Landslide susceptibility assessment in Karanganyar regency - Indonesia - Comparison of knowledge-based and Data-driven Models

Dissertation submitted in partial fulfillment of the requirements for the Degree of Master of Science in Geospatial Technologies.

Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

Evaluating sampling strategies and logistic regression methods for modelling complex land cover changes

The role of land cover change as a significant component of global change has become increasingly recognized in recent decades. Large databases measuring land cover change, and the data which can potentially be used to explain the observed changes, are also becoming more commonly available. When developing statistical models to investigate observed changes, it is important to be aware that the chosen sampling strategy and modelling techniques can influence results. We present a comparison of three sampling strategies and two forms of grouped logistic regression models (multinomial and ordinal) in the investigation of patterns of successional change after agricultural land abandonment in Switzerland. Results indicated that both ordinal and nominal transitional change occurs in the landscape and that the use of different sampling regimes and modelling techniques as investigative tools yield different results. Synthesis and applications. Our multimodel inference identified successfully a set of consistently selected indicators of land cover change, which can be used to predict further change, including annual average temperature, the number of already overgrown neighbouring areas of land and distance to historically destructive avalanche sites. This allows for more reliable decision making and planning with respect to landscape management. Although both model approaches gave similar results, ordinal regression yielded more parsimonious models that identified the important predictors of land cover change more efficiently. Thus, this approach is favourable where land cover change pattern can be interpreted as an ordinal process. Otherwise, multinomial logistic regression is a viable alternative.

State-dependent threshold STAR models

In this paper we consider extensions of smooth transition autoregressive (STAR) models to situations where the threshold is a time-varying function of variables that affect the separation of regimes of the time series under consideration. Our specification is motivated by the observation that unusually high/low values for an economic variable may sometimes be best thought of in relative terms. State-dependent logistic STAR and contemporaneous-threshold STAR models are introduced and discussed. These models are also used to investigate the dynamics of U.S. short-term interest rates, where the threshold is allowed to be a function of past output growth and inflation.

Predictive models of syncope causes in an outpatient clinic

The investigation of unexplained syncope remains a challenging clinical problem. In the present study we sought to evaluate the diagnostic value of a standardized work-up focusing on non invasive tests in patients with unexplained syncope referred to a syncope clinic, and whether certain combinations of clinical parameters are characteristic of rhythmic and reflex causes of syncope. METHODS AND RESULTS: 317 consecutive patients underwent a standardized work-up including a 12-lead ECG, physical examination, detailed history with screening for syncope-related symptoms using a structured questionnaire followed by carotid sinus massage (CSM), and head-up tilt test. Invasive testings including an electrophysiological study and implantation of a loop recorder were only performed in those with structural heart disease or traumatic syncope. Our work-up identified an etiology in 81% of the patients. Importantly, three quarters of the causes were established non invasively combining head-up tilt test, CSM and hyperventilation testing. Invasive tests yielded an additional 7% of diagnoses. Logistic analysis identified age and number of significant prodromes as the only predictive factors of rhythmic syncope. The same two factors, in addition to the duration of the ECG P-wave, were also predictive of vasovagal and psychogenic syncope. These factors, optimally combined in predictive models, showed a high negative and a modest positive predictive value. CONCLUSION: A standardized work-up focusing on non invasive tests allows to establish more than three quarters of syncope causes. Predictive models based on simple clinical parameters may help to distinguish between rhythmic and other causes of syncope

Do pseudo-absence selection strategies influence species distribution models and their predictions? An information-theoretic approach based on simulated data

Background Multiple logistic regression is precluded from many practical applications in ecology that aim to predict the geographic distributions of species because it requires absence data, which are rarely available or are unreliable. In order to use multiple logistic regression, many studies have simulated "pseudo-absences" through a number of strategies, but it is unknown how the choice of strategy influences models and their geographic predictions of species. In this paper we evaluate the effect of several prevailing pseudo-absence strategies on the predictions of the geographic distribution of a virtual species whose "true" distribution and relationship to three environmental predictors was predefined. We evaluated the effect of using a) real absences b) pseudo-absences selected randomly from the background and c) two-step approaches: pseudo-absences selected from low suitability areas predicted by either Ecological Niche Factor Analysis: (ENFA) or BIOCLIM. We compared how the choice of pseudo-absence strategy affected model fit, predictive power, and information-theoretic model selection results. Results Models built with true absences had the best predictive power, best discriminatory power, and the "true" model (the one that contained the correct predictors) was supported by the data according to AIC, as expected. Models based on random pseudo-absences had among the lowest fit, but yielded the second highest AUC value (0.97), and the "true" model was also supported by the data. Models based on two-step approaches had intermediate fit, the lowest predictive power, and the "true" model was not supported by the data. Conclusion If ecologists wish to build parsimonious GLM models that will allow them to make robust predictions, a reasonable approach is to use a large number of randomly selected pseudo-absences, and perform model selection based on an information theoretic approach. However, the resulting models can be expected to have limited fit.

