869 resultados para agent based model
Resumo:
A Mediation System utilizes a central security mediator that is primarily concerned with securing the internal structure of the Mediation System. The current problem is that clients are unable to have authority and administrative rights over the security of their data during a transaction. In addition, this Mediation System is unsuited in presenting a metric that measures the level of confidence of security access rights. This creates a black-box perspective from the client towards the Mediation System and also gives no assurance to these clients that they have assigned the proper security access rights that reflect the current environment of the mediation system. This dissertation presents a Collaborative Information System (CIS) that uses an agent based approach to encapsulate collaborative information and security policies within the Mediation System which are under the control of the clients of the Mediation System. In conjunction with the CIS's Stochastic Security Framework it is possible to take a probabilistic approach in modeling the security access rights of a collaboration transaction. The research results showed that it is feasible to construct a Mediation System utilizing agents and stochastic equations to establish an environment where the client has authority and administrative control in assigning security access rights to their collaborative data that can establish a metric that measures the level of confidence of these assigned rights.
Resumo:
Most research on stock prices is based on the present value model or the more general consumption-based model. When applied to real economic data, both of them are found unable to account for both the stock price level and its volatility. Three essays here attempt to both build a more realistic model, and to check whether there is still room for bubbles in explaining fluctuations in stock prices. In the second chapter, several innovations are simultaneously incorporated into the traditional present value model in order to produce more accurate model-based fundamental prices. These innovations comprise replacing with broad dividends the more narrow traditional dividends that are more commonly used, a nonlinear artificial neural network (ANN) forecasting procedure for these broad dividends instead of the more common linear forecasting models for narrow traditional dividends, and a stochastic discount rate in place of the constant discount rate. Empirical results show that the model described above predicts fundamental prices better, compared with alternative models using linear forecasting process, narrow dividends, or a constant discount factor. Nonetheless, actual prices are still largely detached from fundamental prices. The bubblelike deviations are found to coincide with business cycles. The third chapter examines possible cointegration of stock prices with fundamentals and non-fundamentals. The output gap is introduced to form the nonfundamental part of stock prices. I use a trivariate Vector Autoregression (TVAR) model and a single equation model to run cointegration tests between these three variables. Neither of the cointegration tests shows strong evidence of explosive behavior in the DJIA and S&P 500 data. Then, I applied a sup augmented Dickey-Fuller test to check for the existence of periodically collapsing bubbles in stock prices. Such bubbles are found in S&P data during the late 1990s. Employing econometric tests from the third chapter, I continue in the fourth chapter to examine whether bubbles exist in stock prices of conventional economic sectors on the New York Stock Exchange. The ‘old economy’ as a whole is not found to have bubbles. But, periodically collapsing bubbles are found in Material and Telecommunication Services sectors, and the Real Estate industry group.
Resumo:
A novel modeling approach is applied to karst hydrology. Long-standing problems in karst hydrology and solute transport are addressed using Lattice Boltzmann methods (LBMs). These methods contrast with other modeling approaches that have been applied to karst hydrology. The motivation of this dissertation is to develop new computational models for solving ground water hydraulics and transport problems in karst aquifers, which are widespread around the globe. This research tests the viability of the LBM as a robust alternative numerical technique for solving large-scale hydrological problems. The LB models applied in this research are briefly reviewed and there is a discussion of implementation issues. The dissertation focuses on testing the LB models. The LBM is tested for two different types of inlet boundary conditions for solute transport in finite and effectively semi-infinite domains. The LBM solutions are verified against analytical solutions. Zero-diffusion transport and Taylor dispersion in slits are also simulated and compared against analytical solutions. These results demonstrate the LBM’s flexibility as a solute transport solver. The LBM is applied to simulate solute transport and fluid flow in porous media traversed by larger conduits. A LBM-based macroscopic flow solver (Darcy’s law-based) is linked with an anisotropic dispersion solver. Spatial breakthrough curves in one and two dimensions are fitted against the available analytical solutions. This provides a steady flow model with capabilities routinely found in ground water flow and transport models (e.g., the combination of MODFLOW and MT3D). However the new LBM-based model retains the ability to solve inertial flows that are characteristic of karst aquifer conduits. Transient flows in a confined aquifer are solved using two different LBM approaches. The analogy between Fick’s second law (diffusion equation) and the transient ground water flow equation is used to solve the transient head distribution. An altered-velocity flow solver with source/sink term is applied to simulate a drawdown curve. Hydraulic parameters like transmissivity and storage coefficient are linked with LB parameters. These capabilities complete the LBM’s effective treatment of the types of processes that are simulated by standard ground water models. The LB model is verified against field data for drawdown in a confined aquifer.
