increases to the level of the climatological prediction. The prediction skill showed a seasonal dependence, with the highest skill occurring in boreal autumn, and a phase dependence with higher skill for predictions initiated from phases 2-4. The results of the MJO predictability analysis showed that the upper bounds of the prediction skill can be extended to 26 days by using a single-member estimate, and to 42 days by using the ensemble-mean estimate, which also exhibited an initial amplitude and phase dependence. The observed relationship between the MJO and the North Atlantic Oscillation was accurately reproduced by BCC_AGCM2.2 for most initial phases of the MJO, accompanied with the Rossby wave trains in the Northern Hemisphere extratropics driven by MJO convection forcing. Overall, BCC_AGCM2.2 displayed a significant ability to predict the MJO and its teleconnections without interacting with the ocean, which provided a useful tool for fully extracting the predictability source of subseasonal prediction.
Predicting Market Impact Costs Using Nonparametric Machine Learning Models.
Directory of Open Access Journals (Sweden)
Saerom Park
Full Text Available Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.
Predicting Market Impact Costs Using Nonparametric Machine Learning Models.
Park, Saerom; Lee, Jaewook; Son, Youngdoo
2016-01-01
Market impact cost is the most significant portion of implicit transaction costs that can reduce the overall transaction cost, although it cannot be measured directly. In this paper, we employed the state-of-the-art nonparametric machine learning models: neural networks, Bayesian neural network, Gaussian process, and support vector regression, to predict market impact cost accurately and to provide the predictive model that is versatile in the number of variables. We collected a large amount of real single transaction data of US stock market from Bloomberg Terminal and generated three independent input variables. As a result, most nonparametric machine learning models outperformed a-state-of-the-art benchmark parametric model such as I-star model in four error measures. Although these models encounter certain difficulties in separating the permanent and temporary cost directly, nonparametric machine learning models can be good alternatives in reducing transaction costs by considerably improving in prediction performance.
New Approaches for Channel Prediction Based on Sinusoidal Modeling
Directory of Open Access Journals (Sweden)
Ekman Torbjörn
2007-01-01
Full Text Available Long-range channel prediction is considered to be one of the most important enabling technologies to future wireless communication systems. The prediction of Rayleigh fading channels is studied in the frame of sinusoidal modeling in this paper. A stochastic sinusoidal model to represent a Rayleigh fading channel is proposed. Three different predictors based on the statistical sinusoidal model are proposed. These methods outperform the standard linear predictor (LP in Monte Carlo simulations, but underperform with real measurement data, probably due to nonstationary model parameters. To mitigate these modeling errors, a joint moving average and sinusoidal (JMAS prediction model and the associated joint least-squares (LS predictor are proposed. It combines the sinusoidal model with an LP to handle unmodeled dynamics in the signal. The joint LS predictor outperforms all the other sinusoidal LMMSE predictors in suburban environments, but still performs slightly worse than the standard LP in urban environments.
Prediction model for spring dust weather frequency in North China
Institute of Scientific and Technical Information of China (English)
LANG XianMei
2008-01-01
It is of great social and scientific importance and also very difficult to make reliable prediction for dust weather frequency (DWF) in North China. In this paper, the correlation between spring DWF in Beijing and Tianjin observation stations, taken as examples in North China, and seasonally averaged surface air temperature, precipitation, Arctic Oscillation, Antarctic Oscillation, South Oscillation, near surface meridional wind and Eurasian westerly index is respectively calculated so as to construct a prediction model for spring DWF in North China by using these climatic factors. Two prediction models, I.e. Model-Ⅰ and model-Ⅱ, are then set up respectively based on observed climate data and the 32-year (1970--2001) extra-seasonal hindcast experiment data as reproduced by the nine-level Atmospheric General Circulation Model developed at the Institute of Atmospheric Physics (IAP9L-AGCM). It is indicated that the correlation coefficient between the observed and predicted DWF reaches 0.933 in the model-Ⅰ, suggesting a high prediction skill one season ahead. The corresponding value is high up to 0.948 for the subsequent model-Ⅱ, which involves synchronous spring climate data reproduced by the IAP9L-AGCM relative to the model-Ⅰ. The model-Ⅱ can not only make more precise prediction but also can bring forward the lead time of real-time prediction from the model-Ⅰ's one season to half year. At last, the real-time predictability of the two models is evaluated. It follows that both the models display high prediction skill for both the interannual variation and linear trend of spring DWF in North China, and each is also featured by different advantages. As for the model-Ⅱ, the prediction skill is much higher than that of original approach by use of the IAP9L-AGCM alone. Therefore, the prediction idea put forward here should be popularized in other regions in China where dust weather occurs frequently.
Prediction model for spring dust weather frequency in North China
Institute of Scientific and Technical Information of China (English)
2008-01-01
It is of great social and scientific importance and also very difficult to make reliable prediction for dust weather frequency (DWF) in North China. In this paper, the correlation between spring DWF in Beijing and Tianjin observation stations, taken as examples in North China, and seasonally averaged surface air temperature, precipitation, Arctic Oscillation, Antarctic Oscillation, South Oscillation, near surface meridional wind and Eurasian westerly index is respectively calculated so as to construct a prediction model for spring DWF in North China by using these climatic factors. Two prediction models, i.e. model-I and model-II, are then set up respectively based on observed climate data and the 32-year (1970 -2001) extra-seasonal hindcast experiment data as reproduced by the nine-level Atmospheric General Circulation Model developed at the Institute of Atmospheric Physics (IAP9L-AGCM). It is indicated that the correlation coefficient between the observed and predicted DWF reaches 0.933 in the model-I, suggesting a high prediction skill one season ahead. The corresponding value is high up to 0.948 for the subsequent model-II, which involves synchronous spring climate data reproduced by the IAP9L-AGCM relative to the model-I. The model-II can not only make more precise prediction but also can bring forward the lead time of real-time prediction from the model-I’s one season to half year. At last, the real-time predictability of the two models is evaluated. It follows that both the models display high prediction skill for both the interannual variation and linear trend of spring DWF in North China, and each is also featured by different advantages. As for the model-II, the prediction skill is much higher than that of original approach by use of the IAP9L-AGCM alone. Therefore, the prediction idea put forward here should be popularized in other regions in China where dust weather occurs frequently.
Model Predictive Control of Sewer Networks
DEFF Research Database (Denmark)
Pedersen, Einar B.; Herbertsson, Hannes R.; Niemann, Henrik;
2016-01-01
The developments in solutions for management of urban drainage are of vital importance, as the amount of sewer water from urban areas continues to increase due to the increase of the world’s population and the change in the climate conditions. How a sewer network is structured, monitored...... and controlled have thus become essential factors for efficient performance of waste water treatment plants. This paper examines methods for simplified modelling and controlling a sewer network. A practical approach to the problem is used by analysing simplified design model, which is based on the Barcelona...
A burnout prediction model based around char morphology
Energy Technology Data Exchange (ETDEWEB)
Tao Wu; Edward Lester; Michael Cloke [University of Nottingham, Nottingham (United Kingdom). School of Chemical, Environmental and Mining Engineering
2006-05-15
Several combustion models have been developed that can make predictions about coal burnout and burnout potential. Most of these kinetic models require standard parameters such as volatile content and particle size to make a burnout prediction. This article presents a new model called the char burnout (ChB) model, which also uses detailed information about char morphology in its prediction. The input data to the model is based on information derived from two different image analysis techniques. One technique generates characterization data from real char samples, and the other predicts char types based on characterization data from image analysis of coal particles. The pyrolyzed chars in this study were created in a drop tube furnace operating at 1300{sup o}C, 200 ms, and 1% oxygen. Modeling results were compared with a different carbon burnout kinetic model as well as the actual burnout data from refiring the same chars in a drop tube furnace operating at 1300{sup o}C, 5% oxygen, and residence times of 200, 400, and 600 ms. A good agreement between ChB model and experimental data indicates that the inclusion of char morphology in combustion models could well improve model predictions. 38 refs., 5 figs., 6 tabs.
An evaluation of mathematical models for predicting skin permeability.
