Simulation-based density estimation for time series using covariate data

This paper proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications.

Optimal HMM filtering and decision feedback equalisation for differential encoded transmission systems

In this paper conditional hidden Markov model (HMM) filters and conditional Kalman filters (KF) are coupled together to improve demodulation of differential encoded signals in noisy fading channels. We present an indicator matrix representation for differential encoded signals and the optimal HMM filter for demodulation. The filter requires O(N3) calculations per time iteration, where N is the number of message symbols. Decision feedback equalisation is investigated via coupling the optimal HMM filter for estimating the message, conditioned on estimates of the channel parameters, and a KF for estimating the channel states, conditioned on soft information message estimates. The particular differential encoding scheme examined in this paper is differential phase shift keying. However, the techniques developed can be extended to other forms of differential modulation. The channel model we use allows for multiplicative channel distortions and additive white Gaussian noise. Simulation studies are also presented.

Regulatory focus moderates the relationship between task control and physiological and psychological markers of stress : a work simulation study

This experiment examined whether trait regulatory focus moderates the effects of task control on stress reactions during a demanding work simulation. Regulatory focus describes two ways in which individuals self-regulate toward desired goals: promotion and prevention. As highly promotion-focused individuals are oriented toward growth and challenge, it was expected that they would show better adaptation to demanding work under high task control. In contrast, as highly prevention-focused individuals are oriented toward safety and responsibility they were expected to show better adaptation under low task control. Participants (N = 110) completed a measure of trait regulatory focus and then three trials of a demanding inbox activity under either low, neutral, or high task control. Heart rate variability (HRV), affective reactions (anxiety & task dissatisfaction), and task performance were measured at each trial. As predicted, highly promotion-focused individuals found high (compared to neutral) task control stress-buffering for performance. Moreover, highly prevention-focused individuals found high (compared to low) task control stress-exacerbating for dissatisfaction. In addition, highly prevention-focused individuals found low task control stress-buffering for dissatisfaction, performance, and HRV. However, these effects of low task control for highly prevention-focused individuals depended on their promotion focus.

Rethinking the value of simulation methods in the information systems research field : a call for reconstructing contribution for a broader audience

The impact of simulation methods for social research in the Information Systems (IS) research field remains low. A concern is our field is inadequately leveraging the unique strengths of simulation methods. Although this low impact is frequently attributed to methodological complexity, we offer an alternative explanation – the poor construction of research value. We argue a more intuitive value construction, better connected to the knowledge base, will facilitate increased value and broader appreciation. Meta-analysis of studies published in IS journals over the last decade evidences the low impact. To facilitate value construction, we synthesize four common types of simulation research contribution: Analyzer, Tester, Descriptor, and Theorizer. To illustrate, we employ the proposed typology to describe how each type of value is structured in simulation research and connect each type to instances from IS literature, thereby making these value types and their construction visible and readily accessible to the general IS community.

A Gaussian pseudolikelihood approach for quantile regression with repeated measurements

To enhance the efficiency of regression parameter estimation by modeling the correlation structure of correlated binary error terms in quantile regression with repeated measurements, we propose a Gaussian pseudolikelihood approach for estimating correlation parameters and selecting the most appropriate working correlation matrix simultaneously. The induced smoothing method is applied to estimate the covariance of the regression parameter estimates, which can bypass density estimation of the errors. Extensive numerical studies indicate that the proposed method performs well in selecting an accurate correlation structure and improving regression parameter estimation efficiency. The proposed method is further illustrated by analyzing a dental dataset.

Building energy simulation and parallel computing : opportunities and challenges

Increased focus on energy cost savings and carbon footprint reduction efforts improved the visibility of building energy simulation, which became a mandatory requirement of several building rating systems. Despite developments in building energy simulation algorithms and user interfaces, there are some major challenges associated with building energy simulation; an important one is the computational demands and processing time. In this paper, we analyze the opportunities and challenges associated with this topic while executing a set of 275 parametric energy models simultaneously in EnergyPlus using a High Performance Computing (HPC) cluster. Successful parallel computing implementation of building energy simulations will not only improve the time necessary to get the results and enable scenario development for different design considerations, but also might enable Dynamic-Building Information Modeling (BIM) integration and near real-time decision-making. This paper concludes with the discussions on future directions and opportunities associated with building energy modeling simulations.

