A projected process kriging algorithm for sensor networks with heterogeneous error characteristics

Large monitoring networks are becoming increasingly common and can generate large datasets from thousands to millions of observations in size, often with high temporal resolution. Processing large datasets using traditional geostatistical methods is prohibitively slow and in real world applications different types of sensor can be found across a monitoring network. Heterogeneities in the error characteristics of different sensors, both in terms of distribution and magnitude, presents problems for generating coherent maps. An assumption in traditional geostatistics is that observations are made directly of the underlying process being studied and that the observations are contaminated with Gaussian errors. Under this assumption, sub–optimal predictions will be obtained if the error characteristics of the sensor are effectively non–Gaussian. One method, model based geostatistics, assumes that a Gaussian process prior is imposed over the (latent) process being studied and that the sensor model forms part of the likelihood term. One problem with this type of approach is that the corresponding posterior distribution will be non–Gaussian and computationally demanding as Monte Carlo methods have to be used. An extension of a sequential, approximate Bayesian inference method enables observations with arbitrary likelihoods to be treated, in a projected process kriging framework which is less computationally intensive. The approach is illustrated using a simulated dataset with a range of sensor models and error characteristics.

Rigorous design of distillation columns using surrogate models based on Kriging interpolation

The economic design of a distillation column or distillation sequences is a challenging problem that has been addressed by superstructure approaches. However, these methods have not been widely used because they lead to mixed-integer nonlinear programs that are hard to solve, and require complex initialization procedures. In this article, we propose to address this challenging problem by substituting the distillation columns by Kriging-based surrogate models generated via state of the art distillation models. We study different columns with increasing difficulty, and show that it is possible to get accurate Kriging-based surrogate models. The optimization strategy ensures that convergence to a local optimum is guaranteed for numerical noise-free models. For distillation columns (slightly noisy systems), Karush–Kuhn–Tucker optimality conditions cannot be tested directly on the actual model, but still we can guarantee a local minimum in a trust region of the surrogate model that contains the actual local minimum.

Optimization of Chemical Processes Using Surrogate Models Based on a Kriging Interpolation

Superstructure approaches are the solution to the difficult problem which involves the rigorous economic design of a distillation column. These methods require complex initialization procedures and they are hard to solve. For this reason, these methods have not been extensively used. In this work, we present a methodology for the rigorous optimization of chemical processes implemented on a commercial simulator using surrogate models based on a kriging interpolation. Several examples were studied, but in this paper, we perform the optimization of a superstructure for a non-sharp separation to show the efficiency and effectiveness of the method. Noteworthy that it is possible to get surrogate models accurate enough with up to seven degrees of freedom.

Fast algorithms for automatic mapping with space-limited covariance functions

In this paper we discuss a fast Bayesian extension to kriging algorithms which has been used successfully for fast, automatic mapping in emergency conditions in the Spatial Interpolation Comparison 2004 (SIC2004) exercise. The application of kriging to automatic mapping raises several issues such as robustness, scalability, speed and parameter estimation. Various ad-hoc solutions have been proposed and used extensively but they lack a sound theoretical basis. In this paper we show how observations can be projected onto a representative subset of the data, without losing significant information. This allows the complexity of the algorithm to grow as O(n m 2), where n is the total number of observations and m is the size of the subset of the observations retained for prediction. The main contribution of this paper is to further extend this projective method through the application of space-limited covariance functions, which can be used as an alternative to the commonly used covariance models. In many real world applications the correlation between observations essentially vanishes beyond a certain separation distance. Thus it makes sense to use a covariance model that encompasses this belief since this leads to sparse covariance matrices for which optimised sparse matrix techniques can be used. In the presence of extreme values we show that space-limited covariance functions offer an additional benefit, they maintain the smoothness locally but at the same time lead to a more robust, and compact, global model. We show the performance of this technique coupled with the sparse extension to the kriging algorithm on synthetic data and outline a number of computational benefits such an approach brings. To test the relevance to automatic mapping we apply the method to the data used in a recent comparison of interpolation techniques (SIC2004) to map the levels of background ambient gamma radiation. © Springer-Verlag 2007.

