Teaching and Learning of Fluid Mechanics

This book contains research on the pedagogical aspects of fluid mechanics and includes case studies, lesson plans, articles on historical aspects of fluid mechanics, and novel and interesting experiments and theoretical calculations that convey complex ideas in creative ways. The current volume showcases the teaching practices of fluid dynamicists from different disciplines, ranging from mathematics, physics, mechanical engineering, and environmental engineering to chemical engineering. The suitability of these articles ranges from early undergraduate to graduate level courses and can be read by faculty and students alike. We hope this collection will encourage cross-disciplinary pedagogical practices and give students a glimpse of the wide range of applications of fluid dynamics

hetGP: Heteroskedastic Gaussian Process Modeling and Sequential Design in R

An increasing number of time-consuming simulators exhibit a complex noise structure that depends on the inputs. For conducting studies with limited budgets of evaluations, new surrogate methods are required in order to simultaneously model the mean and variance fields. To this end, we present the hetGP package, implementing many recent advances in Gaussian process modeling with input-dependent noise. First, we describe a simple, yet efficient, joint modeling framework that relies on replication for both speed and accuracy. Then we tackle the issue of data acquisition leveraging replication and exploration in a sequential manner for various goals, such as for obtaining a globally accurate model, for optimization, or for contour finding. Reproducible illustrations are provided throughout

Forecasting and inventory control for hospital management

This thesis was submitted for the degree of Doctor of Philosophy and was awarded by Brunel University.Economic stringencies have compelled Canadian hospitals to examine their administrative effectiveness critically. Improved supplies and inventory procedures adopted by leading industrial corporations, suggest that hospitals might benefit from such systems. Lack of the profit incentive, and the high ratio of wages to total expenses in hospitals, have delayed adoption of modern inventory management techniques. This study examined the economic status of Canadian hospitals, and endeavoured to discover whether a computer-based inventory management system, incorporating short-term statistical demand forecasting, would be feasible and advantageous. Scientific forecasting for inventory management is not used by hospitals. The writer considered which technique would be most suited to their needs, taking account of benefits claimed by industrial users. Samples of demand data were subjected to a variety of simple forecasting methods, including moving averages, exponentially smoothed averages and the Box-Jenkins method. Comparisons were made in terms of relative size of forecast errors; ease of data maintenance, and demands upon hospital clerical staffs. The computer system: BRUFICH facilitated scrutiny of the effect of each technique upon major components of the system. It is concluded that either of two methods would be appropriate: moving averages and double exponential smoothing. The latter, when combined with adaptive control through tracking signals, is easily incorporated within the total inventory system. It requires only a short run of data, tracks trend satisfactorily, and demands little operator intervention. The original system designed by this writer was adopted by the Hospital for Sick Children, Toronto, and has significantly improved their inventory management.Lakehead University and the Ministry of Health, Government of Ontario

