Bayesian hierarchical models for analysing spatial point-based data at a grid level: A comparison of approaches

Spatial data are now prevalent in a wide range of fields including environmental and health science. This has led to the development of a range of approaches for analysing patterns in these data. In this paper, we compare several Bayesian hierarchical models for analysing point-based data based on the discretization of the study region, resulting in grid-based spatial data. The approaches considered include two parametric models and a semiparametric model. We highlight the methodology and computation for each approach. Two simulation studies are undertaken to compare the performance of these models for various structures of simulated point-based data which resemble environmental data. A case study of a real dataset is also conducted to demonstrate a practical application of the modelling approaches. Goodness-of-fit statistics are computed to compare estimates of the intensity functions. The deviance information criterion is also considered as an alternative model evaluation criterion. The results suggest that the adaptive Gaussian Markov random field model performs well for highly sparse point-based data where there are large variations or clustering across the space; whereas the discretized log Gaussian Cox process produces good fit in dense and clustered point-based data. One should generally consider the nature and structure of the point-based data in order to choose the appropriate method in modelling a discretized spatial point-based data.

From words to models : a bibliometric approach to designing agent-based models in entrepreneurship

Agent-based modeling and simulation (ABMS) may fit well with entrepreneurship research and practice because the core concepts and basic premises of entrepreneurship coincide with the characteristics of ABMS. However, it is difficult to find cases where ABMS is applied to entrepreneurship research. To apply ABMS to entrepreneurship and organization studies, designing a conceptual model is important; thus to effectively design a conceptual model, various mixed method approaches are being attempted. As a new mixed method approach to ABMS, this study proposes a bibliometric approach to designing agent based models, which establishes and analyzes a domain corpus. This study presents an example on the venture creation process using the bibliometric approach. This example shows us that the results of the multi-agent simulations on the venturing process based on the bibliometric approach are close to each nation’s surveyed data on the venturing activities. In conclusion, by the bibliometric approach proposed in this study, all the agents and the agents’ behaviors related to a phenomenon can be extracted effectively, and a conceptual model for ABMS can be designed with the agents and their behaviors. This study contributes to the entrepreneurship and organization studies by promoting the application of ABMS.

Advanced computer simulation of the milling process

Process modelling is an integral part of any process industry. Several sugar factory models have been developed over the years to simulate the unit operations. An enhanced and comprehensive milling process simulation model has been developed to analyse the performance of the milling train and to assess the impact of changes and advanced control options for improved operational efficiency. The developed model is incorporated in a proprietary software package ‘SysCAD’. As an example, the milling process model has been used to predict a significant loss of extraction by returning the cush from the juice screen before #3 mill instead of before #2 mill as is more commonly done. Further work is being undertaken to more accurately model extraction processes in a milling train, to examine extraction issues dynamically and to integrate the model into a whole factory model.

Simulation-based density estimation for time series using covariate data

This paper proposes a simulation-based density estimation technique for time series that exploits information found in covariate data. The method can be paired with a large range of parametric models used in time series estimation. We derive asymptotic properties of the estimator and illustrate attractive finite sample properties for a range of well-known econometric and financial applications.

Computation of Mathematical Models for Complex Industrial Processes

Designed for undergraduate and postgraduate students, academic researchers and industrial practitioners, this book provides comprehensive case studies on numerical computing of industrial processes and step-by-step procedures for conducting industrial computing. It assumes minimal knowledge in numerical computing and computer programming, making it easy to read, understand and follow. Topics discussed include fundamentals of industrial computing, finite difference methods, the Wavelet-Collocation Method, the Wavelet-Galerkin Method, High Resolution Methods, and comparative studies of various methods. These are discussed using examples of carefully selected models from real processes of industrial significance. The step-by-step procedures in all these case studies can be easily applied to other industrial processes without a need for major changes and thus provide readers with useful frameworks for the applications of engineering computing in fundamental research problems and practical development scenarios.