Resumo:
Urban growth models have been used for decades to forecast urban development in metropolitan areas. Since the 1990s cellular automata, with simple computational rules and an explicitly spatial architecture, have been heavily utilized in this endeavor. One such cellular-automata-based model, SLEUTH, has been successfully applied around the world to better understand and forecast not only urban growth but also other forms of land-use and land-cover change, but like other models must be fed important information about which particular lands in the modeled area are available for development. Some of these lands are in categories for the purpose of excluding urban growth that are difficult to quantify since their function is dictated by policy. One such category includes voluntary differential assessment programs, whereby farmers agree not to develop their lands in exchange for significant tax breaks. Since they are voluntary, today’s excluded lands may be available for development at some point in the future. Mapping the shifting mosaic of parcels that are enrolled in such programs allows this information to be used in modeling and forecasting. In this study, we added information about California’s Williamson Act into SLEUTH’s excluded layer for Tulare County. Assumptions about the voluntary differential assessments were used to create a sophisticated excluded layer that was fed into SLEUTH’s urban growth forecasting routine. The results demonstrate not only a successful execution of this method but also yielded high goodness-of-fit metrics for both the calibration of enrollment termination as well as the urban growth modeling itself.
Resumo:
A novel modeling approach is applied to karst hydrology. Long-standing problems in karst hydrology and solute transport are addressed using Lattice Boltzmann methods (LBMs). These methods contrast with other modeling approaches that have been applied to karst hydrology. The motivation of this dissertation is to develop new computational models for solving ground water hydraulics and transport problems in karst aquifers, which are widespread around the globe. This research tests the viability of the LBM as a robust alternative numerical technique for solving large-scale hydrological problems. The LB models applied in this research are briefly reviewed and there is a discussion of implementation issues. The dissertation focuses on testing the LB models. The LBM is tested for two different types of inlet boundary conditions for solute transport in finite and effectively semi-infinite domains. The LBM solutions are verified against analytical solutions. Zero-diffusion transport and Taylor dispersion in slits are also simulated and compared against analytical solutions. These results demonstrate the LBM’s flexibility as a solute transport solver. The LBM is applied to simulate solute transport and fluid flow in porous media traversed by larger conduits. A LBM-based macroscopic flow solver (Darcy’s law-based) is linked with an anisotropic dispersion solver. Spatial breakthrough curves in one and two dimensions are fitted against the available analytical solutions. This provides a steady flow model with capabilities routinely found in ground water flow and transport models (e.g., the combination of MODFLOW and MT3D). However the new LBM-based model retains the ability to solve inertial flows that are characteristic of karst aquifer conduits. Transient flows in a confined aquifer are solved using two different LBM approaches. The analogy between Fick’s second law (diffusion equation) and the transient ground water flow equation is used to solve the transient head distribution. An altered-velocity flow solver with source/sink term is applied to simulate a drawdown curve. Hydraulic parameters like transmissivity and storage coefficient are linked with LB parameters. These capabilities complete the LBM’s effective treatment of the types of processes that are simulated by standard ground water models. The LB model is verified against field data for drawdown in a confined aquifer.
