Bayesian networks （BN） have many advantages over other methods in ecological modeling, and have become an increasingly popular modeling tool. However, BN are flawed in regard to building models based on inadequate e...Bayesian networks （BN） have many advantages over other methods in ecological modeling, and have become an increasingly popular modeling tool. However, BN are flawed in regard to building models based on inadequate existing knowledge. To overcome this limitation, we propose a new method that links BN with structural equation modeling （SEM）. In this method, SEM is used to improve the model structure for BN. This method was used to simulate coastal phytoplankton dynamics in the Bohai Bay. We demonstrate that this hybrid approach minimizes the need for expert elicitation, generates more reasonable structures for BN models, and increases the BN model＇s accuracy and reliability. These results suggest that the inclusion of SEM for testing and verifying the theoretical structure during the initial construction stage improves the effectiveness of BN models, especially for complex eco-environment systems. The results also demonstrate that in the Bohai Bay, while phytoplankton biomass has the greatest influence on phytoplankton dynamics, the impact of nutrients on phytoplankton dynamics is larger than the influence of the physical environment in summer. Furthermore, although the Redfield ratio indicates that phosphorus should be the primary nutrient limiting factor, our results show that silicate plays the most important role in regulating phytoplankton dynamics in the Bohai Bay.展开更多
This study seeks to investigate the variations associated with lane lateral locations and days of the week in the stochastic and dynamic transition of traffic regimes(DTTR).In the proposed analysis,hierarchical regres...This study seeks to investigate the variations associated with lane lateral locations and days of the week in the stochastic and dynamic transition of traffic regimes(DTTR).In the proposed analysis,hierarchical regression models fitted using Bayesian frameworks were used to calibrate the transition probabilities that describe the DTTR.Datasets of two sites on a freeway facility located in Jacksonville,Florida,were selected for the analysis.The traffic speed thresholds to define traffic regimes were estimated using the Gaussian mixture model(GMM).The GMM revealed that two and three regimes were adequate mixture components for estimating the traffic speed distributions for Site 1 and 2 datasets,respectively.The results of hierarchical regression models show that there is considerable evidence that there are heterogeneity characteristics in the DTTR associated with lateral lane locations.In particular,the hierarchical regressions reveal that the breakdown process is more affected by the variations compared to other evaluated transition processes with the estimated intra-class correlation(ICC)of about 73%.The transition from congestion on-set/dissolution(COD)to the congested regime is estimated with the highest ICC of 49.4%in the three-regime model,and the lowest ICC of 1%was observed on the transition from the congested to COD regime.On the other hand,different days of the week are not found to contribute to the variations(the highest ICC was 1.44%)on the DTTR.These findings can be used in developing effective congestion countermeasures,particularly in the application of intelligent transportation systems,such as dynamic lane-management strategies.展开更多
Xinjiang Uygur Autonomous Region is a typical inland arid area in China with a sparse and uneven distribution of meteorological stations,limited access to precipitation data,and significant water scarcity.Evaluating a...Xinjiang Uygur Autonomous Region is a typical inland arid area in China with a sparse and uneven distribution of meteorological stations,limited access to precipitation data,and significant water scarcity.Evaluating and integrating precipitation datasets from different sources to accurately characterize precipitation patterns has become a challenge to provide more accurate and alternative precipitation information for the region,which can even improve the performance of hydrological modelling.This study evaluated the applicability of widely used five satellite-based precipitation products(Climate Hazards Group InfraRed Precipitation with Station(CHIRPS),China Meteorological Forcing Dataset(CMFD),Climate Prediction Center morphing method(CMORPH),Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks-Climate Data Record(PERSIANN-CDR),and Tropical Rainfall Measuring Mission Multi-satellite Precipitation Analysis(TMPA))and a reanalysis precipitation dataset(ECMWF Reanalysis v5-Land Dataset(ERA5-Land))in Xinjiang using ground-based observational precipitation data from a limited number of meteorological stations.Based on this assessment,we proposed a framework that integrated different precipitation datasets with varying spatial resolutions using a dynamic Bayesian model averaging(DBMA)approach,the expectation-maximization method,and the ordinary