A proposed role for models and simulations in management research

Overall, computer models and simulations have a rather disappointing record within the management sciences as a tool for predicting the future. Social and market environments can be influenced by an overwhelming number of variables, and it is therefore difficult to use computer models to make forecasts or to test hypotheses concerning the relationship between individual behaviours and macroscopic outcomes. At the same time, however, advocates of computer models argue that they can be used to overcome the human mind's inability to cope with several complex variables simultaneously or to understand concepts that are highly counterintuitive. This paper seeks to bridge the gap between these two perspectives by suggesting that management research can indeed benefit from computer models by using them to formulate fruitful hypotheses.

An infinite-horizon robust filter for uncertain hidden Markov Models with conditional relative entropy constraints

We consider a robust filtering problem for uncertain discrete-time, homogeneous, first-order, finite-state hidden Markov models (HMMs). The class of uncertain HMMs considered is described by a conditional relative entropy constraint on measures perturbed from a nominal regular conditional probability distribution given the previous posterior state distribution and the latest measurement. Under this class of perturbations, a robust infinite horizon filtering problem is first formulated as a constrained optimization problem before being transformed via variational results into an unconstrained optimization problem; the latter can be elegantly solved using a risk-sensitive information-state based filtering.

Bayesian models for the determination of resonant frequencies in a DI diesel engine

A time series method for the determination of combustion chamber resonant frequencies is outlined. This technique employs the use of Markov-chain Monte Carlo (MCMC) to infer parameters in a chosen model of the data. The development of the model is included and the resonant frequency is characterised as a function of time. Potential applications for cycle-by-cycle analysis are discussed and the bulk temperature of the gas and the trapped mass in the combustion chamber are evaluated as a function of time from resonant frequency information.

Emergency health services : demand and service delivery models. Monograph 1: literature review and activity trends

Emergency Health Services (EHS), encompassing hospital-based Emergency Departments (ED) and pre-hospital ambulance services, are a significant and high profile component of Australia’s health care system and congestion of these, evidenced by physical overcrowding and prolonged waiting times, is causing considerable community and professional concern. This concern relates not only to Australia’s capacity to manage daily health emergencies but also the ability to respond to major incidents and disasters. EHS congestion is a result of the combined effects of increased demand for emergency care, increased complexity of acute health care, and blocked access to ongoing care (e.g. inpatient beds). Despite this conceptual understanding there is a lack of robust evidence to explain the factors driving increased demand, or how demand contributes to congestion, and therefore public policy responses have relied upon limited or unsound information. The Emergency Health Services Queensland (EHSQ) research program proposes to determine the factors influencing the growing demand for emergency health care and to establish options for alternative service provision that may safely meet patient’s needs. The EHSQ study is funded by the Australian Research Council (ARC) through its Linkage Program and is supported financially by the Queensland Ambulance Service (QAS). This monograph is part of a suite of publications based on the research findings that examines the existing literature, and current operational context. Literature was sourced using standard search approaches and a range of databases as well as a selection of articles cited in the reviewed literature. Public sources including the Australian Institute of Health and Welfare (AIHW), the Council of Ambulance Authorities (CAA) Annual Reports, Australian Bureau of Statistics (ABS) and Department of Health and Ageing (DoHA) were examined for trend data across Australia.

Query expansion using term relationships in language models for information retrieval

Language Modeling (LM) has been successfully applied to Information Retrieval (IR). However, most of the existing LM approaches only rely on term occurrences in documents, queries and document collections. In traditional unigram based models, terms (or words) are usually considered to be independent. In some recent studies, dependence models have been proposed to incorporate term relationships into LM, so that links can be created between words in the same sentence, and term relationships (e.g. synonymy) can be used to expand the document model. In this study, we further extend this family of dependence models in the following two ways: (1) Term relationships are used to expand query model instead of document model, so that query expansion process can be naturally implemented; (2) We exploit more sophisticated inferential relationships extracted with Information Flow (IF). Information flow relationships are not simply pairwise term relationships as those used in previous studies, but are between a set of terms and another term. They allow for context-dependent query expansion. Our experiments conducted on TREC collections show that we can obtain large and significant improvements with our approach. This study shows that LM is an appropriate framework to implement effective query expansion.

