Dynamic fault tree analysis with PEWMA modeling of event rates and Bayesian updating of material balance parameters using MCMC

This research explores Bayesian updating as a tool for estimating parameters probabilistically by dynamic analysis of data sequences. Two distinct Bayesian updating methodologies are assessed. The first approach focuses on Bayesian updating of failure rates for primary events in fault trees. A Poisson Exponentially Moving Average (PEWMA) model is implemnented to carry out Bayesian updating of failure rates for individual primary events in the fault tree. To provide a basis for testing of the PEWMA model, a fault tree is developed based on the Texas City Refinery incident which occurred in 2005. A qualitative fault tree analysis is then carried out to obtain a logical expression for the top event. A dynamic Fault Tree analysis is carried out by evaluating the top event probability at each Bayesian updating step by Monte Carlo sampling from posterior failure rate distributions. It is demonstrated that PEWMA modeling is advantageous over conventional conjugate Poisson-Gamma updating techniques when failure data is collected over long time spans. The second approach focuses on Bayesian updating of parameters in non-linear forward models. Specifically, the technique is applied to the hydrocarbon material balance equation. In order to test the accuracy of the implemented Bayesian updating models, a synthetic data set is developed using the Eclipse reservoir simulator. Both structured grid and MCMC sampling based solution techniques are implemented and are shown to model the synthetic data set with good accuracy. Furthermore, a graphical analysis shows that the implemented MCMC model displays good convergence properties. A case study demonstrates that Likelihood variance affects the rate at which the posterior assimilates information from the measured data sequence. Error in the measured data significantly affects the accuracy of the posterior parameter distributions. Increasing the likelihood variance mitigates random measurement errors, but casuses the overall variance of the posterior to increase. Bayesian updating is shown to be advantageous over deterministic regression techniques as it allows for incorporation of prior belief and full modeling uncertainty over the parameter ranges. As such, the Bayesian approach to estimation of parameters in the material balance equation shows utility for incorporation into reservoir engineering workflows.

Dynamic safety analysis of managed pressure drilling operations

The exploration and development of oil and gas reserves located in harsh offshore environments are characterized with high risk. Some of these reserves would be uneconomical if produced using conventional drilling technology due to increased drilling problems and prolonged non-productive time. Seeking new ways to reduce drilling cost and minimize risks has led to the development of Managed Pressure Drilling techniques. Managed pressure drilling methods address the drawbacks of conventional overbalanced and underbalanced drilling techniques. As managed pressure drilling techniques are evolving, there are many unanswered questions related to safety and operating pressure regimes. Quantitative risk assessment techniques are often used to answer these questions. Quantitative risk assessment is conducted for the various stages of drilling operations – drilling ahead, tripping operation, casing and cementing. A diagnostic model for analyzing the rotating control device, the main component of managed pressure drilling techniques, is also studied. The logic concept of Noisy-OR is explored to capture the unique relationship between casing and cementing operations in leading to well integrity failure as well as its usage to model the critical components of constant bottom-hole pressure drilling technique of managed pressure drilling during tripping operation. Relevant safety functions and inherent safety principles are utilized to improve well integrity operations. Loss function modelling approach to enable dynamic consequence analysis is adopted to study blowout risk for real-time decision making. The aggregation of the blowout loss categories, comprising: production, asset, human health, environmental response and reputation losses leads to risk estimation using dynamically determined probability of occurrence. Lastly, various sub-models developed for the stages/sub-operations of drilling operations and the consequence modelling approach are integrated for a holistic risk analysis of drilling operations.

