The road not taken: observing a process of issue selection and model conceptualization

This article describes a case study involving information technology managers and their new programmer recruitment policy, but the primary interest is methodological. The processes of issue generation and selection and model conceptualization are described. Early use of “magnetic hexagons” allowed the generation of a range of issues, most of which would not have emerged if system dynamics elicitation techniques had been employed. With the selection of a specific issue, flow diagraming was used to conceptualize a model, computer implementation and scenario generation following naturally. Observations are made on the processes of system dynamics modeling, particularly on the need to employ general techniques of knowledge elicitation in the early stages of interventions. It is proposed that flexible approaches should be used to generate, select, and study the issues, since these reduce any biasing of the elicitation toward system dynamics problems and also allow the participants to take up the most appropriate problem- structuring approach.

A five-dimensional model of attributes: some precursors of executive coach selection

The purpose of this study was to specify a set of attributes, identified as important precursors to coach selection. Executive coaching has grown exponentially, but there have been few studies as to the efficacy of coaching, including the factors that influence a manager's choice of coach. This study sought to identify these factors. The 45-item, online survey produced 267 useable responses. Results of the principal component analysis suggested a five-factor solution, with women showing a statistically significant preference over men for coaches who have the Ability to Develop Critical Thinking and Action, the Ability to Forge the Coaching Partnership and Coach Experience and Qualifications. The impact of coachee age was not significant in selecting executive coaches. The findings show a statistically significant relationship between coach attributes and the intention to continue with coaching. The implications of these findings for the selection of coaches, and for the coaching profession are discussed.

Mitochondrial sequence data and Dipsacales phylogeny: Mixed models, partitioned Bayesian analyses, and model selection

Phylogenetic analyses of chloroplast DNA sequences, morphology, and combined data have provided consistent support for many of the major branches within the angiosperm, clade Dipsacales. Here we use sequences from three mitochondrial loci to test the existing broad scale phylogeny and in an attempt to resolve several relationships that have remained uncertain. Parsimony, maximum likelihood, and Bayesian analyses of a combined mitochondrial data set recover trees broadly consistent with previous studies, although resolution and support are lower than in the largest chloroplast analyses. Combining chloroplast and mitochondrial data results in a generally well-resolved and very strongly supported topology but the previously recognized problem areas remain. To investigate why these relationships have been difficult to resolve we conducted a series of experiments using different data partitions and heterogeneous substitution models. Usually more complex modeling schemes are favored regardless of the partitions recognized but model choice had little effect on topology or support values. In contrast there are consistent but weakly supported differences in the topologies recovered from coding and non-coding matrices. These conflicts directly correspond to relationships that were poorly resolved in analyses of the full combined chloroplast-mitochondrial data set. We suggest incongruent signal has contributed to our inability to confidently resolve these problem areas. (c) 2007 Elsevier Inc. All rights reserved.

DEVELOPING A MODEL FOR PEDESTRIAN ROUTE SELECTION AT COLBY

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Developing a Model for Pedestrian Route Selection at Colby

Millions of unconscious calculations are made daily by pedestrians walking through the Colby College campus. I used ArcGIS to make a predictive spatial model that chose paths similar to those that are actually used by people on a regular basis. To make a viable model of how most travelers choose their way, I considered both the distance required and the type of traveling surface. I used an iterative process to develop a scheme for weighting travel costs which resulted in accurate least-cost paths to be predicted by ArcMap. The accuracy was confirmed when the calculated routes were compared to satellite photography and were found to overlap well-worn “shortcuts” taken between the paved paths throughout campus.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties for a lack of parsimony, as well as the traditional ones. We suggest a new procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties. In order to compute the fit of each model, we propose an iterative procedure to compute the maximum likelihood estimates of parameters of a VAR model with short-run and long-run restrictions. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank, relative to the commonly used procedure of selecting the lag-length only and then testing for cointegration.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties as well as the traditional ones. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank using our proposed procedure, relative to an unrestricted VAR or a cointegrated VAR estimated by the commonly used procedure of selecting the lag-length only and then testing for cointegration. Two empirical applications forecasting Brazilian inflation and U.S. macroeconomic aggregates growth rates respectively show the usefulness of the model-selection strategy proposed here. The gains in different measures of forecasting accuracy are substantial, especially for short horizons.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties as well as the traditional ones. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank using our proposed procedure, relative to an unrestricted VAR or a cointegrated VAR estimated by the commonly used procedure of selecting the lag-length only and then testing for cointegration. Two empirical applications forecasting Brazilian in ation and U.S. macroeconomic aggregates growth rates respectively show the usefulness of the model-selection strategy proposed here. The gains in di¤erent measures of forecasting accuracy are substantial, especially for short horizons.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. A Monte Carlo study explores the finite sample performance of this procedure and evaluates the forecasting accuracy of models selected by this procedure. Two empirical applications confirm the usefulness of the model selection procedure proposed here for forecasting.

