52 resultados para Cumulative probability distribution functions


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In many Environmental Information Systems the actual observations arise from a discrete monitoring network which might be rather heterogeneous in both location and types of measurements made. In this paper we describe the architecture and infrastructure for a system, developed as part of the EU FP6 funded INTAMAP project, to provide a service oriented solution that allows the construction of an interoperable, automatic, interpolation system. This system will be based on the Open Geospatial Consortium’s Web Feature Service (WFS) standard. The essence of our approach is to extend the GML3.1 observation feature to include information about the sensor using SensorML, and to further extend this to incorporate observation error characteristics. Our extended WFS will accept observations, and will store them in a database. The observations will be passed to our R-based interpolation server, which will use a range of methods, including a novel sparse, sequential kriging method (only briefly described here) to produce an internal representation of the interpolated field resulting from the observations currently uploaded to the system. The extended WFS will then accept queries, such as ‘What is the probability distribution of the desired variable at a given point’, ‘What is the mean value over a given region’, or ‘What is the probability of exceeding a certain threshold at a given location’. To support information-rich transfer of complex and uncertain predictions we are developing schema to represent probabilistic results in a GML3.1 (object-property) style. The system will also offer more easily accessible Web Map Service and Web Coverage Service interfaces to allow users to access the system at the level of complexity they require for their specific application. Such a system will offer a very valuable contribution to the next generation of Environmental Information Systems in the context of real time mapping for monitoring and security, particularly for systems that employ a service oriented architecture.

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A study of the hydrodynamics and mass transfer characteristics of a liquid-liquid extraction process in a 450 mm diameter, 4.30 m high Rotating Disc Contactor (R.D.C.) has been undertaken. The literature relating to this type of extractor and the relevant phenomena, such as droplet break-up and coalescence, drop mass transfer and axial mixing has been revjewed. Experiments were performed using the system C1airsol-350-acetone-water and the effects of drop size, drop size-distribution and dispersed phase hold-up on the performance of the R.D.C. established. The results obtained for the two-phase system C1airso1-water have been compared with published correlations: since most of these correlations are based on data obtained from laboratory scale R.D.C.'s, a wide divergence was found. The hydrodynamics data from this study have therefore been correlated to predict the drop size and the dispersed phase hold-up and agreement has been obtained with the experimental data to within +8% for the drop size and +9% for the dispersed phase hold-up. The correlations obtained were modified to include terms involving column dimensions and the data have been correlated with the results obtained from this study together with published data; agreement was generally within +17% for drop size and within +14% for the dispersed phase hold-up. The experimental drop size distributions obtained were in excellent agreement with the upper limit log-normal distributions which should therefore be used in preference to other distribution functions. In the calculation of the overall experimental mass transfer coefficient the mean driving force was determined from the concentration profile along the column using Simpson's Rule and a novel method was developed to calculate the overall theoretical mass transfer coefficient Kca1, involving the drop size distribution diagram to determine the volume percentage of stagnant, circulating and oscillating drops in the sample population. Individual mass transfer coefficients were determined for the corresponding droplet state using different single drop mass transfer models. Kca1 was then calculated as the fractional sum of these individual coefficients and their proportions in the drop sample population. Very good agreement was found between the experimental and theoretical overall mass transfer coefficients. Drop sizes under mass transfer conditions were strongly dependant upon the direction of mass transfer. Drop Sizes in the absence of mass transfer were generally larger than those with solute transfer from the continuous to the dispersed phase, but smaller than those with solute transfer in the opposite direction at corresponding phase flowrates and rotor speed. Under similar operating conditions hold-up was also affected by mass transfer; it was higher when solute transfered from the continuous to the dispersed phase and lower when direction was reversed compared with non-mass transfer operation.

