Physical objects on navigation channal simulation models

This paper presents the results of a simulation using physical objects. This concept integrates the physical dimensions of an entity such as length, width, and weight, with the usual process flow paradigm, recurrent in the discrete event simulation models. Based on a naval logistics system, we applied this technique in an access channel of the largest port of Latin America. This system is composed by vessel movement constrained by the access channel dimensions. Vessel length and width dictates whether it is safe or not to have one or two ships simultaneously. The success delivered by the methodology proposed was an accurate validation of the model, approximately 0.45% of deviation, when compared to real data. Additionally, the model supported the design of new terminals operations for Santos, delivering KPIs such as: canal utilization, queue time, berth utilization, and throughput capability

Stochastic simulation of time-series models combined with geostatistics to predict water-table scenarios in a Guarani Aquifer System outcrop area, Brazil

Stochastic methods based on time-series modeling combined with geostatistics can be useful tools to describe the variability of water-table levels in time and space and to account for uncertainty. Monitoring water-level networks can give information about the dynamic of the aquifer domain in both dimensions. Time-series modeling is an elegant way to treat monitoring data without the complexity of physical mechanistic models. Time-series model predictions can be interpolated spatially, with the spatial differences in water-table dynamics determined by the spatial variation in the system properties and the temporal variation driven by the dynamics of the inputs into the system. An integration of stochastic methods is presented, based on time-series modeling and geostatistics as a framework to predict water levels for decision making in groundwater management and land-use planning. The methodology is applied in a case study in a Guarani Aquifer System (GAS) outcrop area located in the southeastern part of Brazil. Communication of results in a clear and understandable form, via simulated scenarios, is discussed as an alternative, when translating scientific knowledge into applications of stochastic hydrogeology in large aquifers with limited monitoring network coverage like the GAS.

A Java-based simulation environment for networks of simplified neuron models

ACR is supported by a research grant from CNPq.

Estimation and diagnostics for heteroscedastic nonlinear regression models based on scale mixtures of skew-normal distributions

An extension of some standard likelihood based procedures to heteroscedastic nonlinear regression models under scale mixtures of skew-normal (SMSN) distributions is developed. This novel class of models provides a useful generalization of the heteroscedastic symmetrical nonlinear regression models (Cysneiros et al., 2010), since the random term distributions cover both symmetric as well as asymmetric and heavy-tailed distributions such as skew-t, skew-slash, skew-contaminated normal, among others. A simple EM-type algorithm for iteratively computing maximum likelihood estimates of the parameters is presented and the observed information matrix is derived analytically. In order to examine the performance of the proposed methods, some simulation studies are presented to show the robust aspect of this flexible class against outlying and influential observations and that the maximum likelihood estimates based on the EM-type algorithm do provide good asymptotic properties. Furthermore, local influence measures and the one-step approximations of the estimates in the case-deletion model are obtained. Finally, an illustration of the methodology is given considering a data set previously analyzed under the homoscedastic skew-t nonlinear regression model. (C) 2012 Elsevier B.V. All rights reserved.

Computational tools for comparing asymmetric GARCH models via Bayes factors

In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.

Numerical simulation of anisotropic polymeric foams

This paper shows in detail the modelling of anisotropic polymeric foam under compression and tension loadings, including discussions on isotropic material models and the entire procedure to calibrate the parameters involved. First, specimens of poly(vinyl chloride) (PVC) foam were investigated through experimental analyses in order to understand the mechanical behavior of this anisotropic material. Then, isotropic material models available in the commercial software Abaqus (TM) were investigated in order to verify their ability to model anisotropic foams and how the parameters involved can influence the results. Due to anisotropy, it is possible to obtain different values for the same parameter in the calibration process. The obtained set of parameters are used to calibrate the model according to the application of the structure. The models investigated showed minor and major limitations to simulate the mechanical behavior of anisotropic PVC foams under compression, tension and multi-axial loadings. Results show that the calibration process and the choice of the material model applied to the polymeric foam can provide good quantitative results and save project time. Results also indicate what kind and order of error one will get if certain choices are made throughout the modelling process. Finally, even though the developed calibration procedure is applied to specific PVC foam, it still outlines a very broad drill to analyze other anisotropic cellular materials.

