Multi-level zero-inflated Poisson regression modelling of correlated count data with excess zeros

Count data with excess zeros relative to a Poisson distribution are common in many biomedical applications. A popular approach to the analysis of such data is to use a zero-inflated Poisson (ZIP) regression model. Often, because of the hierarchical Study design or the data collection procedure, zero-inflation and lack of independence may occur simultaneously, which tender the standard ZIP model inadequate. To account for the preponderance of zero counts and the inherent correlation of observations, a class of multi-level ZIP regression model with random effects is presented. Model fitting is facilitated using an expectation-maximization algorithm, whereas variance components are estimated via residual maximum likelihood estimating equations. A score test for zero-inflation is also presented. The multi-level ZIP model is then generalized to cope with a more complex correlation structure. Application to the analysis of correlated count data from a longitudinal infant feeding study illustrates the usefulness of the approach.

Regional-scale, fully coupled modelling of stream-aquifer interaction in a tropical catchment

The planning and management of water resources in the Pioneer Valley, north-eastern Australia requires a tool for assessing the impact of groundwater and stream abstractions on water supply reliabilities and environmental flows in Sandy Creek (the main surface water system studied). Consequently, a fully coupled stream-aquifer model has been constructed using the code MODHMS, calibrated to near-stream observations of watertable behaviour and multiple components of gauged stream flow. This model has been tested using other methods of estimation, including stream depletion analysis and radon isotope tracer sampling. The coarseness of spatial discretisation, which is required for practical reasons of computational efficiency, limits the model's capacity to simulate small-scale processes (e.g., near-stream groundwater pumping, bank storage effects), and alternative approaches are required to complement the model's range of applicability. Model predictions of groundwater influx to Sandy Creek are compared with baseflow estimates from three different hydrograph separation techniques, which were found to be unable to reflect the dynamics of Sandy Creek stream-aquifer interactions. The model was also used to infer changes in the water balance of the system caused by historical land use change. This led to constraints on the recharge distribution which can be implemented to improve model calibration performance. (c) 2006 Elsevier B.V. All rights reserved.

Student Difficulties with units in differential equations in modelling contexts

First-year undergraduate engineering students' understanding of the units of factors and terms in first-order ordinary differential equations used in modelling contexts was investigated using diagnostic quiz questions. Few students appeared to realize that the units of each term in such equations must be the same, or if they did, nevertheless failed to apply that knowledge when needed. In addition, few students were able to determine the units of a proportionality factor in a simple equation. These results indicate that lecturers of modelling courses cannot take this foundational knowledge for granted and should explicitly include it in instruction.

End-to-end modelling of the HEG shock tunnel

We demonstrate an end-to-end computational model of the HEG shock tunnel as a way to extract more precise test flow conditions and as a way of getting predictions of new operating conditions. For a selection of established operating conditions, the L1d program was used to simulate the one-dimensional gas-dynamic processes within the whole of the facility. The program reproduces the compression tube performance reliably and, with the inclusion of a loss factor near the upstream-end of the compression tube, it provides a good estimate of the equilibrium pressure in the shock-reflection region over the set of six standard operating conditions for HEG.

Numerical modelling of unsteady mixed flows

This thesis concerns mixed flows (which are characterized by the simultaneous occurrence of free-surface and pressurized flow in sewers, tunnels, culverts or under bridges), and contributes to the improvement of the existing numerical tools for modelling these phenomena. The classic Preissmann slot approach is selected due to its simplicity and capability of predicting results comparable to those of a more recent and complex two-equation model, as shown here with reference to a laboratory test case. In order to enhance the computational efficiency, a local time stepping strategy is implemented in a shock-capturing Godunov-type finite volume numerical scheme for the integration of the de Saint-Venant equations. The results of different numerical tests show that local time stepping reduces run time significantly (between −29% and −85% CPU time for the test cases considered) compared to the conventional global time stepping, especially when only a small region of the flow field is surcharged, while solution accuracy and mass conservation are not impaired. The second part of this thesis is devoted to the modelling of the hydraulic effects of potentially pressurized structures, such as bridges and culverts, inserted in open channel domains. To this aim, a two-dimensional mixed flow model is developed first. The classic conservative formulation of the 2D shallow water equations for free-surface flow is adapted by assuming that two fictitious vertical slots, normally intersecting, are added on the ceiling of each integration element. Numerical results show that this schematization is suitable for the prediction of 2D flooding phenomena in which the pressurization of crossing structures can be expected. Given that the Preissmann model does not allow for the possibility of bridge overtopping, a one-dimensional model is also presented in this thesis to handle this particular condition. The flows below and above the deck are considered as parallel, and linked to the upstream and downstream reaches of the channel by introducing suitable internal boundary conditions. The comparison with experimental data and with the results of HEC-RAS simulations shows that the proposed model can be a useful and effective tool for predicting overtopping and backwater effects induced by the presence of bridges and culverts.