Solució paral·lelitzada d'interpolació kriging amb ajust automatitzat del variograma

El principal objectiu d'aquest treball és proporcionar una metodologia per a reduir el temps de càlcul del mètode d'interpolació kriging sense pèrdua de la qualitat del model resultat. La solució adoptada ha estat la paral·lelització de l'algorisme mitjançant MPI sobre llenguatge C. Prèviament ha estat necessari automatitzar l'ajust del variograma que millor s'adapta a la distribució espacial de la variable d'estudi. Els resultats experimentals demostren la validesa de la solució implementada, en reduir de forma significativa els temps d'execució final de tot el procés.

Combining Satellite And Gauge Precipitation Data With Co-Kriging Method For Jakarta Region

Jakarta is vulnerable to flooding mainly caused by prolonged and heavy rainfall and thus a robust hydrological modeling is called for. A good quality of spatial precipitation data is therefore desired so that a good hydrological model could be achieved. Two types of rainfall sources are available: satellite and gauge station observations. At-site rainfall is considered to be a reliable and accurate source of rainfall. However, the limited number of stations makes the spatial interpolation not very much appealing. On the other hand, the gridded rainfall nowadays has high spatial resolution and improved accuracy, but still, relatively less accurate than its counterpart. To achieve a better precipitation data set, the study proposes cokriging method, a blending algorithm, to yield the blended satellite-gauge gridded rainfall at approximately 10-km resolution. The Global Satellite Mapping of Precipitation (GSMaP, 0.1⁰×0.1⁰) and daily rainfall observations from gauge stations are used. The blended product is compared with satellite data by cross-validation method. The newly-yield blended product is then utilized to re-calibrate the hydrological model. Several scenarios are simulated by the hydrological models calibrated by gauge observations alone and blended product. The performance of two calibrated hydrological models is then assessed and compared based on simulated and observed runoff.

Estimation of croplands using indicator kriging and fuzzy classification

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Distance-based kriging relying on proxy simulations for inverse conditioning

Let us consider a large set of candidate parameter fields, such as hydraulic conductivity maps, on which we can run an accurate forward flow and transport simulation. We address the issue of rapidly identifying a subset of candidates whose response best match a reference response curve. In order to keep the number of calls to the accurate flow simulator computationally tractable, a recent distance-based approach relying on fast proxy simulations is revisited, and turned into a non-stationary kriging method where the covariance kernel is obtained by combining a classical kernel with the proxy. Once the accurate simulator has been run for an initial subset of parameter fields and a kriging metamodel has been inferred, the predictive distributions of misfits for the remaining parameter fields can be used as a guide to select candidate parameter fields in a sequential way. The proposed algorithm, Proxy-based Kriging for Sequential Inversion (ProKSI), relies on a variant of the Expected Improvement, a popular criterion for kriging-based global optimization. A statistical benchmark of ProKSI’s performances illustrates the efficiency and the robustness of the approach when using different kinds of proxies.

The Crystal-t Algorithm: A New Approach To Calculate The Sle Of Lipidic Mixtures Presenting Solid Solutions.

Lipidic mixtures present a particular phase change profile highly affected by their unique crystalline structure. However, classical solid-liquid equilibrium (SLE) thermodynamic modeling approaches, which assume the solid phase to be a pure component, sometimes fail in the correct description of the phase behavior. In addition, their inability increases with the complexity of the system. To overcome some of these problems, this study describes a new procedure to depict the SLE of fatty binary mixtures presenting solid solutions, namely the Crystal-T algorithm. Considering the non-ideality of both liquid and solid phases, this algorithm is aimed at the determination of the temperature in which the first and last crystal of the mixture melts. The evaluation is focused on experimental data measured and reported in this work for systems composed of triacylglycerols and fatty alcohols. The liquidus and solidus lines of the SLE phase diagrams were described by using excess Gibbs energy based equations, and the group contribution UNIFAC model for the calculation of the activity coefficients of both liquid and solid phases. Very low deviations of theoretical and experimental data evidenced the strength of the algorithm, contributing to the enlargement of the scope of the SLE modeling.

