Quantitative integration of high-resolution hydrogeophysical data through Monte-Carlo-type conditional simulations

Geophysical techniques can help to bridge the inherent gap with regard to spatial resolution and the range of coverage that plagues classical hydrological methods. This has lead to the emergence of the new and rapidly growing field of hydrogeophysics. Given the differing sensitivities of various geophysical techniques to hydrologically relevant parameters and their inherent trade-off between resolution and range the fundamental usefulness of multi-method hydrogeophysical surveys for reducing uncertainties in data analysis and interpretation is widely accepted. A major challenge arising from such endeavors is the quantitative integration of the resulting vast and diverse database in order to obtain a unified model of the probed subsurface region that is internally consistent with all available data. To address this problem, we have developed a strategy towards hydrogeophysical data integration based on Monte-Carlo-type conditional stochastic simulation that we consider to be particularly suitable for local-scale studies characterized by high-resolution and high-quality datasets. Monte-Carlo-based optimization techniques are flexible and versatile, allow for accounting for a wide variety of data and constraints of differing resolution and hardness and thus have the potential of providing, in a geostatistical sense, highly detailed and realistic models of the pertinent target parameter distributions. Compared to more conventional approaches of this kind, our approach provides significant advancements in the way that the larger-scale deterministic information resolved by the hydrogeophysical data can be accounted for, which represents an inherently problematic, and as of yet unresolved, aspect of Monte-Carlo-type conditional simulation techniques. We present the results of applying our algorithm to the integration of porosity log and tomographic crosshole georadar data to generate stochastic realizations of the local-scale porosity structure. Our procedure is first tested on pertinent synthetic data and then applied to corresponding field data collected at the Boise Hydrogeophysical Research Site near Boise, Idaho, USA.

Recent skin injuries in children with motor disabilities.

OBJECTIVE: To determine the frequency of recent skin injuries in children with neuromotor disabilities and its association with disability. DESIGN: Cross-sectional study of 168 children with neuromotor disabilities aged 2-16 years. SETTING: Two outpatient child rehabilitation centres. MAIN OUTCOME MEASURES: Children were classified as unrestricted walkers, restricted walkers or wheelchair dependent. Each participant's body surface was systematically examined for recent skin injuries with the exception of the anal-genital area. RESULTS: The mean age of our sample was 7.8 (SD 3.7) years with a 3:2 male/female ratio. Overall, 64% had cerebral palsy, 17% a neuromuscular disease and 19% other motor disabilities. Participants had on average 5.3 (SD 4.5) recent skin injuries (max 19), of which 2.5 were bruises (SD 3.3, max 16), 2.4 were abrasions, scratches or cuts (SD 3.0, max 16) and 0.4 were pressure lesions (SD 0.8, max 4). There was a significant decrease in the frequency of recent skin injuries and of bruises with increasing severity of motor disability. Most of this variation was accounted for by injuries to the lower limbs. There were no significant effects of gender, learning disabilities or other comorbidities. CONCLUSIONS: Children with neuromotor disabilities present a progressive reduction in the number of skin injuries with decreasing mobility. Therefore, recent skin injuries in this population which are unusual by their number, appearance or distribution, should raise at least the same level of suspicion for physical abuse as in children without disabilities.

A hybrid algorithm combining metaheuristic with Monte Carlo simulation for solving the Stochastic Flow Shop problem

In this paper, a hybrid simulation-based algorithm is proposed for the StochasticFlow Shop Problem. The main idea of the methodology is to transform the stochastic problem into a deterministic problem and then apply simulation to the latter. In order to achieve this goal, we rely on Monte Carlo Simulation and an adapted version of a deterministic heuristic. This approach aims to provide flexibility and simplicity due to the fact that it is not constrained by any previous assumption and relies in well-tested heuristics.

