miniDVMS v1.8 : A user manual(The data visualization and modeling system)

Today, the data available to tackle many scientific challenges is vast in quantity and diverse in nature. The exploration of heterogeneous information spaces requires suitable mining algorithms as well as effective visual interfaces. miniDVMS v1.8 provides a flexible visual data mining framework which combines advanced projection algorithms developed in the machine learning domain and visual techniques developed in the information visualisation domain. The advantage of this interface is that the user is directly involved in the data mining process. Principled projection methods, such as generative topographic mapping (GTM) and hierarchical GTM (HGTM), are integrated with powerful visual techniques, such as magnification factors, directional curvatures, parallel coordinates, and user interaction facilities, to provide this integrated visual data mining framework. The software also supports conventional visualisation techniques such as principal component analysis (PCA), Neuroscale, and PhiVis. This user manual gives an overview of the purpose of the software tool, highlights some of the issues to be taken care while creating a new model, and provides information about how to install and use the tool. The user manual does not require the readers to have familiarity with the algorithms it implements. Basic computing skills are enough to operate the software.

Modeling of Effective Process of Network Maintaining Based on Statistical Data

This paper is dedicated to modelling of network maintaining based on live example – maintaining ATM banking network, where any problems are mean money loss. A full analysis is made in order to estimate valuable and not-valuable parameters based on complex analysis of available data. Correlation analysis helps to estimate provided data and to produce a complex solution of increasing network maintaining effectiveness.

Modeling Data for Complications in Diabetics Using Logistic Regression

2010 Mathematics Subject Classification: 62P10.

Quantifying the effects of temperature and concentration on variable-density flow in numerical modeling of groundwater systems: Implications for predictive uncertainty and data collection

Groundwater systems of different densities are often mathematically modeled to understand and predict environmental behavior such as seawater intrusion or submarine groundwater discharge. Additional data collection may be justified if it will cost-effectively aid in reducing the uncertainty of a model's prediction. The collection of salinity, as well as, temperature data could aid in reducing predictive uncertainty in a variable-density model. However, before numerical models can be created, rigorous testing of the modeling code needs to be completed. This research documents the benchmark testing of a new modeling code, SEAWAT Version 4. The benchmark problems include various combinations of density-dependent flow resulting from variations in concentration and temperature. The verified code, SEAWAT, was then applied to two different hydrological analyses to explore the capacity of a variable-density model to guide data collection. ^ The first analysis tested a linear method to guide data collection by quantifying the contribution of different data types and locations toward reducing predictive uncertainty in a nonlinear variable-density flow and transport model. The relative contributions of temperature and concentration measurements, at different locations within a simulated carbonate platform, for predicting movement of the saltwater interface were assessed. Results from the method showed that concentration data had greater worth than temperature data in reducing predictive uncertainty in this case. Results also indicated that a linear method could be used to quantify data worth in a nonlinear model. ^ The second hydrological analysis utilized a model to identify the transient response of the salinity, temperature, age, and amount of submarine groundwater discharge to changes in tidal ocean stage, seasonal temperature variations, and different types of geology. The model was compared to multiple kinds of data to (1) calibrate and verify the model, and (2) explore the potential for the model to be used to guide the collection of data using techniques such as electromagnetic resistivity, thermal imagery, and seepage meters. Results indicated that the model can be used to give insight to submarine groundwater discharge and be used to guide data collection. ^

A Modeling Approach to Determine the Impacts of Land Use and Climate Change Scenarios on the Water Flux of the Upper Mara River

With the flow of the Mara River becoming increasingly erratic especially in the upper reaches, attention has been directed to land use change as the major cause of this problem. The semi-distributed hydrological model Soil and Water Assessment Tool 5 (SWAT) and Landsat imagery were utilized in the upper Mara River Basin in order to 1) map existing field scale land use practices in order to determine their impact 2) determine the impacts of land use change on water flux; and 3) determine the impacts of rainfall (0%, ±10% and ±20%) and air temperature variations (0% and +5%) based on the Intergovernmental Panel on Climate Change projections on the water flux of the 10 upper Mara River. This study found that the different scenarios impacted on the water balance components differently. Land use changes resulted in a slightly more erratic discharge while rainfall and air temperature changes had a more predictable impact on the discharge and water balance components. These findings demonstrate that the model results 15 show the flow was more sensitive to the rainfall changes than land use changes. It was also shown that land use changes can reduce dry season flow which is the most important problem in the basin. The model shows also deforestation in the Mau Forest increased the peak flows which can also lead to high sediment loading in the Mara River. The effect of the land use and climate change scenarios on the sediment and 20 water quality of the river needs a thorough understanding of the sediment transport processes in addition to observed sediment and water quality data for validation of modeling results.