Lian, Guoping; Chen, Longjian; Han, Lujia
2008-01-01
A number of mathematical models have been proposed for predicting skin permeability, mostly empirical and very few are deterministic. Early empirical models use simple lipophilicity parameters. The recent trend is to use more complicated molecular structure descriptors. There has been much debate on which models best predict skin permeability. This article evaluates various mathematical models using a comprehensive experimental dataset of skin permeability for 124 chemical compounds compiled from various sources. Of the seven models compared, the deterministic model of Mitragotri gives the best prediction. The simple quantitative structure permeability relationships (QSPR) model of Potts and Guy gives the second best prediction. The two models have many features in common. Both assume the lipid matrix as the pathway of transdermal permeation. Both use octanol-water partition coefficient and molecular size. Even the mathematical formulae are similar. All other empirical QSPR models that use more complicated molecular structure descriptors fail to provide satisfactory prediction. The molecular structure descriptors in the more complicated QSPR models are empirically related to skin permeation. The mechanism on how these descriptors affect transdermal permeation is not clear. Mathematically it is an ill-defined approach to use many colinearly related parameters rather than fewer independent parameters in multi-linear regression.
Bayesian Age-Period-Cohort Modeling and Prediction - BAMP
Directory of Open Access Journals (Sweden)
Volker J. Schmid
2007-10-01
Full Text Available The software package BAMP provides a method of analyzing incidence or mortality data on the Lexis diagram, using a Bayesian version of an age-period-cohort model. A hierarchical model is assumed with a binomial model in the first-stage. As smoothing priors for the age, period and cohort parameters random walks of first and second order, with and without an additional unstructured component are available. Unstructured heterogeneity can also be included in the model. In order to evaluate the model fit, posterior deviance, DIC and predictive deviances are computed. By projecting the random walk prior into the future, future death rates can be predicted.
Interests diffusion in social networks
D'Agostino, Gregorio; D'Antonio, Fulvio; De Nicola, Antonio; Tucci, Salvatore
2015-10-01
We provide a model for diffusion of interests in Social Networks (SNs). We demonstrate that the topology of the SN plays a crucial role in the dynamics of the individual interests. Understanding cultural phenomena on SNs and exploiting the implicit knowledge about their members is attracting the interest of different research communities both from the academic and the business side. The community of complexity science is devoting significant efforts to define laws, models, and theories, which, based on acquired knowledge, are able to predict future observations (e.g. success of a product). In the mean time, the semantic web community aims at engineering a new generation of advanced services by defining constructs, models and methods, adding a semantic layer to SNs. In this context, a leapfrog is expected to come from a hybrid approach merging the disciplines above. Along this line, this work focuses on the propagation of individual interests in social networks. The proposed framework consists of the following main components: a method to gather information about the members of the social networks; methods to perform some semantic analysis of the Domain of Interest; a procedure to infer members' interests; and an interests evolution theory to predict how the interests propagate in the network. As a result, one achieves an analytic tool to measure individual features, such as members' susceptibilities and authorities. Although the approach applies to any type of social network, here it is has been tested against the computer science research community. The DBLP (Digital Bibliography and Library Project) database has been elected as test-case since it provides the most comprehensive list of scientific production in this field.
Validation of a tuber blight (Phytophthora infestans) prediction model
Potato tuber blight caused by Phytophthora infestans accounts for significant losses in storage. There is limited published quantitative data on predicting tuber blight. We validated a tuber blight prediction model developed in New York with cultivars Allegany, NY 101, and Katahdin using independent...
Prediction of bypass transition with differential Reynolds stress models
Westin, K.J.A.; Henkes, R.A.W.M.
1998-01-01
Boundary layer transition induced by high levels of free stream turbulence (FSl), so called bypass transition, can not be predicted with conventional stability calculations (e.g. the en-method). The use of turbulence models for transition prediction has shown some success for this type of flows, and
Prediction Models of Free-Field Vibrations from Railway Traffic
DEFF Research Database (Denmark)
Malmborg, Jens; Persson, Kent; Persson, Peter
2017-01-01
and railways close to where people work and live. Annoyance from traffic-induced vibrations and noise is expected to be a growing issue. To predict the level of vibration and noise in buildings caused by railway and road traffic, calculation models are needed. In the present paper, a simplified prediction...
A new ensemble model for short term wind power prediction
DEFF Research Database (Denmark)
Madsen, Henrik; Albu, Razvan-Daniel; Felea, Ioan
2012-01-01
As the objective of this study, a non-linear ensemble system is used to develop a new model for predicting wind speed in short-term time scale. Short-term wind power prediction becomes an extremely important field of research for the energy sector. Regardless of the recent advancements in the re-search...
Space Weather: Measurements, Models and Predictions
2014-03-21
and record high levels of cosmic ray flux. There were broad-ranging terrestrial responses to this inactivity of the Sun. BC was involved in the...techniques for converting from one coordinate system (e.g., the invariant coordinate system used for the model) to another (e.g., the latitude- radius
Monotone models for prediction in data mining
Velikova, M.V.
2006-01-01
This dissertation studies the incorporation of monotonicity constraints as a type of domain knowledge into a data mining process. Monotonicity constraints are enforced at two stages¿data preparation and data modeling. The main contributions of the research are a novel procedure to test the degree of
Predicting Magazine Audiences with a Loglinear Model.
1987-07-01
important use of e.d. estimates is in media selection ( Aaker 1975; Lee 1962, 1963; Little and Lodish 1969). All advertising campaigns have a budget. It...N.Z. Listener 6061 39.0 4 0 22 References Aaker , D.A. (1975), "ADMOD:An Advertising Decision Model," Journal of Marketing Research, February, 37-45
Libor and Swap Market Models for the Pricing of Interest Rate Derivatives : An Empirical Analysis
de Jong, F.C.J.M.; Driessen, J.J.A.G.; Pelsser, A.
2000-01-01
In this paper we empirically analyze and compare the Libor and Swap Market Models, developed by Brace, Gatarek, and Musiela (1997) and Jamshidian (1997), using paneldata on prices of US caplets and swaptions.A Libor Market Model can directly be calibrated to observed prices of caplets, whereas a
Scanpath Based N-Gram Models for Predicting Reading Behavior
DEFF Research Database (Denmark)
Mishra, Abhijit; Bhattacharyya, Pushpak; Carl, Michael
2013-01-01
Predicting reading behavior is a difficult task. Reading behavior depends on various linguistic factors (e.g. sentence length, structural complexity etc.) and other factors (e.g individual's reading style, age etc.). Ideally, a reading model should be similar to a language model where the model i...
Better predictions when models are wrong or underspecified
Ommen, Matthijs van
2015-01-01
Many statistical methods rely on models of reality in order to learn from data and to make predictions about future data. By necessity, these models usually do not match reality exactly, but are either wrong (none of the hypotheses in the model provides an accurate description of reality) or undersp
Graf, Laura K M; Landwehr, Jan R
2015-11-01
In this article, we develop an account of how aesthetic preferences can be formed as a result of two hierarchical, fluency-based processes. Our model suggests that processing performed immediately upon encountering an aesthetic object is stimulus driven, and aesthetic preferences that accrue from this processing reflect aesthetic evaluations of pleasure or displeasure. When sufficient processing motivation is provided by a perceiver's need for cognitive enrichment and/or the stimulus' processing affordance, elaborate perceiver-driven processing can emerge, which gives rise to fluency-based aesthetic evaluations of interest, boredom, or confusion. Because the positive outcomes in our model are pleasure and interest, we call it the Pleasure-Interest Model of Aesthetic Liking (PIA Model). Theoretically, this model integrates a dual-process perspective and ideas from lay epistemology into processing fluency theory, and it provides a parsimonious framework to embed and unite a wealth of aesthetic phenomena, including contradictory preference patterns for easy versus difficult-to-process aesthetic stimuli.
Hybrid Corporate Performance Prediction Model Considering Technical Capability
Directory of Open Access Journals (Sweden)
Joonhyuck Lee
2016-07-01
Full Text Available Many studies have tried to predict corporate performance and stock prices to enhance investment profitability using qualitative approaches such as the Delphi method. However, developments in data processing technology and machine-learning algorithms have resulted in efforts to develop quantitative prediction models in various managerial subject areas. We propose a quantitative corporate performance prediction model that applies the support vector regression (SVR algorithm to solve the problem of the overfitting of training data and can be applied to regression problems. The proposed model optimizes the SVR training parameters based on the training data, using the genetic algorithm to achieve sustainable predictability in changeable markets and managerial environments. Technology-intensive companies represent an increasing share of the total economy. The performance and stock prices of these companies are affected by their financial standing and their technological capabilities. Therefore, we apply both financial indicators and technical indicators to establish the proposed prediction model. Here, we use time series data, including financial, patent, and corporate performance information of 44 electronic and IT companies. Then, we predict the performance of these companies as an empirical verification of the prediction performance of the proposed model.