Assessment of variance components in nonlinear mixed-effects elliptical models

The issue of assessing variance components is essential in deciding on the inclusion of random effects in the context of mixed models. In this work we discuss this problem by supposing nonlinear elliptical models for correlated data by using the score-type test proposed in Silvapulle and Silvapulle (1995). Being asymptotically equivalent to the likelihood ratio test and only requiring the estimation under the null hypothesis, this test provides a fairly easy computable alternative for assessing one-sided hypotheses in the context of the marginal model. Taking into account the possible non-normal distribution, we assume that the joint distribution of the response variable and the random effects lies in the elliptical class, which includes light-tailed and heavy-tailed distributions such as Student-t, power exponential, logistic, generalized Student-t, generalized logistic, contaminated normal, and the normal itself, among others. We compare the sensitivity of the score-type test under normal, Student-t and power exponential models for the kinetics data set discussed in Vonesh and Carter (1992) and fitted using the model presented in Russo et al. (2009). Also, a simulation study is performed to analyze the consequences of the kurtosis misspecification.

Bartlett corrections in Birnbaum-Saunders nonlinear regression models

Lemonte and Cordeiro [Birnbaum-Saunders nonlinear regression models, Comput. Stat. Data Anal. 53 (2009), pp. 4441-4452] introduced a class of Birnbaum-Saunders (BS) nonlinear regression models potentially useful in lifetime data analysis. We give a general matrix Bartlett correction formula to improve the likelihood ratio (LR) tests in these models. The formula is simple enough to be used analytically to obtain several closed-form expressions in special cases. Our results generalize those in Lemonte et al. [Improved likelihood inference in Birnbaum-Saunders regressions, Comput. Stat. DataAnal. 54 (2010), pp. 1307-1316], which hold only for the BS linear regression models. We consider Monte Carlo simulations to show that the corrected tests work better than the usual LR tests.

Bayesian Analysis for Errors in Variables with Changepoint Models

Changepoint regression models have originally been developed in connection with applications in quality control, where a change from the in-control to the out-of-control state has to be detected based on the avaliable random observations. Up to now various changepoint models have been suggested for differents applications like reliability, econometrics or medicine. In many practical situations the covariate cannot be measured precisely and an alternative model are the errors in variable regression models. In this paper we study the regression model with errors in variables with changepoint from a Bayesian approach. From the simulation study we found that the proposed procedure produces estimates suitable for the changepoint and all other model parameters.

On Wald Residuals in Generalized Linear Models

A rigorous asymptotic theory for Wald residuals in generalized linear models is not yet available. The authors provide matrix formulae of order O(n(-1)), where n is the sample size, for the first two moments of these residuals. The formulae can be applied to many regression models widely used in practice. The authors suggest adjusted Wald residuals to these models with approximately zero mean and unit variance. The expressions were used to analyze a real dataset. Some simulation results indicate that the adjusted Wald residuals are better approximated by the standard normal distribution than the Wald residuals.

Validation and comparison of two soil-vegetation-atmosphere transfer models for tropical Africa

This study aims to compare and validate two soil-vegetation-atmosphere-transfer (SVAT) schemes: TERRA-ML and the Community Land Model (CLM). Both SVAT schemes are run in standalone mode (decoupled from an atmospheric model) and forced with meteorological in-situ measurements obtained at several tropical African sites. Model performance is quantified by comparing simulated sensible and latent heat fluxes with eddy-covariance measurements. Our analysis indicates that the Community Land Model corresponds more closely to the micrometeorological observations, reflecting the advantages of the higher model complexity and physical realism. Deficiencies in TERRA-ML are addressed and its performance is improved: (1) adjusting input data (root depth) to region-specific values (tropical evergreen forest) resolves dry-season underestimation of evapotranspiration; (2) adjusting the leaf area index and albedo (depending on hard-coded model constants) resolves overestimations of both latent and sensible heat fluxes; and (3) an unrealistic flux partitioning caused by overestimated superficial water contents is reduced by adjusting the hydraulic conductivity parameterization. CLM is by default more versatile in its global application on different vegetation types and climates. On the other hand, with its lower degree of complexity, TERRA-ML is much less computationally demanding, which leads to faster calculation times in a coupled climate simulation.

