Generalised single-equation load flow method for unbalanced distribution systems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Fitting ACE Structural Equation Models to Case-Control Family Data

Investigators interested in whether a disease aggregates in families often collect case-control family data, which consist of disease status and covariate information for families selected via case or control probands. Here, we focus on the use of case-control family data to investigate the relative contributions to the disease of additive genetic effects (A), shared family environment (C), and unique environment (E). To this end, we describe a ACE model for binary family data and then introduce an approach to fitting the model to case-control family data. The structural equation model, which has been described previously, combines a general-family extension of the classic ACE twin model with a (possibly covariate-specific) liability-threshold model for binary outcomes. Our likelihood-based approach to fitting involves conditioning on the proband’s disease status, as well as setting prevalence equal to a pre-specified value that can be estimated from the data themselves if necessary. Simulation experiments suggest that our approach to fitting yields approximately unbiased estimates of the A, C, and E variance components, provided that certain commonly-made assumptions hold. These assumptions include: the usual assumptions for the classic ACE and liability-threshold models; assumptions about shared family environment for relative pairs; and assumptions about the case-control family sampling, including single ascertainment. When our approach is used to fit the ACE model to Austrian case-control family data on depression, the resulting estimate of heritability is very similar to those from previous analyses of twin data.

Parabolized stability equation models for predicting large-scale mixing noise of turbulent round jets

Parabolized stability equation (PSE) models are being deve loped to predict the evolu-tion of low-frequency, large-scale wavepacket structures and their radiated sound in high-speed turbulent round jets. Linear PSE wavepacket models were previously shown to be in reasonably good agreement with the amplitude envelope and phase measured using a microphone array placed just outside the jet shear layer. 1,2 Here we show they also in very good agreement with hot-wire measurements at the jet center line in the potential core,for a different set of experiments. 3 When used as a model source for acoustic analogy, the predicted far field noise radiation is in reasonably good agreement with microphone measurements for aft angles where contributions from large -scale structures dominate the acoustic field. Nonlinear PSE is then employed in order to determine the relative impor-tance of the mode interactions on the wavepackets. A series of nonlinear computations with randomized initial conditions are use in order to obtain bounds for the evolution of the modes in the natural turbulent jet flow. It was found that n onlinearity has a very limited impact on the evolution of the wavepackets for St≥0. 3. Finally, the nonlinear mechanism for the generation of a low-frequency mode as the difference-frequency mode 4,5 of two forced frequencies is investigated in the scope of the high Reynolds number jets considered in this paper.

Parameter Optimisation for Woodwind Single-Reed Models

Time-domain modelling of single-reed woodwind instruments usually involves a lumped model of the excitation mechanism. The parameters of this lumped model have to be estimated for use in numerical simulations. Several attempts have been made to estimate these parameters, including observations of the mechanics of isolated reeds, measurements under artificial or real playing conditions and estimations based on numerical simulations. In this study an optimisation routine is presented, that can estimate reed-model parameters, given the pressure and flow signals in the mouthpiece. The method is validated, tested on a series of numerically synthesised data. In order to incorporate the actions of the player in the parameter estimation process, the optimisation routine has to be applied to signals obtained under real playing conditions. The estimated parameters can then be used to resynthesise the pressure and flow signals in the mouthpiece. In the case of measured data, as opposed to numerically synthesised data, special care needs to be taken while modelling the bore of the instrument. In fact, a careful study of various experimental datasets revealed that for resynthesis to work, the bore termination impedance should be known very precisely from theory. An example is given, where the above requirement is satisfied, and the resynthesised signals closely match the original signals generated by the player.

Computation and Analysis of Multiple Structural-Change Models

In a recent paper, Bai and Perron (1998) considered theoretical issues related to the limiting distribution of estimators and test statistics in the linear model with multiple structural changes. In this companion paper, we consider practical issues for the empirical applications of the procedures. We first address the problem of estimation of the break dates and present an efficient algorithm to obtain global minimizers of the sum of squared residuals. This algorithm is based on the principle of dynamic programming and requires at most least-squares operations of order O(T 2) for any number of breaks. Our method can be applied to both pure and partial structural-change models. Secondly, we consider the problem of forming confidence intervals for the break dates under various hypotheses about the structure of the data and the errors across segments. Third, we address the issue of testing for structural changes under very general conditions on the data and the errors. Fourth, we address the issue of estimating the number of breaks. We present simulation results pertaining to the behavior of the estimators and tests in finite samples. Finally, a few empirical applications are presented to illustrate the usefulness of the procedures. All methods discussed are implemented in a GAUSS program available upon request for non-profit academic use.