Kriging interpolation method.The daily precipitation data merged using the DBMA approach exhibited distinct spatiotemporal variability,with an outstanding performance,as indicated by low root mean square error(RMSE=1.40 mm/d)and high Person's correlation coefficient(CC=0.67).Compared with the traditional simple model averaging(SMA)and individual product data,although the DBMA-fused precipitation data were slightly lower than the best precipitation product(CMFD),the overall performance of DBMA was more robust.The error analysis between DBMA-fused precipitation dataset and the more advanced Integrated Multi-satellite Retrievals for Global Precipitation Measurement Final(IMERG-F)precipitation product,as well as hydrological simulations in the Ebinur Lake Basin,further demonstrated the superior performance of DBMA-fused precipitation dataset in the entire Xinjiang region.The proposed framework for solving the fusion problem of multi-source precipitation data with different spatial resolutions is feasible for application in inland arid areas,and aids in obtaining more accurate regional hydrological information and improving regional water resources management capabilities and meteorological research in these regions.展开更多
Dynamic casual modeling of functional magnetic resonance imaging（fMRI） signals is employed to explore critical emotional neurocircuitry under sad stimuli. The intrinsic model of emotional loops is built on the basis...Dynamic casual modeling of functional magnetic resonance imaging（fMRI） signals is employed to explore critical emotional neurocircuitry under sad stimuli. The intrinsic model of emotional loops is built on the basis of Papez＇s circuit and related prior knowledge, and then three modulatory connection models are established. In these models, stimuli are placed at different points, which represents they affect the neural activities between brain regions, and these activities are modulated in different ways. Then, the optimal model is selected by Bayesian model comparison. From group analysis, patients＇ intrinsic and modulatory connections from the anterior cingulate cortex （ACC） to the right inferior frontal gyrus （rlFG） are significantly higher than those of the control group. Then the functional connection parameters of the model are selected as classifier features. The classification accuracy rate from the support vector machine（SVM） classifier is 80.73%, which, to some extent, validates the effectiveness of the regional connectivity parameters for depression recognition and provides a new approach for the clinical diagnosis of depression.展开更多
The manner and conditions of running the decision-making system with self-defense electronic jamming are given. After proposing the scenario of applying discrete dynamic Bayesian network to the decision making with se...The manner and conditions of running the decision-making system with self-defense electronic jamming are given. After proposing the scenario of applying discrete dynamic Bayesian network to the decision making with self-defense electronic jamming, a decision-making model with self-defense electronic jamming based on the discrete dynamic Bayesian network is established. Then jamming decision inferences by the aid of the algorithm of discrete dynamic Bayesian network are carried on. The simulating result shows that this method is able to synthesize different targets which are not predominant. In this way, various features at the same time, as well as the same feature appearing at different time complement mutually; in addition, the accuracy and reliability of electronic jamming decision making are enhanced significantly.展开更多
As one of the top four commercially important species in China,yellow croaker(Larimichthys polyactis)with two geographic subpopulations,has undergone profound changes during the last several decades.It is widely compr...As one of the top four commercially important species in China,yellow croaker(Larimichthys polyactis)with two geographic subpopulations,has undergone profound changes during the last several decades.It is widely comprehended that understanding its population dynamics is critically important for sustainable management of this valuable fishery in China.The only two existing population dynamics models assessed the population of yellow croaker using short time-series data,without considering geographical variations.In this study,Bayesian models with and without hierarchical subpopulation structure were developed to explore the spatial heterogeneity of the population dynamics of yellow croaker from 1968 to 2015.Alternative hypotheses were constructed to test potential temporal patterns in yellow croaker’s population dynamics.Substantial variations in population dynamics characteristics among space and time were found through this study.The population growth rate was revealed to increase since the late 1980s,and the catchability increased more than twice from 1981 to 2015.The East China Sea’s subpopulation witnesses faster growth,but suffers from higher fishing pressure than that in the Bohai Sea and Yellow Sea.The global population and two subpopulations all have high risks of overfishing and being overfished according to the MSY-based reference points in recent years.More conservative management strategies with subpopulation considerations are imperative for the fishery management of yellow croaker in China.The methodology developed in this study could also be applied to the stock assessment and fishery management of other species,especially for those species with large spatial heterogeneity data.展开更多
