40 resultados para Stochastic simulation methods


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The impacts of climate change on crop productivity are often assessed using simulations from a numerical climate model as an input to a crop simulation model. The precision of these predictions reflects the uncertainty in both models. We examined how uncertainty in a climate (HadAM3) and crop General Large-Area Model (GLAM) for annual crops model affects the mean and standard deviation of crop yield simulations in present and doubled carbon dioxide (CO2) climates by perturbation of parameters in each model. The climate sensitivity parameter (lambda, the equilibrium response of global mean surface temperature to doubled CO2) was used to define the control climate. Observed 1966-1989 mean yields of groundnut (Arachis hypogaea L.) in India were simulated well by the crop model using the control climate and climates with values of lambda near the control value. The simulations were used to measure the contribution to uncertainty of key crop and climate model parameters. The standard deviation of yield was more affected by perturbation of climate parameters than crop model parameters in both the present-day and doubled CO2 climates. Climate uncertainty was higher in the doubled CO2 climate than in the present-day climate. Crop transpiration efficiency was key to crop model uncertainty in both present-day and doubled CO2 climates. The response of crop development to mean temperature contributed little uncertainty in the present-day simulations but was among the largest contributors under doubled CO2. The ensemble methods used here to quantify physical and biological uncertainty offer a method to improve model estimates of the impacts of climate change.

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Seasonal climate prediction offers the potential to anticipate variations in crop production early enough to adjust critical decisions. Until recently, interest in exploiting seasonal forecasts from dynamic climate models (e.g. general circulation models, GCMs) for applications that involve crop simulation models has been hampered by the difference in spatial and temporal scale of GCMs and crop models, and by the dynamic, nonlinear relationship between meteorological variables and crop response. Although GCMs simulate the atmosphere on a sub-daily time step, their coarse spatial resolution and resulting distortion of day-to-day variability limits the use of their daily output. Crop models have used daily GCM output with some success by either calibrating simulated yields or correcting the daily rainfall output of the GCM to approximate the statistical properties of historic observations. Stochastic weather generators are used to disaggregate seasonal forecasts either by adjusting input parameters in a manner that captures the predictable components of climate, or by constraining synthetic weather sequences to match predicted values. Predicting crop yields, simulated with historic weather data, as a statistical function of seasonal climatic predictors, eliminates the need for daily weather data conditioned on the forecast, but must often address poor statistical properties of the crop-climate relationship. Most of the work on using crop simulation with seasonal climate forecasts has employed historic analogs based on categorical ENSO indices. Other methods based on classification of predictors or weather types can provide daily weather inputs to crop models conditioned on forecasts. Advances in climate-based crop forecasting in the coming decade are likely to include more robust evaluation of the methods reviewed here, dynamically embedding crop models within climate models to account for crop influence on regional climate, enhanced use of remote sensing, and research in the emerging area of 'weather within climate'.

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Seasonal climate prediction offers the potential to anticipate variations in crop production early enough to adjust critical decisions. Until recently, interest in exploiting seasonal forecasts from dynamic climate models (e.g. general circulation models, GCMs) for applications that involve crop simulation models has been hampered by the difference in spatial and temporal scale of GCMs and crop models, and by the dynamic, nonlinear relationship between meteorological variables and crop response. Although GCMs simulate the atmosphere on a sub-daily time step, their coarse spatial resolution and resulting distortion of day-to-day variability limits the use of their daily output. Crop models have used daily GCM output with some success by either calibrating simulated yields or correcting the daily rainfall output of the GCM to approximate the statistical properties of historic observations. Stochastic weather generators are used to disaggregate seasonal forecasts either by adjusting input parameters in a manner that captures the predictable components of climate, or by constraining synthetic weather sequences to match predicted values. Predicting crop yields, simulated with historic weather data, as a statistical function of seasonal climatic predictors, eliminates the need for daily weather data conditioned on the forecast, but must often address poor statistical properties of the crop-climate relationship. Most of the work on using crop simulation with seasonal climate forecasts has employed historic analogs based on categorical ENSO indices. Other methods based on classification of predictors or weather types can provide daily weather inputs to crop models conditioned on forecasts. Advances in climate-based crop forecasting in the coming decade are likely to include more robust evaluation of the methods reviewed here, dynamically embedding crop models within climate models to account for crop influence on regional climate, enhanced use of remote sensing, and research in the emerging area of 'weather within climate'.