Models of passive and active dendrite motoneuron pools and their differences in muscle force control

Motoneuron (MN) dendrites may be changed from a passive to an active state by increasing the levels of spinal cord neuromodulators, which activate persistent inward currents (PICs). These exert a powerful influence on MN behavior and modify the motor control both in normal and pathological conditions. Motoneuronal PICs are believed to induce nonlinear phenomena such as the genesis of extra torque and torque hysteresis in response to percutaneous electrical stimulation or tendon vibration in humans. An existing large-scale neuromuscular simulator was expanded to include MN models that have a capability to change their dynamic behaviors depending on the neuromodulation level. The simulation results indicated that the variability (standard deviation) of a maintained force depended on the level of neuromodulatory activity. A force with lower variability was obtained when the motoneuronal network was under a strong influence of PICs, suggesting a functional role in postural and precision tasks. In an additional set of simulations when PICs were active in the dendrites of the MN models, the results successfully reproduced experimental results reported from humans. Extra torque was evoked by the self-sustained discharge of spinal MNs, whereas differences in recruitment and de-recruitment levels of the MNs were the main reason behind torque and electromyogram (EMG) hysteresis. Finally, simulations were also used to study the influence of inhibitory inputs on a MN pool that was under the effect of PICs. The results showed that inhibition was of great importance in the production of a phasic force, requiring a reduced co-contraction of agonist and antagonist muscles. These results show the richness of functionally relevant behaviors that can arise from a MN pool under the action of PICs.

On the impact of disproportional samples in credit scoring models: An application to a Brazilian bank data

Statistical methods have been widely employed to assess the capabilities of credit scoring classification models in order to reduce the risk of wrong decisions when granting credit facilities to clients. The predictive quality of a classification model can be evaluated based on measures such as sensitivity, specificity, predictive values, accuracy, correlation coefficients and information theoretical measures, such as relative entropy and mutual information. In this paper we analyze the performance of a naive logistic regression model (Hosmer & Lemeshow, 1989) and a logistic regression with state-dependent sample selection model (Cramer, 2004) applied to simulated data. Also, as a case study, the methodology is illustrated on a data set extracted from a Brazilian bank portfolio. Our simulation results so far revealed that there is no statistically significant difference in terms of predictive capacity between the naive logistic regression models and the logistic regression with state-dependent sample selection models. However, there is strong difference between the distributions of the estimated default probabilities from these two statistical modeling techniques, with the naive logistic regression models always underestimating such probabilities, particularly in the presence of balanced samples. (C) 2012 Elsevier Ltd. All rights reserved.

Numerical simulation of an ethanol turbulent spray flame with RANS and diffusion combustion model

A detailed numerical simulation of ethanol turbulent spray combustion on a rounded jet flame is pre- sented in this article. The focus is to propose a robust mathematical model with relatively low complexity sub- models to reproduce the main characteristics of the cou- pling between both phases, such as the turbulence modulation, turbulent droplets dissipation, and evaporative cooling effect. A RANS turbulent model is implemented. Special features of the model include an Eulerian– Lagrangian procedure under a fully two-way coupling and a modified flame sheet model with a joint mixture fraction– enthalpy b -PDF. Reasonable agreement between measured and computed mean profiles of temperature of the gas phase and droplet size distributions is achieved. Deviations found between measured and predicted mean velocity profiles are attributed to the turbulent combustion modeling adopted