Energy forward price prediction with a hybrid adaptive model

This paper presents a forecasting technique for forward electricity/gas prices, one day ahead. This technique combines a Kalman filter (KF) and a generalised autoregressive conditional heteroschedasticity (GARCH) model (often used in financial forecasting). The GARCH model is used to compute next value of a time series. The KF updates parameters of the GARCH model when the new observation is available. This technique is applied to real data from the UK energy markets to evaluate its performance. The results show that the forecasting accuracy is improved significantly by using this hybrid model. The methodology can be also applied to forecasting market clearing prices and electricity/gas loads.

Classrooms as complex adaptive systems:a relational model

In this article, we describe and model the language classroom as a complex adaptive system (see Logan & Schumann, 2005). We argue that linear, categorical descriptions of classroom processes and interactions do not sufficiently explain the complex nature of classrooms, and cannot account for how classroom change occurs (or does not occur), over time. A relational model of classrooms is proposed which focuses on the relations between different elements (physical, environmental, cognitive, social) in the classroom and on how their interaction is crucial in understanding and describing classroom action.

Model-driven software adaptation:report on the workshop M-ADAPT at ECOOP 2007

This first edition of the workshop Model-driven Software Adaptation (M-ADAPT'07) took place in the Technische Universität Berlin with the International Conference ECOOP'07 in the beautiful and buzzing city of Berlin, on the 30th of July, 2007. The workshop was organized by Gordon Blair, Nelly Bencomo, and Robert France. Participants explored how to develop appropriate model-driven approaches to model, analyze, and validate the volatile properties of the behaviour of adaptive systems and its environments. This report gives an overview of the presentations as well as an account of the fruitful discussions that took place at M-ADAPT'07. © 2008 Springer-Verlag Berlin Heidelberg.

Genie:supporting the model driven development of reflective, component-based adaptive systems

Engineering adaptive software is an increasingly complex task. Here, we demonstrate Genie, a tool that supports the modelling, generation, and operation of highly reconfigurable, component-based systems. We showcase how Genie is used in two case-studies: i) the development and operation of an adaptive flood warning system, and ii) a service discovery application. In this context, adaptation is enabled by the Gridkit reflective middleware platform.

A Semantic-Oriented Architecture of a Functional Module for Personalized and Adaptive Access to the Knowledge in a Multimedia Digital Library

This article presents the principal results of the doctoral thesis “Semantic-oriented Architecture and Models for Personalized and Adaptive Access to the Knowledge in Multimedia Digital Library” by Desislava Ivanova Paneva-Marinova (Institute of Mathematics and Informatics), successfully defended before the Specialised Academic Council for Informatics and Mathematical Modelling on 27 October, 2008.

Laser-induced breakdown spectroscopy quantitative analysis method via adaptive analytical line selection and relevance vector machine regression model

Abstract A new LIBS quantitative analysis method based on analytical line adaptive selection and Relevance Vector Machine (RVM) regression model is proposed. First, a scheme of adaptively selecting analytical line is put forward in order to overcome the drawback of high dependency on a priori knowledge. The candidate analytical lines are automatically selected based on the built-in characteristics of spectral lines, such as spectral intensity, wavelength and width at half height. The analytical lines which will be used as input variables of regression model are determined adaptively according to the samples for both training and testing. Second, an LIBS quantitative analysis method based on RVM is presented. The intensities of analytical lines and the elemental concentrations of certified standard samples are used to train the RVM regression model. The predicted elemental concentration analysis results will be given with a form of confidence interval of probabilistic distribution, which is helpful for evaluating the uncertainness contained in the measured spectra. Chromium concentration analysis experiments of 23 certified standard high-alloy steel samples have been carried out. The multiple correlation coefficient of the prediction was up to 98.85%, and the average relative error of the prediction was 4.01%. The experiment results showed that the proposed LIBS quantitative analysis method achieved better prediction accuracy and better modeling robustness compared with the methods based on partial least squares regression, artificial neural network and standard support vector machine.

Adaptive software fault prediction approach using object-oriented metrics

As users continually request additional functionality, software systems will continue to grow in their complexity, as well as in their susceptibility to failures. Particularly for sensitive systems requiring higher levels of reliability, faulty system modules may increase development and maintenance cost. Hence, identifying them early would support the development of reliable systems through improved scheduling and quality control. Research effort to predict software modules likely to contain faults, as a consequence, has been substantial. Although a wide range of fault prediction models have been proposed, we remain far from having reliable tools that can be widely applied to real industrial systems. For projects with known fault histories, numerous research studies show that statistical models can provide reasonable estimates at predicting faulty modules using software metrics. However, as context-specific metrics differ from project to project, the task of predicting across projects is difficult to achieve. Prediction models obtained from one project experience are ineffective in their ability to predict fault-prone modules when applied to other projects. Hence, taking full benefit of the existing work in software development community has been substantially limited. As a step towards solving this problem, in this dissertation we propose a fault prediction approach that exploits existing prediction models, adapting them to improve their ability to predict faulty system modules across different software projects.

