Quality of process modeling using BPMN: a model-driven approach

Dissertação para obtenção do Grau de Doutor em Engenharia Informática

On making causal claims: A review and recommendations

Social scientists often estimate models from correlational data, where the independent variable has not been exogenously manipulated; they also make implicit or explicit causal claims based on these models. When can these claims be made? We answer this question by first discussing design and estimation conditions under which model estimates can be interpreted, using the randomized experiment as the gold standard. We show how endogeneity--which includes omitted variables, omitted selection, simultaneity, common methods bias, and measurement error--renders estimates causally uninterpretable. Second, we present methods that allow researchers to test causal claims in situations where randomization is not possible or when causal interpretation is confounded, including fixed-effects panel, sample selection, instrumental variable, regression discontinuity, and difference-in-differences models. Third, we take stock of the methodological rigor with which causal claims are being made in a social sciences discipline by reviewing a representative sample of 110 articles on leadership published in the previous 10 years in top-tier journals. Our key finding is that researchers fail to address at least 66 % and up to 90 % of design and estimation conditions that make causal claims invalid. We conclude by offering 10 suggestions on how to improve non-experimental research.

Orthogonal higher order structure and confirmatory factor analysis of the French Wechsler Adult Intelligence Scale (WAIS-III).

According to the most widely accepted Cattell-Horn-Carroll (CHC) model of intelligence measurement, each subtest score of the Wechsler Intelligence Scale for Adults (3rd ed.; WAIS-III) should reflect both 1st- and 2nd-order factors (i.e., 4 or 5 broad abilities and 1 general factor). To disentangle the contribution of each factor, we applied a Schmid-Leiman orthogonalization transformation (SLT) to the standardization data published in the French technical manual for the WAIS-III. Results showed that the general factor accounted for 63% of the common variance and that the specific contributions of the 1st-order factors were weak (4.7%-15.9%). We also addressed this issue by using confirmatory factor analysis. Results indicated that the bifactor model (with 1st-order group and general factors) better fit the data than did the traditional higher order structure. Models based on the CHC framework were also tested. Results indicated that a higher order CHC model showed a better fit than did the classical 4-factor model; however, the WAIS bifactor structure was the most adequate. We recommend that users do not discount the Full Scale IQ when interpreting the index scores of the WAIS-III because the general factor accounts for the bulk of the common variance in the French WAIS-III. The 4 index scores cannot be considered to reflect only broad ability because they include a strong contribution of the general factor.

Assessing the Relationship between the Baseline Value of a Continuous Variable and Subsequent Change over Time

Analyzing the relationship between the baseline value and subsequent change of a continuous variable is a frequent matter of inquiry in cohort studies. These analyses are surprisingly complex, particularly if only two waves of data are available. It is unclear for non-biostatisticians where the complexity of this analysis lies and which statistical method is adequate.With the help of simulated longitudinal data of body mass index in children,we review statistical methods for the analysis of the association between the baseline value and subsequent change, assuming linear growth with time. Key issues in such analyses are mathematical coupling, measurement error, variability of change between individuals, and regression to the mean. Ideally, it is better to rely on multiple repeated measurements at different times and a linear random effects model is a standard approach if more than two waves of data are available. If only two waves of data are available, our simulations show that Blomqvist's method - which consists in adjusting for measurement error variance the estimated regression coefficient of observed change on baseline value - provides accurate estimates. The adequacy of the methods to assess the relationship between the baseline value and subsequent change depends on the number of data waves, the availability of information on measurement error, and the variability of change between individuals.

