GNSS occultation sounding for climate monitoring

Considerable efforts are currently invested into the setup of a Global Climate Observing System (GCOS) for monitoring climate change over the coming decades, which is of high relevance given concerns on increasing human influences. A promising potential contribution to the GCOS is a suite of spaceborne Global Navigation Satellite System (GNSS) occultation sensors for global long-term monitoring of atmospheric change in temperature and other variables with high vertical resolution and accuracy. Besides the great importance with respect to climate change, the provision of high quality data is essential for the improvement of numerical weather prediction and for reanalysis efforts. We review the significance of GNSS radio occultation sounding in the climate observations context. In order to investigate the climate change detection capability of GNSS occultation sensors, we are currently performing an end-to-end GNSS occultation observing system simulation experiment over the 25-year period 2001 to 2025. We report on this integrated analysis, which involves in a realistic manner all aspects from modeling the atmosphere via generating a significant set of stimulated measurements to an objective statistical analysis and assessment of 2001–2025 temporal trends.

Time correlated anomaly detection based on inferences

Anomaly detection techniques are used to find the presence of anomalous activities in a network by comparing traffic data activities against a "normal" baseline. Although it has several advantages which include detection of "zero-day" attacks, the question surrounding absolute definition of systems deviations from its "normal" behaviour is important to reduce the number of false positives in the system. This study proposes a novel multi-agent network-based framework known as Statistical model for Correlation and Detection (SCoDe), an anomaly detection framework that looks for timecorrelated anomalies by leveraging statistical properties of a large network, monitoring the rate of events occurrence based on their intensity. SCoDe is an instantaneous learning-based anomaly detector, practically shifting away from the conventional technique of having a training phase prior to detection. It does acquire its training using the improved extension of Exponential Weighted Moving Average (EWMA) which is proposed in this study. SCoDe does not require any previous knowledge of the network traffic, or network administrators chosen reference window as normal but effectively builds upon the statistical properties from different attributes of the network traffic, to correlate undesirable deviations in order to identify abnormal patterns. The approach is generic as it can be easily modified to fit particular types of problems, with a predefined attribute, and it is highly robust because of the proposed statistical approach. The proposed framework was targeted to detect attacks that increase the number of activities on the network server, examples which include Distributed Denial of Service (DDoS) and, flood and flash-crowd events. This paper provides a mathematical foundation for SCoDe, describing the specific implementation and testing of the approach based on a network log file generated from the cyber range simulation experiment of the industrial partner of this project.

Modelos para estimativa do subfator cobertura-manejo (CiII) relativo à erosão entressulcos

A análise de um modelo de erosão é um crítico passo no desenvolvimento de uma ferramenta de predição da erosão aplicável e válida; isso é crucial para avaliar o desempenho dos modelos existentes para assegurar que as estimativas de um modelo condizem com a realidade. O objetivo do presente trabalho foi avaliar modelos para a predição do subfator cobertura e manejo (CiII) relativo à erosão entressulcos. Um experimento fatorial completo foi conduzido com cinco doses de resíduo de milho (0; 0,05; 0,15; 0,40 e 0,80 kg m-2), quatro declives e duas repetições, sob condições de prévio umedecimento para determinar as taxas de erosão entressulcos (Di) e enxurrada (R). Num primeiro experimento, foi avaliada a erodibilidade entressulcos (Ki) e o subfator cobertura e manejo (CiII), em parcelas experimentais de 0,5 x 0,75 m, em solo recentemente preparado. Num segundo experimento, foram avaliados Di, R, Ki e CiII, também em parcelas de 0,5 x 0,75 m, em solo recém- preparado. Os valores de Di, R, Ki e CiII, obtidos no segundo experimento, foram utilizados na avaliação dos modelos testados. Os modelos CiII = e-2,50 CS/100 e CiII = e -2,238 CS/100 apresentaram boas estimativas para o subfator CiII.