A Multistep Chaotic Model for Municipal Solid Waste Generation Prediction.
Song, Jingwei; He, Jiaying
2014-08-01
In this study, a univariate local chaotic model is proposed to make one-step and multistep forecasts for daily municipal solid waste (MSW) generation in Seattle, Washington. For MSW generation prediction with long history data, this forecasting model was created based on a nonlinear dynamic method called phase-space reconstruction. Compared with other nonlinear predictive models, such as artificial neural network (ANN) and partial least square-support vector machine (PLS-SVM), and a commonly used linear seasonal autoregressive integrated moving average (sARIMA) model, this method has demonstrated better prediction accuracy from 1-step ahead prediction to 14-step ahead prediction assessed by both mean absolute percentage error (MAPE) and root mean square error (RMSE). Max error, MAPE, and RMSE show that chaotic models were more reliable than the other three models. As chaotic models do not involve random walk, their performance does not vary while ANN and PLS-SVM make different forecasts in each trial. Moreover, this chaotic model was less time consuming than ANN and PLS-SVM models.
Using Pareto points for model identification in predictive toxicology.
Palczewska, Anna; Neagu, Daniel; Ridley, Mick
2013-03-22
: Predictive toxicology is concerned with the development of models that are able to predict the toxicity of chemicals. A reliable prediction of toxic effects of chemicals in living systems is highly desirable in cosmetics, drug design or food protection to speed up the process of chemical compound discovery while reducing the need for lab tests. There is an extensive literature associated with the best practice of model generation and data integration but management and automated identification of relevant models from available collections of models is still an open problem. Currently, the decision on which model should be used for a new chemical compound is left to users. This paper intends to initiate the discussion on automated model identification. We present an algorithm, based on Pareto optimality, which mines model collections and identifies a model that offers a reliable prediction for a new chemical compound. The performance of this new approach is verified for two endpoints: IGC50 and LogP. The results show a great potential for automated model identification methods in predictive toxicology.
Jump Diffusion Modelling for the Brazilian Short-Term Interest Rate
Directory of Open Access Journals (Sweden)
José Carlos Nogueira Cavalcante Filho
2015-01-01
Full Text Available In order to capture the informational effect of the Brazilian short-term interest rate (SELIC rate by Poisson jumps, we build on the tests condu cted by Das (2002 and Johannes (2004, which show the significance of such structures for U.S. Federal Open Market Committee (FOMC announcements. As in the above researches, w e have found evidence that a relevant amount of the short-term volatility in the fixed in come market is captured by introducing jumps on the stochastic process of the short-term r ate. This structure also allows the verification of the information content of specific events, such as Brazilian monetary policy authority (COPOM meetings and public bond auctions.
On the Predictiveness of Single-Field Inflationary Models
Burgess, C.P.; Trott, Michael
2014-01-01
We re-examine the predictiveness of single-field inflationary models and discuss how an unknown UV completion can complicate determining inflationary model parameters from observations, even from precision measurements. Besides the usual naturalness issues associated with having a shallow inflationary potential, we describe another issue for inflation, namely, unknown UV physics modifies the running of Standard Model (SM) parameters and thereby introduces uncertainty into the potential inflationary predictions. We illustrate this point using the minimal Higgs Inflationary scenario, which is arguably the most predictive single-field model on the market, because its predictions for $A_s$, $r$ and $n_s$ are made using only one new free parameter beyond those measured in particle physics experiments, and run up to the inflationary regime. We find that this issue can already have observable effects. At the same time, this UV-parameter dependence in the Renormalization Group allows Higgs Inflation to occur (in prin...
A Composite Model Predictive Control Strategy for Furnaces
Institute of Scientific and Technical Information of China (English)
Hao Zang; Hongguang Li; Jingwen Huang; Jia Wang
2014-01-01
Tube furnaces are essential and primary energy intensive facilities in petrochemical plants. Operational optimi-zation of furnaces could not only help to improve product quality but also benefit to reduce energy consumption and exhaust emission. Inspired by this idea, this paper presents a composite model predictive control (CMPC) strategy, which, taking advantage of distributed model predictive control architectures, combines tracking nonlinear model predictive control and economic nonlinear model predictive control metrics to keep process running smoothly and optimize operational conditions. The control ers connected with two kinds of communi-cation networks are easy to organize and maintain, and stable to process interferences. A fast solution algorithm combining interior point solvers and Newton's method is accommodated to the CMPC realization, with reason-able CPU computing time and suitable online applications. Simulation for industrial case demonstrates that the proposed approach can ensure stable operations of furnaces, improve heat efficiency, and reduce the emission effectively.
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ACCIDENT PREDICTION MODELS FOR UNSIGNALISED URBAN JUNCTIONS IN GHANA
Directory of Open Access Journals (Sweden)
Mohammed SALIFU, MSc., PhD, MIHT, MGhIE
2004-01-01
The accident prediction models developed have a potentially wide area of application and their systematic use is likely to improve considerably the quality and delivery of the engineering aspects of accident mitigation and prevention in Ghana.
Using a Prediction Model to Manage Cyber Security Threats
National Research Council Canada - National Science Library
Jaganathan, Venkatesh; Cherurveettil, Priyesh; Muthu Sivashanmugam, Premapriya
2015-01-01
.... The cost impact due to worms, viruses, or other malicious software is significant. This paper proposes a mathematical model to predict the impact of an attack based on significant factors that influence cyber security...
Development of a multi-year climate prediction model | Alexander ...
African Journals Online (AJOL)
Development of a multi-year climate prediction model. ... The available water resources in Southern Africa are rapidly approaching the limits of economic exploitation. ... that could be attributed to climate change arising from human activities.
Compensatory versus noncompensatory models for predicting consumer preferences
Directory of Open Access Journals (Sweden)
Anja Dieckmann
2009-04-01
Full Text Available Standard preference models in consumer research assume that people weigh and add all attributes of the available options to derive a decision, while there is growing evidence for the use of simplifying heuristics. Recently, a greedoid algorithm has been developed (Yee, Dahan, Hauser and Orlin, 2007; Kohli and Jedidi, 2007 to model lexicographic heuristics from preference data. We compare predictive accuracies of the greedoid approach and standard conjoint analysis in an online study with a rating and a ranking task. The lexicographic model derived from the greedoid algorithm was better at predicting ranking compared to rating data, but overall, it achieved lower predictive accuracy for hold-out data than the compensatory model estimated by conjoint analysis. However, a considerable minority of participants was better predicted by lexicographic strategies. We conclude that the new algorithm will not replace standard tools for analyzing preferences, but can boost the study of situational and individual differences in preferential choice processes.
Mesoscale Wind Predictions for Wave Model Evaluation
2016-06-07
N0001400WX20041(B) http://www.nrlmry.navy.mil LONG TERM GOALS The long-term goal is to demonstrate the significance and importance of high...ocean waves by an appropriate wave model. OBJECTIVES The main objectives of this project are to: 1. Build the infrastructure to generate the...temperature for all COAMPS grids at the resolution of each of these grids. These analyses are important for the proper 2 specification of the lower
Bayesian Estimation and Prediction for Flexible Weibull Model under Type-II Censoring Scheme
Directory of Open Access Journals (Sweden)
Sanjay Kumar Singh
2013-01-01
Full Text Available We have developed the Bayesian estimation procedure for flexible Weibull distribution under Type-II censoring scheme assuming Jeffrey's scale invariant (noninformative and Gamma (informative priors for the model parameters. The interval estimation for the model parameters has been performed through normal approximation, bootstrap, and highest posterior density (HPD procedures. Further, we have also derived the predictive posteriors and the corresponding predictive survival functions for the future observations based on Type-II censored data from the flexible Weibull distribution. Since the predictive posteriors are not in the closed form, we proposed to use the Monte Carlo Markov chain (MCMC methods to approximate the posteriors of interest. The performance of the Bayes estimators has also been compared with the classical estimators of the model parameters through the Monte Carlo simulation study. A real data set representing the time between failures of secondary reactor pumps has been analysed for illustration purpose.