Modelling of non-stationary processes using radial basis function networks

This paper reports preliminary progress on a principled approach to modelling nonstationary phenomena using neural networks. We are concerned with both parameter and model order complexity estimation. The basic methodology assumes a Bayesian foundation. However to allow the construction of pragmatic models, successive approximations have to be made to permit computational tractibility. The lowest order corresponds to the (Extended) Kalman filter approach to parameter estimation which has already been applied to neural networks. We illustrate some of the deficiencies of the existing approaches and discuss our preliminary generalisations, by considering the application to nonstationary time series.

Modelling financial time series with switching state space models

The deficiencies of stationary models applied to financial time series are well documented. A special form of non-stationarity, where the underlying generator switches between (approximately) stationary regimes, seems particularly appropriate for financial markets. We use a dynamic switching (modelled by a hidden Markov model) combined with a linear dynamical system in a hybrid switching state space model (SSSM) and discuss the practical details of training such models with a variational EM algorithm due to [Ghahramani and Hilton,1998]. The performance of the SSSM is evaluated on several financial data sets and it is shown to improve on a number of existing benchmark methods.

Use of computational fluid dynamics in the design of bubble column reactors

Investigations into the modelling techniques that depict the transport of discrete phases (gas bubbles or solid particles) and model biochemical reactions in a bubble column reactor are discussed here. The mixture model was used to calculate gas-liquid, solid-liquid and gasliquid-solid interactions. Multiphase flow is a difficult phenomenon to capture, particularly in bubble columns where the major driving force is caused by the injection of gas bubbles. The gas bubbles cause a large density difference to occur that results in transient multi-dimensional fluid motion. Standard design procedures do not account for the transient motion, due to the simplifying assumptions of steady plug flow. Computational fluid dynamics (CFD) can assist in expanding the understanding of complex flows in bubble columns by characterising the flow phenomena for many geometrical configurations. Therefore, CFD has a role in the education of chemical and biochemical engineers, providing the examples of flow phenomena that many engineers may not experience, even through experimentation. The performance of the mixture model was investigated for three domains (plane, rectangular and cylindrical) and three flow models (laminar, k-e turbulence and the Reynolds stresses). mThis investigation raised many questions about how gas-liquid interactions are captured numerically. To answer some of these questions the analogy between thermal convection in a cavity and gas-liquid flow in bubble columns was invoked. This involved modelling the buoyant motion of air in a narrow cavity for a number of turbulence schemes. The difference in density was caused by a temperature gradient that acted across the width of the cavity. Multiple vortices were obtained when the Reynolds stresses were utilised with the addition of a basic flow profile after each time step. To implement the three-phase models an alternative mixture model was developed and compared against a commercially available mixture model for three turbulence schemes. The scheme where just the Reynolds stresses model was employed, predicted the transient motion of the fluids quite well for both mixture models. Solid-liquid and then alternative formulations of gas-liquid-solid model were compared against one another. The alternative form of the mixture model was found to perform particularly well for both gas and solid phase transport when calculating two and three-phase flow. The improvement in the solutions obtained was a result of the inclusion of the Reynolds stresses model and differences in the mixture models employed. The differences between the alternative mixture models were found in the volume fraction equation (flux and deviatoric stress tensor terms) and the viscosity formulation for the mixture phase.