A study of abrasive water jet characteristics by CFD simulation

Computational fluid dynamics (CFD) models for ultrahigh velocity waterjets and abrasive waterjets (AWJs) are established using the Fluent 6 flow solver. Jet dynamic characteristics for the flow downstream from a very fine nozzle are then simulated under steady state, turbulent, two-phase and three-phase flow conditions. Water and particle velocities in a jet are obtained under different input and boundary conditions to provide an insight into the jet characteristics and a fundamental understanding of the kerf formation process in AWJ cutting. For the range of downstream distances considered, the results indicate that a jet is characterised by an initial rapid decay of the axial velocity at the jet centre while the cross-sectional flow evolves towards a top-hat profile downstream.

Quantification of particle emission characteristics and development of an emission model for use in transport microenvironments affected by traffic emissions

Vehicle emitted particles are of significant concern based on their potential to influence local air quality and human health. Transport microenvironments usually contain higher vehicle emission concentrations compared to other environments, and people spend a substantial amount of time in these microenvironments when commuting. Currently there is limited scientific knowledge on particle concentration, passenger exposure and the distribution of vehicle emissions in transport microenvironments, partially due to the fact that the instrumentation required to conduct such measurements is not available in many research centres. Information on passenger waiting time and location in such microenvironments has also not been investigated, which makes it difficult to evaluate a passenger’s spatial-temporal exposure to vehicle emissions. Furthermore, current emission models are incapable of rapidly predicting emission distribution, given the complexity of variations in emission rates that result from changes in driving conditions, as well as the time spent in driving condition within the transport microenvironment. In order to address these scientific gaps in knowledge, this work conducted, for the first time, a comprehensive statistical analysis of experimental data, along with multi-parameter assessment, exposure evaluation and comparison, and emission model development and application, in relation to traffic interrupted transport microenvironments. The work aimed to quantify and characterise particle emissions and human exposure in the transport microenvironments, with bus stations and a pedestrian crossing identified as suitable research locations representing a typical transport microenvironment. Firstly, two bus stations in Brisbane, Australia, with different designs, were selected to conduct measurements of particle number size distributions, particle number and PM2.5 concentrations during two different seasons. Simultaneous traffic and meteorological parameters were also monitored, aiming to quantify particle characteristics and investigate the impact of bus flow rate, station design and meteorological conditions on particle characteristics at stations. The results showed higher concentrations of PN20-30 at the station situated in an open area (open station), which is likely to be attributed to the lower average daily temperature compared to the station with a canyon structure (canyon station). During precipitation events, it was found that particle number concentration in the size range 25-250 nm decreased greatly, and that the average daily reduction in PM2.5 concentration on rainy days compared to fine days was 44.2 % and 22.6 % at the open and canyon station, respectively. The effect of ambient wind speeds on particle number concentrations was also examined, and no relationship was found between particle number concentration and wind speed for the entire measurement period. In addition, 33 pairs of average half-hourly PN7-3000 concentrations were calculated and identified at the two stations, during the same time of a day, and with the same ambient wind speeds and precipitation conditions. The results of a paired t-test showed that the average half-hourly PN7-3000 concentrations at the two stations were not significantly different at the 5% confidence level (t = 0.06, p = 0.96), which indicates that the different station designs were not a crucial factor for influencing PN7-3000 concentrations. A further assessment of passenger exposure to bus emissions on a platform was evaluated at another bus station in Brisbane, Australia. The