Modeling electricity price events as point processes

Energy prices are highly volatile and often feature unexpected spikes. It is the aim of this paper to examine whether the occurrence of these extreme price events displays any regularities that can be captured using an econometric model. Here we treat these price events as point processes and apply Hawkes and Poisson autoregressive models to model the dynamics in the intensity of this process.We use load and meteorological information to model the time variation in the intensity of the process. The models are applied to data from the Australian wholesale electricity market, and a forecasting exercise illustrates both the usefulness of these models and their limitations when attempting to forecast the occurrence of extreme price events.

Understanding the actualization of affordances: A study in the process modeling context

The affordances concept describes the possibilities for goal-oriented action that technical objects offer to specified users. This notion has received growing attention from IS researchers. However, few studies have gone beyond contextualizing parts of the concept to a specific setting – the tip of the iceberg. In this research-in-progress paper, we report on our efforts to further develop the IS discipline’s understanding of affordances from informational objects. Specifically, we seek to extend extant theory on the origin and actualization of affordances. We develop a model that describes the process by which affordances are perceived and actualized and their dependence on information and actualization effort. We illustrate our emergent theory in the context of conceptual process models used by analysts for purposes of information systems analysis and design. We offer suggestions for operationalizing and testing this model empirically, and provide details about our design of a mixed-methods study currently in progress.

Modeling the co-precipitation of silica and calcium oxalate in sugar solutions

Solution chemistry plays a significant role in the rate and type of foulant formed on heated industrial surfaces. This paper describes the effect of sucrose, silica (SiO2), Ca2+ and Mg2+ ions, and trans-aconitic acid on the kinetics and solubility of SiO2 and calcium oxalate monohydrate (COM) in mixed salt solutions containing sucrose and refines models previously proposed. The developed SiO2 models show that sucrose and SiO2 concentrations are the main parameters that determine apparent order (n) and apparent rate of reaction (k) and SiO2 solubility over a 24 h period. The calcium oxalate solubility model shows that while increasing [Mg2+] increases COM solubility, the reverse is so with increasing sucrose concentrations. The role of solution species on COM crystal habit is discussed and the appearance of the uncommon (001) face is explained.

Understanding mild acid pretreatment of sugarcane bagasse through particle scale modeling

Sugarcane bagasse is an abundant and sustainable resource, generated as a by-product of sugarcane milling. The cellulosic material within bagasse can be broken down into glucose molecules and fermented to produce ethanol, making it a promising feedstock for biofuel production. Mild acid pretreatment hydrolyses the hemicellulosic component of biomass, thus allowing enzymes greater access to the cellulosic substrate during saccharification. A particle-scale mathematical model describing the mild acid pretreatment of sugarcane bagasse has been developed, using a volume averaged framework. Discrete population-balance equations are used to characterise the polymer degradation kinetics, and diffusive effects account for mass transport within the cell wall of the bagasse. As the fibrous material hydrolyses over time, variations in the porosity of the cell wall and the downstream effects on the reaction kinetics are accounted for using conservation of volume arguments. Non-dimensionalization of the model equations reduces the number of parameters in the system to a set of four dimensionless ratios that compare the timescales of different reaction and diffusion events. Theoretical yield curves are compared to macroscopic experimental observations from the literature and inferences are made as to constraints on these “unknown” parameters. These results enable connections to be made between experimental data and the underlying thermodynamics of acid pretreatment. Consequently, the results suggest that data-fitting techniques used to obtain kinetic parameters should be carefully applied, with prudent consideration given to the chemical and physiological processes being modeled.

Heat and mass transfer modeling of the osmo-convective drying of yacon roots (Smallanthus sonchifolius)

Osmotic treatments are often applied prior to convective drying of foods to impart sensory appeal aspects. During this process a multicomponent mass flow, composed mainly of water and osmotic agent, takes place. In this work, a heat and mass transfer model for the osmo-convective drying of yacon was developed and solved by the Finite Element Method using COMSOL Multiphysics®, considering a 2-D axisymmetric geometry and moisture dependent thermophysical properties. Yacon slices were osmotically dehydrated for 2 hours in a solution of sucralose and then dried in a tray dryer for 3 hours. The model was validated by experimental data of temperature, moisture content and sucralose uptake (R²> 0.90).

Three-dimensional modeling of steel portal frame buildings

The realistic strength and deflection behavior of industrial and commercial steel portal frame buildings are understood only if the effects of rigidity of end frames and profiled steel claddings are included. The conventional designs ignore these effects and are very much based on idealized two-dimensional (2D) frame behavior. Full-scale tests of a 1212 m steel portal frame building under a range of design load cases indicated that the observed deflections and bending moments in the portal frame were considerably different from those obtained from a 2D analysis of frames ignoring these effects. Three-dimensional (3D) analyses of the same building, including the effects of end frames and cladding, were carried out, and the results agreed well with full-scale test results. Results clearly indicated the need for such an analysis and for testing to study the true behavior of steel portal frame buildings. It is expected that such a 3D analysis will lead to lighter steel frames as the maximum moments and deflections are reduced.

