Prediction of dynamical, nonlinear, and unstable process behavior

Process scheduling techniques consider the current load situation to allocate computing resources. Those techniques make approximations such as the average of communication, processing, and memory access to improve the process scheduling, although processes may present different behaviors during their whole execution. They may start with high communication requirements and later just processing. By discovering how processes behave over time, we believe it is possible to improve the resource allocation. This has motivated this paper which adopts chaos theory concepts and nonlinear prediction techniques in order to model and predict process behavior. Results confirm the radial basis function technique which presents good predictions and also low processing demands show what is essential in a real distributed environment.

Numerical prediction of three-dimensional time-dependent viscoelastic extrudate swell using differential and algebraic models

This study investigates the numerical simulation of three-dimensional time-dependent viscoelastic free surface flows using the Upper-Convected Maxwell (UCM) constitutive equation and an algebraic explicit model. This investigation was carried out to develop a simplified approach that can be applied to the extrudate swell problem. The relevant physics of this flow phenomenon is discussed in the paper and an algebraic model to predict the extrudate swell problem is presented. It is based on an explicit algebraic representation of the non-Newtonian extra-stress through a kinematic tensor formed with the scaled dyadic product of the velocity field. The elasticity of the fluid is governed by a single transport equation for a scalar quantity which has dimension of strain rate. Mass and momentum conservations, and the constitutive equation (UCM and algebraic model) were solved by a three-dimensional time-dependent finite difference method. The free surface of the fluid was modeled using a marker-and-cell approach. The algebraic model was validated by comparing the numerical predictions with analytic solutions for pipe flow. In comparison with the classical UCM model, one advantage of this approach is that computational workload is substantially reduced: the UCM model employs six differential equations while the algebraic model uses only one. The results showed stable flows with very large extrudate growths beyond those usually obtained with standard differential viscoelastic models. (C) 2010 Elsevier Ltd. All rights reserved.

Evolutionary model trees for handling continuous classes in machine learning

Model trees are a particular case of decision trees employed to solve regression problems. They have the advantage of presenting an interpretable output, helping the end-user to get more confidence in the prediction and providing the basis for the end-user to have new insight about the data, confirming or rejecting hypotheses previously formed. Moreover, model trees present an acceptable level of predictive performance in comparison to most techniques used for solving regression problems. Since generating the optimal model tree is an NP-Complete problem, traditional model tree induction algorithms make use of a greedy top-down divide-and-conquer strategy, which may not converge to the global optimal solution. In this paper, we propose a novel algorithm based on the use of the evolutionary algorithms paradigm as an alternate heuristic to generate model trees in order to improve the convergence to globally near-optimal solutions. We call our new approach evolutionary model tree induction (E-Motion). We test its predictive performance using public UCI data sets, and we compare the results to traditional greedy regression/model trees induction algorithms, as well as to other evolutionary approaches. Results show that our method presents a good trade-off between predictive performance and model comprehensibility, which may be crucial in many machine learning applications. (C) 2010 Elsevier Inc. All rights reserved.

A new scale-invariant ratio and finite-size scaling for the stochastic susceptible-infected-recovered model

The critical behavior of the stochastic susceptible-infected-recovered model on a square lattice is obtained by numerical simulations and finite-size scaling. The order parameter as well as the distribution in the number of recovered individuals is determined as a function of the infection rate for several values of the system size. The analysis around criticality is obtained by exploring the close relationship between the present model and standard percolation theory. The quantity UP, equal to the ratio U between the second moment and the squared first moment of the size distribution multiplied by the order parameter P, is shown to have, for a square system, a universal value 1.0167(1) that is the same for site and bond percolation, confirming further that the SIR model is also in the percolation class.