A hybrid algorithm combining metaheuristic with Monte Carlo simulation for solving the Stochastic Flow Shop problem

In this paper, a hybrid simulation-based algorithm is proposed for the StochasticFlow Shop Problem. The main idea of the methodology is to transform the stochastic problem into a deterministic problem and then apply simulation to the latter. In order to achieve this goal, we rely on Monte Carlo Simulation and an adapted version of a deterministic heuristic. This approach aims to provide flexibility and simplicity due to the fact that it is not constrained by any previous assumption and relies in well-tested heuristics.

On learning dynamics underlying the evolution of learning rules.

In order to understand the development of non-genetically encoded actions during an animal's lifespan, it is necessary to analyze the dynamics and evolution of learning rules producing behavior. Owing to the intrinsic stochastic and frequency-dependent nature of learning dynamics, these rules are often studied in evolutionary biology via agent-based computer simulations. In this paper, we show that stochastic approximation theory can help to qualitatively understand learning dynamics and formulate analytical models for the evolution of learning rules. We consider a population of individuals repeatedly interacting during their lifespan, and where the stage game faced by the individuals fluctuates according to an environmental stochastic process. Individuals adjust their behavioral actions according to learning rules belonging to the class of experience-weighted attraction learning mechanisms, which includes standard reinforcement and Bayesian learning as special cases. We use stochastic approximation theory in order to derive differential equations governing action play probabilities, which turn out to have qualitative features of mutator-selection equations. We then perform agent-based simulations to find the conditions where the deterministic approximation is closest to the original stochastic learning process for standard 2-action 2-player fluctuating games, where interaction between learning rules and preference reversal may occur. Finally, we analyze a simplified model for the evolution of learning in a producer-scrounger game, which shows that the exploration rate can interact in a non-intuitive way with other features of co-evolving learning rules. Overall, our analyses illustrate the usefulness of applying stochastic approximation theory in the study of animal learning.

Robust Nonlinear Mapping of Soil Contamination Using Support Regression

Spatial data analysis mapping and visualization is of great importance in various fields: environment, pollution, natural hazards and risks, epidemiology, spatial econometrics, etc. A basic task of spatial mapping is to make predictions based on some empirical data (measurements). A number of state-of-the-art methods can be used for the task: deterministic interpolations, methods of geostatistics: the family of kriging estimators (Deutsch and Journel, 1997), machine learning algorithms such as artificial neural networks (ANN) of different architectures, hybrid ANN-geostatistics models (Kanevski and Maignan, 2004; Kanevski et al., 1996), etc. All the methods mentioned above can be used for solving the problem of spatial data mapping. Environmental empirical data are always contaminated/corrupted by noise, and often with noise of unknown nature. That's one of the reasons why deterministic models can be inconsistent, since they treat the measurements as values of some unknown function that should be interpolated. Kriging estimators treat the measurements as the realization of some spatial randomn process. To obtain the estimation with kriging one has to model the spatial structure of the data: spatial correlation function or (semi-)variogram. This task can be complicated if there is not sufficient number of measurements and variogram is sensitive to outliers and extremes. ANN is a powerful tool, but it also suffers from the number of reasons. of a special type ? multiplayer perceptrons ? are often used as a detrending tool in hybrid (ANN+geostatistics) models (Kanevski and Maignank, 2004). Therefore, development and adaptation of the method that would be nonlinear and robust to noise in measurements, would deal with the small empirical datasets and which has solid mathematical background is of great importance. The present paper deals with such model, based on Statistical Learning Theory (SLT) - Support Vector Regression. SLT is a general mathematical framework devoted to the problem of estimation of the dependencies from empirical data (Hastie et al, 2004; Vapnik, 1998). SLT models for classification - Support Vector Machines - have shown good results on different machine learning tasks. The results of SVM classification of spatial data are also promising (Kanevski et al, 2002). The properties of SVM for regression - Support Vector Regression (SVR) are less studied. First results of the application of SVR for spatial mapping of physical quantities were obtained by the authorsin for mapping of medium porosity (Kanevski et al, 1999), and for mapping of radioactively contaminated territories (Kanevski and Canu, 2000). The present paper is devoted to further understanding of the properties of SVR model for spatial data analysis and mapping. Detailed description of the SVR theory can be found in (Cristianini and Shawe-Taylor, 2000; Smola, 1996) and basic equations for the nonlinear modeling are given in section 2. Section 3 discusses the application of SVR for spatial data mapping on the real case study - soil pollution by Cs137 radionuclide. Section 4 discusses the properties of the modelapplied to noised data or data with outliers.