Modeling the viability of the free-ranging cheetah population in Namibia : an object-oriented Bayesian network approach

Conservation of free-ranging cheetah (Acinonyx jubatus) populations is multi faceted and needs to be addressed from an ecological, biological and management perspective. There is a wealth of published research, each focusing on a particular aspect of cheetah conservation. Identifying the most important factors, making sense of various (and sometimes contrasting) findings, and taking decisions when little or no empirical data is available, are everyday challenges facing conservationists. Bayesian networks (BN) provide a statistical modeling framework that enables analysis and integration of information addressing different aspects of conservation. There has been an increased interest in the use of BNs to model conservation issues, however the development of more sophisticated BNs, utilizing object-oriented (OO) features, is still at the frontier of ecological research. We describe an integrated, parallel modeling process followed during a BN modeling workshop held in Namibia to combine expert knowledge and data about free-ranging cheetahs. The aim of the workshop was to obtain a more comprehensive view of the current viability of the free-ranging cheetah population in Namibia, and to predict the effect different scenarios may have on the future viability of this free-ranging cheetah population. Furthermore, a complementary aim was to identify influential parameters of the model to more effectively target those parameters having the greatest impact on population viability. The BN was developed by aggregating diverse perspectives from local and independent scientists, agents from the national ministry, conservation agency members and local fieldworkers. This integrated BN approach facilitates OO modeling in a multi-expert context which lends itself to a series of integrated, yet independent, subnetworks describing different scientific and management components. We created three subnetworks in parallel: a biological, ecological and human factors network, which were then combined to create a complete representation of free-ranging cheetah population viability. Such OOBNs have widespread relevance to the effective and targeted conservation management of vulnerable and endangered species.

Recent developments and research needs in modeling lane changing

This paper comprehensively reviews recent developments in modeling lane-changing behavior. The major lane changing models in the literature are categorized into two groups: models that aim to capture the lane changing decision-making process, and models that aim to quantify the impact of lane changing behavior on surrounding vehicles. The methodologies and important features (including their limitations) of representative models in each category are outlined and discussed. Future research needs are determined.

A RBF meshless approach for modeling a fractal mobile/immobile transport model

A fractional differential equation is used to describe a fractal model of mobile/immobile transport with a power law memory function. This equation is the limiting equation that governs continuous time random walks with heavy tailed random waiting times. In this paper, we firstly propose a finite difference method to discretize the time variable and obtain a semi-discrete scheme. Then we discuss its stability and convergence. Secondly we consider a meshless method based on radial basis functions (RBFs) to discretize the space variable. In contrast to conventional FDM and FEM, the meshless method is demonstrated to have distinct advantages: calculations can be performed independent of a mesh, it is more accurate and it can be used to solve complex problems. Finally the convergence order is verified from a numerical example which is presented to describe a fractal model of mobile/immobile transport process with different problem domains. The numerical results indicate that the present meshless approach is very effective for modeling and simulating fractional differential equations, and it has good potential in the development of a robust simulation tool for problems in engineering and science that are governed by various types of fractional differential equations.

Shrinkage empirical likelihood estimator in longitudinal analysis with time-dependent covariates-application to modeling the health of Filipino children

The method of generalized estimating equations (GEE) is a popular tool for analysing longitudinal (panel) data. Often, the covariates collected are time-dependent in nature, for example, age, relapse status, monthly income. When using GEE to analyse longitudinal data with time-dependent covariates, crucial assumptions about the covariates are necessary for valid inferences to be drawn. When those assumptions do not hold or cannot be verified, Pepe and Anderson (1994, Communications in Statistics, Simulations and Computation 23, 939–951) advocated using an independence working correlation assumption in the GEE model as a robust approach. However, using GEE with the independence correlation assumption may lead to significant efficiency loss (Fitzmaurice, 1995, Biometrics 51, 309–317). In this article, we propose a method that extracts additional information from the estimating equations that are excluded by the independence assumption. The method always includes the estimating equations under the independence assumption and the contribution from the remaining estimating equations is weighted according to the likelihood of each equation being a consistent estimating equation and the information it carries. We apply the method to a longitudinal study of the health of a group of Filipino children.

Modeling users’ web search behavior and their cognitive styles

Previous studies have shown that users’ cognitive styles play an important role during Web searching. However, only limited studies have showed the relationship between cognitive styles and Web search behavior. Most importantly, it is not clear which components of Web search behavior are influenced by cognitive styles. This paper examines the relationships between users’ cognitive styles and their Web searching and develops a model that portrays the relationship. The study uses qualitative and quantitative analyses to inform the study results based on data gathered from 50 participants. A questionnaire was utilised to collect participants’ demographic information, and Riding’s (1991) Cognitive Style Analysis (CSA) test to assess their cognitive styles. Results show that users’ cognitive styles influenced their information searching strategies, query reformulation behaviour, Web navigational styles and information processing approaches. The user model developed in this study depicts the fundamental relationships between users’ Web search behavior and their cognitive styles. Modeling Web search behavior with a greater understanding of user’s cognitive styles can help information science researchers and information systems designers to bridge the semantic gap between the user and the systems. Implications of the research for theory and practice, and future work are discussed.

