Analysis and spatial modeling of the indoor radon Swiss data

The present research deals with an important public health threat, which is the pollution created by radon gas accumulation inside dwellings. The spatial modeling of indoor radon in Switzerland is particularly complex and challenging because of many influencing factors that should be taken into account. Indoor radon data analysis must be addressed from both a statistical and a spatial point of view. As a multivariate process, it was important at first to define the influence of each factor. In particular, it was important to define the influence of geology as being closely associated to indoor radon. This association was indeed observed for the Swiss data but not probed to be the sole determinant for the spatial modeling. The statistical analysis of data, both at univariate and multivariate level, was followed by an exploratory spatial analysis. Many tools proposed in the literature were tested and adapted, including fractality, declustering and moving windows methods. The use of Quan-tité Morisita Index (QMI) as a procedure to evaluate data clustering in function of the radon level was proposed. The existing methods of declustering were revised and applied in an attempt to approach the global histogram parameters. The exploratory phase comes along with the definition of multiple scales of interest for indoor radon mapping in Switzerland. The analysis was done with a top-to-down resolution approach, from regional to local lev¬els in order to find the appropriate scales for modeling. In this sense, data partition was optimized in order to cope with stationary conditions of geostatistical models. Common methods of spatial modeling such as Κ Nearest Neighbors (KNN), variography and General Regression Neural Networks (GRNN) were proposed as exploratory tools. In the following section, different spatial interpolation methods were applied for a par-ticular dataset. A bottom to top method complexity approach was adopted and the results were analyzed together in order to find common definitions of continuity and neighborhood parameters. Additionally, a data filter based on cross-validation was tested with the purpose of reducing noise at local scale (the CVMF). At the end of the chapter, a series of test for data consistency and methods robustness were performed. This lead to conclude about the importance of data splitting and the limitation of generalization methods for reproducing statistical distributions. The last section was dedicated to modeling methods with probabilistic interpretations. Data transformation and simulations thus allowed the use of multigaussian models and helped take the indoor radon pollution data uncertainty into consideration. The catego-rization transform was presented as a solution for extreme values modeling through clas-sification. Simulation scenarios were proposed, including an alternative proposal for the reproduction of the global histogram based on the sampling domain. The sequential Gaussian simulation (SGS) was presented as the method giving the most complete information, while classification performed in a more robust way. An error measure was defined in relation to the decision function for data classification hardening. Within the classification methods, probabilistic neural networks (PNN) show to be better adapted for modeling of high threshold categorization and for automation. Support vector machines (SVM) on the contrary performed well under balanced category conditions. In general, it was concluded that a particular prediction or estimation method is not better under all conditions of scale and neighborhood definitions. Simulations should be the basis, while other methods can provide complementary information to accomplish an efficient indoor radon decision making.

Modeling and mitigation of supply-demand mismatches

In this thesis, I develop analytical models to price the value of supply chain investments under demand uncer¬tainty. This thesis includes three self-contained papers. In the first paper, we investigate the value of lead-time reduction under the risk of sudden and abnormal changes in demand forecasts. We first consider the risk of a complete and permanent loss of demand. We then provide a more general jump-diffusion model, where we add a compound Poisson process to a constant-volatility demand process to explore the impact of sudden changes in demand forecasts on the value of lead-time reduction. We use an Edgeworth series expansion to divide the lead-time cost into that arising from constant instantaneous volatility, and that arising from the risk of jumps. We show that the value of lead-time reduction increases substantially in the intensity and/or the magnitude of jumps. In the second paper, we analyze the value of quantity flexibility in the presence of supply-chain dis- intermediation problems. We use the multiplicative martingale model and the "contracts as reference points" theory to capture both positive and negative effects of quantity flexibility for the downstream level in a supply chain. We show that lead-time reduction reduces both supply-chain disintermediation problems and supply- demand mismatches. We furthermore analyze the impact of the supplier's cost structure on the profitability of quantity-flexibility contracts. When the supplier's initial investment cost is relatively low, supply-chain disin¬termediation risk becomes less important, and hence the contract becomes more profitable for the retailer. We also find that the supply-chain efficiency increases substantially with the supplier's ability to disintermediate the chain when the initial investment cost is relatively high. In the third paper, we investigate the value of dual sourcing for the products with heavy-tailed demand distributions. We apply extreme-value theory and analyze the effects of tail heaviness of demand distribution on the optimal dual-sourcing strategy. We find that the effects of tail heaviness depend on the characteristics of demand and profit parameters. When both the profit margin of the product and the cost differential between the suppliers are relatively high, it is optimal to buffer the mismatch risk by increasing both the inventory level and the responsive capacity as demand uncertainty increases. In that case, however, both the optimal inventory level and the optimal responsive capacity decrease as the tail of demand becomes heavier. When the profit margin of the product is relatively high, and the cost differential between the suppliers is relatively low, it is optimal to buffer the mismatch risk by increasing the responsive capacity and reducing the inventory level as the demand uncertainty increases. In that case, how¬ever, it is optimal to buffer with more inventory and less capacity as the tail of demand becomes heavier. We also show that the optimal responsive capacity is higher for the products with heavier tails when the fill rate is extremely high.