Estimating parameters for generalized mass action models using constraint propagation.

As modern molecular biology moves towards the analysis of biological systems as opposed to their individual components, the need for appropriate mathematical and computational techniques for understanding the dynamics and structure of such systems is becoming more pressing. For example, the modeling of biochemical systems using ordinary differential equations (ODEs) based on high-throughput, time-dense profiles is becoming more common-place, which is necessitating the development of improved techniques to estimate model parameters from such data. Due to the high dimensionality of this estimation problem, straight-forward optimization strategies rarely produce correct parameter values, and hence current methods tend to utilize genetic/evolutionary algorithms to perform non-linear parameter fitting. Here, we describe a completely deterministic approach, which is based on interval analysis. This allows us to examine entire sets of parameters, and thus to exhaust the global search within a finite number of steps. In particular, we show how our method may be applied to a generic class of ODEs used for modeling biochemical systems called Generalized Mass Action Models (GMAs). In addition, we show that for GMAs our method is amenable to the technique in interval arithmetic called constraint propagation, which allows great improvement of its efficiency. To illustrate the applicability of our method we apply it to some networks of biochemical reactions appearing in the literature, showing in particular that, in addition to estimating system parameters in the absence of noise, our method may also be used to recover the topology of these networks.

Short-term Hydropower Planning System

The Thesis gives a decision support framework that has significant impact on the economic performance and viability of a hydropower company. The studyaddresses the short-term hydropower planning problem in the Nordic deregulated electricity market. The basics of the Nordic electricity market, trading mechanisms, hydropower system characteristics and production planning are presented in the Thesis. The related modelling theory and optimization methods are covered aswell. The Thesis provides a mixed integer linear programming model applied in asuccessive linearization method for optimal bidding and scheduling decisions inthe hydropower system operation within short-term horizon. A scenario based deterministic approach is exploited for modelling uncertainty in market price and inflow. The Thesis proposes a calibration framework to examine the physical accuracy and economic optimality of the decisions suggested by the model. A calibration example is provided with data from a real hydropower system using a commercial modelling application with the mixed integer linear programming solver CPLEX.

Teollisuus-Ethernetin teknistaloudellinen selvitys sähkötukkukaupan näkökulmasta

Tässä työssä tarkastellaan keinoja ja tekniikoita, joilla Ethernet-standardin mukainen tiedonsiirtoliikenne voidaan implementoida teollisuudessa kenttälaitetasolle. Työn on tilannut Suomen johtava sähkötukkuliike SLO Oy, joka on kiinnostunut automaatioalan tilanteesta ja tulevaisuuden näkymistä. Työssä käydään läpi Ethernet-tekniikan perusteet, ja sen soveltaminen teollisuudessa kenttäväylänä, sekä muussa automaatiossa. Lisäksi katsotaan läpi tärkeimmät Ethernet-kenttäväyläprotokollat ja menetelmät, joilla Ethernet-tekniikka saadaan vastaamaan teollisuuden vaatimuksiin reaaliaikaisuuden ja deterministisyyden osalta. Työssä haastatellaan muutamia suunnittelutoimistoja, asennusliikkeitä, sekä kahta teollisuuden loppuasiakasta. Näiden haastattelujen, sekä kansainvälisen markkinatutkimuksen pohjalta tarkastellaan alan markkinatilannetta ja toimintamalleja, sekä laaditaan SLO:lle SWOT-analyysi. Analyysin pohjalta tehdään johtopäätöksiä SLO:n toiminnan mahdollisesta laajentamisesta. Tuloksena on kattava selvitys Ethernet-teollisuusautomaatiosta ja Ethernet-tekniikan hyödyntämisestä teollisuudessa yleensäkin. SLO:n kannalta mielenkiintoisimpia vaihtoehtoja ovat Profinet ja EtherCAT-järjestelmät, jotka voisivat olla sopivia SLO:n tuotevalikoimaan.