Morgan, Molly M; Johnson, Brian P; Livingston, Megan K; Schuler, Linda A; Alarid, Elaine T; Sung, Kyung E; Beebe, David J
2016-09-01
Personalized cancer therapy focuses on characterizing the relevant phenotypes of the patient, as well as the patient's tumor, to predict the most effective cancer therapy. Historically, these methods have not proven predictive in regards to predicting therapeutic response. Emerging culture platforms are designed to better recapitulate the in vivo environment, thus, there is renewed interest in integrating patient samples into in vitro cancer models to assess therapeutic response. Successful examples of translating in vitro response to clinical relevance are limited due to issues with patient sample acquisition, variability and culture. We will review traditional and emerging in vitro models for personalized medicine, focusing on the technologies, microenvironmental components, and readouts utilized. We will then offer our perspective on how to apply a framework derived from toxicology and ecology towards designing improved personalized in vitro models of cancer. The framework serves as a tool for identifying optimal readouts and culture conditions, thus maximizing the information gained from each patient sample.
Modeling Seizure Self-Prediction: An E-Diary Study
Haut, Sheryl R.; Hall, Charles B.; Borkowski, Thomas; Tennen, Howard; Lipton, Richard B.
2013-01-01
Purpose A subset of patients with epilepsy successfully self-predicted seizures in a paper diary study. We conducted an e-diary study to ensure that prediction precedes seizures, and to characterize the prodromal features and time windows that underlie self-prediction. Methods Subjects 18 or older with LRE and ≥3 seizures/month maintained an e-diary, reporting AM/PM data daily, including mood, premonitory symptoms, and all seizures. Self-prediction was rated by, “How likely are you to experience a seizure [time frame]”? Five choices ranged from almost certain (>95% chance) to very unlikely. Relative odds of seizure (OR) within time frames was examined using Poisson models with log normal random effects to adjust for multiple observations. Key Findings Nineteen subjects reported 244 eligible seizures. OR for prediction choices within 6hrs was as high as 9.31 (1.92,45.23) for “almost certain”. Prediction was most robust within 6hrs of diary entry, and remained significant up to 12hrs. For 9 best predictors, average sensitivity was 50%. Older age contributed to successful self-prediction, and self-prediction appeared to be driven by mood and premonitory symptoms. In multivariate modeling of seizure occurrence, self-prediction (2.84; 1.68,4.81), favorable change in mood (0.82; 0.67,0.99) and number of premonitory symptoms (1,11; 1.00,1.24) were significant. Significance Some persons with epilepsy can self-predict seizures. In these individuals, the odds of a seizure following a positive prediction are high. Predictions were robust, not attributable to recall bias, and were related to self awareness of mood and premonitory features. The 6-hour prediction window is suitable for the development of pre-emptive therapy. PMID:24111898
Chang, Judy C.; Odrobina, Michele R.; McIntyre-Seltman, Kathleen
2010-01-01
Background Medical students' choice of residency specialty is based in part on their clerkship experience. Postclerkship interest in a particular specialty is associated with the students' choice to pursue a career in that field. But, many medical students have a poor perception of their obstetrics and gynecology clerkships. Objective To determine whether fourth-year medical students' perceptions of teaching quality and quantity and amount of experiential learning during the obstetrics-gynecology clerkship helped determine their interest in obstetrics-gynecology as a career choice. Methods We distributed an anonymous, self-administered survey to all third-year medical students rotating through their required obstetrics and gynecology clerkship from November 2006 to May 2007. We performed bivariate analysis and used χ2 analysis to explore factors associated with general interest in obstetrics and gynecology and interest in pursuing obstetrics and gynecology as a career. Results Eighty-one students (N = 91, 89% response rate) participated. Postclerkship career interest in obstetrics and gynecology was associated with perceptions that the residents behaved professionally (P obstetrics and gynecology as a career both before (P = .027) and after (P = .014) the clerkship, men were more likely to increase their level of career interest during the clerkship (P = .024). Conclusions Clerkship factors associated with greater postclerkship interest include higher satisfaction with resident professional behavior and students' sense of inclusion in the clinical team. Obstetrics and gynecology programs need to emphasize to residents their role as educators and professional role models for medical students. PMID:21976080
Personalized Predictive Modeling and Risk Factor Identification using Patient Similarity.
Ng, Kenney; Sun, Jimeng; Hu, Jianying; Wang, Fei
2015-01-01
Personalized predictive models are customized for an individual patient and trained using information from similar patients. Compared to global models trained on all patients, they have the potential to produce more accurate risk scores and capture more relevant risk factors for individual patients. This paper presents an approach for building personalized predictive models and generating personalized risk factor profiles. A locally supervised metric learning (LSML) similarity measure is trained for diabetes onset and used to find clinically similar patients. Personalized risk profiles are created by analyzing the parameters of the trained personalized logistic regression models. A 15,000 patient data set, derived from electronic health records, is used to evaluate the approach. The predictive results show that the personalized models can outperform the global model. Cluster analysis of the risk profiles show groups of patients with similar risk factors, differences in the top risk factors for different groups of patients and differences between the individual and global risk factors.
Model predictive control of P-time event graphs
Hamri, H.; Kara, R.; Amari, S.
2016-12-01
This paper deals with model predictive control of discrete event systems modelled by P-time event graphs. First, the model is obtained by using the dater evolution model written in the standard algebra. Then, for the control law, we used the finite-horizon model predictive control. For the closed-loop control, we used the infinite-horizon model predictive control (IH-MPC). The latter is an approach that calculates static feedback gains which allows the stability of the closed-loop system while respecting the constraints on the control vector. The problem of IH-MPC is formulated as a linear convex programming subject to a linear matrix inequality problem. Finally, the proposed methodology is applied to a transportation system.
Prediction of cloud droplet number in a general circulation model
Energy Technology Data Exchange (ETDEWEB)
Ghan, S.J.; Leung, L.R. [Pacific Northwest National Lab., Richland, WA (United States)
1996-04-01
We have applied the Colorado State University Regional Atmospheric Modeling System (RAMS) bulk cloud microphysics parameterization to the treatment of stratiform clouds in the National Center for Atmospheric Research Community Climate Model (CCM2). The RAMS predicts mass concentrations of cloud water, cloud ice, rain and snow, and number concnetration of ice. We have introduced the droplet number conservation equation to predict droplet number and it`s dependence on aerosols.
Using connectome-based predictive modeling to predict individual behavior from brain connectivity.
Shen, Xilin; Finn, Emily S; Scheinost, Dustin; Rosenberg, Monica D; Chun, Marvin M; Papademetris, Xenophon; Constable, R Todd
2017-03-01
Neuroimaging is a fast-developing research area in which anatomical and functional images of human brains are collected using techniques such as functional magnetic resonance imaging (fMRI), diffusion tensor imaging (DTI), and electroencephalography (EEG). Technical advances and large-scale data sets have allowed for the development of models capable of predicting individual differences in traits and behavior using brain connectivity measures derived from neuroimaging data. Here, we present connectome-based predictive modeling (CPM), a data-driven protocol for developing predictive models of brain-behavior relationships from connectivity data using cross-validation. This protocol includes the following steps: (i) feature selection, (ii) feature summarization, (iii) model building, and (iv) assessment of prediction significance. We also include suggestions for visualizing the most predictive features (i.e., brain connections). The final result should be a generalizable model that takes brain connectivity data as input and generates predictions of behavioral measures in novel subjects, accounting for a considerable amount of the variance in these measures. It has been demonstrated that the CPM protocol performs as well as or better than many of the existing approaches in brain-behavior prediction. As CPM focuses on linear modeling and a purely data-driven approach, neuroscientists with limited or no experience in machine learning or optimization will find it easy to implement these protocols. Depending on the volume of data to be processed, the protocol can take 10-100 min for model building, 1-48 h for permutation testing, and 10-20 min for visualization of results.
Mixed models for predictive modeling in actuarial science
Antonio, K.; Zhang, Y.