Resumo:
Cloud computing realizes the long-held dream of converting computing capability into a type of utility. It has the potential to fundamentally change the landscape of the IT industry and our way of life. However, as cloud computing expanding substantially in both scale and scope, ensuring its sustainable growth is a critical problem. Service providers have long been suffering from high operational costs. Especially the costs associated with the skyrocketing power consumption of large data centers. In the meantime, while efficient power/energy utilization is indispensable for the sustainable growth of cloud computing, service providers must also satisfy a user's quality of service (QoS) requirements. This problem becomes even more challenging considering the increasingly stringent power/energy and QoS constraints, as well as other factors such as the highly dynamic, heterogeneous, and distributed nature of the computing infrastructures, etc. ^ In this dissertation, we study the problem of delay-sensitive cloud service scheduling for the sustainable development of cloud computing. We first focus our research on the development of scheduling methods for delay-sensitive cloud services on a single server with the goal of maximizing a service provider's profit. We then extend our study to scheduling cloud services in distributed environments. In particular, we develop a queue-based model and derive efficient request dispatching and processing decisions in a multi-electricity-market environment to improve the profits for service providers. We next study a problem of multi-tier service scheduling. By carefully assigning sub deadlines to the service tiers, our approach can significantly improve resource usage efficiencies with statistically guaranteed QoS. Finally, we study the power conscious resource provision problem for service requests with different QoS requirements. By properly sharing computing resources among different requests, our method statistically guarantees all QoS requirements with a minimized number of powered-on servers and thus the power consumptions. The significance of our research is that it is one part of the integrated effort from both industry and academia to ensure the sustainable growth of cloud computing as it continues to evolve and change our society profoundly.^
Resumo:
Most research on stock prices is based on the present value model or the more general consumption-based model. When applied to real economic data, both of them are found unable to account for both the stock price level and its volatility. Three essays here attempt to both build a more realistic model, and to check whether there is still room for bubbles in explaining fluctuations in stock prices. In the second chapter, several innovations are simultaneously incorporated into the traditional present value model in order to produce more accurate model-based fundamental prices. These innovations comprise replacing with broad dividends the more narrow traditional dividends that are more commonly used, a nonlinear artificial neural network (ANN) forecasting procedure for these broad dividends instead of the more common linear forecasting models for narrow traditional dividends, and a stochastic discount rate in place of the constant discount rate. Empirical results show that the model described above predicts fundamental prices better, compared with alternative models using linear forecasting process, narrow dividends, or a constant discount factor. Nonetheless, actual prices are still largely detached from fundamental prices. The bubble-like deviations are found to coincide with business cycles. The third chapter examines possible cointegration of stock prices with fundamentals and non-fundamentals. The output gap is introduced to form the non-fundamental part of stock prices. I use a trivariate Vector Autoregression (TVAR) model and a single equation model to run cointegration tests between these three variables. Neither of the cointegration tests shows strong evidence of explosive behavior in the DJIA and S&P 500 data. Then, I applied a sup augmented Dickey-Fuller test to check for the existence of periodically collapsing bubbles in stock prices. Such bubbles are found in S&P data during the late 1990s. Employing econometric tests from the third chapter, I continue in the fourth chapter to examine whether bubbles exist in stock prices of conventional economic sectors on the New York Stock Exchange. The ‘old economy’ as a whole is not found to have bubbles. But, periodically collapsing bubbles are found in Material and Telecommunication Services sectors, and the Real Estate industry group.
Resumo:
The principal effluent in the oil industry is the produced water, which is commonly associated to the produced oil. It presents a pronounced volume of production and it can be reflected on the environment and society, if its discharge is unappropriated. Therefore, it is indispensable a valuable careful to establish and maintain its management. The traditional treatment of produced water, usualy includes both tecniques, flocculation and flotation. At flocculation processes, there are traditional floculant agents that aren’t well specified by tecnichal information tables and still expensive. As for the flotation process, it’s the step in which is possible to separate the suspended particles in the effluent. The dissolved air flotation (DAF) is a technique that has been consolidating economically and environmentally, presenting great reliability when compared with other processes. The DAF is presented as a process widely used in various fields of water and wastewater treatment around the globe. In this regard, this study was aimed to evaluate the potential of an alternative natural flocculant agent based on Moringa oleifera to reduce the amount of oil and grease (TOG) in produced water from the oil industry by the method of flocculation/DAF. the natural flocculant agent was evaluated by its efficacy, as well as its efficiency when compared with two commercial flocculant agents normally used by the petroleum industry. The experiments were conducted following an experimental design and the overall efficiencies for all flocculants were treated through statistical calculation based on the use of STATISTICA software version 10.0. Therefore, contour surfaces were obtained from the experimental design and were interpreted in terms of the response variable removal efficiency TOG (total oil and greases). The plan still allowed to obtain mathematical models for calculating the response variable in the studied conditions. Commercial flocculants showed similar behavior, with an average overall efficiency of 90% for oil removal, however it is the economical analysis the decisive factor to choose one of these flocculant agents to the process. The natural alternative flocculant agent based on Moringa oleifera showed lower separation efficiency than those of commercials one (average 70%), on the other hand this flocculant causes less environmental impacts and it´s less expensive