Life-Cycle Effects on Household Expenditures: A Latent-Variable Approach

Using data from the Spanish household budget survey, we investigate life- cycle effects on several product expenditures. A latent-variable model approach is adopted to evaluate the impact of income on expenditures, controlling for the number of members in the family. Two latent factors underlying repeated measures of monetary and non-monetary income are used as explanatory variables in the expenditure regression equations, thus avoiding possible bias associated to the measurement error in income. The proposed methodology also takes care of the case in which product expenditures exhibit a pattern of infrequent purchases. Multiple-group analysis is used to assess the variation of key parameters of the model across various household life-cycle typologies. The analysis discloses significant life-cycle effects on the mean levels of expenditures; it also detects significant life-cycle effects on the way expenditures are affected by income and family size. Asymptotic robust methods are used to account for possible non-normality of the data.

Non-Quasi-Competitiveness and Stability in Cournot's Model

This paper retakes previous work of the authors, about the relationship between non-quasi-competitiveness (the increase in price caused by an increase in the number of oligopolists) and stability of the equilibrium in the classical Cournot oligopoly model. Though it has been widely accepted in the literature that the loss of quasi-competitiveness is linked, in the long run as new firms entered the market, to instability of the model, the authors in their previous work put forward a model in which a situation of monopoly changed to duopoly losing quasi-competitiveness but maintaining the stability of the equilibrium. That model could not, at the time, be extended to any number of oligopolists. The present paper exhibits such an extension. An oligopoly model is shown in which the loss of quasi-competitiveness resists the presence in the market of as many firms as one wishes and where the successive Cournot's equilibrium points are unique and asymptotically stable. In this way, for the first time, the conjecture that non-quasi- competitiveness and instability were equivalent in the long run, is proved false.

Lyfe-cycle effects on household expenditures: A latent-variable approach

Using data from the Spanish household budget survey, we investigate life-cycle effects on several product expenditures. A latent-variable model approach is adopted to evaluate the impact of income on expenditures, controlling for the number of members in the family. Two latent factors underlying repeated measures of monetary and non-monetary income are used as explanatory variables in the expenditure regression equations, thus avoiding possible bias associated to the measurement error in income. The proposed methodology also takes care of the case in which product expenditures exhibit a pattern of infrequent purchases. Multiple-group analysis is used to assess the variation of key parameters of the model across various household life-cycle typologies. The analysis discloses significant life-cycle effects on the mean levels of expenditures; it also detects significant life-cycle effects on the way expenditures are affected by income and family size. Asymptotic robust methods are used to account for possible non-normality of the data.

On making causal claims: A review and recommendations

Social scientists often estimate models from correlational data, where the independent variable has not been exogenously manipulated; they also make implicit or explicit causal claims based on these models. When can these claims be made? We answer this question by first discussing design and estimation conditions under which model estimates can be interpreted, using the randomized experiment as the gold standard. We show how endogeneity--which includes omitted variables, omitted selection, simultaneity, common methods bias, and measurement error--renders estimates causally uninterpretable. Second, we present methods that allow researchers to test causal claims in situations where randomization is not possible or when causal interpretation is confounded, including fixed-effects panel, sample selection, instrumental variable, regression discontinuity, and difference-in-differences models. Third, we take stock of the methodological rigor with which causal claims are being made in a social sciences discipline by reviewing a representative sample of 110 articles on leadership published in the previous 10 years in top-tier journals. Our key finding is that researchers fail to address at least 66 % and up to 90 % of design and estimation conditions that make causal claims invalid. We conclude by offering 10 suggestions on how to improve non-experimental research.

On the use of spatially discrete data to compute energy and mass balance

In many practical applications the state of field soils is monitored by recording the evolution of temperature and soil moisture at discrete depths. We theoretically investigate the systematic errors that arise when mass and energy balances are computed directly from these measurements. We show that, even with no measurement or model errors, large residuals might result when finite difference approximations are used to compute fluxes and storage term. To calculate the limits set by the use of spatially discrete measurements on the accuracy of balance closure, we derive an analytical solution to estimate the residual on the basis of the two key parameters: the penetration depth and the distance between the measurements. When the thickness of the control layer for which the balance is computed is comparable to the penetration depth of the forcing (which depends on the thermal diffusivity and on the forcing period) large residuals arise. The residual is also very sensitive to the distance between the measurements, which requires accurately controlling the position of the sensors in field experiments. We also demonstrate that, for the same experimental setup, mass residuals are sensitively larger than the energy residuals due to the nonlinearity of the moisture transport equation. Our analysis suggests that a careful assessment of the systematic mass error introduced by the use of spatially discrete data is required before using fluxes and residuals computed directly from field measurements.

