Stochastic growth models for analyzing crustacean data

The contemporary methodology for growth models of organisms is based on continuous trajectories and thus it hinders us from modelling stepwise growth in crustacean populations. Growth models for fish are normally assumed to follow a continuous function, but a different type of model is needed for crustacean growth. Crustaceans must moult in order for them to grow. The growth of crustaceans is a discontinuous process due to the periodical shedding of the exoskeleton in moulting. The stepwise growth of crustaceans through the moulting process makes the growth estimation more complex. Stochastic approaches can be used to model discontinuous growth or what are commonly known as "jumps" (Figure 1). However, in stochastic growth model we need to ensure that the stochastic growth model results in only positive jumps. In view of this, we will introduce a subordinator that is a special case of a Levy process. A subordinator is a non-decreasing Levy process, that will assist in modelling crustacean growth for better understanding of the individual variability and stochasticity in moulting periods and increments. We develop the estimation methods for parameter estimation and illustrate them with the help of a dataset from laboratory experiments. The motivational dataset is from the ornate rock lobster, Panulirus ornatus, which can be found between Australia and Papua New Guinea. Due to the presence of sex effects on the growth (Munday et al., 2004), we estimate the growth parameters separately for each sex. Since all hard parts are shed too often, the exact age determination of a lobster can be challenging. However, the growth parameters for the aforementioned moult processes from tank data being able to estimate through: (i) inter-moult periods, and (ii) moult increment. We will attempt to derive a joint density, which is made up of two functions: one for moult increments and the other for time intervals between moults. We claim these functions are conditionally independent given pre-moult length and the inter-moult periods. The variables moult increments and inter-moult periods are said to be independent because of the Markov property or conditional probability. Hence, the parameters in each function can be estimated separately. Subsequently, we integrate both of the functions through a Monte Carlo method. We can therefore obtain a population mean for crustacean growth (e. g. red curve in Figure 1). [GRAPHICS]

On the probability of dizygotic twins being concordant for two alleles at multiple polymorphic loci

Accurate determination of same-sex twin zygosity is important for medical, scientific and personal reasons. Determination may be based upon questionnaire data, blood group, enzyme isoforms and fetal membrane examination, but assignment of zygosity must ultimately be confirmed by genotypic data. Here methods are reviewed for calculating average probabilities of correctly concluding a twin pair is monozygotic, given they share the same genotypes across all loci for commonly utilized multiplex short tandem repeat (STR) kits.

Radiative transfer, interception and scattering in coniferous forests : models and applications for production ecology and remote sensing

This work develops methods to account for shoot structure in models of coniferous canopy radiative transfer. Shoot structure, as it varies along the light gradient inside canopy, affects the efficiency of light interception per unit needle area, foliage biomass, or foliage nitrogen. The clumping of needles in the shoot volume also causes a notable amount of multiple scattering of light within coniferous shoots. The effect of shoot structure on light interception is treated in the context of canopy level photosynthesis and resource use models, and the phenomenon of within-shoot multiple scattering in the context of physical canopy reflectance models for remote sensing purposes. Light interception. A method for estimating the amount of PAR (Photosynthetically Active Radiation) intercepted by a conifer shoot is presented. The method combines modelling of the directional distribution of radiation above canopy, fish-eye photographs taken at shoot locations to measure canopy gap fraction, and geometrical measurements of shoot orientation and structure. Data on light availability, shoot and needle structure and nitrogen content has been collected from canopies of Pacific silver fir (Abies amabilis (Dougl.) Forbes) and Norway spruce (Picea abies (L.) Karst.). Shoot structure acclimated to light gradient inside canopy so that more shaded shoots have better light interception efficiency. Light interception efficiency of shoots varied about two-fold per needle area, about four-fold per needle dry mass, and about five-fold per nitrogen content. Comparison of fertilized and control stands of Norway spruce indicated that light interception efficiency is not greatly affected by fertilization. Light scattering. Structure of coniferous shoots gives rise to multiple scattering of light between the needles of the shoot. Using geometric models of shoots, multiple scattering was studied by photon tracing simulations. Based on simulation results, the dependence of the scattering coefficient of shoot from the scattering coefficient of needles is shown to follow a simple one-parameter model. The single parameter, termed the recollision probability, describes the level of clumping of the needles in the shoot, is wavelength independent, and can be connected to previously used clumping indices. By using the recollision probability to correct for the within-shoot multiple scattering, canopy radiative transfer models which have used leaves as basic elements can use shoots as basic elements, and thus be applied for coniferous forests. Preliminary testing of this approach seems to explain, at least partially, why coniferous forests appear darker than broadleaved forests in satellite data.

