Error, Confidence, and Cost in Engineering Computations

The questions that one should answer in engineering computations - deterministic, probabilistic/randomized, as well as heuristic - are (i) how good the computed results/outputs are and (ii) how much the cost in terms of amount of computation and the amount of storage utilized in getting the outputs is. The absolutely errorfree quantities as well as the completely errorless computations done in a natural process can never be captured by any means that we have at our disposal. While the computations including the input real quantities in nature/natural processes are exact, all the computations that we do using a digital computer or are carried out in an embedded form are never exact. The input data for such computations are also never exact because any measuring instrument has inherent error of a fixed order associated with it and this error, as a matter of hypothesis and not as a matter of assumption, is not less than 0.005 per cent. Here by error we imply relative error bounds. The fact that exact error is never known under any circumstances and any context implies that the term error is nothing but error-bounds. Further, in engineering computations, it is the relative error or, equivalently, the relative error-bounds (and not the absolute error) which is supremely important in providing us the information regarding the quality of the results/outputs. Another important fact is that inconsistency and/or near-consistency in nature, i.e., in problems created from nature is completely nonexistent while in our modelling of the natural problems we may introduce inconsistency or near-inconsistency due to human error or due to inherent non-removable error associated with any measuring device or due to assumptions introduced to make the problem solvable or more easily solvable in practice. Thus if we discover any inconsistency or possibly any near-inconsistency in a mathematical model, it is certainly due to any or all of the three foregoing factors. We do, however, go ahead to solve such inconsistent/near-consistent problems and do get results that could be useful in real-world situations. The talk considers several deterministic, probabilistic, and heuristic algorithms in numerical optimisation, other numerical and statistical computations, and in PAC (probably approximately correct) learning models. It highlights the quality of the results/outputs through specifying relative error-bounds along with the associated confidence level, and the cost, viz., amount of computations and that of storage through complexity. It points out the limitation in error-free computations (wherever possible, i.e., where the number of arithmetic operations is finite and is known a priori) as well as in the usage of interval arithmetic. Further, the interdependence among the error, the confidence, and the cost is discussed.

BIOCARDS AND LEVEL OF ABSTRACTION

Biocards are formal descriptions of biological phenomena and their underlying functional principles. They are used in bioinspired design to document search results and to communicate the findings for use in the further design process. The present study explored the effect of abstraction level used in biocards. This was done in two workshops conducted with design students in Denmark and India. Students were given a design assignment and instructions for how to perform the BID ideation work. Half of the students were given biocards with abstract descriptions while the other half got biocards with concrete descriptions. The novelty of found solutions was evaluated by the students by rating novelty of each solution on a scale from 1 to 5. Mean values for abstract descriptions were 0,3 higher than for concrete descriptions indicating that more innovative solutions were found when students used biocards with abstract descriptions compared to concrete descriptions. The difference in mean value is significant with a confidence level better than 1%. It seems likely that more abstract descriptions in biocards helps avoiding design fixation in biomimetic design work.

Dynamic adaptation of stability periods for service level agreements

A QoS adaptation to dynamically changing system conditions that takes into consideration the user’s constraints on the stability of service provisioning is presented. The goal is to allow the system to make QoS adaptation decisions in response to fluctuations in task traffic flow, under the control of the user. We pay special attention to the case where monitoring the stability period and resource load variation of Service Level Agreements for different types of services is used to dynamically adapt future stability periods, according to a feedback control scheme. System’s adaptation behaviour can be configured according to a desired confidence level on future resource usage. The viability of the proposed approach is validated by preliminary experiments.

Sea Level Pressure Variability Over the Southern Indian Ocean Inferred from a Glaciochemical Record in Princess Elizabeth Land, East Antarctica

A 250-year, high-resolution, multivariate ice core record from LGB65 (70degrees50'07"S, 77degrees04'29"E; 1850 m asl), Princess Elizabeth Land (PEL), is used to investigate sea level pressure (SLP) variability over the southern Indian Ocean (SIO). Empirical orthogonal function (EOF) analysis reveals that the first EOF (EOF1) of the glaciochemical record from LGB65 represents most of the variability in sea salt throughout the 250-year record. EOF1 is negatively correlated (95% confidence level and higher) to instrumental mean sea level pressure (MSLP) at Kerguelen and New Amsterdam islands, SIO. On the basis of comparison with NCEP/NCAR reanalysis, strong correlations were found between sea-salt variations and a quasi-stationary low that lies to the north of Prydz Bay, SIO. Comparison with a 250-year-long summer transpolar index (STPI) inferred from sub-Antarctic tree ring records reveals strong coherency. Decadal-scale SLP variability over SIO suggests shifting of the polar vortex. Prominent decadal-scale deepening of the southern Indian Ocean low (SIOL) exists circa 1790, 1810, 1835, 1860, 1880, 1900, and 1940 A. D., continuously after the 1970s, and prominent weakening circa 1750, 1795, 1825, 1850, 1870, 1890, 1910, and 1955 A. D. The LGB65 sea-salt record is characterized by significant decadal-scale variability with a strong similar to21-year periodic structure (99.9% confidence level). The relationship between LGB65 sea salt and solar irradiance changes shows that this periodicity is possibly the solar Hale cycle ( 22 years).

