Hierarchical modelling of timber reference properties using probabilistic methods: Maximum Likelihood Method, Bayesian Methods and Probability Networks

In recent decades, an increased interest has been evidenced in the research on multi-scale hierarchical modelling in the field of mechanics, and also in the field of wood products and timber engineering. One of the main motivations for hierar-chical modelling is to understand how properties, composition and structure at lower scale levels may influence and be used to predict the material properties on a macroscopic and structural engineering scale. This chapter presents the applicability of statistic and probabilistic methods, such as the Maximum Likelihood method and Bayesian methods, in the representation of timber’s mechanical properties and its inference accounting to prior information obtained in different importance scales. These methods allow to analyse distinct timber’s reference properties, such as density, bending stiffness and strength, and hierarchically consider information obtained through different non, semi or destructive tests. The basis and fundaments of the methods are described and also recommendations and limitations are discussed. The methods may be used in several contexts, however require an expert’s knowledge to assess the correct statistic fitting and define the correlation arrangement between properties.

Modelling dependence in a ratemaking procedure with multivariate Poisson regression models

When actuaries face with the problem of pricing an insurance contract that contains different types of coverage, such as a motor insurance or homeowner's insurance policy, they usually assume that types of claim are independent. However, this assumption may not be realistic: several studies have shown that there is a positive correlation between types of claim. Here we introduce different regression models in order to relax the independence assumption, including zero-inflated models to account for excess of zeros and overdispersion. These models have been largely ignored to multivariate Poisson date, mainly because of their computational di±culties. Bayesian inference based on MCMC helps to solve this problem (and also lets us derive, for several quantities of interest, posterior summaries to account for uncertainty). Finally, these models are applied to an automobile insurance claims database with three different types of claims. We analyse the consequences for pure and loaded premiums when the independence assumption is relaxed by using different multivariate Poisson regression models and their zero-inflated versions.

Modelling Interbank Relations during the International Financial Crisis

This paper examines the effects of the current financial crisis on the correlations of four international banking stocks. We find that in the beginning of the crisis banks generally show a transition to a higher correlation followed by a dramatic decline towards the end of 2008. These findings are consistent with both traditional contagion theory and the more recent network theory of contagion. JEL classifications: C51; G15 Keywords: Financial Crises; Contagion; Interbank Markets.

Modelling the effect of minor orthopaedic day surgery on patient mood at the early post-operative period: a prospective population-based cohort study.

OBJECTIVE: The effect of minor orthopaedic day surgery (MiODS) on patient's mood. METHODS: A prospective population-based cohort study of 148 consecutive patients with age above 18 and less than 65, an American Society of Anaesthesiology (ASA) score of 1, and the requirement of general anaesthesia (GA) were included. The Medical Outcomes Study - Short Form 36 (SF-36), Beck Anxiety Inventory (BAI) and Beck Depression Inventory (BDI) were used pre- and post-operatively. RESULTS: The mean physical component score of SF-36 before surgery was 45.3 (SD=+/-10.1) and 8 weeks following surgery was 44.9 (SD=+/-11.04) [n=148, p=0.51, 95% CI=(-1.03 to 1.52)]. For the measurement of the changes in mood using BDI, BAI and SF-36, latent construct modelling was employed to increase validity. The covariance between mood pre- and post-operatively (cov=69.44) corresponded to a correlation coefficient, r=0.88 indicating that patients suffering a greater number of mood symptoms before surgery continue to have a greater number of symptoms following surgery. When the latent mood constructs were permitted to have different means the model fitted well with chi(2) (df=1)=0.86 for which p=0.77, thus the null hypothesis that MiODS has no effect on patient mood was rejected. CONCLUSIONS: MiODS affects patient mood which deteriorates at 8 weeks post-operatively regardless of the pre-operative patient mood state. More importantly patients suffering a greater number of mood symptoms before MiODS continue to have a greater number of symptoms following surgery.

