20,712 research outputs found
Climate-informed stochastic hydrological modeling: Incorporating decadal-scale variability using paleo data
A hierarchical framework for incorporating modes of climate variability into stochastic simulations of hydrological data is developed, termed the climate-informed multi-time scale stochastic (CIMSS) framework. A case study on two catchments in eastern Australia illustrates this framework. To develop an identifiable model characterizing long-term variability for the first level of the hierarchy, paleoclimate proxies, and instrumental indices describing the Interdecadal Pacific Oscillation (IPO) and the Pacific Decadal Oscillation (PDO) are analyzed. A new paleo IPO-PDO time series dating back 440 yr is produced, combining seven IPO-PDO paleo sources using an objective smoothing procedure to fit low-pass filters to individual records. The paleo data analysis indicates that wet/dry IPO-PDO states have a broad range of run lengths, with 90% between 3 and 33 yr and a mean of 15 yr. The Markov chain model, previously used to simulate oscillating wet/dry climate states, is found to underestimate the probability of wet/dry periods >5 yr, and is rejected in favor of a gamma distribution for simulating the run lengths of the wet/dry IPO-PDO states. For the second level of the hierarchy, a seasonal rainfall model is conditioned on the simulated IPO-PDO state. The model is able to replicate observed statistics such as seasonal and multiyear accumulated rainfall distributions and interannual autocorrelations. Mean seasonal rainfall in the IPO-PDO dry states is found to be 15%-28% lower than the wet state at the case study sites. In comparison, an annual lag-one autoregressive model is unable to adequately capture the observed rainfall distribution within separate IPO-PDO states. Copyright © 2011 by the American Geophysical Union.Benjamin J. Henley, Mark A. Thyer, George Kuczera and Stewart W. Frank
Climate-informed stochastic hydrological modeling: Incorporating decadal-scale variability using paleo data
A hierarchical framework for incorporating modes of climate variability into stochastic simulations of hydrological data is developed, termed the climate-informed multi-time scale stochastic (CIMSS) framework. A case study on two catchments in eastern Australia illustrates this framework. To develop an identifiable model characterizing long-term variability for the first level of the hierarchy, paleoclimate proxies, and instrumental indices describing the Interdecadal Pacific Oscillation (IPO) and the Pacific Decadal Oscillation (PDO) are analyzed. A new paleo IPO-PDO time series dating back 440 yr is produced, combining seven IPO-PDO paleo sources using an objective smoothing procedure to fit low-pass filters to individual records. The paleo data analysis indicates that wet/dry IPO-PDO states have a broad range of run lengths, with 90% between 3 and 33 yr and a mean of 15 yr. The Markov chain model, previously used to simulate oscillating wet/dry climate states, is found to underestimate the probability of wet/dry periods >5 yr, and is rejected in favor of a gamma distribution for simulating the run lengths of the wet/dry IPO-PDO states. For the second level of the hierarchy, a seasonal rainfall model is conditioned on the simulated IPO-PDO state. The model is able to replicate observed statistics such as seasonal and multiyear accumulated rainfall distributions and interannual autocorrelations. Mean seasonal rainfall in the IPO-PDO dry states is found to be 15%-28% lower than the wet state at the case study sites. In comparison, an annual lag-one autoregressive model is unable to adequately capture the observed rainfall distribution within separate IPO-PDO states. Copyright © 2011 by the American Geophysical Union.Benjamin J. Henley, Mark A. Thyer, George Kuczera and Stewart W. Frank
Embedding Population Dynamics Models in Inference
Increasing pressures on the environment are generating an ever-increasing
need to manage animal and plant populations sustainably, and to protect and
rebuild endangered populations. Effective management requires reliable
mathematical models, so that the effects of management action can be predicted,
and the uncertainty in these predictions quantified. These models must be able
to predict the response of populations to anthropogenic change, while handling
the major sources of uncertainty. We describe a simple ``building block''
approach to formulating discrete-time models. We show how to estimate the
parameters of such models from time series of data, and how to quantify
uncertainty in those estimates and in numbers of individuals of different types
in populations, using computer-intensive Bayesian methods. We also discuss
advantages and pitfalls of the approach, and give an example using the British
grey seal population.Comment: Published at http://dx.doi.org/10.1214/088342306000000673 in the
Statistical Science (http://www.imstat.org/sts/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Content-based Video Retrieval by Integrating Spatio-Temporal and Stochastic Recognition of Events
As amounts of publicly available video data grow the need to query this data efficiently becomes significant. Consequently content-based retrieval of video data turns out to be a challenging and important problem. We address the specific aspect of inferring semantics automatically from raw video data. In particular, we introduce a new video data model that supports the integrated use of two different approaches for mapping low-level features to high-level concepts. Firstly, the model is extended with a rule-based approach that supports spatio-temporal formalization of high-level concepts, and then with a stochastic approach. Furthermore, results on real tennis video data are presented, demonstrating the validity of both approaches, as well us advantages of their integrated us
Dynamic Credit Investment in Partially Observed Markets
We consider the problem of maximizing expected utility for a power investor
who can allocate his wealth in a stock, a defaultable security, and a money
market account. The dynamics of these security prices are governed by geometric
Brownian motions modulated by a hidden continuous time finite state Markov
chain. We reduce the partially observed stochastic control problem to a
complete observation risk sensitive control problem via the filtered regime
switching probabilities. We separate the latter into pre-default and
post-default dynamic optimization subproblems, and obtain two coupled
Hamilton-Jacobi-Bellman (HJB) partial differential equations. We prove
existence and uniqueness of a globally bounded classical solution to each HJB
equation, and give the corresponding verification theorem. We provide a
numerical analysis showing that the investor increases his holdings in stock as
the filter probability of being in high growth regimes increases, and decreases
his credit risk exposure when the filter probability of being in high default
risk regimes gets larger
A Hierarchical Framework of Cloud Resource Allocation and Power Management Using Deep Reinforcement Learning
Automatic decision-making approaches, such as reinforcement learning (RL),
have been applied to (partially) solve the resource allocation problem
adaptively in the cloud computing system. However, a complete cloud resource
allocation framework exhibits high dimensions in state and action spaces, which
prohibit the usefulness of traditional RL techniques. In addition, high power
consumption has become one of the critical concerns in design and control of
cloud computing systems, which degrades system reliability and increases
cooling cost. An effective dynamic power management (DPM) policy should
minimize power consumption while maintaining performance degradation within an
acceptable level. Thus, a joint virtual machine (VM) resource allocation and
power management framework is critical to the overall cloud computing system.
Moreover, novel solution framework is necessary to address the even higher
dimensions in state and action spaces. In this paper, we propose a novel
hierarchical framework for solving the overall resource allocation and power
management problem in cloud computing systems. The proposed hierarchical
framework comprises a global tier for VM resource allocation to the servers and
a local tier for distributed power management of local servers. The emerging
deep reinforcement learning (DRL) technique, which can deal with complicated
control problems with large state space, is adopted to solve the global tier
problem. Furthermore, an autoencoder and a novel weight sharing structure are
adopted to handle the high-dimensional state space and accelerate the
convergence speed. On the other hand, the local tier of distributed server
power managements comprises an LSTM based workload predictor and a model-free
RL based power manager, operating in a distributed manner.Comment: accepted by 37th IEEE International Conference on Distributed
Computing (ICDCS 2017
- …