Modelos de sobrevivência com fração de cura e omissão nas covariáveis

In this work we study the survival cure rate model proposed by Yakovlev (1993) that are considered in a competing risk setting. Covariates are introduced for modeling the cure rate and we allow some covariates to have missing values. We consider only the cases by which the missing covariates are categorical and implement the EM algorithm via the method of weights for maximum likelihood estimation. We present a Monte Carlo simulation experiment to compare the properties of the estimators based on this method with those estimators under the complete case scenario. We also evaluate, in this experiment, the impact in the parameter estimates when we increase the proportion of immune and censored individuals among the not immune one. We demonstrate the proposed methodology with a real data set involving the time until the graduation for the undergraduate course of Statistics of the Universidade Federal do Rio Grande do Norte

Stabilizing controller design for uncertain nonlinear systems using fuzzy models

A Lyapunov-based stabilizing control design method for uncertain nonlinear dynamical systems using fuzzy models is proposed. The controller is constructed using a design model of the dynamical process to be controlled. The design model is obtained from the truth model using a fuzzy modeling approach. The truth model represents a detailed description of the process dynamics. The truth model is used in a simulation experiment to evaluate the performance of the controller design. A method for generating local models that constitute the design model is proposed. Sufficient conditions for stability and stabilizability of fuzzy models using fuzzy state-feedback controllers are given. The results obtained are illustrated with a numerical example involving a four-dimensional nonlinear model of a stick balancer.

Cellular automata-based spatial dynamic modeling for analyzing urban land use change

This paper analyzes land use change in Rio Claro City and its surroundings, located in the southeastern state of Sao Paulo, in the period from 1988 to 1995, using air-borne digital imagery and a cellular automata model. The simulation experiment was carried out in the Dinamica EGO platform and the results revealed a constrained urban sprawl, resulting from both the densification of residential areas implemented in previous years and the economic recession that led to an internal financial crisis in Brazil during the early 1990s. The simulation outputs were validated using a multi-resolution procedure based on a fuzzy similarity index and showed a satisfactory fitness in relation to the historical reference data. © 2013 IEEE.

Local Trigonometric Methods for Time Series Smoothing.

The thesis is concerned with local trigonometric regression methods. The aim was to develop a method for extraction of cyclical components in time series. The main results of the thesis are the following. First, a generalization of the filter proposed by Christiano and Fitzgerald is furnished for the smoothing of ARIMA(p,d,q) process. Second, a local trigonometric filter is built, with its statistical properties. Third, they are discussed the convergence properties of trigonometric estimators, and the problem of choosing the order of the model. A large scale simulation experiment has been designed in order to assess the performance of the proposed models and methods. The results show that local trigonometric regression may be a useful tool for periodic time series analysis.

Quantifying uncertainty in cost effectiveness analyses

This study compared four alternative approaches (Taylor, Fieller, percentile bootstrap, and bias-corrected bootstrap methods) to estimating confidence intervals (CIs) around cost-effectiveness (CE) ratio. The study consisted of two components: (1) Monte Carlo simulation was conducted to identify characteristics of hypothetical cost-effectiveness data sets which might lead one CI estimation technique to outperform another. These results were matched to the characteristics of an (2) extant data set derived from the National AIDS Demonstration Research (NADR) project. The methods were used to calculate (CIs) for data set. These results were then compared. The main performance criterion in the simulation study was the percentage of times the estimated (CIs) contained the “true” CE. A secondary criterion was the average width of the confidence intervals. For the bootstrap methods, bias was estimated. ^ Simulation results for Taylor and Fieller methods indicated that the CIs estimated using the Taylor series method contained the true CE more often than did those obtained using the Fieller method, but the opposite was true when the correlation was positive and the CV of effectiveness was high for each value of CV of costs. Similarly, the CIs obtained by applying the Taylor series method to the NADR data set were wider than those obtained using the Fieller method for positive correlation values and for values for which the CV of effectiveness were not equal to 30% for each value of the CV of costs. ^ The general trend for the bootstrap methods was that the percentage of times the true CE ratio was contained in CIs was higher for the percentile method for higher values of the CV of effectiveness, given the correlation between average costs and effects and the CV of effectiveness. The results for the data set indicated that the bias corrected CIs were wider than the percentile method CIs. This result was in accordance with the prediction derived from the simulation experiment. ^ Generally, the bootstrap methods are more favorable for parameter specifications investigated in this study. However, the Taylor method is preferred for low CV of effect, and the percentile method is more favorable for higher CV of effect. ^

