Efficient simulation of a Tandem Jackson Network

The two-node tandem Jackson network serves as a convenient reference model for the analysis and testing of different methodologies and techniques in rare event simulation. In this paper we consider a new approach to efficiently estimate the probability that the content of the second buffer exceeds some high level L before it becomes empty, starting from a given state. The approach is based on a Markov additive process representation of the buffer processes, leading to an exponential change of measure to be used in an importance sampling procedure. Unlike changes of measures proposed and studied in recent literature, the one derived here is a function of the content of the first buffer. We prove that when the first buffer is finite, this method yields asymptotically efficient simulation for any set of arrival and service rates. In fact, the relative error is bounded independent of the level L; a new result which is not established for any other known method. When the first buffer is infinite, we propose a natural extension of the exponential change of measure for the finite buffer case. In this case, the relative error is shown to be bounded (independent of L) only when the second server is the bottleneck; a result which is known to hold for some other methods derived through large deviations analysis. When the first server is the bottleneck, experimental results using our method seem to suggest that the relative error is bounded linearly in L.

The cross-entropy method for network reliability estimation

Consider a network of unreliable links, modelling for example a communication network. Estimating the reliability of the network-expressed as the probability that certain nodes in the network are connected-is a computationally difficult task. In this paper we study how the Cross-Entropy method can be used to obtain more efficient network reliability estimation procedures. Three techniques of estimation are considered: Crude Monte Carlo and the more sophisticated Permutation Monte Carlo and Merge Process. We show that the Cross-Entropy method yields a speed-up over all three techniques.

Spectral properties of the tandem Jackson network, seen as a quasi-birth-and-death process

Quasi-birth-and-death (QBD) processes with infinite “phase spaces” can exhibit unusual and interesting behavior. One of the simplest examples of such a process is the two-node tandem Jackson network, with the “phase” giving the state of the first queue and the “level” giving the state of the second queue. In this paper, we undertake an extensive analysis of the properties of this QBD. In particular, we investigate the spectral properties of Neuts’s R-matrix and show that the decay rate of the stationary distribution of the “level” process is not always equal to the convergence norm of R. In fact, we show that we can obtain any decay rate from a certain range by controlling only the transition structure at level zero, which is independent of R. We also consider the sequence of tandem queues that is constructed by restricting the waiting room of the first queue to some finite capacity, and then allowing this capacity to increase to infinity. We show that the decay rates for the finite truncations converge to a value, which is not necessarily the decay rate in the infinite waiting room case. Finally, we show that the probability that the process hits level n before level 0 given that it starts in level 1 decays at a rate which is not necessarily the same as the decay rate for the stationary distribution.

Sampling phylogenetic tree space with the generalized Gibbs sampler

The generalized Gibbs sampler (GGS) is a recently developed Markov chain Monte Carlo (MCMC) technique that enables Gibbs-like sampling of state spaces that lack a convenient representation in terms of a fixed coordinate system. This paper describes a new sampler, called the tree sampler, which uses the GGS to sample from a state space consisting of phylogenetic trees. The tree sampler is useful for a wide range of phylogenetic applications, including Bayesian, maximum likelihood, and maximum parsimony methods. A fast new algorithm to search for a maximum parsimony phylogeny is presented, using the tree sampler in the context of simulated annealing. The mathematics underlying the algorithm is explained and its time complexity is analyzed. The method is tested on two large data sets consisting of 123 sequences and 500 sequences, respectively. The new algorithm is shown to compare very favorably in terms of speed and accuracy to the program DNAPARS from the PHYLIP package.

Isotopes, wool, and rangeland monitoring: Let the sheep do the sampling

Stable carbon isotope analyses of wool staples provided insight into the vegetation consumed by sheep at a temporal resolution not previously studied. Contemporary Australian and historic South African samples dating back to 1916 were analyzed for their stable carbon isotope ratio, a proxy for the proportion of C-3 and C-4 plant species consumed by animals. Sheep sample vegetation continuously throughout a year, and as their wool grows it integrates and stores information about their diet. In subtropical and tropical rangelands the majority of grass species are C-4. Since sheep prefer to graze, and their wool is an isotopic record of their diet, we now have the potential to develop a high resolution index to the availability of grass from a sheep's perspective. Isotopic analyses of wool suggest a new direction for monitoring grazing and for the reconstruction of past vegetation changes, which will make a significant contribution to traditional rangeland ecology and management. It is recommended that isotopic and other analyses of wool be further developed for use in rangeland monitoring programs to provide valuable feedback for land managers.

