Entropy application to improve construction finance decisions

In financial decision-making processes, the adopted weights of the objective functions have significant impacts on the final decision outcome. However, conventional rating and weighting methods exhibit difficulty in deriving appropriate weights for complex decision-making problems with imprecise information. Entropy is a quantitative measure of uncertainty and has been useful in exploring weights of attributes in decision making. A fuzzy and entropy-based mathematical approach is employed to solve the weighting problem of the objective functions in an overall cash-flow model. The multiproject being undertaken by a medium-size construction firm in Hong Kong was used as a real case study to demonstrate the application of entropy. Its application in multiproject cash flow situations is demonstrated. The results indicate that the overall before-tax profit was HK$ 0.11 millions lower after the introduction of appropriate weights. In addition, the best time to invest in new projects arising from positive cash flow was identified to be two working months earlier than the nonweight system.

The application of affine projection to the development of a siren noise cancellation system

Emergency vehicles use high-amplitude sirens to warn pedestrians and other road users of their presence. Unfortunately, the siren noise enters the vehicle and corrupts the intelligibility of two-way radio voice com-munications from the emergency vehicle to a control room. Often the siren has to be turned off to enable the control room to hear what is being said which subsequently endangers people's lives. A digital signal processing (DSP) based system for the cancellation of siren noise embedded within speech is presented. The system has been tested with the least mean square (LMS), normalised least mean square (NLMS) and affine projection algorithm (APA) using recordings from three common types of sirens (two-tone, wail and yelp) from actual test vehicles. It was found that the APA with a projection order of 2 gives comparably improved cancellation over the LMS and NLMS with only a moderate increase in algorithm complexity and code size. Therefore, this siren noise cancellation system using the APA offers an improvement in cancellation achieved by previous systems. The removal of the siren noise improves the response time for the emergency vehicle and thus the system can contribute to saving lives. The system also allows voice communication to take place even when the siren is on and as such the vehicle offers less risk of danger when moving at high speeds in heavy traffic.

Induced random fields in the LiHoxY1-xF4 quantum ising magnet in a transverse magnetic field

The LiHoxY1-xF4 magnetic material in a transverse magnetic field Bxx̂ perpendicular to the Ising spin direction has long been used to study tunable quantum phase transitions in a random disordered system. We show that the Bx-induced magnetization along the x̂ direction, combined with the local random dilution-induced destruction of crystalline symmetries, generates, via the predominant dipolar interactions between Ho3+ ions, random fields along the Ising ẑ direction. This identifies LiHoxY1-xF4 in Bx as a new random field Ising system. The random fields explain the rapid decrease of the critical temperature in the diluted ferromagnetic regime and the smearing of the nonlinear susceptibility at the spin-glass transition with increasing Bx and render the Bx-induced quantum criticality in LiHoxY1-xF4 likely inaccessible.

Vertical and horizontal processes in the global atmosphere and the maximum entropy production conjecture

The objective of this paper is to reconsider the Maximum Entropy Production conjecture (MEP) in the context of a very simple two-dimensional zonal-vertical climate model able to represent the total material entropy production due at the same time to both horizontal and vertical heat fluxes. MEP is applied first to a simple four-box model of climate which accounts for both horizontal and vertical material heat fluxes. It is shown that, under condition of fixed insolation, a MEP solution is found with reasonably realistic temperature and heat fluxes, thus generalising results from independent two-box horizontal or vertical models. It is also shown that the meridional and the vertical entropy production terms are independently involved in the maximisation and thus MEP can be applied to each subsystem with fixed boundary conditions. We then extend the four-box model by increasing its resolution, and compare it with GCM output. A MEP solution is found which is fairly realistic as far as the horizontal large scale organisation of the climate is concerned whereas the vertical structure looks to be unrealistic and presents seriously unstable features. This study suggest that the thermal meridional structure of the atmosphere is predicted fairly well by MEP once the insolation is given but the vertical structure of the atmosphere cannot be predicted satisfactorily by MEP unless constraints are imposed to represent the determination of longwave absorption by water vapour and clouds as a function of the state of the climate. Furthermore an order-of-magnitude estimate of contributions to the material entropy production due to horizontal and vertical processes within the climate system is provided by using two different methods. In both cases we found that approximately 40 mW m−2 K−1 of material entropy production is due to vertical heat transport and 5–7 mW m−2 K−1 to horizontal heat transport