Machine Learning Approaches for Natural Resource Data

Abstract Real life applications involving efficient management of natural resources are dependent on accurate geographical information. This information is usually obtained by manual on-site data collection, via automatic remote sensing methods, or by the mixture of the two. Natural resource management, besides accurate data collection, also requires detailed analysis of this data, which in the era of data flood can be a cumbersome process. With the rising trend in both computational power and storage capacity, together with lowering hardware prices, data-driven decision analysis has an ever greater role. In this thesis, we examine the predictability of terrain trafficability conditions and forest attributes by using a machine learning approach with geographic information system data. Quantitative measures on the prediction performance of terrain conditions using natural resource data sets are given through five distinct research areas located around Finland. Furthermore, the estimation capability of key forest attributes is inspected with a multitude of modeling and feature selection techniques. The research results provide empirical evidence on whether the used natural resource data is sufficiently accurate enough for practical applications, or if further refinement on the data is needed. The results are important especially to forest industry since even slight improvements to the natural resource data sets utilized in practice can result in high saves in terms of operation time and costs. Model evaluation is also addressed in this thesis by proposing a novel method for estimating the prediction performance of spatial models. Classical model goodness of fit measures usually rely on the assumption of independently and identically distributed data samples, a characteristic which normally is not true in the case of spatial data sets. Spatio-temporal data sets contain an intrinsic property called spatial autocorrelation, which is partly responsible for breaking these assumptions. The proposed cross validation based evaluation method provides model performance estimation where optimistic bias due to spatial autocorrelation is decreased by partitioning the data sets in a suitable way. Keywords: Open natural resource data, machine learning, model evaluationTiivistelmä Käytännön sovellukset, joihin sisältyy luonnonvarojen hallintaa ovat riippuvaisia tarkasta paikkatietoaineistosta. Tämä paikkatietoaineisto kerätään usein manuaalisesti paikan päällä, automaattisilla kaukokartoitusmenetelmillä tai kahden edellisen yhdistelmällä. Luonnonvarojen hallinta vaatii tarkan aineiston keräämisen lisäksi myös sen yksityiskohtaisen analysoinnin, joka tietotulvan aikakautena voi olla vaativa prosessi. Nousevan laskentatehon, tallennustilan sekä alenevien laitteistohintojen myötä datapohjainen päätöksenteko on yhä suuremmassa roolissa. Tämä väitöskirja tutkii maaston kuljettavuuden ja metsäpiirteiden ennustettavuutta käyttäen koneoppimismenetelmiä paikkatietoaineistojen kanssa. Maaston kuljettavuuden ennustamista mitataan kvantitatiivisesti käyttäen kaukokartoitusaineistoa viideltä eri tutkimusalueelta ympäri Suomea. Tarkastelemme lisäksi tärkeimpien metsäpiirteiden ennustettavuutta monilla eri mallintamistekniikoilla ja piirteiden valinnalla. Väitöstyön tulokset tarjoavat empiiristä todistusaineistoa siitä, onko käytetty luonnonvaraaineisto riittävän laadukas käytettäväksi käytännön sovelluksissa vai ei. Tutkimustulokset ovat tärkeitä erityisesti metsäteollisuudelle, koska pienetkin parannukset luonnonvara-aineistoihin käytännön sovelluksissa voivat johtaa suuriin säästöihin niin operaatioiden ajankäyttöön kuin kuluihin. Tässä työssä otetaan kantaa myös mallin evaluointiin esittämällä uuden menetelmän spatiaalisten mallien ennustuskyvyn estimointiin. Klassiset mallinvalintakriteerit nojaavat yleensä riippumattomien ja identtisesti jakautuneiden datanäytteiden oletukseen, joka ei useimmiten pidä paikkaansa spatiaalisilla datajoukoilla. Spatio-temporaaliset datajoukot sisältävät luontaisen ominaisuuden, jota kutsutaan spatiaaliseksi autokorrelaatioksi. Tämä ominaisuus on osittain vastuussa näiden oletusten rikkomisesta. Esitetty ristiinvalidointiin perustuva evaluointimenetelmä tarjoaa mallin ennustuskyvyn mitan, missä spatiaalisen autokorrelaation vaikutusta vähennetään jakamalla datajoukot sopivalla tavalla. Avainsanat: Avoin luonnonvara-aineisto, koneoppiminen, mallin evaluoint

Data Science in Supply Chain Management: Data-Related Influences on Demand Planning

Data-driven decisions have become an important aspect of supply chain management. Demand planners are tasked with analyzing volumes of data that are being collected at a torrential pace from myriad sources in order to translate them into actionable business intelligence. In particular, demand volatilities and planning are vital for effective and efficient decisions. Yet, the accuracy of these metrics is dependent on the proper specification and parameterization of models and measurements. Thus, demand planners need to step away from a black box approach to supply chain data science. Utilizing paired weekly point-of-sale (POS) and order data collected at retail distribution centers, this dissertation attempts to resolve three conflicts in supply chain data science. First, a hierarchical linear model is used to empirically investigate the conflicting observation of the magnitude and prevalence of demand distortion in supply chains. Results corroborate with the theoretical literature and find that data aggregation obscure the true underlying magnitude of demand distortion while seasonality dampens it. Second, a quasi-experiment in forecasting is performed to analyze the effect of temporal aggregation on forecast accuracy using two different sources of demand signals. Results suggest that while temporal aggregation can be used to mitigate demand distortion\u27s harmful effect on forecast accuracy in lieu of shared downstream demand signal, its overall effect is governed by the autocorrelation factor of the forecast input. Lastly, a demand forecast competition is used to investigate the complex interaction among demand distortion, signal and characteristics on seasonal forecasting model selection as well as accuracy. The third essay finds that demand distortion and demand characteristics are important drivers for both signal and model selection. In particular, contrary to conventional wisdom, the multiplicative seasonal model is often outperformed by the additive model. Altogether, this dissertation advances both theory and practice in data science in supply chain management by peeking into the black box to identify several levers that managers may control to improve demand planning. Having greater awareness over model and parameter specifications offers greater control over their influence on statistical outcomes and data-driven decision