MPRO-Spanish: development and experiments with a linguistic parser for Spanish texts

This paper describes the main features and present results of MPRO-Spanish, a parser for morphological and syntactic analysis of unrestricted Spanish text developed at the IAI1. This parser makes direct use of X-phrase structure rules to handle a variety of patterns from derivational morphology and syntactic structure. Both analyses, morphological and syntactic, are realised by two subsequent modules. One module analyses and disambiguates the source words at morphological level while the other consists of a series of programs and a deterministic, procedural and explicit grammar. The article explains the main features of MPRO and resumes some of the experiments on some of its applications, some of which still being implemented like the monolingual and bilingual term extraction while others need further work like indexing. The results and applications obtained so far with simple and relatively complex sentences give us grounds to believe in its reliability.

Fingerprint identification: advances since the 2009 National Research Council report

"This paper will discuss the major developments in the area of fingerprint" "identification that followed the publication of the National Research Council (NRC, of the US National Academies of Sciences) report in 2009 entitled: Strengthening Forensic Science in the United States: A Path Forward. The report portrayed an image of a field of expertise used for decades without the necessary scientific research-based underpinning. The advances since the report and the needs in selected areas of fingerprinting will be detailed. It includes the measurement of the accuracy, reliability, repeatability and reproducibility of the conclusions offered by fingerprint experts. The paper will also pay attention to the development of statistical models allow- ing assessment of fingerprint comparisons. As a corollary of these developments, the next challenge is to reconcile a traditional practice domi- nated by deterministic conclusions with the probabilistic logic of any statistical model. There is a call for greater candour and fingerprint experts will need to communicate differently on the strengths and limitations of their findings. Their testimony will have to go beyond the blunt assertion" "of the uniqueness of fingerprints or the opinion delivered ispe dixit."

Probabilistic electrical resistivity tomography of a CO2 sequestration analog

Electrical resistivity tomography (ERT) is a well-established method for geophysical characterization and has shown potential for monitoring geologic CO2 sequestration, due to its sensitivity to electrical resistivity contrasts generated by liquid/gas saturation variability. In contrast to deterministic inversion approaches, probabilistic inversion provides the full posterior probability density function of the saturation field and accounts for the uncertainties inherent in the petrophysical parameters relating the resistivity to saturation. In this study, the data are from benchtop ERT experiments conducted during gas injection into a quasi-2D brine-saturated sand chamber with a packing that mimics a simple anticlinal geological reservoir. The saturation fields are estimated by Markov chain Monte Carlo inversion of the measured data and compared to independent saturation measurements from light transmission through the chamber. Different model parameterizations are evaluated in terms of the recovered saturation and petrophysical parameter values. The saturation field is parameterized (1) in Cartesian coordinates, (2) by means of its discrete cosine transform coefficients, and (3) by fixed saturation values in structural elements whose shape and location is assumed known or represented by an arbitrary Gaussian Bell structure. Results show that the estimated saturation fields are in overall agreement with saturations measured by light transmission, but differ strongly in terms of parameter estimates, parameter uncertainties and computational intensity. Discretization in the frequency domain (as in the discrete cosine transform parameterization) provides more accurate models at a lower computational cost compared to spatially discretized (Cartesian) models. A priori knowledge about the expected geologic structures allows for non-discretized model descriptions with markedly reduced degrees of freedom. Constraining the solutions to the known injected gas volume improved estimates of saturation and parameter values of the petrophysical relationship. (C) 2014 Elsevier B.V. All rights reserved.