Automatic maintenance of category hierarchy

Category hierarchy is an abstraction mechanism for efficiently managing large-scale resources. In an open environment, a category hierarchy will inevitably become inappropriate for managing resources that constantly change with unpredictable pattern. An inappropriate category hierarchy will mislead the management of resources. The increasing dynamicity and scale of online resources increase the requirement of automatically maintaining category hierarchy. Previous studies about category hierarchy mainly focus on either the generation of category hierarchy or the classification of resources under a pre-defined category hierarchy. The automatic maintenance of category hierarchy has been neglected. Making abstraction among categories and measuring the similarity between categories are two basic behaviours to generate a category hierarchy. Humans are good at making abstraction but limited in ability to calculate the similarities between large-scale resources. Computing models are good at calculating the similarities between large-scale resources but limited in ability to make abstraction. To take both advantages of human view and computing ability, this paper proposes a two-phase approach to automatically maintaining category hierarchy within two scales by detecting the internal pattern change of categories. The global phase clusters resources to generate a reference category hierarchy and gets similarity between categories to detect inappropriate categories in the initial category hierarchy. The accuracy of the clustering approaches in generating category hierarchy determines the rationality of the global maintenance. The local phase detects topical changes and then adjusts inappropriate categories with three local operations. The global phase can quickly target inappropriate categories top-down and carry out cross-branch adjustment, which can also accelerate the local-phase adjustments. The local phase detects and adjusts the local-range inappropriate categories that are not adjusted in the global phase. By incorporating the two complementary phase adjustments, the approach can significantly improve the topical cohesion and accuracy of category hierarchy. A new measure is proposed for evaluating category hierarchy considering not only the balance of the hierarchical structure but also the accuracy of classification. Experiments show that the proposed approach is feasible and effective to adjust inappropriate category hierarchy. The proposed approach can be used to maintain the category hierarchy for managing various resources in dynamic application environment. It also provides an approach to specialize the current online category hierarchy to organize resources with more specific categories.

Essays on the Dynamic Decisions of Homeowners and Retailers

Urban problems have several features that make them inherently dynamic. Large transaction costs all but guarantee that homeowners will do their best to consider how a neighborhood might change before buying a house. Similarly, stores face large sunk costs when opening, and want to be sure that their investment will pay off in the long run. In line with those concerns, different areas of Economics have made recent advances in modeling those questions within a dynamic framework. This dissertation contributes to those efforts.

Chapter 2 discusses how to model an agent’s location decision when the agent must learn about an exogenous amenity that may be changing over time. The model is applied to estimating the marginal willingness to pay to avoid crime, in which agents are learning about the crime rate in a neighborhood, and the crime rate can change in predictable (Markovian) ways.

Chapters 3 and 4 concentrate on location decision problems when there are externalities between decision makers. Chapter 3 focuses on the decision of business owners to open a store, when its demand is a function of other nearby stores, either through competition, or through spillovers on foot traffic. It uses a dynamic model in continuous time to model agents’ decisions. A particular challenge is isolating the contribution of spillovers from the contribution of other unobserved neighborhood attributes that could also lead to agglomeration. A key contribution of this chapter is showing how we can use information on storefront ownership to help separately identify spillovers.

Finally, chapter 4 focuses on a class of models in which families prefer to live

close to similar neighbors. This chapter provides the first simulation of such a model in which agents are forward looking, and shows that this leads to more segregation than it would have been observed with myopic agents, which is the standard in this literature. The chapter also discusses several extensions of the model that can be used to investigate relevant questions such as the arrival of a large contingent high skilled tech workers in San Francisco, the immigration of hispanic families to several southern American cities, large changes in local amenities, such as the construction of magnet schools or metro stations, and the flight of wealthy residents from cities in the Rust belt, such as Detroit.