Cellular Automata Models of Traffic Behavior in Presence of Speed Breaking Structures

In this article, we study traffic flow in the presence of speed breaking structures. The speed breakers are typically used to reduce the local speed of vehicles near certain institutions such as schools and hospitals. Through a cellular automata model we study the impact of such structures on global traffic characteristics. The simulation results indicate that the presence of speed breakers could reduce the global flow under moderate global densities. However, under low and high global density traffic regime the presence of speed breakers does not have an impact on the global flow. Further the speed limit enforced by the speed breaker creates a phase distinction. For a given global density and slowdown probability, as the speed limit enforced by the speed breaker increases, the traffic moves from the reduced flow phase to maximum flow phase. This underlines the importance of proper design of these structures to avoid undesired flow restrictions.

Analytical models for capacity estimation of IEEE 802.11 WLANs using DCF for internet applications

We provide analytical models for capacity evaluation of an infrastructure IEEE 802.11 based network carrying TCP controlled file downloads or full-duplex packet telephone calls. In each case the analytical models utilize the attempt probabilities from a well known fixed-point based saturation analysis. For TCP controlled file downloads, following Bruno et al. (In Networking '04, LNCS 2042, pp. 626-637), we model the number of wireless stations (STAs) with ACKs as a Markov renewal process embedded at packet success instants. In our work, analysis of the evolution between the embedded instants is done by using saturation analysis to provide state dependent attempt probabilities. We show that in spite of its simplicity, our model works well, by comparing various simulated quantities, such as collision probability, with values predicted from our model. Next we consider N constant bit rate VoIP calls terminating at N STAs. We model the number of STAs that have an up-link voice packet as a Markov renewal process embedded at so called channel slot boundaries. Analysis of the evolution over a channel slot is done using saturation analysis as before. We find that again the AP is the bottleneck, and the system can support (in the sense of a bound on the probability of delay exceeding a given value) a number of calls less than that at which the arrival rate into the AP exceeds the average service rate applied to the AP. Finally, we extend the analytical model for VoIP calls to determine the call capacity of an 802.11b WLAN in a situation where VoIP calls originate from two different types of coders. We consider N-1 calls originating from Type 1 codecs and N-2 calls originating from Type 2 codecs. For G711 and G729 voice coders, we show that the analytical model again provides accurate results in comparison with simulations.

Conditional Probability-Based Significance Tests for Sequential Patterns in Multineuronal Spike Trains

We consider the problem of detecting statistically significant sequential patterns in multineuronal spike trains. These patterns are characterized by ordered sequences of spikes from different neurons with specific delays between spikes. We have previously proposed a data-mining scheme to efficiently discover such patterns, which occur often enough in the data. Here we propose a method to determine the statistical significance of such repeating patterns. The novelty of our approach is that we use a compound null hypothesis that not only includes models of independent neurons but also models where neurons have weak dependencies. The strength of interaction among the neurons is represented in terms of certain pair-wise conditional probabilities. We specify our null hypothesis by putting an upper bound on all such conditional probabilities. We construct a probabilistic model that captures the counting process and use this to derive a test of significance for rejecting such a compound null hypothesis. The structure of our null hypothesis also allows us to rank-order different significant patterns. We illustrate the effectiveness of our approach using spike trains generated with a simulator.