2012-01-01
We start with a general discussion of mixed (also called multilevel) models and continue with illustrating specific (actuarial) applications of this type of models. Technical details on (linear, generalized, non-linear) mixed models follow: model assumptions, specifications, estimation techniques
Berg, Matthew; Hartley, Brian; Richters, Oliver
2015-01-01
By synthesizing stock-flow consistent models, input-output models, and aspects of ecological macroeconomics, a method is developed to simultaneously model monetary flows through the financial system, flows of produced goods and services through the real economy, and flows of physical materials through the natural environment. This paper highlights the linkages between the physical environment and the economic system by emphasizing the role of the energy industry. A conceptual model is developed in general form with an arbitrary number of sectors, while emphasizing connections with the agent-based, econophysics, and complexity economics literature. First, we use the model to challenge claims that 0% interest rates are a necessary condition for a stationary economy and conduct a stability analysis within the parameter space of interest rates and consumption parameters of an economy in stock-flow equilibrium. Second, we analyze the role of energy price shocks in contributing to recessions, incorporating several propagation and amplification mechanisms. Third, implied heat emissions from energy conversion and the effect of anthropogenic heat flux on climate change are considered in light of a minimal single-layer atmosphere climate model, although the model is only implicitly, not explicitly, linked to the economic model.
Tollenaar, N.; Van der Heijden, P.G.M.|info:eu-repo/dai/nl/073087998
2013-01-01
Using criminal population criminal conviction history information, prediction models are developed that predict three types of criminal recidivism: general recidivism, violent recidivism and sexual recidivism. The research question is whether prediction techniques from modern statistics, data mining
Tollenaar, N.; Van der Heijden, P.G.M.
2013-01-01
Using criminal population criminal conviction history information, prediction models are developed that predict three types of criminal recidivism: general recidivism, violent recidivism and sexual recidivism. The research question is whether prediction techniques from modern statistics, data mining
Principles and interest of GOF tests for multistate capture-recapture models
Directory of Open Access Journals (Sweden)
Pradel, R.
2005-12-01
Full Text Available Optimal goodness–of–fit procedures for multistate models are new. Drawing a parallel with the corresponding single–state procedures, we present their singularities and show how the overall test can be decomposed into interpretable components. All theoretical developments are illustrated with an application to the now classical study of movements of Canada geese between wintering sites. Through this application, we exemplify how the interpretable components give insight into the data, leading eventually to the choice of an appropriate general model but also sometimes to the invalidation of the multistate models as a whole. The method for computing a corrective overdispersion factor is then mentioned. We also take the opportunity to try to demystify some statistical notions like that of Minimal Sufficient Statistics by introducing them intuitively. We conclude that these tests should be considered an important part of the analysis itself, contributing in ways that the parametric modelling cannot always do to the understanding of the data.
Catalytic cracking models developed for predictive control purposes
Directory of Open Access Journals (Sweden)
Dag Ljungqvist
1993-04-01
Full Text Available The paper deals with state-space modeling issues in the context of model-predictive control, with application to catalytic cracking. Emphasis is placed on model establishment, verification and online adjustment. Both the Fluid Catalytic Cracking (FCC and the Residual Catalytic Cracking (RCC units are discussed. Catalytic cracking units involve complex interactive processes which are difficult to operate and control in an economically optimal way. The strong nonlinearities of the FCC process mean that the control calculation should be based on a nonlinear model with the relevant constraints included. However, the model can be simple compared to the complexity of the catalytic cracking plant. Model validity is ensured by a robust online model adjustment strategy. Model-predictive control schemes based on linear convolution models have been successfully applied to the supervisory dynamic control of catalytic cracking units, and the control can be further improved by the SSPC scheme.
Beekhuizen, Johan
2014-01-01
One of the key challenges in environmental epidemiology is the exposure assessment of large populations. Spatial exposure models have been developed that predict exposure to the pollutant of interest for large study sizes. However, the validity of these exposure models is often unknown. In this thes
Ground vibrations due to pile and sheet pile driving : prediction models of today
Deckner, Fanny; Viking, Kenneth; Hintze, Staffan
2012-01-01
As part of aconstruction work pile and sheet pile driving unavoidably generates vibrations.As of today construction works are often located in urban areas and along withsociety’s increasing concern of environmental impact the need for vibrationprediction prior to construction is of immediate interest. This study presents a review of the predictionmodels existing today. For prediction of ground vibrations from pile and sheetpile driving there are roughly three different types of models; empiri...
Yun Chen; Hui Yang
2016-01-01
In the era of big data, there are increasing interests on clustering variables for the minimization of data redundancy and the maximization of variable relevancy. Existing clustering methods, however, depend on nontrivial assumptions about the data structure. Note that nonlinear interdependence among variables poses significant challenges on the traditional framework of predictive modeling. In the present work, we reformulate the problem of variable clustering from an information theoretic pe...
Technical note: A linear model for predicting δ13 Cprotein.
Pestle, William J; Hubbe, Mark; Smith, Erin K; Stevenson, Joseph M
2015-08-01
Development of a model for the prediction of δ(13) Cprotein from δ(13) Ccollagen and Δ(13) Cap-co . Model-generated values could, in turn, serve as "consumer" inputs for multisource mixture modeling of paleodiet. Linear regression analysis of previously published controlled diet data facilitated the development of a mathematical model for predicting δ(13) Cprotein (and an experimentally generated error term) from isotopic data routinely generated during the analysis of osseous remains (δ(13) Cco and Δ(13) Cap-co ). Regression analysis resulted in a two-term linear model (δ(13) Cprotein (%) = (0.78 × δ(13) Cco ) - (0.58× Δ(13) Cap-co ) - 4.7), possessing a high R-value of 0.93 (r(2) = 0.86, P < 0.01), and experimentally generated error terms of ±1.9% for any predicted individual value of δ(13) Cprotein . This model was tested using isotopic data from Formative Period individuals from northern Chile's Atacama Desert. The model presented here appears to hold significant potential for the prediction of the carbon isotope signature of dietary protein using only such data as is routinely generated in the course of stable isotope analysis of human osseous remains. These predicted values are ideal for use in multisource mixture modeling of dietary protein source contribution. © 2015 Wiley Periodicals, Inc.
Traffic Prediction Scheme based on Chaotic Models in Wireless Networks
Directory of Open Access Journals (Sweden)
Xiangrong Feng
2013-09-01
Full Text Available Based on the local support vector algorithm of chaotic time series analysis, the Hannan-Quinn information criterion and SAX symbolization are introduced. Then a novel prediction algorithm is proposed, which is successfully applied to the prediction of wireless network traffic. For the correct prediction problems of short-term flow with smaller data set size, the weakness of the algorithms during model construction is analyzed by study and comparison to LDK prediction algorithm. It is verified the Hannan-Quinn information principle can be used to calculate the number of neighbor points to replace pervious empirical method, which uses the number of neighbor points to acquire more accurate prediction model. Finally, actual flow data is applied to confirm the accuracy rate of the proposed algorithm LSDHQ. It is testified by our experiments that it also has higher performance in adaptability than that of LSDHQ algorithm.
Toward a predictive model for elastomer seals
Molinari, Nicola; Khawaja, Musab; Sutton, Adrian; Mostofi, Arash
Nitrile butadiene rubber (NBR) and hydrogenated-NBR (HNBR) are widely used elastomers, especially as seals in oil and gas applications. During exposure to well-hole conditions, ingress of gases causes degradation of performance, including mechanical failure. We use computer simulations to investigate this problem at two different length and time-scales. First, we study the solubility of gases in the elastomer using a chemically-inspired description of HNBR based on the OPLS all-atom force-field. Starting with a model of NBR, C=C double bonds are saturated with either hydrogen or intramolecular cross-links, mimicking the hydrogenation of NBR to form HNBR. We validate against trends for the mass density and glass transition temperature for HNBR as a function of cross-link density, and for NBR as a function of the fraction of acrylonitrile in the copolymer. Second, we study mechanical behaviour using a coarse-grained model that overcomes some of the length and time-scale limitations of an all-atom approach. Nanoparticle fillers added to the elastomer matrix to enhance mechanical response are also included. Our initial focus is on understanding the mechanical properties at the elevated temperatures and pressures experienced in well-hole conditions.
Using a Prediction Model to Manage Cyber Security Threats
Directory of Open Access Journals (Sweden)
Venkatesh Jaganathan
2015-01-01
Full Text Available Cyber-attacks are an important issue faced by all organizations. Securing information systems is critical. Organizations should be able to understand the ecosystem and predict attacks. Predicting attacks quantitatively should be part of risk management. The cost impact due to worms, viruses, or other malicious software is significant. This paper proposes a mathematical model to predict the impact of an attack based on significant factors that influence cyber security. This model also considers the environmental information required. It is generalized and can be customized to the needs of the individual organization.
