394 resultados para STOCHASTIC MODELING


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This paper is a continuation of the paper titled “Concurrent multi-scale modeling of civil infrastructure for analyses on structural deteriorating—Part I: Modeling methodology and strategy” with the emphasis on model updating and verification for the developed concurrent multi-scale model. The sensitivity-based parameter updating method was applied and some important issues such as selection of reference data and model parameters, and model updating procedures on the multi-scale model were investigated based on the sensitivity analysis of the selected model parameters. The experimental modal data as well as static response in terms of component nominal stresses and hot-spot stresses at the concerned locations were used for dynamic response- and static response-oriented model updating, respectively. The updated multi-scale model was further verified to act as the baseline model which is assumed to be finite-element model closest to the real situation of the structure available for the subsequent arbitrary numerical simulation. The comparison of dynamic and static responses between the calculated results by the final model and measured data indicated the updating and verification methods applied in this paper are reliable and accurate for the multi-scale model of frame-like structure. The general procedures of multi-scale model updating and verification were finally proposed for nonlinear physical-based modeling of large civil infrastructure, and it was applied to the model verification of a long-span bridge as an actual engineering practice of the proposed procedures.

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Some new types of mathematical model among four key techno - economic indexes of highway rapid passenger through transportation were established based on the principles of transportation economics. According to the research on the feasible solutions to the associated parameters which were then compared to the actual value, found some limitation in the existing transport organization method. In order to conquer that, two new types of transport organization method, namely CD (Collecting and Distributing) Method and Relay Method were brought forward. What’s more, a further research was down to estimate their characteristics, such as feasibilities, operation flows, applicability fields, etc. This analysis proves the two methods can offset the shortage of rapid passenger through transportation. To ensure highway rapid passenger transport develop harmoniously, a three-stage development targets was suggested to fuse different organization methods.

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This chapter discusses reference modelling languages for business systems analysis and design. In particular, it reports on reference models in the context of the design-for/by-reuse paradigm, explains how traditional modelling techniques fail to provide adequate conceptual expressiveness to allow for easy model reuse by configuration or adaptation and elaborates on the need for reference modelling languages to be configurable. We discuss requirements for and the development of reference modelling languages that reflect the need for configurability. Exemplarily, we report on the development, definition and configuration of configurable event-driven process chains. We further outline how configurable reference modelling languages and the corresponding design principles can be used in future scenarios such as process mining and data modelling.

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This paper discusses the preliminary findings of an ongoing research project aimed at developing a technological, operational and strategic analysis of adopting BIM in AEC/FM (Architecture-Engineering-Construction/Facility Management) industry as a collaboration tool. Outcomes of the project will provide specifications and guidelines as well as establish industry standards for implementing BIM in practice. This research primarily focuses on BIM model servers as a collaboration platform, and hence the guidelines are aimed at enhancing collaboration capabilities. This paper reports on the findings from: (1) a critical review of latest BIM literature and commercial applications, and (2) workshops with focus groups on changing work-practice, role of technology, current perception and expectations of BIM. Layout for case studies being undertaken is presented. These findings provide a base to develop comprehensive software specifications and national guidelines for BIM with particular emphasis on BIM model servers as collaboration platforms.

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Traditionally, the aquisition of skills and sport movement has been characterised by numerous repetitions of presumed model movement pattern to be acquired by learners. This approach has been questioned by research identifying the presence of individualised movement patterns and the low probability of occurrence of two identical movements within and between individuals. In contrast, the differential learning approach claims advantage for incurring variability in the learning process by adding stochastic perturbations during practice. These ideas are exemplified by data from a high jump experiment which compared the effectiveness of classical and a differential training approach with pre-post test design. Results showed clear advantages for the group with additional stochastic perturbation during the aquisition phase in comparison to classically trained athletes. Analogies to similar phenomenological effects in the neurobiological literature are discussed.

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The accuracy of data derived from linked-segment models depends on how well the system has been represented. Previous investigations describing the gait of persons with partial foot amputation did not account for the unique anthropometry of the residuum or the inclusion of a prosthesis and footwear in the model and, as such, are likely to have underestimated the magnitude of the peak joint moments and powers. This investigation determined the effect of inaccuracies in the anthropometric input data on the kinetics of gait. Toward this end, a geometric model was developed and validated to estimate body segment parameters of various intact and partial feet. These data were then incorporated into customized linked-segment models, and the kinetic data were compared with that obtained from conventional models. Results indicate that accurate modeling increased the magnitude of the peak hip and knee joint moments and powers during terminal swing. Conventional inverse dynamic models are sufficiently accurate for research questions relating to stance phase. More accurate models that account for the anthropometry of the residuum, prosthesis, and footwear better reflect the work of the hip extensors and knee flexors to decelerate the limb during terminal swing phase.

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This paper reports results from a study in which we automatically classified the query reformulation patterns for 964,780 Web searching sessions (composed of 1,523,072 queries) in order to predict what the next query reformulation would be. We employed an n-gram modeling approach to describe the probability of searchers transitioning from one query reformulation state to another and predict their next state. We developed first, second, third, and fourth order models and evaluated each model for accuracy of prediction. Findings show that Reformulation and Assistance account for approximately 45 percent of all query reformulations. Searchers seem to seek system searching assistant early in the session or after a content change. The results of our evaluations show that the first and second order models provided the best predictability, between 28 and 40 percent overall, and higher than 70 percent for some patterns. Implications are that the n-gram approach can be used for improving searching systems and searching assistance in real time.

