Towards strongly consistent online HMM parameter estimation using one-step Kerridge inaccuracy

In this paper, we propose a novel online hidden Markov model (HMM) parameter estimator based on the new information-theoretic concept of one-step Kerridge inaccuracy (OKI). Under several regulatory conditions, we establish a convergence result (and some limited strong consistency results) for our proposed online OKI-based parameter estimator. In simulation studies, we illustrate the global convergence behaviour of our proposed estimator and provide a counter-example illustrating the local convergence of other popular HMM parameter estimators.

Melanoma cell colony expansion parameters revealed by approximate Bayesian computation

In vitro studies and mathematical models are now being widely used to study the underlying mechanisms driving the expansion of cell colonies. This can improve our understanding of cancer formation and progression. Although much progress has been made in terms of developing and analysing mathematical models, far less progress has been made in terms of understanding how to estimate model parameters using experimental in vitro image-based data. To address this issue, a new approximate Bayesian computation (ABC) algorithm is proposed to estimate key parameters governing the expansion of melanoma cell (MM127) colonies, including cell diffusivity, D, cell proliferation rate, λ, and cell-to-cell adhesion, q, in two experimental scenarios, namely with and without a chemical treatment to suppress cell proliferation. Even when little prior biological knowledge about the parameters is assumed, all parameters are precisely inferred with a small posterior coefficient of variation, approximately 2–12%. The ABC analyses reveal that the posterior distributions of D and q depend on the experimental elapsed time, whereas the posterior distribution of λ does not. The posterior mean values of D and q are in the ranges 226–268 µm2h−1, 311–351 µm2h−1 and 0.23–0.39, 0.32–0.61 for the experimental periods of 0–24 h and 24–48 h, respectively. Furthermore, we found that the posterior distribution of q also depends on the initial cell density, whereas the posterior distributions of D and λ do not. The ABC approach also enables information from the two experiments to be combined, resulting in greater precision for all estimates of D and λ.

Role of rainfall and catchment characteristics on urban stormwater quality

Urbanisation significantly changes the characteristics of a catchment as natural areas are transformed to impervious surfaces such as roads, roofs and parking lots. The increased fraction of impervious surfaces leads to changes to the stormwater runoff characteristics, whilst a variety of anthropogenic activities common to urban areas generate a range of pollutants such as nutrients, solids and organic matter. These pollutants accumulate on catchment surfaces and are removed and trans- ported by stormwater runoff and thereby contribute pollutant loads to receiving waters. In summary, urbanisation influences the stormwater characteristics of a catchment, including hydrology and water quality. Due to the growing recognition that stormwater pollution is a significant environmental problem, the implementation of mitigation strategies to improve the quality of stormwater runoff is becoming increasingly common in urban areas. A scientifically robust stormwater quality treatment strategy is an essential requirement for effective urban stormwater management. The efficient design of treatment systems is closely dependent on the state of knowledge in relation to the primary factors influencing stormwater quality. In this regard, stormwater modelling outcomes provide designers with important guidance and datasets which significantly underpin the design of effective stormwater treatment systems. Therefore, the accuracy of modelling approaches and the reliability modelling outcomes are of particular concern. This book discusses the inherent complexity and key characteristics in the areas of urban hydrology and stormwater quality, based on the influence exerted by a range of rainfall and catchment characteristics. A comprehensive field sampling and testing programme in relation to pollutant build-up, an urban catchment monitoring programme in relation to stormwater quality and the outcomes from advanced statistical analyses provided the platform for the knowledge creation. Two case studies and two real-world applications are discussed to illustrate the translation of the knowledge created to practical use in relation to the role of rainfall and catchment characteristics on urban stormwater quality. An innovative rainfall classification based on stormwater quality was developed to support the effective and scientifically robust design of stormwater treatment systems. Underpinned by the rainfall classification methodology, a reliable approach for design rainfall selection is proposed in order to optimise stormwater treatment based on both, stormwater quality and quantity. This is a paradigm shift from the common approach where stormwater treatment systems are designed based solely on stormwater quantity data. Additionally, how pollutant build-up and stormwater runoff quality vary with a range of catchment characteristics was also investigated. Based on the study out- comes, it can be concluded that the use of only a limited number of catchment parameters such as land use and impervious surface percentage, as it is the case in current modelling approaches, could result in appreciable error in water quality estimation. Influential factors which should be incorporated into modelling in relation to catchment characteristics, should also include urban form and impervious surface area distribution. The knowledge created through the research investigations discussed in this monograph is expected to make a significant contribution to engineering practice such as hydrologic and stormwater quality modelling, stormwater treatment design and urban planning, as the study outcomes provide practical approaches and recommendations for urban stormwater quality enhancement. Furthermore, this monograph also demonstrates how fundamental knowledge of stormwater quality processes can be translated to provide guidance on engineering practice, the comprehensive application of multivariate data analyses techniques and a paradigm on integrative use of computer models and mathematical models to derive practical outcomes.

