Probabilistic DHP adaptive critic for nonlinear stochastic control systems

Following the recently developed algorithms for fully probabilistic control design for general dynamic stochastic systems (Herzallah & Káarnáy, 2011; Kárný, 1996), this paper presents the solution to the probabilistic dual heuristic programming (DHP) adaptive critic method (Herzallah & Káarnáy, 2011) and randomized control algorithm for stochastic nonlinear dynamical systems. The purpose of the randomized control input design is to make the joint probability density function of the closed loop system as close as possible to a predetermined ideal joint probability density function. This paper completes the previous work (Herzallah & Kárnáy, 2011; Kárný, 1996) by formulating and solving the fully probabilistic control design problem on the more general case of nonlinear stochastic discrete time systems. A simulated example is used to demonstrate the use of the algorithm and encouraging results have been obtained.

Implementing an agent-based model with a spatial visual display in discrete-event simulation software

There has been an increasing interest in the use of agent-based simulation and some discussion of the relative merits of this approach as compared to discrete-event simulation. There are differing views on whether an agent-based simulation offers capabilities that discrete-event cannot provide or whether all agent-based applications can at least in theory be undertaken using a discrete-event approach. This paper presents a simple agent-based NetLogo model and corresponding discrete-event versions implemented in the widely used ARENA software. The two versions of the discrete-event model presented use a traditional process flow approach normally adopted in discrete-event simulation software and also an agent-based approach to the model build. In addition a real-time spatial visual display facility is provided using a spreadsheet platform controlled by VBA code embedded within the ARENA model. Initial findings from this investigation are that discrete-event simulation can indeed be used to implement agent-based models and with suitable integration elements such as VBA provide the spatial displays associated with agent-based software.

GTM through time

The standard GTM (generative topographic mapping) algorithm assumes that the data on which it is trained consists of independent, identically distributed (iid) vectors. For time series, however, the iid assumption is a poor approximation. In this paper we show how the GTM algorithm can be extended to model time series by incorporating it as the emission density in a hidden Markov model. Since GTM has discrete hidden states we are able to find a tractable EM algorithm, based on the forward-backward algorithm, to train the model. We illustrate the performance of GTM through time using flight recorder data from a helicopter.

Transition from time-continuous systems to discrete mappings

Detailed transport studies in plasmas require the solution of the time evolution of many different initial positions of test particles in the phase space of the systems to be investigated. To reduce this amount of numerical work, one would like to replace the integration of the time-continues system with a mapping.

Memory effects in a non-equilibrium growth model

We study memory effects in a kinetic roughening model. For d=1, a different dynamic scaling is uncovered in the memory dominated phases; the Kardar-Parisi-Zhang scaling is restored in the absence of noise. dc=2 represents the critical dimension where memory is shown to smoothen the roughening front (a=0). Studies on a discrete atomistic model in the same universality class reconfirm the analytical results in the large time limit, while a different scaling behavior shows up for tmodel. Results can be generalized for other nonconservative systems.

Statnote 30 : The one-way analysis of variance (ANOVA):fixed effects model

In Statnote 9, we described a one-way analysis of variance (ANOVA) ‘random effects’ model in which the objective was to estimate the degree of variation of a particular measurement and to compare different sources of variation in space and time. The illustrative scenario involved the role of computer keyboards in a University communal computer laboratory as a possible source of microbial contamination of the hands. The study estimated the aerobic colony count of ten selected keyboards with samples taken from two keys per keyboard determined at 9am and 5pm. This type of design is often referred to as a ‘nested’ or ‘hierarchical’ design and the ANOVA estimated the degree of variation: (1) between keyboards, (2) between keys within a keyboard, and (3) between sample times within a key. An alternative to this design is a 'fixed effects' model in which the objective is not to measure sources of variation per se but to estimate differences between specific groups or treatments, which are regarded as 'fixed' or discrete effects. This statnote describes two scenarios utilizing this type of analysis: (1) measuring the degree of bacterial contamination on 2p coins collected from three types of business property, viz., a butcher’s shop, a sandwich shop, and a newsagent and (2) the effectiveness of drugs in the treatment of a fungal eye infection.

Run-time model evaluation for requirements model-driven self-adaptation

A self-adaptive system adjusts its configuration to tolerate changes in its operating environment. To date, requirements modeling methodologies for self-adaptive systems have necessitated analysis of all potential system configurations, and the circumstances under which each is to be adopted. We argue that, by explicitly capturing and modelling uncertainty in the operating environment, and by verifying and analysing this model at runtime, it is possible for a system to adapt to tolerate some conditions that were not fully considered at design time. We showcase in this paper our tools and research results. © 2012 IEEE.

Estimation of productivity in Korean electric power plants:a semiparametric smooth coefficient model

This paper analyzes the impact of load factor, facility and generator types on the productivity of Korean electric power plants. In order to capture important differences in the effect of load policy on power output, we use a semiparametric smooth coefficient (SPSC) model that allows us to model heterogeneous performances across power plants and over time by allowing underlying technologies to be heterogeneous. The SPSC model accommodates both continuous and discrete covariates. Various specification tests are conducted to compare performance of the SPSC model. Using a unique generator level panel dataset spanning the period 1995-2006, we find that the impact of load factor, generator and facility types on power generation varies substantially in terms of magnitude and significance across different plant characteristics. The results have strong implication for generation policy in Korea as outlined in this study.

