Critère de validation croisée pour le choix des modèles des petits domaines au niveau des unités

Ce mémoire s’intéresse à l’étude du critère de validation croisée pour le choix des modèles relatifs aux petits domaines. L’étude est limitée aux modèles de petits domaines au niveau des unités. Le modèle de base des petits domaines est introduit par Battese, Harter et Fuller en 1988. C’est un modèle de régression linéaire mixte avec une ordonnée à l’origine aléatoire. Il se compose d’un certain nombre de paramètres : le paramètre β de la partie fixe, la composante aléatoire et les variances relatives à l’erreur résiduelle. Le modèle de Battese et al. est utilisé pour prédire, lors d’une enquête, la moyenne d’une variable d’intérêt y dans chaque petit domaine en utilisant une variable auxiliaire administrative x connue sur toute la population. La méthode d’estimation consiste à utiliser une distribution normale, pour modéliser la composante résiduelle du modèle. La considération d’une dépendance résiduelle générale, c’est-à-dire autre que la loi normale donne une méthodologie plus flexible. Cette généralisation conduit à une nouvelle classe de modèles échangeables. En effet, la généralisation se situe au niveau de la modélisation de la dépendance résiduelle qui peut être soit normale (c’est le cas du modèle de Battese et al.) ou non-normale. L’objectif est de déterminer les paramètres propres aux petits domaines avec le plus de précision possible. Cet enjeu est lié au choix de la bonne dépendance résiduelle à utiliser dans le modèle. Le critère de validation croisée sera étudié à cet effet.

Análisis de la percepción de seguridad en puentes peatonales: una aproximación mediante modelación híbrida

Este artículo de investigación científica y tecnológica estudia la percepción de seguridad en el uso de puentes peatonales, empleando un enfoque sustentado en dos campos principales: el microeconómico y el psicológico. El trabajo hace la estimación simultánea de un modelo híbrido de elección y variables latentes con datos de una encuesta de preferencias declaradas, encontrando mejor ajuste que un modelo mixto de referencia, lo que indica que la percepción de seguridad determina el comportamiento de los peatones cuando se enfrentan a la decisión de usar o no un puente peatonal. Se encontró que el sexo, la edad y el nivel de estudios son atributos que inciden en la percepción de seguridad. El modelo calibrado sugiere varias estrategias para aumentar el uso de puentes peatonales que son discutidas, encontrando que el uso de barreras ocasiona una pérdida de utilidad, en los peatones, que debería ser estudiada como extensión del presente trabajo.

Airport ground movement

Worldwide air traffic tends to increase and for many airports it is no longer an op-tion to expand terminals and runways, so airports are trying to maximize their op-erational efficiency. Many airports already operate near their maximal capacity. Peak hours imply operational bottlenecks and cause chained delays across flights impacting passengers, airlines and airports. Therefore there is a need for the opti-mization of the ground movements at the airports. The ground movement prob-lem consists of routing the departing planes from the gate to the runway for take-off, and the arriving planes from the runway to the gate, and to schedule their movements. The main goal is to minimize the time spent by the planes during their ground movements while respecting all the rules established by the Ad-vanced Surface Movement, Guidance and Control Systems of the International Civil Aviation. Each aircraft event (arrival or departing authorization) generates a new environment and therefore a new instance of the Ground Movement Prob-lem. The optimization approach proposed is based on an Iterated Local Search and provides a fast heuristic solution for each real-time event generated instance granting all safety regulations. Preliminary computational results are reported for real data comparing the heuristic solutions with the solutions obtained using a mixed-integer programming approach.

Interrupted searches in the BBMCSFilter context for MINLP problems

The BBMCSFilter method was developed to solve mixed integer nonlinear programming problems. This kind of problems have integer and continuous variables and they appear very frequently in process engineering problems. The objective of this work is to analyze the performance of the method when the coordinate searches are interrupted in the context of the multistart strategy. From the numerical experiments, we observed a reduction on the number of function evaluations and on the CPU time.

Simple approximate MAP inference for Dirichlet processes mixtures

The Dirichlet process mixture model (DPMM) is a ubiquitous, flexible Bayesian nonparametric statistical model. However, full probabilistic inference in this model is analytically intractable, so that computationally intensive techniques such as Gibbs sampling are required. As a result, DPMM-based methods, which have considerable potential, are restricted to applications in which computational resources and time for inference is plentiful. For example, they would not be practical for digital signal processing on embedded hardware, where computational resources are at a serious premium. Here, we develop a simplified yet statistically rigorous approximate maximum a-posteriori (MAP) inference algorithm for DPMMs. This algorithm is as simple as DP-means clustering, solves the MAP problem as well as Gibbs sampling, while requiring only a fraction of the computational effort. (For freely available code that implements the MAP-DP algorithm for Gaussian mixtures see http://www.maxlittle.net/.) Unlike related small variance asymptotics (SVA), our method is non-degenerate and so inherits the “rich get richer” property of the Dirichlet process. It also retains a non-degenerate closed-form likelihood which enables out-of-sample calculations and the use of standard tools such as cross-validation. We illustrate the benefits of our algorithm on a range of examples and contrast it to variational, SVA and sampling approaches from both a computational complexity perspective as well as in terms of clustering performance. We demonstrate the wide applicabiity of our approach by presenting an approximate MAP inference method for the infinite hidden Markov model whose performance contrasts favorably with a recently proposed hybrid SVA approach. Similarly, we show how our algorithm can applied to a semiparametric mixed-effects regression model where the random effects distribution is modelled using an infinite mixture model, as used in longitudinal progression modelling in population health science. Finally, we propose directions for future research on approximate MAP inference in Bayesian nonparametrics.