Kernel-based slow feature analysis(SFA)methods have been successfully applied in the industrial process fault detection field.However,kernel-based SFA methods have high computational complexity as dealing with nonline...Kernel-based slow feature analysis(SFA)methods have been successfully applied in the industrial process fault detection field.However,kernel-based SFA methods have high computational complexity as dealing with nonlinearity,leading to delays in detecting time-varying data features.Additionally,the uncertain kernel function and kernel parameters limit the ability of the extracted features to express process characteristics,resulting in poor fault detection performance.To alleviate the above problems,a novel randomized auto-regressive dynamic slow feature analysis(RRDSFA)method is proposed to simultaneously monitor the operating point deviations and process dynamic faults,enabling real-time monitoring of data features in industrial processes.Firstly,the proposed Random Fourier mappingbased method achieves more effective nonlinear transformation,contrasting with the current kernelbased RDSFA algorithm that may lead to significant computational complexity.Secondly,a randomized RDSFA model is developed to extract nonlinear dynamic slow features.Furthermore,a Bayesian inference-based overall fault monitoring model including all RRDSFA sub-models is developed to overcome the randomness of random Fourier mapping.Finally,the superiority and effectiveness of the proposed monitoring method are demonstrated through a numerical case and a simulation of continuous stirred tank reactor.展开更多
The effect of uncertainty about stochastic diffusion model on dynamic portfolio choice of an investor who maximizes utility of terminal portfolio wealth was studied.It applied stochastic control method to obtain the c...The effect of uncertainty about stochastic diffusion model on dynamic portfolio choice of an investor who maximizes utility of terminal portfolio wealth was studied.It applied stochastic control method to obtain the closed-form solution of optimal dynamic portfolio,and used the Bayesian rule to estimate the model parameters to do an empirical study on two different samples of Shanghai Exchange Composite Index.Results show,model uncertainty results in positive or negative hedging demand of portfolio,which depends on investor's attitude toward risk;the effect of model uncertainty is more significant with the increasing of investment horizon,the decreasing of investor's risk-aversion degree,and the decreasing of information;predictability of risky asset return increases its allocation in portfolio,at the same time,the effect of model uncertainty also strengthens.展开更多
A large number of crashes occur on curves even though they account for only a small percentage of a system’s mileage. Excessive speed has been identified as a primary factor in both lane departure and curve-related c...A large number of crashes occur on curves even though they account for only a small percentage of a system’s mileage. Excessive speed has been identified as a primary factor in both lane departure and curve-related crashes. A number of countermeasures have been proposed to reduce driver speeds on curves, which ideally result in successful curve negotiation and fewer crashes. Dynamic speed feedback sign (DSFS) systems are traffic control devices that have been used to reduce vehicle speeds successfully and, subsequently, crashes in applications such as traffic calming on urban roads. DSFS systems show promise, but they have not been fully evaluated for rural curves. To better understand the effectiveness of DSFS systems in reducing crashes on curves, a national field evaluation of DSFS systems on curves on rural two lane roadways was conducted. Two different DSFS systems were selected and placed at 22 sites in seven states. Control sites were also identified. A full Bayes modeling methodology was utilized to develop crash modification factors (CMFs) for several scenarios including total crashes for both directions, total crashes in the direction of the sign, total single-vehicle crashes, and single-vehicle crashes in the direction of the sign. Using quarterly crash frequency as the response variable, crash modification factors were developed and results showed that crashes were 5% to 7% lower after installation of the signs depending on the model.展开更多