RNA Virus Evolution: a Cross-scale, Disease Dynamic Perspective

RNA viruses are an important cause of global morbidity and mortality. The rapid evolutionary rates of RNA virus pathogens, caused by high replication rates and error-prone polymerases, can make the pathogens difficult to control. RNA viruses can undergo immune escape within their hosts and develop resistance to the treatment and vaccines we design to fight them. Understanding the spread and evolution of RNA pathogens is essential for reducing human suffering. In this dissertation, I make use of the rapid evolutionary rate of viral pathogens to answer several questions about how RNA viruses spread and evolve. To address each of the questions, I link mathematical techniques for modeling viral population dynamics with phylogenetic and coalescent techniques for analyzing and modeling viral genetic sequences and evolution. The first project uses multi-scale mechanistic modeling to show that decreases in viral substitution rates over the course of an acute infection, combined with the timing of infectious hosts transmitting new infections to susceptible individuals, can account for discrepancies in viral substitution rates in different host populations. The second project combines coalescent models with within-host mathematical models to identify driving evolutionary forces in chronic hepatitis C virus infection. The third project compares the effects of intrinsic and extrinsic viral transmission rate variation on viral phylogenies.

Bayesian Learning with Dependency Structures via Latent Factors, Mixtures, and Copulas

Bayesian methods offer a flexible and convenient probabilistic learning framework to extract interpretable knowledge from complex and structured data. Such methods can characterize dependencies among multiple levels of hidden variables and share statistical strength across heterogeneous sources. In the first part of this dissertation, we develop two dependent variational inference methods for full posterior approximation in non-conjugate Bayesian models through hierarchical mixture- and copula-based variational proposals, respectively. The proposed methods move beyond the widely used factorized approximation to the posterior and provide generic applicability to a broad class of probabilistic models with minimal model-specific derivations. In the second part of this dissertation, we design probabilistic graphical models to accommodate multimodal data, describe dynamical behaviors and account for task heterogeneity. In particular, the sparse latent factor model is able to reveal common low-dimensional structures from high-dimensional data. We demonstrate the effectiveness of the proposed statistical learning methods on both synthetic and real-world data.

Predicting Transcript Production Rates in Yeast With Sparse Linear Models

To provide biological insights into transcriptional regulation, a couple of groups have recently presented models relating the promoter DNA-bound transcription factors (TFs) to downstream gene’s mean transcript level or transcript production rates over time. However, transcript production is dynamic in response to changes of TF concentrations over time. Also, TFs are not the only factors binding to promoters; other DNA binding factors (DBFs) bind as well, especially nucleosomes, resulting in competition between DBFs for binding at same genomic location. Additionally, not only TFs, but also some other elements regulate transcription. Within core promoter, various regulatory elements influence RNAPII recruitment, PIC formation, RNAPII searching for TSS, and RNAPII initiating transcription. Moreover, it is proposed that downstream from TSS, nucleosomes resist RNAPII elongation.

Here, we provide a machine learning framework to predict transcript production rates from DNA sequences. We applied this framework in the S. cerevisiae yeast for two scenarios: a) to predict the dynamic transcript production rate during the cell cycle for native promoters; b) to predict the mean transcript production rate over time for synthetic promoters. As far as we know, our framework is the first successful attempt to have a model that can predict dynamic transcript production rates from DNA sequences only: with cell cycle data set, we got Pearson correlation coefficient Cp = 0.751 and coefficient of determination r2 = 0.564 on test set for predicting dynamic transcript production rate over time. Also, for DREAM6 Gene Promoter Expression Prediction challenge, our fitted model outperformed all participant teams, best of all teams, and a model combining best team’s k-mer based sequence features and another paper’s biologically mechanistic features, in terms of all scoring metrics.

Moreover, our framework shows its capability of identifying generalizable fea- tures by interpreting the highly predictive models, and thereby provide support for associated hypothesized mechanisms about transcriptional regulation. With the learned sparse linear models, we got results supporting the following biological insights: a) TFs govern the probability of RNAPII recruitment and initiation possibly through interactions with PIC components and transcription cofactors; b) the core promoter amplifies the transcript production probably by influencing PIC formation, RNAPII recruitment, DNA melting, RNAPII searching for and selecting TSS, releasing RNAPII from general transcription factors, and thereby initiation; c) there is strong transcriptional synergy between TFs and core promoter elements; d) the regulatory elements within core promoter region are more than TATA box and nucleosome free region, suggesting the existence of still unidentified TAF-dependent and cofactor-dependent core promoter elements in yeast S. cerevisiae; e) nucleosome occupancy is helpful for representing +1 and -1 nucleosomes’ regulatory roles on transcription.