A Bayesian state space modelling approach to probabilistic quantitative precipitation forecasting

The generation of very short range forecasts of precipitation in the 0-6 h time window is traditionally referred to as nowcasting. Most existing nowcasting systems essentially extrapolate radar observations in some manner, however, very few systems account for the uncertainties involved. Thus deterministic forecast are produced, which have a limited use when decisions must be made, since they have no measure of confidence or spread of the forecast. This paper develops a Bayesian state space modelling framework for quantitative precipitation nowcasting which is probabilistic from conception. The model treats the observations (radar) as noisy realisations of the underlying true precipitation process, recognising that this process can never be completely known, and thus must be represented probabilistically. In the model presented here the dynamics of the precipitation are dominated by advection, so this is a probabilistic extrapolation forecast. The model is designed in such a way as to minimise the computational burden, while maintaining a full, joint representation of the probability density function of the precipitation process. The update and evolution equations avoid the need to sample, thus only one model needs be run as opposed to the more traditional ensemble route. It is shown that the model works well on both simulated and real data, but that further work is required before the model can be used operationally. © 2004 Elsevier B.V. All rights reserved.

A computational model of prosody for Yorùbá text-to-speech synthesis

This work examines prosody modelling for the Standard Yorùbá (SY) language in the context of computer text-to-speech synthesis applications. The thesis of this research is that it is possible to develop a practical prosody model by using appropriate computational tools and techniques which combines acoustic data with an encoding of the phonological and phonetic knowledge provided by experts. Our prosody model is conceptualised around a modular holistic framework. The framework is implemented using the Relational Tree (R-Tree) techniques (Ehrich and Foith, 1976). R-Tree is a sophisticated data structure that provides a multi-dimensional description of a waveform. A Skeletal Tree (S-Tree) is first generated using algorithms based on the tone phonological rules of SY. Subsequent steps update the S-Tree by computing the numerical values of the prosody dimensions. To implement the intonation dimension, fuzzy control rules where developed based on data from native speakers of Yorùbá. The Classification And Regression Tree (CART) and the Fuzzy Decision Tree (FDT) techniques were tested in modelling the duration dimension. The FDT was selected based on its better performance. An important feature of our R-Tree framework is its flexibility in that it facilitates the independent implementation of the different dimensions of prosody, i.e. duration and intonation, using different techniques and their subsequent integration. Our approach provides us with a flexible and extendible model that can also be used to implement, study and explain the theory behind aspects of the phenomena observed in speech prosody.

A modular holistic approach to prosody modelling for Standard Yorùbá speech synthesis

This paper presents a novel prosody model in the context of computer text-to-speech synthesis applications for tone languages. We have demonstrated its applicability using the Standard Yorùbá (SY) language. Our approach is motivated by the theory that abstract and realised forms of various prosody dimensions should be modelled within a modular and unified framework [Coleman, J.S., 1994. Polysyllabic words in the YorkTalk synthesis system. In: Keating, P.A. (Ed.), Phonological Structure and Forms: Papers in Laboratory Phonology III, Cambridge University Press, Cambridge, pp. 293–324]. We have implemented this framework using the Relational Tree (R-Tree) technique. R-Tree is a sophisticated data structure for representing a multi-dimensional waveform in the form of a tree. The underlying assumption of this research is that it is possible to develop a practical prosody model by using appropriate computational tools and techniques which combine acoustic data with an encoding of the phonological and phonetic knowledge provided by experts. To implement the intonation dimension, fuzzy logic based rules were developed using speech data from native speakers of Yorùbá. The Fuzzy Decision Tree (FDT) and the Classification and Regression Tree (CART) techniques were tested in modelling the duration dimension. For practical reasons, we have selected the FDT for implementing the duration dimension of our prosody model. To establish the effectiveness of our prosody model, we have also developed a Stem-ML prosody model for SY. We have performed both quantitative and qualitative evaluations on our implemented prosody models. The results suggest that, although the R-Tree model does not predict the numerical speech prosody data as accurately as the Stem-ML model, it produces synthetic speech prosody with better intelligibility and naturalness. The R-Tree model is particularly suitable for speech prosody modelling for languages with limited language resources and expertise, e.g. African languages. Furthermore, the R-Tree model is easy to implement, interpret and analyse.