Local and global error models to improve uncertainty quantification

In groundwater applications, Monte Carlo methods are employed to model the uncertainty on geological parameters. However, their brute-force application becomes computationally prohibitive for highly detailed geological descriptions, complex physical processes, and a large number of realizations. The Distance Kernel Method (DKM) overcomes this issue by clustering the realizations in a multidimensional space based on the flow responses obtained by means of an approximate (computationally cheaper) model; then, the uncertainty is estimated from the exact responses that are computed only for one representative realization per cluster (the medoid). Usually, DKM is employed to decrease the size of the sample of realizations that are considered to estimate the uncertainty. We propose to use the information from the approximate responses for uncertainty quantification. The subset of exact solutions provided by DKM is then employed to construct an error model and correct the potential bias of the approximate model. Two error models are devised that both employ the difference between approximate and exact medoid solutions, but differ in the way medoid errors are interpolated to correct the whole set of realizations. The Local Error Model rests upon the clustering defined by DKM and can be seen as a natural way to account for intra-cluster variability; the Global Error Model employs a linear interpolation of all medoid errors regardless of the cluster to which the single realization belongs. These error models are evaluated for an idealized pollution problem in which the uncertainty of the breakthrough curve needs to be estimated. For this numerical test case, we demonstrate that the error models improve the uncertainty quantification provided by the DKM algorithm and are effective in correcting the bias of the estimate computed solely from the MsFV results. The framework presented here is not specific to the methods considered and can be applied to other combinations of approximate models and techniques to select a subset of realizations

Reflections on Partial Least Squares Path Modeling

The purpose of the present article is to take stock of a recent exchange in Organizational Research Methods between critics (Rönkkö & Evermann, 2013) and proponents (Henseler et al., 2014) of partial least squares path modeling (PLS-PM). The two target articles were centered around six principal issues, namely whether PLS-PM: (1) can be truly characterized as a technique for structural equation modeling (SEM); (2) is able to correct for measurement error; (3) can be used to validate measurement models; (4) accommodates small sample sizes; (5) is able to provide null hypothesis tests for path coefficients; and (6) can be employed in an exploratory, model-building fashion. We summarize and elaborate further on the key arguments underlying the exchange, drawing from the broader methodological and statistical literature in order to offer additional thoughts concerning the utility of PLS-PM and ways in which the technique might be improved. We conclude with recommendations as to whether and how PLS-PM serves as a viable contender to SEM approaches for estimating and evaluating theoretical models.

Analysis of torque and speed ripple producing non-idealities of frequency converters in electric drives

Electric motors driven by adjustable-frequency converters may produce periodic excitation forces that can cause torque and speed ripple. Interaction with the driven mechanical system may cause undesirable vibrations that affect the system performance and lifetime. Direct drives in sensitive applications, such as elevators or paper machines, emphasize the importance of smooth torque production. This thesis analyses the non-idealities of frequencyconverters that produce speed and torque ripple in electric drives. The origin of low order harmonics in speed and torque is examined. It is shown how different current measurement error types affect the torque. As the application environment, direct torque control (DTC) method is applied to permanent magnet synchronous machines (PMSM). A simulation model to analyse the effect of the frequency converter non-idealities on the performance of the electric drives is created. Themodel enables to identify potential problems causing torque vibrations and possibly damaging oscillations in electrically driven machine systems. The model is capable of coupling with separate simulation software of complex mechanical loads. Furthermore, the simulation model of the frequency converter's control algorithm can be applied to control a real frequency converter. A commercial frequencyconverter with standard software, a permanent magnet axial flux synchronous motor and a DC motor as the load are used to detect the effect of current measurement errors on load torque. A method to reduce the speed and torque ripple by compensating the current measurement errors is introduced. The method is based on analysing the amplitude of a selected harmonic component of speed as a function oftime and selecting a suitable compensation alternative for the current error. The speed can be either measured or estimated, so the compensation method is applicable also for speed sensorless drives. The proposed compensation method is tested with a laboratory drive, which consists of commercial frequency converter hardware with self-made software and a prototype PMSM. The speed and torque rippleof the test drive are reduced by applying the compensation method. In addition to the direct torque controlled PMSM drives, the compensation method can also beapplied to other motor types and control methods.