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In a sequential clinical trial, accrual of data on patients often continues after the stopping criterion for the study has been met. This is termed “overrunning.” Overrunning occurs mainly when the primary response from each patient is measured after some extended observation period. The objective of this article is to compare two methods of allowing for overrunning. In particular, simulation studies are reported that assess the two procedures in terms of how well they maintain the intended type I error rate. The effect on power resulting from the incorporation of “overrunning data” using the two procedures is evaluated.

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In any data mining applications, automated text and text and image retrieval of information is needed. This becomes essential with the growth of the Internet and digital libraries. Our approach is based on the latent semantic indexing (LSI) and the corresponding term-by-document matrix suggested by Berry and his co-authors. Instead of using deterministic methods to find the required number of first "k" singular triplets, we propose a stochastic approach. First, we use Monte Carlo method to sample and to build much smaller size term-by-document matrix (e.g. we build k x k matrix) from where we then find the first "k" triplets using standard deterministic methods. Second, we investigate how we can reduce the problem to finding the "k"-largest eigenvalues using parallel Monte Carlo methods. We apply these methods to the initial matrix and also to the reduced one. The algorithms are running on a cluster of workstations under MPI and results of the experiments arising in textual retrieval of Web documents as well as comparison of the stochastic methods proposed are presented. (C) 2003 IMACS. Published by Elsevier Science B.V. All rights reserved.

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Many scientific and engineering applications involve inverting large matrices or solving systems of linear algebraic equations. Solving these problems with proven algorithms for direct methods can take very long to compute, as they depend on the size of the matrix. The computational complexity of the stochastic Monte Carlo methods depends only on the number of chains and the length of those chains. The computing power needed by inherently parallel Monte Carlo methods can be satisfied very efficiently by distributed computing technologies such as Grid computing. In this paper we show how a load balanced Monte Carlo method for computing the inverse of a dense matrix can be constructed, show how the method can be implemented on the Grid, and demonstrate how efficiently the method scales on multiple processors. (C) 2007 Elsevier B.V. All rights reserved.

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This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

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Our group considered the desirability of including representations of uncertainty in the development of parameterizations. (By ‘uncertainty’ here we mean the deviation of sub-grid scale fluxes or tendencies in any given model grid box from truth.) We unanimously agreed that the ECWMF should attempt to provide a more physical basis for uncertainty estimates than the very effective but ad hoc methods being used at present. Our discussions identified several issues that will arise.

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This paper presents practical approaches to the problem of sample size re-estimation in the case of clinical trials with survival data when proportional hazards can be assumed. When data are readily available at the time of the review, on a full range of survival experiences across the recruited patients, it is shown that, as expected, performing a blinded re-estimation procedure is straightforward and can help to maintain the trial's pre-specified error rates. Two alternative methods for dealing with the situation where limited survival experiences are available at the time of the sample size review are then presented and compared. In this instance, extrapolation is required in order to undertake the sample size re-estimation. Worked examples, together with results from a simulation study are described. It is concluded that, as in the standard case, use of either extrapolation approach successfully protects the trial error rates. Copyright © 2012 John Wiley & Sons, Ltd.

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Daylighting systems can offer energy savings primarily by reducing electric lighting usage. Accurate predictive models of daylighting system performances are crucial for effective design and implementation of this renewable energy technology. A comparative study of predictive methods was performed and the use of a commercial raytracing software program was validated as a method of predicting light pipe performance. Raytracing simulation was shown to more accurately predict transmission effi ciency than existing analytical methods.

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Recent activity in the development of future weather data for building performance simulation follows recognition of the limitations of traditional methods, which have been based on a stationary (observed) climate. In the UK, such developments have followed on from the availability of regional climate models as delivered in UKCIP02 and recently the probabilistic projections released under UKCP09. One major area of concern is the future performance and adaptability of buildings which employ exclusively passive or low-energy cooling systems. One such method which can be employed in an integral or retrofit situation is direct or indirect evaporative cooling. The effectiveness of evaporative cooling is most strongly influenced by the wet-bulb depression of the ambient air, hence is generally regarded as most suited to hot, dry climates. However, this technology has been shown to be effective in the UK, primarily in mixed-mode buildings or as a retrofit to industrial/commercial applications. Climate projections for the UK generally indicate an increase in the summer wet-bulb depression, suggesting an enhanced potential for the application of evaporative cooling. The paper illustrates this potential by an analysis of the probabilistic scenarios released under UKCP09, together with a detailed building/plant simulation of case study building located in the South-East of England. The results indicate a high probability that evaporative cooling will still be a viable low-energy technique in the 2050s.

