722 resultados para Stochastic modelling
Resumo:
The export of sediments from coastal catchments can have detrimental impacts on estuaries and near shore reef ecosystems such as the Great Barrier Reef. Catchment management approaches aimed at reducing sediment loads require monitoring to evaluate their effectiveness in reducing loads over time. However, load estimation is not a trivial task due to the complex behaviour of constituents in natural streams, the variability of water flows and often a limited amount of data. Regression is commonly used for load estimation and provides a fundamental tool for trend estimation by standardising the other time specific covariates such as flow. This study investigates whether load estimates and resultant power to detect trends can be enhanced by (i) modelling the error structure so that temporal correlation can be better quantified, (ii) making use of predictive variables, and (iii) by identifying an efficient and feasible sampling strategy that may be used to reduce sampling error. To achieve this, we propose a new regression model that includes an innovative compounding errors model structure and uses two additional predictive variables (average discounted flow and turbidity). By combining this modelling approach with a new, regularly optimised, sampling strategy, which adds uniformity to the event sampling strategy, the predictive power was increased to 90%. Using the enhanced regression model proposed here, it was possible to detect a trend of 20% over 20 years. This result is in stark contrast to previous conclusions presented in the literature. (C) 2014 Elsevier B.V. All rights reserved.
Resumo:
This project provides a steppingstone to comprehend the mechanisms that govern particulate fouling in metal foam heat exchangers. The method is based on development of an advanced Computational Fluid Dynamics model in addition to performing analytical validation. This novel method allows an engineer to better optimize heat exchanger designs, thereby mitigating fouling, reducing energy consumption caused by fouling, economize capital expenditure on heat exchanger maintenance, and reduce operation downtime. The robust model leads to the establishment of an alternative heat exchanger configuration that has lower pressure drop and particulate deposition propensity.
Resumo:
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.
Resumo:
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.
Resumo:
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.
Resumo:
Records of shrimp growth and water quality made during 12 crops from each of 48 ponds, over a period of 6.5 years, were provided by a Queensland, Australia, commercial shrimp farm, These data were analysed with a new growth model derived from the Gompertz model. The results indicate that water temperature, mortality and pond age significantly affect growth rates. After 180 days, shrimp reach 34 g at constant 30 degrees C, but only 15 g after the same amount of time at 20 degrees C. Mortality, through thinning the density of shrimp in the ponds, increased the growth rate, but the effect is small. With continual production, growth rates at first remained steady, then appeared to decrease for the sixth and seventh crop, after which they have increased steadily with each crop. It appears that conservative pond management, together with a gradual improvement in husbandry techniques, particularly feed management, brought about this change. This has encouraging implications for the long-term sustainability of the farming methods used. The growth model can be used to predict productivity, and hence, profitability, of new aquaculture locations or new production strategies.
Resumo:
This study uses agent based modelling to simulate the worker interactions within a workplace and to investigate how the interactions can have impact on the workplace dynamics. Two new models (Bounded Confidence with Bias model and Relative Agreement with Bias model) are built based on the theoretical foundation of two existing models. A new factor, namely bias, is added into the new models which raises several issues to be studied.
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Statistical analyses of health program participation seek to address a number of objectives compatible with the evaluation of demand for current resources. In this spirit, a spatial hierarchical model is developed for disentangling patterns in participation at the small area level, as a function of population-based demand and additional variation. For the former, a constrained gravity model is proposed to quantify factors associated with spatial choice and account for competition effects, for programs delivered by multiple clinics. The implications of gravity model misspecification within a mixed effects framework are also explored. The proposed model is applied to participation data from a no-fee mammography program in Brisbane, Australia. Attention is paid to the interpretation of various model outputs and their relevance for public health policy.
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This article presents some remarks on models currently used in low speed manoeuvring and dynamic positioning problems. It discusses the relationship between the classical hydrodynamic equations for manoeuvring and seakeeping, and offers insight into the models used for simulation and control system design.
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Pseudo-marginal methods such as the grouped independence Metropolis-Hastings (GIMH) and Markov chain within Metropolis (MCWM) algorithms have been introduced in the literature as an approach to perform Bayesian inference in latent variable models. These methods replace intractable likelihood calculations with unbiased estimates within Markov chain Monte Carlo algorithms. The GIMH method has the posterior of interest as its limiting distribution, but suffers from poor mixing if it is too computationally intensive to obtain high-precision likelihood estimates. The MCWM algorithm has better mixing properties, but less theoretical support. In this paper we propose to use Gaussian processes (GP) to accelerate the GIMH method, whilst using a short pilot run of MCWM to train the GP. Our new method, GP-GIMH, is illustrated on simulated data from a stochastic volatility and a gene network model.