The recent outbreak of COVID-19 has caused millions of deaths worldwide and a huge societal and economic impact in virtually all countries. A large variety of mathematical models to describe the dynamics of COVID-19 t...The recent outbreak of COVID-19 has caused millions of deaths worldwide and a huge societal and economic impact in virtually all countries. A large variety of mathematical models to describe the dynamics of COVID-19 transmission have been reported. Among them, Bayesian probabilistic models of COVID-19 transmission dynamics have been very efficient in the interpretation of early data from the beginning of the pandemic, helping to estimate the impact of non-pharmacological measures in each country, and forecasting the evolution of the pandemic in different potential scenarios. These models use probability distribution curves to describe key dynamic aspects of the transmission, like the probability for every infected person of infecting other individuals, dying or recovering, with parameters obtained from experimental epidemiological data. However, the impact of vaccine-induced immunity, which has been key for controlling the public health emergency caused by the pandemic, has been more challenging to describe in these models, due to the complexity of experimental data. Here we report different probability distribution curves to model the acquisition and decay of immunity after vaccination. We discuss the mathematical background and how these models can be integrated in existing Bayesian probabilistic models to provide a good estimation of the dynamics of COVID-19 transmission during the entire pandemic period.展开更多
Multi-agent systems often require good interoperability in the process of completing their assigned tasks.This paper first models the static structure and dynamic behavior of multiagent systems based on layered weight...Multi-agent systems often require good interoperability in the process of completing their assigned tasks.This paper first models the static structure and dynamic behavior of multiagent systems based on layered weighted scale-free community network and susceptible-infected-recovered(SIR)model.To solve the problem of difficulty in describing the changes in the structure and collaboration mode of the system under external factors,a two-dimensional Monte Carlo method and an improved dynamic Bayesian network are used to simulate the impact of external environmental factors on multi-agent systems.A collaborative information flow path optimization algorithm for agents under environmental factors is designed based on the Dijkstra algorithm.A method for evaluating system interoperability is designed based on simulation experiments,providing reference for the construction planning and optimization of organizational application of the system.Finally,the feasibility of the method is verified through case studies.展开更多
We analyze COVID-19 surveillance data from Ontario,Canada,using state-space modelling techniques to address key challenges in understanding disease transmission dynamics.The study applies component linear Gaussian sta...We analyze COVID-19 surveillance data from Ontario,Canada,using state-space modelling techniques to address key challenges in understanding disease transmission dynamics.The study applies component linear Gaussian state-space models to capture periodicity,trends,and random fluctuations in case counts.We explore the relationships between COVID-19 cases,hospitalizations,workdays,and wastewater viral loads through dynamic regression models,offering insights into how these factors influence public health outcomes.Our analysis extends to multivariate covariance estimation,utilizing a novel methodology to provide time-varying correlation estimates that account for non-stationary data.Results demonstrate the significance of incorporating environmental covariates,such as wastewater data,in improving model robustness and uncovering the complex interplay between epidemiological factors.This work highlights the limitations of simpler models and emphasizes the advantages of state-space approaches for analyzing dynamic infectious disease data.By illustrating the application of advanced modelling techniques,this study contributes to a deeper understanding of disease transmission and informs public health interventions.展开更多
Bayesian inference is a common method for conducting parameter estimation for dynamical systems.Despite the prevalent use of Bayesian inference for performing parameter estimation for dynamical systems,there is a need...Bayesian inference is a common method for conducting parameter estimation for dynamical systems.Despite the prevalent use of Bayesian inference for performing parameter estimation for dynamical systems,there is a need for a formalized and detailed methodology.This paper presents a comprehensive methodology for dynamical system parameter estimation using Bayesian inference and it covers utilizing different distributions,Markov Chain Monte Carlo(MCMC)sampling,obtaining credible intervals for parameters,and prediction intervals for solutions.A logistic growth example is given to illustrate the methodology.展开更多