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A novel direct integration technique of the Manakov-PMD equation for the simulation of polarisation mode dispersion (PMD) in optical communication systems is demonstrated and shown to be numerically as efficient as the commonly used coarse-step method. The main advantage of using a direct integration of the Manakov-PMD equation over the coarse-step method is a higher accuracy of the PMD model. The new algorithm uses precomputed M(w) matrices to increase the computational speed compared to a full integration without loss of accuracy. The simulation results for the probability distribution function (PDF) of the differential group delay (DGD) and the autocorrelation function (ACF) of the polarisation dispersion vector for varying numbers of precomputed M(w) matrices are compared to analytical models and results from the coarse-step method. It is shown that the coarse-step method achieves a significantly inferior reproduction of the statistical properties of PMD in optical fibres compared to a direct integration of the Manakov-PMD equation.

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A recently proposed colour based tracking algorithm has been established to track objects in real circumstances [Zivkovic, Z., Krose, B. 2004. An EM-like algorithm for color-histogram-based object tracking. In: Proc, IEEE Conf. on Computer Vision and Pattern Recognition, pp. 798-803]. To improve the performance of this technique in complex scenes, in this paper we propose a new algorithm for optimally adapting the ellipse outlining the objects of interest. This paper presents a Lagrangian based method to integrate a regularising component into the covariance matrix to be computed. Technically, we intend to reduce the residuals between the estimated probability distribution and the expected one. We argue that, by doing this, the shape of the ellipse can be properly adapted in the tracking stage. Experimental results show that the proposed method has favourable performance in shape adaption and object localisation.

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The aim of this thesis is to present numerical investigations of the polarisation mode dispersion (PMD) effect. Outstanding issues on the side of the numerical implementations of PMD are resolved and the proposed methods are further optimized for computational efficiency and physical accuracy. Methods for the mitigation of the PMD effect are taken into account and simulations of transmission system with added PMD are presented. The basic outline of the work focusing on PMD can be divided as follows. At first the widely-used coarse-step method for simulating the PMD phenomenon as well as a method derived from the Manakov-PMD equation are implemented and investigated separately through the distribution of a state of polarisation on the Poincaré sphere, and the evolution of the dispersion of a signal. Next these two methods are statistically examined and compared to well-known analytical models of the probability distribution function (PDF) and the autocorrelation function (ACF) of the PMD phenomenon. Important optimisations are achieved, for each of the aforementioned implementations in the computational level. In addition the ACF of the coarse-step method is considered separately, based on the result which indicates that the numerically produced ACF, exaggerates the value of the correlation between different frequencies. Moreover the mitigation of the PMD phenomenon is considered, in the form of numerically implementing Low-PMD spun fibres. Finally, all the above are combined in simulations that demonstrate the impact of the PMD on the quality factor (Q=factor) of different transmission systems. For this a numerical solver based on the coupled nonlinear Schrödinger equation is created which is otherwise tested against the most important transmission impairments in the early chapters of this thesis.

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When constructing and using environmental models, it is typical that many of the inputs to the models will not be known perfectly. In some cases, it will be possible to make observations, or occasionally physics-based uncertainty propagation, to ascertain the uncertainty on these inputs. However, such observations are often either not available or even possible, and another approach to characterising the uncertainty on the inputs must be sought. Even when observations are available, if the analysis is being carried out within a Bayesian framework then prior distributions will have to be specified. One option for gathering or at least estimating this information is to employ expert elicitation. Expert elicitation is well studied within statistics and psychology and involves the assessment of the beliefs of a group of experts about an uncertain quantity, (for example an input / parameter within a model), typically in terms of obtaining a probability distribution. One of the challenges in expert elicitation is to minimise the biases that might enter into the judgements made by the individual experts, and then to come to a consensus decision within the group of experts. Effort is made in the elicitation exercise to prevent biases clouding the judgements through well-devised questioning schemes. It is also important that, when reaching a consensus, the experts are exposed to the knowledge of the others in the group. Within the FP7 UncertWeb project (http://www.uncertweb.org/), there is a requirement to build a Webbased tool for expert elicitation. In this paper, we discuss some of the issues of building a Web-based elicitation system - both the technological aspects and the statistical and scientific issues. In particular, we demonstrate two tools: a Web-based system for the elicitation of continuous random variables and a system designed to elicit uncertainty about categorical random variables in the setting of landcover classification uncertainty. The first of these examples is a generic tool developed to elicit uncertainty about univariate continuous random variables. It is designed to be used within an application context and extends the existing SHELF method, adding a web interface and access to metadata. The tool is developed so that it can be readily integrated with environmental models exposed as web services. The second example was developed for the TREES-3 initiative which monitors tropical landcover change through ground-truthing at confluence points. It allows experts to validate the accuracy of automated landcover classifications using site-specific imagery and local knowledge. Experts may provide uncertainty information at various levels: from a general rating of their confidence in a site validation to a numerical ranking of the possible landcover types within a segment. A key challenge in the web based setting is the design of the user interface and the method of interacting between the problem owner and the problem experts. We show the workflow of the elicitation tool, and show how we can represent the final elicited distributions and confusion matrices using UncertML, ready for integration into uncertainty enabled workflows.We also show how the metadata associated with the elicitation exercise is captured and can be referenced from the elicited result, providing crucial lineage information and thus traceability in the decision making process.