Using a Prediction Model to Manage Cyber Security Threats.
Jaganathan, Venkatesh; Cherurveettil, Priyesh; Muthu Sivashanmugam, Premapriya
2015-01-01
Cyber-attacks are an important issue faced by all organizations. Securing information systems is critical. Organizations should be able to understand the ecosystem and predict attacks. Predicting attacks quantitatively should be part of risk management. The cost impact due to worms, viruses, or other malicious software is significant. This paper proposes a mathematical model to predict the impact of an attack based on significant factors that influence cyber security. This model also considers the environmental information required. It is generalized and can be customized to the needs of the individual organization.
Active diagnosis of hybrid systems - A model predictive approach
DEFF Research Database (Denmark)
Tabatabaeipour, Seyed Mojtaba; Ravn, Anders P.; Izadi-Zamanabadi, Roozbeh;
2009-01-01
A method for active diagnosis of hybrid systems is proposed. The main idea is to predict the future output of both normal and faulty model of the system; then at each time step an optimization problem is solved with the objective of maximizing the difference between the predicted normal and faulty...... outputs constrained by tolerable performance requirements. As in standard model predictive control, the first element of the optimal input is applied to the system and the whole procedure is repeated until the fault is detected by a passive diagnoser. It is demonstrated how the generated excitation signal...
Aero-acoustic noise of wind turbines. Noise prediction models
Energy Technology Data Exchange (ETDEWEB)
Maribo Pedersen, B. [ed.
1997-12-31
Semi-empirical and CAA (Computational AeroAcoustics) noise prediction techniques are the subject of this expert meeting. The meeting presents and discusses models and methods. The meeting may provide answers to the following questions: What Noise sources are the most important? How are the sources best modeled? What needs to be done to do better predictions? Does it boil down to correct prediction of the unsteady aerodynamics around the rotor? Or is the difficult part to convert the aerodynamics into acoustics? (LN)
Model Predictive Control of a Wave Energy Converter
DEFF Research Database (Denmark)
Andersen, Palle; Pedersen, Tom Søndergård; Nielsen, Kirsten Mølgaard;
2015-01-01
In this paper reactive control and Model Predictive Control (MPC) for a Wave Energy Converter (WEC) are compared. The analysis is based on a WEC from Wave Star A/S designed as a point absorber. The model predictive controller uses wave models based on the dominating sea states combined with a model...... connecting undisturbed wave sequences to sequences of torque. Losses in the conversion from mechanical to electrical power are taken into account in two ways. Conventional reactive controllers are tuned for each sea state with the assumption that the converter has the same efficiency back and forth. MPC...
Modelling and prediction of non-stationary optical turbulence behaviour
Doelman, Niek; Osborn, James
2016-07-01
There is a strong need to model the temporal fluctuations in turbulence parameters, for instance for scheduling, simulation and prediction purposes. This paper aims at modelling the dynamic behaviour of the turbulence coherence length r0, utilising measurement data from the Stereo-SCIDAR instrument installed at the Isaac Newton Telescope at La Palma. Based on an estimate of the power spectral density function, a low order stochastic model to capture the temporal variability of r0 is proposed. The impact of this type of stochastic model on the prediction of the coherence length behaviour is shown.
Research on Drag Torque Prediction Model for the Wet Clutches
Institute of Scientific and Technical Information of China (English)
无
2008-01-01
Considering the surface tension effect and centrifugal effect, a mathematical model based on Reynolds equation for predicting the drag torque of disengage wet clutches is presented. The model indicates that the equivalent radius is a function of clutch speed and flow rate. The drag torque achieves its peak at a critical speed. Above this speed, drag torque drops due to the shrinking of the oil film. The model also points out that viscosity and flow rate effects on drag torque. Experimental results indicate that the model is reasonable and it performs well for predicting the drag torque peak.
Directory of Open Access Journals (Sweden)
Hedrih Vladimir
2016-01-01
Full Text Available The aim of this study was to validate Holland’s hexagonal and Tracey’s spherical model of vocational interests in young adults in Serbia and Bulgaria. To this end, 1250 participants, 560 from Serbia and 690 from Bulgaria, filled in Serbian and Bulgarian versions of the Personal Globe Inventory (PGI, Tracey, 2002. Hubert and Arabie’s randomization test of hypothetical orders, multidimensional scaling with fixed coordinates, Myors test and exploratory factor analysis were used. The results showed that the hexagonal and spherical models well explained the structure of vocational interests in both samples. The level of fit of the hexagonal model to the data obtained by using the PGI was generally higher than those established in the studies that used other Holland-based instruments. Furthermore, the levels of fit of both hexagonal and spherical model were in the same range like those obtained in previous studies in other countries. The results also pointed out a remarkable similarity in the structure of vocational interests in the Bulgarian and Serbian samples. [Projekat Ministarstva nauke Republike Srbije, br. 179002
Model output statistics applied to wind power prediction
Energy Technology Data Exchange (ETDEWEB)
Joensen, A.; Giebel, G.; Landberg, L. [Risoe National Lab., Roskilde (Denmark); Madsen, H.; Nielsen, H.A. [The Technical Univ. of Denmark, Dept. of Mathematical Modelling, Lyngby (Denmark)
1999-03-01
Being able to predict the output of a wind farm online for a day or two in advance has significant advantages for utilities, such as better possibility to schedule fossil fuelled power plants and a better position on electricity spot markets. In this paper prediction methods based on Numerical Weather Prediction (NWP) models are considered. The spatial resolution used in NWP models implies that these predictions are not valid locally at a specific wind farm. Furthermore, due to the non-stationary nature and complexity of the processes in the atmosphere, and occasional changes of NWP models, the deviation between the predicted and the measured wind will be time dependent. If observational data is available, and if the deviation between the predictions and the observations exhibits systematic behavior, this should be corrected for; if statistical methods are used, this approaches is usually referred to as MOS (Model Output Statistics). The influence of atmospheric turbulence intensity, topography, prediction horizon length and auto-correlation of wind speed and power is considered, and to take the time-variations into account, adaptive estimation methods are applied. Three estimation techniques are considered and compared, Extended Kalman Filtering, recursive least squares and a new modified recursive least squares algorithm. (au) EU-JOULE-3. 11 refs.
Development and application of chronic disease risk prediction models.
Oh, Sun Min; Stefani, Katherine M; Kim, Hyeon Chang
2014-07-01
Currently, non-communicable chronic diseases are a major cause of morbidity and mortality worldwide, and a large proportion of chronic diseases are preventable through risk factor management. However, the prevention efficacy at the individual level is not yet satisfactory. Chronic disease prediction models have been developed to assist physicians and individuals in clinical decision-making. A chronic disease prediction model assesses multiple risk factors together and estimates an absolute disease risk for the individual. Accurate prediction of an individual's future risk for a certain disease enables the comparison of benefits and risks of treatment, the costs of alternative prevention strategies, and selection of the most efficient strategy for the individual. A large number of chronic disease prediction models, especially targeting cardiovascular diseases and cancers, have been suggested, and some of them have been adopted in the clinical practice guidelines and recommendations of many countries. Although few chronic disease prediction tools have been suggested in the Korean population, their clinical utility is not as high as expected. This article reviews methodologies that are commonly used for developing and evaluating a chronic disease prediction model and discusses the current status of chronic disease prediction in Korea.
Evaluation of burst pressure prediction models for line pipes
Energy Technology Data Exchange (ETDEWEB)
Zhu, Xian-Kui, E-mail: zhux@battelle.org [Battelle Memorial Institute, 505 King Avenue, Columbus, OH 43201 (United States); Leis, Brian N. [Battelle Memorial Institute, 505 King Avenue, Columbus, OH 43201 (United States)
2012-01-15
Accurate prediction of burst pressure plays a central role in engineering design and integrity assessment of oil and gas pipelines. Theoretical and empirical solutions for such prediction are evaluated in this paper relative to a burst pressure database comprising more than 100 tests covering a variety of pipeline steel grades and pipe sizes. Solutions considered include three based on plasticity theory for the end-capped, thin-walled, defect-free line pipe subjected to internal pressure in terms of the Tresca, von Mises, and ZL (or Zhu-Leis) criteria, one based on a cylindrical instability stress (CIS) concept, and a large group of analytical and empirical models previously evaluated by Law and Bowie (International Journal of Pressure Vessels and Piping, 84, 2007: 487-492). It is found that these models can be categorized into either a Tresca-family or a von Mises-family of solutions, except for those due to Margetson and Zhu-Leis models. The viability of predictions is measured via statistical analyses in terms of a mean error and its standard deviation. Consistent with an independent parallel evaluation using another large database, the Zhu-Leis solution is found best for predicting burst pressure, including consideration of strain hardening effects, while the Tresca strength solutions including Barlow, Maximum shear stress, Turner, and the ASME boiler code provide reasonably good predictions for the class of line-pipe steels with intermediate strain hardening response. - Highlights: Black-Right-Pointing-Pointer This paper evaluates different burst pressure prediction models for line pipes. Black-Right-Pointing-Pointer The existing models are categorized into two major groups of Tresca and von Mises solutions. Black-Right-Pointing-Pointer Prediction quality of each model is assessed statistically using a large full-scale burst test database. Black-Right-Pointing-Pointer The Zhu-Leis solution is identified as the best predictive model.