Base temperature and simulation model for nodes appearance in cape gooseberry (Physalis peruviana L.)

Data was analyzed on development of the solanaceen fruit crop Cape gooseberry to evaluate how well a classical thermal time model could describe node appearance in different environments. The data used in the analysis were obtained from experiments conducted in Colombia in open fields and greenhouse condition at two locations with different climate. An empirical, non linear segmented model was used to estimate the base temperature and to parameterize the model for simulation of node appearance vs. time. The base temperature (Tb) used to calculate the thermal time (TT, ºCd) for node appearance was estimated to be 6.29 ºC. The slope of the first linear segment was 0.023 nodes per TT and 0.008 for the second linear segment. The time at which the slope of node apperance changed was 1039.5 ºCd after transplanting, determined from a statistical analysis of model for the first segment. When these coefficients were used to predict node appearance at all locations, the model successfully fit the observed data (RSME=2.1), especially for the first segment where node appearance was more homogeneous than the second segment. More nodes were produced by plants grown under greenhouse conditions and minimum and maximum rates of node appearance rates were also higher.

Functional error modeling for uncertainty quantification in hydrogeology

Approximate models (proxies) can be employed to reduce the computational costs of estimating uncertainty. The price to pay is that the approximations introduced by the proxy model can lead to a biased estimation. To avoid this problem and ensure a reliable uncertainty quantification, we propose to combine functional data analysis and machine learning to build error models that allow us to obtain an accurate prediction of the exact response without solving the exact model for all realizations. We build the relationship between proxy and exact model on a learning set of geostatistical realizations for which both exact and approximate solvers are run. Functional principal components analysis (FPCA) is used to investigate the variability in the two sets of curves and reduce the dimensionality of the problem while maximizing the retained information. Once obtained, the error model can be used to predict the exact response of any realization on the basis of the sole proxy response. This methodology is purpose-oriented as the error model is constructed directly for the quantity of interest, rather than for the state of the system. Also, the dimensionality reduction performed by FPCA allows a diagnostic of the quality of the error model to assess the informativeness of the learning set and the fidelity of the proxy to the exact model. The possibility of obtaining a prediction of the exact response for any newly generated realization suggests that the methodology can be effectively used beyond the context of uncertainty quantification, in particular for Bayesian inference and optimization.

Bayesian Estimation of Noise

In mathematical modeling the estimation of the model parameters is one of the most common problems. The goal is to seek parameters that fit to the measurements as well as possible. There is always error in the measurements which implies uncertainty to the model estimates. In Bayesian statistics all the unknown quantities are presented as probability distributions. If there is knowledge about parameters beforehand, it can be formulated as a prior distribution. The Bays’ rule combines the prior and the measurements to posterior distribution. Mathematical models are typically nonlinear, to produce statistics for them requires efficient sampling algorithms. In this thesis both Metropolis-Hastings (MH), Adaptive Metropolis (AM) algorithms and Gibbs sampling are introduced. In the thesis different ways to present prior distributions are introduced. The main issue is in the measurement error estimation and how to obtain prior knowledge for variance or covariance. Variance and covariance sampling is combined with the algorithms above. The examples of the hyperprior models are applied to estimation of model parameters and error in an outlier case.