Exploring social representations of adapting to climate change using topic modeling and Bayesian networks

When something unfamiliar emerges or when something familiar does something unexpected people need to make sense of what is emerging or going on in order to act. Social representations theory suggests how individuals and society make sense of the unfamiliar and hence how the resultant social representations (SRs) cognitively, emotionally, and actively orient people and enable communication. SRs are social constructions that emerge through individual and collective engagement with media and with everyday conversations among people. Recent developments in text analysis techniques, and in particular topic modeling, provide a potentially powerful analytical method to examine the structure and content of SRs using large samples of narrative or text. In this paper I describe the methods and results of applying topic modeling to 660 micronarratives collected from Australian academics / researchers, government employees, and members of the public in 2010-2011. The narrative fragments focused on adaptation to climate change (CC) and hence provide an example of Australian society making sense of an emerging and conflict ridden phenomena. The results of the topic modeling reflect elements of SRs of adaptation to CC that are consistent with findings in the literature as well as being reasonably robust predictors of classes of action in response to CC. Bayesian Network (BN) modeling was used to identify relationships among the topics (SR elements) and in particular to identify relationships among topics, sentiment, and action. Finally the resulting model and topic modeling results are used to highlight differences in the salience of SR elements among social groups. The approach of linking topic modeling and BN modeling offers a new and encouraging approach to analysis for ongoing research on SRs.

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

Thermodynamic modeling and microcalorimetry of nanostructured materials for capacitive thermal management of electronics

Transient power dissipation profiles in handheld electronic devices alternate between high and low power states depending on usage. Capacitive thermal management based on phase change materials potentially offers a fan-less thermal management for such transient profiles. However, such capacitive management becomes feasible only if there is a significant enhancement in the enthalpy change per unit volume of the phase change material since existing bulk materials such as paraffin fall short of requirements. In this thesis I propose novel nanostructured thin-film materials that can potentially exhibit significantly enhanced volumetric enthalpy change. Using fundamental thermodynamics of phase transition, calculations regarding the enhancement resulting from superheating in such thin film systems is conducted. Furthermore design of a microfabricated calorimeter to measure such enhancements is explained in detail. This work advances the state-of-art of phase change materials for capacitive cooling of handheld devices.

IVIS: Search and visualization on heterogeneous information networks

We build a system to support search and visualization on heterogeneous information networks. We first build our system on a specialized heterogeneous information network: DBLP. The system aims to facilitate people, especially computer science researchers, toward a better understanding and user experience about academic information networks. Then we extend our system to the Web. Our results are much more intuitive and knowledgeable than the simple top-k blue links from traditional search engines, and bring more meaningful structural results with correlated entities. We also investigate the ranking algorithm, and we show that the personalized PageRank and proposed Hetero-personalized PageRank outperform the TF-IDF ranking or mixture of TF-IDF and authority ranking. Our work opens several directions for future research.

DESIGN, MODELING, AND FABRICATION OF MICROROBOT LEGS

This dissertation presents work done in the design, modeling, and fabrication of magnetically actuated microrobot legs. Novel fabrication processes for manufacturing multi-material compliant mechanisms have been used to fabricate effective legged robots at both the meso and micro scales, where the meso scale refers to the transition between macro and micro scales. This work discusses the development of a novel mesoscale manufacturing process, Laser Cut Elastomer Refill (LaCER), for prototyping millimeter-scale multi-material compliant mechanisms with elastomer hinges. Additionally discussed is an extension of previous work on the development of a microscale manufacturing process for fabricating micrometer-sale multi-material compliant mechanisms with elastomer hinges, with the added contribution of a method for incorporating magnetic materials for mechanism actuation using externally applied fields. As both of the fabrication processes outlined make significant use of highly compliant elastomer hinges, a fast, accurate modeling method for these hinges was desired for mechanism characterization and design. An analytical model was developed for this purpose, making use of the pseudo rigid-body (PRB) model and extending its utility to hinges with significant stretch component, such as those fabricated from elastomer materials. This model includes 3 springs with stiffnesses relating to material stiffness and hinge geometry, with additional correction factors for aspects particular to common multi-material hinge geometry. This model has been verified against a finite element analysis model (FEA), which in turn was matched to experimental data on mesoscale hinges manufactured using LaCER. These modeling methods have additionally been verified against experimental data from microscale hinges manufactured using the Si/elastomer/magnetics MEMS process. The development of several mechanisms is also discussed: including a mesoscale LaCER-fabricated hexapedal millirobot capable of walking at 2.4 body lengths per second; prototyped mesoscale LaCER-fabricated underactuated legs with asymmetrical features for improved performance; 1 centimeter cubed LaCER-fabricated magnetically-actuated hexapods which use the best-performing underactuated leg design to locomote at up to 10.6 body lengths per second; five microfabricated magnetically actuated single-hinge mechanisms; a 14-hinge, 11-link microfabricated gripper mechanism; a microfabricated robot leg mechansim demonstrated clearing a step height of 100 micrometers; and a 4 mm x 4 mm x 5 mm, 25 mg microfabricated magnetically-actuated hexapod, demonstrated walking at up to 2.25 body lengths per second.