Environmental data mining and modeling based on machine learning algorithms and geostatistics

The paper presents some contemporary approaches to spatial environmental data analysis. The main topics are concentrated on the decision-oriented problems of environmental spatial data mining and modeling: valorization and representativity of data with the help of exploratory data analysis, spatial predictions, probabilistic and risk mapping, development and application of conditional stochastic simulation models. The innovative part of the paper presents integrated/hybrid model-machine learning (ML) residuals sequential simulations-MLRSS. The models are based on multilayer perceptron and support vector regression ML algorithms used for modeling long-range spatial trends and sequential simulations of the residuals. NIL algorithms deliver non-linear solution for the spatial non-stationary problems, which are difficult for geostatistical approach. Geostatistical tools (variography) are used to characterize performance of ML algorithms, by analyzing quality and quantity of the spatially structured information extracted from data with ML algorithms. Sequential simulations provide efficient assessment of uncertainty and spatial variability. Case study from the Chernobyl fallouts illustrates the performance of the proposed model. It is shown that probability mapping, provided by the combination of ML data driven and geostatistical model based approaches, can be efficiently used in decision-making process. (C) 2003 Elsevier Ltd. All rights reserved.

Fischer-Tropsch Slurry Bubble Column Reactor Modeling

The literature part of the work reviews overall Fischer-Tropsch process, Fischer-Tropsch reactors and catalysts. Fundamentals of Fischer-Tropsch modeling are also presented. The emphasis is on the reactor unit. Comparison of the reactors and the catalysts is carried out to choose the suitable reactor setup for the modeling work. The effects of the operation conditions are also investigated. Slurry bubble column reactor model operating with cobalt catalyst is developed by taking into account the mass transfer of the reacting components (CO and H2) and the consumption of the reactants in the liquid phase. The effect of hydrostatic pressure and the change in total mole flow rate in gas phase are taken into account in calculation of the solubilities. The hydrodynamics, reaction kinetics and product composition are determined according to literature. The cooling system and furthermore the required heat transfer area and number of cooling tubes are also determined. The model is implemented in Matlab software. Commercial scale reactor setup is modeled and the behavior of the model is investigated. The possible inaccuraries are evaluated and the suggestions for the future work are presented. The model is also integrated to Aspen Plus process simulation software, which enables the usage of the model in more extensive Fischer-Tropsch process simulations. Commercial scale reactor of diameter of 7 m and height of 30 m was modeled. The capacity of the reactor was calculated to be about 9 800 barrels/day with CO conversion of 75 %. The behavior of the model was realistic and results were in the right range. The highest uncertainty to model was estimated to be caused by the determination of the kinetic rate.

