Flood frequency analysis by a bivariate model based on copulas

La adecuada estimación de avenidas de diseño asociadas a altos periodos de retorno es necesaria para el diseño y gestión de estructuras hidráulicas como presas. En la práctica, la estimación de estos cuantiles se realiza normalmente a través de análisis de frecuencia univariados, basados en su mayoría en el estudio de caudales punta. Sin embargo, la naturaleza de las avenidas es multivariada, siendo esencial tener en cuenta características representativas de las avenidas, tales como caudal punta, volumen y duración del hidrograma, con el fin de llevar a cabo un análisis apropiado; especialmente cuando el caudal de entrada se transforma en un caudal de salida diferente durante el proceso de laminación en un embalse o llanura de inundación. Los análisis de frecuencia de avenidas multivariados han sido tradicionalmente llevados a cabo mediante el uso de distribuciones bivariadas estándar con el fin de modelar variables correlacionadas. Sin embargo, su uso conlleva limitaciones como la necesidad de usar el mismo tipo de distribuciones marginales para todas las variables y la existencia de una relación de dependencia lineal entre ellas. Recientemente, el uso de cópulas se ha extendido en hidrología debido a sus beneficios en relación al contexto multivariado, permitiendo superar los inconvenientes de las técnicas tradicionales. Una copula es una función que representa la estructura de dependencia de las variables de estudio, y permite obtener la distribución de frecuencia multivariada de dichas variables mediante sus distribuciones marginales, sin importar el tipo de distribución marginal utilizada. La estimación de periodos de retorno multivariados, y por lo tanto, de cuantiles multivariados, también se facilita debido a la manera en la que las cópulas están formuladas. La presente tesis doctoral busca proporcionar metodologías que mejoren las técnicas tradicionales usadas por profesionales para estimar cuantiles de avenida más adecuados para el diseño y la gestión de presas, así como para la evaluación del riesgo de avenida, mediante análisis de frecuencia de avenidas bivariados basados en cópulas. Las variables consideradas para ello son el caudal punta y el volumen del hidrograma. Con el objetivo de llevar a cabo un estudio completo, la presente investigación abarca: (i) el análisis de frecuencia de avenidas local bivariado centrado en examinar y comparar los periodos de retorno teóricos basados en la probabilidad natural de ocurrencia de una avenida, con el periodo de retorno asociado al riesgo de sobrevertido de la presa bajo análisis, con el fin de proporcionar cuantiles en una estación de aforo determinada; (ii) la extensión del enfoque local al regional, proporcionando un procedimiento completo para llevar a cabo un análisis de frecuencia de avenidas regional bivariado para proporcionar cuantiles en estaciones sin aforar o para mejorar la estimación de dichos cuantiles en estaciones aforadas; (iii) el uso de cópulas para investigar tendencias bivariadas en avenidas debido al aumento de los niveles de urbanización en una cuenca; y (iv) la extensión de series de avenida observadas mediante la combinación de los beneficios de un modelo basado en cópulas y de un modelo hidrometeorológico. Accurate design flood estimates associated with high return periods are necessary to design and manage hydraulic structures such as dams. In practice, the estimate of such quantiles is usually done via univariate flood frequency analyses, mostly based on the study of peak flows. Nevertheless, the nature of floods is multivariate, being essential to consider representative flood characteristics, such as flood peak, hydrograph volume and hydrograph duration to carry out an appropriate analysis; especially when the inflow peak is transformed into a different outflow peak during the routing process in a reservoir or floodplain. Multivariate flood frequency analyses have been traditionally performed by using standard bivariate distributions to model correlated variables, yet they entail some shortcomings such as the need of using the same kind of marginal distribution for all variables and the assumption of a linear dependence relation between them. Recently, the use of copulas has been extended in hydrology because of their benefits regarding dealing with the multivariate context, as they overcome the drawbacks of the traditional approach. A copula is a function that represents the dependence structure of the studied variables, and allows obtaining the multivariate frequency distribution of them by using their marginal distributions, regardless of the kind of marginal distributions considered. The estimate of multivariate return periods, and therefore multivariate quantiles, is also facilitated by the way in which copulas are formulated. The present doctoral thesis seeks to provide methodologies that improve traditional techniques used by practitioners, in order to estimate more appropriate flood quantiles for dam design, dam management and flood risk assessment, through bivariate flood frequency analyses based on the copula approach. The flood variables considered for that goal are peak flow and hydrograph volume. In order to accomplish a complete study, the present research addresses: (i) a bivariate local flood frequency analysis focused on examining and comparing theoretical return periods based on the natural probability of occurrence of a flood, with the return period associated with the risk of dam overtopping, to estimate quantiles at a given gauged site; (ii) the extension of the local to the regional approach, supplying a complete procedure for performing a bivariate regional flood frequency analysis to either estimate quantiles at ungauged sites or improve at-site estimates at gauged sites; (iii) the use of copulas to investigate bivariate flood trends due to increasing urbanisation levels in a catchment; and (iv) the extension of observed flood series by combining the benefits of a copula-based model and a hydro-meteorological model.