A fractional vegetation cover(FVC)estimation method incorporating a vegetation growth model and a radiative transfer model was previously developed,which was suitable for FVC estimation in homogeneous areas because th...A fractional vegetation cover(FVC)estimation method incorporating a vegetation growth model and a radiative transfer model was previously developed,which was suitable for FVC estimation in homogeneous areas because the finer-resolution pixels corresponding to one coarseresolution FVC pixel were all assumed to have the same vegetation growth model.However,this assumption does not hold over heterogeneous areas,meaning that the method cannot be applied to large regions.Therefore,this study proposes a finer spatial resolution FVC estimation method applicable to heterogeneous areas using Landsat 8 Operational Land Imager reflectance data and Global LAnd Surface Satellite(GLASS)FVC product.The FVC product was first decomposed according to the normalized difference vegetation index from the Landsat 8 OLI data.Then,independent dynamic vegetation models were built for each finer-resolution pixel.Finally,the dynamic vegetation model and a radiative transfer model were combined to estimate FVC at the Landsat 8 scale.Validation results indicated that the proposed method(R^(2)=0.7757,RMSE=0.0881)performed better than either the previous method(R^(2)=0.7038,RMSE=0.1125)or a commonly used method involving look-up table inversions of the PROSAIL model(R^(2)=0.7457,RMSE=0.1249).展开更多
基金supported by the Natural Science Foundation of Tianjin(Grant No.16JCYBJC23000)the Open Foundation of the Key Laboratory for Ecological Environment in Coastal Areas of the State Oceanic Administration(Grant No.201604)Science and Technology Foundation for Young Scholars from Tianjin Fisheries Bureau(Grant No.J2014-05)
文摘Bayesian networks （BN） have many advantages over other methods in ecological modeling, and have become an increasingly popular modeling tool. However, BN are flawed in regard to building models based on inadequate existing knowledge. To overcome this limitation, we propose a new method that links BN with structural equation modeling （SEM）. In this method, SEM is used to improve the model structure for BN. This method was used to simulate coastal phytoplankton dynamics in the Bohai Bay. We demonstrate that this hybrid approach minimizes the need for expert elicitation, generates more reasonable structures for BN models, and increases the BN model＇s accuracy and reliability. These results suggest that the inclusion of SEM for testing and verifying the theoretical structure during the initial construction stage improves the effectiveness of BN models, especially for complex eco-environment systems. The results also demonstrate that in the Bohai Bay, while phytoplankton biomass has the greatest influence on phytoplankton dynamics, the impact of nutrients on phytoplankton dynamics is larger than the influence of the physical environment in summer. Furthermore, although the Redfield ratio indicates that phosphorus should be the primary nutrient limiting factor, our results show that silicate plays the most important role in regulating phytoplankton dynamics in the Bohai Bay.
文摘This study seeks to investigate the variations associated with lane lateral locations and days of the week in the stochastic and dynamic transition of traffic regimes(DTTR).In the proposed analysis,hierarchical regression models fitted using Bayesian frameworks were used to calibrate the transition probabilities that describe the DTTR.Datasets of two sites on a freeway facility located in Jacksonville,Florida,were selected for the analysis.The traffic speed thresholds to define traffic regimes were estimated using the Gaussian mixture model(GMM).The GMM revealed that two and three regimes were adequate mixture components for estimating the traffic speed distributions for Site 1 and 2 datasets,respectively.The results of hierarchical regression models show that there is considerable evidence that there are heterogeneity characteristics in the DTTR associated with lateral lane locations.In particular,the hierarchical regressions reveal that the breakdown process is more affected by the variations compared to other evaluated transition processes with the estimated intra-class correlation(ICC)of about 73%.The transition from congestion on-set/dissolution(COD)to the congested regime is estimated with the highest ICC of 49.4%in the three-regime model,and the lowest ICC of 1%was observed on the transition from the congested to COD regime.On the other hand,different days of the week are not found to contribute to the variations(the highest ICC was 1.44%)on the DTTR.These findings can be used in developing effective congestion countermeasures,particularly in the application of intelligent transportation systems,such as dynamic lane-management strategies.
基金supported by The Technology Innovation Team(Tianshan Innovation Team),Innovative Team for Efficient Utilization of Water Resources in Arid Regions(2022TSYCTD0001)the National Natural Science Foundation of China(42171269)the Xinjiang Academician Workstation Cooperative Research Project(2020.B-001).