Complexity and anisotropy in host morphology make populations less susceptible to epidemic outbreaks

One of the challenges in epidemiology is to account for the complex morphological structure of hosts such as plant roots, crop fields, farms, cells, animal habitats and social networks, when the transmission of infection occurs between contiguous hosts. Morphological complexity brings an inherent heterogeneity in populations and affects the dynamics of pathogen spread in such systems. We have analysed the influence of realistically complex host morphology on the threshold for invasion and epidemic outbreak in an SIR (susceptible-infected-recovered) epidemiological model. We show that disorder expressed in the host morphology and anisotropy reduces the probability of epidemic outbreak and thus makes the system more resistant to epidemic outbreaks. We obtain general analytical estimates for minimally safe bounds for an invasion threshold and then illustrate their validity by considering an example of host data for branching hosts (salamander retinal ganglion cells). Several spatial arrangements of hosts with different degrees of heterogeneity have been considered in order to separately analyse the role of shape complexity and anisotropy in the host population. The estimates for invasion threshold are linked to morphological characteristics of the hosts that can be used for determining the threshold for invasion in practical applications.

Prediction in Multilevel Logistic Regression

The purpose of this article is to present a new method to predict the response variable of an observation in a new cluster for a multilevel logistic regression. The central idea is based on the empirical best estimator for the random effect. Two estimation methods for multilevel model are compared: penalized quasi-likelihood and Gauss-Hermite quadrature. The performance measures for the prediction of the probability for a new cluster observation of the multilevel logistic model in comparison with the usual logistic model are examined through simulations and an application.

Bayesian Analysis for Nonlinear Regression Model Under Skewed Errors, with Application in Growth Curves

We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.

Predicting random effects with an expanded finite population mixed model

Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

The influence of ARIMA-GARCH parameters in feed forward neural networks prediction

The objective of this article is to find out the influence of the parameters of the ARIMA-GARCH models in the prediction of artificial neural networks (ANN) of the feed forward type, trained with the Levenberg-Marquardt algorithm, through Monte Carlo simulations. The paper presents a study of the relationship between ANN performance and ARIMA-GARCH model parameters, i.e. the fact that depending on the stationarity and other parameters of the time series, the ANN structure should be selected differently. Neural networks have been widely used to predict time series and their capacity for dealing with non-linearities is a normally outstanding advantage. However, the values of the parameters of the models of generalized autoregressive conditional heteroscedasticity have an influence on ANN prediction performance. The combination of the values of the GARCH parameters with the ARIMA autoregressive terms also implies in ANN performance variation. Combining the parameters of the ARIMA-GARCH models and changing the ANN`s topologies, we used the Theil inequality coefficient to measure the prediction of the feed forward ANN.

A New Approach to the Prediction of Partition Coefficients in Water/Organic Interfaces

In the present work, a new approach for the determination of the partition coefficient in different interfaces based on the density function theory is proposed. Our results for log P(ow) considering a n-octanol/water interface for a large super cell for acetone -0.30 (-0.24) and methane 0.95 (0.78) are comparable with the experimental data given in parenthesis. We believe that these differences are mainly related to the absence of van der Walls interactions and the limited number of molecules considered in the super cell. The numerical deviations are smaller than that observed for interpolation based tools. As the proposed model is parameter free, it is not limited to the n-octanol/water interface.

PREDICTION OF METAL CATION TOXICITY TO THE BIOLUMINESCENT FUNGUS GERRONEMA VIRIDILUCENS

A correlation between the physicochemical properties of mono- [Li(I), K(I), Na(I)] and divalent [Cd(II), Cu(II), Mn(II), Ni(II), Co(II), Zn(II), Mg(II), Ca(II)] metal cations and their toxicity (evaluated by the free ion median effective concentration. EC50(F)) to the naturally bioluminescent fungus Gerronema viridilucens has been studied using the quantitative ion character activity relationship (QICAR) approach. Among the 11 ionic parameters used in the current study, a univariate model based on the covalent index (X(m)(2)r) proved to be the most adequate for prediction of fungal metal toxicity evaluated by the logarithm of free ion median effective concentration (log EC50(F)): log EC50(F) = 4.243 (+/-0.243) -1.268 (+/-0.125).X(m)(2)r (adj-R(2) = 0.9113, Alkaike information criterion [AIC] = 60.42). Additional two- and three-variable models were also tested and proved less suitable to fit the experimental data. These results indicate that covalent bonding is a good indicator of metal inherent toxicity to bioluminescent fungi. Furthermore, the toxicity of additional metal ions [Ag(I), Cs(I), Sr(II), Ba(II), Fe(II), Hg(II), and Pb(II)] to G. viridilucens was predicted, and Pb was found to be the most toxic metal to this bioluminescent fungus (EC50(F)): Pb(II) > Ag(I) > Hg(I) > Cd(II) > Cu(II) > Co(II) Ni(II) > Mn(II) > Fe(II) approximate to Zn(II) > Mg(II) approximate to Ba(II) approximate to Cs(I) > Li(I) > K(I) approximate to Na(I) approximate to Sr(II)> Ca(II). Environ. Toxicol. Chem. 2010;29:2177-2181. (C) 2010 SETAC