Pre-processing for approximate Bayesian computation in image analysis

Most of the existing algorithms for approximate Bayesian computation (ABC) assume that it is feasible to simulate pseudo-data from the model at each iteration. However, the computational cost of these simulations can be prohibitive for high dimensional data. An important example is the Potts model, which is commonly used in image analysis. Images encountered in real world applications can have millions of pixels, therefore scalability is a major concern. We apply ABC with a synthetic likelihood to the hidden Potts model with additive Gaussian noise. Using a pre-processing step, we fit a binding function to model the relationship between the model parameters and the synthetic likelihood parameters. Our numerical experiments demonstrate that the precomputed binding function dramatically improves the scalability of ABC, reducing the average runtime required for model fitting from 71 hours to only 7 minutes. We also illustrate the method by estimating the smoothing parameter for remotely sensed satellite imagery. Without precomputation, Bayesian inference is impractical for datasets of that scale.

Dynamic simulation of CFRP strengthened steel column under impact loading

Carbon fibre reinforced polymer (CFRP) strengthening of metallic structures under static loading has shown great potential in the recent years. However, steel structures are often experienced natural (e.g. earthquake, wind) as well as man-made (e.g. vehicular impact, blast) dynamic loading. Therefore, there is a growing interest among the researchers to investigate the capability of CFRP strengthened members under such dynamic conditions. This study focuses on the finite element (FE) numerical modelling and simulation of CFRP strengthened steel column under transverse impact loading to predict the behaviour and failure modes. Impact simulation process and the CFRP strengthened steel column are validated with the existing experimental results in literature. The validated FE model of CFRP strengthened steel column is then further used to investigate the effects of transverse impact loading on its structural performance. The results are presented in terms of transvers e impact force, lateral and axial displacement, and deformed shape to evaluate the effectiveness of CFRP strengthening technique. Comparisons between the bare steel and CFRP strengthened steel columns clearly indicate the performance enhancement of strengthened column under transverse impact loading.

Hydraulic conductivity fields: Gaussian or not?

Hydraulic conductivity (K) fields are used to parameterize groundwater flow and transport models. Numerical simulations require a detailed representation of the K field, synthesized to interpolate between available data. Several recent studies introduced high-resolution K data (HRK) at the Macro Dispersion Experiment (MADE) site, and used ground-penetrating radar (GPR) to delineate the main structural features of the aquifer. This paper describes a statistical analysis of these data, and the implications for K field modeling in alluvial aquifers. Two striking observations have emerged from this analysis. The first is that a simple fractional difference filter can have a profound effect on data histograms, organizing non-Gaussian ln K data into a coherent distribution. The second is that using GPR facies allows us to reproduce the significantly non-Gaussian shape seen in real HRK data profiles, using a simulated Gaussian ln K field in each facies. This illuminates a current controversy in the literature, between those who favor Gaussian ln K models, and those who observe non-Gaussian ln K fields. Both camps are correct, but at different scales.

Stability synthesis of power hardware-in-the-loop (PHIL) simulation

A virtual power system can be interfaced with a physical system to form a power hardware-in-the-loop (PHIL) simulation. In this scheme, the virtual system can be simulated in a fast parallel processor to provide near real-time outputs, which then can be interfaced to a physical hardware that is called the hardware under test (HuT). Stable operation of the entire system, while maintaining acceptable accuracy, is the main challenge of a PHIL simulation. In this paper, after an extended stability analysis for voltage and current type interfaces, some guidelines are provided to have a stable PHIL simulation. The presented analysis have been evaluated by performing several experimental tests using a Real Time Digital Simulator (RTDS™) and a voltage source converter (VSC). The practical test results are consistent with the proposed analysis.

Traffic safety at road-rail level crossings using a driving simulator and traffic simulation

A number of Intelligent Transportation Systems (ITS) were used with an advanced driving simulator to assess its influence on driving behavior. Three types of ITS interventions namely, Video in-vehicle (ITS1), Audio in-vehicle (ITS2), and On-road flashing marker (ITS3) were tested. Then, the results from the driving simulator were used as inputs for a developed model using a traffic micro-simulation (Vissim 5.4) in order to assess the safety interventions. Using a driving simulator, 58 participants were required to drive through a number of active and passive crossings with and without an ITS device and in the presence or absence of an approaching train. The effect of driver behavior changing in terms of speed and compliance rate was greater at passive crossings than at active crossings. The difference in speed of drivers approaching ITS devices was very small which indicates that ITS helps drivers encounter the crossings in a safer way. Since the current traffic simulation was not able to replicate a dynamic speed change or a probability of stopping that varies based on different ITS safety devices, some modifications of the current traffic simulation were conducted. The results showed that exposure to ITS devices at active crossings did not influence the drivers’ behavior significantly according to the traffic performance indicators used, such as delay time, number of stops, speed, and stopped delay. On the other hand, the results of traffic simulation for passive crossings, where low traffic volumes and low train headway normally occur, showed that ITS devices improved overall traffic performance.