Which is the optimal sampling strategy for habitat suitability modelling

Designing an efficient sampling strategy is of crucial importance for habitat suitability modelling. This paper compares four such strategies, namely, 'random', 'regular', 'proportional-stratified' and 'equal -stratified'- to investigate (1) how they affect prediction accuracy and (2) how sensitive they are to sample size. In order to compare them, a virtual species approach (Ecol. Model. 145 (2001) 111) in a real landscape, based on reliable data, was chosen. The distribution of the virtual species was sampled 300 times using each of the four strategies in four sample sizes. The sampled data were then fed into a GLM to make two types of prediction: (1) habitat suitability and (2) presence/ absence. Comparing the predictions to the known distribution of the virtual species allows model accuracy to be assessed. Habitat suitability predictions were assessed by Pearson's correlation coefficient and presence/absence predictions by Cohen's K agreement coefficient. The results show the 'regular' and 'equal-stratified' sampling strategies to be the most accurate and most robust. We propose the following characteristics to improve sample design: (1) increase sample size, (2) prefer systematic to random sampling and (3) include environmental information in the design'

Statistics of avalanches in martensitic transformations, II. Modelling

Using a scaling assumption, we propose a phenomenological model aimed to describe the joint probability distribution of two magnitudes A and T characterizing the spatial and temporal scales of a set of avalanches. The model also describes the correlation function of a sequence of such avalanches. As an example we study the joint distribution of amplitudes and durations of the acoustic emission signals observed in martensitic transformations [Vives et al., preceding paper, Phys. Rev. B 52, 12 644 (1995)].

Modelling ecological niches with support vector machines

1. The ecological niche is a fundamental biological concept. Modelling species' niches is central to numerous ecological applications, including predicting species invasions, identifying reservoirs for disease, nature reserve design and forecasting the effects of anthropogenic and natural climate change on species' ranges. 2. A computational analogue of Hutchinson's ecological niche concept (the multidimensional hyperspace of species' environmental requirements) is the support of the distribution of environments in which the species persist. Recently developed machine-learning algorithms can estimate the support of such high-dimensional distributions. We show how support vector machines can be used to map ecological niches using only observations of species presence to train distribution models for 106 species of woody plants and trees in a montane environment using up to nine environmental covariates. 3. We compared the accuracy of three methods that differ in their approaches to reducing model complexity. We tested models with independent observations of both species presence and species absence. We found that the simplest procedure, which uses all available variables and no pre-processing to reduce correlation, was best overall. Ecological niche models based on support vector machines are theoretically superior to models that rely on simulating pseudo-absence data and are comparable in empirical tests. 4. Synthesis and applications. Accurate species distribution models are crucial for effective environmental planning, management and conservation, and for unravelling the role of the environment in human health and welfare. Models based on distribution estimation rather than classification overcome theoretical and practical obstacles that pervade species distribution modelling. In particular, ecological niche models based on machine-learning algorithms for estimating the support of a statistical distribution provide a promising new approach to identifying species' potential distributions and to project changes in these distributions as a result of climate change, land use and landscape alteration.

Quantitative modelling of transcription factor binding sites

Abstract One of the most important issues in molecular biology is to understand regulatory mechanisms that control gene expression. Gene expression is often regulated by proteins, called transcription factors which bind to short (5 to 20 base pairs),degenerate segments of DNA. Experimental efforts towards understanding the sequence specificity of transcription factors is laborious and expensive, but can be substantially accelerated with the use of computational predictions. This thesis describes the use of algorithms and resources for transcriptionfactor binding site analysis in addressing quantitative modelling, where probabilitic models are built to represent binding properties of a transcription factor and can be used to find new functional binding sites in genomes. Initially, an open-access database(HTPSELEX) was created, holding high quality binding sequences for two eukaryotic families of transcription factors namely CTF/NF1 and LEFT/TCF. The binding sequences were elucidated using a recently described experimental procedure called HTP-SELEX, that allows generation of large number (> 1000) of binding sites using mass sequencing technology. For each HTP-SELEX experiments we also provide accurate primary experimental information about the protein material used, details of the wet lab protocol, an archive of sequencing trace files, and assembled clone sequences of binding sequences. The database also offers reasonably large SELEX libraries obtained with conventional low-throughput protocols.The database is available at http://wwwisrec.isb-sib.ch/htpselex/ and and ftp://ftp.isrec.isb-sib.ch/pub/databases/htpselex. The Expectation-Maximisation(EM) algorithm is one the frequently used methods to estimate probabilistic models to represent the sequence specificity of transcription factors. We present computer simulations in order to estimate the precision of EM estimated models as a function of data set parameters(like length of initial sequences, number of initial sequences, percentage of nonbinding sequences). We observed a remarkable robustness of the EM algorithm with regard to length of training sequences and the degree of contamination. The HTPSELEX database and the benchmarked results of the EM algorithm formed part of the foundation for the subsequent project, where a statistical framework called hidden Markov model has been developed to represent sequence specificity of the transcription factors CTF/NF1 and LEF1/TCF using the HTP-SELEX experiment data. The hidden Markov model framework is capable of both predicting and classifying CTF/NF1 and LEF1/TCF binding sites. A covariance analysis of the binding sites revealed non-independent base preferences at different nucleotide positions, providing insight into the binding mechanism. We next tested the LEF1/TCF model by computing binding scores for a set of LEF1/TCF binding sequences for which relative affinities were determined experimentally using non-linear regression. The predicted and experimentally determined binding affinities were in good correlation.