Classifier PGN: Classification with High Confidence Rules

ACM Computing Classification System (1998): H.2.8, H.3.3.

On the Economic Aspects of Unemployment: The Case of Consumer Confidence

Unemployment is related to economic, political and social aspects. One of the least analysed economic aspects is the relationship of unemployment to the level of confidence that characterizes some macroeconomic relevant agents, such as consumers or investors. Expanding previous work on this matter, this chapter considers a fuzzy logic methodology in order to uncover the relationship that exists between the unemployment rate and the consumer confidence level for a large group of European Union countries, in the period 1995-2015. It is concluded that this relationship is stronger than apparently it looks, especially in certain countries. This result should therefore be used as an extra argument in making economic decisions leading to the diminishment of unemployment, which will boost economic confidence.

Forecasting time-varying value-at-risk

In this thesis we are interested in financial risk and the instrument we want to use is Value-at-Risk (VaR). VaR is the maximum loss over a given period of time at a given confidence level. Many definitions of VaR exist and some will be introduced throughout this thesis. There two main ways to measure risk and VaR: through volatility and through percentiles. Large volatility in financial returns implies greater probability of large losses, but also larger probability of large profits. Percentiles describe tail behaviour. The estimation of VaR is a complex task. It is important to know the main characteristics of financial data to choose the best model. The existing literature is very wide, maybe controversial, but helpful in drawing a picture of the problem. It is commonly recognised that financial data are characterised by heavy tails, time-varying volatility, asymmetric response to bad and good news, and skewness. Ignoring any of these features can lead to underestimating VaR with a possible ultimate consequence being the default of the protagonist (firm, bank or investor). In recent years, skewness has attracted special attention. An open problem is the detection and modelling of time-varying skewness. Is skewness constant or there is some significant variability which in turn can affect the estimation of VaR? This thesis aims to answer this question and to open the way to a new approach to model simultaneously time-varying volatility (conditional variance) and skewness. The new tools are modifications of the Generalised Lambda Distributions (GLDs). They are four-parameter distributions, which allow the first four moments to be modelled nearly independently: in particular we are interested in what we will call para-moments, i.e., mean, variance, skewness and kurtosis. The GLDs will be used in two different ways. Firstly, semi-parametrically, we consider a moving window to estimate the parameters and calculate the percentiles of the GLDs. Secondly, parametrically, we attempt to extend the GLDs to include time-varying dependence in the parameters. We used the local linear regression to estimate semi-parametrically conditional mean and conditional variance. The method is not efficient enough to capture all the dependence structure in the three indices —ASX 200, S&P 500 and FT 30—, however it provides an idea of the DGP underlying the process and helps choosing a good technique to model the data. We find that GLDs suggest that moments up to the fourth order do not always exist, there existence appears to vary over time. This is a very important finding, considering that past papers (see for example Bali et al., 2008; Hashmi and Tay, 2007; Lanne and Pentti, 2007) modelled time-varying skewness, implicitly assuming the existence of the third moment. However, the GLDs suggest that mean, variance, skewness and in general the conditional distribution vary over time, as already suggested by the existing literature. The GLDs give good results in estimating VaR on three real indices, ASX 200, S&P 500 and FT 30, with results very similar to the results provided by historical simulation.

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.

Regression and hypothesis tests for multivariate GNSS state time series

A satellite based observation system can continuously or repeatedly generate a user state vector time series that may contain useful information. One typical example is the collection of International GNSS Services (IGS) station daily and weekly combined solutions. Another example is the epoch-by-epoch kinematic position time series of a receiver derived by a GPS real time kinematic (RTK) technique. Although some multivariate analysis techniques have been adopted to assess the noise characteristics of multivariate state time series, statistic testings are limited to univariate time series. After review of frequently used hypotheses test statistics in univariate analysis of GNSS state time series, the paper presents a number of T-squared multivariate analysis statistics for use in the analysis of multivariate GNSS state time series. These T-squared test statistics have taken the correlation between coordinate components into account, which is neglected in univariate analysis. Numerical analysis was conducted with the multi-year time series of an IGS station to schematically demonstrate the results from the multivariate hypothesis testing in comparison with the univariate hypothesis testing results. The results have demonstrated that, in general, the testing for multivariate mean shifts and outliers tends to reject less data samples than the testing for univariate mean shifts and outliers under the same confidence level. It is noted that neither univariate nor multivariate data analysis methods are intended to replace physical analysis. Instead, these should be treated as complementary statistical methods for a prior or posteriori investigations. Physical analysis is necessary subsequently to refine and interpret the results.

Design of a least-cost battery-supercapacitor energy storage system for realizing dispatchable wind power

A statistical approach is used in the design of a battery-supercapacitor energy storage system for a wind farm. The design exploits the technical merits of the two energy storage mediums, in terms of the differences in their specific power and energy densities, and their ability to accommodate different rates of change in the charging/discharging powers. By treating the input wind power as random and using a proposed coordinated power flows control strategy for the battery and the supercapacitor, the approach evaluates the energy storage capacities, the corresponding expected life cycle cost/year of the storage mediums, and the expected cost/year of unmet power dispatch. A computational procedure is then developed for the design of a least-cost/year hybrid energy storage system to realize wind power dispatch at a specified confidence level.