Diagnostic Tests Based on Quantile Residuals for Nonlinear Time Series Models

This thesis studies quantile residuals and uses different methodologies to develop test statistics that are applicable in evaluating linear and nonlinear time series models based on continuous distributions. Models based on mixtures of distributions are of special interest because it turns out that for those models traditional residuals, often referred to as Pearson's residuals, are not appropriate. As such models have become more and more popular in practice, especially with financial time series data there is a need for reliable diagnostic tools that can be used to evaluate them. The aim of the thesis is to show how such diagnostic tools can be obtained and used in model evaluation. The quantile residuals considered here are defined in such a way that, when the model is correctly specified and its parameters are consistently estimated, they are approximately independent with standard normal distribution. All the tests derived in the thesis are pure significance type tests and are theoretically sound in that they properly take the uncertainty caused by parameter estimation into account. -- In Chapter 2 a general framework based on the likelihood function and smooth functions of univariate quantile residuals is derived that can be used to obtain misspecification tests for various purposes. Three easy-to-use tests aimed at detecting non-normality, autocorrelation, and conditional heteroscedasticity in quantile residuals are formulated. It also turns out that these tests can be interpreted as Lagrange Multiplier or score tests so that they are asymptotically optimal against local alternatives. Chapter 3 extends the concept of quantile residuals to multivariate models. The framework of Chapter 2 is generalized and tests aimed at detecting non-normality, serial correlation, and conditional heteroscedasticity in multivariate quantile residuals are derived based on it. Score test interpretations are obtained for the serial correlation and conditional heteroscedasticity tests and in a rather restricted special case for the normality test. In Chapter 4 the tests are constructed using the empirical distribution function of quantile residuals. So-called Khmaladze s martingale transformation is applied in order to eliminate the uncertainty caused by parameter estimation. Various test statistics are considered so that critical bounds for histogram type plots as well as Quantile-Quantile and Probability-Probability type plots of quantile residuals are obtained. Chapters 2, 3, and 4 contain simulations and empirical examples which illustrate the finite sample size and power properties of the derived tests and also how the tests and related graphical tools based on residuals are applied in practice.

Generating artificial chromosomes with probability control in genetic algorithm for machine scheduling problems

In this paper, a novel genetic algorithm is developed by generating artificial chromosomes with probability control to solve the machine scheduling problems. Generating artificial chromosomes for Genetic Algorithm (ACGA) is closely related to Evolutionary Algorithms Based on Probabilistic Models (EAPM). The artificial chromosomes are generated by a probability model that extracts the gene information from current population. ACGA is considered as a hybrid algorithm because both the conventional genetic operators and a probability model are integrated. The ACGA proposed in this paper, further employs the ``evaporation concept'' applied in Ant Colony Optimization (ACO) to solve the permutation flowshop problem. The ``evaporation concept'' is used to reduce the effect of past experience and to explore new alternative solutions. In this paper, we propose three different methods for the probability of evaporation. This probability of evaporation is applied as soon as a job is assigned to a position in the permutation flowshop problem. Experimental results show that our ACGA with the evaporation concept gives better performance than some algorithms in the literature.

Multiscale stochastic approximation for parametric optimization of hidden Markov models

A two-time scale stochastic approximation algorithm is proposed for simulation-based parametric optimization of hidden Markov models, as an alternative to the traditional approaches to ''infinitesimal perturbation analysis.'' Its convergence is analyzed, and a queueing example is presented.

Non-exponentiality in electron transfer kinetics: Static versus dynamic disorder models

Non-exponential electron transfer kinetics in complex systems are often analyzed in terms of a quenched, static disorder model. In this work we present an alternative analysis in terms of a simple dynamic disorder model where the solvent is characterized by highly non-exponential dynamics. We consider both low and high barrier reactions. For the former, the main result is a simple analytical expression for the survival probability of the reactant. In this case, electron transfer, in the long time, is controlled by the solvent polarization relaxation-in agreement with the analyses of Rips and Jortner and of Nadler and Marcus. The short time dynamics is also non-exponential, but for different reasons. The high barrier reactions, on the other hand, show an interesting dynamic dependence on the electronic coupling element, V-el.

Performance Evaluation of Distance-Hop Proportionality on Geometric Graph Models of Dense Sensor Networks

Wireless sensor networks can often be viewed in terms of a uniform deployment of a large number of nodes on a region in Euclidean space, e.g., the unit square. After deployment, the nodes self-organise into a mesh topology. In a dense, homogeneous deployment, a frequently used approximation is to take the hop distance between nodes to be proportional to the Euclidean distance between them. In this paper, we analyse the performance of this approximation. We show that nodes with a certain hop distance from a fixed anchor node lie within a certain annulus with probability approach- ing unity as the number of nodes n → ∞. We take a uniform, i.i.d. deployment of n nodes on a unit square, and consider the geometric graph on these nodes with radius r(n) = c q ln n n . We show that, for a given hop distance h of a node from a fixed anchor on the unit square,the Euclidean distance lies within [(1−ǫ)(h−1)r(n), hr(n)],for ǫ > 0, with probability approaching unity as n → ∞.This result shows that it is more likely to expect a node, with hop distance h from the anchor, to lie within this an- nulus centred at the anchor location, and of width roughly r(n), rather than close to a circle whose radius is exactly proportional to h. We show that if the radius r of the ge- ometric graph is fixed, the convergence of the probability is exponentially fast. Similar results hold for a randomised lattice deployment. We provide simulation results that il- lustrate the theory, and serve to show how large n needs to be for the asymptotics to be useful.

