8 resultados para Probabilistic forecasting

em Biblioteca Digital da Produção Intelectual da Universidade de São Paulo


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Patterns of species interactions affect the dynamics of food webs. An important component of species interactions that is rarely considered with respect to food webs is the strengths of interactions, which may affect both structure and dynamics. In natural systems, these strengths are variable, and can be quantified as probability distributions. We examined how variation in strengths of interactions can be described hierarchically, and how this variation impacts the structure of species interactions in predator-prey networks, both of which are important components of ecological food webs. The stable isotope ratios of predator and prey species may be particularly useful for quantifying this variability, and we show how these data can be used to build probabilistic predator-prey networks. Moreover, the distribution of variation in strengths among interactions can be estimated from a limited number of observations. This distribution informs network structure, especially the key role of dietary specialization, which may be useful for predicting structural properties in systems that are difficult to observe. Finally, using three mammalian predator-prey networks ( two African and one Canadian) quantified from stable isotope data, we show that exclusion of link-strength variability results in biased estimates of nestedness and modularity within food webs, whereas the inclusion of body size constraints only marginally increases the predictive accuracy of the isotope-based network. We find that modularity is the consequence of strong link-strengths in both African systems, while nestedness is not significantly present in any of the three predator-prey networks.

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Brazil is the largest sugarcane producer in the world and has a privileged position to attend to national and international market places. To maintain the high production of sugarcane, it is fundamental to improve the forecasting models of crop seasons through the use of alternative technologies, such as remote sensing. Thus, the main purpose of this article is to assess the results of two different statistical forecasting methods applied to an agroclimatic index (the water requirement satisfaction index; WRSI) and the sugarcane spectral response (normalized difference vegetation index; NDVI) registered on National Oceanic and Atmospheric Administration Advanced Very High Resolution Radiometer (NOAA-AVHRR) satellite images. We also evaluated the cross-correlation between these two indexes. According to the results obtained, there are meaningful correlations between NDVI and WRSI with time lags. Additionally, the adjusted model for NDVI presented more accurate results than the forecasting models for WRSI. Finally, the analyses indicate that NDVI is more predictable due to its seasonality and the WRSI values are more variable making it difficult to forecast.

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This paper addressed the problem of water-demand forecasting for real-time operation of water supply systems. The present study was conducted to identify the best fit model using hourly consumption data from the water supply system of Araraquara, Sa approximate to o Paulo, Brazil. Artificial neural networks (ANNs) were used in view of their enhanced capability to match or even improve on the regression model forecasts. The ANNs used were the multilayer perceptron with the back-propagation algorithm (MLP-BP), the dynamic neural network (DAN2), and two hybrid ANNs. The hybrid models used the error produced by the Fourier series forecasting as input to the MLP-BP and DAN2, called ANN-H and DAN2-H, respectively. The tested inputs for the neural network were selected literature and correlation analysis. The results from the hybrid models were promising, DAN2 performing better than the tested MLP-BP models. DAN2-H, identified as the best model, produced a mean absolute error (MAE) of 3.3 L/s and 2.8 L/s for training and test set, respectively, for the prediction of the next hour, which represented about 12% of the average consumption. The best forecasting model for the next 24 hours was again DAN2-H, which outperformed other compared models, and produced a MAE of 3.1 L/s and 3.0 L/s for training and test set respectively, which represented about 12% of average consumption. DOI: 10.1061/(ASCE)WR.1943-5452.0000177. (C) 2012 American Society of Civil Engineers.

