Genie:supporting the model driven development of reflective, component-based adaptive systems

Engineering adaptive software is an increasingly complex task. Here, we demonstrate Genie, a tool that supports the modelling, generation, and operation of highly reconfigurable, component-based systems. We showcase how Genie is used in two case-studies: i) the development and operation of an adaptive flood warning system, and ii) a service discovery application. In this context, adaptation is enabled by the Gridkit reflective middleware platform.

Forecasting the term structure when short-term rates are near zero

This paper compares the experience of forecasting the UK government bond yield curve before and after the dramatic lowering of short-term interest rates from October 2008. Out-of-sample forecasts for 1, 6 and 12 months are generated from each of a dynamic Nelson-Siegel model, autoregressive models for both yields and the principal components extracted from those yields, a slope regression and a random walk model. At short forecasting horizons, there is little difference in the performance of the models both prior to and after 2008. However, for medium- to longer-term horizons, the slope regression provided the best forecasts prior to 2008, while the recent experience of near-zero short interest rates coincides with a period of forecasting superiority for the autoregressive and dynamic Nelson-Siegel models. © 2014 John Wiley & Sons, Ltd.

Evolution, recurrency and kernels in learning to model inflation

This paper provides the most fully comprehensive evidence to date on whether or not monetary aggregates are valuable for forecasting US inflation in the early to mid 2000s. We explore a wide range of different definitions of money, including different methods of aggregation and different collections of included monetary assets. We use non-linear, artificial intelligence techniques, namely, recurrent neural networks, evolution strategies and kernel methods in our forecasting experiment. In the experiment, these three methodologies compete to find the best fitting US inflation forecasting models and are then compared to forecasts from a naive random walk model. The best models were non-linear autoregressive models based on kernel methods. Our findings do not provide much support for the usefulness of monetary aggregates in forecasting inflation. There is evidence in the literature that evolutionary methods can be used to evolve kernels hence our future work should combine the evolutionary and kernel methods to get the benefits of both.

Local-Median Method of Forecasting for Regression Time Series under Outliers

2002 Mathematics Subject Classification: 62M20, 62-07, 62J05, 62P20.

Sensitivity Analysis of the Risk of Forecasting for Autoregressive Time Series with Missing Values

2000 Mathematics Subject Classification: 62M20, 62M10, 62-07.

Short-term wind power forecasting using Gaussian processes

Since wind has an intrinsically complex and stochastic nature, accurate wind power forecasts are necessary for the safety and economics of wind energy utilization. In this paper, we investigate a combination of numeric and probabilistic models: one-day-ahead wind power forecasts were made with Gaussian Processes (GPs) applied to the outputs of a Numerical Weather Prediction (NWP) model. Firstly the wind speed data from NWP was corrected by a GP. Then, as there is always a defined limit on power generated in a wind turbine due the turbine controlling strategy, a Censored GP was used to model the relationship between the corrected wind speed and power output. To validate the proposed approach, two real world datasets were used for model construction and testing. The simulation results were compared with the persistence method and Artificial Neural Networks (ANNs); the proposed model achieves about 11% improvement in forecasting accuracy (Mean Absolute Error) compared to the ANN model on one dataset, and nearly 5% improvement on another.

Estimation of computer waste quantities using forecasting techniques

Technology changes rapidly over years providing continuously more options for computer alternatives and making life easier for economic, intra-relation or any other transactions. However, the introduction of new technology “pushes” old Information and Communication Technology (ICT) products to non-use. E-waste is defined as the quantities of ICT products which are not in use and is bivariate function of the sold quantities, and the probability that specific computers quantity will be regarded as obsolete. In this paper, an e-waste generation model is presented, which is applied to the following regions: Western and Eastern Europe, Asia/Pacific, Japan/Australia/New Zealand, North and South America. Furthermore, cumulative computer sales were retrieved for selected countries of the regions so as to compute obsolete computer quantities. In order to provide robust results for the forecasted quantities, a selection of forecasting models, namely (i) Bass, (ii) Gompertz, (iii) Logistic, (iv) Trend model, (v) Level model, (vi) AutoRegressive Moving Average (ARMA), and (vii) Exponential Smoothing were applied, depicting for each country that model which would provide better results in terms of minimum error indices (Mean Absolute Error and Mean Square Error) for the in-sample estimation. As new technology does not diffuse in all the regions of the world with the same speed due to different socio-economic factors, the lifespan distribution, which provides the probability of a certain quantity of computers to be considered as obsolete, is not adequately modeled in the literature. The time horizon for the forecasted quantities is 2014-2030, while the results show a very sharp increase in the USA and United Kingdom, due to the fact of decreasing computer lifespan and increasing sales.