Dynamic classifiers for neonatal brain monitoring

Brain injury due to lack of oxygen or impaired blood flow around the time of birth, may cause long term neurological dysfunction or death in severe cases. The treatments need to be initiated as soon as possible and tailored according to the nature of the injury to achieve best outcomes. The Electroencephalogram (EEG) currently provides the best insight into neurological activities. However, its interpretation presents formidable challenge for the neurophsiologists. Moreover, such expertise is not widely available particularly around the clock in a typical busy Neonatal Intensive Care Unit (NICU). Therefore, an automated computerized system for detecting and grading the severity of brain injuries could be of great help for medical staff to diagnose and then initiate on-time treatments. In this study, automated systems for detection of neonatal seizures and grading the severity of Hypoxic-Ischemic Encephalopathy (HIE) using EEG and Heart Rate (HR) signals are presented. It is well known that there is a lot of contextual and temporal information present in the EEG and HR signals if examined at longer time scale. The systems developed in the past, exploited this information either at very early stage of the system without any intelligent block or at very later stage where presence of such information is much reduced. This work has particularly focused on the development of a system that can incorporate the contextual information at the middle (classifier) level. This is achieved by using dynamic classifiers that are able to process the sequences of feature vectors rather than only one feature vector at a time.

Computational models for improved diagnosis and prognosis of stroke using robot-based biomarkers

Stroke is a leading cause of death and permanent disability worldwide, affecting millions of individuals. Traditional clinical scores for assessment of stroke-related impairments are inherently subjective and limited by inter-rater and intra-rater reliability, as well as floor and ceiling effects. In contrast, robotic technologies provide objective, highly repeatable tools for quantification of neurological impairments following stroke. KINARM is an exoskeleton robotic device that provides objective, reliable tools for assessment of sensorimotor, proprioceptive and cognitive brain function by means of a battery of behavioral tasks. As such, KINARM is particularly useful for assessment of neurological impairments following stroke. This thesis introduces a computational framework for assessment of neurological impairments using the data provided by KINARM. This is done by achieving two main objectives. First, to investigate how robotic measurements can be used to estimate current and future abilities to perform daily activities for subjects with stroke. We are able to predict clinical scores related to activities of daily living at present and future time points using a set of robotic biomarkers. The findings of this analysis provide a proof of principle that robotic evaluation can be an effective tool for clinical decision support and target-based rehabilitation therapy. The second main objective of this thesis is to address the emerging problem of long assessment time, which can potentially lead to fatigue when assessing subjects with stroke. To address this issue, we examine two time reduction strategies. The first strategy focuses on task selection, whereby KINARM tasks are arranged in a hierarchical structure so that an earlier task in the assessment procedure can be used to decide whether or not subsequent tasks should be performed. The second strategy focuses on time reduction on the longest two individual KINARM tasks. Both reduction strategies are shown to provide significant time savings, ranging from 30% to 90% using task selection and 50% using individual task reductions, thereby establishing a framework for reduction of assessment time on a broader set of KINARM tasks. All in all, findings of this thesis establish an improved platform for diagnosis and prognosis of stroke using robot-based biomarkers.