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This paper addresses the numerical solution of random crack propagation problems using the coupling boundary element method (BEM) and reliability algorithms. Crack propagation phenomenon is efficiently modelled using BEM, due to its mesh reduction features. The BEM model is based on the dual BEM formulation, in which singular and hyper-singular integral equations are adopted to construct the system of algebraic equations. Two reliability algorithms are coupled with BEM model. The first is the well known response surface method, in which local, adaptive polynomial approximations of the mechanical response are constructed in search of the design point. Different experiment designs and adaptive schemes are considered. The alternative approach direct coupling, in which the limit state function remains implicit and its gradients are calculated directly from the numerical mechanical response, is also considered. The performance of both coupling methods is compared in application to some crack propagation problems. The investigation shows that direct coupling scheme converged for all problems studied, irrespective of the problem nonlinearity. The computational cost of direct coupling has shown to be a fraction of the cost of response surface solutions, regardless of experiment design or adaptive scheme considered. (C) 2012 Elsevier Ltd. All rights reserved.

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Fraud is a global problem that has required more attention due to an accentuated expansion of modern technology and communication. When statistical techniques are used to detect fraud, whether a fraud detection model is accurate enough in order to provide correct classification of the case as a fraudulent or legitimate is a critical factor. In this context, the concept of bootstrap aggregating (bagging) arises. The basic idea is to generate multiple classifiers by obtaining the predicted values from the adjusted models to several replicated datasets and then combining them into a single predictive classification in order to improve the classification accuracy. In this paper, for the first time, we aim to present a pioneer study of the performance of the discrete and continuous k-dependence probabilistic networks within the context of bagging predictors classification. Via a large simulation study and various real datasets, we discovered that the probabilistic networks are a strong modeling option with high predictive capacity and with a high increment using the bagging procedure when compared to traditional techniques. (C) 2012 Elsevier Ltd. All rights reserved.

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Structural durability is an important criterion that must be evaluated for every type of structure. Concerning reinforced concrete members, chloride diffusion process is widely used to evaluate durability, especially when these structures are constructed in aggressive atmospheres. The chloride ingress triggers the corrosion of reinforcements; therefore, by modelling this phenomenon, the corrosion process can be better evaluated as well as the structural durability. The corrosion begins when a threshold level of chloride concentration is reached at the steel bars of reinforcements. Despite the robustness of several models proposed in literature, deterministic approaches fail to predict accurately the corrosion time initiation due the inherent randomness observed in this process. In this regard, structural durability can be more realistically represented using probabilistic approaches. This paper addresses the analyses of probabilistic corrosion time initiation in reinforced concrete structures exposed to chloride penetration. The chloride penetration is modelled using the Fick's diffusion law. This law simulates the chloride diffusion process considering time-dependent effects. The probability of failure is calculated using Monte Carlo simulation and the first order reliability method, with a direct coupling approach. Some examples are considered in order to study these phenomena. Moreover, a simplified method is proposed to determine optimal values for concrete cover.

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Semi-qualitative probabilistic networks (SQPNs) merge two important graphical model formalisms: Bayesian networks and qualitative probabilistic networks. They provade a very Complexity of inferences in polytree-shaped semi-qualitative probabilistic networks and qualitative probabilistic networks. They provide a very general modeling framework by allowing the combination of numeric and qualitative assessments over a discrete domain, and can be compactly encoded by exploiting the same factorization of joint probability distributions that are behind the bayesian networks. This paper explores the computational complexity of semi-qualitative probabilistic networks, and takes the polytree-shaped networks as its main target. We show that the inference problem is coNP-Complete for binary polytrees with multiple observed nodes. We also show that interferences can be performed in time linear in the number of nodes if there is a single observed node. Because our proof is construtive, we obtain an efficient linear time algorithm for SQPNs under such assumptions. To the best of our knowledge, this is the first exact polynominal-time algorithm for SQPn. Together these results provide a clear picture of the inferential complexity in polytree-shaped SQPNs.

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Due to the growing interest in social networks, link prediction has received significant attention. Link prediction is mostly based on graph-based features, with some recent approaches focusing on domain semantics. We propose algorithms for link prediction that use a probabilistic ontology to enhance the analysis of the domain and the unavoidable uncertainty in the task (the ontology is specified in the probabilistic description logic crALC). The scalability of the approach is investigated, through a combination of semantic assumptions and graph-based features. We evaluate empirically our proposal, and compare it with standard solutions in the literature.