The involvement/exclusion paradox of spontaneous volunteering:new lessons from winter flood episodes in England

This article focuses on the involvement and management of spontaneous volunteers (SVs). It develops a new theory—which we call the “involvement/exclusion” paradox—about a situation which is frequently manifested when SVs converge in times of disaster. After reviewing research and policy guidance relating to spontaneous volunteering, we present findings from a study of responses to winter flood episodes in England. Taking together the empirical findings and the literature, the article analyzes elements inherent in the involvement/exclusion paradox and develops a conceptual model to illustrate and explain the paradox. Implications for managers and future research are discussed.

Uncertainty propagation in the model web:a case study with e-Habitat

eHabitat is a Web Processing Service (WPS) designed to compute the likelihood of finding ecosystems with equal properties. Inputs to the WPS, typically thematic geospatial "layers", can be discovered using standardised catalogues, and the outputs tailored to specific end user needs. Because these layers can range from geophysical data captured through remote sensing to socio-economical indicators, eHabitat is exposed to a broad range of different types and levels of uncertainties. Potentially chained to other services to perform ecological forecasting, for example, eHabitat would be an additional component further propagating uncertainties from a potentially long chain of model services. This integration of complex resources increases the challenges in dealing with uncertainty. For such a system, as envisaged by initiatives such as the "Model Web" from the Group on Earth Observations, to be used for policy or decision making, users must be provided with information on the quality of the outputs since all system components will be subject to uncertainty. UncertWeb will create the Uncertainty-Enabled Model Web by promoting interoperability between data and models with quantified uncertainty, building on existing open, international standards. It is the objective of this paper to illustrate a few key ideas behind UncertWeb using eHabitat to discuss the main types of uncertainties the WPS has to deal with and to present the benefits of the use of the UncertWeb framework.

Does money matter in inflation forecasting?

This paper provides the most fully comprehensive evidence to date on whether or not monetary aggregates are valuable for forecasting US inflation in the early to mid 2000s. We explore a wide range of different definitions of money, including different methods of aggregation and different collections of included monetary assets. In our forecasting experiment we use two nonlinear techniques, namely, recurrent neural networks and kernel recursive least squares regressiontechniques that are new to macroeconomics. Recurrent neural networks operate with potentially unbounded input memory, while the kernel regression technique is a finite memory predictor. The two methodologies compete to find the best fitting US inflation forecasting models and are then compared to forecasts from a nave random walk model. The best models were nonlinear autoregressive models based on kernel methods. Our findings do not provide much support for the usefulness of monetary aggregates in forecasting inflation. Beyond its economic findings, our study is in the tradition of physicists' long-standing interest in the interconnections among statistical mechanics, neural networks, and related nonparametric statistical methods, and suggests potential avenues of extension for such studies. © 2010 Elsevier B.V. All rights reserved.

Az MTA KRTK KTI munkaerő-piaci előrejelző rendszere = The Institute of Economics labour-market forecasting system

Ebben a cikkben bemutatjuk az MTA KRTK KTI munkaerő-piaci előrejelző rendszerének nagy léptékű szerkezetét, a szerkezet kialakítása során követett főbb elveket. Ismertetjük a hazai gyakorlatban egyedülállóan összetett és széles körű adatrendszert, amelyen a becslést és az előrejelzést elvégeztük. Röviden kitérünk az ágazati GDP előrejelzésére, a modell keresleti és kínálati oldalának működésére, valamint a kereslet és kínálat közötti eltérések dinamikájának vizsgálatára. ______ The article presents the overall structure, and main principles followed in devising the structure, of the labour-market forecasting system developed by the Institute of Economics of the Research Centre for Economic and Regional Studies of the Hungarian Academy of Sciences (MTA KRTK KTI). The authors present the broad, comprehensive data system unprecedented in Hungarian practice, from which the estimate and forecast are made. The article diverges briefly onto the forecasting of branch GDP, the mode of operation of the supply and demand sides of the model, and examination of the dynamics of discrepancies between supply and demand.

Origin of the Grande Ronde Formation flows, Columbia River flood basalt group

Lavas belonging to the Grande Ronde Formation (GRB) constitute about 63% of the Columbia River Basalt Group (CRBG), a flood basalt province in the NW United States. A puzzling feature is the lack of phenocrysts (< 5%) in these chemically evolved lavas. Based mainly on this observation it has been hypothesized that GRB lavas were nearly primary melts generated by large-scale melting of eclogite. Another recent hypothesis holds that GRB magmas were extremely hydrous and rose rapidly from the mantle such that the dissolved water kept the magmas close to their liquidi. I present new textural and chemical evidence to show that GRB lavas were neither primary nor hydrous melts but were derived from other melts via efficient fractional crystallization and mixing in shallow intrusive systems. Texture and chemical features further suggest that the melt mixing process may have been exothermic, which forced variable melting of some of the existing phenocrysts. ^ Finally, reported here are the results of efforts to simulate the higher pressure histories of GRB using COMAGMAT and MELTS softwares. The intent was to evaluate (1) whether such melts could be derived from primary melts formed by partial melting of a peridotite source as an alternative to the eclogite model, or if bulk melting of eclogite is required; and (2) at what pressure such primary melts could have been in equilibrium with the mantle. I carried out both forward and inverse modeling. The best fit forward model indicates that most primitive parent melts related to GRB could have been multiply saturated at ∼1.5--2.0 GPa. I interpret this result to indicate that the parental melts last equilibrated with a peridotitic mantle at 1.5--2.0 GPa and such partial melts rose to ∼0.2 GPa where they underwent efficient mixing and fractionation before erupting. These models suggest that the source rock was not eclogitic but a fertile spinel lherzolite, and that the melts had ∼0.5% water. ^