sampling was conducted over seven weekdays to investigate spatial-temporal variations in size-fractionated particle number and PM2.5 concentrations, as well as human exposure on the platform. For the whole day, the average PN13-800 concentration was 1.3 x 104 and 1.0 x 104 particle/cm3 at the centre and end of the platform, respectively, of which PN50-100 accounted for the largest proportion to the total count. Furthermore, the contribution of exposure at the bus station to the overall daily exposure was assessed using two assumed scenarios of a school student and an office worker. It was found that, although the daily time fraction (the percentage of time spend at a location in a whole day) at the station was only 0.8 %, the daily exposure fractions (the percentage of exposures at a location accounting for the daily exposure) at the station were 2.7% and 2.8 % for exposure to PN13-800 and 2.7% and 3.5% for exposure to PM2.5 for the school student and the office worker, respectively. A new parameter, “exposure intensity” (the ratio of daily exposure fraction and the daily time fraction) was also defined and calculated at the station, with values of 3.3 and 3.4 for exposure to PN13-880, and 3.3 and 4.2 for exposure to PM2.5, for the school student and the office worker, respectively. In order to quantify the enhanced emissions at critical locations and define the emission distribution in further dispersion models for traffic interrupted transport microenvironments, a composite line source emission (CLSE) model was developed to specifically quantify exposure levels and describe the spatial variability of vehicle emissions in traffic interrupted microenvironments. This model took into account the complexity of vehicle movements in the queue, as well as different emission rates relevant to various driving conditions (cruise, decelerate, idle and accelerate), and it utilised multi-representative segments to capture the accurate emission distribution for real vehicle flow. This model does not only helped to quantify the enhanced emissions at critical locations, but it also helped to define the emission source distribution of the disrupted steady flow for further dispersion modelling. The model then was applied to estimate particle number emissions at a bidirectional bus station used by diesel and compressed natural gas fuelled buses. It was found that the acceleration distance was of critical importance when estimating particle number emission, since the highest emissions occurred in sections where most of the buses were accelerating and no significant increases were observed at locations where they idled. It was also shown that emissions at the front end of the platform were 43 times greater than at the rear of the platform. The CLSE model was also applied at a signalled pedestrian crossing, in order to assess increased particle number emissions from motor vehicles when forced to stop and accelerate from rest. The CLSE model was used to calculate the total emissions produced by a specific number and mix of light petrol cars and diesel passenger buses including 1 car travelling in 1 direction (/1 direction), 14 cars / 1 direction, 1 bus / 1 direction, 28 cars / 2 directions, 24 cars and 2 buses / 2 directions, and 20 cars and 4 buses / 2 directions. It was found that the total emissions produced during stopping on a red signal were significantly higher than when the traffic moved at a steady speed. Overall, total emissions due to the interruption of the traffic increased by a factor of 13, 11, 45, 11, 41, and 43 for the above 6 cases, respectively. In summary, this PhD thesis presents the results of a comprehensive study on particle number and mass concentration, together with particle size distribution, in a bus station transport microenvironment, influenced by bus flow rates, meteorological conditions and station design. Passenger spatial-temporal exposure to bus emitted particles was also assessed according to waiting time and location along the platform, as well as the contribution of exposure at the bus station to overall daily exposure. Due to the complexity of the interrupted traffic flow within the transport microenvironments, a unique CLSE model was also developed, which is capable of quantifying emission levels at critical locations within the transport microenvironment, for the purpose of evaluating passenger exposure and conducting simulations of vehicle emission dispersion. The application of the CLSE model at a pedestrian crossing also proved its applicability and simplicity for use in a real-world transport microenvironment.

