Reduced complexity on-line estimation of hidden Markov model parameters

In this paper we propose and study low complexity algorithms for on-line estimation of hidden Markov model (HMM) parameters. The estimates approach the true model parameters as the measurement noise approaches zero, but otherwise give improved estimates, albeit with bias. On a nite data set in the high noise case, the bias may not be signi cantly more severe than for a higher complexity asymptotically optimal scheme. Our algorithms require O(N3) calculations per time instant, where N is the number of states. Previous algorithms based on earlier hidden Markov model signal processing methods, including the expectation-maximumisation (EM) algorithm require O(N4) calculations per time instant.

Development of optical ray tracing model of a standard parabolic trough collector

Parabolic trough concentrator collector is the most matured, proven and widespread technology for the exploitation of the solar energy on a large scale for middle temperature applications. The assessment of the opportunities and the possibilities of the collector system are relied on its optical performance. A reliable Monte Carlo ray tracing model of a parabolic trough collector is developed by using Zemax software. The optical performance of an ideal collector depends on the solar spectral distribution and the sunshape, and the spectral selectivity of the associated components. Therefore, each step of the model, including the spectral distribution of the solar energy, trough reflectance, glazing anti-reflection coating and the absorber selective coating is explained and verified. Radiation flux distribution around the receiver, and the optical efficiency are two basic aspects of optical simulation are calculated using the model, and verified with widely accepted analytical profile and measured values respectively. Reasonably very good agreement is obtained. Further investigations are carried out to analyse the characteristics of radiation distribution around the receiver tube at different insolation, envelop conditions, and selective coating on the receiver; and the impact of scattered light from the receiver surface on the efficiency. However, the model has the capability to analyse the optical performance at variable sunshape, tracking error, collector imperfections including absorber misalignment with focal line and de-focal effect of the absorber, different rim angles, and geometric concentrations. The current optical model can play a significant role in understanding the optical aspects of a trough collector, and can be employed to extract useful information on the optical performance. In the long run, this optical model will pave the way for the construction of low cost standalone photovoltaic and thermal hybrid collector in Australia for small scale domestic hot water and electricity production.

A three species model to simulate application of hyperbaric oxygen therapy to chronic wounds

Chronic wounds are a significant socioeconomic problem for governments worldwide. Approximately 15% of people who suffer from diabetes will experience a lower-limb ulcer at some stage of their lives, and 24% of these wounds will ultimately result in amputation of the lower limb. Hyperbaric Oxygen Therapy (HBOT) has been shown to aid the healing of chronic wounds; however, the causal reasons for the improved healing remain unclear and hence current HBOT protocols remain empirical. Here we develop a three-species mathematical model of wound healing that is used to simulate the application of hyperbaric oxygen therapy in the treatment of wounds. Based on our modelling, we predict that intermittent HBOT will assist chronic wound healing while normobaric oxygen is ineffective in treating such wounds. Furthermore, treatment should continue until healing is complete, and HBOT will not stimulate healing under all circumstances, leading us to conclude that finding the right protocol for an individual patient is crucial if HBOT is to be effective. We provide constraints that depend on the model parameters for the range of HBOT protocols that will stimulate healing. More specifically, we predict that patients with a poor arterial supply of oxygen, high consumption of oxygen by the wound tissue, chronically hypoxic wounds, and/or a dysfunctional endothelial cell response to oxygen are at risk of nonresponsiveness to HBOT. The work of this paper can, in some way, highlight which patients are most likely to respond well to HBOT (for example, those with a good arterial supply), and thus has the potential to assist in improving both the success rate and hence the costeffectiveness of this therapy.

Concurrent multi-scale modeling of civil infrastructures for analyses on structural deteriorating—Part II : Model updating and verification

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.

Chlamydial infection and spatial ascension of the female genital tract : a novel hybrid cellular automata and continuum mathematical model

Sexually transmitted chlamydial infection initially establishes in the endocervix in females, but if the infection ascends the genital tract, significant disease, including infertility, can result. Many of the mechanisms associated with chlamydial infection kinetics and disease ascension are unknown. We attempt to elucidate some of these processes by developing a novel mathematical model, using a cellular automata–partial differential equation model. We matched our model outputs to experimental data of chlamydial infection of the guinea-pig cervix and carried out sensitivity analyses to determine the relative influence of model parameters. We found that the rate of recruitment and action of innate immune cells to clear extracellular chlamydial particles and the rate of passive movement of chlamydial particles are the dominant factors in determining the early course of infection, magnitude of the peak chlamydial time course and the time of the peak. The rate of passive movement was found to be the most important factor in determining whether infection would ascend to the upper genital tract. This study highlights the importance of early innate immunity in the control of chlamydial infection and the significance of motility-diffusive properties and the adaptive immune response in the magnitude of infection and in its ascension.