Computationsl modelling of dimethyl ether separation and steam reforming in fluidized bed reactors

This study presents a computational fluid dynamic (CFD) study of Dimethyl Ether (DME) gas adsorptive separation and steam reforming (DME-SR) in a large scale Circulating Fluidized Bed (CFB) reactor. The CFD model is based on Eulerian-Eulerian dispersed flow and solved using commercial software (ANSYS FLUENT). Hydrogen is currently receiving increasing interest as an alternative source of clean energy and has high potential applications, including the transportation sector and power generation. Computational fluid dynamic (CFD) modelling has attracted considerable recognition in the engineering sector consequently leading to using it as a tool for process design and optimisation in many industrial processes. In most cases, these processes are difficult or expensive to conduct in lab scale experiments. The CFD provides a cost effective methodology to gain detailed information up to the microscopic level. The main objectives in this project are to: (i) develop a predictive model using ANSYS FLUENT (CFD) commercial code to simulate the flow hydrodynamics, mass transfer, reactions and heat transfer in a large scale dual fluidized bed system for combined gas separation and steam reforming processes (ii) implement a suitable adsorption models in the CFD code, through a user defined function, to predict selective separation of a gas from a mixture (iii) develop a model for dimethyl ether steam reforming (DME-SR) to predict hydrogen production (iv) carry out detailed parametric analysis in order to establish ideal operating conditions for future industrial application. The project has originated from a real industrial case problem in collaboration with the industrial partner Dow Corning (UK) and jointly funded by the Engineering and Physical Research Council (UK) and Dow Corning. The research examined gas separation by adsorption in a bubbling bed, as part of a dual fluidized bed system. The adsorption process was simulated based on the kinetics derived from the experimental data produced as part of a separate PhD project completed under the same fund. The kinetic model was incorporated in FLUENT CFD tool as a pseudo-first order rate equation; some of the parameters for the pseudo-first order kinetics were obtained using MATLAB. The modelling of the DME adsorption in the designed bubbling bed was performed for the first time in this project and highlights the novelty in the investigations. The simulation results were analysed to provide understanding of the flow hydrodynamic, reactor design and optimum operating condition for efficient separation. Bubbling bed validation by estimation of bed expansion and the solid and gas distribution from simulation agreed well with trends seen in the literatures. Parametric analysis on the adsorption process demonstrated that increasing fluidizing velocity reduced adsorption of DME. This is as a result of reduction in the gas residence time which appears to have much effect compared to the solid residence time. The removal efficiency of DME from the bed was found to be more than 88%. Simulation of the DME-SR in FLUENT CFD was conducted using selected kinetics from literature and implemented in the model using an in-house developed user defined function. The validation of the kinetics was achieved by simulating a case to replicate an experimental study of a laboratory scale bubbling bed by Vicente et al [1]. Good agreement was achieved for the validation of the models, which was then applied in the DME-SR in the large scale riser section of the dual fluidized bed system. This is the first study to use the selected DME-SR kinetics in a circulating fluidized bed (CFB) system and for the geometry size proposed for the project. As a result, the simulation produced the first detailed data on the spatial variation and final gas product in such an industrial scale fluidized bed system. The simulation results provided insight in the flow hydrodynamic, reactor design and optimum operating condition. The solid and gas distribution in the CFB was observed to show good agreement with literatures. The parametric analysis showed that the increase in temperature and steam to DME molar ratio increased the production of hydrogen due to the increased DME conversions, whereas the increase in the space velocity has been found to have an adverse effect. Increasing temperature between 200 oC to 350 oC increased DME conversion from 47% to 99% while hydrogen yield increased substantially from 11% to 100%. The CO2 selectivity decreased from 100% to 91% due to the water gas shift reaction favouring CO at higher temperatures. The higher conversions observed as the temperature increased was reflected on the quantity of unreacted DME and methanol concentrations in the product gas, where both decreased to very low values of 0.27 mol% and 0.46 mol% respectively at 350 °C. Increasing the steam to DME molar ratio from 4 to 7.68 increased the DME conversion from 69% to 87%, while the hydrogen yield increased from 40% to 59%. The CO2 selectivity decreased from 100% to 97%. The decrease in the space velocity from 37104 ml/g/h to 15394 ml/g/h increased the DME conversion from 87% to 100% while increasing the hydrogen yield from 59% to 87%. The parametric analysis suggests an operating condition for maximum hydrogen yield is in the region of 300 oC temperatures and Steam/DME molar ratio of 5. The analysis of the industrial sponsor’s case for the given flow and composition of the gas to be treated suggests that 88% of DME can be adsorbed from the bubbling and consequently producing 224.4t/y of hydrogen in the riser section of the dual fluidized bed system. The process also produces 1458.4t/y of CO2 and 127.9t/y of CO as part of the product gas. The developed models and parametric analysis carried out in this study provided essential guideline for future design of DME-SR at industrial level and in particular this work has been of tremendous importance for the industrial collaborator in order to draw conclusions and plan for future potential implementation of the process at an industrial scale.