Lower partial moment and information entropy-based dynamic electricity purchasing strategy

In the electricity market environment, load-serving entities (LSEs) will inevitably face risks in purchasing electricity because there are a plethora of uncertainties involved. To maximize profits and minimize risks, LSEs need to develop an optimal strategy to reasonably allocate the purchased electricity amount in different electricity markets such as the spot market, bilateral contract market, and options market. Because risks originate from uncertainties, an approach is presented to address the risk evaluation problem by the combined use of the lower partial moment and information entropy (LPME). The lower partial moment is used to measure the amount and probability of the loss, whereas the information entropy is used to represent the uncertainty of the loss. Electricity purchasing is a repeated procedure; therefore, the model presented represents a dynamic strategy. Under the chance-constrained programming framework, the developed optimization model minimizes the risk of the electricity purchasing portfolio in different markets because the actual profit of the LSE concerned is not less than the specified target under a required confidence level. Then, the particle swarm optimization (PSO) algorithm is employed to solve the optimization model. Finally, a sample example is used to illustrate the basic features of the developed model and method.

Design of a renewable - hybrid energy storage power scheme for short-term power dispatch

A hybrid energy storage system (HESS) consisting of battery and supercapacitor (SC) is proposed for use in a wind farm in order to achieve power dispatchability. In the designed scheme, the rate of charging/discharging powers of the battery is controlled while the faster wind power transients are diverted to the SC. This enhances the lifetime of the battery. Furthermore, by taking into consideration the random nature of the wind power, a statistical design method is developed to determine the capacities of the HESS needed to achieve specified confidence level in the power dispatch. The proposed approach is useful in the planning of the wind farm-HESS scheme and the coordination of the power flows between the battery and SC.

Electromyography and sonomyography analysis of the tibialis anterior: a cross sectional study

Background Foot dorsiflexion plays an essential role in both controlling balance and human gait. Electromyography (EMG) and sonomyography (SMG) can provide information on several aspects of muscle function. The aim was to establish the relationship between the EMG and SMG variables during isotonic contractions of foot dorsiflexors. Methods Twenty-seven healthy young adults performed the foot dorsiflexion test on a device designed ad hoc. EMG variables were maximum peak and area under the curve. Muscular architecture variables were muscle thickness and pennation angle. Descriptive statistical analysis, inferential analysis and a multivariate linear regression model were carried out. The confidence level was established with a statistically significant p-value of less than 0.05. Results The correlation between EMG variables and SMG variables was r = 0.462 (p < 0.05). The linear regression model to the dependent variable “peak normalized tibialis anterior (TA)” from the independent variables “pennation angle and thickness”, was significant (p = 0.002) with an explained variance of R2 = 0.693 and SEE = 0.16. Conclusions There is a significant relationship and degree of contribution between EMG and SMG variables during isotonic contractions of the TA muscle. Our results suggest that EMG and SMG can be feasible tools for monitoring and assessment of foot dorsiflexors. TA muscle parameterization and assessment is relevant in order to know that increased strength accelerates the recovery of lower limb injuries.

Whole blood transcriptional profiling in ankylosing spondylitis identifies novel candidate genes that might contribute to the inflammatory and tissue-destructive disease aspects

Introduction: A number of genetic-association studies have identified genes contributing to ankylosing spondylitis (AS) susceptibility but such approaches provide little information as to the gene activity changes occurring during the disease process. Transcriptional profiling generates a 'snapshot' of the sampled cells' activity and thus can provide insights into the molecular processes driving the disease process. We undertook a whole-genome microarray approach to identify candidate genes associated with AS and validated these gene-expression changes in a larger sample cohort. Methods: A total of 18 active AS patients, classified according to the New York criteria, and 18 gender- and age-matched controls were profiled using Illumina HT-12 whole-genome expression BeadChips which carry cDNAs for 48,000 genes and transcripts. Class comparison analysis identified a number of differentially expressed candidate genes. These candidate genes were then validated in a larger cohort using qPCR-based TaqMan low density arrays (TLDAs). Results: A total of 239 probes corresponding to 221 genes were identified as being significantly different between patients and controls with a P-value <0.0005 (80% confidence level of false discovery rate). Forty-seven genes were then selected for validation studies, using the TLDAs. Thirteen of these genes were validated in the second patient cohort with 12 downregulated 1.3- to 2-fold and only 1 upregulated (1.6-fold). Among a number of identified genes with well-documented inflammatory roles we also validated genes that might be of great interest to the understanding of AS progression such as SPOCK2 (osteonectin) and EP300, which modulate cartilage and bone metabolism. Conclusions: We have validated a gene expression signature for AS from whole blood and identified strong candidate genes that may play roles in both the inflammatory and joint destruction aspects of the disease.