Statistical Knowledge and Learning in Phonology

This thesis deals with the theory of the phonetic component of grammar in a formal probabilistic inference framework: (1) it has been recognized since the beginning of generative phonology that some language-specific phonetic implementation is actually context-dependent, and thus it can be said that there are gradient "phonetic processes" in grammar in addition to categorical "phonological processes." However, no explicit theory has been developed to characterize these processes. Meanwhile, (2) it is understood that language acquisition and perception are both really informed guesswork: the result of both types of inference can be reasonably thought to be a less-than-perfect committment, with multiple candidate grammars or parses considered and each associated with some degree of credence. Previous research has used probability theory to formalize these inferences in implemented computational models, especially in phonetics and phonology. In this role, computational models serve to demonstrate the existence of working learning/per- ception/parsing systems assuming a faithful implementation of one particular theory of human language, and are not intended to adjudicate whether that theory is correct. The current thesis (1) develops a theory of the phonetic component of grammar and how it relates to the greater phonological system and (2) uses a formal Bayesian treatment of learning to evaluate this theory of the phonological architecture and for making predictions about how the resulting grammars will be organized. The coarse description of the consequence for linguistic theory is that the processes we think of as "allophonic" are actually language-specific, gradient phonetic processes, assigned to the phonetic component of grammar; strict allophones have no representation in the output of the categorical phonological grammar

Essays on strategic trading

This dissertation discusses various aspects of strategic trading using both analytical modeling and numerical methods. Strategic trading, in short, encompasses models of trading, most notably models of optimal execution and portfolio selection, in which one seeks to rigorously consider various---both explicit and implicit---costs stemming from the act of trading itself. The strategic trading approach, rooted in the market microstructure literature, contrasts with many classical finance models in which markets are assumed to be frictionless and traders can, for the most part, take prices as given. Introducing trading costs to dynamic models of financial markets tend to complicate matters. First, the objectives of the traders become more nuanced since now overtrading leads to poor outcomes due to increased trading costs. Second, when trades affect prices and there are multiple traders in the market, the traders start to behave in a more calculated fashion, taking into account both their own objectives and the perceived actions of others. Acknowledging this strategic behavior is especially important when the traders are asymmetrically informed. These new features allow the models discussed to better reflect aspects real-world trading, for instance, intraday trading patterns, and enable one to ask and answer new questions, for instance, related to the interactions between different traders. To efficiently analyze the models put forth, numerical methods must be utilized. This is, as is to be expected, the price one must pay from added complexity. However, it also opens an opportunity to have a closer look at the numerical approaches themselves. This opportunity is capitalized on and various new and novel computational procedures influenced by the growing field of numerical real algebraic geometry are introduced and employed. These procedures are utilizable beyond the scope of this dissertation and enable one to sharpen the analysis of dynamic equilibrium models.Tämä väitöskirja käsittelee strategista kaupankäyntiä hyödyntäen sekä analyyttisiä että numeerisia menetelmiä. Strategisen kaupankäynnin mallit, erityisesti optimaalinen kauppojen toteutus ja portfolion valinta, pyrkivät tarkasti huomioimaan kaupankäynnistä itsestään aiheutuvat eksplisiittiset ja implisiittiset kustannukset. Tämä erottaa strategisen kaupankäynnin mallit klassisista kitkattomista malleista. Kustannusten huomioiminen rahoitusmarkkinoiden dynaamisessa tarkastelussa monimutkaistaa malleja. Ensinnäkin kaupankävijöiden tavoitteet muuttuvat hienovaraisemmiksi, koska liian aktiivinen kaupankäynti johtaa korkeisiin kaupankäyntikuluihin ja heikkoon tuottoon. Toiseksi oletus siitä, että kaupankävijöiden valitsemat toimet vaikuttavat hintoihin, johtaa pelikäyttäytymiseen silloin, kun markkinoilla on useampia kaupankävijöitä. Pelikäyttäytymisen huomioiminen on ensiarvoisen tärkeää, mikäli informaatio kaupankävijöiden kesken on asymmetristä. Näiden piirteiden johdosta tässä väitöskirjassa käsitellyt mallit mahdollistavat abstrahoitujen rahoitusmarkkinoiden aiempaa täsmällisemmän tarkastelun esimerkiksi päivänsisäisen kaupankäynnin osalta. Tämän lisäksi mallien avulla voidaan löytää vastauksia uusiin kysymyksiin, kuten esimerkiksi siihen, millaisia ovat kaupankävijöiden keskinäiset vuorovaikutussuhteet dynaamisilla markkinoilla. Monimutkaisten mallien analysointiin hyödynnetään numeerisia menetelmiä. Tämä avaa mahdollisuuden näiden menetelmien yksityiskohtaisempaan tarkasteluun, ja tätä mahdollisuutta hyödynnetään pohtimalla laskennallisia ratkaisuja tuoreesta numeerista reaalista algebrallista geometriaa hyödyntävästä näkökulmasta. Väitöskirjassa esitellyt uudet laskennalliset ratkaisut ovat laajalti hyödynnettävissä, ja niiden avulla on mahdollista terävöittää dynaamisten tasapainomallien analysointia