Monitoring of Dynamic Bridge Behaviour Using Digital Image Correlation

Bridges are a critical part of North America’s transportation network that need to be assessed frequently to inform bridge management decision making. Visual inspections are usually implemented for this purpose, during which inspectors must observe and report any excess displacements or vibrations. Unfortunately, these visual inspections are subjective and often highly variable and so a monitoring technology that can provide quantitative measurements to supplement inspections is needed. Digital Image Correlation (DIC) is a novel monitoring technology that uses digital images to measure displacement fields without any contact with the bridge. In this research, DIC and accelerometers were used to investigate the dynamic response of a railway bridge reported to experience large lateral displacements. Displacements were estimated using accelerometer measurements and were compared to DIC measurements. It was shown that accelerometers can provide reasonable estimates of displacement for zero-mean lateral displacements. By comparing measurements in the girder and in the piers, it was shown that for the bridge monitored, the large lateral displacements originated in the steel casting bearings positioned above the piers, and not in the piers themselves. The use of DIC for evaluating the effectiveness of rehabilitation of the LaSalle Causeway lift bridge in Kingston, Ontario was also investigated. Vertical displacements were measured at midspan and at the lifting end of the bridge during a static test and under dynamic live loading. The bridge displacements were well within the operating limits, however a gap at the lifting end of the bridge was identified. Rehabilitation of the bridge was conducted and by comparing measurements before and after rehabilitation, it was shown that the gap was successfully closed. Finally, DIC was used to monitor the midspan vertical and lateral displacements in a monitoring campaign of five steel rail bridges. DIC was also used to evaluate the effectiveness of structural rehabilitation of the lateral bracing of a bridge. Simple finite element models are developed using DIC measurements of displacement. Several lessons learned throughout this monitoring campaign are discussed in the hope of aiding future researchers.

Circulating miRNAs: Potential Novel Biomarkers for Hepatopathology Progression and Diagnosis of Schistosomiasis Japonica in Two Murine Models

BACKGROUND: Schistosomiasis remains a major public health issue, with an estimated 230 million people infected worldwide. Novel tools for early diagnosis and surveillance of schistosomiasis are currently needed. Elevated levels of circulating microRNAs (miRNAs) are commonly associated with the initiation and progression of human disease pathology. Hence, serum miRNAs are emerging as promising biomarkers for the diagnosis of a variety of human diseases. This study investigated circulating host miRNAs commonly associated with liver diseases and schistosome parasite-derived miRNAs during the progression of hepatic schistosomiasis japonica in two murine models.

METHODOLOGY/PRINCIPAL FINDINGS: Two mouse strains (C57BL/6 and BALB/c) were infected with a low dosage of Schistosoma japonicum cercariae. The dynamic patterns of hepatopathology, the serum levels of liver injury-related enzymes and the serum circulating miRNAs (both host and parasite-derived) levels were then assessed in the progression of schistosomiasis japonica. For the first time, an inverse correlation between the severity of hepatocyte necrosis and the level of liver fibrosis was revealed during S. japonicum infection in BALB/c, but not in C57BL/6 mice. The inconsistent levels of the host circulating miRNAs, miR-122, miR-21 and miR-34a in serum were confirmed in the two murine models during infection, which limits their potential value as individual diagnostic biomarkers for schistosomiasis. However, their serum levels in combination may serve as a novel biomarker to mirror the hepatic immune responses induced in the mammalian host during schistosome infection and the degree of hepatopathology. Further, two circulating parasite-specific miRNAs, sja-miR-277 and sja-miR-3479-3p, were shown to have potential as diagnostic markers for schistosomiasis japonica.

CONCLUSIONS/SIGNIFICANCE: We provide the first evidence for the potential of utilizing circulating host miRNAs to indicate different immune responses and the severity of hepatopathology outcomes induced in two murine strains infected with S. japonicum. This study also establishes a basis for the early and cell-free diagnosis of schistosomiasis by targeting circulating schistosome parasite-derived miRNAs.