Advances in Dynamic Modeling and Computation for Count Data

A class of multi-process models is developed for collections of time indexed count data. Autocorrelation in counts is achieved with dynamic models for the natural parameter of the binomial distribution. In addition to modeling binomial time series, the framework includes dynamic models for multinomial and Poisson time series. Markov chain Monte Carlo (MCMC) and Po ́lya-Gamma data augmentation (Polson et al., 2013) are critical for fitting multi-process models of counts. To facilitate computation when the counts are high, a Gaussian approximation to the P ́olya- Gamma random variable is developed.

Three applied analyses are presented to explore the utility and versatility of the framework. The first analysis develops a model for complex dynamic behavior of themes in collections of text documents. Documents are modeled as a “bag of words”, and the multinomial distribution is used to characterize uncertainty in the vocabulary terms appearing in each document. State-space models for the natural parameters of the multinomial distribution induce autocorrelation in themes and their proportional representation in the corpus over time.

The second analysis develops a dynamic mixed membership model for Poisson counts. The model is applied to a collection of time series which record neuron level firing patterns in rhesus monkeys. The monkey is exposed to two sounds simultaneously, and Gaussian processes are used to smoothly model the time-varying rate at which the neuron’s firing pattern fluctuates between features associated with each sound in isolation.

The third analysis presents a switching dynamic generalized linear model for the time-varying home run totals of professional baseball players. The model endows each player with an age specific latent natural ability class and a performance enhancing drug (PED) use indicator. As players age, they randomly transition through a sequence of ability classes in a manner consistent with traditional aging patterns. When the performance of the player significantly deviates from the expected aging pattern, he is identified as a player whose performance is consistent with PED use.

All three models provide a mechanism for sharing information across related series locally in time. The models are fit with variations on the P ́olya-Gamma Gibbs sampler, MCMC convergence diagnostics are developed, and reproducible inference is emphasized throughout the dissertation.

Data-Driven Dynamic Modeling of Coupled Thermal and Electric Outputs of Microturbines

Microturbines are among the most successfully commercialized distributed energy resources, especially when they are used for combined heat and power generation. However, the interrelated thermal and electrical system dynamic behaviors have not been fully investigated. This is technically challenging due to the complex thermo-fluid-mechanical energy conversion processes which introduce multiple time-scale dynamics and strong nonlinearity into the analysis. To tackle this problem, this paper proposes a simplified model which can predict the coupled thermal and electric output dynamics of microturbines. Considering the time-scale difference of various dynamic processes occuring within microturbines, the electromechanical subsystem is treated as a fast quasi-linear process while the thermo-mechanical subsystem is treated as a slow process with high nonlinearity. A three-stage subspace identification method is utilized to capture the dominant dynamics and predict the electric power output. For the thermo-mechanical process, a radial basis function model trained by the particle swarm optimization method is employed to handle the strong nonlinear characteristics. Experimental tests on a Capstone C30 microturbine show that the proposed modeling method can well capture the system dynamics and produce a good prediction of the coupled thermal and electric outputs in various operating modes.

