Online hidden Markov model parameter estimation and minimax robust quickest change detection in uncertain stochastic processes

Stochastic (or random) processes are inherent to numerous fields of human endeavour including engineering, science, and business and finance. This thesis presents multiple novel methods for quickly detecting and estimating uncertainties in several important classes of stochastic processes. The significance of these novel methods is demonstrated by employing them to detect aircraft manoeuvres in video signals in the important application of autonomous mid-air collision avoidance.

The subordinated processes controlled by a family of subordinators and corresponding Fokker-Planck type equations

In this work, we consider subordinated processes controlled by a family of subordinators which consist of a power function of a time variable and a negative power function of an α-stable random variable. The effect of parameters in the subordinators on the subordinated process is discussed. By suitable variable substitutions and the Laplace transform technique, the corresponding fractional Fokker–Planck-type equations are derived. We also compute their mean square displacements in a free force field. By choosing suitable ranges of parameters, the resulting subordinated processes may be subdiffusive, normal diffusive or superdiffusive

Mathematical modeling for improved greenhouse gas balances, agro-ecosystems, and policy development: Lessons from the Australian experience

If the land sector is to make significant contributions to mitigating anthropogenic greenhouse gas (GHG) emissions in coming decades, it must do so while concurrently expanding production of food and fiber. In our view, mathematical modeling will be required to provide scientific guidance to meet this challenge. In order to be useful in GHG mitigation policy measures, models must simultaneously meet scientific, software engineering, and human capacity requirements. They can be used to understand GHG fluxes, to evaluate proposed GHG mitigation actions, and to predict and monitor the effects of specific actions; the latter applications require a change in mindset that has parallels with the shift from research modeling to decision support. We compare and contrast 6 agro-ecosystem models (FullCAM, DayCent, DNDC, APSIM, WNMM, and AgMod), chosen because they are used in Australian agriculture and forestry. Underlying structural similarities in the representations of carbon flows though plants and soils in these models are complemented by a diverse range of emphases and approaches to the subprocesses within the agro-ecosystem. None of these agro-ecosystem models handles all land sector GHG fluxes, and considerable model-based uncertainty exists for soil C fluxes and enteric methane emissions. The models also show diverse approaches to the initialisation of model simulations, software implementation, distribution, licensing, and software quality assurance; each of these will differentially affect their usefulness for policy-driven GHG mitigation prediction and monitoring. Specific requirements imposed on the use of models by Australian mitigation policy settings are discussed, and areas for further scientific development of agro-ecosystem models for use in GHG mitigation policy are proposed.

In vitro modeling of the prostate cancer microenvironment

Prostate cancer is the most commonly diagnosed malignancy in men and advanced disease is incurable. Model systems are a fundamental tool for research and many in vitro models of prostate cancer use cancer cell lines in monoculture. Although these have yielded significant insight they are inherently limited by virtue of their two-dimensional (2D) growth and inability to include the influence of tumour microenvironment. These major limitations can be overcome with the development of newer systems that more faithfully recreate and mimic the complex in vivo multi-cellular, three-dimensional (3D) microenvironment. This article presents the current state of in vitro models for prostate cancer, with particular emphasis on 3D systems and the challenges that remain before their potential to advance our understanding of prostate disease and aid in the development and testing of new therapeutic agents can be realised.

A process mining-based investigation of adverse events in care processes

This paper proposes the Clinical Pathway Analysis Method (CPAM) approach that enables the extraction of valuable organisational and medical information on past clinical pathway executions from the event logs of healthcare information systems. The method deals with the complexity of real-world clinical pathways by introducing a perspective-based segmentation of the date-stamped event log. CPAM enables the clinical pathway analyst to effectively and efficiently acquire a profound insight into the clinical pathways. By comparing the specific medical conditions of patients with the factors used for characterising the different clinical pathway variants, the medical expert can identify the best therapeutic option. Process mining-based analytics enables the acquisition of valuable insights into clinical pathways, based on the complete audit traces of previous clinical pathway instances. Additionally, the methodology is suited to assess guideline compliance and analyse adverse events. Finally, the methodology provides support for eliciting tacit knowledge and providing treatment selection assistance.

Data driven modeling for power transformer lifespan evaluation

Large sized power transformers are important parts of the power supply chain. These very critical networks of engineering assets are an essential base of a nation’s energy resource infrastructure. This research identifies the key factors influencing transformer normal operating conditions and predicts the asset management lifespan. Engineering asset research has developed few lifespan forecasting methods combining real-time monitoring solutions for transformer maintenance and replacement. Utilizing the rich data source from a remote terminal unit (RTU) system for sensor-data driven analysis, this research develops an innovative real-time lifespan forecasting approach applying logistic regression based on the Weibull distribution. The methodology and the implementation prototype are verified using a data series from 161 kV transformers to evaluate the efficiency and accuracy for energy sector applications. The asset stakeholders and suppliers significantly benefit from the real-time power transformer lifespan evaluation for maintenance and replacement decision support.