Building energy simulation and parallel computing : opportunities and challenges

Increased focus on energy cost savings and carbon footprint reduction efforts improved the visibility of building energy simulation, which became a mandatory requirement of several building rating systems. Despite developments in building energy simulation algorithms and user interfaces, there are some major challenges associated with building energy simulation; an important one is the computational demands and processing time. In this paper, we analyze the opportunities and challenges associated with this topic while executing a set of 275 parametric energy models simultaneously in EnergyPlus using a High Performance Computing (HPC) cluster. Successful parallel computing implementation of building energy simulations will not only improve the time necessary to get the results and enable scenario development for different design considerations, but also might enable Dynamic-Building Information Modeling (BIM) integration and near real-time decision-making. This paper concludes with the discussions on future directions and opportunities associated with building energy modeling simulations.

Effects of strain artefacts arising from a pre-defined callus domain in models of bone healing mechanobiology

Iterative computational models have been used to investigate the regulation of bone fracture healing by local mechanical conditions. Although their predictions replicate some mechanical responses and histological features, they do not typically reproduce the predominantly radial hard callus growth pattern observed in larger mammals. We hypothesised that this discrepancy results from an artefact of the models’ initial geometry. Using axisymmetric finite element models, we demonstrated that pre-defining a field of soft tissue in which callus may develop introduces high deviatoric strains in the periosteal region adjacent to the fracture. These bone-inhibiting strains are not present when the initial soft tissue is confined to a thin periosteal layer. As observed in previous healing models, tissue differentiation algorithms regulated by deviatoric strain predicted hard callus forming remotely and growing towards the fracture. While dilatational strain regulation allowed early bone formation closer to the fracture, hard callus still formed initially over a broad area, rather than expanding over time. Modelling callus growth from a thin periosteal layer successfully predicted the initiation of hard callus growth close to the fracture site. However, these models were still susceptible to elevated deviatoric strains in the soft tissues at the edge of the hard callus. Our study highlights the importance of the initial soft tissue geometry used for finite element models of fracture healing. If this cannot be defined accurately, alternative mechanisms for the prediction of early callus development should be investigated.

Dynamic agent composition for large-scale agent-based models

PURPOSE: This paper describes dynamic agent composition, used to support the development of flexible and extensible large-scale agent-based models (ABMs). This approach was motivated by a need to extend and modify, with ease, an ABM with an underlying networked structure as more information becomes available. Flexibility was also sought after so that simulations are set up with ease, without the need to program. METHODS: The dynamic agent composition approach consists in having agents, whose implementation has been broken into atomic units, come together at runtime to form the complex system representation on which simulations are run. These components capture information at a fine level of detail and provide a vast range of combinations and options for a modeller to create ABMs. RESULTS: A description of the dynamic agent composition is given in this paper, as well as details about its implementation within MODAM (MODular Agent-based Model), a software framework which is applied to the planning of the electricity distribution network. Illustrations of the implementation of the dynamic agent composition are consequently given for that domain throughout the paper. It is however expected that this approach will be beneficial to other problem domains, especially those with a networked structure, such as water or gas networks. CONCLUSIONS: Dynamic agent composition has many advantages over the way agent-based models are traditionally built for the users, the developers, as well as for agent-based modelling as a scientific approach. Developers can extend the model without the need to access or modify previously written code; they can develop groups of entities independently and add them to those already defined to extend the model. Users can mix-and-match already implemented components to form large-scales ABMs, allowing them to quickly setup simulations and easily compare scenarios without the need to program. The dynamic agent composition provides a natural simulation space over which ABMs of networked structures are represented, facilitating their implementation; and verification and validation of models is facilitated by quickly setting up alternative simulations.

Numerical simulation of railway track supporting system using finite-infinite and thin layer elements under impulsive loads

The present study deals with two dimensional, numerical simulation of railway track supporting system subjected to dynamic excitation force. Under plane strain condition, the coupled finite-infinite elements to represent the near and far field stress distribution and thin layer interface element was employed to model the interfacial behavior between sleepers and ballast. To account for the relative debonding, slipping and crushing that could take place in the contact area between the sleepers and ballast, modified Mohr-Coulomb criterion was adopted. Furthermore an attempt has been made to consider the elasto-plastic material non-linearity of the railway track supporting media by employing different constitutive models to represent steel, concrete and supporting materials. Based on the proposed physical and constitutive modeling a code has been developed for dynamic loads. The applicability of the developed F.E code has been demonstrated by analyzing a real railway supporting structure.