文摘Xinjiang Uygur Autonomous Region is a typical inland arid area in China with a sparse and uneven distribution of meteorological stations,limited access to precipitation data,and significant water scarcity.Evaluating and integrating precipitation datasets from different sources to accurately characterize precipitation patterns has become a challenge to provide more accurate and alternative precipitation information for the region,which can even improve the performance of hydrological modelling.This study evaluated the applicability of widely used five satellite-based precipitation products(Climate Hazards Group InfraRed Precipitation with Station(CHIRPS),China Meteorological Forcing Dataset(CMFD),Climate Prediction Center morphing method(CMORPH),Precipitation Estimation from Remotely Sensed Information using Artificial Neural Networks-Climate Data Record(PERSIANN-CDR),and Tropical Rainfall Measuring Mission Multi-satellite Precipitation Analysis(TMPA))and a reanalysis precipitation dataset(ECMWF Reanalysis v5-Land Dataset(ERA5-Land))in Xinjiang using ground-based observational precipitation data from a limited number of meteorological stations.Based on this assessment,we proposed a framework that integrated different precipitation datasets with varying spatial resolutions using a dynamic Bayesian model averaging(DBMA)approach,the expectation-maximization method,and the ordinary Kriging interpolation method.The daily precipitation data merged using the DBMA approach exhibited distinct spatiotemporal variability,with an outstanding performance,as indicated by low root mean square error(RMSE=1.40 mm/d)and high Person's correlation coefficient(CC=0.67).Compared with the traditional simple model averaging(SMA)and individual product data,although the DBMA-fused precipitation data were slightly lower than the best precipitation product(CMFD),the overall performance of DBMA was more robust.The error analysis between DBMA-fused precipitation dataset and the more advanced Integrated Multi-satellite Retrievals for Global Precipitation Measurement Final(IMERG-F)precipitation product,as well as hydrological simulations in the Ebinur Lake Basin,further demonstrated the superior performance of DBMA-fused precipitation dataset in the entire Xinjiang region.The proposed framework for solving the fusion problem of multi-source precipitation data with different spatial resolutions is feasible for application in inland arid areas,and aids in obtaining more accurate regional hydrological information and improving regional water resources management capabilities and meteorological research in these regions.
基金The National Natural Science Foundation of China(No.30900356,81071135)
文摘Dynamic casual modeling of functional magnetic resonance imaging（fMRI） signals is employed to explore critical emotional neurocircuitry under sad stimuli. The intrinsic model of emotional loops is built on the basis of Papez＇s circuit and related prior knowledge, and then three modulatory connection models are established. In these models, stimuli are placed at different points, which represents they affect the neural activities between brain regions, and these activities are modulated in different ways. Then, the optimal model is selected by Bayesian model comparison. From group analysis, patients＇ intrinsic and modulatory connections from the anterior cingulate cortex （ACC） to the right inferior frontal gyrus （rlFG） are significantly higher than those of the control group. Then the functional connection parameters of the model are selected as classifier features. The classification accuracy rate from the support vector machine（SVM） classifier is 80.73%, which, to some extent, validates the effectiveness of the regional connectivity parameters for depression recognition and provides a new approach for the clinical diagnosis of depression.
基金the National Natural Science Fundation of China (10377014).
文摘The manner and conditions of running the decision-making system with self-defense electronic jamming are given. After proposing the scenario of applying discrete dynamic Bayesian network to the decision making with self-defense electronic jamming, a decision-making model with self-defense electronic jamming based on the discrete dynamic Bayesian network is established. Then jamming decision inferences by the aid of the algorithm of discrete dynamic Bayesian network are carried on. The simulating result shows that this method is able to synthesize different targets which are not predominant. In this way, various features at the same time, as well as the same feature appearing at different time complement mutually; in addition, the accuracy and reliability of electronic jamming decision making are enhanced significantly.
基金Foundation item:The National Key R&D Program of China under contract No.2017YFE0104400the National Natural Science Foundation of China under contract No.31772852the Fundamental Research Funds for the Central Universities under contract Nos 201512002 and 201562030.
文摘As one of the top four commercially important species in China,yellow croaker(Larimichthys polyactis)with two geographic subpopulations,has undergone profound changes during the last several decades.It is widely comprehended that understanding its population dynamics is critically important for sustainable management of this valuable fishery in China.The only two existing population dynamics models assessed the population of yellow croaker using short time-series data,without considering geographical variations.In this study,Bayesian models with and without hierarchical subpopulation structure were developed to explore the spatial heterogeneity of the population dynamics of yellow croaker from 1968 to 2015.Alternative hypotheses were constructed to test potential temporal patterns in yellow croaker’s population dynamics.Substantial variations in population dynamics characteristics among space and time were found through this study.The population growth rate was revealed to increase since the late 1980s,and the catchability increased more than twice from 1981 to 2015.The East China Sea’s subpopulation witnesses faster growth,but suffers from higher fishing pressure than that in the Bohai Sea and Yellow Sea.The global population and two subpopulations all have high risks of overfishing and being overfished according to the MSY-based reference points in recent years.More conservative management strategies with subpopulation considerations are imperative for the fishery management of yellow croaker in China.The methodology developed in this study could also be applied to the stock assessment and fishery management of other species,especially for those species with large spatial heterogeneity data.