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INTAMAP is a web processing service for the automatic interpolation of measured point data. Requirements were (i) using open standards for spatial data such as developed in the context of the open geospatial consortium (OGC), (ii) using a suitable environment for statistical modelling and computation, and (iii) producing an open source solution. The system couples the 52-North web processing service, accepting data in the form of an observations and measurements (O&M) document with a computing back-end realized in the R statistical environment. The probability distribution of interpolation errors is encoded with UncertML, a new markup language to encode uncertain data. Automatic interpolation needs to be useful for a wide range of applications and the algorithms have been designed to cope with anisotropies and extreme values. In the light of the INTAMAP experience, we discuss the lessons learnt.

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This thesis describes an investigation by the author into the spares operation of compare BroomWade Ltd. Whilst the complete system, including the warehousing and distribution functions, was investigated, the thesis concentrates on the provisioning aspect of the spares supply problem. Analysis of the historical data showed the presence of significant fluctuations in all the measures of system performance. Two Industrial Dynamics simulation models were developed to study this phenomena. The models showed that any fluctuation in end customer demand would be amplified as it passed through the distributor and warehouse stock control systems. The evidence from the historical data available supported this view of the system's operation. The models were utilised to determine which parts of the total system could be expected to exert a critical influence on its performance. The lead time parameters of the supply sector were found to be critical and further study showed that the manner in which the lead time changed with work in progress levels was also an important factor. The problem therefore resolved into the design of a spares manufacturing system. Which exhibited the appropriate dynamic performance characteristics. The gross level of entity presentation, inherent in the Industrial Dynamics methodology, was found to limit the value of these models in the development of detail design proposals. Accordingly, an interacting job shop simulation package was developed to allow detailed evaluation of organisational factors on the performance characteristics of a manufacturing system. The package was used to develop a design for a pilot spares production unit. The need for a manufacturing system to perform successfully under conditions of fluctuating demand is not limited to the spares field. Thus, although the spares exercise provides an example of the approach, the concepts and techniques developed can be considered to have broad application throughout batch manufacturing industry.

