Towards collaborative modeling of business processes on large interactive touch display walls

Analyzing and redesigning business processes is a complex task, which requires the collaboration of multiple actors. Current approaches focus on workshops where process stakeholders together with modeling experts create a graphical visualization of a process in a model. Within these workshops, stakeholders are mostly limited to verbal contributions, which are integrated into a process model by a modeling expert using traditional input devices. This limitation negatively affects the collaboration outcome and also the perception of the collaboration itself. In order to overcome this problem we created CubeBPM – a system that allows groups of actors to interact with process models through a touch based interface on a large interactive touch display wall. Using this system for collaborative modeling, we expect to provide a more effective collaboration environment thus improving modeling performance and collaboration.

Cardiovascular diseases and vulnerable plaques: data, modeling, predictions and clinical applications PREFACE

Introduction Two symposia on “cardiovascular diseases and vulnerable plaques” Cardiovascular disease (CVD) is the leading cause of death worldwide. Huge effort has been made in many disciplines including medical imaging, computational modeling, bio- mechanics, bioengineering, medical devices, animal and clinical studies, population studies as well as genomic, molecular, cellular and organ-level studies seeking improved methods for early detection, diagnosis, prevention and treatment of these diseases [1-14]. However, the mechanisms governing the initiation, progression and the occurrence of final acute clinical CVD events are still poorly understood. A large number of victims of these dis- eases who are apparently healthy die suddenly without prior symptoms. Available screening and diagnostic methods are insufficient to identify the victims before the event occurs [8,9]. Most cardiovascular diseases are associated with vulnerable plaques. A grand challenge here is to develop new imaging techniques, predictive methods and patient screening tools to identify vulnerable plaques and patients who are more vulnerable to plaque rupture and associated clinical events such as stroke and heart attack, and recommend proper treatment plans to prevent those clinical events from happening. Articles in this special issue came from two symposia held recently focusing on “Cardio-vascular Diseases and Vulnerable Plaques: Data, Modeling, Predictions and Clinical Applications.” One was held at Worcester Polytechnic Institute (WPI), Worcester, MA, USA, July 13-14, 2014, right after the 7th World Congress of Biomechanics. This symposium was endorsed by the World Council of Biomechanics, and partially supported by a grant from NIH-National Institute of Biomedical Image and Bioengineering. The other was held at Southeast University (SEU), Nanjing, China, April 18-20, 2014.

Stochastic growth models for analyzing crustacean data

The contemporary methodology for growth models of organisms is based on continuous trajectories and thus it hinders us from modelling stepwise growth in crustacean populations. Growth models for fish are normally assumed to follow a continuous function, but a different type of model is needed for crustacean growth. Crustaceans must moult in order for them to grow. The growth of crustaceans is a discontinuous process due to the periodical shedding of the exoskeleton in moulting. The stepwise growth of crustaceans through the moulting process makes the growth estimation more complex. Stochastic approaches can be used to model discontinuous growth or what are commonly known as "jumps" (Figure 1). However, in stochastic growth model we need to ensure that the stochastic growth model results in only positive jumps. In view of this, we will introduce a subordinator that is a special case of a Levy process. A subordinator is a non-decreasing Levy process, that will assist in modelling crustacean growth for better understanding of the individual variability and stochasticity in moulting periods and increments. We develop the estimation methods for parameter estimation and illustrate them with the help of a dataset from laboratory experiments. The motivational dataset is from the ornate rock lobster, Panulirus ornatus, which can be found between Australia and Papua New Guinea. Due to the presence of sex effects on the growth (Munday et al., 2004), we estimate the growth parameters separately for each sex. Since all hard parts are shed too often, the exact age determination of a lobster can be challenging. However, the growth parameters for the aforementioned moult processes from tank data being able to estimate through: (i) inter-moult periods, and (ii) moult increment. We will attempt to derive a joint density, which is made up of two functions: one for moult increments and the other for time intervals between moults. We claim these functions are conditionally independent given pre-moult length and the inter-moult periods. The variables moult increments and inter-moult periods are said to be independent because of the Markov property or conditional probability. Hence, the parameters in each function can be estimated separately. Subsequently, we integrate both of the functions through a Monte Carlo method. We can therefore obtain a population mean for crustacean growth (e. g. red curve in Figure 1). [GRAPHICS]

Modeling strategies in longitudinal data analysis: Covariate, variance function and correlation structure selection

A modeling paradigm is proposed for covariate, variance and working correlation structure selection for longitudinal data analysis. Appropriate selection of covariates is pertinent to correct variance modeling and selecting the appropriate covariates and variance function is vital to correlation structure selection. This leads to a stepwise model selection procedure that deploys a combination of different model selection criteria. Although these criteria find a common theoretical root based on approximating the Kullback-Leibler distance, they are designed to address different aspects of model selection and have different merits and limitations. For example, the extended quasi-likelihood information criterion (EQIC) with a covariance penalty performs well for covariate selection even when the working variance function is misspecified, but EQIC contains little information on correlation structures. The proposed model selection strategies are outlined and a Monte Carlo assessment of their finite sample properties is reported. Two longitudinal studies are used for illustration.