Full threshold vs. Swedish interactive threshold algorithm (SITA) em pacientes glaucomatosos submetidos à perimetria computadorizada pela primeira vez

PURPOSE: To compare the Full Threshold (FT) and SITA Standard (SS) strategies in glaucomatous patients undergoing automated perimetry for the first time. METHODS: Thirty-one glaucomatous patients who had never undergone perimetry underwent automated perimetry (Humphrey, program 30-2) with both FT and SS on the same day, with an interval of at least 15 minutes. The order of the examination was randomized, and only one eye per patient was analyzed. Three analyses were performed: a) all the examinations, regardless of the order of application; b) only the first examinations; c) only the second examinations. In order to calculate the sensitivity of both strategies, the following criteria were used to define abnormality: glaucoma hemifield test (GHT) outside normal limits, pattern standard deviation (PSD) <5%, or a cluster of 3 adjacent points with p<5% at the pattern deviation probability plot. RESULTS: When the results of all examinations were analyzed regardless of the order in which they were performed, the number of depressed points with p<0.5% in the pattern deviation probability map was significantly greater with SS (p=0.037), and the sensitivities were 87.1% for SS and 77.4% for FT (p=0.506). When only the first examinations were compared, there were no statistically significant differences regarding the number of depressed points, but the sensitivity of SS (100%) was significantly greater than that obtained with FT (70.6%) (p=0.048). When only the second examinations were compared, there were no statistically significant differences regarding the number of depressed points, and the sensitivities of SS (76.5%) and FT (85.7%) (p=0.664). CONCLUSION: SS may have a higher sensitivity than FT in glaucomatous patients undergoing automated perimetry for the first time. However, this difference tends to disappear in subsequent examinations.

Estimating HIV-1 incidence using the serologic testing algorithm for recent HIV infections at HIV counseling and testing centers in the city of São Paulo, Brazil

The network of HIV counseling and testing centers in São Paulo, Brazil is a major source of data used to build epidemiological profiles of the client population. We examined HIV-1 incidence from November 2000 to April 2001, comparing epidemiological and socio-behavioral data of recently-infected individuals with those with long-standing infection. A less sensitive ELISA was employed to identify recent infection. The overall incidence of HIV-1 infection was 0.53/100/year (95% CI: 0.31-0.85/100/year): 0.77/100/year for males (95% CI: 0.42-1.27/100/year) and 0.22/100/ year (95% CI: 0.05-0.59/100/year) for females. Overall HIV-1 prevalence was 3.2% (95% CI: 2.8-3.7%), being 4.0% among males (95% CI: 3.3-4.7%) and 2.1% among females (95% CI: 1.6-2.8%). Recent infections accounted for 15% of the total (95% CI: 10.2-20.8%). Recent infection correlated with being younger and male (p = 0.019). Therefore, recent infection was more common among younger males and older females.

Combining Legendre's Polynomials and Genetic Algorithm in the Solution of Nonlinear Initial-Value Problems

This work develops a method for solving ordinary differential equations, that is, initial-value problems, with solutions approximated by using Legendre's polynomials. An iterative procedure for the adjustment of the polynomial coefficients is developed, based on the genetic algorithm. This procedure is applied to several examples providing comparisons between its results and the best polynomial fitting when numerical solutions by the traditional Runge-Kutta or Adams methods are available. The resulting algorithm provides reliable solutions even if the numerical solutions are not available, that is, when the mass matrix is singular or the equation produces unstable running processes.

Continental passive microwave-based rainfall estimation algorithm: Application to the Amazon Basin