Effects of sample size on the performance of species distribution models

A wide range of modelling algorithms is used by ecologists, conservation practitioners, and others to predict species ranges from point locality data. Unfortunately, the amount of data available is limited for many taxa and regions, making it essential to quantify the sensitivity of these algorithms to sample size. This is the first study to address this need by rigorously evaluating a broad suite of algorithms with independent presence-absence data from multiple species and regions. We evaluated predictions from 12 algorithms for 46 species (from six different regions of the world) at three sample sizes (100, 30, and 10 records). We used data from natural history collections to run the models, and evaluated the quality of model predictions with area under the receiver operating characteristic curve (AUC). With decreasing sample size, model accuracy decreased and variability increased across species and between models. Novel modelling methods that incorporate both interactions between predictor variables and complex response shapes (i.e. GBM, MARS-INT, BRUTO) performed better than most methods at large sample sizes but not at the smallest sample sizes. Other algorithms were much less sensitive to sample size, including an algorithm based on maximum entropy (MAXENT) that had among the best predictive power across all sample sizes. Relative to other algorithms, a distance metric algorithm (DOMAIN) and a genetic algorithm (OM-GARP) had intermediate performance at the largest sample size and among the best performance at the lowest sample size. No algorithm predicted consistently well with small sample size (n < 30) and this should encourage highly conservative use of predictions based on small sample size and restrict their use to exploratory modelling.

Factors Affecting the Forecasting Accuracy of Diffusion Models

Tutkielman tavoitteena oli tarkastella innovaatioiden leviämismallien ennustetarkkuuteen vaikuttavia tekijöitä. Tutkielmassa ennustettiin logistisella mallilla matkapuhelinliittymien leviämistä kolmessa Euroopan maassa: Suomessa, Ranskassa ja Kreikassa. Teoriaosa keskittyi innovaatioiden leviämisen ennustamiseen leviämismallien avulla. Erityisesti painotettiin mallien ennustuskykyä ja niiden käytettävyyttä eri tilanteissa. Empiirisessä osassa keskityttiin ennustamiseen logistisella leviämismallilla, joka kalibroitiin eri tavoin koostetuilla aikasarjoilla. Näin tehtyjä ennusteita tarkasteltiin tiedon kokoamistasojen vaikutusten selvittämiseksi. Tutkimusasetelma oli empiirinen, mikä sisälsi logistisen leviämismallin ennustetarkkuuden tutkimista otosdatan kokoamistasoa muunnellen. Leviämismalliin syötettävä data voidaan kerätä kuukausittain ja operaattorikohtaisesti vaikuttamatta ennustetarkkuuteen. Dataan on sisällytettävä leviämiskäyrän käännöskohta, eli pitkän aikavälin huippukysyntäpiste.

Logistic regression to estimate the welfare of broiler breeders in relation to environmental and behavioral variables

The increasing demand of consumer markets for the welfare of birds in poultry house has motivated many scientific researches to monitor and classify the welfare according to the production environment. Given the complexity between the birds and the environment of the aviary, the correct interpretation of the conduct becomes an important way to estimate the welfare of these birds. This study obtained multiple logistic regression models with capacity of estimating the welfare of broiler breeders in relation to the environment of the aviaries and behaviors expressed by the birds. In the experiment, were observed several behaviors expressed by breeders housed in a climatic chamber under controlled temperatures and three different ammonia concentrations from the air monitored daily. From the analysis of the data it was obtained two logistic regression models, of which the first model uses a value of ammonia concentration measured by unit and the second model uses a binary value to classify the ammonia concentration that is assigned by a person through his olfactory perception. The analysis showed that both models classified the broiler breeder's welfare successfully.

Artificial neural network models for predicting 1-year mortality in elderly patients with intertrochanteric fractures in China

The mortality rate of older patients with intertrochanteric fractures has been increasing with the aging of populations in China. The purpose of this study was: 1) to develop an artificial neural network (ANN) using clinical information to predict the 1-year mortality of elderly patients with intertrochanteric fractures, and 2) to compare the ANN's predictive ability with that of logistic regression models. The ANN model was tested against actual outcomes of an intertrochanteric femoral fracture database in China. The ANN model was generated with eight clinical inputs and a single output. ANN's performance was compared with a logistic regression model created with the same inputs in terms of accuracy, sensitivity, specificity, and discriminability. The study population was composed of 2150 patients (679 males and 1471 females): 1432 in the training group and 718 new patients in the testing group. The ANN model that had eight neurons in the hidden layer had the highest accuracies among the four ANN models: 92.46 and 85.79% in both training and testing datasets, respectively. The areas under the receiver operating characteristic curves of the automatically selected ANN model for both datasets were 0.901 (95%CI=0.814-0.988) and 0.869 (95%CI=0.748-0.990), higher than the 0.745 (95%CI=0.612-0.879) and 0.728 (95%CI=0.595-0.862) of the logistic regression model. The ANN model can be used for predicting 1-year mortality in elderly patients with intertrochanteric fractures. It outperformed a logistic regression on multiple performance measures when given the same variables.

