Transmission network expansion planning considering uncertainty in generation and demand

This paper presents a mathematical model and a methodology to solve a transmission network expansion planning problem considering uncertainty in demand and generation. The methodology used to solve the problem, finds the optimal transmission network expansion plan that allows the power system to operate adequately in an environment with uncertainty. The model presented results in an optimization problem that is solved using a specialized genetic algorithm. The results obtained for known systems from the literature show that cheaper plans can be found satisfying the uncertainty in demand and generation. ©2008 IEEE.

Reservoir performance under uncertainty in hydrologic impacts of climate change

Relatively few studies have addressed water management and adaptation measures in the face of changing water balances due to climate change. The current work studies climate change impact on a multipurpose reservoir performance and derives adaptive policies for possible futurescenarios. The method developed in this work is illustrated with a case study of Hirakud reservoir on the Mahanadi river in Orissa, India,which is a multipurpose reservoir serving flood control, irrigation and power generation. Climate change effects on annual hydropower generation and four performance indices (reliability with respect to three reservoir functions, viz. hydropower, irrigation and flood control, resiliency, vulnerability and deficit ratio with respect to hydropower) are studied. Outputs from three general circulation models (GCMs) for three scenarios each are downscaled to monsoon streamflow in the Mahanadi river for two future time slices, 2045-65 and 2075-95. Increased irrigation demands, rule curves dictated by increased need for flood storage and downscaled projections of streamflow from the ensemble of GCMs and scenarios are used for projecting future hydrologic scenarios. It is seen that hydropower generation and reliability with respect to hydropower and irrigation are likely to show a decrease in future in most scenarios, whereas the deficit ratio and vulnerability are likely to increase as a result of climate change if the standard operating policy (SOP) using current rule curves for flood protection is employed. An optimal monthly operating policy is then derived using stochastic dynamic programming (SDP) as an adaptive policy for mitigating impacts of climate change on reservoir operation. The objective of this policy is to maximize reliabilities with respect to multiple reservoir functions of hydropower, irrigation and flood control. In variations to this adaptive policy, increasingly more weightage is given to the purpose of maximizing reliability with respect to hydropower for two extreme scenarios. It is seen that by marginally sacrificing reliability with respect to irrigation and flood control, hydropower reliability and generation can be increased for future scenarios. This suggests that reservoir rules for flood control may have to be revised in basins where climate change projects an increasing probability of droughts. However, it is also seen that power generation is unable to be restored to current levels, due in part to the large projected increases in irrigation demand. This suggests that future water balance deficits may limit the success of adaptive policy options. (C) 2010 Elsevier Ltd. All rights reserved.

The potential to narrow uncertainty in projections of regional precipitation change

We separate and quantify the sources of uncertainty in projections of regional (*2,500 km) precipitation changes for the twenty-first century using the CMIP3 multi-model ensemble, allowing a direct comparison with a similar analysis for regional temperature changes. For decadal means of seasonal mean precipitation, internal variability is the dominant uncertainty for predictions of the first decade everywhere, and for many regions until the third decade ahead. Model uncertainty is generally the dominant source of uncertainty for longer lead times. Scenario uncertainty is found to be small or negligible for all regions and lead times, apart from close to the poles at the end of the century. For the global mean, model uncertainty dominates at all lead times. The signal-to-noise ratio (S/N) of the precipitation projections is highest at the poles but less than 1 almost everywhere else, and is far lower than for temperature projections. In particular, the tropics have the highest S/N for temperature, but the lowest for precipitation. We also estimate a ‘potential S/N’ by assuming that model uncertainty could be reduced to zero, and show that, for regional precipitation, the gains in S/N are fairly modest, especially for predictions of the next few decades. This finding suggests that adaptation decisions will need to be made in the context of high uncertainty concerning regional changes in precipitation. The potential to narrow uncertainty in regional temperature projections is far greater. These conclusions on S/N are for the current generation of models; the real signal may be larger or smaller than the CMIP3 multi-model mean. Also note that the S/N for extreme precipitation, which is more relevant for many climate impacts, may be larger than for the seasonal mean precipitation considered here.

Handling of Uncertainty in Life Cycle Inventory by Correlated Multivariate Lognormal Distributions: Application to the Design of Supply Chain Networks

Poster presented in the 24th European Symposium on Computer Aided Process Engineering (ESCAPE 24), Budapest, Hungary, June 15-18, 2014.

Handling of Uncertainty in Life Cycle Inventory by Correlated Multivariate Lognormal Distributions: Application to the Design of Supply Chain Networks

In this work, we analyze the effect of incorporating life cycle inventory (LCI) uncertainty on the multi-objective optimization of chemical supply chains (SC) considering simultaneously their economic and environmental performance. To this end, we present a stochastic multi-scenario mixed-integer linear programming (MILP) coupled with a two-step transformation scenario generation algorithm with the unique feature of providing scenarios where the LCI random variables are correlated and each one of them has the desired lognormal marginal distribution. The environmental performance is quantified following life cycle assessment (LCA) principles, which are represented in the model formulation through standard algebraic equations. The capabilities of our approach are illustrated through a case study of a petrochemical supply chain. We show that the stochastic solution improves the economic performance of the SC in comparison with the deterministic one at any level of the environmental impact, and moreover the correlation among environmental burdens provides more realistic scenarios for the decision making process.