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This thesis investigates the soil-pipeline interactions associated with the operation of large-diameter chilled gas pipelines in Britain, these are frost/pipe heave and ground cracking. The investigation was biased towards the definition of the mechanism of ground cracking and, the parameters which influence its generation and subsequent development, especially its interaction with frost heave. The study involved a literature review, questionnaire, large-scale test and small-scale laboratory model experiments. The literature review concentrated on soil-pipeline interactions and frost action, with frost/pipe heave often reported but ground cracking was seldom reported. A questionnaire was circulated within British Gas to gain further information on these interactions. The replies indicated that if frost/pipe heave was reported, ground cracking was also likely to be observed. These soil-pipeline interactions were recorded along 19% of pipelines in the survey and were more likely along the larger diameter, higher flow pipelines. A large-scale trial along a 900 mm pipeline was undertaken to assess the soil thermal, hydraulic and stress regimes, together with pipe and ground movements. Results indicated that cracking occurred intermittently along the pipeline during periods of rapid frost/pipe heave and ground movement and, that frozen annulus growth produced a ground surface profile was approximated by a normal probability distribution curve. This curve indicates maximum tensile strain directly over the pipe centre. Finally a small-scale laboratory model was operated to further define the ground cracking mechanism. Ground cracking was observed at small upward ground surface movement, and with continued movement the ground crack increased in width and depth. At the end of the experiments internal soil failure planes slanting upwards and away from the frozen annulus were noted. The suggested mechanism for ground cracking involved frozen annulus growth producing tensile strain in the overlying unfrozen soil, which when sufficient produced a crack.

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INTAMAP is a Web Processing Service for the automatic spatial interpolation of measured point data. Requirements were (i) using open standards for spatial data such as developed in the context of the Open Geospatial Consortium (OGC), (ii) using a suitable environment for statistical modelling and computation, and (iii) producing an integrated, open source solution. The system couples an open-source Web Processing Service (developed by 52°North), accepting data in the form of standardised XML documents (conforming to the OGC Observations and Measurements standard) with a computing back-end realised in the R statistical environment. The probability distribution of interpolation errors is encoded with UncertML, a markup language designed to encode uncertain data. Automatic interpolation needs to be useful for a wide range of applications and the algorithms have been designed to cope with anisotropy, extreme values, and data with known error distributions. Besides a fully automatic mode, the system can be used with different levels of user control over the interpolation process.

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The statistics of the reflection spectrum of a short-correlated disordered fiber Bragg grating are studied. The averaged spectrum appears to be flat inside the bandgap and has significantly suppressed sidelobes compared to the uniform grating of the same bandwidth. This is due to the Anderson localization of the modes of a disordered grating. This observation prompts a new algorithm for designing passband reflection gratings. Using the stochastic invariant imbedding approach it is possible to obtain the probability distribution function for the random reflection coefficient inside the bandgap and obtain both the variance of the averaged reflectivity as well as the distribution of the time delay of the grating.

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Theprocess of manufacturing system design frequently includes modeling, and usually, this means applying a technique such as discrete event simulation (DES). However, the computer tools currently available to apply this technique enable only a superficial representation of the people that operate within the systems. This is a serious limitation because the performance of people remains central to the competitiveness of many manufacturing enterprises. Therefore, this paper explores the use of probability density functions to represent the variation of worker activity times within DES models.

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This work presents a two-dimensional approach of risk assessment method based on the quantification of the probability of the occurrence of contaminant source terms, as well as the assessment of the resultant impacts. The risk is calculated using Monte Carlo simulation methods whereby synthetic contaminant source terms were generated to the same distribution as historically occurring pollution events or a priori potential probability distribution. The spatial and temporal distributions of the generated contaminant concentrations at pre-defined monitoring points within the aquifer were then simulated from repeated realisations using integrated mathematical models. The number of times when user defined ranges of concentration magnitudes were exceeded is quantified as risk. The utilities of the method were demonstrated using hypothetical scenarios, and the risk of pollution from a number of sources all occurring by chance together was evaluated. The results are presented in the form of charts and spatial maps. The generated risk maps show the risk of pollution at each observation borehole, as well as the trends within the study area. This capability to generate synthetic pollution events from numerous potential sources of pollution based on historical frequency of their occurrence proved to be a great asset to the method, and a large benefit over the contemporary methods.

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We examine the statistics of three interacting optical solitons under the effects of amplifier noise and filtering. We derive rigorously the Fokker-Planck equation that governs the probability distribution of soliton parameters.

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We examine the statistics of three interacting optical solitons under the effects of amplifier noise and filtering. We derive rigorously the Fokker-Planck equation that governs the probability distribution of soliton parameters.