Using accelerometer, high sample rate GPS and magnetometer data to develop a cattle movement and behaviour model

The study described in this paper developed a model of animal movement, which explicitly recognised each individual as the central unit of measure. The model was developed by learning from a real dataset that measured and calculated, for individual cows in a herd, their linear and angular positions and directional and angular speeds. Two learning algorithms were implemented: a Hidden Markov model (HMM) and a long-term prediction algorithm. It is shown that a HMM can be used to describe the animal's movement and state transition behaviour within several “stay” areas where cows remained for long periods. Model parameters were estimated for hidden behaviour states such as relocating, foraging and bedding. For cows’ movement between the “stay” areas a long-term prediction algorithm was implemented. By combining these two algorithms it was possible to develop a successful model, which achieved similar results to the animal behaviour data collected. This modelling methodology could easily be applied to interactions of other animal species.

Adapting a generic BEAMnrc model of the BrainLAB m3 micro-multileaf collimator to simulate a local collimation device

This work is focussed on developing a commissioning procedure so that a Monte Carlo model, which uses BEAMnrc’s standard VARMLC component module, can be adapted to match a specific BrainLAB m3 micro-multileaf collimator (μMLC). A set of measurements are recommended, for use as a reference against which the model can be tested and optimised. These include radiochromic film measurements of dose from small and offset fields, as well as measurements of μMLC transmission and interleaf leakage. Simulations and measurements to obtain μMLC scatter factors are shown to be insensitive to relevant model parameters and are therefore not recommended, unless the output of the linear accelerator model is in doubt. Ultimately, this note provides detailed instructions for those intending to optimise a VARMLC model to match the dose delivered by their local BrainLAB m3 μMLC device.

Asset life prediction and maintenance decision-making using a non-linear non-Gaussian state space model

Estimating and predicting degradation processes of engineering assets is crucial for reducing the cost and insuring the productivity of enterprises. Assisted by modern condition monitoring (CM) technologies, most asset degradation processes can be revealed by various degradation indicators extracted from CM data. Maintenance strategies developed using these degradation indicators (i.e. condition-based maintenance) are more cost-effective, because unnecessary maintenance activities are avoided when an asset is still in a decent health state. A practical difficulty in condition-based maintenance (CBM) is that degradation indicators extracted from CM data can only partially reveal asset health states in most situations. Underestimating this uncertainty in relationships between degradation indicators and health states can cause excessive false alarms or failures without pre-alarms. The state space model provides an efficient approach to describe a degradation process using these indicators that can only partially reveal health states. However, existing state space models that describe asset degradation processes largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires that failures and inspections only happen at fixed intervals. The discrete state assumption entails discretising continuous degradation indicators, which requires expert knowledge and often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This research proposes a Gamma-based state space model that does not have discrete time, discrete state, linear and Gaussian assumptions to model partially observable degradation processes. Monte Carlo-based algorithms are developed to estimate model parameters and asset remaining useful lives. In addition, this research also develops a continuous state partially observable semi-Markov decision process (POSMDP) to model a degradation process that follows the Gamma-based state space model and is under various maintenance strategies. Optimal maintenance strategies are obtained by solving the POSMDP. Simulation studies through the MATLAB are performed; case studies using the data from an accelerated life test of a gearbox and a liquefied natural gas industry are also conducted. The results show that the proposed Monte Carlo-based EM algorithm can estimate model parameters accurately. The results also show that the proposed Gamma-based state space model have better fitness result than linear and Gaussian state space models when used to process monotonically increasing degradation data in the accelerated life test of a gear box. Furthermore, both simulation studies and case studies show that the prediction algorithm based on the Gamma-based state space model can identify the mean value and confidence interval of asset remaining useful lives accurately. In addition, the simulation study shows that the proposed maintenance strategy optimisation method based on the POSMDP is more flexible than that assumes a predetermined strategy structure and uses the renewal theory. Moreover, the simulation study also shows that the proposed maintenance optimisation method can obtain more cost-effective strategies than a recently published maintenance strategy optimisation method by optimising the next maintenance activity and the waiting time till the next maintenance activity simultaneously.

Wound healing angiogenesis : the clinical implications of a simple mathematical model

Nonhealing wounds are a major burden for health care systems worldwide. In addition, a patient who suffers from this type of wound usually has a reduced quality of life. While the wound healing process is undoubtedly complex, in this paper we develop a deterministic mathematical model, formulated as a system of partial differential equations, that focusses on an important aspect of successful healing: oxygen supply to the wound bed by a combination of diffusion from the surrounding unwounded tissue and delivery from newly formed blood vessels. While the model equations can be solved numerically, the emphasis here is on the use of asymptotic methods to establish conditions under which new blood vessel growth can be initiated and wound-bed angiogenesis can progress. These conditions are given in terms of key model parameters including the rate of oxygen supply and its rate of consumption in the wound. We use our model to discuss the clinical use of treatments such as hyperbaric oxygen therapy, wound bed debridement, and revascularisation therapy that have the potential to initiate healing in chronic, stalled wounds.