Competition and fixation of cohorts of adaptive mutations under Fisher geometrical model

One of the simplest models of adaptation to a new environment is Fisher's Geometric Model (FGM), in which populations move on a multidimensional landscape defined by the traits under selection. The predictions of this model have been found to be consistent with current observations of patterns of fitness increase in experimentally evolved populations. Recent studies investigated the dynamics of allele frequency change along adaptation of microbes to simple laboratory conditions and unveiled a dramatic pattern of competition between cohorts of mutations, i.e., multiple mutations simultaneously segregating and ultimately reaching fixation. Here, using simulations, we study the dynamics of phenotypic and genetic change as asexual populations under clonal interference climb a Fisherian landscape, and ask about the conditions under which FGM can display the simultaneous increase and fixation of multiple mutations-mutation cohorts-along the adaptive walk. We find that FGM under clonal interference, and with varying levels of pleiotropy, can reproduce the experimentally observed competition between different cohorts of mutations, some of which have a high probability of fixation along the adaptive walk. Overall, our results show that the surprising dynamics of mutation cohorts recently observed during experimental adaptation of microbial populations can be expected under one of the oldest and simplest theoretical models of adaptation-FGM.

Adaptive Software Fault Prediction Approach Using Object-Oriented Metrics

As users continually request additional functionality, software systems will continue to grow in their complexity, as well as in their susceptibility to failures. Particularly for sensitive systems requiring higher levels of reliability, faulty system modules may increase development and maintenance cost. Hence, identifying them early would support the development of reliable systems through improved scheduling and quality control. Research effort to predict software modules likely to contain faults, as a consequence, has been substantial. Although a wide range of fault prediction models have been proposed, we remain far from having reliable tools that can be widely applied to real industrial systems. For projects with known fault histories, numerous research studies show that statistical models can provide reasonable estimates at predicting faulty modules using software metrics. However, as context-specific metrics differ from project to project, the task of predicting across projects is difficult to achieve. Prediction models obtained from one project experience are ineffective in their ability to predict fault-prone modules when applied to other projects. Hence, taking full benefit of the existing work in software development community has been substantially limited. As a step towards solving this problem, in this dissertation we propose a fault prediction approach that exploits existing prediction models, adapting them to improve their ability to predict faulty system modules across different software projects.

Adaptive optical flow for person tracking

Person tracking systems are dependent on being able to locate a person accurately across a series of frames. Optical flow can be used to segment a moving object from a scene, provided the expected velocity of the moving object is known; but successful detection also relies on being able segment the background. A problem with existing optical flow techniques is that they don’t discriminate the foreground from the background, and so often detect motion (and thus the object) in the background. To overcome this problem, we propose a new optical flow technique, that is based upon an adaptive background segmentation technique, which only determines optical flow in regions of motion. This technique has been developed with a view to being used in surveillance systems, and our testing shows that for this application it is more effective than other standard optical flow techniques.

Identifying and implementing adaptive strategy in the U.S. military

Changes in the environment, including increased environmental complexity, require military supply units to employ a more adaptive strategy in order to enhance military agility. We extend the Lumpkin and Dess (1996) model and develop propositions that explore the interrelationships between/amongst entrepreneurial orientation (EO); opportunity recognition, evaluation and exploitation; environmental and organizational factors; and organizational performance. We propose that the innovativeness, proactiveness, and risk-taking dimensions of EO are of primary importance in identifying adaptive solutions and that these relationships are moderated by environmental factors. The autonomy and competitive aggressiveness dimensions of EO are important in implementing solutions as adaptive strategies, especially in a military context, and these relationships are moderated by organizational factors. This chapter extends existing theory developed primarily for the civilian sector to the military. Military organizations are more rigid hierarchical structures, and have different measures of performance. At an applied level, this research provides insights for military commanders that can potentially enhance agility and adaptability.

Chlamydial infection and spatial ascension of the female genital tract : a novel hybrid cellular automata and continuum mathematical model

Sexually transmitted chlamydial infection initially establishes in the endocervix in females, but if the infection ascends the genital tract, significant disease, including infertility, can result. Many of the mechanisms associated with chlamydial infection kinetics and disease ascension are unknown. We attempt to elucidate some of these processes by developing a novel mathematical model, using a cellular automata–partial differential equation model. We matched our model outputs to experimental data of chlamydial infection of the guinea-pig cervix and carried out sensitivity analyses to determine the relative influence of model parameters. We found that the rate of recruitment and action of innate immune cells to clear extracellular chlamydial particles and the rate of passive movement of chlamydial particles are the dominant factors in determining the early course of infection, magnitude of the peak chlamydial time course and the time of the peak. The rate of passive movement was found to be the most important factor in determining whether infection would ascend to the upper genital tract. This study highlights the importance of early innate immunity in the control of chlamydial infection and the significance of motility-diffusive properties and the adaptive immune response in the magnitude of infection and in its ascension.

A reflective model for colour studies learning

In a university context how should colour be taught in order to engage students? Entwistle states, ‘What we learn depends on how we learn, and why we have to learn it.’ Therefore, there is a need to address the accumulating evidence that highlights the effects of learning environments on the quality of student learning when considering colour education. It is necessary to embrace the contextual demands while ensuring that the student knowledge of colour and the joy of discovering its characteristics in practice are enhanced. Institutional policy is forcing educators to re-evaluate traditional studio’s effectiveness and the intensive 'hands-on' interactive approach that is embedded in such an approach. As curriculum development involves not only theory and project work, the classroom culture and physical environment also need to be addressed. The increase in student numbers impacting the number of academic staff/student ratio, availability of teaching support as well as increasing variety of student age, work commitments, learning styles and attitudes have called for positive changes to how we teach. The Queensland University of Technology’s restructure in 2005 was a great opportunity to re-evaluate and redesign the approach to teaching within the design units of Interior Design undergraduate program –including colour. The resultant approach “encapsulates a mode of delivery, studio structure, as well as the learning context in which students and staff interact to facilitate learning”1 with a potential “to be integrated into a range of Interior Design units as it provides an adaptive educational framework rather than a prescriptive set of rules”.