Cost effectiveness of antimicrobial catheters in the intensive care unit : Addressing uncertainty in the decision

Introduction: Some types of antimicrobial-coated central venous catheters (A-CVC) have been shown to be cost-effective in preventing catheter-related bloodstream infection (CR-BSI). However, not all types have been evaluated, and there are concerns over the quality and usefulness of these earlier studies. There is uncertainty amongst clinicians over which, if any, antimicrobial-coated central venous catheters to use. We re-evaluated the cost-effectiveness of all commercially available antimicrobialcoated central venous catheters for prevention of catheter-related bloodstream infection in adult intensive care unit (ICU) patients. Methods: We used a Markov decision model to compare the cost-effectiveness of antimicrobial-coated central venous catheters relative to uncoated catheters. Four catheter types were evaluated; minocycline and rifampicin (MR)-coated catheters; silver, platinum and carbon (SPC)-impregnated catheters; and two chlorhexidine and silver sulfadiazine-coated catheters, one coated on the external surface (CH/SSD (ext)) and the other coated on both surfaces (CH/SSD (int/ext)). The incremental cost per qualityadjusted life-year gained and the expected net monetary benefits were estimated for each. Uncertainty arising from data estimates, data quality and heterogeneity was explored in sensitivity analyses. Results: The baseline analysis, with no consideration of uncertainty, indicated all four types of antimicrobial-coated central venous catheters were cost-saving relative to uncoated catheters. Minocycline and rifampicin-coated catheters prevented 15 infections per 1,000 catheters and generated the greatest health benefits, 1.6 quality-adjusted life-years, and cost-savings, AUD $130,289. After considering uncertainty in the current evidence, the minocycline and rifampicin-coated catheters returned the highest incremental monetary net benefits of $948 per catheter; but there was a 62% probability of error in this conclusion. Although the minocycline and rifampicin-coated catheters had the highest monetary net benefits across multiple scenarios, the decision was always associated with high uncertainty. Conclusions: Current evidence suggests that the cost-effectiveness of using antimicrobial-coated central venous catheters within the ICU is highly uncertain. Policies to prevent catheter-related bloodstream infection amongst ICU patients should consider the cost-effectiveness of competing interventions in the light of this uncertainty. Decision makers would do well to consider the current gaps in knowledge and the complexity of producing good quality evidence in this area.

Incorporating uncertainty in environmental models informed by imagery

In this thesis, the issue of incorporating uncertainty for environmental modelling informed by imagery is explored by considering uncertainty in deterministic modelling, measurement uncertainty and uncertainty in image composition. Incorporating uncertainty in deterministic modelling is extended for use with imagery using the Bayesian melding approach. In the application presented, slope steepness is shown to be the main contributor to total uncertainty in the Revised Universal Soil Loss Equation. A spatial sampling procedure is also proposed to assist in implementing Bayesian melding given the increased data size with models informed by imagery. Measurement error models are another approach to incorporating uncertainty when data is informed by imagery. These models for measurement uncertainty, considered in a Bayesian conditional independence framework, are applied to ecological data generated from imagery. The models are shown to be appropriate and useful in certain situations. Measurement uncertainty is also considered in the context of change detection when two images are not co-registered. An approach for detecting change in two successive images is proposed that is not affected by registration. The procedure uses the Kolmogorov-Smirnov test on homogeneous segments of an image to detect change, with the homogeneous segments determined using a Bayesian mixture model of pixel values. Using the mixture model to segment an image also allows for uncertainty in the composition of an image. This thesis concludes by comparing several different Bayesian image segmentation approaches that allow for uncertainty regarding the allocation of pixels to different ground components. Each segmentation approach is applied to a data set of chlorophyll values and shown to have different benefits and drawbacks depending on the aims of the analysis.

The probability archive : from essence to uncertainty in the growth of knowledge

From a ‘cultural science’ perspective, this paper traces one aspect of a more general shift, from the realist representational regime of modernity to the productive DIY systems of the internet era. It argues that collecting and archiving is transformed by this change. Modern museums – and also broadcast television – were based on determinist or ‘essence’ theory; while internet archives like YouTube (and the internet as an archive) are based on ‘probability’ theory. The paper goes through the differences between modernist ‘essence’ and postmodern ‘probability’; starting from the obvious difference that in a museum each object is selected by experts for its intrinsic properties, while on the internet you don’t know what you will find. The status of individual objects is uncertain, although the productivity of the overall archive is unlimited. The paper links these differences with changes in contemporary culture – from a Newtonian to a quantum universe, progress to risk, institutional structure to evolutionary change, objectivity to uncertainty, identity to performance. Borrowing some of its methodology from science fiction, the paper uses examples from museums and online archives, ranging from the oldest stone tool in the world to the latest tribute vid on the net.