Trace-element modeling of the magmatic evolution of rare-earth-rich carbonatite from the Miaoya deposit, Central China

Carbonatites are known to contain the highest concentrations of rare-earth elements (REE) among all igneous rocks. The REE distribution of carbonatites is commonly believed to be controlled by that of the rock forming Ca minerals (i.e., calcite, dolomite, and ankerite) and apatite because of their high modal content and tolerance for the substitution of Ca by light REE (LREE). Contrary to this conjecture, calcite from the Miaoya carbonatite (China), analyzed in situ by laser-ablation inductively-coupled-plasma mass-spectrometry, is characterized by low REE contents (100–260 ppm) and relatively !at chondrite-normalized REE distribution patterns [average (La/Yb)CN=1.6]. The carbonatite contains abundant REE-rich minerals, including monazite and !uorapatite, both precipitated earlier than the REE-poor calcite, and REE-fluorocarbonates that postdated the calcite. Hydrothermal REE-bearing !uorite and barite veins are not observed at Miaoya. The textural and analytical evidence indicates that the initially high concentrations of REE and P in the carbonatitic magma facilitated early precipitation of REE-rich phosphates. Subsequent crystallization of REE-poor calcite led to enrichment of the residual liquid in REE, particularly LREE. This implies that REE are generally incompatible with respect to calcite and the calcite/melt partition coefficients for heavy REE (HREE) are significantly greater than those for LREE. Precipitation of REE-fluorocarbonates late in the evolutionary history resulted in depletion of the residual liquid in LREE, as manifested by the development of HREE-enriched late-stage calcite [(La/Yb)CN=0.7] in syenites associated with the carbonatite. The observed variations of REE distribution between calcite and whole rocks are interpreted to arise from multistage fractional crystallization (phosphates!calcite!REE-!uorocarbonates) from an initially REE-rich carbonatitic liquid.

Modeling predictors of risky drug use behavior among male street laborers in urban Vietnam

Background The application of theoretical frameworks for modeling predictors of drug risk among male street laborers remains limited. The objective of this study was to test a modified version of the IMB (Information-Motivation-Behavioral Skills Model), which includes psychosocial stress, and compare this modified version with the original IMB model in terms of goodness-of-fit to predict risky drug use behavior among this population. Methods In a cross-sectional study, social mapping technique was conducted to recruit 450 male street laborers from 135 street venues across 13 districts of Hanoi city, Vietnam, for face-to-face interviews. Structural equation modeling (SEM) was used to analyze data from interviews. Results Overall measures of fit via SEM indicated that the original IMB model provided a better fit to the data than the modified version. Although the former model was able to predict a lesser variance than the latter (55% vs. 62%), it was of better fit. The findings suggest that men who are better informed and motivated for HIV prevention are more likely to report higher behavioral skills, which, in turn, are less likely to be engaged in risky drug use behavior. Conclusions This was the first application of the modified IMB model for drug use in men who were unskilled, unregistered laborers in urban settings. An AIDS prevention program for these men should not only distribute information and enhance motivations for HIV prevention, but consider interventions that could improve self-efficacy for preventing HIV infection. Future public health research and action may also consider broader factors such as structural social capital and social policy to alter the conditions that drive risky drug use among these men.

Modeling bus rapid transit station bus queuing for operational analysis

This paper presents mathematical models for BRT station operation, calibrated using microscopic simulation modelling. Models are presented for station capacity and bus queue length. No reliable model presently exists to estimate bus queue length. The proposed bus queue model is analogous to an unsignalized intersection queuing model.

Modeling Bus Rapid Transit station bus queuing for Bus Rapid Transit station bus operation analysis

Stations on Bus Rapid Transit (BRT) lines ordinarily control line capacity because they act as bottlenecks. At stations with passing lanes, congestion may occur when buses maneuvering into and out of the platform stopping lane interfere with bus flow, or when a queue of buses forms upstream of the station blocking inflow. We contend that, as bus inflow to the station area approaches capacity, queuing will become excessive in a manner similar to operation of a minor movement on an unsignalized intersection. This analogy is used to treat BRT station operation and to analyze the relationship between station queuing and capacity. In the first of three stages, we conducted microscopic simulation modeling to study and analyze operating characteristics of the station under near steady state conditions through output variables of capacity, degree of saturation and queuing. A mathematical model was then developed to estimate the relationship between average queue and degree of saturation and calibrated for a specified range of controlled scenarios of mean and coefficient of variation of dwell time. Finally, simulation results were calibrated and validated.