Fast unscented transformation-based transient stability margin estimation incorporating uncertainty of wind generation

Intermittent generation from wind farms leads to fluctuating power system operating conditions pushing the stability margin to its limits. The traditional way of determining the worst case generation dispatch for a system with several semi-scheduled wind generators yields a conservative solution. This paper proposes a fast estimation of the transient stability margin (TSM) incorporating the uncertainty of wind generation. First, the Kalman filter (KF) is used to provide linear estimation of system angle and then unscented transformation (UT) is used to estimate the distribution of the TSM. The proposed method is compared with the traditional Monte Carlo (MC) method and the effectiveness of the proposed approach is verified using Single Machine Infinite Bus (SMIB) and IEEE 14 generator Australian dynamic system. This method will aid grid operators to perform fast online calculations to estimate TSM distribution of a power system with high levels of intermittent wind generation.

Effect of constitutive material models on seismic response of two-story reinforced concrete frame

This paper focuses on the finite element (FE) response sensitivity and reliability analyses considering smooth constitutive material models. A reinforced concrete frame is modeled for FE sensitivity analysis followed by direct differentiation method under both static and dynamic load cases. Later, the reliability analysis is performed to predict the seismic behavior of the frame. Displacement sensitivity discontinuities are observed along the pseudo-time axis using non-smooth concrete and reinforcing steel model under quasi-static loading. However, the smooth materials show continuity in response sensitivity at elastic to plastic transition points. The normalized sensitivity results are also used to measure the relative importance of the material parameters on the structural responses. In FE reliability analysis, the influence of smoothness behavior of reinforcing steel is carefully noticed. More efficient and reasonable reliability estimation can be achieved by using smooth material model compare with bilinear material constitutive model.

Modal parameters identification of heavy-haul railway RC bridges: Experience acquired

Traditionally, it is not easy to carry out tests to identify modal parameters from existing railway bridges because of the testing conditions and complicated nature of civil structures. A six year (2007-2012) research program was conducted to monitor a group of 25 railway bridges. One of the tasks was to devise guidelines for identifying their modal parameters. This paper presents the experience acquired from such identification. The modal analysis of four representative bridges of this group is reported, which include B5, B15, B20 and B58A, crossing the Carajás railway in northern Brazil using three different excitations sources: drop weight, free vibration after train passage, and ambient conditions. To extract the dynamic parameters from the recorded data, Stochastic Subspace Identification and Frequency Domain Decomposition methods were used. Finite-element models were constructed to facilitate the dynamic measurements. The results show good agreement between the measured and computed natural frequencies and mode shapes. The findings provide some guidelines on methods of excitation, record length of time, methods of modal analysis including the use of projected channel and harmonic detection, helping researchers and maintenance teams obtain good dynamic characteristics from measurement data.

Probabilistic multi-tensor estimation using the tensor distribution function

Diffusion weighted magnetic resonance (MR) imaging is a powerful tool that can be employed to study white matter microstructure by examining the 3D displacement profile of water molecules in brain tissue. By applying diffusion-sensitized gradients along a minimum of 6 directions, second-order tensors can be computed to model dominant diffusion processes. However, conventional DTI is not sufficient to resolve crossing fiber tracts. Recently, a number of high-angular resolution schemes with greater than 6 gradient directions have been employed to address this issue. In this paper, we introduce the Tensor Distribution Function (TDF), a probability function defined on the space of symmetric positive definite matrices. Here, fiber crossing is modeled as an ensemble of Gaussian diffusion processes with weights specified by the TDF. Once this optimal TDF is determined, the diffusion orientation distribution function (ODF) can easily be computed by analytic integration of the resulting displacement probability function.

