Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

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-Driven Dynamic Prediction of Interrelated Heat 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.

Dynamic-Data Driven Real-Time Identification for Electric Power Systems

Power system engineers face a double challenge: to operate electric power systems within narrow stability and security margins, and to maintain high reliability. There is an acute need to better understand the dynamic nature of power systems in order to be prepared for critical situations as they arise. Innovative measurement tools, such as phasor measurement units, can capture not only the slow variation of the voltages and currents but also the underlying oscillations in a power system. Such dynamic data accessibility provides us a strong motivation and a useful tool to explore dynamic-data driven applications in power systems. To fulfill this goal, this dissertation focuses on the following three areas: Developing accurate dynamic load models and updating variable parameters based on the measurement data, applying advanced nonlinear filtering concepts and technologies to real-time identification of power system models, and addressing computational issues by implementing the balanced truncation method. By obtaining more realistic system models, together with timely updated parameters and stochastic influence consideration, we can have an accurate portrait of the ongoing phenomena in an electrical power system. Hence we can further improve state estimation, stability analysis and real-time operation.

Dynamic instabilities in scalar neural field equations with space-dependent delays

In this paper we consider a class of scalar integral equations with a form of space-dependent delay. These non-local models arise naturally when modelling neural tissue with active axons and passive dendrites. Such systems are known to support a dynamic (oscillatory) Turing instability of the homogeneous steady state. In this paper we develop a weakly nonlinear analysis of the travelling and standing waves that form beyond the point of instability. The appropriate amplitude equations are found to be the coupled mean-field Ginzburg-Landau equations describing a Turing-Hopf bifurcation with modulation group velocity of O(1). Importantly we are able to obtain the coefficients of terms in the amplitude equations in terms of integral transforms of the spatio-temporal kernels defining the neural field equation of interest. Indeed our results cover not only models with axonal or dendritic delays but those which are described by a more general distribution of delayed spatio-temporal interactions. We illustrate the predictive power of this form of analysis with comparison against direct numerical simulations, paying particular attention to the competition between standing and travelling waves and the onset of Benjamin-Feir instabilities.

Efficient split eld FDTD analysis of third-order nonlinear materials in two-dimensionally periodic media

In this work the split-field finite-difference time-domain method (SF-FDTD) has been extended for the analysis of two-dimensionally periodic structures with third-order nonlinear media. The accuracy of the method is verified by comparisons with the nonlinear Fourier Modal Method (FMM). Once the formalism has been validated, examples of one- and two-dimensional nonlinear gratings are analysed. Regarding the 2D case, the shifting in resonant waveguides is corroborated. Here, not only the scalar Kerr effect is considered, the tensorial nature of the third-order nonlinear susceptibility is also included. The consideration of nonlinear materials in this kind of devices permits to design tunable devices such as variable band filters. However, the third-order nonlinear susceptibility is usually small and high intensities are needed in order to trigger the nonlinear effect. Here, a one-dimensional CBG is analysed in both linear and nonlinear regime and the shifting of the resonance peaks in both TE and TM are achieved numerically. The application of a numerical method based on the finite- difference time-domain method permits to analyse this issue from the time domain, thus bistability curves are also computed by means of the numerical method. These curves show how the nonlinear effect modifies the properties of the structure as a function of variable input pump field. When taking the nonlinear behaviour into account, the estimation of the electric field components becomes more challenging. In this paper, we present a set of acceleration strategies based on parallel software and hardware solutions.

Dynamic Programming Approaches for Estimating and Applying Large-scale Discrete Choice Models

People go through their life making all kinds of decisions, and some of these decisions affect their demand for transportation, for example, their choices of where to live and where to work, how and when to travel and which route to take. Transport related choices are typically time dependent and characterized by large number of alternatives that can be spatially correlated. This thesis deals with models that can be used to analyze and predict discrete choices in large-scale networks. The proposed models and methods are highly relevant for, but not limited to, transport applications. We model decisions as sequences of choices within the dynamic discrete choice framework, also known as parametric Markov decision processes. Such models are known to be difficult to estimate and to apply to make predictions because dynamic programming problems need to be solved in order to compute choice probabilities. In this thesis we show that it is possible to explore the network structure and the flexibility of dynamic programming so that the dynamic discrete choice modeling approach is not only useful to model time dependent choices, but also makes it easier to model large-scale static choices. The thesis consists of seven articles containing a number of models and methods for estimating, applying and testing large-scale discrete choice models. In the following we group the contributions under three themes: route choice modeling, large-scale multivariate extreme value (MEV) model estimation and nonlinear optimization algorithms. Five articles are related to route choice modeling. We propose different dynamic discrete choice models that allow paths to be correlated based on the MEV and mixed logit models. The resulting route choice models become expensive to estimate and we deal with this challenge by proposing innovative methods that allow to reduce the estimation cost. For example, we propose a decomposition method that not only opens up for possibility of mixing, but also speeds up the estimation for simple logit models, which has implications also for traffic simulation. Moreover, we compare the utility maximization and regret minimization decision rules, and we propose a misspecification test for logit-based route choice models. The second theme is related to the estimation of static discrete choice models with large choice sets. We establish that a class of MEV models can be reformulated as dynamic discrete choice models on the networks of correlation structures. These dynamic models can then be estimated quickly using dynamic programming techniques and an efficient nonlinear optimization algorithm. Finally, the third theme focuses on structured quasi-Newton techniques for estimating discrete choice models by maximum likelihood. We examine and adapt switching methods that can be easily integrated into usual optimization algorithms (line search and trust region) to accelerate the estimation process. The proposed dynamic discrete choice models and estimation methods can be used in various discrete choice applications. In the area of big data analytics, models that can deal with large choice sets and sequential choices are important. Our research can therefore be of interest in various demand analysis applications (predictive analytics) or can be integrated with optimization models (prescriptive analytics). Furthermore, our studies indicate the potential of dynamic programming techniques in this context, even for static models, which opens up a variety of future research directions.