Evaluation of the GHR car following model for traffic safety studies

Traffic safety studies mandate more than what existing micro-simulation models can offer as they postulate that every driver exhibits a safe behaviour. All the microscopic traffic simulation models are consisting of a car-following model and the Gazis–Herman–Rothery (GHR) car-following model is a widely used model. This paper highlights the limitations of the GHR car-following model capability to model longitudinal driving behaviour for safety study purposes. This study reviews and compares different version of the GHR model. To empower the GHR model on precise metrics reproduction a new set of car-following model parameters is offered to simulate unsafe vehicle conflicts. NGSIM vehicle trajectory data is used to evaluate the new model and short following headways and Time to Collision are employed to assess critical safety events within traffic flow. Risky events are extracted from available NGSIM data to evaluate the modified model against the generic versions of the GHR model. The results from simulation tests illustrate that the proposed model does predict the safety metrics better than the generic GHR model. Additionally it can potentially facilitate assessing and predicting traffic facilities’ safety using microscopic simulation. The new model can predict Near-miss rear-end crashes.

Assessing uncertainty in pollutant wash-off modelling via model validation

Stormwater pollution is linked to stream ecosystem degradation. In predicting stormwater pollution, various types of modelling techniques are adopted. The accuracy of predictions provided by these models depends on the data quality, appropriate estimation of model parameters, and the validation undertaken. It is well understood that available water quality datasets in urban areas span only relatively short time scales unlike water quantity data, which limits the applicability of the developed models in engineering and ecological assessment of urban waterways. This paper presents the application of leave-one-out (LOO) and Monte Carlo cross validation (MCCV) procedures in a Monte Carlo framework for the validation and estimation of uncertainty associated with pollutant wash-off when models are developed using a limited dataset. It was found that the application of MCCV is likely to result in a more realistic measure of model coefficients than LOO. Most importantly, MCCV and LOO were found to be effective in model validation when dealing with a small sample size which hinders detailed model validation and can undermine the effectiveness of stormwater quality management strategies.

Model choice problems using approximate Bayesian computation with applications to pathogen transmission data sets

Analytically or computationally intractable likelihood functions can arise in complex statistical inferential problems making them inaccessible to standard Bayesian inferential methods. Approximate Bayesian computation (ABC) methods address such inferential problems by replacing direct likelihood evaluations with repeated sampling from the model. ABC methods have been predominantly applied to parameter estimation problems and less to model choice problems due to the added difficulty of handling multiple model spaces. The ABC algorithm proposed here addresses model choice problems by extending Fearnhead and Prangle (2012, Journal of the Royal Statistical Society, Series B 74, 1–28) where the posterior mean of the model parameters estimated through regression formed the summary statistics used in the discrepancy measure. An additional stepwise multinomial logistic regression is performed on the model indicator variable in the regression step and the estimated model probabilities are incorporated into the set of summary statistics for model choice purposes. A reversible jump Markov chain Monte Carlo step is also included in the algorithm to increase model diversity for thorough exploration of the model space. This algorithm was applied to a validating example to demonstrate the robustness of the algorithm across a wide range of true model probabilities. Its subsequent use in three pathogen transmission examples of varying complexity illustrates the utility of the algorithm in inferring preference of particular transmission models for the pathogens.

A Mammalian Circadian Clock Model Incorporating Daytime Expression Elements

Models of the mammalian clock have traditionally been based around two feedback loops-the self-repression of Per/Cry by interfering with activation by BMAL/CLOCK, and the repression of Bmal/Clock by the REV-ERB proteins. Recent experimental evidence suggests that the D-box, a transcription factor binding site associated with daytime expression, plays a larger role in clock function than has previously been understood. We present a simplified clock model that highlights the role of the D-box and illustrate an approach for finding maximum-entropy ensembles of model parameters, given experimentally imposed constraints. Parameter variability can be mitigated using prior probability distributions derived from genome-wide studies of cellular kinetics. Our model reproduces predictions concerning the dual regulation of Cry1 by the D-box and Rev-ErbA/ROR response element (RRE) promoter elements and allows for ensemble-based predictions of phase response curves (PRCs). Nonphotic signals such as Neuropeptide Y (NPY) may act by promoting Cry1 expression, whereas photic signals likely act by stimulating expression from the E/E' box. Ensemble generation with parameter probability restraints reveals more about a model's behavior than a single optimal parameter set.

A statistical model for combustion resonance from a DI diesel engine with applications

Introduced in this paper is a Bayesian model for isolating the resonant frequency from combustion chamber resonance. The model shown in this paper focused on characterising the initial rise in the resonant frequency to investigate the rise of in-cylinder bulk temperature associated with combustion. By resolving the model parameters, it is possible to determine: the start of pre-mixed combustion, the start of diffusion combustion, the initial resonant frequency, the resonant frequency as a function of crank angle, the in-cylinder bulk temperature as a function of crank angle and the trapped mass as a function of crank angle. The Bayesian method allows for individual cycles to be examined without cycle-averaging|allowing inter-cycle variability studies. Results are shown for a turbo-charged, common-rail compression ignition engine run at 2000 rpm and full load.