Modeling of the hemodynamic responses in block design fMRI studies

The hemodynamic response function (HRF) describes the local response of brain vasculature to functional activation. Accurate HRF modeling enables the investigation of cerebral blood flow regulation and improves our ability to interpret fMRI results. Block designs have been used extensively as fMRI paradigms because detection power is maximized; however, block designs are not optimal for HRF parameter estimation. Here we assessed the utility of block design fMRI data for HRF modeling. The trueness (relative deviation), precision (relative uncertainty), and identifiability (goodness-of-fit) of different HRF models were examined and test-retest reproducibility of HRF parameter estimates was assessed using computer simulations and fMRI data from 82 healthy young adult twins acquired on two occasions 3 to 4 months apart. The effects of systematically varying attributes of the block design paradigm were also examined. In our comparison of five HRF models, the model comprising the sum of two gamma functions with six free parameters had greatest parameter accuracy and identifiability. Hemodynamic response function height and time to peak were highly reproducible between studies and width was moderately reproducible but the reproducibility of onset time was low. This study established the feasibility and test-retest reliability of estimating HRF parameters using data from block design fMRI studies.

A reproducible method for automated extraction of brain volumes from 3D human head MR images

An automated method for extracting brain volumes from three commonly acquired three-dimensional (3D) MR images (proton density, T1 weighted, and T2-weighted) of the human head is described. The procedure is divided into four levels: preprocessing, segmentation, scalp removal, and postprocessing. A user-provided reference point is the sole operator-dependent input required. The method's parameters were first optimized and then fixed and applied to 30 repeat data sets from 15 normal older adult subjects to investigate its reproducibility. Percent differences between total brain volumes (TBVs) for the subjects' repeated data sets ranged from .5% to 2.2%. We conclude that the method is both robust and reproducible and has the potential for wide application.

Use of modal flexibility method to detect damage in suspended cables and the effects of cable parameters

Modal flexibility is a widely accepted technique to detect structural damage using vibration characteristics. Its application to detect damage in long span large diameter cables such as those used in suspension bridge main cables has not received much attention. This paper uses the modal flexibility method incorporating two damage indices (DIs) based on lateral and vertical modes to localize damage in such cables. The competency of those DIs in damage detection is tested by the numerically obtained vibration characteristics of a suspended cable in both intact and damaged states. Three single damage cases and one multiple damage case are considered. The impact of random measurement noise in the modal data on the damage localization capability of these two DIs is next examined. Long span large diameter cables are characterized by the two critical cable parameters named bending stiffness and sag-extensibility. The influence of these parameters in the damage localization capability of the two DIs is evaluated by a parametric study with two single damage cases. Results confirm that the damage index based on lateral vibration modes has the ability to successfully detect and locate damage in suspended cables with 5% noise in modal data for a range of cable parameters. This simple approach therefore can be extended for timely damage detection in cables of suspension bridges and thereby enhance their service during their life spans.

Effect of bond length on the behaviour of CFRP strengthened concrete-filled steel tubes under transverse impact

Concrete-filled steel tubular (CFST) columns have shown great potential as axial load carrying member and used widely in many mission critical infrastructures. However, attention is needed to strengthen these members where transverse impact force is expected to occur due to vehicle collisions. In this work, finite element (FE) model of carbon fibre reinforced polymer (CFRP) strengthened CFST columns are developed and the effect of CFRP bond length is investigated under transverse impact loading. Initially the numerical models have been validated by comparing impact test results from literature. The validated models are then used for detail parametric studies by varying the length of externally bonded CFRP composites. The parameters considered for this research are impact velocity, impact mass, CFRP modulus, adhesive type, and axial static loading. It has been observed that the effect of CFRP strengthening is consistent after an optimum effective bond length of CFRP wrapping. The effect of effective bond length has been studied for above parameters. The results show that, under combined axial static and transverse impact loads CFST columns can successfully prevent global buckling failure by strengthening only 34% of column length. Therefore, estimation of effective bond length is essential to utilise the CFRP composites cost effectively.