Sorghum Crop Modeling and Its Utility in Agronomy and Breeding

Crop models are simplified mathematical representations of the interacting biological and environmental components of the dynamic soil–plant–environment system. Sorghum crop modeling has evolved in parallel with crop modeling capability in general, since its origins in the 1960s and 1970s. Here we briefly review the trajectory in sorghum crop modeling leading to the development of advanced models. We then (i) overview the structure and function of the sorghum model in the Agricultural Production System sIMulator (APSIM) to exemplify advanced modeling concepts that suit both agronomic and breeding applications, (ii) review an example of use of sorghum modeling in supporting agronomic management decisions, (iii) review an example of the use of sorghum modeling in plant breeding, and (iv) consider implications for future roles of sorghum crop modeling. Modeling and simulation provide an avenue to explore consequences of crop management decision options in situations confronted with risks associated with seasonal climate uncertainties. Here we consider the possibility of manipulating planting configuration and density in sorghum as a means to manipulate the productivity–risk trade-off. A simulation analysis of decision options is presented and avenues for its use with decision-makers discussed. Modeling and simulation also provide opportunities to improve breeding efficiency by either dissecting complex traits to more amenable targets for genetics and breeding, or by trait evaluation via phenotypic prediction in target production regions to help prioritize effort and assess breeding strategies. Here we consider studies on the stay-green trait in sorghum, which confers yield advantage in water-limited situations, to exemplify both aspects. The possible future roles of sorghum modeling in agronomy and breeding are discussed as are opportunities related to their synergistic interaction. The potential to add significant value to the revolution in plant breeding associated with genomic technologies is identified as the new modeling frontier.

Transfer function-noise modeling and spatial interpolation to evaluate the risk of extreme (shallow) water-table levels in the Brazilian Cerrados

Water regimes in the Brazilian Cerrados are sensitive to climatological disturbances and human intervention. The risk that critical water-table levels are exceeded over long periods of time can be estimated by applying stochastic methods in modeling the dynamic relationship between water levels and driving forces such as precipitation and evapotranspiration. In this study, a transfer function-noise model, the so called PIRFICT-model, is applied to estimate the dynamic relationship between water-table depth and precipitation surplus/deficit in a watershed with a groundwater monitoring scheme in the Brazilian Cerrados. Critical limits were defined for a period in the Cerrados agricultural calendar, the end of the rainy season, when extremely shallow levels (< 0.5-m depth) can pose a risk to plant health and machinery before harvesting. By simulating time-series models, the risk of exceeding critical thresholds during a continuous period of time (e.g. 10 days) is described by probability levels. These simulated probabilities were interpolated spatially using universal kriging, incorporating information related to the drainage basin from a digital elevation model. The resulting map reduced model uncertainty. Three areas were defined as presenting potential risk at the end of the rainy season. These areas deserve attention with respect to water-management and land-use planning.

Software engineering: methods, modeling and teaching

Since the emergence of software engineering in the late 1960's as a response to the software crisis, researchers throughout the world are trying to give theoretical support to this discipline. Several points of view have to be reviewed in order to complete this task. In the middle 70's Frederick Brooks Jr. coined the term "silver bullet" suggesting the solution to several problems rela-ted to software engineering and, hence, we adopted such a metaphor as a symbol for this book. Methods, modeling, and teaching are the insights reviewed in this book. Some work related to these topies is presented by software engineering researchers, led by Ivar Jacobson, one of the most remarkable researchers in this area. We hope our work will contribute to advance in giving the theoretieal support that software engineering needs.