Thermal behavior of kaolinite–urea intercalation complex and molecular dynamics simulation for urea molecule orientation

The thermal behavior of kaolinite–urea intercalation complex was investigated by thermogravimetry–differential scanning calorimetry (TG–DSC), X-ray diffraction (XRD), and fourier transform infrared spectroscopy (FTIR). In addition, the interaction mode of urea molecules intercalated into the kaolinite gallery was studied by means of molecular dynamics simulation. Three main mass losses were observed at 136 °C, in the range of 210–270 °C, and at 500 °C in the TG–DSC curves, which were, respectively, attributed to (1) melting of the surface-adsorbed urea, (2) removal of the intercalated urea, and (3) dehydroxylation of the deintercalated kaolinite. The three DSC endothermic peaks at 218, 250, and 261 °C were related to the successive removals of intercalated urea with three different distribution structures. Based on the angle between the dipole moment vector of urea and the basal surface of kaolinite, the three urea models could be described as follows: (1) Type A, the dipole moment vector is nearly parallel to the basal surface of kaolinite; (2) Type B, the dipole moment vector points to the silica tetrahedron with the angle between it and the basal surface of kaolinite ranging from 20°to 40°; and (3) Type C, the dipole moment vector is nearly perpendicular to the basal surface of kaolinite. The three distribution structures of urea molecules were validated by the results of the molecular dynamics simulation. Furthermore, the thermal behavior of the kaolinite–urea intercalation complex investigated by TG–DSC was also supported by FTIR and XRD analyses.

An evaluation of the effectiveness of Value-at-Risk (VaR) models for Australian banks under Basel III

This study compares Value-at-Risk (VaR) measures for Australian banks over a period that includes the Global Financial Crisis (GFC) to determine whether the methodology and parameter selection are important for capital adequacy holdings that will ultimately support a bank in a crisis period. VaR methodology promoted under Basel II was largely criticised during the GFC for its failure to capture downside risk. However, results from this study indicate that 1-year parametric and historical models produce better measures of VaR than models with longer time frames. VaR estimates produced using Monte Carlo simulations show a high percentage of violations but with lower average magnitude of a violation when they occur. VaR estimates produced by the ARMA GARCH model also show a relatively high percentage of violations, however, the average magnitude of a violation is quite low. Our findings support the design of the revised Basel II VaR methodology which has also been adopted under Basel III.

Bayesian parametric bootstrap for models with intractable likelihoods

In this paper it is demonstrated how the Bayesian parametric bootstrap can be adapted to models with intractable likelihoods. The approach is most appealing when the semi-automatic approximate Bayesian computation (ABC) summary statistics are selected. After a pilot run of ABC, the likelihood-free parametric bootstrap approach requires very few model simulations to produce an approximate posterior, which can be a useful approximation in its own right. An alternative is to use this approximation as a proposal distribution in ABC algorithms to make them more efficient. In this paper, the parametric bootstrap approximation is used to form the initial importance distribution for the sequential Monte Carlo and the ABC importance and rejection sampling algorithms. The new approach is illustrated through a simulation study of the univariate g-and- k quantile distribution, and is used to infer parameter values of a stochastic model describing expanding melanoma cell colonies.

Agent-based simulation as a component of mixed methods in entrepreneurship research

As a new research method supplementing the existing qualitative and quantitative approaches, agent-based modelling and simulation (ABMS) may fit well within the entrepreneurship field because the core concepts and basic premises of entrepreneurship coincide with the characteristics of ABMS (McKelvey, 2004; Yang & Chandra, 2013). Agent-based simulation is a simulation method based on agent-based models. The agentbased models are composed of heterogeneous agents and their behavioural rules. By repeatedly carrying out agent-based simulations on a computer, the simulations reproduce each agent’s behaviour, their interactive process, and the emerging macroscopic phenomenon according to the flow of time. Using agent-based simulations, researchers may investigate temporal or dynamic effects of each agent’s behaviours.