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Design summer years representing near-extreme hot summers have been used in the United Kingdom for the evaluation of thermal comfort and overheating risk. The years have been selected from measured weather data basically representative of an assumed stationary climate. Recent developments have made available ‘morphed’ equivalents of these years by shifting and stretching the measured variables using change factors produced by the UKCIP02 climate projections. The release of the latest, probabilistic, climate projections of UKCP09 together with the availability of a weather generator that can produce plausible daily or hourly sequences of weather variables has opened up the opportunity for generating new design summer years which can be used in risk-based decision-making. There are many possible methods for the production of design summer years from UKCP09 output: in this article, the original concept of the design summer year is largely retained, but a number of alternative methodologies for generating the years are explored. An alternative, more robust measure of warmth (weighted cooling degree hours) is also employed. It is demonstrated that the UKCP09 weather generator is capable of producing years for the baseline period, which are comparable with those in current use. Four methodologies for the generation of future years are described, and their output related to the future (deterministic) years that are currently available. It is concluded that, in general, years produced from the UKCP09 projections are warmer than those generated previously. Practical applications: The methodologies described in this article will facilitate designers who have access to the output of the UKCP09 weather generator (WG) to generate Design Summer Year hourly files tailored to their needs. The files produced will differ according to the methodology selected, in addition to location, emissions scenario and timeslice.

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The Chartered Institute of Building Service Engineers (CIBSE) produced a technical memorandum (TM36) presenting research on future climate impacting building energy use and thermal comfort. One climate projection for each of four CO2 emissions scenario were used in TM36, so providing a deterministic outlook. As part of the UK Climate Impacts Programme (UKCIP) probabilistic climate projections are being studied in relation to building energy simulation techniques. Including uncertainty in climate projections is considered an important advance to climate impacts modelling and is included in the latest UKCIP data (UKCP09). Incorporating the stochastic nature of these new climate projections in building energy modelling requires a significant increase in data handling and careful statistical interpretation of the results to provide meaningful conclusions. This paper compares the results from building energy simulations when applying deterministic and probabilistic climate data. This is based on two case study buildings: (i) a mixed-mode office building with exposed thermal mass and (ii) a mechanically ventilated, light-weight office building. Building (i) represents an energy efficient building design that provides passive and active measures to maintain thermal comfort. Building (ii) relies entirely on mechanical means for heating and cooling, with its light-weight construction raising concern over increased cooling loads in a warmer climate. Devising an effective probabilistic approach highlighted greater uncertainty in predicting building performance, depending on the type of building modelled and the performance factors under consideration. Results indicate that the range of calculated quantities depends not only on the building type but is strongly dependent on the performance parameters that are of interest. Uncertainty is likely to be particularly marked with regard to thermal comfort in naturally ventilated buildings.

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OBJECTIVES: The prediction of protein structure and the precise understanding of protein folding and unfolding processes remains one of the greatest challenges in structural biology and bioinformatics. Computer simulations based on molecular dynamics (MD) are at the forefront of the effort to gain a deeper understanding of these complex processes. Currently, these MD simulations are usually on the order of tens of nanoseconds, generate a large amount of conformational data and are computationally expensive. More and more groups run such simulations and generate a myriad of data, which raises new challenges in managing and analyzing these data. Because the vast range of proteins researchers want to study and simulate, the computational effort needed to generate data, the large data volumes involved, and the different types of analyses scientists need to perform, it is desirable to provide a public repository allowing researchers to pool and share protein unfolding data. METHODS: To adequately organize, manage, and analyze the data generated by unfolding simulation studies, we designed a data warehouse system that is embedded in a grid environment to facilitate the seamless sharing of available computer resources and thus enable many groups to share complex molecular dynamics simulations on a more regular basis. RESULTS: To gain insight into the conformational fluctuations and stability of the monomeric forms of the amyloidogenic protein transthyretin (TTR), molecular dynamics unfolding simulations of the monomer of human TTR have been conducted. Trajectory data and meta-data of the wild-type (WT) protein and the highly amyloidogenic variant L55P-TTR represent the test case for the data warehouse. CONCLUSIONS: Web and grid services, especially pre-defined data mining services that can run on or 'near' the data repository of the data warehouse, are likely to play a pivotal role in the analysis of molecular dynamics unfolding data.