Investigations on the Dynamics of Combination Maps and the Analysis of Bifurcation in a Discontinuous Logistic Map

This thesis is a study of discrete nonlinear systems represented by one dimensional mappings.As one dimensional interative maps represent Poincarre sections of higher dimensional flows,they offer a convenient means to understand the dynamical evolution of many physical systems.It highlighting the basic ideas of deterministic chaos.Qualitative and quantitative measures for the detection and characterization of chaos in nonlinear systems are discussed.Some simple mathematical models exhibiting chaos are presented.The bifurcation scenario and the possible routes to chaos are explained.It present the results of the numerical computational of the Lyapunov exponents (λ) of one dimensional maps.This thesis focuses on the results obtained by our investigations on combinations maps,scaling behaviour of the Lyapunov characteristic exponents of one dimensional maps and the nature of bifurcations in a discontinous logistic map.It gives a review of the major routes to chaos in dissipative systems,namely, Period-doubling ,Intermittency and Crises.This study gives a theoretical understanding of the route to chaos in discontinous systems.A detailed analysis of the dynamics of a discontinous logistic map is carried out, both analytically and numerically ,to understand the route it follows to chaos.The present analysis deals only with the case of the discontinuity parameter applied to the right half of the interval of mapping.A detailed analysis for the n –furcations of various periodicities can be made and a more general theory for the map with discontinuities applied at different positions can be on a similar footing

Studies Using Computer Simulation Models to Solve Problems Related to Logistics Terminals

This thesis deals with the use of simulation as a problem-solving tool to solve a few logistic system related problems. More specifically it relates to studies on transport terminals. Transport terminals are key elements in the supply chains of industrial systems. One of the problems related to use of simulation is that of the multiplicity of models needed to study different problems. There is a need for development of methodologies related to conceptual modelling which will help reduce the number of models needed. Three different logistic terminal systems Viz. a railway yard, container terminal of apart and airport terminal were selected as cases for this study. The standard methodology for simulation development consisting of system study and data collection, conceptual model design, detailed model design and development, model verification and validation, experimentation, and analysis of results, reporting of finding were carried out. We found that models could be classified into tightly pre-scheduled, moderately pre-scheduled and unscheduled systems. Three types simulation models( called TYPE 1, TYPE 2 and TYPE 3) of various terminal operations were developed in the simulation package Extend. All models were of the type discrete-event simulation. Simulation models were successfully used to help solve strategic, tactical and operational problems related to three important logistic terminals as set in our objectives. From the point of contribution to conceptual modelling we have demonstrated that clubbing problems into operational, tactical and strategic and matching them with tightly pre-scheduled, moderately pre-scheduled and unscheduled systems is a good workable approach which reduces the number of models needed to study different terminal related problems.

Some Aspects of Domain Specific Conceptual Modeling for Simulation of Logistic Terminal Operations

When simulation modeling is used for performance improvement studies of complex systems such as transport terminals, domain specific conceptual modeling constructs could be used by modelers to create structured models. A two stage procedure which includes identification of the problem characteristics/cluster - ‘knowledge acquisition’ and identification of standard models for the problem cluster – ‘model abstraction’ was found to be effective in creating structured models when applied to certain logistic terminal systems. In this paper we discuss some methods and examples related the knowledge acquisition and model abstraction stages for the development of three different types of model categories of terminal systems

Fitting models for the joint action of two drugs using SAS(R)

Combinations of drugs are increasingly being used for a wide variety of diseases and conditions. A pre-clinical study may allow the investigation of the response at a large number of dose combinations. In determining the response to a drug combination, interest may lie in seeking evidence of synergism, in which the joint action is greater than the actions of the individual drugs, or of antagonism, in which it is less. Two well-known response surface models representing no interaction are Loewe additivity and Bliss independence, and Loewe or Bliss synergism or antagonism is defined relative to these. We illustrate an approach to fitting these models for the case in which the marginal single drug dose-response relationships are represented by four-parameter logistic curves with common upper and lower limits, and where the response variable is normally distributed with a common variance about the dose-response curve. When the dose-response curves are not parallel, the relative potency of the two drugs varies according to the magnitude of the desired effect and the models for Loewe additivity and synergism/antagonism cannot be explicitly expressed. We present an iterative approach to fitting these models without the assumption of parallel dose-response curves. A goodness-of-fit test based on residuals is also described. Implementation using the SAS NLIN procedure is illustrated using data from a pre-clinical study. Copyright © 2007 John Wiley & Sons, Ltd.

Log-Burr XII regression models with censored data

In survival analysis applications, the failure rate function may frequently present a unimodal shape. In such case, the log-normal or log-logistic distributions are used. In this paper, we shall be concerned only with parametric forms, so a location-scale regression model based on the Burr XII distribution is proposed for modeling data with a unimodal failure rate function as an alternative to the log-logistic regression model. Assuming censored data, we consider a classic analysis, a Bayesian analysis and a jackknife estimator for the parameters of the proposed model. For different parameter settings, sample sizes and censoring percentages, various simulation studies are performed and compared to the performance of the log-logistic and log-Burr XII regression models. Besides, we use sensitivity analysis to detect influential or outlying observations, and residual analysis is used to check the assumptions in the model. Finally, we analyze a real data set under log-Buff XII regression models. (C) 2008 Published by Elsevier B.V.