Symmetry breaking, mixing, instability, and low frequency variability in a minimal Lorenz-like system

Starting from the classical Saltzman two-dimensional convection equations, we derive via a severe spectral truncation a minimal 10 ODE system which includes the thermal effect of viscous dissipation. Neglecting this process leads to a dynamical system which includes a decoupled generalized Lorenz system. The consideration of this process breaks an important symmetry and couples the dynamics of fast and slow variables, with the ensuing modifications to the structural properties of the attractor and of the spectral features. When the relevant nondimensional number (Eckert number Ec) is different from zero, an additional time scale of O(Ec−1) is introduced in the system, as shown with standard multiscale analysis and made clear by several numerical evidences. Moreover, the system is ergodic and hyperbolic, the slow variables feature long-term memory with 1/f3/2 power spectra, and the fast variables feature amplitude modulation. Increasing the strength of the thermal-viscous feedback has a stabilizing effect, as both the metric entropy and the Kaplan-Yorke attractor dimension decrease monotonically with Ec. The analyzed system features very rich dynamics: it overcomes some of the limitations of the Lorenz system and might have prototypical value in relevant processes in complex systems dynamics, such as the interaction between slow and fast variables, the presence of long-term memory, and the associated extreme value statistics. This analysis shows how neglecting the coupling of slow and fast variables only on the basis of scale analysis can be catastrophic. In fact, this leads to spurious invariances that affect essential dynamical properties (ergodicity, hyperbolicity) and that cause the model losing ability in describing intrinsically multiscale processes.

New results on the thermodynamical properties of the climate system

In this paper the authors exploit two equivalent formulations of the average rate of material entropy production in the climate system to propose an approximate splitting between contributions due to vertical and eminently horizontal processes. This approach is based only on 2D radiative fields at the surface and at the top of atmosphere. Using 2D fields at the top of atmosphere alone, lower bounds to the rate of material entropy production and to the intensity of the Lorenz energy cycle are derived. By introducing a measure of the efficiency of the planetary system with respect to horizontal thermodynamic processes, it is possible to gain insight into a previous intuition on the possibility of defining a baroclinic heat engine extracting work from the meridional heat flux. The approximate formula of the material entropy production is verified and used for studying the global thermodynamic properties of climate models (CMs) included in the Program for Climate Model Diagnosis and Intercomparison (PCMDI)/phase 3 of the Coupled Model Intercomparison Project (CMIP3) dataset in preindustrial climate conditions. It is found that about 90% of the material entropy production is due to vertical processes such as convection, whereas the large-scale meridional heat transport contributes to only about 10% of the total. This suggests that the traditional two-box models used for providing a minimal representation of entropy production in planetary systems are not appropriate, whereas a basic—but conceptually correct—description can be framed in terms of a four-box model. The total material entropy production is typically 55 mW m−2 K−1, with discrepancies on the order of 5%, and CMs’ baroclinic efficiencies are clustered around 0.055. The lower bounds on the intensity of the Lorenz energy cycle featured by CMs are found to be around 1.0–1.5 W m−2, which implies that the derived inequality is rather stringent. When looking at the variability and covariability of the considered thermodynamic quantities, the agreement among CMs is worse, suggesting that the description of feedbacks is more uncertain. The contributions to material entropy production from vertical and horizontal processes are positively correlated, so that no compensation mechanism seems in place. Quite consistently among CMs, the variability of the efficiency of the system is a better proxy for variability of the entropy production due to horizontal processes than that of the large-scale heat flux. The possibility of providing constraints on the 3D dynamics of the fluid envelope based only on 2D observations of radiative fluxes seems promising for the observational study of planets and for testing numerical models.

Towards data warehousing and mining of protein unfolding simulation data

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.