Low cost 3D global instability analysis and flow sensitivity based on dynamic mode decomposition and high-order numerical tools

We explore the recently developed snapshot-based dynamic mode decomposition (DMD) technique, a matrix-free Arnoldi type method, to predict 3D linear global flow instabilities. We apply the DMD technique to flows confined in an L-shaped cavity and compare the resulting modes to their counterparts issued from classic, matrix forming, linear instability analysis (i.e. BiGlobal approach) and direct numerical simulations. Results show that the DMD technique, which uses snapshots generated by a 3D non-linear incompressible discontinuous Galerkin Navier?Stokes solver, provides very similar results to classical linear instability analysis techniques. In addition, we compare DMD results issued from non-linear and linearised Navier?Stokes solvers, showing that linearisation is not necessary (i.e. base flow not required) to obtain linear modes, as long as the analysis is restricted to the exponential growth regime, that is, flow regime governed by the linearised Navier?Stokes equations, and showing the potential of this type of analysis based on snapshots to general purpose CFD codes, without need of modifications. Finally, this work shows that the DMD technique can provide three-dimensional direct and adjoint modes through snapshots provided by the linearised and adjoint linearised Navier?Stokes equations advanced in time. Subsequently, these modes are used to provide structural sensitivity maps and sensitivity to base flow modification information for 3D flows and complex geometries, at an affordable computational cost. The information provided by the sensitivity study is used to modify the L-shaped geometry and control the most unstable 3D mode.

TRAFFIC IMPACT ANALYSIS OF SEVERAL DYNAMIC LANE MANAGEMENT STRATEGIES FOR CONGESTION MITIGATION BASED ON DTA MODEL

Persistent daily congestion has been increasing in recent years, particularly along major corridors during selected periods in the mornings and evenings. On certain segments, these roadways are often at or near capacity. However, a conventional Predefined control strategy did not fit the demands that changed over time, making it necessary to implement the various dynamical lane management strategies discussed in this thesis. Those strategies include hard shoulder running, reversible HOV lanes, dynamic tolls and variable speed limit. A mesoscopic agent-based DTA model is used to simulate different strategies and scenarios. From the analyses, all strategies aim to mitigate congestion in terms of the average speed and average density. The largest improvement can be found in hard shoulder running and reversible HOV lanes while the other two provide more stable traffic. In terms of average speed and travel time, hard shoulder running is the most congested strategy for I-270 to help relieve the traffic pressure.

Adaptation of motor control to training and disuse : contribution of muscle synergy analysis and movement variability

The well-known degrees of freedom problem originally introduced by Nikolai Bernstein (1967) results from the high abundance of degrees of freedom in the musculoskeletal system. Such abundance in motor control have two sides: i) because it is unlikely that the Central Nervous System controls each degree of freedom independently, the complexity of the control needs to be reduced, and ii) because there are many options to perform a movement, a repetition of a given movement is never the same. It leads to two main topics in motor control and biomechanics: motor coordination and motor variability. The present thesis aimed to understand how motor systems behave and adapt under specific conditions. This thesis comprises three studies that focused on three topics of major interest in the field of sports sciences and medicine: expertise, injury risk and fatigue. The first study (expertise) has focused on the muscle coordination topic to further investigate the effect of expertise on the muscle synergistic organization, which ultimately may represent the underlying neural strategies. Studies 2 (excessive medial knee displacement) and 3 (fatigue) both aimed to better understand its impact on the dynamic local stability. The main findings of the present thesis suggest: 1) there is a great robustness in muscle synergistic organization between swimmers at different levels of expertise (study 1, chapter II), which ultimately indicate that differences in muscle coordination is mainly explained by peripheral adaptations; 2) injury risk factors such as excessive medial knee displacement (study 2, chapter III) and fatigue (study 3, chapter IV) alter the dynamic local stability of the neuromuscular system towards a more unstable state. This change in dynamic local stability represents a loss of adaptability in the neuromuscular system reducing the flexibility to adapt to a perturbation.