Monitoring care processes in the gynecologic oncology department

The care processes of healthcare providers are typically considered as human-centric, flexible, evolving, complex and multi-disciplinary. Consequently, acquiring an insight in the dynamics of these care processes can be an arduous task. A novel event log based approach for extracting valuable medical and organizational information on past executions of the care processes is presented in this study. Care processes are analyzed with the help of a preferential set of process mining techniques in order to discover recurring patterns, analyze and characterize process variants and identify adverse medical events.

Bayesian predictive modeling and comparison of oil samples

Statistical comparison of oil samples is an integral part of oil spill identification, which deals with the process of linking an oil spill with its source of origin. In current practice, a frequentist hypothesis test is often used to evaluate evidence in support of a match between a spill and a source sample. As frequentist tests are only able to evaluate evidence against a hypothesis but not in support of it, we argue that this leads to unsound statistical reasoning. Moreover, currently only verbal conclusions on a very coarse scale can be made about the match between two samples, whereas a finer quantitative assessment would often be preferred. To address these issues, we propose a Bayesian predictive approach for evaluating the similarity between the chemical compositions of two oil samples. We derive the underlying statistical model from some basic assumptions on modeling assays in analytical chemistry, and to further facilitate and improve numerical evaluations, we develop analytical expressions for the key elements of Bayesian inference for this model. The approach is illustrated with both simulated and real data and is shown to have appealing properties in comparison with both standard frequentist and Bayesian approaches

Spatially explicit structural equation modeling

Structural equation modeling (SEM) is a powerful statistical approach for the testing of networks of direct and indirect theoretical causal relationships in complex data sets with intercorrelated dependent and independent variables. SEM is commonly applied in ecology, but the spatial information commonly found in ecological data remains difficult to model in a SEM framework. Here we propose a simple method for spatially explicit SEM (SE-SEM) based on the analysis of variance/covariance matrices calculated across a range of lag distances. This method provides readily interpretable plots of the change in path coefficients across scale and can be implemented using any standard SEM software package. We demonstrate the application of this method using three studies examining the relationships between environmental factors, plant community structure, nitrogen fixation, and plant competition. By design, these data sets had a spatial component, but were previously analyzed using standard SEM models. Using these data sets, we demonstrate the application of SE-SEM to regularly spaced, irregularly spaced, and ad hoc spatial sampling designs and discuss the increased inferential capability of this approach compared with standard SEM. We provide an R package, sesem, to easily implement spatial structural equation modeling.

Modeling meat yield based on measurements of body traits in genetically improved giant freshwater prawn (GFP) Macrobrachium rosenbergii

A single-generation dataset consisting of 1,730 records from a selection program for high growth rate in giant freshwater prawn (GFP, Macrobrachium rosenbergii) was used to derive prediction equations for meat weight and meat yield. Models were based on body traits [body weight, total length and abdominal width (AW)] and carcass measurements (tail weight and exoskeleton-off weight). Lengths and width were adjusted for the systematic effects of selection line, male morphotypes and female reproductive status, and for the covariables of age at slaughter within sex and body weight. Body and meat weights adjusted for the same effects (except body weight) were used to calculate meat yield (expressed as percentage of tail weight/body weight and exoskeleton-off weight/body weight). The edible meat weight and yield in this GFP population ranged from 12 to 15 g and 37 to 45 %, respectively. The simple (Pearson) correlation coefficients between body traits (body weight, total length and AW) and meat weight were moderate to very high and positive (0.75–0.94), but the correlations between body traits and meat yield were negative (−0.47 to −0.74). There were strong linear positive relationships between measurements of body traits and meat weight, whereas relationships of body traits with meat yield were moderate and negative. Step-wise multiple regression analysis showed that the best model to predict meat weight included all body traits, with a coefficient of determination (R 2) of 0.99 and a correlation between observed and predicted values of meat weight of 0.99. The corresponding figures for meat yield were 0.91 and 0.95, respectively. Body weight or length was the best predictor of meat weight, explaining 91–94 % of observed variance when it was fitted alone in the model. By contrast, tail width explained a lower proportion (69–82 %) of total variance in the single trait models. It is concluded that in practical breeding programs, improvement of meat weight can be easily made through indirect selection for body trait combinations. The improvement of meat yield, albeit being more difficult, is possible by genetic means, with 91 % of the variation in the trait explained by the body and carcass traits examined in this study.

Business process management as the 'killer app' for Petri nets

Since their inception in 1962, Petri nets have been used in a wide variety of application domains. Although Petri nets are graphical and easy to understand, they have formal semantics and allow for analysis techniques ranging from model checking and structural analysis to process mining and performance analysis. Over time Petri nets emerged as a solid foundation for Business Process Management (BPM) research. The BPM discipline develops methods, techniques, and tools to support the design, enactment, management, and analysis of operational business processes. Mainstream business process modeling notations and workflow management systems are using token-based semantics borrowed from Petri nets. Moreover, state-of-the-art BPM analysis techniques are using Petri nets as an internal representation. Users of BPM methods and tools are often not aware of this. This paper aims to unveil the seminal role of Petri nets in BPM.