基金supported by the Program of National Natural Science Foundation of China(U23A20329,62163036)Youth Academic and Technical Leaders Reserve Talent Training project(202105AC160094)Industrial Innovation Talent Special Project of Xingdian Talent Support Program(XDYC-CYCX-2022-0010).
文摘Kernel-based slow feature analysis(SFA)methods have been successfully applied in the industrial process fault detection field.However,kernel-based SFA methods have high computational complexity as dealing with nonlinearity,leading to delays in detecting time-varying data features.Additionally,the uncertain kernel function and kernel parameters limit the ability of the extracted features to express process characteristics,resulting in poor fault detection performance.To alleviate the above problems,a novel randomized auto-regressive dynamic slow feature analysis(RRDSFA)method is proposed to simultaneously monitor the operating point deviations and process dynamic faults,enabling real-time monitoring of data features in industrial processes.Firstly,the proposed Random Fourier mappingbased method achieves more effective nonlinear transformation,contrasting with the current kernelbased RDSFA algorithm that may lead to significant computational complexity.Secondly,a randomized RDSFA model is developed to extract nonlinear dynamic slow features.Furthermore,a Bayesian inference-based overall fault monitoring model including all RRDSFA sub-models is developed to overcome the randomness of random Fourier mapping.Finally,the superiority and effectiveness of the proposed monitoring method are demonstrated through a numerical case and a simulation of continuous stirred tank reactor.
基金Key program of Natural Science Research of High Education of Anhui Province of China(No.KJ2009A157)
文摘The effect of uncertainty about stochastic diffusion model on dynamic portfolio choice of an investor who maximizes utility of terminal portfolio wealth was studied.It applied stochastic control method to obtain the closed-form solution of optimal dynamic portfolio,and used the Bayesian rule to estimate the model parameters to do an empirical study on two different samples of Shanghai Exchange Composite Index.Results show,model uncertainty results in positive or negative hedging demand of portfolio,which depends on investor's attitude toward risk;the effect of model uncertainty is more significant with the increasing of investment horizon,the decreasing of investor's risk-aversion degree,and the decreasing of information;predictability of risky asset return increases its allocation in portfolio,at the same time,the effect of model uncertainty also strengthens.
文摘A large number of crashes occur on curves even though they account for only a small percentage of a system’s mileage. Excessive speed has been identified as a primary factor in both lane departure and curve-related crashes. A number of countermeasures have been proposed to reduce driver speeds on curves, which ideally result in successful curve negotiation and fewer crashes. Dynamic speed feedback sign (DSFS) systems are traffic control devices that have been used to reduce vehicle speeds successfully and, subsequently, crashes in applications such as traffic calming on urban roads. DSFS systems show promise, but they have not been fully evaluated for rural curves. To better understand the effectiveness of DSFS systems in reducing crashes on curves, a national field evaluation of DSFS systems on curves on rural two lane roadways was conducted. Two different DSFS systems were selected and placed at 22 sites in seven states. Control sites were also identified. A full Bayes modeling methodology was utilized to develop crash modification factors (CMFs) for several scenarios including total crashes for both directions, total crashes in the direction of the sign, total single-vehicle crashes, and single-vehicle crashes in the direction of the sign. Using quarterly crash frequency as the response variable, crash modification factors were developed and results showed that crashes were 5% to 7% lower after installation of the signs depending on the model.
文摘The recent outbreak of COVID-19 has caused millions of deaths worldwide and a huge societal and economic impact in virtually all countries. A large variety of mathematical models to describe the dynamics of COVID-19 transmission have been reported. Among them, Bayesian probabilistic models of COVID-19 transmission dynamics have been very efficient in the interpretation of early data from the beginning of the pandemic, helping to estimate the impact of non-pharmacological measures in each country, and forecasting the evolution of the pandemic in different potential scenarios. These models use probability distribution curves to describe key dynamic aspects of the transmission, like the probability for every infected person of infecting other individuals, dying or recovering, with parameters obtained from experimental epidemiological data. However, the impact of vaccine-induced immunity, which has been key for controlling the public health emergency caused by the pandemic, has been more challenging to describe in these models, due to the complexity of experimental data. Here we report different probability distribution curves to model the acquisition and decay of immunity after vaccination. We discuss the mathematical background and how these models can be integrated in existing Bayesian probabilistic models to provide a good estimation of the dynamics of COVID-19 transmission during the entire pandemic period.