Coordinated Scheduling of Wind-Thermal Gencos in Day-Ahead Markets

This paper presents a stochastic mixed-integer linear programming approach for solving the self-scheduling problem of a price-taker thermal and wind power producer taking part in a pool-based electricity market. Uncertainty on electricity price and wind power is considered through a set of scenarios. Thermal units are modeled by variable costs, start-up costs and technical operating constraints, such as: ramp up/down limits and minimum up/down time limits. An efficient mixed-integer linear program is presented to develop the offering strategies of the coordinated production of thermal and wind energy generation, aiming to maximize the expected profit. A case study with data from the Iberian Electricity Market is presented and results are discussed to show the effectiveness of the proposed approach.

Bidding Decision of Wind-Thermal GenCo in Day-Ahead Market

This paper deals with the self-scheduling problem of a price-taker having wind and thermal power production and assisted by a cyber-physical system for supporting management decisions in a day-ahead electric energy market. The self-scheduling is regarded as a stochastic mixed-integer linear programming problem. Uncertainties on electricity price and wind power are considered through a set of scenarios. Thermal units are modelled by start-up and variable costs, furthermore constraints are considered, such as: ramp up/down and minimum up/down time limits. The stochastic mixed-integer linear programming problem allows a decision support for strategies advantaging from an effective wind and thermal mixed bidding. A case study is presented using data from the Iberian electricity market.

Bidding strategy of wind-thermal energy producers

This paper presents a stochastic mixed-integer linear programming approach for solving the self-scheduling problem of a price-taker thermal and wind power producer taking part in a pool-based electricity market. Uncertainty on electricity price and wind power is considered through a set of scenarios. Thermal units are modelled by variable costs, start-up costs and technical operating constraints, such as: forbidden operating zones, ramp up/down limits and minimum up/down time limits. An efficient mixed-integer linear program is presented to develop the offering strategies of the coordinated production of thermal and wind energy generation, having as a goal the maximization of profit. A case study with data from the Iberian Electricity Market is presented and results are discussed to show the effectiveness of the proposed approach.

Exact Combinatorial Optimization with Graph Convolutional Neural Networks

Combinatorial optimization problems are typically tackled by the branch-and-bound paradigm. We propose to learn a variable selection policy for branch-and-bound in mixed-integer linear programming, by imitation learning on a diversified variant of the strong branching expert rule. We encode states as bipartite graphs and parameterize the policy as a graph convolutional neural network. Experiments on a series of synthetic problems demonstrate that our approach produces policies that can improve upon expert-designed branching rules on large problems, and generalize to instances significantly larger than seen during training.

Fleet Management System for Search and Rescue Operations

Over one million people lost their lives in the last twenty years from natural disasters like wildfires, earthquakes and man-made disasters. In such scenarios the usage of a fleet of robots aims at the parallelization of the workload and thus increasing speed and capabilities to complete time sensitive missions. This work focuses on the development of a dynamic fleet management system, which consists in the management of multiple agents cooperating in order to accomplish tasks. We presented a Mixed Integer Programming problem for the management and planning of mission’s tasks. The problem was solved using both an exact and a heuristic approach. The latter is based on the idea of solving iteratively smaller instances of the complete problem. Alongside, a fast and efficient algorithm for estimation of travel times between tasks is proposed. Experimental results demonstrate that the proposed heuristic approach is able to generate quality solutions, within specific time limits, compared to the exact one.

Coupled reliability and boundary element model for probabilistic fatigue life assessment in mixed mode crack propagation

Fatigue and crack propagation are phenomena affected by high uncertainties, where deterministic methods fail to predict accurately the structural life. The present work aims at coupling reliability analysis with boundary element method. The latter has been recognized as an accurate and efficient numerical technique to deal with mixed mode propagation, which is very interesting for reliability analysis. The coupled procedure allows us to consider uncertainties during the crack growth process. In addition, it computes the probability of fatigue failure for complex structural geometry and loading. Two coupling procedures are considered: direct coupling of reliability and mechanical solvers and indirect coupling by the response surface method. Numerical applications show the performance of the proposed models in lifetime assessment under uncertainties, where the direct method has shown faster convergence than response surface method. (C) 2010 Elsevier Ltd. All rights reserved.