Mathematical modeling and optimal control of malaria

Malaria continues to infect millions and kill hundreds of thousands of people worldwide each year, despite over a century of research and attempts to control and eliminate this infectious disease. Challenges such as the development and spread of drug resistant malaria parasites, insecticide resistance to mosquitoes, climate change, the presence of individuals with subpatent malaria infections which normally are asymptomatic and behavioral plasticity in the mosquito hinder the prospects of malaria control and elimination. In this thesis, mathematical models of malaria transmission and control that address the role of drug resistance, immunity, iron supplementation and anemia, immigration and visitation, and the presence of asymptomatic carriers in malaria transmission are developed. A within-host mathematical model of severe Plasmodium falciparum malaria is also developed. First, a deterministic mathematical model for transmission of antimalarial drug resistance parasites with superinfection is developed and analyzed. The possibility of increase in the risk of superinfection due to iron supplementation and fortification in malaria endemic areas is discussed. The model results calls upon stakeholders to weigh the pros and cons of iron supplementation to individuals living in malaria endemic regions. Second, a deterministic model of transmission of drug resistant malaria parasites, including the inflow of infective immigrants, is presented and analyzed. The optimal control theory is applied to this model to study the impact of various malaria and vector control strategies, such as screening of immigrants, treatment of drug-sensitive infections, treatment of drug-resistant infections, and the use of insecticide-treated bed nets and indoor spraying of mosquitoes. The results of the model emphasize the importance of using a combination of all four controls tools for effective malaria intervention. Next, a two-age-class mathematical model for malaria transmission with asymptomatic carriers is developed and analyzed. In development of this model, four possible control measures are analyzed: the use of long-lasting treated mosquito nets, indoor residual spraying, screening and treatment of symptomatic, and screening and treatment of asymptomatic individuals. The numerical results show that a disease-free equilibrium can be attained if all four control measures are used. A common pitfall for most epidemiological models is the absence of real data; model-based conclusions have to be drawn based on uncertain parameter values. In this thesis, an approach to study the robustness of optimal control solutions under such parameter uncertainty is presented. Numerical analysis of the optimal control problem in the presence of parameter uncertainty demonstrate the robustness of the optimal control approach that: when a comprehensive control strategy is used the main conclusions of the optimal control remain unchanged, even if inevitable variability remains in the control profiles. The results provide a promising framework for the design of cost-effective strategies for disease control with multiple interventions, even under considerable uncertainty of model parameters. Finally, a separate work modeling the within-host Plasmodium falciparum infection in humans is presented. The developed model allows re-infection of already-infected red blood cells. The model hypothesizes that in severe malaria due to parasite quest for survival and rapid multiplication, the Plasmodium falciparum can be absorbed in the already-infected red blood cells which accelerates the rupture rate and consequently cause anemia. Analysis of the model and parameter identifiability using Markov chain Monte Carlo methods is presented.

Uncertainty of Efficiency Measurements in Electric Drives

The two central goals of this master's thesis are to serve as a guidebook on the determination of uncertainty in efficiency measurements and to investigate sources of uncertainty in efficiency measurements in the field of electric drives by a literature review, mathematical modeling and experimental means. The influence of individual sources of uncertainty on the total instrumental uncertainty is investigated with the help of mathematical models derived for a balance and a direct air cooled calorimeter. The losses of a frequency converter and an induction motor are measured with the input-output method and a balance calorimeter at 50 and 100 % loads. A software linking features of Matlab and Excel is created to process measurement data, calculate uncertainties and to calculate and visualize results. The uncertainties are combined with both the worst case and the realistic perturbation method and distributions of uncertainty by source are shown based on experimental results. A comparison of the calculated uncertainties suggests that the balance calorimeter determines losses more accurately than the input-output method with a relative RPM uncertainty of 1.46 % compared to 3.78 - 12.74 % respectively with 95 % level of confidence at the 93 % induction motor efficiency or higher. As some principles in uncertainty analysis are open to interpretation the views and decisions of the analyst can have noticeable influence on the uncertainty in the measurement result.

Assessing the uncertainty associated with intermittent rainfall fields

[1] In many practical situations where spatial rainfall estimates are needed, rainfall occurs as a spatially intermittent phenomenon. An efficient geostatistical method for rainfall estimation in the case of intermittency has previously been published and comprises the estimation of two independent components: a binary random function for modeling the intermittency and a continuous random function that models the rainfall inside the rainy areas. The final rainfall estimates are obtained as the product of the estimates of these two random functions. However the published approach does not contain a method for estimation of uncertainties. The contribution of this paper is the presentation of the indicator maximum likelihood estimator from which the local conditional distribution of the rainfall value at any location may be derived using an ensemble approach. From the conditional distribution, representations of uncertainty such as the estimation variance and confidence intervals can be obtained. An approximation to the variance can be calculated more simply by assuming rainfall intensity is independent of location within the rainy area. The methodology has been validated using simulated and real rainfall data sets. The results of these case studies show good agreement between predicted uncertainties and measured errors obtained from the validation data.

The extrapolation problem and how population modeling can help

We argue that population modeling can add value to ecological risk assessment by reducing uncertainty when extrapolating from ecotoxicological observations to relevant ecological effects. We review other methods of extrapolation, ranging from application factors to species sensitivity distributions to suborganismal (biomarker and "-omics'') responses to quantitative structure activity relationships and model ecosystems, drawing attention to the limitations of each. We suggest a simple classification of population models and critically examine each model in an extrapolation context. We conclude that population models have the potential for adding value to ecological risk assessment by incorporating better understanding of the links between individual responses and population size and structure and by incorporating greater levels of ecological complexity. A number of issues, however, need to be addressed before such models are likely to become more widely used. In a science context, these involve challenges in parameterization, questions about appropriate levels of complexity, issues concerning how specific or general the models need to be, and the extent to which interactions through competition and trophic relationships can be easily incorporated.