Early stopping by using stochastic curtailment in a three-arm sequential trial

Summary. Interim analysis is important in a large clinical trial for ethical and cost considerations. Sometimes, an interim analysis needs to be performed at an earlier than planned time point. In that case, methods using stochastic curtailment are useful in examining the data for early stopping while controlling the inflation of type I and type II errors. We consider a three-arm randomized study of treatments to reduce perioperative blood loss following major surgery. Owing to slow accrual, an unplanned interim analysis was required by the study team to determine whether the study should be continued. We distinguish two different cases: when all treatments are under direct comparison and when one of the treatments is a control. We used simulations to study the operating characteristics of five different stochastic curtailment methods. We also considered the influence of timing of the interim analyses on the type I error and power of the test. We found that the type I error and power between the different methods can be quite different. The analysis for the perioperative blood loss trial was carried out at approximately a quarter of the planned sample size. We found that there is little evidence that the active treatments are better than a placebo and recommended closure of the trial.

Estimating equations for parameters in stochastic growth models from tag-recapture data

James (1991, Biometrics 47, 1519-1530) constructed unbiased estimating functions for estimating the two parameters in the von Bertalanffy growth curve from tag-recapture data. This paper provides unbiased estimating functions for a class of growth models that incorporate stochastic components and explanatory variables. a simulation study using seasonal growth models indicates that the proposed method works well while the least-squares methods that are commonly used in the literature may produce substantially biased estimates. The proposed model and method are also applied to real data from tagged rack lobsters to assess the possible seasonal effect on growth.

Bias reduction using stochastic approximation

The paper studies stochastic approximation as a technique for bias reduction. The proposed method does not require approximating the bias explicitly, nor does it rely on having independent identically distributed (i.i.d.) data. The method always removes the leading bias term, under very mild conditions, as long as auxiliary samples from distributions with given parameters are available. Expectation and variance of the bias-corrected estimate are given. Examples in sequential clinical trials (non-i.i.d. case), curved exponential models (i.i.d. case) and length-biased sampling (where the estimates are inconsistent) are used to illustrate the applications of the proposed method and its small sample properties.

Modeling dynamic demand response using Monte Carlo simulation and interval mathematics for boundary estimation

With the rapid development of various technologies and applications in smart grid implementation, demand response has attracted growing research interests because of its potentials in enhancing power grid reliability with reduced system operation costs. This paper presents a new demand response model with elastic economic dispatch in a locational marginal pricing market. It models system economic dispatch as a feedback control process, and introduces a flexible and adjustable load cost as a controlled signal to adjust demand response. Compared with the conventional “one time use” static load dispatch model, this dynamic feedback demand response model may adjust the load to a desired level in a finite number of time steps and a proof of convergence is provided. In addition, Monte Carlo simulation and boundary calculation using interval mathematics are applied for describing uncertainty of end-user's response to an independent system operator's expected dispatch. A numerical analysis based on the modified Pennsylvania-Jersey-Maryland power pool five-bus system is introduced for simulation and the results verify the effectiveness of the proposed model. System operators may use the proposed model to obtain insights in demand response processes for their decision-making regarding system load levels and operation conditions.

PMU measurement based dynamic load modeling using SVC devices in online environment

Online dynamic load modeling has become possible with the availability of Static Voltage Compensator (SVC) and Phasor Measurement Unit (PMU) devices. The power of the load response to the small random bounded voltage fluctuations caused from SVC can be measured by PMU for modelling purposes. The aim of this paper is to illustrate the capability of identifying an aggregated load model from high voltage substation level in the online environment. The induction motor is used as the main test subject since it contributes the majority of the dynamic loads. A test system representing simple electromechanical generator model serving dynamic loads through the transmission network is used to verify the proposed method. Also, dynamic load with multiple induction motors are modeled to achieve a better realistic load representation.

Modeling multi-stakeholder multi-objective decisions during public participation in major infrastructure and construction projects: A decision rule approach

Major infrastructure and construction (MIC) projects are those with significant traffic or environmental impact, of strategic and regional significance and high sensitivity. The decision making process of schemes of this type is becoming ever more complicated, especially with the increasing number of stakeholders involved and their growing tendency to defend their own varied interests. Failing to address and meet the concerns and expectations of stakeholders may result in project failures. To avoid this necessitates a systematic participatory approach to facilitate decision-making. Though numerous decision models have been established in previous studies (e.g. ELECTRE methods, the analytic hierarchy process and analytic network process) their applicability in the decision process during stakeholder participation in contemporary MIC projects is still uncertain. To resolve this, the decision rule approach is employed for modeling multi-stakeholder multi-objective project decisions. Through this, the result is obtained naturally according to the “rules” accepted by any stakeholder involved. In this sense, consensus is more likely to be achieved since the process is more convincing and the result is easier to be accepted by all concerned. Appropriate “rules”, comprehensive enough to address multiple objectives while straightforward enough to be understood by multiple stakeholders, are set for resolving conflict and facilitating consensus during the project decision process. The West Kowloon Cultural District (WKCD) project is used as a demonstration case and a focus group meeting is conducted in order to confirm the validity of the model established. The results indicate that the model is objective, reliable and practical enough to cope with real world problems. Finally, a suggested future research agenda is provided.