Healthcare Network Modeling and Analysis

Part 20: Health and Care Networks

Multiscale Modeling and Simulation of Stepped Crystal Surfaces

A primary goal of this dissertation is to understand the links between mathematical models that describe crystal surfaces at three fundamental length scales: The scale of individual atoms, the scale of collections of atoms forming crystal defects, and macroscopic scale. Characterizing connections between different classes of models is a critical task for gaining insight into the physics they describe, a long-standing objective in applied analysis, and also highly relevant in engineering applications. The key concept I use in each problem addressed in this thesis is coarse graining, which is a strategy for connecting fine representations or models with coarser representations. Often this idea is invoked to reduce a large discrete system to an appropriate continuum description, e.g. individual particles are represented by a continuous density. While there is no general theory of coarse graining, one closely related mathematical approach is asymptotic analysis, i.e. the description of limiting behavior as some parameter becomes very large or very small. In the case of crystalline solids, it is natural to consider cases where the number of particles is large or where the lattice spacing is small. Limits such as these often make explicit the nature of links between models capturing different scales, and, once established, provide a means of improving our understanding, or the models themselves. Finding appropriate variables whose limits illustrate the important connections between models is no easy task, however. This is one area where computer simulation is extremely helpful, as it allows us to see the results of complex dynamics and gather clues regarding the roles of different physical quantities. On the other hand, connections between models enable the development of novel multiscale computational schemes, so understanding can assist computation and vice versa. Some of these ideas are demonstrated in this thesis. The important outcomes of this thesis include: (1) a systematic derivation of the step-flow model of Burton, Cabrera, and Frank, with corrections, from an atomistic solid-on-solid-type models in 1+1 dimensions; (2) the inclusion of an atomistically motivated transport mechanism in an island dynamics model allowing for a more detailed account of mound evolution; and (3) the development of a hybrid discrete-continuum scheme for simulating the relaxation of a faceted crystal mound. Central to all of these modeling and simulation efforts is the presence of steps composed of individual layers of atoms on vicinal crystal surfaces. Consequently, a recurring theme in this research is the observation that mesoscale defects play a crucial role in crystal morphological evolution.

Modeling and Mapping Agroforestry Aboveground Biomass in the Brazilian Amazon Using Airborne Lidar Data.

Agroforestry has large potential for carbon (C) sequestration while providing many economical, social, and ecological benefits via its diversified products. Airborne lidar is considered as the most accurate technology for mapping aboveground biomass (AGB) over landscape levels. However, little research in the past has been done to study AGB of agroforestry systems using airborne lidar data. Focusing on an agroforestry system in the Brazilian Amazon, this study first predicted plot-level AGB using fixed-effects regression models that assumed the regression coefficients to be constants. The model prediction errors were then analyzed from the perspectives of tree DBH (diameter at breast height)?height relationships and plot-level wood density, which suggested the need for stratifying agroforestry fields to improve plot-level AGB modeling. We separated teak plantations from other agroforestry types and predicted AGB using mixed-effects models that can incorporate the variation of AGB-height relationship across agroforestry types. We found that, at the plot scale, mixed-effects models led to better model prediction performance (based on leave-one-out cross-validation) than the fixed-effects models, with the coefficient of determination (R2) increasing from 0.38 to 0.64. At the landscape level, the difference between AGB densities from the two types of models was ~10% on average and up to ~30% at the pixel level. This study suggested the importance of stratification based on tree AGB allometry and the utility of mixed-effects models in modeling and mapping AGB of agroforestry systems.

Modeling and analysis of thermoelectric energy conversion efficiency in nanostructures.

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3D Block Modeling and Reserve Estimation of a Garnet Deposit

The purpose of this project is to develop a three-dimensional block model for a garnet deposit in the Alder Gulch, Madison County, Montana. Garnets occur in pre-Cambrian metamorphic Red Wash gneiss and similar rocks in the vicinity. This project seeks to model the percentage of garnet in a deposit called the Section 25 deposit using the Surpac software. Data available for this work are drillhole, trench and grab sample data obtained from previous exploration of the deposit. The creation of the block model involves validating the data, creating composites of assayed garnet percentages and conducting basic statistics on composites using Surpac statistical tools. Variogram analysis will be conducted on composites to quantify the continuity of the garnet mineralization. A three-dimensional block model will be created and filled with estimates of garnet percentage using different methods of reserve estimation and the results compared.

MODELING AND HARDWARE-IN-THE-LOOP SIMULATION OF POWER-SPLIT HYBRID ELECTRIC VEHICLES

Conventional vehicles are creating pollution problems, global warming and the extinction of high density fuels. To address these problems, automotive companies and universities are researching on hybrid electric vehicles where two different power devices are used to propel a vehicle. This research studies the development and testing of a dynamic model for Prius 2010 Hybrid Synergy Drive (HSD), a power-split device. The device was modeled and integrated with a hybrid vehicle model. To add an electric only mode for vehicle propulsion, the hybrid synergy drive was modified by adding a clutch to carrier 1. The performance of the integrated vehicle model was tested with UDDS drive cycle using rule-based control strategy. The dSPACE Hardware-In-the-Loop (HIL) simulator was used for HIL simulation test. The HIL simulation result shows that the integration of developed HSD dynamic model with a hybrid vehicle model was successful. The HSD model was able to split power and isolate engine speed from vehicle speed in hybrid mode.