Cooperative Learning Model based on Multi-Agent Architecture for Embedded Intelligent Systems

Cooperative systems are suitable for many types of applications and nowadays these system are vastly used to improve a previously defined system or to coordinate multiple devices working together. This paper provides an alternative to improve the reliability of a previous intelligent identification system. The proposed approach implements a cooperative model based on multi-agent architecture. This new system is composed of several radar-based systems which identify a detected object and transmit its own partial result by implementing several agents and by using a wireless network to transfer data. The proposed topology is a centralized architecture where the coordinator device is in charge of providing the final identification result depending on the group behavior. In order to find the final outcome, three different mechanisms are introduced. The simplest one is based on majority voting whereas the others use two different weighting voting procedures, both providing the system with learning capabilities. Using an appropriate network configuration, the success rate can be improved from the initial 80% up to more than 90%.

A proposal for a model-based approach for adapting software configuration to runtime environments

Las metodologías de desarrollo ágiles han sufrido un gran auge en entornos industriales durante los últimos años debido a la rapidez y fiabilidad de los procesos de desarrollo que proponen. La filosofía DevOps y específicamente las metodologías derivadas de ella como Continuous Delivery o Continuous Deployment promueven la gestión completamente automatizada del ciclo de vida de las aplicaciones, desde el código fuente a las aplicaciones ejecutándose en entornos de producción. La automatización se ve como un medio para producir procesos repetibles, fiables y rápidos. Sin embargo, no todas las partes de las metodologías Continuous están completamente automatizadas. En particular, la gestión de la configuración de los parámetros de ejecución es un problema que ha sido acrecentado por la elasticidad y escalabilidad que proporcionan las tecnologías de computación en la nube. La mayoría de las herramientas de despliegue actuales pueden automatizar el despliegue de la configuración de parámetros de ejecución, pero no ofrecen soporte a la hora de fijar esos parámetros o de validar los ficheros que despliegan, principalmente debido al gran abanico de opciones de configuración y el hecho de que el valor de muchos de esos parámetros es fijado en base a preferencias expresadas por el usuario. Esto hecho hace que pueda parecer que cualquier solución al problema debe estar ajustada a una aplicación específica en lugar de ofrecer una solución general. Con el objetivo de solucionar este problema, propongo un modelo de configuración que puede ser inferido a partir de instancias de configuración existentes y que puede reflejar las preferencias de los usuarios para ser usado para facilitar los procesos de configuración. El modelo de configuración puede ser usado como la base de un proceso de configuración interactivo capaz de guiar a un operador humano a través de la configuración de una aplicación para su despliegue en un entorno determinado o para detectar cambios de configuración automáticamente y producir una configuración válida que se ajuste a esos cambios. Además, el modelo de configuración debería ser gestionado como si se tratase de cualquier otro artefacto software y debería ser incorporado a las prácticas de gestión habituales. Por eso también propongo un modelo de gestión de servicios que incluya información relativa a la configuración de parámetros de ejecución y que además es capaz de describir y gestionar propuestas arquitectónicas actuales tales como los arquitecturas de microservicios. ABSTRACT Agile development methodologies have risen in popularity within the industry in recent years due to the speed and reliability of the processes they propose. The DevOps philosophy and specifically the methodologies derived from it such as Continuous Delivery and Continuous Deployment push for a totally automated management of the application lifecycle, from the source code to the software running in production environment. Automation in this regard is used as a means to produce repeatable, reliable and fast processes. However, not all parts of the Continuous methodologies are completely automatized. In particular, management of runtime parameter configuration is a problem that has increased its impact in deployment process due to the scalability and elasticity provided by cloud technologies. Most deployment tools nowadays can automate the deployment of runtime parameter configuration, but they offer no support for parameter setting o configuration validation, as the range of different configuration options and the fact that the value of many of those parameters is based on user preference seems to imply that any solution to the problem will have to be tailored to a specific application. With the aim to solve this problem I propose a configuration model that can be inferred from existing configurations and reflect user preferences in order to ease the configuration process. The configuration model can be used as the base of an interactive configuration process capable of guiding a human operator through the configuration of an application for its deployment in a specific environment or to automatically detect configuration changes and produce valid runtime parameter configurations that take into account those changes. Additionally, the configuration model should be managed as any other software artefact and should be incorporated into current management practices. I also propose a service management model that includes the configuration information and that is able to describe and manage current architectural practices such as the microservices architecture.