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This paper reports preliminary results from a study modeling the interplay between multitasking, cognitive coordination, and cognitive shifts during Web search. Study participants conducted three Web searches on personal information problems. Data collection techniques included pre- and post-search questionnaires; think-aloud protocols, Web search logs, observation, and post-search interviews. Key findings include: (1) users Web searches included multitasking, cognitive shifting and cognitive coordination processes, (2) cognitive coordination is the hinge linking multitasking and cognitive shifting that enables Web search construction, (3) cognitive shift levels determine the process of cognitive coordination, and (4) cognitive coordination is interplay of task, mechanism and strategy levels that underpin multitasking and task switching. An initial model depicts the interplay between multitasking, cognitive coordination, and cognitive shifts during Web search. Implications of the findings and further research are also discussed.

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Process modeling grammars are used by analysts to describe information systems domains in terms of the business operations an organization is conducting. While prior research has examined the factors that lead to continued usage behavior, little knowledge has been established as to what extent characteristics of the users of process modeling grammars inform usage behavior. In this study, a theoretical model is advanced that incorporates determinants of continued usage behavior as well as key antecedent individual difference factors of the grammar users, such as modeling experience, modeling background and perceived grammar familiarity. Findings from a global survey of 529 grammar users support the hypothesized relationships of the model. The study offers three central contributions. First, it provides a validated theoretical model of post-adoptive modeling grammar usage intentions. Second, it discusses the effects of individual difference factors of grammar users in the context of modeling grammar usage. Third, it provides implications for research and practice.

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Privacy enhancing protocols (PEPs) are a family of protocols that allow secure exchange and management of sensitive user information. They are important in preserving users’ privacy in today’s open environment. Proof of the correctness of PEPs is necessary before they can be deployed. However, the traditional provable security approach, though well established for verifying cryptographic primitives, is not applicable to PEPs. We apply the formal method of Coloured Petri Nets (CPNs) to construct an executable specification of a representative PEP, namely the Private Information Escrow Bound to Multiple Conditions Protocol (PIEMCP). Formal semantics of the CPN specification allow us to reason about various security properties of PIEMCP using state space analysis techniques. This investigation provides us with preliminary insights for modeling and verification of PEPs in general, demonstrating the benefit of applying the CPN-based formal approach to proving the correctness of PEPs.

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Definition of disease phenotype is a necessary preliminary to research into genetic causes of a complex disease. Clinical diagnosis of migraine is currently based on diagnostic criteria developed by the International Headache Society. Previously, we examined the natural clustering of these diagnostic symptoms using latent class analysis (LCA) and found that a four-class model was preferred. However, the classes can be ordered such that all symptoms progressively intensify, suggesting that a single continuous variable representing disease severity may provide a better model. Here, we compare two models: item response theory and LCA, each constructed within a Bayesian context. A deviance information criterion is used to assess model fit. We phenotyped our population sample using these models, estimated heritability and conducted genome-wide linkage analysis using Merlin-qtl. LCA with four classes was again preferred. After transformation, phenotypic trait values derived from both models are highly correlated (correlation = 0.99) and consequently results from subsequent genetic analyses were similar. Heritability was estimated at 0.37, while multipoint linkage analysis produced genome-wide significant linkage to chromosome 7q31-q33 and suggestive linkage to chromosomes 1 and 2. We argue that such continuous measures are a powerful tool for identifying genes contributing to migraine susceptibility.

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Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

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Background. We investigated the likely impact of vaccines on the prevalence of and morbidity due to Chlamydia trachomatis (chlamydia) infections in heterosexual populations. Methods.An individual‐based mathematical model of chlamydia transmission was developed and linked to the infection course in chlamydia‐infected individuals. The model describes the impact of a vaccine through its effect on the chlamydial load required to infect susceptible individuals (the “critical load”), the load in infected individuals, and their subsequent infectiousness. The model was calibrated using behavioral, biological, and clinical data. Results.A fully protective chlamydia vaccine administered before sexual debut can theoretically eliminate chlamydia epidemics within 20 years. Partially effective vaccines can still greatly reduce the incidence of chlamydia infection. Vaccines should aim primarily to increase the critical load in susceptible individuals and secondarily to decrease the peak load and/or the duration of infection in vaccinated individuals who become infected. Vaccinating both sexes has a beneficial impact on chlamydia‐related morbidity, but targeting women is more effective than targeting men. Conclusions.Our findings can be used in laboratory settings to evaluate vaccine candidates in animal models, by regulatory bodies in the promotion of candidates for clinical trials, and by public health authorities in deciding on optimal intervention strategies.

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High-speed videokeratoscopy is an emerging technique that enables study of the corneal surface and tear-film dynamics. Unlike its static predecessor, this new technique results in a very large amount of digital data for which storage needs become significant. We aimed to design a compression technique that would use mathematical functions to parsimoniously fit corneal surface data with a minimum number of coefficients. Since the Zernike polynomial functions that have been traditionally used for modeling corneal surfaces may not necessarily correctly represent given corneal surface data in terms of its optical performance, we introduced the concept of Zernike polynomial-based rational functions. Modeling optimality criteria were employed in terms of both the rms surface error as well as the point spread function cross-correlation. The parameters of approximations were estimated using a nonlinear least-squares procedure based on the Levenberg-Marquardt algorithm. A large number of retrospective videokeratoscopic measurements were used to evaluate the performance of the proposed rational-function-based modeling approach. The results indicate that the rational functions almost always outperform the traditional Zernike polynomial approximations with the same number of coefficients.