Reducing women’s lack of fit with leadership? Effects of the wording of job advertisements

Linguistic forms which refer to individuals impact mental representations of these individuals: When masculine generics are used, women tend to be cognitively underrepresented, whereas feminine–masculine word pairs are associated with a higher cognitive inclusion of women. The present research investigates whether linguistic forms affect women’s perceived lack of fit with leadership positions, which is particularly pronounced for high-status leadership positions. In a hiring-simulation experiment (N = 363), we tested the effects of different linguistic forms used in German-language job advertisements: (1) masculine forms (e.g., Geschäftsführer, ‘CEO, masc.’); (2) masculine forms with (m/f) (e.g., Geschäftsführer (m/w), ‘CEO, masc. (m/f)’); and (3) word pairs (e.g., Geschäftsführerin/Geschäftsführer, ‘CEO, fem./CEO, masc.’). The job ads announced either a high- or low-status leadership position. Results showed that female applicants were perceived to fit less well with the high-status position than male applicants when either the masculine or the masculine form with (m/f) was used––even though they were perceived to be equally competent. However, female and male applicants were perceived as fitting the high-status leadership position similarly well when word pairs were used.

Experimental study on bridge damage identification based on wavelet packet energy curvature difference method

Among those damage identification methods, the Wavelet Packet Energy Curvature Difference (WPECD) Method is an effective one. However, most of the existing methods rely on numerical simulation and are unverified via experiment, and very few of them have been applied to practice. In this paper, the validity of WPECD in structural damage identification is verified by a numerical example. A damage simulation experiment is taken on a real replaced girder at the Ziya River New Bridge in Cangzhou. Two damage cases are applied and the acceleration responses at the measuring points are obtained, based on which the damages are identified with the WPECD Method, and the influence of wavelet function and decomposition level is studied. The results show that the WPECD Method can identify structure damage efficiently and can be put into practice.

Validation of the burn-up code EVOLCODE 2.0 with PWR experimental data and with a Sensitivity/Uncertainty analysis

A validation of the burn-up simulation system EVOLCODE 2.0 is presented here, involving the experimental measurement of U and Pu isotopes and some fission fragments production ratios after a burn-up of around 30 GWd/tU in a Pressurized Light Water Reactor (PWR). This work provides an in-depth analysis of the validation results, including the possible sources of the uncertainties. An uncertainty analysis based on the sensitivity methodology has been also performed, providing the uncertainties in the isotopic content propagated from the cross sections uncertainties. An improvement of the classical Sensitivity/ Uncertainty (S/U) model has been developed to take into account the implicit dependence of the neutron flux normalization, that is, the effect of the constant power of the reactor. The improved S/U methodology, neglected in this kind of studies, has proven to be an important contribution to the explanation of some simulation-experiment discrepancies for which, in general, the cross section uncertainties are, for the most relevant actinides, an important contributor to the simulation uncertainties, of the same order of magnitude and sometimes even larger than the experimental uncertainties and the experiment- simulation differences. Additionally, some hints for the improvement of the JEFF3.1.1 fission yield library and for the correction of some errata in the experimental data are presented.

Geographical structuring in the mtDNA of Italians.

Geographical patterns of mtDNA variation were studied in 12 Italian samples (1072 individuals) by two different spatial autocorrelation methods. Separate analyses of the frequencies of 12 restriction morphs show North-South clines, differences between Sardinia and the mainland populations, and the effects of isolation by distance. A recently developed autocorrelation statistic summarizing molecular similarity at all sites (AIDA; autocorrelation index for DNA analysis) confirms the presence of a clinical pattern; differences between random pairs of haplotypes tend to increase with their geographical distance. The partition of gene diversity, however, reveals that most variability occurs within populations, whereas differences between populations are minor (GST = 0.057). When the data from the 12 samples are pooled, two descriptors of genetic variability (number of polymorphic sites and average sequence difference between pairs of individuals) do not behave as expected under neutrality. The presence of clinal patterns, Tajima's tests, and a simulation experiment agree in suggesting that population sizes increased rapidly in Italy and Sicily but not necessarily so in Sardinia. The distribution of pairwise sequence differences in the Italian peninsula (excluding Sardinia) permits a tentative location of the demographic increase between 8000 and 20,500 years ago. These dates are consistent with archaeological estimates of two distinct expansion processes, occurring, respectively, in the Neolithic and after the last glacial maximum in the Paleolithic. Conversely, there is no genetic evidence that such processes have had a major impact on the Sardinian population.

