22,272 research outputs found
Enterprise-level risk assessment of geographically diversified commercial farms: a copula approach
As agriculture becomes more industrialized, the role of risk measures such as value-at-risk (VaR) will become more utilized. In this case it was applied to geographical diversification and also modifying the traditional VaR estimation by incorporating a copula dependence parameter into the VaR estimation. In addition, an alternative risk measure was also calculated, CVaR. The CVaR, unlike VaR, is a coherent risk measure. Thus it does not suffer from many of the shortcomings of the VaR. The land portfolio consisted of Dryland wheat production acres in Texas, Colorado, and Montana. Three series of net returns were calculated for each region. Based on the VaR and the CVaR, the portfolio was optimized based on minimizing the expected loss based on historical net revenues. The results showed that diversification could be reduced by producing in all three areas.Copula, CVaR, Risk-Management, Geographical Diversification, Agribusiness, Farm Management, Risk and Uncertainty,
P ORTOLAN: a Model-Driven Cartography Framework
Processing large amounts of data to extract useful information is an
essential task within companies. To help in this task, visualization techniques
have been commonly used due to their capacity to present data in synthesized
views, easier to understand and manage. However, achieving the right
visualization display for a data set is a complex cartography process that
involves several transformation steps to adapt the (domain) data to the
(visualization) data format expected by visualization tools. To maximize the
benefits of visualization we propose Portolan, a generic model-driven
cartography framework that facilitates the discovery of the data to visualize,
the specification of view definitions for that data and the transformations to
bridge the gap with the visualization tools. Our approach has been implemented
on top of the Eclipse EMF modeling framework and validated on three different
use cases
A Product Oriented Modelling Concept: Holons for systems synchronisation and interoperability
Nowadays, enterprises are confronted to growing needs for traceability,
product genealogy and product life cycle management. To meet those needs, the
enterprise and applications in the enterprise environment have to manage flows
of information that relate to flows of material and that are managed in shop
floor level. Nevertheless, throughout product lifecycle coordination needs to
be established between reality in the physical world (physical view) and the
virtual world handled by manufacturing information systems (informational
view). This paper presents the "Holon" modelling concept as a means for the
synchronisation of both physical view and informational views. Afterwards, we
show how the concept of holon can play a major role in ensuring
interoperability in the enterprise context
Geospatial Narratives and their Spatio-Temporal Dynamics: Commonsense Reasoning for High-level Analyses in Geographic Information Systems
The modelling, analysis, and visualisation of dynamic geospatial phenomena
has been identified as a key developmental challenge for next-generation
Geographic Information Systems (GIS). In this context, the envisaged
paradigmatic extensions to contemporary foundational GIS technology raises
fundamental questions concerning the ontological, formal representational, and
(analytical) computational methods that would underlie their spatial
information theoretic underpinnings.
We present the conceptual overview and architecture for the development of
high-level semantic and qualitative analytical capabilities for dynamic
geospatial domains. Building on formal methods in the areas of commonsense
reasoning, qualitative reasoning, spatial and temporal representation and
reasoning, reasoning about actions and change, and computational models of
narrative, we identify concrete theoretical and practical challenges that
accrue in the context of formal reasoning about `space, events, actions, and
change'. With this as a basis, and within the backdrop of an illustrated
scenario involving the spatio-temporal dynamics of urban narratives, we address
specific problems and solutions techniques chiefly involving `qualitative
abstraction', `data integration and spatial consistency', and `practical
geospatial abduction'. From a broad topical viewpoint, we propose that
next-generation dynamic GIS technology demands a transdisciplinary scientific
perspective that brings together Geography, Artificial Intelligence, and
Cognitive Science.
Keywords: artificial intelligence; cognitive systems; human-computer
interaction; geographic information systems; spatio-temporal dynamics;
computational models of narrative; geospatial analysis; geospatial modelling;
ontology; qualitative spatial modelling and reasoning; spatial assistance
systemsComment: ISPRS International Journal of Geo-Information (ISSN 2220-9964);
Special Issue on: Geospatial Monitoring and Modelling of Environmental
Change}. IJGI. Editor: Duccio Rocchini. (pre-print of article in press
Statistical Inference for Valued-Edge Networks: Generalized Exponential Random Graph Models
Across the sciences, the statistical analysis of networks is central to the
production of knowledge on relational phenomena. Because of their ability to
model the structural generation of networks, exponential random graph models
are a ubiquitous means of analysis. However, they are limited by an inability
to model networks with valued edges. We solve this problem by introducing a
class of generalized exponential random graph models capable of modeling
networks whose edges are valued, thus greatly expanding the scope of networks
applied researchers can subject to statistical analysis
RevBayes: Bayesian Phylogenetic Inference Using Graphical Models and an Interactive Model-Specification Language.
Programs for Bayesian inference of phylogeny currently implement a unique and fixed suite of models. Consequently, users of these software packages are simultaneously forced to use a number of programs for a given study, while also lacking the freedom to explore models that have not been implemented by the developers of those programs. We developed a new open-source software package, RevBayes, to address these problems. RevBayes is entirely based on probabilistic graphical models, a powerful generic framework for specifying and analyzing statistical models. Phylogenetic-graphical models can be specified interactively in RevBayes, piece by piece, using a new succinct and intuitive language called Rev. Rev is similar to the R language and the BUGS model-specification language, and should be easy to learn for most users. The strength of RevBayes is the simplicity with which one can design, specify, and implement new and complex models. Fortunately, this tremendous flexibility does not come at the cost of slower computation; as we demonstrate, RevBayes outperforms competing software for several standard analyses. Compared with other programs, RevBayes has fewer black-box elements. Users need to explicitly specify each part of the model and analysis. Although this explicitness may initially be unfamiliar, we are convinced that this transparency will improve understanding of phylogenetic models in our field. Moreover, it will motivate the search for improvements to existing methods by brazenly exposing the model choices that we make to critical scrutiny. RevBayes is freely available at http://www.RevBayes.com [Bayesian inference; Graphical models; MCMC; statistical phylogenetics.]
Architecture for Provenance Systems
This document covers the logical and process architectures of provenance systems. The logical architecture identifies key roles and their interactions, whereas the process architecture discusses distribution and security. A fundamental aspect of our presentation is its technology-independent nature, which makes it reusable: the principles that are exposed in this document may be applied to different technologies
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