Mitigating congestion by integrating time forecasting and realtime information aggregation in cellular networks

An iterative travel time forecasting scheme, named the Advanced Multilane Prediction based Real-time Fastest Path (AMPRFP) algorithm, is presented in this dissertation. This scheme is derived from the conventional kernel estimator based prediction model by the association of real-time nonlinear impacts that caused by neighboring arcs’ traffic patterns with the historical traffic behaviors. The AMPRFP algorithm is evaluated by prediction of the travel time of congested arcs in the urban area of Jacksonville City. Experiment results illustrate that the proposed scheme is able to significantly reduce both the relative mean error (RME) and the root-mean-squared error (RMSE) of the predicted travel time. To obtain high quality real-time traffic information, which is essential to the performance of the AMPRFP algorithm, a data clean scheme enhanced empirical learning (DCSEEL) algorithm is also introduced. This novel method investigates the correlation between distance and direction in the geometrical map, which is not considered in existing fingerprint localization methods. Specifically, empirical learning methods are applied to minimize the error that exists in the estimated distance. A direction filter is developed to clean joints that have negative influence to the localization accuracy. Synthetic experiments in urban, suburban and rural environments are designed to evaluate the performance of DCSEEL algorithm in determining the cellular probe’s position. The results show that the cellular probe’s localization accuracy can be notably improved by the DCSEEL algorithm. Additionally, a new fast correlation technique for overcoming the time efficiency problem of the existing correlation algorithm based floating car data (FCD) technique is developed. The matching process is transformed into a 1-dimensional (1-D) curve matching problem and the Fast Normalized Cross-Correlation (FNCC) algorithm is introduced to supersede the Pearson product Moment Correlation Co-efficient (PMCC) algorithm in order to achieve the real-time requirement of the FCD method. The fast correlation technique shows a significant improvement in reducing the computational cost without affecting the accuracy of the matching process.

Forecasting Responses of Seagrass Distributions to Changing Water Quality Using Monitoring Data

Extensive data sets on water quality and seagrass distributions in Florida Bay have been assembled under complementary, but independent, monitoring programs. This paper presents the landscape-scale results from these monitoring programs and outlines a method for exploring the relationships between two such data sets. Seagrass species occurrence and abundance data were used to define eight benthic habitat classes from 677 sampling locations in Florida Bay. Water quality data from 28 monitoring stations spread across the Bay were used to construct a discriminant function model that assigned a probability of a given benthic habitat class occurring for a given combination of water quality variables. Mean salinity, salinity variability, the amount of light reaching the benthos, sediment depth, and mean nutrient concentrations were important predictor variables in the discriminant function model. Using a cross-validated classification scheme, this discriminant function identified the most likely benthic habitat type as the actual habitat type in most cases. The model predicted that the distribution of benthic habitat types in Florida Bay would likely change if water quality and water delivery were changed by human engineering of freshwater discharge from the Everglades. Specifically, an increase in the seasonal delivery of freshwater to Florida Bay should cause an expansion of seagrass beds dominated by Ruppia maritima and Halodule wrightii at the expense of the Thalassia testudinum-dominated community that now occurs in northeast Florida Bay. These statistical techniques should prove useful for predicting landscape-scale changes in community composition in diverse systems where communities are in quasi-equilibrium with environmental drivers.

The inclusion of differentially assessed lands in urban growth model calibration: a comparison of two approaches using SLEUTH

This research sought to understand the role that differentially assessed lands (lands in the United States given tax breaks in return for their guarantee to remain in agriculture) play in influencing urban growth. Our method was to calibrate the SLEUTH urban growth model under two different conditions. The first used an excluded layer that ignored such lands, effectively rendering them available for development. The second treated those lands as totally excluded from development. Our hypothesis was that excluding those lands would yield better metrics of fit with past data. Our results validate our hypothesis since two different metrics that evaluate goodness of fit both yielded higher values when differentially assessed lands are treated as excluded. This suggests that, at least in our study area, differential assessment, which protects farm and ranch lands for tenuous periods of time, has indeed allowed farmland to resist urban development. Including differentially assessed lands also yielded very different calibrated coefficients of growth as the model tried to account for the same growth patterns over two very different excluded areas. Excluded layer design can greatly affect model behavior. Since differentially assessed lands are quite common through the United States and are often ignored in urban growth modeling, the findings of this research can assist other urban growth modelers in designing excluded layers that result in more accurate model calibration and thus forecasting.