Network learning:an empirically-derived conceptual model of learning by groups of organizations

Building on a previous conceptual article, we present an empirically derived model of network learning - learning by a group of organizations as a group. Based on a qualitative, longitudinal, multiple-method empirical investigation, five episodes of network learning were identified. Treating each episode as a discrete analytic case, through cross-case comparison, a model of network learning is developed which reflects the common, critical features of the episodes. The model comprises three conceptual themes relating to learning outcomes, and three conceptual themes of learning process. Although closely related to conceptualizations that emphasize the social and political character of organizational learning, the model of network learning is derived from, and specifically for, more extensive networks in which relations among numerous actors may be arms-length or collaborative, and may be expected to change over time.

Pricing-to-market using EGARCH-error correction model

In this paper, the authors use an exponential generalized autoregressive conditional heteroscedastic (EGARCH) error-correction model (ECM), that is, EGARCH-ECM, to estimate the pass-through effects of foreign exchange (FX) rates and producers’ prices for 20 U.K. export sectors. The long-run adjustment of export prices to FX rates and producers’ prices is within the range of -1.02% (for the Textiles sector) and -17.22% (for the Meat sector). The contemporaneous pricing-to-market (PTM) coefficient is within the range of -72.84% (for the Fuels sector) and -8.05% (for the Textiles sector). Short-run FX rate pass-through is not complete even after several months. Rolling EGARCH-ECMs show that the short and long-run effects of FX rate and producers’ prices fluctuate substantially as are asymmetry and volatility estimates before equilibrium is achieved.

Estimation of productivity in Korean electric power plants:a semiparametric smooth coefficient model

This paper analyzes the impact of load factor, facility and generator types on the productivity of Korean electric power plants. In order to capture important differences in the effect of load policy on power output, we use a semiparametric smooth coefficient (SPSC) model that allows us to model heterogeneous performances across power plants and over time by allowing underlying technologies to be heterogeneous. The SPSC model accommodates both continuous and discrete covariates. Various specification tests are conducted to assess the performance of the SPSC model. Using a unique generator level panel dataset spanning the period 1995-2006, we find that the impact of load factor, generator and facility types on power generation varies substantially in terms of magnitude and significance across different plant characteristics. The results have strong implications for generation policy in Korea as outlined in this study.

Encouraging the intellectual craft of living research:tattoos, theory and time

This chapter contributes to the anthology on learning to research - researching to learn because it emphases a need to design curricula that enables living research, and on-going researcher development, rather than one that restricts student and staff activities, within a marketised approach towards time. In recent decades higher education (HE) has come to be valued for its contribution to the global economy. Referred to as the neo-liberal university, a strong prioritisation has been placed on meeting the needs of industry by providing a better workforce. This perspective emphasises the role of a degree in HE to secure future material affluence, rather than to study as an on-going investment in the self (Molesworth , Nixon & Scullion, 2009: 280). Students are treated primarily as consumers in this model, where through their tuition fees they purchase a product, rather than benefit from the transformative potential university education offers for the whole of life.Given that HE is now measured by the numbers of students it attracts, and later places into well-paid jobs, there is an intense pressure on time, which has led to a method where the learning experiences of students are broken down into discrete modules. Whilst this provides consistency, students can come to view research processes in a fragmented way within the modular system. Topics are presented chronologically, week-by-week and students simply complete a set of tasks to ‘have a degree’, rather than to ‘be learners’ (Molesworth , Nixon & Scullion, 2009: 277) who are living their research, in relation to their own past, present and future. The idea of living research in this context is my own adaptation of an approach suggested by C. Wright Mills (1959) in The Sociological Imagination. Mills advises that successful scholars do not split their work from the rest of their lives, but treat scholarship as a choice of how to live, as well as a choice of career. The marketised slant in HE thus creates a tension firstly, for students who are learning to research. Mills would encourage them to be creative, not instrumental, in their use of time, yet they are journeying through a system that is structured for a swift progression towards a high paid job, rather than crafted for reflexive inquiry, that transforms their understanding throughout life. Many universities are placing a strong focus on discrete skills for student employability, but I suggest that embedding the transformative skills emphasised by Mills empowers students and builds their confidence to help them make connections that aid their employability. Secondly, the marketised approach creates a problem for staff designing the curriculum, if students do not easily make links across time over their years of study and whole programmes. By researching to learn, staff can discover new methods to apply in their design of the curriculum, to help students make important and creative connections across their programmes of study.

Strongly localized moving discrete dissipative breather-solitons in Kerr nonlinear media supported by intrinsic gain

We investigate the mobility of nonlinear localized modes in a generalized discrete Ginzburg-Landau-type model, describing a one-dimensional waveguide array in an active Kerr medium with intrinsic, saturable gain and damping. It is shown that exponentially localized, traveling discrete dissipative breather-solitons may exist as stable attractors supported only by intrinsic properties of the medium, i.e., in the absence of any external field or symmetry-breaking perturbations. Through an interplay by the gain and damping effects, the moving soliton may overcome the Peierls-Nabarro barrier, present in the corresponding conservative system, by self-induced time-periodic oscillations of its power (norm) and energy (Hamiltonian), yielding exponential decays to zero with different rates in the forward and backward directions. In certain parameter windows, bistability appears between fast modes with small oscillations and slower, large-oscillation modes. The velocities and the oscillation periods are typically related by lattice commensurability and exhibit period-doubling bifurcations to chaotically "walking" modes under parameter variations. If the model is augmented by intersite Kerr nonlinearity, thereby reducing the Peierls-Nabarro barrier of the conservative system, the existence regime for moving solitons increases considerably, and a richer scenario appears including Hopf bifurcations to incommensurately moving solutions and phase-locking intervals. Stable moving breathers also survive in the presence of weak disorder. © 2014 American Physical Society.