Data-Adaptive Modeling using Convex Regression

Thesis (Ph.D.)--University of Washington, 2016-08

Spatial modeling of data with excessive zeros applied to reindeer pellet-group counts

We analyze a real data set pertaining to reindeer fecal pellet-group counts obtained from a survey conducted in a forest area in northern Sweden. In the data set, over 70% of counts are zeros, and there is high spatial correlation. We use conditionally autoregressive random effects for modeling of spatial correlation in a Poisson generalized linear mixed model (GLMM), quasi-Poisson hierarchical generalized linear model (HGLM), zero-inflated Poisson (ZIP), and hurdle models. The quasi-Poisson HGLM allows for both under- and overdispersion with excessive zeros, while the ZIP and hurdle models allow only for overdispersion. In analyzing the real data set, we see that the quasi-Poisson HGLMs can perform better than the other commonly used models, for example, ordinary Poisson HGLMs, spatial ZIP, and spatial hurdle models, and that the underdispersed Poisson HGLMs with spatial correlation fit the reindeer data best. We develop R codes for fitting these models using a unified algorithm for the HGLMs. Spatial count response with an extremely high proportion of zeros, and underdispersion can be successfully modeled using the quasi-Poisson HGLM with spatial random effects.

Measuring, Modeling, and Forecasting Volatility and Correlations from High-Frequency Data

This dissertation contains four essays that all share a common purpose: developing new methodologies to exploit the potential of high-frequency data for the measurement, modeling and forecasting of financial assets volatility and correlations. The first two chapters provide useful tools for univariate applications while the last two chapters develop multivariate methodologies. In chapter 1, we introduce a new class of univariate volatility models named FloGARCH models. FloGARCH models provide a parsimonious joint model for low frequency returns and realized measures, and are sufficiently flexible to capture long memory as well as asymmetries related to leverage effects. We analyze the performances of the models in a realistic numerical study and on the basis of a data set composed of 65 equities. Using more than 10 years of high-frequency transactions, we document significant statistical gains related to the FloGARCH models in terms of in-sample fit, out-of-sample fit and forecasting accuracy compared to classical and Realized GARCH models. In chapter 2, using 12 years of high-frequency transactions for 55 U.S. stocks, we argue that combining low-frequency exogenous economic indicators with high-frequency financial data improves the ability of conditionally heteroskedastic models to forecast the volatility of returns, their full multi-step ahead conditional distribution and the multi-period Value-at-Risk. Using a refined version of the Realized LGARCH model allowing for time-varying intercept and implemented with realized kernels, we document that nominal corporate profits and term spreads have strong long-run predictive ability and generate accurate risk measures forecasts over long-horizon. The results are based on several loss functions and tests, including the Model Confidence Set. Chapter 3 is a joint work with David Veredas. We study the class of disentangled realized estimators for the integrated covariance matrix of Brownian semimartingales with finite activity jumps. These estimators separate correlations and volatilities. We analyze different combinations of quantile- and median-based realized volatilities, and four estimators of realized correlations with three synchronization schemes. Their finite sample properties are studied under four data generating processes, in presence, or not, of microstructure noise, and under synchronous and asynchronous trading. The main finding is that the pre-averaged version of disentangled estimators based on Gaussian ranks (for the correlations) and median deviations (for the volatilities) provide a precise, computationally efficient, and easy alternative to measure integrated covariances on the basis of noisy and asynchronous prices. Along these lines, a minimum variance portfolio application shows the superiority of this disentangled realized estimator in terms of numerous performance metrics. Chapter 4 is co-authored with Niels S. Hansen, Asger Lunde and Kasper V. Olesen, all affiliated with CREATES at Aarhus University. We propose to use the Realized Beta GARCH model to exploit the potential of high-frequency data in commodity markets. The model produces high quality forecasts of pairwise correlations between commodities which can be used to construct a composite covariance matrix. We evaluate the quality of this matrix in a portfolio context and compare it to models used in the industry. We demonstrate significant economic gains in a realistic setting including short selling constraints and transaction costs.

