4 resultados para Stochastic frontier

em CORA - Cork Open Research Archive - University College Cork - Ireland


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The last 30 years have seen Fuzzy Logic (FL) emerging as a method either complementing or challenging stochastic methods as the traditional method of modelling uncertainty. But the circumstances under which FL or stochastic methods should be used are shrouded in disagreement, because the areas of application of statistical and FL methods are overlapping with differences in opinion as to when which method should be used. Lacking are practically relevant case studies comparing these two methods. This work compares stochastic and FL methods for the assessment of spare capacity on the example of pharmaceutical high purity water (HPW) utility systems. The goal of this study was to find the most appropriate method modelling uncertainty in industrial scale HPW systems. The results provide evidence which suggests that stochastic methods are superior to the methods of FL in simulating uncertainty in chemical plant utilities including HPW systems in typical cases whereby extreme events, for example peaks in demand, or day-to-day variation rather than average values are of interest. The average production output or other statistical measures may, for instance, be of interest in the assessment of workshops. Furthermore the results indicate that the stochastic model should be used only if found necessary by a deterministic simulation. Consequently, this thesis concludes that either deterministic or stochastic methods should be used to simulate uncertainty in chemical plant utility systems and by extension some process system because extreme events or the modelling of day-to-day variation are important in capacity extension projects. Other reasons supporting the suggestion that stochastic HPW models are preferred to FL HPW models include: 1. The computer code for stochastic models is typically less complex than a FL models, thus reducing code maintenance and validation issues. 2. In many respects FL models are similar to deterministic models. Thus the need for a FL model over a deterministic model is questionable in the case of industrial scale HPW systems as presented here (as well as other similar systems) since the latter requires simpler models. 3. A FL model may be difficult to "sell" to an end-user as its results represent "approximate reasoning" a definition of which is, however, lacking. 4. Stochastic models may be applied with some relatively minor modifications on other systems, whereas FL models may not. For instance, the stochastic HPW system could be used to model municipal drinking water systems, whereas the FL HPW model should or could not be used on such systems. This is because the FL and stochastic model philosophies of a HPW system are fundamentally different. The stochastic model sees schedule and volume uncertainties as random phenomena described by statistical distributions based on either estimated or historical data. The FL model, on the other hand, simulates schedule uncertainties based on estimated operator behaviour e.g. tiredness of the operators and their working schedule. But in a municipal drinking water distribution system the notion of "operator" breaks down. 5. Stochastic methods can account for uncertainties that are difficult to model with FL. The FL HPW system model does not account for dispensed volume uncertainty, as there appears to be no reasonable method to account for it with FL whereas the stochastic model includes volume uncertainty.

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Many deterministic models with hysteresis have been developed in the areas of economics, finance, terrestrial hydrology and biology. These models lack any stochastic element which can often have a strong effect in these areas. In this work stochastically driven closed loop systems with hysteresis type memory are studied. This type of system is presented as a possible stochastic counterpart to deterministic models in the areas of economics, finance, terrestrial hydrology and biology. Some price dynamics models are presented as a motivation for the development of this type of model. Numerical schemes for solving this class of stochastic differential equation are developed in order to examine the prototype models presented. As a means of further testing the developed numerical schemes, numerical examination is made of the behaviour near equilibrium of coupled ordinary differential equations where the time derivative of the Preisach operator is included in one of the equations. A model of two phenotype bacteria is also presented. This model is examined to explore memory effects and related hysteresis effects in the area of biology. The memory effects found in this model are similar to that found in the non-ideal relay. This non-ideal relay type behaviour is used to model a colony of bacteria with multiple switching thresholds. This model contains a Preisach type memory with a variable Preisach weight function. Shown numerically for this multi-threshold model is a pattern formation for the distribution of the phenotypes among the available thresholds.

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This thesis demonstrates how Han and Uyghur ethnic identities are constructed in urban Xinjiang, how they have evolved over time and how both identities gain their meaning largely from a process of interaction with the ‘other’. It shows that the boundaries that exist between Uyghur and Han hugely influence the identity content of both. Based on over 120 interviews carried out over 3 years, it brings a clear analytical framework and conceptual clarity to the questions of how ethnic identities are constructed and maintained in Xinjiang

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The rise in invasive species, together with habitat destruction, is associated with worldwide declines in biodiversity and ecosystem functioning. Management of invasive species, as well as amelioration of invasion impacts, provide challenges to species and ecosystem ecologists and conservation managers. Although any species can become invasive if it is transported to, establishes in and spreads in a new environment outside of its native range, rodents are a particularly frequent invader. Rodent introductions are often inadvertent but are also commonly intentional as these animals are traded and transported as pets and may escape from captivity. Tree squirrel species are attractive to humans and are able to establish populations with only a few founding individuals, making them a group well suited to performing the role of biological invaders. The eastern grey squirrel (Sciurus carolinensis) is the most commonly introduced squirrel species worldwide. This research addressed the grey squirrel invasion and frontier population biology. Novel results were generated through diverse research techniques. Public sighting surveys and hairtube surveys were used to locate the southern frontier of grey squirrel range expansion in Ireland. A 22-month intensive live trapping study of two frontier populations facilitated the collection of personality and demographic data from squirrels in increasing populations. A systematic literature search on grey squirrel demography provided context for the studied populations, among frontier and established introduced populations, as well as those in the native range. Advanced spatially explicit population modeling techniques predicted future range expansion and objectively compared the outcomes of 12 grey squirrel management strategies. The methods and results are discussed in both a basic scientific and applied invasion management context. An improved understanding of the behaviour, population dynamics, and future scenarios at the frontier of species invasions is crucial for managers worldwide and this is provided here for the grey squirrel in Ireland.