Development and evaluation of neural network freeway incident detection models using field data

This paper discusses a multi-layer feedforward (MLF) neural network incident detection model that was developed and evaluated using field data. In contrast to published neural network incident detection models which relied on simulated or limited field data for model development and testing, the model described in this paper was trained and tested on a real-world data set of 100 incidents. The model uses speed, flow and occupancy data measured at dual stations, averaged across all lanes and only from time interval t. The off-line performance of the model is reported under both incident and non-incident conditions. The incident detection performance of the model is reported based on a validation-test data set of 40 incidents that were independent of the 60 incidents used for training. The false alarm rates of the model are evaluated based on non-incident data that were collected from a freeway section which was video-taped for a period of 33 days. A comparative evaluation between the neural network model and the incident detection model in operation on Melbourne's freeways is also presented. The results of the comparative performance evaluation clearly demonstrate the substantial improvement in incident detection performance obtained by the neural network model. The paper also presents additional results that demonstrate how improvements in model performance can be achieved using variable decision thresholds. Finally, the model's fault-tolerance under conditions of corrupt or missing data is investigated and the impact of loop detector failure/malfunction on the performance of the trained model is evaluated and discussed. The results presented in this paper provide a comprehensive evaluation of the developed model and confirm that neural network models can provide fast and reliable incident detection on freeways. (C) 1997 Elsevier Science Ltd. All rights reserved.

Capillary network models for transport in packed beds: Considerations of pore aspect ratio

The conventional analysis for the estimation of the tortuosity factor for transport in porous media is modified here to account for the effect of pore aspect ratio. Structural models of the porous medium are also constructed for calculating the aspect ratio as a function of porosity. Comparison of the model predictions with the extensive data of Currie (1960) for the effective diffusivity of hydrogen in packed beds shows good agreement with a network model of randomly oriented intersecting pores for porosities upto about 50 percent, which is the region of practical interest. The predictions based on this network model are also found to be in better agreement with the data of Currie than earlier expressions developed for unconsolidated and grainy media.

Prediction of MHC class II-binding peptides using an evolutionary algorithm and artificial neural network

Motivation: Prediction methods for identifying binding peptides could minimize the number of peptides required to be synthesized and assayed, and thereby facilitate the identification of potential T-cell epitopes. We developed a bioinformatic method for the prediction of peptide binding to MHC class II molecules. Results: Experimental binding data and expert knowledge of anchor positions and binding motifs were combined with an evolutionary algorithm (EA) and an artificial neural network (ANN): binding data extraction --> peptide alignment --> ANN training and classification. This method, termed PERUN, was implemented for the prediction of peptides that bind to HLA-DR4(B1*0401). The respective positive predictive values of PERUN predictions of high-, moderate-, low- and zero-affinity binder-a were assessed as 0.8, 0.7, 0.5 and 0.8 by cross-validation, and 1.0, 0.8, 0.3 and 0.7 by experimental binding. This illustrates the synergy between experimentation and computer modeling, and its application to the identification of potential immunotheraaeutic peptides.

Bacteria in shrimp pond sediments: their role in mineralizing nutrients and some suggested sampling strategies

Strategies for sampling sediment bacteria were examined in intensive shrimp, Penaeus monodon (Fabricius), ponds in tropical Australia. Stratified sampling of bacteria at the end of the production season showed that the pond centre, containing flocculated sludge, had significantly higher bacterial counts (15.5 X 10(9) g(-1) dw) than the pond periphery (8.1 X 10(9) g(-1) dw), where the action of aerators had swept the pond floor. The variation in bacterial counts between these two zones within a pond was higher than that between sites within each zone or between ponds. Therefore, sampling effort should be focused within these zones: for example, sampling two ponds at six locations within each of the two zones resulted in a coefficient of variation of approximate to 5%. Bacterial numbers in the sediment were highly correlated with sediment grain size, probably because eroded soil particles and organic waste both accumulated in the centre of the pond. Despite high inputs of organic matter added to the ponds, principally as pelleted feeds, the mean bacterial numbers and nutrient concentrations (i.e. organic carbon, nitrogen and phosphorus) in the sediment were similar to those found in mangrove sediments. This suggests that bacteria are rapidly remineralizing particulates into soluble compounds. Bacterial numbers were highly correlated with organic carbon and total kjeldahl nitrogen in the sediment, suggesting that these were limiting factors to bacterial growth.

Modeling the fluid-flow-induced stress and collapse in a dendritic network

An analytical approach to the stress development in the coherent dendritic network during solidification is proposed. Under the assumption that stresses are developed in the network as a result of the friction resisting shrinkage-induced interdendritic fluid flow, the model predicts the stresses in the solid. The calculations reflect the expected effects of postponed dendrite coherency, slower solidification conditions, and variations of eutectic volume fraction and shrinkage. Comparing the calculated stresses to the measured shear strength of equiaxed mushy zones shows that it is possible for the stresses to exceed the strength, thereby resulting in reorientation or collapse of the dendritic network.

An object-oriented neural network approach to short-term traffic forecasting

This paper discusses an object-oriented neural network model that was developed for predicting short-term traffic conditions on a section of the Pacific Highway between Brisbane and the Gold Coast in Queensland, Australia. The feasibility of this approach is demonstrated through a time-lag recurrent network (TLRN) which was developed for predicting speed data up to 15 minutes into the future. The results obtained indicate that the TLRN is capable of predicting speed up to 5 minutes into the future with a high degree of accuracy (90-94%). Similar models, which were developed for predicting freeway travel times on the same facility, were successful in predicting travel times up to 15 minutes into the future with a similar degree of accuracy (93-95%). These results represent substantial improvements on conventional model performance and clearly demonstrate the feasibility of using the object-oriented approach for short-term traffic prediction. (C) 2001 Elsevier Science B.V. All rights reserved.