Evolving Random Geometric Graph Models for Mobile Wireless Networks

We consider evolving exponential RGGs in one dimension and characterize the time dependent behavior of some of their topological properties. We consider two evolution models and study one of them detail while providing a summary of the results for the other. In the first model, the inter-nodal gaps evolve according to an exponential AR(1) process that makes the stationary distribution of the node locations exponential. For this model we obtain the one-step conditional connectivity probabilities and extend it to the k-step case. Finite and asymptotic analysis are given. We then obtain the k-step connectivity probability conditioned on the network being disconnected. We also derive the pmf of the first passage time for a connected network to become disconnected. We then describe a random birth-death model where at each instant, the node locations evolve according to an AR(1) process. In addition, a random node is allowed to die while giving birth to a node at another location. We derive properties similar to those above.

Queuing Network Models for Aircraft Availability and Spares Management

Interactions of major activities involved in airfleet operations, maintenance, and logistics are investigated in the framework of closed queuing networks with finite number of customers. The system is viewed at three levels, namely: operations at the flying-base, maintenance at the repair-depot, and logistics for subsystems and their interactions in achieving the system objectives. Several performance measures (eg, availability of aircraft at the flying-base, mean number of aircraft on ground at different stages of repair, use of repair facilities, and mean time an aircraft spends in various stages of repair) can easily be computed in this framework. At the subsystem level the quantities of interest are the unavailability (probability of stockout) of a spare and the duration of its unavailability. The repair-depot capability is affected by the unavailability of a spare which in turn, adversely affects the availability of aircraft at the flying-base level. Examples illustrate the utility of the proposed models.

Theory and Algorithms for Hop-Count-Based Localization with Random Geometric Graph Models of Dense Sensor Networks

Wireless sensor networks can often be viewed in terms of a uniform deployment of a large number of nodes in a region of Euclidean space. Following deployment, the nodes self-organize into a mesh topology with a key aspect being self-localization. Having obtained a mesh topology in a dense, homogeneous deployment, a frequently used approximation is to take the hop distance between nodes to be proportional to the Euclidean distance between them. In this work, we analyze this approximation through two complementary analyses. We assume that the mesh topology is a random geometric graph on the nodes; and that some nodes are designated as anchors with known locations. First, we obtain high probability bounds on the Euclidean distances of all nodes that are h hops away from a fixed anchor node. In the second analysis, we provide a heuristic argument that leads to a direct approximation for the density function of the Euclidean distance between two nodes that are separated by a hop distance h. This approximation is shown, through simulation, to very closely match the true density function. Localization algorithms that draw upon the preceding analyses are then proposed and shown to perform better than some of the well-known algorithms present in the literature. Belief-propagation-based message-passing is then used to further enhance the performance of the proposed localization algorithms. To our knowledge, this is the first usage of message-passing for hop-count-based self-localization.

Performance evaluation of AR4 Climate Models in simulating daily precipitation over the Indian region using skill scores

The ability of Coupled General Circulation Models (CGCMs) participating in the Intergovernmental Panel for Climate Change's fourth assessment report (IPCC AR4) for the 20th century climate (20C3M scenario) to simulate the daily precipitation over the Indian region is explored. The skill is evaluated on a 2.5A degrees x 2.5A degrees grid square compared with the Indian Meteorological Department's (IMD) gridded dataset, and every GCM is ranked for each of these grids based on its skill score. Skill scores (SSs) are estimated from the probability density functions (PDFs) obtained from observed IMD datasets and GCM simulations. The methodology takes into account (high) extreme precipitation events simulated by GCMs. The results are analyzed and presented for three categories and six zones. The three categories are the monsoon season (JJASO - June to October), non-monsoon season (JFMAMND - January to May, November, December) and for the entire year (''Annual''). The six precipitation zones are peninsular, west central, northwest, northeast, central northeast India, and the hilly region. Sensitivity analysis was performed for three spatial scales, 2.5A degrees grid square, zones, and all of India, in the three categories. The models were ranked based on the SS. The category JFMAMND had a higher SS than the JJASO category. The northwest zone had higher SSs, whereas the peninsular and hilly regions had lower SS. No single GCM can be identified as the best for all categories and zones. Some models consistently outperformed the model ensemble, and one model had particularly poor performance. Results show that most models underestimated the daily precipitation rates in the 0-1 mm/day range and overestimated it in the 1-15 mm/day range.