Bayesian model selection for time series using Markov chain Monte Carlo

We present a stochastic simulation technique for subset selection in time series models, based on the use of indicator variables with the Gibbs sampler within a hierarchical Bayesian framework. As an example, the method is applied to the selection of subset linear AR models, in which only significant lags are included. Joint sampling of the indicators and parameters is found to speed convergence. We discuss the possibility of model mixing where the model is not well determined by the data, and the extension of the approach to include non-linear model terms.

Towards probabilistic performance metrics for climate change impact studies

This paper explores the current state-of-the-art in performance indicators and use of probabilistic approaches used in climate change impact studies. It presents a critical review of recent publications in this field, focussing on (1) metrics for energy use for heating and cooling, emissions, overheating and high-level performance aspects, and (2) uptake of uncertainty and risk analysis. This is followed by a case study, which is used to explore some of the contextual issues around the broader uptake of climate change impact studies in practice. The work concludes that probabilistic predictions of the impact of climate change are feasible, but only based on strict and explicitly stated assumptions. © 2011 Elsevier B.V. All rights reserved.

Application of the multi-objective Alliance algorithm to a benchmark aerodynamic optimization problem

This paper introduces a new version of the multiobjective Alliance Algorithm (MOAA) applied to the optimization of the NACA 0012 airfoil section, for minimization of drag and maximization of lift coefficients, based on eight section shape parameters. Two software packages are used: XFoil which evaluates each new candidate airfoil section in terms of its aerodynamic efficiency, and a Free-Form Deformation tool to manage the section geometry modifications. Two versions of the problem are formulated with different design variable bounds. The performance of this approach is compared, using two indicators and a statistical test, with that obtained using NSGA-II and multi-objective Tabu Search (MOTS) to guide the optimization. The results show that the MOAA outperforms MOTS and obtains comparable results with NSGA-II on the first problem, while in the other case NSGA-II is not able to find feasible solutions and the MOAA is able to outperform MOTS. © 2013 IEEE.

Structuring technological information for technology roadmapping: Data mining approach

Most research on technology roadmapping has focused on its practical applications and the development of methods to enhance its operational process. Thus, despite a demand for well-supported, systematic information, little attention has been paid to how/which information can be utilised in technology roadmapping. Therefore, this paper aims at proposing a methodology to structure technological information in order to facilitate the process. To this end, eight methods are suggested to provide useful information for technology roadmapping: summary, information extraction, clustering, mapping, navigation, linking, indicators and comparison. This research identifies the characteristics of significant data that can potentially be used in roadmapping, and presents an approach to extracting important information from such raw data through various data mining techniques including text mining, multi-dimensional scaling and K-means clustering. In addition, this paper explains how this approach can be applied in each step of roadmapping. The proposed approach is applied to develop a roadmap of radio-frequency identification (RFID) technology to illustrate the process practically. © 2013 © 2013 Taylor & Francis.