Resumo:
Cloud computing realizes the long-held dream of converting computing capability into a type of utility. It has the potential to fundamentally change the landscape of the IT industry and our way of life. However, as cloud computing expanding substantially in both scale and scope, ensuring its sustainable growth is a critical problem. Service providers have long been suffering from high operational costs. Especially the costs associated with the skyrocketing power consumption of large data centers. In the meantime, while efficient power/energy utilization is indispensable for the sustainable growth of cloud computing, service providers must also satisfy a user's quality of service (QoS) requirements. This problem becomes even more challenging considering the increasingly stringent power/energy and QoS constraints, as well as other factors such as the highly dynamic, heterogeneous, and distributed nature of the computing infrastructures, etc. In this dissertation, we study the problem of delay-sensitive cloud service scheduling for the sustainable development of cloud computing. We first focus our research on the development of scheduling methods for delay-sensitive cloud services on a single server with the goal of maximizing a service provider's profit. We then extend our study to scheduling cloud services in distributed environments. In particular, we develop a queue-based model and derive efficient request dispatching and processing decisions in a multi-electricity-market environment to improve the profits for service providers. We next study a problem of multi-tier service scheduling. By carefully assigning sub deadlines to the service tiers, our approach can significantly improve resource usage efficiencies with statistically guaranteed QoS. Finally, we study the power conscious resource provision problem for service requests with different QoS requirements. By properly sharing computing resources among different requests, our method statistically guarantees all QoS requirements with a minimized number of powered-on servers and thus the power consumptions. The significance of our research is that it is one part of the integrated effort from both industry and academia to ensure the sustainable growth of cloud computing as it continues to evolve and change our society profoundly.
Resumo:
This paper considers how far Anglo-Saxon conceptions of have influenced European Union vocational education and training policy, especially given the disparate approaches to VET across Europe. Two dominant approaches can be identified: the dual system (exemplified by Germany); and output based models (exemplified by the NVQ ‘English style’). Within the EU itself, the design philosophy of the English output-based model proved in the first instance influential in attempts to develop tools to establish equivalence between vocational qualifications across Europe, resulting in the learning outcomes approach of the European Qualifications Framework, the credit-based model of European VET Credit System and the task-based construction of occupation profiles exemplified by European Skills, Competences and Occupations. The governance model for the English system is, however, predicated on employer demand for ‘skills’ and this does not fit well with the social partnership model encompassing knowledge, skills and competences that is dominant in northern Europe. These contrasting approaches have led to continual modifications to the tools, as these sought to harmonise and reconcile national VET requirements with the original design. A tension is evident in particular between national and regional approaches to vocational education and training, on the one hand, and the policy tools adopted to align European vocational education and training better with the demands of the labour market, including at sectoral level, on the other. This paper explores these tensions and considers the prospects for the successful operation of these tools, paying particular attention to the European Qualifications Framework, European VET Credit System and European Skills, Competences and Occupations tool and the relationships between them and drawing on studies of the construction and furniture industries.
Resumo:
In this paper we present a convolutional neuralnetwork (CNN)-based model for human head pose estimation inlow-resolution multi-modal RGB-D data. We pose the problemas one of classification of human gazing direction. We furtherfine-tune a regressor based on the learned deep classifier. Next wecombine the two models (classification and regression) to estimateapproximate regression confidence. We present state-of-the-artresults in datasets that span the range of high-resolution humanrobot interaction (close up faces plus depth information) data tochallenging low resolution outdoor surveillance data. We buildupon our robust head-pose estimation and further introduce anew visual attention model to recover interaction with theenvironment. Using this probabilistic model, we show thatmany higher level scene understanding like human-human/sceneinteraction detection can be achieved. Our solution runs inreal-time on commercial hardware
Resumo:
Increasingly in power systems, there is a trend towards the sharing of reserves and integration of markets over wide areas in order to enable increased penetration of renewable sources in interconnected power systems. In this paper, a number of simple PI and gain based Model Predictive Control algorithms are proposed for Automatic Generation Control in AC areas connected to Multi-Terminal Direct Current grids. The paper discusses how this approach improves the sharing of secondary reserves and could assist in achieving EU energy targets for 2030 and beyond.
Resumo:
[EN]This paper describes a face detection system which goes beyond traditional approaches normally designed for still images. First the video stream context is considered to apply the detector, and therefore, the resulting system is designed taking into consideration a main feature available in a video stream, i.e. temporal coherence. The resulting system builds a feature based model for each detected face, and searches them using various model information in the next frame. The results achieved for video stream processing outperform Rowley-Kanade's and Viola-Jones' solutions providing eye and face data in a reduced time with a notable correct detection rate.