Likelihood prediction for generalized linear mixed models under covariate uncertainty

This paper presents the techniques of likelihood prediction for the generalized linear mixed models. Methods of likelihood prediction is explained through a series of examples; from a classical one to more complicated ones. The examples show, in simple cases, that the likelihood prediction (LP) coincides with already known best frequentist practice such as the best linear unbiased predictor. The paper outlines a way to deal with the covariate uncertainty while producing predictive inference. Using a Poisson error-in-variable generalized linear model, it has been shown that in complicated cases LP produces better results than already know methods.

Speed prediction for triggering vehicle activated signs

Accurate speed prediction is a crucial step in the development of a dynamic vehcile activated sign (VAS). A previous study showed that the optimal trigger speed of such signs will need to be pre-determined according to the nature of the site and to the traffic conditions. The objective of this paper is to find an accurate predictive model based on historical traffic speed data to derive the optimal trigger speed for such signs. Adaptive neuro fuzzy (ANFIS), classification and regression tree (CART) and random forest (RF) were developed to predict one step ahead speed during all times of the day. The developed models were evaluated and compared to the results obtained from artificial neural network (ANN), multiple linear regression (MLR) and naïve prediction using traffic speed data collected at four sites located in Sweden. The data were aggregated into two periods, a short term period (5-min) and a long term period (1-hour). The results of this study showed that using RF is a promising method for predicting mean speed in the two proposed periods.. It is concluded that in terms of performance and computational complexity, a simplistic input features to the predicitive model gave a marked increase in the response time of the model whilse still delivering a low prediction error.

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.

Evaluation Of Reservoir Model Integration With Deterministic And Probabilistic Streamflow Forecasts

Due to the increase in water demand and hydropower energy, it is getting more important to operate hydraulic structures in an efficient manner while sustaining multiple demands. Especially, companies, governmental agencies, consultant offices require effective, practical integrated tools and decision support frameworks to operate reservoirs, cascades of run-of-river plants and related elements such as canals by merging hydrological and reservoir simulation/optimization models with various numerical weather predictions, radar and satellite data. The model performance is highly related with the streamflow forecast, related uncertainty and its consideration in the decision making. While deterministic weather predictions and its corresponding streamflow forecasts directly restrict the manager to single deterministic trajectories, probabilistic forecasts can be a key solution by including uncertainty in flow forecast scenarios for dam operation. The objective of this study is to compare deterministic and probabilistic streamflow forecasts on an earlier developed basin/reservoir model for short term reservoir management. The study is applied to the Yuvacık Reservoir and its upstream basin which is the main water supply of Kocaeli City located in the northwestern part of Turkey. The reservoir represents a typical example by its limited capacity, downstream channel restrictions and high snowmelt potential. Mesoscale Model 5 and Ensemble Prediction System data are used as a main input and the flow forecasts are done for 2012 year using HEC-HMS. Hydrometeorological rule-based reservoir simulation model is accomplished with HEC-ResSim and integrated with forecasts. Since EPS based hydrological model produce a large number of equal probable scenarios, it will indicate how uncertainty spreads in the future. Thus, it will provide risk ranges in terms of spillway discharges and reservoir level for operator when it is compared with deterministic approach. The framework is fully data driven, applicable, useful to the profession and the knowledge can be transferred to other similar reservoir systems.