Probability of survival in a random exchange economy with dependent agents

In this paper I analyze the general equilibrium in a random Walrasian economy. Dependence among agents is introduced in the form of dependency neighborhoods. Under the uncertainty, an agent may fail to survive due to a meager endowment in a particular state (direct effect), as well as due to unfavorable equilibrium price system at which the value of the endowment falls short of the minimum needed for survival (indirect terms-of-trade effect). To illustrate the main result I compute the stochastic limit of equilibrium price and probability of survival of an agent in a large Cobb-Douglas economy.

A comprehensive benchmarking system for evaluating global vegetation models.

We present a benchmark system for global vegetation models. This system provides a quantitative evaluation of multiple simulated vegetation properties, including primary production; seasonal net ecosystem production; vegetation cover, composition and 5 height; fire regime; and runoff. The benchmarks are derived from remotely sensed gridded datasets and site-based observations. The datasets allow comparisons of annual average conditions and seasonal and inter-annual variability, and they allow the impact of spatial and temporal biases in means and variability to be assessed separately. Specifically designed metrics quantify model performance for each process, 10 and are compared to scores based on the temporal or spatial mean value of the observations and a “random” model produced by bootstrap resampling of the observations. The benchmark system is applied to three models: a simple light-use efficiency and water-balance model (the Simple Diagnostic Biosphere Model: SDBM), and the Lund-Potsdam-Jena (LPJ) and Land Processes and eXchanges (LPX) dynamic global 15 vegetation models (DGVMs). SDBM reproduces observed CO2 seasonal cycles, but its simulation of independent measurements of net primary production (NPP) is too high. The two DGVMs show little difference for most benchmarks (including the interannual variability in the growth rate and seasonal cycle of atmospheric CO2), but LPX represents burnt fraction demonstrably more accurately. Benchmarking also identified 20 several weaknesses common to both DGVMs. The benchmarking system provides a quantitative approach for evaluating how adequately processes are represented in a model, identifying errors and biases, tracking improvements in performance through model development, and discriminating among models. Adoption of such a system would do much to improve confidence in terrestrial model predictions of climate change 25 impacts and feedbacks.

Control without deception

Lying to participants offers an experimenter the enticing prospect of making “others' behaviour” a controlled variable, but is eschewed by experimental economists because it may pollute the pool of subjects. This paper proposes and implements a new experimental design, the Conditional Information Lottery, which offers all the benefits of deception without actually deceiving anyone. The design should be suitable for most economics experiments, and works by a modification of an already standard device, the Random Lottery incentive system. The deceptive scenarios of designs which use deceit are replaced with fictitious scenarios, each of which, from a subject's viewpoint, has a chance of being true. The design is implemented in a sequential play public good experiment prompted by Weimann's (1994) result, from a deceptive design, that subjects are more sensitive to freeriding than cooperation on the part of others. The experiment provides similar results to Weimann's, in that subjects are at least as cooperative when uninformed about others' behaviour as they are if reacting to high contributions. No deception is used and the data cohere well both internally and with other public goods experiments. In addition, simultaneous play is found to be more efficient than sequential play, and subjects contribute less at the end of a sequence than at the start. The results suggest pronounced elements of overconfidence, egoism and (biased) reciprocity in behaviour, which may explain decay in contributions in repeated play designs. The experiment shows there is a workable alternative to deception.

A comprehensive benchmarking system for evaluating global vegetation models

We present a benchmark system for global vegetation models. This system provides a quantitative evaluation of multiple simulated vegetation properties, including primary production; seasonal net ecosystem production; vegetation cover; composition and height; fire regime; and runoff. The benchmarks are derived from remotely sensed gridded datasets and site-based observations. The datasets allow comparisons of annual average conditions and seasonal and inter-annual variability, and they allow the impact of spatial and temporal biases in means and variability to be assessed separately. Specifically designed metrics quantify model performance for each process, and are compared to scores based on the temporal or spatial mean value of the observations and a "random" model produced by bootstrap resampling of the observations. The benchmark system is applied to three models: a simple light-use efficiency and water-balance model (the Simple Diagnostic Biosphere Model: SDBM), the Lund-Potsdam-Jena (LPJ) and Land Processes and eXchanges (LPX) dynamic global vegetation models (DGVMs). In general, the SDBM performs better than either of the DGVMs. It reproduces independent measurements of net primary production (NPP) but underestimates the amplitude of the observed CO2 seasonal cycle. The two DGVMs show little difference for most benchmarks (including the inter-annual variability in the growth rate and seasonal cycle of atmospheric CO2), but LPX represents burnt fraction demonstrably more accurately. Benchmarking also identified several weaknesses common to both DGVMs. The benchmarking system provides a quantitative approach for evaluating how adequately processes are represented in a model, identifying errors and biases, tracking improvements in performance through model development, and discriminating among models. Adoption of such a system would do much to improve confidence in terrestrial model predictions of climate change impacts and feedbacks.