Development and testing of a Fourier trasform based experimental system for Dynamic Mechanical Thermal Analysis tests

Altough nowadays DMTA is one of the most used techniques to characterize polymers thermo-mechanical behaviour, it is only effective for small amplitude oscillatory tests and limited to a single frequency analysis (linear regime). In this thesis work a Fourier transform based experimental system has proven to give hint on structural and chemical changes in specimens during large amplitude oscillatory tests exploiting multi frequency spectral analysis turning out in a more sensitive tool than classical linear approach. The test campaign has been focused on three test typologies: Strain sweep tests, Damage investigation and temperature sweep tests.

Dynamic mechanical-thermal, microstructural and mechanical analysis of ultra-light polymer-metal composites: influence of forming

A really particular and innovative metal-polymer sandwich material is Hybrix. Hybrix is a product developed and manufactured by Lamera AB, Gothenburg, Sweden. This innovative hybrid material is composed by two relatively thin metal layers if compared to the core thickness. The most used metals are aluminum and stainless steel and are separated by a core of nylon fibres oriented perpendicularly to the metal plates. The core is then completed by adhesive layers applied at the PA66-metal interface that once cured maintain the nylon fibres in position. This special material is very light and formable. Moreover Hybrix, depending on the specific metal which is used, can achieve a good corrosion resistance and it can be cut and punched easily. Hybrix architecture itself provides extremely good bending stiffness, damping properties, insulation capability, etc., which again, of course, change in magnitude depending in the metal alloy which is used, its thickness and core thickness. For these reasons nowadays it shows potential for all the applications which have the above mentioned characteristic as a requirement. Finally Hybrix can be processed with tools used in regular metal sheet industry and can be handled as solid metal sheets. In this master thesis project, pre-formed parts of Hybrix were studied and characterized. Previous work on Hybrix was focused on analyze its market potential and different adhesive to be used in the core. All the tests were carried out on flat unformed specimens. However, in order to have a complete description of this material also the effect of the forming process must be taken into account. Thus the main activities of the present master thesis are the following: Dynamic Mechanical-Thermal Analysis (DMTA) on unformed Hybrix samples of different thickness and on pre-strained Hybrix samples, pure epoxy adhesive samples analysis and finally moisture effects evaluation on Hybrix composite structure.

Credit spreads and monetary policy in a small open economy: an analysis of the colombian economy

This paper estimates Bejarano and Charry (2014)’s small open economy with financial frictions model for the Colombian economy using Bayesian estimation techniques. Additionally, I compute the welfare gains of implementing an optimal response to credit spreads into an augmented Taylor rule. The main result is that a reaction to credit spreads does not imply significant welfare gains unless the economic disturbances increases its volatility, like the disruption implied by a financial crisis. Otherwise its impact over the macroeconomic variables is null.

A Comparative Analysis Between Genetic Algorithms and Complex Nonlinear Least Squares on Electrical Impedance Characterization

This paper compares the performance of the complex nonlinear least squares algorithm implemented in the LEVM/LEVMW software with the performance of a genetic algorithm in the characterization of an electrical impedance of known topology. The effect of the number of measured frequency points and of measurement uncertainty on the estimation of circuit parameters is presented. The analysis is performed on the equivalent circuit impedance of a humidity sensor.

Dynamic Match Analysis

Recent technological development has enabled research- ers to gather data from different performance scenarios while considering players positioning and action events within a specific time frame. This technology varies from global positioning systems to radio frequency devices and computer vision tracking, to name the most common, and aims to collect players’ time motion data and enable the dynamical analysis of performance. Team sports—and in particular, invasion games—present a complex dynamic by nature based on the interaction between 2 opposing sides trying to outperform 1 another. During match and training situations, players’ actions are coupled to their performance context at different interaction levels. As expected, ball, teammates’, and opponents’ positioning play an important role in this interaction process. But other factors, such as final score, teams’ development level, and players’ expertise, seem to affect the match dynamics. In this symposium, we will focus on how different constraints affect invasion games dynamics during both match and training situations. This relation will be established while underpinning the importance of these effects to game teaching and performance optimization. Regarding the match, different performance indicators based on spatial-temporal relations between players and teams will be presented to reveal the interaction processes that form the crucial component of game analysis. Considering the training, this symposium will address the relationship of small-sided games with full- sized matches and will present how players’ dynamical interaction affects different performance indicators.