Outcome Prediction in Mathematical Models of Immune Response to Infection.
Directory of Open Access Journals (Sweden)
Manuel Mai
Full Text Available Clinicians need to predict patient outcomes with high accuracy as early as possible after disease inception. In this manuscript, we show that patient-to-patient variability sets a fundamental limit on outcome prediction accuracy for a general class of mathematical models for the immune response to infection. However, accuracy can be increased at the expense of delayed prognosis. We investigate several systems of ordinary differential equations (ODEs that model the host immune response to a pathogen load. Advantages of systems of ODEs for investigating the immune response to infection include the ability to collect data on large numbers of 'virtual patients', each with a given set of model parameters, and obtain many time points during the course of the infection. We implement patient-to-patient variability v in the ODE models by randomly selecting the model parameters from distributions with coefficients of variation v that are centered on physiological values. We use logistic regression with one-versus-all classification to predict the discrete steady-state outcomes of the system. We find that the prediction algorithm achieves near 100% accuracy for v = 0, and the accuracy decreases with increasing v for all ODE models studied. The fact that multiple steady-state outcomes can be obtained for a given initial condition, i.e. the basins of attraction overlap in the space of initial conditions, limits the prediction accuracy for v > 0. Increasing the elapsed time of the variables used to train and test the classifier, increases the prediction accuracy, while adding explicit external noise to the ODE models decreases the prediction accuracy. Our results quantify the competition between early prognosis and high prediction accuracy that is frequently encountered by clinicians.
Development of Interpretable Predictive Models for BPH and Prostate Cancer
Bermejo, Pablo; Vivo, Alicia; Tárraga, Pedro J; Rodríguez-Montes, JA
2015-01-01
BACKGROUND Traditional methods for deciding whether to recommend a patient for a prostate biopsy are based on cut-off levels of stand-alone markers such as prostate-specific antigen (PSA) or any of its derivatives. However, in the last decade we have seen the increasing use of predictive models that combine, in a non-linear manner, several predictives that are better able to predict prostate cancer (PC), but these fail to help the clinician to distinguish between PC and benign prostate hyperplasia (BPH) patients. We construct two new models that are capable of predicting both PC and BPH. METHODS An observational study was performed on 150 patients with PSA ≥3 ng/mL and age >50 years. We built a decision tree and a logistic regression model, validated with the leave-one-out methodology, in order to predict PC or BPH, or reject both. RESULTS Statistical dependence with PC and BPH was found for prostate volume (P-value < 0.001), PSA (P-value < 0.001), international prostate symptom score (IPSS; P-value < 0.001), digital rectal examination (DRE; P-value < 0.001), age (P-value < 0.002), antecedents (P-value < 0.006), and meat consumption (P-value < 0.08). The two predictive models that were constructed selected a subset of these, namely, volume, PSA, DRE, and IPSS, obtaining an area under the ROC curve (AUC) between 72% and 80% for both PC and BPH prediction. CONCLUSION PSA and volume together help to build predictive models that accurately distinguish among PC, BPH, and patients without any of these pathologies. Our decision tree and logistic regression models outperform the AUC obtained in the compared studies. Using these models as decision support, the number of unnecessary biopsies might be significantly reduced. PMID:25780348
Model Predictive Control of Wind Turbines
DEFF Research Database (Denmark)
Henriksen, Lars Christian
the need for maintenance of the wind turbine. Either way, better total-cost-of-ownership for wind turbine operators can be achieved by improved control of the wind turbines. Wind turbine control can be improved in two ways, by improving the model on which the controller bases its design or by improving......Wind turbines play a major role in the transformation from a fossil fuel based energy production to a more sustainable production of energy. Total-cost-of-ownership is an important parameter when investors decide in which energy technology they should place their capital. Modern wind turbines...... are controlled by pitching the blades and by controlling the electro-magnetic torque of the generator, thus slowing the rotation of the blades. Improved control of wind turbines, leading to reduced fatigue loads, can be exploited by using less materials in the construction of the wind turbine or by reducing...
Numerical modeling capabilities to predict repository performance
Energy Technology Data Exchange (ETDEWEB)
1979-09-01
This report presents a summary of current numerical modeling capabilities that are applicable to the design and performance evaluation of underground repositories for the storage of nuclear waste. The report includes codes that are available in-house, within Golder Associates and Lawrence Livermore Laboratories; as well as those that are generally available within the industry and universities. The first listing of programs are in-house codes in the subject areas of hydrology, solute transport, thermal and mechanical stress analysis, and structural geology. The second listing of programs are divided by subject into the following categories: site selection, structural geology, mine structural design, mine ventilation, hydrology, and mine design/construction/operation. These programs are not specifically designed for use in the design and evaluation of an underground repository for nuclear waste; but several or most of them may be so used.
Constrained model predictive control, state estimation and coordination
Yan, Jun
In this dissertation, we study the interaction between the control performance and the quality of the state estimation in a constrained Model Predictive Control (MPC) framework for systems with stochastic disturbances. This consists of three parts: (i) the development of a constrained MPC formulation that adapts to the quality of the state estimation via constraints; (ii) the application of such a control law in a multi-vehicle formation coordinated control problem in which each vehicle operates subject to a no-collision constraint posed by others' imperfect prediction computed from finite bit-rate, communicated data; (iii) the design of the predictors and the communication resource assignment problem that satisfy the performance requirement from Part (ii). Model Predictive Control (MPC) is of interest because it is one of the few control design methods which preserves standard design variables and yet handles constraints. MPC is normally posed as a full-state feedback control and is implemented in a certainty-equivalence fashion with best estimates of the states being used in place of the exact state. However, if the state constraints were handled in the same certainty-equivalence fashion, the resulting control law could drive the real state to violate the constraints frequently. Part (i) focuses on exploring the inclusion of state estimates into the constraints. It does this by applying constrained MPC to a system with stochastic disturbances. The stochastic nature of the problem requires re-posing the constraints in a probabilistic form. In Part (ii), we consider applying constrained MPC as a local control law in a coordinated control problem of a group of distributed autonomous systems. Interactions between the systems are captured via constraints. First, we inspect the application of constrained MPC to a completely deterministic case. Formation stability theorems are derived for the subsystems and conditions on the local constraint set are derived in order to
Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest
Bao, Qunfang; Chen, Si; Liu, Guimei; Li, Shenghong
2010-01-01
The price of financial derivative with unilateral counterparty credit risk can be expressed as the price of an otherwise risk-free derivative minus a credit value adjustment(CVA) component that can be seen as shorting a call option, which is exercised upon default of counterparty, on MtM of the derivative. Therefore, modeling volatility of MtM and default time of counterparty is key to quantification of counterparty risk. This paper models default times of counterparty and reference with a pa...
A Novel Adaptive Grey Verhulst Model for Network Security Situation Prediction
Directory of Open Access Journals (Sweden)
Yu-Beng Leau
2016-01-01
Full Text Available Recently, researchers have shown an increased interest in predicting the situation of incoming security situation for organization’s network. Many prediction models have been produced for this purpose, but many of these models have various limitations in practical applications. In addition, literature shows that far too little attention has been paid in utilizing the grey Verhulst model predicting network security situation although it has demonstrated satisfactory results in other fields. By considering the nature of intrusion attacks and shortcomings of traditional grey Verhulst model, this paper puts forward an adaptive grey Verhust model with adjustable generation sequence to improve the prediction accuracy. The proposed model employs the combination methods of Trapezoidal rule and Simpson’s 1/3rd rule to obtain the background value in grey differential equation which will directly influence the forecast result. In order to verify the performance of the proposed model, benchmarked datasets, DARPA 1999 and 2000 have been used to highlight the efficacy of the proposed model. The results show that the proposed adaptive grey Verhulst surpassed GM(1,1 and traditional grey Verhulst in forecasting incoming security situation in a network.