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.

A sequential Monte Carlo algorithm to incorporate model uncertainty in Bayesian sequential design

Here we present a sequential Monte Carlo (SMC) algorithm that can be used for any one-at-a-time Bayesian sequential design problem in the presence of model uncertainty where discrete data are encountered. Our focus is on adaptive design for model discrimination but the methodology is applicable if one has a different design objective such as parameter estimation or prediction. An SMC algorithm is run in parallel for each model and the algorithm relies on a convenient estimator of the evidence of each model which is essentially a function of importance sampling weights. Other methods for this task such as quadrature, often used in design, suffer from the curse of dimensionality. Approximating posterior model probabilities in this way allows us to use model discrimination utility functions derived from information theory that were previously difficult to compute except for conjugate models. A major benefit of the algorithm is that it requires very little problem specific tuning. We demonstrate the methodology on three applications, including discriminating between models for decline in motor neuron numbers in patients suffering from neurological diseases such as Motor Neuron disease.

Accounting for calibration uncertainty in phylogenetic estimation of evolutionary divergence times

The estimation of phylogenetic divergence times from sequence data is an important component of many molecular evolutionary studies. There is now a general appreciation that the procedure of divergence dating is considerably more complex than that initially described in the 1960s by Zuckerkandl and Pauling (1962, 1965). In particular, there has been much critical attention toward the assumption of a global molecular clock, resulting in the development of increasingly sophisticated techniques for inferring divergence times from sequence data. In response to the documentation of widespread departures from clocklike behavior, a variety of local- and relaxed-clock methods have been proposed and implemented. Local-clock methods permit different molecular clocks in different parts of the phylogenetic tree, thereby retaining the advantages of the classical molecular clock while casting off the restrictive assumption of a single, global rate of substitution (Rambaut and Bromham 1998; Yoder and Yang 2000).

The probability archive : from essence to uncertainty in the mediation of knowledge

This volume puts together the works of a group of distinguished scholars and active researchers in the field of media and communication studies to reflect upon the past, present, and future of new media research. The chapters examine the implications of new media technologies on everyday life, existing social institutions, and the society at large at various levels of analysis. Macro-level analyses of changing techno-social formation – such as discussions of the rise of surveillance society and the "fifth estate" – are combined with studies on concrete and specific new media phenomena, such as the rise of Pro-Am collaboration and "fan labor" online. In the process, prominent concepts in the field of new media studies, such as social capital, displacement, and convergence, are critically examined, while new theoretical perspectives are proposed and explicated. Reflecting the inter-disciplinary nature of the field of new media studies and communication research in general, the chapters interrogate into the problematic through a range of theoretical and methodological approaches. The book should offer students and researchers who are interested in the social impact of new media both critical reviews of the existing literature and inspirations for developing new research questions.

Perceptions of land-use uncertainty in Queensland's resource-based regions

Some of Queensland's regions are experiencing rapid changes related to the recent and growing capacity to more effectively exploit significant energy sources. These changes have triggered land-use conflicts between the mining sector and other economic sectors, mainly agriculture. These conflicts fuel existing uncertainty surrounding the current and future economic, social and environmental impacts of extractive industries. This paper explores the concept of uncertainty as it applies to planning for resource-based regions through a scoping analysis of regional stakeholders' perceptions of land-use uncertainty. It then investigates solutions to alleviate such an issue.

A Bayesian regression approach to assess uncertainty in pollutant wash-off modelling

Due to knowledge gaps in relation to urban stormwater quality processes, an in-depth understanding of model uncertainty can enhance decision making. Uncertainty in stormwater quality models can originate from a range of sources such as the complexity of urban rainfall-runoff-stormwater pollutant processes and the paucity of observed data. Unfortunately, studies relating to epistemic uncertainty, which arises from the simplification of reality are limited and often deemed mostly unquantifiable. This paper presents a statistical modelling framework for ascertaining epistemic uncertainty associated with pollutant wash-off under a regression modelling paradigm using Ordinary Least Squares Regression (OLSR) and Weighted Least Squares Regression (WLSR) methods with a Bayesian/Gibbs sampling statistical approach. The study results confirmed that WLSR assuming probability distributed data provides more realistic uncertainty estimates of the observed and predicted wash-off values compared to OLSR modelling. It was also noted that the Bayesian/Gibbs sampling approach is superior compared to the most commonly adopted classical statistical and deterministic approaches commonly used in water quality modelling. The study outcomes confirmed that the predication error associated with wash-off replication is relatively higher due to limited data availability. The uncertainty analysis also highlighted the variability of the wash-off modelling coefficient k as a function of complex physical processes, which is primarily influenced by surface characteristics and rainfall intensity.