Linkage disequilibrium assessment via log-linear modeling of SNP haplotype frequencies

Analyses of high-density single-nucleotide polymorphism (SNP) data, such as genetic mapping and linkage disequilibrium (LD) studies, require phase-known haplotypes to allow for the correlation between tightly linked loci. However, current SNP genotyping technology cannot determine phase, which must be inferred statistically. In this paper, we present a new Bayesian Markov chain Monte Carlo (MCMC) algorithm for population haplotype frequency estimation, particulary in the context of LD assessment. The novel feature of the method is the incorporation of a log-linear prior model for population haplotype frequencies. We present simulations to suggest that 1) the log-linear prior model is more appropriate than the standard coalescent process in the presence of recombination (>0.02cM between adjacent loci), and 2) there is substantial inflation in measures of LD obtained by a "two-stage" approach to the analysis by treating the "best" haplotype configuration as correct, without regard to uncertainty in the recombination process. Genet Epidemiol 25:106-114, 2003. (C) 2003 Wiley-Liss, Inc.

Predictability and uncertainty in a regional climate model

The evaluation of the quality and usefulness of climate modeling systems is dependent upon an assessment of both the limited predictability of the climate system and the uncertainties stemming from model formulation. In this study a methodology is presented that is suited to assess the performance of a regional climate model (RCM), based on its ability to represent the natural interannual variability on monthly and seasonal timescales. The methodology involves carrying out multiyear ensemble simulations (to assess the predictability bounds within which the model can be evaluated against observations) and multiyear sensitivity experiments using different model formulations (to assess the model uncertainty). As an example application, experiments driven by assimilated lateral boundary conditions and sea surface temperatures from the ECMWF Reanalysis Project (ERA-15, 1979–1993) were conducted. While the ensemble experiment demonstrates that the predictability of the regional climate varies strongly between different seasons and regions, being weakest during the summer and over continental regions, important sensitivities of the modeling system to parameterization choices are uncovered. In particular, compensating mechanisms related to the long-term representation of the water cycle are revealed, in which summer dry and hot conditions at the surface, resulting from insufficient evaporation, can persist despite insufficient net solar radiation (a result of unrealistic cloud-radiative feedbacks).

On the statistical modeling of persistence in total ozone anomalies

Geophysical time series sometimes exhibit serial correlations that are stronger than can be captured by the commonly used first‐order autoregressive model. In this study we demonstrate that a power law statistical model serves as a useful upper bound for the persistence of total ozone anomalies on monthly to interannual timescales. Such a model is usually characterized by the Hurst exponent. We show that the estimation of the Hurst exponent in time series of total ozone is sensitive to various choices made in the statistical analysis, especially whether and how the deterministic (including periodic) signals are filtered from the time series, and the frequency range over which the estimation is made. In particular, care must be taken to ensure that the estimate of the Hurst exponent accurately represents the low‐frequency limit of the spectrum, which is the part that is relevant to long‐term correlations and the uncertainty of estimated trends. Otherwise, spurious results can be obtained. Based on this analysis, and using an updated equivalent effective stratospheric chlorine (EESC) function, we predict that an increase in total ozone attributable to EESC should be detectable at the 95% confidence level by 2015 at the latest in southern midlatitudes, and by 2020–2025 at the latest over 30°–45°N, with the time to detection increasing rapidly with latitude north of this range.

Ensemble downscaling in coupled solar wind-magnetosphere modeling for space weather forecasting

Advanced forecasting of space weather requires simulation of the whole Sun-to-Earth system, which necessitates driving magnetospheric models with the outputs from solar wind models. This presents a fundamental difficulty, as the magnetosphere is sensitive to both large-scale solar wind structures, which can be captured by solar wind models, and small-scale solar wind “noise,” which is far below typical solar wind model resolution and results primarily from stochastic processes. Following similar approaches in terrestrial climate modeling, we propose statistical “downscaling” of solar wind model results prior to their use as input to a magnetospheric model. As magnetospheric response can be highly nonlinear, this is preferable to downscaling the results of magnetospheric modeling. To demonstrate the benefit of this approach, we first approximate solar wind model output by smoothing solar wind observations with an 8 h filter, then add small-scale structure back in through the addition of random noise with the observed spectral characteristics. Here we use a very simple parameterization of noise based upon the observed probability distribution functions of solar wind parameters, but more sophisticated methods will be developed in the future. An ensemble of results from the simple downscaling scheme are tested using a model-independent method and shown to add value to the magnetospheric forecast, both improving the best estimate and quantifying the uncertainty. We suggest a number of features desirable in an operational solar wind downscaling scheme.