A simple method for integrating a complex model into an ensemble data assimilation system using MPI

This paper details a strategy for modifying the source code of a complex model so that the model may be used in a data assimilation context, {and gives the standards for implementing a data assimilation code to use such a model}. The strategy relies on keeping the model separate from any data assimilation code, and coupling the two through the use of Message Passing Interface (MPI) {functionality}. This strategy limits the changes necessary to the model and as such is rapid to program, at the expense of ultimate performance. The implementation technique is applied in different models with state dimension up to $2.7 \times 10^8$. The overheads added by using this implementation strategy in a coupled ocean-atmosphere climate model are shown to be an order of magnitude smaller than the addition of correlated stochastic random errors necessary for some nonlinear data assimilation techniques.

A scalable expressive ensemble learning using Random Prism: a MapReduce approach

The induction of classification rules from previously unseen examples is one of the most important data mining tasks in science as well as commercial applications. In order to reduce the influence of noise in the data, ensemble learners are often applied. However, most ensemble learners are based on decision tree classifiers which are affected by noise. The Random Prism classifier has recently been proposed as an alternative to the popular Random Forests classifier, which is based on decision trees. Random Prism is based on the Prism family of algorithms, which is more robust to noise. However, like most ensemble classification approaches, Random Prism also does not scale well on large training data. This paper presents a thorough discussion of Random Prism and a recently proposed parallel version of it called Parallel Random Prism. Parallel Random Prism is based on the MapReduce programming paradigm. The paper provides, for the first time, novel theoretical analysis of the proposed technique and in-depth experimental study that show that Parallel Random Prism scales well on a large number of training examples, a large number of data features and a large number of processors. Expressiveness of decision rules that our technique produces makes it a natural choice for Big Data applications where informed decision making increases the user’s trust in the system.

Evaluating perceptual separation in a pilot system for affective composition

Research evaluating perceptual responses to music has identified many structural features as correlates that might be incorporated in computer music systems for affectively charged algorithmic composition and/or expressive music performance. In order to investigate the possible integration of isolated musical features to such a system, a discrete feature known to correlate some with emotional responses – rhythmic density – was selected from a literature review and incorporated into a prototype system. This system produces variation in rhythm density via a transformative process. A stimulus set created using this system was then subjected to a perceptual evaluation. Pairwise comparisons were used to scale differences between 48 stimuli. Listener responses were analysed with Multidimensional scaling (MDS). The 2-Dimensional solution was then rotated to place the stimuli with the largest range of variation across the horizontal plane. Stimuli with variation in rhythmic density were placed further from the source material than stimuli that were generated by random permutation. This, combined with the striking similarity between the MDS scaling and that of the 2-dimensional emotional model used by some affective algorithmic composition systems, suggests that isolated musical feature manipulation can now be used to parametrically control affectively charged automated composition in a larger system.

Recurrence and higher ergodic properties for quenched random Lorentz tubes in dimension bigger than two

We consider the billiard dynamics in a non-compact set of ℝ d that is constructed as a bi-infinite chain of translated copies of the same d-dimensional polytope. A random configuration of semi-dispersing scatterers is placed in each copy. The ensemble of dynamical systems thus defined, one for each global realization of the scatterers, is called quenched random Lorentz tube. Under some fairly general conditions, we prove that every system in the ensemble is hyperbolic and almost every system is recurrent, ergodic, and enjoys some higher chaotic properties.