Two-dimensional probabilistic inversion of plane-wave electromagnetic data: Methodology, model constraints and joint inversion with electrical resistivity data

Probabilistic inversion methods based on Markov chain Monte Carlo (MCMC) simulation are well suited to quantify parameter and model uncertainty of nonlinear inverse problems. Yet, application of such methods to CPU-intensive forward models can be a daunting task, particularly if the parameter space is high dimensional. Here, we present a 2-D pixel-based MCMC inversion of plane-wave electromagnetic (EM) data. Using synthetic data, we investigate how model parameter uncertainty depends on model structure constraints using different norms of the likelihood function and the model constraints, and study the added benefits of joint inversion of EM and electrical resistivity tomography (ERT) data. Our results demonstrate that model structure constraints are necessary to stabilize the MCMC inversion results of a highly discretized model. These constraints decrease model parameter uncertainty and facilitate model interpretation. A drawback is that these constraints may lead to posterior distributions that do not fully include the true underlying model, because some of its features exhibit a low sensitivity to the EM data, and hence are difficult to resolve. This problem can be partly mitigated if the plane-wave EM data is augmented with ERT observations. The hierarchical Bayesian inverse formulation introduced and used herein is able to successfully recover the probabilistic properties of the measurement data errors and a model regularization weight. Application of the proposed inversion methodology to field data from an aquifer demonstrates that the posterior mean model realization is very similar to that derived from a deterministic inversion with similar model constraints.

Dynamic Criteria: a Longitudinal Analysis of Professional Basketball Players" Outcomes

This paper describes the fluctuations of temporal criteria dynamics in the context of professional sport. Specifically, we try to verify the underlying deterministic patterns in the outcomes of professional basketball players. We use a longitudinal approach based on the analysis of the outcomes of 94 basketball players over ten years, covering practically players" entire career development. Time series were analyzed with techniques derived from nonlinear dynamical systems theory. These techniques analyze the underlying patterns in outcomes without previous shape assumptions (linear or nonlinear). These techniques are capable of detecting an intermediate situation between randomness and determinism, called chaos. So they are very useful for the study of dynamic criteria in organizations. We have found most players (88.30%) have a deterministic pattern in their outcomes, and most cases are chaotic (81.92%). Players with chaotic patterns have higher outcomes than players with linear patterns. Moreover, players with power forward and center positions achieve better results than other players. The high number of chaotic patterns found suggests caution when appraising individual outcomes, when coaches try to find the appropriate combination of players to design a competitive team, and other personnel decisions. Management efforts must be made to assume this uncertainty.

INCLUDING RISK IN ECONOMIC FEASIBILITY ANALYSIS:A STOCHASTIC SIMULATION MODEL FOR BLUEBERRY INVESTMENT DECISIONS IN CHILE

ABSTRACT The traditional method of net present value (NPV) to analyze the economic profitability of an investment (based on a deterministic approach) does not adequately represent the implicit risk associated with different but correlated input variables. Using a stochastic simulation approach for evaluating the profitability of blueberry (Vaccinium corymbosum L.) production in Chile, the objective of this study is to illustrate the complexity of including risk in economic feasibility analysis when the project is subject to several but correlated risks. The results of the simulation analysis suggest that the non-inclusion of the intratemporal correlation between input variables underestimate the risk associated with investment decisions. The methodological contribution of this study illustrates the complexity of the interrelationships between uncertain variables and their impact on the convenience of carrying out this type of business in Chile. The steps for the analysis of economic viability were: First, adjusted probability distributions for stochastic input variables (SIV) were simulated and validated. Second, the random values of SIV were used to calculate random values of variables such as production, revenues, costs, depreciation, taxes and net cash flows. Third, the complete stochastic model was simulated with 10,000 iterations using random values for SIV. This result gave information to estimate the probability distributions of the stochastic output variables (SOV) such as the net present value, internal rate of return, value at risk, average cost of production, contribution margin and return on capital. Fourth, the complete stochastic model simulation results were used to analyze alternative scenarios and provide the results to decision makers in the form of probabilities, probability distributions, and for the SOV probabilistic forecasts. The main conclusion shown that this project is a profitable alternative investment in fruit trees in Chile.