Analysing the complexity of the model-based decision making processes within the industrial management context

PURPOSE The decision-making process plays a key role in organizations. Every decision-making process produces a final choice that may or may not prompt action. Recurrently, decision makers find themselves in the dichotomous question of following a traditional sequence decision-making process where the output of a decision is used as the input of the next stage of the decision, or following a joint decision-making approach where several decisions are taken simultaneously. The implication of the decision-making process will impact different players of the organization. The choice of the decision- making approach becomes difficult to find, even with the current literature and practitioners’ knowledge. The pursuit of better ways for making decisions has been a common goal for academics and practitioners. Management scientists use different techniques and approaches to improve different types of decisions. The purpose of this decision is to use the available resources as well as possible (data and techniques) to achieve the objectives of the organization. The developing and applying of models and concepts may be helpful to solve managerial problems faced every day in different companies. As a result of this research different decision models are presented to contribute to the body of knowledge of management science. The first models are focused on the manufacturing industry and the second part of the models on the health care industry. Despite these models being case specific, they serve the purpose of exemplifying that different approaches to the problems and could provide interesting results. Unfortunately, there is no universal recipe that could be applied to all the problems. Furthermore, the same model could deliver good results with certain data and bad results for other data. A framework to analyse the data before selecting the model to be used is presented and tested in the models developed to exemplify the ideas. METHODOLOGY As the first step of the research a systematic literature review on the joint decision is presented, as are the different opinions and suggestions of different scholars. For the next stage of the thesis, the decision-making process of more than 50 companies was analysed in companies from different sectors in the production planning area at the Job Shop level. The data was obtained using surveys and face-to-face interviews. The following part of the research into the decision-making process was held in two application fields that are highly relevant for our society; manufacturing and health care. The first step was to study the interactions and develop a mathematical model for the replenishment of the car assembly where the problem of “Vehicle routing problem and Inventory” were combined. The next step was to add the scheduling or car production (car sequencing) decision and use some metaheuristics such as ant colony and genetic algorithms to measure if the behaviour is kept up with different case size problems. A similar approach is presented in a production of semiconductors and aviation parts, where a hoist has to change from one station to another to deal with the work, and a jobs schedule has to be done. However, for this problem simulation was used for experimentation. In parallel, the scheduling of operating rooms was studied. Surgeries were allocated to surgeons and the scheduling of operating rooms was analysed. The first part of the research was done in a Teaching hospital, and for the second part the interaction of uncertainty was added. Once the previous problem had been analysed a general framework to characterize the instance was built. In the final chapter a general conclusion is presented. FINDINGS AND PRACTICAL IMPLICATIONS The first part of the contributions is an update of the decision-making literature review. Also an analysis of the possible savings resulting from a change in the decision process is made. Then, the results of the survey, which present a lack of consistency between what the managers believe and the reality of the integration of their decisions. In the next stage of the thesis, a contribution to the body of knowledge of the operation research, with the joint solution of the replenishment, sequencing and inventory problem in the assembly line is made, together with a parallel work with the operating rooms scheduling where different solutions approaches are presented. In addition to the contribution of the solving methods, with the use of different techniques, the main contribution is the framework that is proposed to pre-evaluate the problem before thinking of the techniques to solve it. However, there is no straightforward answer as to whether it is better to have joint or sequential solutions. Following the proposed framework with the evaluation of factors such as the flexibility of the answer, the number of actors, and the tightness of the data, give us important hints as to the most suitable direction to take to tackle the problem. RESEARCH LIMITATIONS AND AVENUES FOR FUTURE RESEARCH In the first part of the work it was really complicated to calculate the possible savings of different projects, since in many papers these quantities are not reported or the impact is based on non-quantifiable benefits. The other issue is the confidentiality of many projects where the data cannot be presented. For the car assembly line problem more computational power would allow us to solve bigger instances. For the operation research problem there was a lack of historical data to perform a parallel analysis in the teaching hospital. In order to keep testing the decision framework it is necessary to keep applying more case studies in order to generalize the results and make them more evident and less ambiguous. The health care field offers great opportunities since despite the recent awareness of the need to improve the decision-making process there are many opportunities to improve. Another big difference with the automotive industry is that the last improvements are not spread among all the actors. Therefore, in the future this research will focus more on the collaboration between academia and the health care sector.

Higher education in industrial engineering in Peru: towards a new model based on skills

This article analyzes the progress of Industrial Engineering in Peru, the relationship to major trends in Europe and North America, and the projected outlook for the future. It is determined that the need for this engineering specialty includes a significant degree of resource management, and the formation of engineers through education requires not only the acquisition and strengthening of technical knowledge, but also the development of the competences that are required by both employers and the recipients of the benefits of engineering: society. Conclusions have been drawn based on state-of-the-art analyses from Europe and North America, and definitions of trends for engineering.