Resumo:
The water stored in and flowing through the subsurface is fundamental for sustaining human activities and needs, feeding water and its constituents to surface water bodies and supporting the functioning of their ecosystems. Quantifying the changes that affect the subsurface water is crucial for our understanding of its dynamics and changes driven by climate change and other changes in the landscape, such as in land-use and water-use. It is inherently difficult to directly measure soil moisture and groundwater levels over large spatial scales and long times. Models are therefore needed to capture the soil moisture and groundwater level dynamics over such large spatiotemporal scales. This thesis develops a modeling framework that allows for long-term catchment-scale screening of soil moisture and groundwater level changes. The novelty in this development resides in an explicit link drawn between catchment-scale hydroclimatic and soil hydraulics conditions, using observed runoff data as an approximation of soil water flux and accounting for the effects of snow storage-melting dynamics on that flux. Both past and future relative changes can be assessed by use of this modeling framework, with future change projections based on common climate model outputs. By direct model-observation comparison, the thesis shows that the developed modeling framework can reproduce the temporal variability of large-scale changes in soil water storage, as obtained from the GRACE satellite product, for most of 25 large study catchments around the world. Also compared with locally measured soil water content and groundwater level in 10 U.S. catchments, the modeling approach can reasonably well reproduce relative seasonal fluctuations around long-term average values. The developed modeling framework is further used to project soil moisture changes due to expected future climate change for 81 catchments around the world. The future soil moisture changes depend on the considered radiative forcing scenario (RCP) but are overall large for the occurrence frequency of dry and wet events and the inter-annual variability of seasonal soil moisture. These changes tend to be higher for the dry events and the dry season, respectively, than for the corresponding wet quantities, indicating increased drought risk for some parts of the world.
Resumo:
This work represents an original contribution to the methodology for ecosystem models' development as well as the rst attempt of an end-to-end (E2E) model of the Northern Humboldt Current Ecosystem (NHCE). The main purpose of the developed model is to build a tool for ecosystem-based management and decision making, reason why the credibility of the model is essential, and this can be assessed through confrontation to data. Additionally, the NHCE exhibits a high climatic and oceanographic variability at several scales, the major source of interannual variability being the interruption of the upwelling seasonality by the El Niño Southern Oscillation, which has direct e ects on larval survival and sh recruitment success. Fishing activity can also be highly variable, depending on the abundance and accessibility of the main shery resources. This context brings the two main methodological questions addressed in this thesis, through the development of an end-to-end model coupling the high trophic level model OSMOSE to the hydrodynamics and biogeochemical model ROMS-PISCES: i) how to calibrate ecosystem models using time series data and ii) how to incorporate the impact of the interannual variability of the environment and shing. First, this thesis highlights some issues related to the confrontation of complex ecosystem models to data and proposes a methodology for a sequential multi-phases calibration of ecosystem models. We propose two criteria to classify the parameters of a model: the model dependency and the time variability of the parameters. Then, these criteria along with the availability of approximate initial estimates are used as decision rules to determine which parameters need to be estimated, and their precedence order in the sequential calibration process. Additionally, a new Evolutionary Algorithm designed for the calibration of stochastic models (e.g Individual Based Model) and optimized for maximum likelihood estimation has been developed and applied to the calibration of the OSMOSE model to time series data. The environmental variability is explicit in the model: the ROMS-PISCES model forces the OSMOSE model and drives potential bottom-up e ects up the foodweb through plankton and sh trophic interactions, as well as through changes in the spatial distribution of sh. The latter e ect was taken into account using presence/ absence species distribution models which are traditionally assessed through a confusion matrix and the statistical metrics associated to it. However, when considering the prediction of the habitat against time, the variability in the spatial distribution of the habitat can be summarized and validated using the emerging patterns from the shape of the spatial distributions. We modeled the potential habitat of the main species of the Humboldt Current Ecosystem using several sources of information ( sheries, scienti c surveys and satellite monitoring of vessels) jointly with environmental data from remote sensing and in situ observations, from 1992 to 2008. The potential habitat was predicted over the study period with monthly resolution, and the model was validated using quantitative and qualitative information of the system using a pattern oriented approach. The nal ROMS-PISCES-OSMOSE E2E ecosystem model for the NHCE was calibrated using our evolutionary algorithm and a likelihood approach to t monthly time series data of landings, abundance indices and catch at length distributions from 1992 to 2008. To conclude, some potential applications of the model for shery management are presented and their limitations and perspectives discussed.