Application of the european customer satisfaction index to postal services. Structural equation models versus partial least squars

Customer satisfaction and retention are key issues for organizations in today’s competitive market place. As such, much research and revenue has been invested in developing accurate ways of assessing consumer satisfaction at both the macro (national) and micro (organizational) level, facilitating comparisons in performance both within and between industries. Since the instigation of the national customer satisfaction indices (CSI), partial least squares (PLS) has been used to estimate the CSI models in preference to structural equation models (SEM) because they do not rely on strict assumptions about the data. However, this choice was based upon some misconceptions about the use of SEM’s and does not take into consideration more recent advances in SEM, including estimation methods that are robust to non-normality and missing data. In this paper, both SEM and PLS approaches were compared by evaluating perceptions of the Isle of Man Post Office Products and Customer service using a CSI format. The new robust SEM procedures were found to be advantageous over PLS. Product quality was found to be the only driver of customer satisfaction, while image and satisfaction were the only predictors of loyalty, thus arguing for the specificity of postal services

Simultaneous estimation of indirect and interaction effects using structural equation models

Interaction effects are usually modeled by means of moderated regression analysis. Structural equation models with non-linear constraints make it possible to estimate interaction effects while correcting for measurement error. From the various specifications, Jöreskog and Yang's (1996, 1998), likely the most parsimonious, has been chosen and further simplified. Up to now, only direct effects have been specified, thus wasting much of the capability of the structural equation approach. This paper presents and discusses an extension of Jöreskog and Yang's specification that can handle direct, indirect and interaction effects simultaneously. The model is illustrated by a study of the effects of an interactive style of use of budgets on both company innovation and performance

Psychological contract breach and outcomes : Combining meta-analysis and structural equation models. 'Ruptura de contrato psicol??gico : combinando meta-an??lisis y modelos de ecuaciones estructurales'

Resumen tomado de la publicaci??n

IQ heritability estimation : analyzing genetically-informative data with structural equation models. 'Estimaci??n de la heredabilidad del CI : analizando datos gen??ticamente informativos con modelos de ecuaciones estructurales'

Resumen tomado de la publicaci??n. Resumen tambi??n en ingl??s

Modelling convective processes during the suppressed phase of the a Madden-Julian Oscillation: Comparing single-column models with cloud resolving models

The role of convective processes in moistening the atmosphere during suppressed periods of the suppressed phase of a Madden-Julian oscillation is investigated in cloud-resolving model (CRM) simulations, and the impact of moistening on the subsequent evolution of convection is assessed as part of a Global Energy and Water Cycle Experiment Cloud System Study (GCSS) intercomparison project. The ability of single-column model (SCM) versions of a number of state-of-the-art climate and numerical weather prediction models to capture these convective processes is also evaluated. During the suppressed periods, the CRMs are found to simulate a maximum moistening around 3 km, which is associated with a predominance of shallow convection. All SCMs produce adequate amounts of shallow convection during the suppressed periods, comparable to that seen in CRMs, but the relatively drier SCMs have higher precipitation rates than the relatively wetter SCMs and CRMs. The relatively drier SCMs dry, rather than moisten, the lower troposphere below the melting level. During the transition periods, convective processes act to moisten the atmosphere above the level at which mean advection changes from moistening to drying, despite an overall drying effect for the column. The SCMs capture some essence of this moistening at upper levels. A gradual transition from shallow to deep convection is simulated by the CRMs and the wetter SCMs during the transition periods, but the onset of deep convection is delayed in the drier SCMs. This results in lower precipitation rates for these SCMs during the active periods, although much better agreement exists between the models at this time.

Identifying and quantifying nonconservative energy production/destruction terms in hydrostatic Boussinesq primitive equation models

This paper seeks to illustrate the point that physical inconsistencies between thermodynamics and dynamics usually introduce nonconservative production/destruction terms in the local total energy balance equation in numerical ocean general circulation models (OGCMs). Such terms potentially give rise to undesirable forces and/or diabatic terms in the momentum and thermodynamic equations, respectively, which could explain some of the observed errors in simulated ocean currents and water masses. In this paper, a theoretical framework is developed to provide a practical method to determine such nonconservative terms, which is illustrated in the context of a relatively simple form of the hydrostatic Boussinesq primitive equation used in early versions of OGCMs, for which at least four main potential sources of energy nonconservation are identified; they arise from: (1) the “hanging” kinetic energy dissipation term; (2) assuming potential or conservative temperature to be a conservative quantity; (3) the interaction of the Boussinesq approximation with the parameterizations of turbulent mixing of temperature and salinity; (4) some adiabatic compressibility effects due to the Boussinesq approximation. In practice, OGCMs also possess spurious numerical energy sources and sinks, but they are not explicitly addressed here. Apart from (1), the identified nonconservative energy sources/sinks are not sign definite, allowing for possible widespread cancellation when integrated globally. Locally, however, these terms may be of the same order of magnitude as actual energy conversion terms thought to occur in the oceans. Although the actual impact of these nonconservative energy terms on the overall accuracy and physical realism of the oceans is difficult to ascertain, an important issue is whether they could impact on transient simulations, and on the transition toward different circulation regimes associated with a significant reorganization of the different energy reservoirs. Some possible solutions for improvement are examined. It is thus found that the term (2) can be substantially reduced by at least one order of magnitude by using conservative temperature instead of potential temperature. Using the anelastic approximation, however, which was initially thought as a possible way to greatly improve the accuracy of the energy budget, would only marginally reduce the term (4) with no impact on the terms (1), (2) and (3).