Spatio-temporal modelling of the duration of the cotton cycle in the State Of Goiás, Brazil

The objective of this work was to develop and validate a mathematical model to estimate the duration of cotton (Gossypium hirsutum L. r. latifolium hutch) cycle in the State of Goiás, Brazil, by applying the method of growing degree-days (GD), and considering, simultaneously, its time-space variation. The model was developed as a linear combination of elevation, latitude, longitude, and Fourier series of time variation. The model parameters were adjusted by using multiple-linear regression to the observed GD accumulated with air temperature in the range of 15°C to 40°C. The minimum and maximum temperature records used to calculate the GD were obtained from 21 meteorological stations, considering data varying from 8 to 20 years of observation. The coefficient of determination, resulting from the comparison between the estimated and calculated GD along the year was 0.84. Model validation was done by comparing estimated and measured crop cycle in the period from cotton germination to the stage when 90 percent of bolls were opened in commercial crop fields. Comparative results showed that the model performed very well, as indicated by the Pearson correlation coefficient of 0.90 and Willmott agreement index of 0.94, resulting in a performance index of 0.85.

Statistics of avalanches in martensitic transformations, II. Modelling

Using a scaling assumption, we propose a phenomenological model aimed to describe the joint probability distribution of two magnitudes A and T characterizing the spatial and temporal scales of a set of avalanches. The model also describes the correlation function of a sequence of such avalanches. As an example we study the joint distribution of amplitudes and durations of the acoustic emission signals observed in martensitic transformations [Vives et al., preceding paper, Phys. Rev. B 52, 12 644 (1995)].

Stochastic modelling of rainfall from satellite data

Satellite-based rainfall monitoring is widely used for climatological studies because of its full global coverage but it is also of great importance for operational purposes especially in areas such as Africa where there is a lack of ground-based rainfall data. Satellite rainfall estimates have enormous potential benefits as input to hydrological and agricultural models because of their real time availability, low cost and full spatial coverage. One issue that needs to be addressed is the uncertainty on these estimates. This is particularly important in assessing the likely errors on the output from non-linear models (rainfall-runoff or crop yield) which make use of the rainfall estimates, aggregated over an area, as input. Correct assessment of the uncertainty on the rainfall is non-trivial as it must take account of • the difference in spatial support of the satellite information and independent data used for calibration • uncertainties on the independent calibration data • the non-Gaussian distribution of rainfall amount • the spatial intermittency of rainfall • the spatial correlation of the rainfall field This paper describes a method for estimating the uncertainty on satellite-based rainfall values taking account of these factors. The method involves firstly a stochastic calibration which completely describes the probability of rainfall occurrence and the pdf of rainfall amount for a given satellite value, and secondly the generation of ensemble of rainfall fields based on the stochastic calibration but with the correct spatial correlation structure within each ensemble member. This is achieved by the use of geostatistical sequential simulation. The ensemble generated in this way may be used to estimate uncertainty at larger spatial scales. A case study of daily rainfall monitoring in the Gambia, west Africa for the purpose of crop yield forecasting is presented to illustrate the method.

Monthly average temperature modelling

This research is associated with the goal of the horticultural sector of the Colombian southwest, which is to obtain climatic information, specifically, to predict the monthly average temperature in sites where it has not been measured. The data correspond to monthly average temperature, and were recorded in meteorological stations at Valle del Cauca, Colombia, South America. Two components are identified in the data of this research: (1) a component due to the temporal aspects, determined by characteristics of the time series, distribution of the monthly average temperature through the months and the temporal phenomena, which increased (El Nino) and decreased (La Nina) the temperature values, and (2) a component due to the sites, which is determined for the clear differentiation of two populations, the valley and the mountains, which are associated with the pattern of monthly average temperature and with the altitude. Finally, due to the closeness between meteorological stations it is possible to find spatial correlation between data from nearby sites. In the first instance a random coefficient model without spatial covariance structure in the errors is obtained by month and geographical location (mountains and valley, respectively). Models for wet periods in mountains show a normal distribution in the errors; models for the valley and dry periods in mountains do not exhibit a normal pattern in the errors. In models of mountains and wet periods, omni-directional weighted variograms for residuals show spatial continuity. The random coefficient model without spatial covariance structure in the errors and the random coefficient model with spatial covariance structure in the errors are capturing the influence of the El Nino and La Nina phenomena, which indicates that the inclusion of the random part in the model is appropriate. The altitude variable contributes significantly in the models for mountains. In general, the cross-validation process indicates that the random coefficient model with spatial spherical and the random coefficient model with spatial Gaussian are the best models for the wet periods in mountains, and the worst model is the model used by the Colombian Institute for Meteorology, Hydrology and Environmental Studies (IDEAM) to predict temperature.