A regularised continuum damage model based on the mesoscopic scale for soft tissue

Material properties of soft fibrous tissues are highly conditioned by the hierarchical structure of this kind of composites. Collagen based tissues present, at decreasing length scales, a complex framework of fibres, fibrils, tropocollagen molecules and amino-acids. Understanding the mechanical behaviour at nano-scale level is critical to accurately incorporate this structural information in phenomenological damage models. In this work we derive a relationship between the mechanical and geometrical properties of the fibril constituents and the soft tissue material parameters at macroscopic scale. A Hodge–Petruska two-dimensional model has been used to describe the fibrils as staggered arrays of tropocollagen molecules. After a mechanical characterisation of each of the fibril components, two fibril failures modes have been defined related with two planes of weakness. A phenomenological continuous damage model with regularised softening was presented along with meso-structurally based definitions for its material parameters. Finally, numerical analysis at fibril, fibre and tissue levels are presented to show the capabilities of the model

A model-based approach for assessing in vivo combination therapy interactions

We present an approach for evaluating the efficacy of combination antitumor agent schedules that accounts for order and timing of drug administration. Our model-based approach compares in vivo tumor volume data over a time course and offers a quantitative definition for additivity of drug effects, relative to which synergism and antagonism are interpreted. We begin by fitting data from individual mice receiving at most one drug to a differential equation tumor growth/drug effect model and combine individual parameter estimates to obtain population statistics. Using two null hypotheses: (i) combination therapy is consistent with additivity or (ii) combination therapy is equivalent to treating with the more effective single agent alone, we compute predicted tumor growth trajectories and their distribution for combination treated animals. We illustrate this approach by comparing entire observed and expected tumor volume trajectories for a data set in which HER-2/neu-overexpressing MCF-7 human breast cancer xenografts are treated with a humanized, anti-HER-2 monoclonal antibody (rhuMAb HER-2), doxorubicin, or one of five proposed combination therapy schedules.

The binding conformation of Taxol in β-tubulin: A model based on electron crystallographic density

The chemotherapeutic drug Taxol is known to interact within a specific site on β-tubulin. Although the general location of the site has been defined by photoaffinity labeling and electron crystallography, the original data were insufficient to make an absolute determination of the bound conformation. We have now correlated the crystallographic density with analysis of Taxol conformations and have found the unique solution to be a T-shaped Taxol structure. This T-shaped or butterfly structure is optimized within the β-tubulin site and exhibits functional similarity to a portion of the B9-B10 loop in the α-tubulin subunit. The model provides structural rationalization for a sizeable body of Taxol structure–activity relationship data, including binding affinity, photoaffinity labeling, and acquired mutation in human cancer cells.

3D model based map building

Comunicación presentada en el IX Workshop de Agentes Físicos (WAF'2008), Vigo, 11-12 septiembre 2008.

Chloride Penetration Prediction in Concrete through an Empirical Model Based on Constant Flux Diffusion

An empirical model based on constant flux is presented for chloride transport through concrete in atmospherical exposure conditions. A continuous supply of chlorides is assumed as a constant mass flux at the exposed concrete surface. The model is applied to experimental chloride profiles obtained from a real marine structure, and results are compared with the classical error-function model. The proposed model shows some advantages. It yields a better predictive capacity than the classical error-function model. The previously observed chloride surface concentration increases are compatible with the proposed model. Nevertheless, the predictive capacity of the model can fail if the concrete microstructure changes with time. The model seems to be appropriate for well-maturated concretes exposed to a marine environment in atmospherical conditions.

Assessment of rural nonpoint source pollution : a model based on the Universal soil loss equation /

Mode of access: Internet.

A framework and tool support for the systematic testing of model-based specifications

Formal specifications can precisely and unambiguously define the required behavior of a software system or component. However, formal specifications are complex artifacts that need to be verified to ensure that they are consistent, complete, and validated against the requirements. Specification testing or animation tools exist to assist with this by allowing the specifier to interpret or execute the specification. However, currently little is known about how to do this effectively. This article presents a framework and tool support for the systematic testing of formal, model-based specifications. Several important generic properties that should be satisfied by model-based specifications are first identified. Following the idea of mutation analysis, we then use variants or mutants of the specification to check that these properties are satisfied. The framework also allows the specifier to test application-specific properties. All properties are tested for a range of states that are defined by the tester in the form of a testgraph, which is a directed graph that partially models the states and transitions of the specification being tested. Tool support is provided for the generation of the mutants, for automatically traversing the testgraph and executing the test cases, and for reporting any errors. The framework is demonstrated on a small specification and its application to three larger specifications is discussed. Experience indicates that the framework can be used effectively to test small to medium-sized specifications and that it can reveal a significant number of problems in these specifications.