Resumo:
The intervertebral disc withstands large compressive loads (up to nine times bodyweight in humans) while providing flexibility to the spinal column. At a microstructural level, the outer sheath of the disc (the annulus fibrosus) comprises 12–20 annular layers of alternately crisscrossed collagen fibres embedded in a soft ground matrix. The centre of the disc (the nucleus pulposus) consists of a hydrated gel rich in proteoglycans. The disc is the largest avascular structure in the body and is of much interest biomechanically due to the high societal burden of disc degeneration and back pain. Although the disc has been well characterized at the whole joint scale, it is not clear how the disc tissue microstructure confers its overall mechanical properties. In particular, there have been conflicting reports regarding the level of attachment between adjacent lamellae in the annulus, and the importance of these interfaces to the overall integrity of the disc is unknown. We used a polarized light micrograph of the bovine tail disc in transverse cross-section to develop an image-based finite element model incorporating sliding and separation between layers of the annulus, and subjected the model to axial compressive loading. Validation experiments were also performed on four bovine caudal discs. Interlamellar shear resistance had a strong effect on disc compressive stiffness, with a 40% drop in stiffness when the interface shear resistance was changed from fully bonded to freely sliding. By contrast, interlamellar cohesion had no appreciable effect on overall disc mechanics. We conclude that shear resistance between lamellae confers disc mechanical resistance to compression, and degradation of the interlamellar interface structure may be a precursor to macroscopic disc degeneration.
Resumo:
Traffic incidents are recognised as one of the key sources of non-recurrent congestion that often leads to reduction in travel time reliability (TTR), a key metric of roadway performance. A method is proposed here to quantify the impacts of traffic incidents on TTR on freeways. The method uses historical data to establish recurrent speed profiles and identifies non-recurrent congestion based on their negative impacts on speeds. The locations and times of incidents are used to identify incidents among non-recurrent congestion events. Buffer time is employed to measure TTR. Extra buffer time is defined as the extra delay caused by traffic incidents. This reliability measure indicates how much extra travel time is required by travellers to arrive at their destination on time with 95% certainty in the case of an incident, over and above the travel time that would have been required under recurrent conditions. An extra buffer time index (EBTI) is defined as the ratio of extra buffer time to recurrent travel time, with zero being the best case (no delay). A Tobit model is used to identify and quantify factors that affect EBTI using a selected freeway segment in the Southeast Queensland, Australia network. Both fixed and random parameter Tobit specifications are tested. The estimation results reveal that models with random parameters offer a superior statistical fit for all types of incidents, suggesting the presence of unobserved heterogeneity across segments. What factors influence EBTI depends on the type of incident. In addition, changes in TTR as a result of traffic incidents are related to the characteristics of the incidents (multiple vehicles involved, incident duration, major incidents, etc.) and traffic characteristics.
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We formalise and present a new generic multifaceted complex system approach for modelling complex business enterprises. Our method has a strong focus on integrating the various data types available in an enterprise which represent the diverse perspectives of various stakeholders. We explain the challenges faced and define a novel approach to converting diverse data types into usable Bayesian probability forms. The data types that can be integrated include historic data, survey data, and management planning data, expert knowledge and incomplete data. The structural complexities of the complex system modelling process, based on various decision contexts, are also explained along with a solution. This new application of complex system models as a management tool for decision making is demonstrated using a railway transport case study. The case study demonstrates how the new approach can be utilised to develop a customised decision support model for a specific enterprise. Various decision scenarios are also provided to illustrate the versatility of the decision model at different phases of enterprise operations such as planning and control.
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This thesis studies how conceptual process models - that is, graphical documentations of an organisation's business processes - can enable and constrain the actions of their users. The results from case study and experiment indicate that model design decisions and people's characteristics influence how these opportunities for action are perceived and acted upon in practice.
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This thesis concerns the development of mathematical models to describe the interactions that occur between spray droplets and leaves. Models are presented that not only provide a contribution to mathematical knowledge in the field of fluid dynamics, but are also of utility within the agrichemical industry. The thesis is presented in two parts. First, thin film models are implemented with efficient numerical schemes in order to simulate droplets on virtual leaf surfaces. Then the interception event is considered, whereby energy balance techniques are employed to instantaneously predict whether an impacting droplet will bounce, splash, or adhere to a leaf.