This paper presents a new statistical algorithm to estimate rainfall over the Amazon Basin region using the Tropical Rainfall Measuring Mission (TRMM) Microwave Imager (TMI). The algorithm relies on empirical relationships derived for different raining-type systems between coincident measurements of surface rainfall rate and 85-GHz polarization-corrected brightness temperature as observed by the precipitation radar (PR) and TMI on board the TRMM satellite. The scheme includes rain/no-rain area delineation (screening) and system-type classification routines for rain retrieval. The algorithm is validated against independent measurements of the TRMM-PR and S-band dual-polarization Doppler radar (S-Pol) surface rainfall data for two different periods. Moreover, the performance of this rainfall estimation technique is evaluated against well-known methods, namely, the TRMM-2A12 [ the Goddard profiling algorithm (GPROF)], the Goddard scattering algorithm (GSCAT), and the National Environmental Satellite, Data, and Information Service (NESDIS) algorithms. The proposed algorithm shows a normalized bias of approximately 23% for both PR and S-Pol ground truth datasets and a mean error of 0.244 mm h(-1) ( PR) and -0.157 mm h(-1)(S-Pol). For rain volume estimates using PR as reference, a correlation coefficient of 0.939 and a normalized bias of 0.039 were found. With respect to rainfall distributions and rain area comparisons, the results showed that the formulation proposed is efficient and compatible with the physics and dynamics of the observed systems over the area of interest. The performance of the other algorithms showed that GSCAT presented low normalized bias for rain areas and rain volume [0.346 ( PR) and 0.361 (S-Pol)], and GPROF showed rainfall distribution similar to that of the PR and S-Pol but with a bimodal distribution. Last, the five algorithms were evaluated during the TRMM-Large-Scale Biosphere-Atmosphere Experiment in Amazonia (LBA) 1999 field campaign to verify the precipitation characteristics observed during the easterly and westerly Amazon wind flow regimes. The proposed algorithm presented a cumulative rainfall distribution similar to the observations during the easterly regime, but it underestimated for the westerly period for rainfall rates above 5 mm h(-1). NESDIS(1) overestimated for both wind regimes but presented the best westerly representation. NESDIS(2), GSCAT, and GPROF underestimated in both regimes, but GPROF was closer to the observations during the easterly flow.

Fast ray-tracing algorithm for circumstellar structures (FRACS) II. Disc parameters of the B[e] supergiant CPD-57 degrees 2874 from VLTI/MIDI data

Context. B[e] supergiants are luminous, massive post-main sequence stars exhibiting non-spherical winds, forbidden lines, and hot dust in a disc-like structure. The physical properties of their rich and complex circumstellar environment (CSE) are not well understood, partly because these CSE cannot be easily resolved at the large distances found for B[e] supergiants (typically greater than or similar to 1 kpc). Aims. From mid-IR spectro-interferometric observations obtained with VLTI/MIDI we seek to resolve and study the CSE of the Galactic B[e] supergiant CPD-57 degrees 2874. Methods. For a physical interpretation of the observables (visibilities and spectrum) we use our ray-tracing radiative transfer code (FRACS), which is optimised for thermal spectro-interferometric observations. Results. Thanks to the short computing time required by FRACS (<10 s per monochromatic model), best-fit parameters and uncertainties for several physical quantities of CPD-57 degrees 2874 were obtained, such as inner dust radius, relative flux contribution of the central source and of the dusty CSE, dust temperature profile, and disc inclination. Conclusions. The analysis of VLTI/MIDI data with FRACS allowed one of the first direct determinations of physical parameters of the dusty CSE of a B[e] supergiant based on interferometric data and using a full model-fitting approach. In a larger context, the study of B[e] supergiants is important for a deeper understanding of the complex structure and evolution of hot, massive stars.

Node-Depth Encoding and Multiobjective Evolutionary Algorithm Applied to Large-Scale Distribution System Reconfiguration

The power loss reduction in distribution systems (DSs) is a nonlinear and multiobjective problem. Service restoration in DSs is even computationally hard since it additionally requires a solution in real-time. Both DS problems are computationally complex. For large-scale networks, the usual problem formulation has thousands of constraint equations. The node-depth encoding (NDE) enables a modeling of DSs problems that eliminates several constraint equations from the usual formulation, making the problem solution simpler. On the other hand, a multiobjective evolutionary algorithm (EA) based on subpopulation tables adequately models several objectives and constraints, enabling a better exploration of the search space. The combination of the multiobjective EA with NDE (MEAN) results in the proposed approach for solving DSs problems for large-scale networks. Simulation results have shown the MEAN is able to find adequate restoration plans for a real DS with 3860 buses and 632 switches in a running time of 0.68 s. Moreover, the MEAN has shown a sublinear running time in function of the system size. Tests with networks ranging from 632 to 5166 switches indicate that the MEAN can find network configurations corresponding to a power loss reduction of 27.64% for very large networks requiring relatively low running time.