Comparison of Linear Prediction Models for Audio Signals
Directory of Open Access Journals (Sweden)
2009-03-01
Full Text Available While linear prediction (LP has become immensely popular in speech modeling, it does not seem to provide a good approach for modeling audio signals. This is somewhat surprising, since a tonal signal consisting of a number of sinusoids can be perfectly predicted based on an (all-pole LP model with a model order that is twice the number of sinusoids. We provide an explanation why this result cannot simply be extrapolated to LP of audio signals. If noise is taken into account in the tonal signal model, a low-order all-pole model appears to be only appropriate when the tonal components are uniformly distributed in the Nyquist interval. Based on this observation, different alternatives to the conventional LP model can be suggested. Either the model should be changed to a pole-zero, a high-order all-pole, or a pitch prediction model, or the conventional LP model should be preceded by an appropriate frequency transform, such as a frequency warping or downsampling. By comparing these alternative LP models to the conventional LP model in terms of frequency estimation accuracy, residual spectral flatness, and perceptual frequency resolution, we obtain several new and promising approaches to LP-based audio modeling.
Comparison of Linear Prediction Models for Audio Signals
Directory of Open Access Journals (Sweden)
van Waterschoot Toon
2008-01-01
Full Text Available While linear prediction (LP has become immensely popular in speech modeling, it does not seem to provide a good approach for modeling audio signals. This is somewhat surprising, since a tonal signal consisting of a number of sinusoids can be perfectly predicted based on an (all-pole LP model with a model order that is twice the number of sinusoids. We provide an explanation why this result cannot simply be extrapolated to LP of audio signals. If noise is taken into account in the tonal signal model, a low-order all-pole model appears to be only appropriate when the tonal components are uniformly distributed in the Nyquist interval. Based on this observation, different alternatives to the conventional LP model can be suggested. Either the model should be changed to a pole-zero, a high-order all-pole, or a pitch prediction model, or the conventional LP model should be preceded by an appropriate frequency transform, such as a frequency warping or downsampling. By comparing these alternative LP models to the conventional LP model in terms of frequency estimation accuracy, residual spectral flatness, and perceptual frequency resolution, we obtain several new and promising approaches to LP-based audio modeling.
Hidden Markov models for prediction of protein features
DEFF Research Database (Denmark)
Bystroff, Christopher; Krogh, Anders
2008-01-01
Hidden Markov Models (HMMs) are an extremely versatile statistical representation that can be used to model any set of one-dimensional discrete symbol data. HMMs can model protein sequences in many ways, depending on what features of the protein are represented by the Markov states. For protein...... structure prediction, states have been chosen to represent either homologous sequence positions, local or secondary structure types, or transmembrane locality. The resulting models can be used to predict common ancestry, secondary or local structure, or membrane topology by applying one of the two standard...... algorithms for comparing a sequence to a model. In this chapter, we review those algorithms and discuss how HMMs have been constructed and refined for the purpose of protein structure prediction....
Modelling of physical properties - databases, uncertainties and predictive power
DEFF Research Database (Denmark)
Gani, Rafiqul
Physical and thermodynamic property in the form of raw data or estimated values for pure compounds and mixtures are important pre-requisites for performing tasks such as, process design, simulation and optimization; computer aided molecular/mixture (product) design; and, product-process analysis...... connectivity approach. The development of these models requires measured property data and based on them, the regression of model parameters is performed. Although this class of models is empirical by nature, they do allow extrapolation from the regressed model parameters to predict properties of chemicals...... not included in the measured data-set. Therefore, they are also considered as predictive models. The paper will highlight different issues/challenges related to the role of the databases and the mathematical and thermodynamic consistency of the measured/estimated data, the predictive nature of the developed...
Modeling, Prediction, and Control of Heating Temperature for Tube Billet
Directory of Open Access Journals (Sweden)
Yachun Mao
2015-01-01
Full Text Available Annular furnaces have multivariate, nonlinear, large time lag, and cross coupling characteristics. The prediction and control of the exit temperature of a tube billet are important but difficult. We establish a prediction model for the final temperature of a tube billet through OS-ELM-DRPLS method. We address the complex production characteristics, integrate the advantages of PLS and ELM algorithms in establishing linear and nonlinear models, and consider model update and data lag. Based on the proposed model, we design a prediction control algorithm for tube billet temperature. The algorithm is validated using the practical production data of Baosteel Co., Ltd. Results show that the model achieves the precision required in industrial applications. The temperature of the tube billet can be controlled within the required temperature range through compensation control method.
Predicting artificailly drained areas by means of selective model ensemble
DEFF Research Database (Denmark)
Møller, Anders Bjørn; Beucher, Amélie; Iversen, Bo Vangsø
. The approaches employed include decision trees, discriminant analysis, regression models, neural networks and support vector machines amongst others. Several models are trained with each method, using variously the original soil covariates and principal components of the covariates. With a large ensemble...... out since the mid-19th century, and it has been estimated that half of the cultivated area is artificially drained (Olesen, 2009). A number of machine learning approaches can be used to predict artificially drained areas in geographic space. However, instead of choosing the most accurate model....... The study aims firstly to train a large number of models to predict the extent of artificially drained areas using various machine learning approaches. Secondly, the study will develop a method for selecting the models, which give a good prediction of artificially drained areas, when used in conjunction...
Experimental study on prediction model for maximum rebound ratio
Institute of Scientific and Technical Information of China (English)
LEI Wei-dong; TENG Jun; A.HEFNY; ZHAO Jian; GUAN Jiong
2007-01-01
The proposed prediction model for estimating the maximum rebound ratio was applied to a field explosion test, Mandai test in Singapore.The estimated possible maximum Deak particle velocities(PPVs)were compared with the field records.Three of the four available field-recorded PPVs lie exactly below the estimated possible maximum values as expected.while the fourth available field-recorded PPV lies close to and a bit higher than the estimated maximum possible PPV The comparison results show that the predicted PPVs from the proposed prediction model for the maximum rebound ratio match the field.recorded PPVs better than those from two empirical formulae.The very good agreement between the estimated and field-recorded values validates the proposed prediction model for estimating PPV in a rock mass with a set of ipints due to application of a two dimensional compressional wave at the boundary of a tunnel or a borehole.
Groundwater Level Prediction using M5 Model Trees
Nalarajan, Nitha Ayinippully; Mohandas, C.
2015-01-01
Groundwater is an important resource, readily available and having high economic value and social benefit. Recently, it had been considered a dependable source of uncontaminated water. During the past two decades, increased rate of extraction and other greedy human actions have resulted in the groundwater crisis, both qualitatively and quantitatively. Under prevailing circumstances, the availability of predicted groundwater levels increase the importance of this valuable resource, as an aid in the planning of groundwater resources. For this purpose, data-driven prediction models are widely used in the present day world. M5 model tree (MT) is a popular soft computing method emerging as a promising method for numeric prediction, producing understandable models. The present study discusses the groundwater level predictions using MT employing only the historical groundwater levels from a groundwater monitoring well. The results showed that MT can be successively used for forecasting groundwater levels.
A Fusion Model for CPU Load Prediction in Cloud Computing
Directory of Open Access Journals (Sweden)
Dayu Xu
2013-11-01
Full Text Available Load prediction plays a key role in cost-optimal resource allocation and datacenter energy saving. In this paper, we use real-world traces from Cloud platform and propose a fusion model to forecast the future CPU loads. First, long CPU load time series data are divided into short sequences with same length from the historical data on the basis of cloud control cycle. Then we use kernel fuzzy c-means clustering algorithm to put the subsequences into different clusters. For each cluster, with current load sequence, a genetic algorithm optimized wavelet Elman neural network prediction model is exploited to predict the CPU load in next time interval. Finally, we obtain the optimal cloud computing CPU load prediction results from the cluster and its corresponding predictor with minimum forecasting error. Experimental results show that our algorithm performs better than other models reported in previous works.