Hybrid mathematical and informational modeling of beam-to-column connections

The analysis of steel and composite frames has traditionally been carried out by idealizing beam-to-column connections as either rigid or pinned. Although some advanced analysis methods have been proposed to account for semi-rigid connections, the performance of these methods strongly depends on the proper modeling of connection behavior. The primary challenge of modeling beam-to-column connections is their inelastic response and continuously varying stiffness, strength, and ductility. In this dissertation, two distinct approaches—mathematical models and informational models—are proposed to account for the complex hysteretic behavior of beam-to-column connections. The performance of the two approaches is examined and is then followed by a discussion of their merits and deficiencies. To capitalize on the merits of both mathematical and informational representations, a new approach, a hybrid modeling framework, is developed and demonstrated through modeling beam-to-column connections. Component-based modeling is a compromise spanning two extremes in the field of mathematical modeling: simplified global models and finite element models. In the component-based modeling of angle connections, the five critical components of excessive deformation are identified. Constitutive relationships of angles, column panel zones, and contact between angles and column flanges, are derived by using only material and geometric properties and theoretical mechanics considerations. Those of slip and bolt hole ovalization are simplified by empirically-suggested mathematical representation and expert opinions. A mathematical model is then assembled as a macro-element by combining rigid bars and springs that represent the constitutive relationship of components. Lastly, the moment-rotation curves of the mathematical models are compared with those of experimental tests. In the case of a top-and-seat angle connection with double web angles, a pinched hysteretic response is predicted quite well by complete mechanical models, which take advantage of only material and geometric properties. On the other hand, to exhibit the highly pinched behavior of a top-and-seat angle connection without web angles, a mathematical model requires components of slip and bolt hole ovalization, which are more amenable to informational modeling. An alternative method is informational modeling, which constitutes a fundamental shift from mathematical equations to data that contain the required information about underlying mechanics. The information is extracted from observed data and stored in neural networks. Two different training data sets, analytically-generated and experimental data, are tested to examine the performance of informational models. Both informational models show acceptable agreement with the moment-rotation curves of the experiments. Adding a degradation parameter improves the informational models when modeling highly pinched hysteretic behavior. However, informational models cannot represent the contribution of individual components and therefore do not provide an insight into the underlying mechanics of components. In this study, a new hybrid modeling framework is proposed. In the hybrid framework, a conventional mathematical model is complemented by the informational methods. The basic premise of the proposed hybrid methodology is that not all features of system response are amenable to mathematical modeling, hence considering informational alternatives. This may be because (i) the underlying theory is not available or not sufficiently developed, or (ii) the existing theory is too complex and therefore not suitable for modeling within building frame analysis. The role of informational methods is to model aspects that the mathematical model leaves out. Autoprogressive algorithm and self-learning simulation extract the missing aspects from a system response. In a hybrid framework, experimental data is an integral part of modeling, rather than being used strictly for validation processes. The potential of the hybrid methodology is illustrated through modeling complex hysteretic behavior of beam-to-column connections. Mechanics-based components of deformation such as angles, flange-plates, and column panel zone, are idealized to a mathematical model by using a complete mechanical approach. Although the mathematical model represents envelope curves in terms of initial stiffness and yielding strength, it is not capable of capturing the pinching effects. Pinching is caused mainly by separation between angles and column flanges as well as slip between angles/flange-plates and beam flanges. These components of deformation are suitable for informational modeling. Finally, the moment-rotation curves of the hybrid models are validated with those of the experimental tests. The comparison shows that the hybrid models are capable of representing the highly pinched hysteretic behavior of beam-to-column connections. In addition, the developed hybrid model is successfully used to predict the behavior of a newly-designed connection.

Statistical modeling of protein lysate array data

The protein lysate array is an emerging technology for quantifying the protein concentration ratios in multiple biological samples. It is gaining popularity, and has the potential to answer questions about post-translational modifications and protein pathway relationships. Statistical inference for a parametric quantification procedure has been inadequately addressed in the literature, mainly due to two challenges: the increasing dimension of the parameter space and the need to account for dependence in the data. Each chapter of this thesis addresses one of these issues. In Chapter 1, an introduction to the protein lysate array quantification is presented, followed by the motivations and goals for this thesis work. In Chapter 2, we develop a multi-step procedure for the Sigmoidal models, ensuring consistent estimation of the concentration level with full asymptotic efficiency. The results obtained in this chapter justify inferential procedures based on large-sample approximations. Simulation studies and real data analysis are used to illustrate the performance of the proposed method in finite-samples. The multi-step procedure is simpler in both theory and computation than the single-step least squares method that has been used in current practice. In Chapter 3, we introduce a new model to account for the dependence structure of the errors by a nonlinear mixed effects model. We consider a method to approximate the maximum likelihood estimator of all the parameters. Using the simulation studies on various error structures, we show that for data with non-i.i.d. errors the proposed method leads to more accurate estimates and better confidence intervals than the existing single-step least squares method.