Estimating the SCAN*PRO model of store sales: HB, FM or just OLS?

In this paper we investigate whether consideration of store-level heterogeneity in marketing mix effects improves the accuracy of the marketing mix elasticities, fit, and forecasting accuracy of the widely-applied SCAN*PRO model of store sales. Models with continuous and discrete representations of heterogeneity, estimated using hierarchical Bayes (HB) and finite mixture (FM) techniques, respectively, are empirically compared to the original model, which does not account for store-level heterogeneity in marketing mix effects, and is estimated using ordinary least squares (OLS). The empirical comparisons are conducted in two contexts: Dutch store-level scanner data for the shampoo product category, and an extensive simulation experiment. The simulation investigates how between- and within-segment variance in marketing mix effects, error variance, the number of weeks of data, and the number of stores impact the accuracy of marketing mix elasticities, model fit, and forecasting accuracy. Contrary to expectations, accommodating store-level heterogeneity does not improve the accuracy of marketing mix elasticities relative to the homogeneous SCAN*PRO model, suggesting that little may be lost by employing the original homogeneous SCAN*PRO model estimated using ordinary least squares. Improvements in fit and forecasting accuracy are also fairly modest. We pursue an explanation for this result since research in other contexts has shown clear advantages from assuming some type of heterogeneity in market response models. In an Afterthought section, we comment on the controversial nature of our result, distinguishing factors inherent to household-level data and associated models vs. general store-level data and associated models vs. the unique SCAN*PRO model specification.

Queue Length Simulations in a Finite Single-line Queueing System with Repeated Calls

2000 Mathematics Subject Classification: 60K25.

Role of Hydrological Process Representation on Erosion, Deposition, and Sediment Yield Estimate

Soil erosion by water is a major driven force causing land degradation. Laboratory experiments, on-site field study, and suspended sediments measurements were major fundamental approaches to study the mechanisms of soil water erosion and to quantify the erosive losses during rain events. The experimental research faces the challenge to extent the result to a wider spatial scale. Soil water erosion modeling provides possible solutions for scaling problems in erosion research, and is of principal importance to better understanding the governing processes of water erosion. However, soil water erosion models were considered to have limited value in practice. Uncertainties in hydrological simulations are among the reasons that hindering the development of water erosion model. Hydrological models gained substantial improvement recently and several water erosion models took advantages of the improvement of hydrological models. It is crucial to know the impact of changes in hydrological processes modeling on soil erosion simulation.

This dissertation work first created an erosion modeling tool (GEOtopSed) that takes advantage of the comprehensive hydrological model (GEOtop). The newly created tool was then tested and evaluated at an experimental watershed. The GEOtopSed model showed its ability to estimate multi-year soil erosion rate with varied hydrological conditions. To investigate the impact of different hydrological representations on soil erosion simulation, a 11-year simulation experiment was conducted for six models with varied configurations. The results were compared at varied temporal and spatial scales to highlight the roles of hydrological feedbacks on erosion. Models with simplified hydrological representations showed agreement with GEOtopSed model on long temporal scale (longer than annual). This result led to an investigation for erosion simulation at different rainfall regimes to check whether models with different hydrological representations have agreement on the soil water erosion responses to the changing climate. Multi-year ensemble simulations with different extreme precipitation scenarios were conducted at seven climate regions. The differences in erosion simulation results showed the influences of hydrological feedbacks which cannot be seen by purely rainfall erosivity method.