A GCSS model intercomparison for a tropical squall line observed during toga-coare. II: Intercomparison of single-column models and a cloud-resolving model

This paper presents single-column model (SCM) simulations of a tropical squall-line case observed during the Coupled Ocean-Atmosphere Response Experiment of the Tropical Ocean/Global Atmosphere Programme. This case-study was part of an international model intercomparison project organized by Working Group 4 ‘Precipitating Convective Cloud Systems’ of the GEWEX (Global Energy and Water-cycle Experiment) Cloud System Study. Eight SCM groups using different deep-convection parametrizations participated in this project. The SCMs were forced by temperature and moisture tendencies that had been computed from a reference cloud-resolving model (CRM) simulation using open boundary conditions. The comparison of the SCM results with the reference CRM simulation provided insight into the ability of current convection and cloud schemes to represent organized convection. The CRM results enabled a detailed evaluation of the SCMs in terms of the thermodynamic structure and the convective mass flux of the system, the latter being closely related to the surface convective precipitation. It is shown that the SCMs could reproduce reasonably well the time evolution of the surface convective and stratiform precipitation, the convective mass flux, and the thermodynamic structure of the squall-line system. The thermodynamic structure simulated by the SCMs depended on how the models partitioned the precipitation between convective and stratiform. However, structural differences persisted in the thermodynamic profiles simulated by the SCMs and the CRM. These differences could be attributed to the fact that the total mass flux used to compute the SCM forcing differed from the convective mass flux. The SCMs could not adequately represent these organized mesoscale circulations and the microphysicallradiative forcing associated with the stratiform region. This issue is generally known as the ‘scale-interaction’ problem that can only be properly addressed in fully three-dimensional simulations. Sensitivity simulations run by several groups showed that the time evolution of the surface convective precipitation was considerably smoothed when the convective closure was based on convective available potential energy instead of moisture convergence. Finally, additional SCM simulations without using a convection parametrization indicated that the impact of a convection parametrization in forced SCM runs was more visible in the moisture profiles than in the temperature profiles because convective transport was particularly important in the moisture budget.

Crash padding research. Volume II: constitutive equation models. Final report.

National Highway Traffic Safety Administration, Office of Research and Development, Washington, D.C.

Advantage of single-trial models for response to selection in wheat breeding multi-environment trials

An investigation was conducted to evaluate the impact of experimental designs and spatial analyses (single-trial models) of the response to selection for grain yield in the northern grains region of Australia (Queensland and northern New South Wales). Two sets of multi-environment experiments were considered. One set, based on 33 trials conducted from 1994 to 1996, was used to represent the testing system of the wheat breeding program and is referred to as the multi-environment trial (MET). The second set, based on 47 trials conducted from 1986 to 1993, sampled a more diverse set of years and management regimes and was used to represent the target population of environments (TPE). There were 18 genotypes in common between the MET and TPE sets of trials. From indirect selection theory, the phenotypic correlation coefficient between the MET and TPE single-trial adjusted genotype means [r(p(MT))] was used to determine the effect of the single-trial model on the expected indirect response to selection for grain yield in the TPE based on selection in the MET. Five single-trial models were considered: randomised complete block (RCB), incomplete block (IB), spatial analysis (SS), spatial analysis with a measurement error (SSM) and a combination of spatial analysis and experimental design information to identify the preferred (PF) model. Bootstrap-resampling methodology was used to construct multiple MET data sets, ranging in size from 2 to 20 environments per MET sample. The size and environmental composition of the MET and the single-trial model influenced the r(p(MT)). On average, the PF model resulted in a higher r(p(MT)) than the IB, SS and SSM models, which were in turn superior to the RCB model for MET sizes based on fewer than ten environments. For METs based on ten or more environments, the r(p(MT)) was similar for all single-trial models.