Using Bayesian methods for the estimation of uncertainty in complex statistical models

The research objectives of this thesis were to contribute to Bayesian statistical methodology by contributing to risk assessment statistical methodology, and to spatial and spatio-temporal methodology, by modelling error structures using complex hierarchical models. Specifically, I hoped to consider two applied areas, and use these applications as a springboard for developing new statistical methods as well as undertaking analyses which might give answers to particular applied questions. Thus, this thesis considers a series of models, firstly in the context of risk assessments for recycled water, and secondly in the context of water usage by crops. The research objective was to model error structures using hierarchical models in two problems, namely risk assessment analyses for wastewater, and secondly, in a four dimensional dataset, assessing differences between cropping systems over time and over three spatial dimensions. The aim was to use the simplicity and insight afforded by Bayesian networks to develop appropriate models for risk scenarios, and again to use Bayesian hierarchical models to explore the necessarily complex modelling of four dimensional agricultural data. The specific objectives of the research were to develop a method for the calculation of credible intervals for the point estimates of Bayesian networks; to develop a model structure to incorporate all the experimental uncertainty associated with various constants thereby allowing the calculation of more credible credible intervals for a risk assessment; to model a single day’s data from the agricultural dataset which satisfactorily captured the complexities of the data; to build a model for several days’ data, in order to consider how the full data might be modelled; and finally to build a model for the full four dimensional dataset and to consider the timevarying nature of the contrast of interest, having satisfactorily accounted for possible spatial and temporal autocorrelations. This work forms five papers, two of which have been published, with two submitted, and the final paper still in draft. The first two objectives were met by recasting the risk assessments as directed, acyclic graphs (DAGs). In the first case, we elicited uncertainty for the conditional probabilities needed by the Bayesian net, incorporated these into a corresponding DAG, and used Markov chain Monte Carlo (MCMC) to find credible intervals, for all the scenarios and outcomes of interest. In the second case, we incorporated the experimental data underlying the risk assessment constants into the DAG, and also treated some of that data as needing to be modelled as an ‘errors-invariables’ problem [Fuller, 1987]. This illustrated a simple method for the incorporation of experimental error into risk assessments. In considering one day of the three-dimensional agricultural data, it became clear that geostatistical models or conditional autoregressive (CAR) models over the three dimensions were not the best way to approach the data. Instead CAR models are used with neighbours only in the same depth layer. This gave flexibility to the model, allowing both the spatially structured and non-structured variances to differ at all depths. We call this model the CAR layered model. Given the experimental design, the fixed part of the model could have been modelled as a set of means by treatment and by depth, but doing so allows little insight into how the treatment effects vary with depth. Hence, a number of essentially non-parametric approaches were taken to see the effects of depth on treatment, with the model of choice incorporating an errors-in-variables approach for depth in addition to a non-parametric smooth. The statistical contribution here was the introduction of the CAR layered model, the applied contribution the analysis of moisture over depth and estimation of the contrast of interest together with its credible intervals. These models were fitted using WinBUGS [Lunn et al., 2000]. The work in the fifth paper deals with the fact that with large datasets, the use of WinBUGS becomes more problematic because of its highly correlated term by term updating. In this work, we introduce a Gibbs sampler with block updating for the CAR layered model. The Gibbs sampler was implemented by Chris Strickland using pyMCMC [Strickland, 2010]. This framework is then used to consider five days data, and we show that moisture in the soil for all the various treatments reaches levels particular to each treatment at a depth of 200 cm and thereafter stays constant, albeit with increasing variances with depth. In an analysis across three spatial dimensions and across time, there are many interactions of time and the spatial dimensions to be considered. Hence, we chose to use a daily model and to repeat the analysis at all time points, effectively creating an interaction model of time by the daily model. Such an approach allows great flexibility. However, this approach does not allow insight into the way in which the parameter of interest varies over time. Hence, a two-stage approach was also used, with estimates from the first-stage being analysed as a set of time series. We see this spatio-temporal interaction model as being a useful approach to data measured across three spatial dimensions and time, since it does not assume additivity of the random spatial or temporal effects.

Velocity-jump models with crowding effects

Velocity jump processes are discrete random walk models that have many applications including the study of biological and ecological collective motion. In particular, velocity jump models are often used to represent a type of persistent motion, known as a “run and tumble”, which is exhibited by some isolated bacteria cells. All previous velocity jump processes are non-interacting, which means that crowding effects and agent-to-agent interactions are neglected. By neglecting these agent-to-agent interactions, traditional velocity jump models are only applicable to very dilute systems. Our work is motivated by the fact that many applications in cell biology, such as wound healing, cancer invasion and development, often involve tissues that are densely packed with cells where cell-to-cell contact and crowding effects can be important. To describe these kinds of high cell density problems using a velocity jump process we introduce three different classes of crowding interactions into a one-dimensional model. Simulation data and averaging arguments lead to a suite of continuum descriptions of the interacting velocity jump processes. We show that the resulting systems of hyperbolic partial differential equations predict the mean behavior of the stochastic simulations very well.

An experimental and computational investigation of performance of Green Gully for reusing stormwater

A new stormwater quality improvement device (SQID) called ‘Green Gully’ has been designed and developed in this study with an aim to re-using stormwater for irrigating plants and trees. The main purpose of the Green Gully is to collect road runoff/stormwater, make it suitable for irrigation and provide an automated network system for watering roadside plants and irrigational areas. This paper presents the design and development of Green Gully along with experimental and computational investigations of the performance of Green Gully. Performance (in the form of efficiency, i.e. the percentage of water flow through the gully grate) was experimentally determined using a gully model in the laboratory first, then a three dimensional numerical model was developed and simulated to predict the efficiency of Green Gully as a function of flow rate. Computational Fluid Dynamics (CFD) code FLUENT was used for the simulation. GAMBIT was used for geometry creation and mesh generation. Experimental and simulation results are discussed and compared in this paper. The predicted efficiency was compared with the laboratory measured efficiency. It was found that the simulated results are in good agreement with the experimental results.