A heterogeneous computing approach to simulation of the Heston Stochastic Volatility Model

Stochastic volatility models are of fundamental importance to the pricing of derivatives. One of the most commonly used models of stochastic volatility is the Heston Model in which the price and volatility of an asset evolve as a pair of coupled stochastic differential equations. The computation of asset prices and volatilities involves the simulation of many sample trajectories with conditioning. The problem is treated using the method of particle filtering. While the simulation of a shower of particles is computationally expensive, each particle behaves independently making such simulations ideal for massively parallel heterogeneous computing platforms. In this paper, we present our portable Opencl implementation of the Heston model and discuss its performance and efficiency characteristics on a range of architectures including Intel cpus, Nvidia gpus, and Intel Many-Integrated-Core (mic) accelerators.

Output feedback control of networked systems with a stochastic communication protocol

This paper addresses an output feedback control problem for a class of networked control systems (NCSs) with a stochastic communication protocol. Under the scenario that only one sensor is allowed to obtain the communication access at each transmission instant, a stochastic communication protocol is first defined, where the communication access is modelled by a discrete-time Markov chain with partly unknown transition probabilities. Secondly, by use of a network-based output feedback control strategy and a time-delay division method, the closed-loop system is modeled as a stochastic system with multi time-varying delays, where the inherent characteristic of the network delay is well considered to improve the control performance. Then, based on the above constructed stochastic model, two sufficient conditions are derived for ensuring the mean-square stability and stabilization of the system under consideration. Finally, two examples are given to show the effectiveness of the proposed method.

Oxazolidine-2-thiones: A molecular modeling study

Two oxazolidine-2-thiones, thio-analogs of linezolid, were synthesized and their antibacterial properties evaluated. Unlike oxazolidinones, the thio-analogs did not inhibit the growth of Gram positive bacteria. A molecular modeling study has been carried out to aid understanding of this unexpected finding.

Platelet endothelial cell adhesion molecule 1 (PECAM-1) and its interactions with glycosaminoglycans: 1. Molecular modeling studies

Platelet endothelial cell adhesion molecule 1 (PECAM-1) has many functions, including its roles in leukocyte extravasation as part of the inflammatory response and in the maintenance of vascular integrity through its contribution to endothelial cell−cell adhesion. PECAM-1 has been shown to mediate cell−cell adhesion through homophilic binding events that involve interactions between domain 1 of PECAM-1 molecules on adjacent cells. However, various heterophilic ligands of PECAM-1 have also been proposed. The possible interaction of PECAM-1 with glycosaminoglycans (GAGs) is the focus of this study. The three-dimensional structure of the extracellular immunoglobulin (Ig) domains of PECAM-1 were constructed using homology modeling and threading methods. Potential heparin/heparan sulfate-binding sites were predicted on the basis of their amino acid consensus sequences and a comparison with known structures of sulfate-binding proteins. Heparin and other GAG fragments have been docked to investigate the structural determinants of their protein-binding specificity and selectivity. The modeling has predicted two regions in PECAM-1 that appear to bind heparin oligosaccharides. A high-affinity binding site was located in Ig domains 2 and 3, and evidence for a low-affinity site in Ig domains 5 and 6 was obtained. These GAG-binding regions were distinct from regions involved in PECAM-1 homophilic interactions.

Diaryl dihydropyrazole-3-carboxamides with significant in vivo antiobesity activity related to CB1 receptor antagonism: Synthesis, biological evaluation, and molecular modeling in the homology model

A number of analogues of diaryl dihydropyrazole-3-carboxamides have been synthesized. Their activities were evaluated for appetite suppression and body weight reduction in animal models. Depending on the chemical modification of the selected dihydropyrazole scaffold, the lead compoundsthe bisulfate salt of (±)-5-(4-chlorophenyl)-1-(2,4-dichlorophenyl)-4,5-dihydro-1H-pyrazole-3-carboxylic acid morpholin-4-ylamide 26 and the bisulfate salt of (−)-5-(4-chlorophenyl)-1-(2,4-dichlorophenyl)-4,5-dihydro-1H-pyrazole-3-carboxylic acid morpholin-4-ylamide 30showed significant body weight reduction in vivo, which is attributed to their CB1 antagonistic activity and exhibited a favorable pharmacokinetic profile. The molecular modeling studies also showed interactions of two isomers of (±)-5-(4-chlorophenyl)-1-(2,4-dichlorophenyl)-4,5-dihydro-1H-pyrazole-3-carboxylic acid morpholin-4-ylamide 9 with CB1 receptor in the homology model similar to those of N-piperidino-5-(4-chlorophenyl)-1-(2,4-dichlorophenyl)-4-methyl-3-pyrazole-carboxamide (rimonabant) 1 and 4S-(−)-3-(4-chlorophenyl)-N-methyl-N‘-[(4-chlorophenyl)-sulfonyl]-4-phenyl-4,5-dihydro-1H-pyrazole-1-carboxamidine (SLV-319) 2.