Automatic model selection for forecasting brazilian stock returns

This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop predictive models for the Brazilian market premium, measured as the excess return over Selic interest rate, Itaú SA, Itaú-Unibanco and Bradesco stock returns. We nd that for the market premium, an ADL with error correction is able to outperform the benchmarks in terms of economic performance. For individual stock returns, there is a trade o between statistical properties and out-of-sample performance of the model.

Automatic model selection for forecasting Brazilian stock returns

This study aims to contribute on the forecasting literature in stock return for emerging markets. We use Autometrics to select relevant predictors among macroeconomic, microeconomic and technical variables. We develop predictive models for the Brazilian market premium, measured as the excess return over Selic interest rate, Itaú SA, Itaú-Unibanco and Bradesco stock returns. We find that for the market premium, an ADL with error correction is able to outperform the benchmarks in terms of economic performance. For individual stock returns, there is a trade o between statistical properties and out-of-sample performance of the model.

Improving methods in gap ecology: Revisiting size and shape distributions using a model selection approach

Questions: We assess gap size and shape distributions, two important descriptors of the forest disturbance regime, by asking: which statistical model best describes gap size distribution; can simple geometric forms adequately describe gap shape; does gap size or shape vary with forest type, gap age or the method used for gap delimitation; and how similar are the studied forests and other tropical and temperate forests? Location: Southeastern Atlantic Forest, Brazil. Methods: Analysing over 150 gaps in two distinct forest types (seasonal and rain forests), a model selection framework was used to select appropriate probability distributions and functions to describe gap size and gap shape. The first was described using univariate probability distributions, whereas the latter was assessed based on the gap area-perimeter relationship. Comparisons of gap size and shape between sites, as well as size and age classes were then made based on the likelihood of models having different assumptions for the values of their parameters. Results: The log-normal distribution was the best descriptor of gap size distribution, independently of the forest type or gap delimitation method. Because gaps became more irregular as they increased in size, all geometric forms (triangle, rectangle and ellipse) were poor descriptors of gap shape. Only when small and large gaps (> 100 or 400m2 depending on the delimitation method) were treated separately did the rectangle and isosceles triangle become accurate predictors of gap shape. Ellipsoidal shapes were poor descriptors. At both sites, gaps were at least 50% longer than they were wide, a finding with important implications for gap microclimate (e.g. light entrance regime) and, consequently, for gap regeneration. Conclusions: In addition to more appropriate descriptions of gap size and shape, the model selection framework used here efficiently provided a means by which to compare the patterns of two different types of forest. With this framework we were able to recommend the log-normal parameters μ and σ for future comparisons of gap size distribution, and to propose possible mechanisms related to random rates of gap expansion and closure. We also showed that gap shape varied highly and that no single geometric form was able to predict the shape of all gaps, the ellipse in particular should no longer be used as a standard gap shape. © 2012 International Association for Vegetation Science.

On the optical flow model selection through metaheuristics

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Model selection for discriminative restricted boltzmann machines through meta-heuristic techniques

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

An animal movement model incorporating home range and habitat selection

Wildlife biologists are often interested in how an animal uses space and the habitat resources within that space. We propose a single model that estimates an animal’s home range and habitat selection parameters within that range while accounting for the inherent autocorrelation in frequently sampled telemetry data. The model is applied to brown bear telemetry data in southeast Alaska.