Clustering of web users using the tensor decomposed models

We propose to use the Tensor Space Modeling (TSM) to represent and analyze the user’s web log data that consists of multiple interests and spans across multiple dimensions. Further we propose to use the decomposition factors of the Tensors for clustering the users based on similarity of search behaviour. Preliminary results show that the proposed method outperforms the traditional Vector Space Model (VSM) based clustering.

Understanding business process models : the costs and benefits of structuredness

Previous research has put forward a number of properties of business process models that have an impact on their understandability. Two such properties are compactness and(block-)structuredness. What has not been sufficiently appreciated at this point is that these desirable properties may be at odds with one another. This paper presents the results of a two-pronged study aimed at exploring the trade-off between compactness and structuredness of process models. The first prong of the study is a comparative analysis of the complexity of a set of unstructured process models from industrial practice and of their corresponding structured versions. The second prong is an experiment wherein a cohort of students was exposed to semantically equivalent unstructured and structured process models. The key finding is that structuredness is not an absolute desideratum vis-a-vis for process model understandability. Instead, subtle trade-offs between structuredness and other model properties are at play.

Ensuring Correctness During Process Configuration via Partner Synthesis

Variants of the same process can be encountered within one organization or across different organizations. For example, different municipalities, courts, and rental agencies all need to support highly similar processes. In fact, procurement and sales processes can be found in almost any organization. However, despite these similarities, there is also the need to allow for local variations in a controlled manner. Therefore, many academics and practitioners have advocated the use of configurable process models (sometimes referred to as reference models). A configurable process model describes a family of similar process models in a given domain. Such a model can be configured to obtain a specific process model that is subsequently used to handle individual cases, for instance, to process customer orders. Process configuration is notoriously difficult as there may be all kinds of interdependencies between configuration decisions. In fact, an incorrect configuration may lead to behavioral issues such as deadlocks and livelocks. To address this problem, we present a novel verification approach inspired by the “operating guidelines” used for partner synthesis. We view the configuration process as an external service, and compute a characterization of all such services which meet particular requirements via the notion of configuration guideline. As a result, we can characterize all feasible configurations (i. e., configurations without behavioral problems) at design time, instead of repeatedly checking each individual configuration while configuring a process model.

An examination of the microscopic simulation models to identify traffic safety indicators

Evaluating the safety of different traffic facilities is a complex and crucial task. Microscopic simulation models have been widely used for traffic management but have been largely neglected in traffic safety studies. Micro simulation to study safety is more ethical and accessible than the traditional safety studies, which only assess historical crash data. However, current microscopic models are unable to mimic unsafe driver behavior, as they are based on presumptions of safe driver behavior. This highlights the need for a critical examination of the current microscopic models to determine which components and parameters have an effect on safety indicator reproduction. The question then arises whether these safety indicators are valid indicators of traffic safety. The safety indicators were therefore selected and tested for straight motorway segments in Brisbane, Australia. This test examined the capability of a micro-simulation model and presents a better understanding of micro-simulation models and how such models, in particular car following models can be enriched to present more accurate safety indicators.

A semantics-based approach to querying process model repositories

As business process management technology matures, organisations acquire more and more business process models. The resulting collections can consist of hundreds, even thousands of models and their management poses real challenges. One of these challenges concerns model retrieval where support should be provided for the formulation and efficient execution of business process model queries. As queries based on only structural information cannot deal with all querying requirements in practice, there should be support for queries that require knowledge of process model semantics. In this paper we formally define a process model query language that is based on semantic relationships between tasks. This query language is independent of the particular process modelling notation used, but we will demonstrate how it can be used in the context of Petri nets by showing how the semantic relationships can be determined for these nets in such a way that state space explosion is avoided as much as possible. An experiment with three large process model repositories shows that queries expressed in our language can be evaluated efficiently.