Determining forest structural attributes using an inverted geometric-optical model in mixed eucalypt forests, Southeast Queensland, Australia

The Montreal Process indicators are intended to provide a common framework for assessing and reviewing progress toward sustainable forest management. The potential of a combined geometrical-optical/spectral mixture analysis model was assessed for mapping the Montreal Process age class and successional age indicators at a regional scale using Landsat Thematic data. The project location is an area of eucalyptus forest in Emu Creek State Forest, Southeast Queensland, Australia. A quantitative model relating the spectral reflectance of a forest to the illumination geometry, slope, and aspect of the terrain surface and the size, shape, and density, and canopy size. Inversion of this model necessitated the use of spectral mixture analysis to recover subpixel information on the fractional extent of ground scene elements (such as sunlit canopy, shaded canopy, sunlit background, and shaded background). Results obtained fron a sensitivity analysis allowed improved allocation of resources to maximize the predictive accuracy of the model. It was found that modeled estimates of crown cover projection, canopy size, and tree densities had significant agreement with field and air photo-interpreted estimates. However, the accuracy of the successional stage classification was limited. The results obtained highlight the potential for future integration of high and moderate spatial resolution-imaging sensors for monitoring forest structure and condition. (C) Elsevier Science Inc., 2000.

A zero-augmented gamma mixed model for longitudinal data with many zeros

In many occupational safety interventions, the objective is to reduce the injury incidence as well as the mean claims cost once injury has occurred. The claims cost data within a period typically contain a large proportion of zero observations (no claim). The distribution thus comprises a point mass at 0 mixed with a non-degenerate parametric component. Essentially, the likelihood function can be factorized into two orthogonal components. These two components relate respectively to the effect of covariates on the incidence of claims and the magnitude of claims, given that claims are made. Furthermore, the longitudinal nature of the intervention inherently imposes some correlation among the observations. This paper introduces a zero-augmented gamma random effects model for analysing longitudinal data with many zeros. Adopting the generalized linear mixed model (GLMM) approach reduces the original problem to the fitting of two independent GLMMs. The method is applied to evaluate the effectiveness of a workplace risk assessment teams program, trialled within the cleaning services of a Western Australian public hospital.

Model-based analysis of anaerobic acetate uptake by a mixed culture of polyphosphate-accumulating and glycogen-accumulating organisms

An increasing number of studies shows that the glycogen-accumulating organisms (GAOs) can survive and may indeed proliferate under the alternating anaerobic/aerobic conditions found in EBPR systems, thus forming a strong competitor of the polyphosphate-accumulating organisms (PAOs). Understanding their behaviors in a mixed PAO and GAO culture under various operational conditions is essential for developing operating strategies that disadvantage the growth of this group of unwanted organisms. A model-based data analysis method is developed in this paper for the study of the anaerobic PAO and GAO activities in a mixed PAO and GAO culture. The method primarily makes use of the hydrogen ion production rate and the carbon dioxide transfer rate resulting from the acetate uptake processes by PAOs and GAOs, measured with a recently developed titration and off-gas analysis (TOGA) sensor. The method is demonstrated using the data from a laboratory-scale sequencing batch reactor (SBR) operated under alternating anaerobic and aerobic conditions. The data analysis using the proposed method strongly indicates a coexistence of PAOs and GAOs in the system, which was independently confirmed by fluorescent in situ hybridization (FISH) measurement. The model-based analysis also allowed the identification of the respective acetate uptake rates by PAOs and GAOs, along with a number of kinetic and stoichiometric parameters involved in the PAO and GAO models. The excellent fit between the model predictions and the experimental data not involved in parameter identification shows that the parameter values found are reliable and accurate. It also demonstrates that the current anaerobic PAO and GAO models are able to accurately characterize the PAO/GAO mixed culture obtained in this study. This is of major importance as no pure culture of either PAOs or GAOs has been reported to date, and hence the current PAO and GAO models were developed for the interpretation of experimental results of mixed cultures. The proposed method is readily applicable for detailed investigations of the competition between PAOs and GAOs in enriched cultures. However, the fermentation of organic substrates carried out by ordinary heterotrophs needs to be accounted for when the method is applied to the study of PAO and GAO competition in full-scale sludges. (C) 2003 Wiley Periodicals, Inc.

Fuzzy, integer and fractional-order control: Application on a wind turbine benchmark model

This paper presents a comparison between proportional integral control approaches for variable speed wind turbines. Integer and fractional-order controllers are designed using linearized wind turbine model whilst fuzzy controller also takes into account system nonlinearities. These controllers operate in the full load region and the main objective is to extract maximum power from the wind turbine while ensuring the performance and reliability required to be integrated into an electric grid. The main contribution focuses on the use of fractional-order proportional integral (FOPI) controller which benefits from the introduction of one more tuning parameter, the integral fractional-order, taking advantage over integer order proportional integral (PI) controller. A comparison between proposed control approaches for the variable speed wind turbines is presented using a wind turbine benchmark model in the Matlab/Simulink environment. Results show that FOPI has improved system performance when compared with classical PI and fuzzy PI controller outperforms the integer and fractional-order control due to its capability to deal with system nonlinearities and uncertainties. © 2014 IEEE.