Coupling short-term (B2G model) and long-term (g-function) models for ground source heat exchanger simulation in TRNSYS. Application in a real installation

Ground-source heat pump (GSHP) systems represent one of the most promising techniques for heating and cooling in buildings. These systems use the ground as a heat source/sink, allowing a better efficiency thanks to the low variations of the ground temperature along the seasons. The ground-source heat exchanger (GSHE) then becomes a key component for optimizing the overall performance of the system. Moreover, the short-term response related to the dynamic behaviour of the GSHE is a crucial aspect, especially from a regulation criteria perspective in on/off controlled GSHP systems. In this context, a novel numerical GSHE model has been developed at the Instituto de Ingeniería Energética, Universitat Politècnica de València. Based on the decoupling of the short-term and the long-term response of the GSHE, the novel model allows the use of faster and more precise models on both sides. In particular, the short-term model considered is the B2G model, developed and validated in previous research works conducted at the Instituto de Ingeniería Energética. For the long-term, the g-function model was selected, since it is a previously validated and widely used model, and presents some interesting features that are useful for its combination with the B2G model. The aim of the present paper is to describe the procedure of combining these two models in order to obtain a unique complete GSHE model for both short- and long-term simulation. The resulting model is then validated against experimental data from a real GSHP installation.

Hierarchical Task Network Planning with Common-Sense Reasoning for Multiple-People Behaviour Analysis

Safety on public transport is a major concern for the relevant authorities. We
address this issue by proposing an automated surveillance platform which combines data from video, infrared and pressure sensors. Data homogenisation and integration is achieved by a distributed architecture based on communication middleware that resolves interconnection issues, thereby enabling data modelling. A common-sense knowledge base models and encodes knowledge about public-transport platforms and the actions and activities of passengers. Trajectory data from passengers is modelled as a time-series of human activities. Common-sense knowledge and rules are then applied to detect inconsistencies or errors in the data interpretation. Lastly, the rationality that characterises human behaviour is also captured here through a bottom-up Hierarchical Task Network planner that, along with common-sense, corrects misinterpretations to explain passenger behaviour. The system is validated using a simulated bus saloon scenario as a case-study. Eighteen video sequences were recorded with up to six passengers. Four metrics were used to evaluate performance. The system, with an accuracy greater than 90% for each of the four metrics, was found to outperform a rule-base system and a system containing planning alone.

Proposing the deep dynamic Bayesian network as a future computer based medical system

The development of new learning models has been of great importance throughout recent years, with a focus on creating advances in the area of deep learning. Deep learning was first noted in 2006, and has since become a major area of research in a number of disciplines. This paper will delve into the area of deep learning to present its current limitations and provide a new idea for a fully integrated deep and dynamic probabilistic system. The new model will be applicable to a vast number of areas initially focusing on applications into medical image analysis with an overall goal of utilising this approach for prediction purposes in computer based medical systems.

Methods, Models & Systems for Dealing with Some Business, Management & Engineering Problems

This keynote presentation will report some of our research work and experience on the development and applications of relevant methods, models, systems and simulation techniques in support of different types and various levels of decision making for business, management and engineering. In particular, the following topics will be covered. Modelling, multi-agent-based simulation and analysis of the allocation management of carbon dioxide emission permits in China (Nanfeng Liu & Shuliang Li Agent-based simulation of the dynamic evolution of enterprise carbon assets (Yin Zeng & Shuliang Li) A framework & system for extracting and representing project knowledge contexts using topic models and dynamic knowledge maps: a big data perspective (Jin Xu, Zheng Li, Shuliang Li & Yanyan Zhang) Open innovation: intelligent model, social media & complex adaptive system simulation (Shuliang Li & Jim Zheng Li) A framework, model and software prototype for modelling and simulation for deshopping behaviour and how companies respond (Shawkat Rahman & Shuliang Li) Integrating multiple agents, simulation, knowledge bases and fuzzy logic for international marketing decision making (Shuliang Li & Jim Zheng Li) A Web-based hybrid intelligent system for combined conventional, digital, mobile, social media and mobile marketing strategy formulation (Shuliang Li & Jim Zheng Li) A hybrid intelligent model for Web & social media dynamics, and evolutionary and adaptive branding (Shuliang Li) A hybrid paradigm for modelling, simulation and analysis of brand virality in social media (Shuliang Li & Jim Zheng Li) Network configuration management: attack paradigms and architectures for computer network survivability (Tero Karvinen & Shuliang Li)