Modelling and simulation of biomass gasification in a circulating fluidized bed reactor

Computational Fluid Dynamics (CFD) has found great acceptance among the engineering community as a tool for research and design of processes that are practically difficult or expensive to study experimentally. One of these processes is the biomass gasification in a Circulating Fluidized Bed (CFB). Biomass gasification is the thermo-chemical conversion of biomass at a high temperature and a controlled oxygen amount into fuel gas, also sometime referred to as syngas. Circulating fluidized bed is a type of reactor in which it is possible to maintain a stable and continuous circulation of solids in a gas-solid system. The main objectives of this thesis are four folds: (i) Develop a three-dimensional predictive model of biomass gasification in a CFB riser using advanced Computational Fluid Dynamic (CFD) (ii) Experimentally validate the developed hydrodynamic model using conventional and advanced measuring techniques (iii) Study the complex hydrodynamics, heat transfer and reaction kinetics through modelling and simulation (iv) Study the CFB gasifier performance through parametric analysis and identify the optimum operating condition to maximize the product gas quality. Two different and complimentary experimental techniques were used to validate the hydrodynamic model, namely pressure measurement and particle tracking. The pressure measurement is a very common and widely used technique in fluidized bed studies, while, particle tracking using PEPT, which was originally developed for medical imaging, is a relatively new technique in the engineering field. It is relatively expensive and only available at few research centres around the world. This study started with a simple poly-dispersed single solid phase then moved to binary solid phases. The single solid phase was used for primary validations and eliminating unnecessary options and steps in building the hydrodynamic model. Then the outcomes from the primary validations were applied to the secondary validations of the binary mixture to avoid time consuming computations. Studies on binary solid mixture hydrodynamics is rarely reported in the literature. In this study the binary solid mixture was modelled and validated using experimental data from the both techniques mentioned above. Good agreement was achieved with the both techniques. According to the general gasification steps the developed model has been separated into three main gasification stages; drying, devolatilization and tar cracking, and partial combustion and gasification. The drying was modelled as a mass transfer from the solid phase to the gas phase. The devolatilization and tar cracking model consist of two steps; the devolatilization of the biomass which is used as a single reaction to generate the biomass gases from the volatile materials and tar cracking. The latter is also modelled as one reaction to generate gases with fixed mass fractions. The first reaction was classified as a heterogeneous reaction while the second reaction was classified as homogenous reaction. The partial combustion and gasification model consisted of carbon combustion reactions and carbon and gas phase reactions. The partial combustion considered was for C, CO, H2 and CH4. The carbon gasification reactions used in this study is the Boudouard reaction with CO2, the reaction with H2O and Methanation (Methane forming reaction) reaction to generate methane. The other gas phase reactions considered in this study are the water gas shift reaction, which is modelled as a reversible reaction and the methane steam reforming reaction. The developed gasification model was validated using different experimental data from the literature and for a wide range of operating conditions. Good agreement was observed, thus confirming the capability of the model in predicting biomass gasification in a CFB to a great accuracy. The developed model has been successfully used to carry out sensitivity and parametric analysis. The sensitivity analysis included: study of the effect of inclusion of various combustion reaction; and the effect of radiation in the gasification reaction. The developed model was also used to carry out parametric analysis by changing the following gasifier operating conditions: fuel/air ratio; biomass flow rates; sand (heat carrier) temperatures; sand flow rates; sand and biomass particle sizes; gasifying agent (pure air or pure steam); pyrolysis models used; steam/biomass ratio. Finally, based on these parametric and sensitivity analysis a final model was recommended for the simulation of biomass gasification in a CFB riser.