基金supported by the Key R&D Projects in Jiangsu Province(BE2021729)the Key Primary Research Project of Primary Strengthening Program(KYZYJKKCJC23001).
文摘Multi-agent systems often require good interoperability in the process of completing their assigned tasks.This paper first models the static structure and dynamic behavior of multiagent systems based on layered weighted scale-free community network and susceptible-infected-recovered(SIR)model.To solve the problem of difficulty in describing the changes in the structure and collaboration mode of the system under external factors,a two-dimensional Monte Carlo method and an improved dynamic Bayesian network are used to simulate the impact of external environmental factors on multi-agent systems.A collaborative information flow path optimization algorithm for agents under environmental factors is designed based on the Dijkstra algorithm.A method for evaluating system interoperability is designed based on simulation experiments,providing reference for the construction planning and optimization of organizational application of the system.Finally,the feasibility of the method is verified through case studies.
基金funded by the NSERC/Mitacs/Sanofi Alliance program.
文摘We analyze COVID-19 surveillance data from Ontario,Canada,using state-space modelling techniques to address key challenges in understanding disease transmission dynamics.The study applies component linear Gaussian state-space models to capture periodicity,trends,and random fluctuations in case counts.We explore the relationships between COVID-19 cases,hospitalizations,workdays,and wastewater viral loads through dynamic regression models,offering insights into how these factors influence public health outcomes.Our analysis extends to multivariate covariance estimation,utilizing a novel methodology to provide time-varying correlation estimates that account for non-stationary data.Results demonstrate the significance of incorporating environmental covariates,such as wastewater data,in improving model robustness and uncovering the complex interplay between epidemiological factors.This work highlights the limitations of simpler models and emphasizes the advantages of state-space approaches for analyzing dynamic infectious disease data.By illustrating the application of advanced modelling techniques,this study contributes to a deeper understanding of disease transmission and informs public health interventions.
文摘Bayesian inference is a common method for conducting parameter estimation for dynamical systems.Despite the prevalent use of Bayesian inference for performing parameter estimation for dynamical systems,there is a need for a formalized and detailed methodology.This paper presents a comprehensive methodology for dynamical system parameter estimation using Bayesian inference and it covers utilizing different distributions,Markov Chain Monte Carlo(MCMC)sampling,obtaining credible intervals for parameters,and prediction intervals for solutions.A logistic growth example is given to illustrate the methodology.
基金This work was supported by the National Natural Science Foundation of China under[Grant 41671332 and Grant 41571422]in part by the National Key Research and Development Program of China under[Grant 2016YFA0600103].
文摘A fractional vegetation cover(FVC)estimation method incorporating a vegetation growth model and a radiative transfer model was previously developed,which was suitable for FVC estimation in homogeneous areas because the finer-resolution pixels corresponding to one coarseresolution FVC pixel were all assumed to have the same vegetation growth model.However,this assumption does not hold over heterogeneous areas,meaning that the method cannot be applied to large regions.Therefore,this study proposes a finer spatial resolution FVC estimation method applicable to heterogeneous areas using Landsat 8 Operational Land Imager reflectance data and Global LAnd Surface Satellite(GLASS)FVC product.The FVC product was first decomposed according to the normalized difference vegetation index from the Landsat 8 OLI data.Then,independent dynamic vegetation models were built for each finer-resolution pixel.Finally,the dynamic vegetation model and a radiative transfer model were combined to estimate FVC at the Landsat 8 scale.Validation results indicated that the proposed method(R^(2)=0.7757,RMSE=0.0881)performed better than either the previous method(R^(2)=0.7038,RMSE=0.1125)or a commonly used method involving look-up table inversions of the PROSAIL model(R^(2)=0.7457,RMSE=0.1249).