Computer modelling and estimation of recruitment patterns of non-branching coral colonies at three sites in Wakatobi Marine Park, S.E. Sulawesi, Indonesia; implications for coral reef conservation

We have studied growth and estimated recruitment of massive coral colonies at three sites, Kaledupa, Hoga and Sampela, separated by about 1.5 km in the Wakatobi Marine National Park, S.E. Sulawesi, Indonesia. There was significantly higher species richness (P<0.05), coral cover (P<0.05) and rugosity (P<0.01) at Kaledupa than at Sampela. A model for coral reef growth has been developed based on a rational polynomial function, where dx/dt is an index of coral growth with time; W is the variable (for example, coral weight, coral length or coral area), up to the power of n in the numerator and m in the denominator; a1……an and b1…bm are constants. The values for n and m represent the degree of the polynomial, and can relate to the morphology of the coral. The model was used to simulate typical coral growth curves, and tested using published data obtained by weighing coral colonies underwater in reefs on the south-west coast of Curaçao [‘Neth. J. Sea Res. 10 (1976) 285’]. The model proved an accurate fit to the data, and parameters were obtained for a number of coral species. Surface area data was obtained on over 1200 massive corals at three different sites in the Wakatobi Marine National Park, S.E. Sulawesi, Indonesia. The year of an individual's recruitment was calculated from knowledge of the growth rate modified by application of the rational polynomial model. The estimated pattern of recruitment was variable, with little numbers of massive corals settling and growing before 1950 at the heavily used site, Sampela, relative to the reef site with little or no human use, Kaledupa, and the intermediate site, Hoga. There was a significantly greater sedimentation rate at Sampela than at either Kaledupa (P<0.0001) or Hoga (P<0.0005). The relative mean abundance of fish families present at the reef crests at the three sites, determined using digital video photography, did not correlate with sedimentation rates, underwater visibility or lack of large non-branching coral colonies. Radial growth rates of three genera of non-branching corals were significantly lower at Sampela than at Kaledupa or at Hoga, and there was a high correlation (r=0.89) between radial growth rates and underwater visibility. Porites spp. was the most abundant coral over all the sites and at all depths followed by Favites (P<0.04) and Favia spp. (P<0.03). Colony ages of Porites corals were significantly lower at the 5 m reef flat on the Sampela reef than at the same depth on both other reefs (P<0.005). At Sampela, only 2.8% of corals on the 5 m reef crest are of a size to have survived from before 1950. The Scleractinian coral community of Sampela is severely impacted by depositing sediments which can lead to the suffocation of corals, whilst also decreasing light penetration resulting in decreased growth and calcification rates. The net loss of material from Sampela, if not checked, could result in the loss of this protective barrier which would be to the detriment of the sublittoral sand flats and hence the Sampela village.

Two methods for modelling the propagation of terahertz radiation in a layered structure

Modelling the interaction of terahertz(THz) radiation with biological tissueposes many interesting problems. THzradiation is neither obviously described byan electric field distribution or anensemble of photons and biological tissueis an inhomogeneous medium with anelectronic permittivity that is bothspatially and frequency dependent making ita complex system to model.A three-layer system of parallel-sidedslabs has been used as the system throughwhich the passage of THz radiation has beensimulated. Two modelling approaches havebeen developed a thin film matrix model anda Monte Carlo model. The source data foreach of these methods, taken at the sametime as the data recorded to experimentallyverify them, was a THz spectrum that hadpassed though air only.Experimental verification of these twomodels was carried out using athree-layered in vitro phantom. Simulatedtransmission spectrum data was compared toexperimental transmission spectrum datafirst to determine and then to compare theaccuracy of the two methods. Goodagreement was found, with typical resultshaving a correlation coefficient of 0.90for the thin film matrix model and 0.78 forthe Monte Carlo model over the full THzspectrum. Further work is underway toimprove the models above 1 THz.