Stochastic climate theory and modeling

Stochastic methods are a crucial area in contemporary climate research and are increasingly being used in comprehensive weather and climate prediction models as well as reduced order climate models. Stochastic methods are used as subgrid-scale parameterizations (SSPs) as well as for model error representation, uncertainty quantification, data assimilation, and ensemble prediction. The need to use stochastic approaches in weather and climate models arises because we still cannot resolve all necessary processes and scales in comprehensive numerical weather and climate prediction models. In many practical applications one is mainly interested in the largest and potentially predictable scales and not necessarily in the small and fast scales. For instance, reduced order models can simulate and predict large-scale modes. Statistical mechanics and dynamical systems theory suggest that in reduced order models the impact of unresolved degrees of freedom can be represented by suitable combinations of deterministic and stochastic components and non-Markovian (memory) terms. Stochastic approaches in numerical weather and climate prediction models also lead to the reduction of model biases. Hence, there is a clear need for systematic stochastic approaches in weather and climate modeling. In this review, we present evidence for stochastic effects in laboratory experiments. Then we provide an overview of stochastic climate theory from an applied mathematics perspective. We also survey the current use of stochastic methods in comprehensive weather and climate prediction models and show that stochastic parameterizations have the potential to remedy many of the current biases in these comprehensive models.

Novel Statistical Methods in Quantitative Genetics : Modeling Genetic Variance for Quantitative Trait Loci Mapping and Genomic Evaluation

This thesis develops and evaluates statistical methods for different types of genetic analyses, including quantitative trait loci (QTL) analysis, genome-wide association study (GWAS), and genomic evaluation. The main contribution of the thesis is to provide novel insights in modeling genetic variance, especially via random effects models. In variance component QTL analysis, a full likelihood model accounting for uncertainty in the identity-by-descent (IBD) matrix was developed. It was found to be able to correctly adjust the bias in genetic variance component estimation and gain power in QTL mapping in terms of precision.  Double hierarchical generalized linear models, and a non-iterative simplified version, were implemented and applied to fit data of an entire genome. These whole genome models were shown to have good performance in both QTL mapping and genomic prediction. A re-analysis of a publicly available GWAS data set identified significant loci in Arabidopsis that control phenotypic variance instead of mean, which validated the idea of variance-controlling genes.  The works in the thesis are accompanied by R packages available online, including a general statistical tool for fitting random effects models (hglm), an efficient generalized ridge regression for high-dimensional data (bigRR), a double-layer mixed model for genomic data analysis (iQTL), a stochastic IBD matrix calculator (MCIBD), a computational interface for QTL mapping (qtl.outbred), and a GWAS analysis tool for mapping variance-controlling loci (vGWAS).

Prediction Of Hydrological Models’ Uncertainty By A Committee Of Machine Learning-Models

This study presents an approach to combine uncertainties of the hydrological model outputs predicted from a number of machine learning models. The machine learning based uncertainty prediction approach is very useful for estimation of hydrological models' uncertainty in particular hydro-metrological situation in real-time application [1]. In this approach the hydrological model realizations from Monte Carlo simulations are used to build different machine learning uncertainty models to predict uncertainty (quantiles of pdf) of the a deterministic output from hydrological model . Uncertainty models are trained using antecedent precipitation and streamflows as inputs. The trained models are then employed to predict the model output uncertainty which is specific for the new input data. We used three machine learning models namely artificial neural networks, model tree, locally weighted regression to predict output uncertainties. These three models produce similar verification results, which can be improved by merging their outputs dynamically. We propose an approach to form a committee of the three models to combine their outputs. The approach is applied to estimate uncertainty of streamflows simulation from a conceptual hydrological model in the Brue catchment in UK and the Bagmati catchment in Nepal. The verification results show that merged output is better than an individual model output. [1] D. L. Shrestha, N. Kayastha, and D. P. Solomatine, and R. Price. Encapsulation of parameteric uncertainty statistics by various predictive machine learning models: MLUE method, Journal of Hydroinformatic, in press, 2013.