Real-time traffic state estimation in urban corridors from heterogeneous data

In recent years, rapid advances in information technology have led to various data collection systems which are enriching the sources of empirical data for use in transport systems. Currently, traffic data are collected through various sensors including loop detectors, probe vehicles, cell-phones, Bluetooth, video cameras, remote sensing and public transport smart cards. It has been argued that combining the complementary information from multiple sources will generally result in better accuracy, increased robustness and reduced ambiguity. Despite the fact that there have been substantial advances in data assimilation techniques to reconstruct and predict the traffic state from multiple data sources, such methods are generally data-driven and do not fully utilize the power of traffic models. Furthermore, the existing methods are still limited to freeway networks and are not yet applicable in the urban context due to the enhanced complexity of the flow behavior. The main traffic phenomena on urban links are generally caused by the boundary conditions at intersections, un-signalized or signalized, at which the switching of the traffic lights and the turning maneuvers of the road users lead to shock-wave phenomena that propagate upstream of the intersections. This paper develops a new model-based methodology to build up a real-time traffic prediction model for arterial corridors using data from multiple sources, particularly from loop detectors and partial observations from Bluetooth and GPS devices.

Architecture for service profiling

Service oriented architecture is gaining momentum. However, in order to be successful, the proper and up-to-date description of services is required. Such a description may be provided by service profiling mechanisms, such as one presented in this article. Service profile can be defined as an up-to-date description of a subset of non-functional properties of a service. It allows for service comparison on the basis of non-functional parameters, and choosing the service which is most suited to the needs of a user. In this article the notion of a service profile along with service profiling mechanism is presented as well as the architecture of a profiling system. © 2006 IEEE.

Assessment of antenna characteristic effects on pedestrian and cyclists travel-time estimation based on Bluetooth and WiFi MAC addresses

Monitoring pedestrian and cyclists movement is an important area of research in transport, crowd safety, urban design and human behaviour assessment areas. Media Access Control (MAC) address data has been recently used as potential information for extracting features from people’s movement. MAC addresses are unique identifiers of WiFi and Bluetooth wireless technologies in smart electronics devices such as mobile phones, laptops and tablets. The unique number of each WiFi and Bluetooth MAC address can be captured and stored by MAC address scanners. MAC addresses data in fact allows for unannounced, non-participatory, and tracking of people. The use of MAC data for tracking people has been focused recently for applying in mass events, shopping centres, airports, train stations etc. In terms of travel time estimation, setting up a scanner with a big value of antenna’s gain is usually recommended for highways and main roads to track vehicle’s movements, whereas big gains can have some drawbacks in case of pedestrian and cyclists. Pedestrian and cyclists mainly move in built distinctions and city pathways where there is significant noises from other fixed WiFi and Bluetooth. Big antenna’s gains will cover wide areas that results in scanning more samples from pedestrians and cyclists’ MAC device. However, anomalies (such fixed devices) may be captured that increase the complexity and processing time of data analysis. On the other hand, small gain antennas will have lesser anomalies in the data but at the cost of lower overall sample size of pedestrian and cyclist’s data. This paper studies the effect of antenna characteristics on MAC address data in terms of travel-time estimation for pedestrians and cyclists. The results of the empirical case study compare the effects of small and big antenna gains in order to suggest optimal set up for increasing the accuracy of pedestrians and cyclists’ travel-time estimation.

Developments of the total entropy utility function for the dual purpose of model discrimination and parameter estimation in Bayesian design

The total entropy utility function is considered for the dual purpose of Bayesian design for model discrimination and parameter estimation. A sequential design setting is proposed where it is shown how to efficiently estimate the total entropy utility for a wide variety of data types. Utility estimation relies on forming particle approximations to a number of intractable integrals which is afforded by the use of the sequential Monte Carlo algorithm for Bayesian inference. A number of motivating examples are considered for demonstrating the performance of total entropy in comparison to utilities for model discrimination and parameter estimation. The results suggest that the total entropy utility selects designs which are efficient under both experimental goals with little compromise in achieving either goal. As such, the total entropy utility is advocated as a general utility for Bayesian design in the presence of model uncertainty.