Download or read book Bayesian Forecasting and Dynamic Models written by Mike West and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 720 pages. Available in PDF, EPUB and Kindle. Book excerpt: In this book we are concerned with Bayesian learning and forecast ing in dynamic environments. We describe the structure and theory of classes of dynamic models, and their uses in Bayesian forecasting. The principles, models and methods of Bayesian forecasting have been developed extensively during the last twenty years. This devel opment has involved thorough investigation of mathematical and sta tistical aspects of forecasting models and related techniques. With this has come experience with application in a variety of areas in commercial and industrial, scientific and socio-economic fields. In deed much of the technical development has been driven by the needs of forecasting practitioners. As a result, there now exists a relatively complete statistical and mathematical framework, although much of this is either not properly documented or not easily accessible. Our primary goals in writing this book have been to present our view of this approach to modelling and forecasting, and to provide a rea sonably complete text for advanced university students and research workers. The text is primarily intended for advanced undergraduate and postgraduate students in statistics and mathematics. In line with this objective we present thorough discussion of mathematical and statistical features of Bayesian analyses of dynamic models, with illustrations, examples and exercises in each Chapter.

Download or read book Working with Dynamic Crop Models written by Daniel Wallach and published by Academic Press. This book was released on 2013-11-25 with total page 504 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second edition of Working with Dynamic Crop Models is meant for self-learning by researchers or for use in graduate level courses devoted to methods for working with dynamic models in crop, agricultural, and related sciences. Each chapter focuses on a particular topic and includes an introduction, a detailed explanation of the available methods, applications of the methods to one or two simple models that are followed throughout the book, real-life examples of the methods from literature, and finally a section detailing implementation of the methods using the R programming language. The consistent use of R makes this book immediately and directly applicable to scientists seeking to develop models quickly and effectively, and the selected examples ensure broad appeal to scientists in various disciplines. - 50% new content – 100% reviewed and updated - Clearly explains practical application of the methods presented, including R language examples - Presents real-life examples of core crop modeling methods, and ones that are translatable to dynamic system models in other fields

Download or read book Model Validation and Uncertainty Quantification Volume 3 written by Robert Barthorpe and published by Springer. This book was released on 2019-05-30 with total page 288 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 37th IMAC, A Conference and Exposition on Structural Dynamics, 2019, the third volume of eight from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Model Validation and Uncertainty Quantification, including papers on: Inverse Problems and Uncertainty Quantification Controlling Uncertainty Validation of Models for Operating Environments Model Validation & Uncertainty Quantification: Decision Making Uncertainty Quantification in Structural Dynamics Uncertainty in Early Stage Design Computational and Uncertainty Quantification Tools

Download or read book Special Topics in Structural Dynamics Volume 6 written by Randall Allemang and published by Springer Science & Business Media. This book was released on 2013-06-26 with total page 612 pages. Available in PDF, EPUB and Kindle. Book excerpt: Special Topics in Structural Dynamics, Volume 6: Proceedings of the 31st IMAC, A Conference and Exposition on Structural Dynamics, 2013, the sixth volume of seven from the Conference, brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Teaching Experimental & Analytical Structural Dynamics Sensors & Instrumentation Aircraft/Aerospace Bio-Dynamics Sports Equipment Dynamics Advanced ODS & Stress Estimation Shock & Vibration Full-Field Optical Measurements & Image Analysis Structural Health Monitoring Operational Modal Analysis Wind Turbine Dynamics Rotating Machinery Finite Element Methods Energy Harvesting

Download or read book Model Validation and Uncertainty Quantification Volume 3 written by Sez Atamturktur and published by Springer. This book was released on 2016-06-27 with total page 366 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model Validation and Uncertainty Quantifi cation, Volume 3. Proceedings of the 34th IMAC, A Conference and Exposition on Dynamics of Multiphysical Systems: From Active Materials to Vibroacoustics, 2016, the third volume of ten from the Conference brings together contributions to this important area of research and engineering. Th e collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: • Uncertainty Quantifi cation & Model Validation • Uncertainty Propagation in Structural Dynamics • Bayesian & Markov Chain Monte Carlo Methods • Practical Applications of MVUQ • Advances in MVUQ & Model Updating • Robustness in Design & Validation • Verifi cation & Validation Methods

Download or read book Model Validation and Uncertainty Quantification Volume 3 written by Roland Platz and published by Springer Nature. This book was released on 2023-10-06 with total page 208 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 41st IMAC, A Conference and Exposition on Structural Dynamics, 2023, the third volume of ten from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Model Validation and Uncertainty Quantification, including papers on: Introduction of Uncertainty Quantification Uncertainty Quantification in Dynamics Model Form Uncertainty and Selection incl. Round Robin Challenge Sensor and Information Fusion Virtual Sensing, Certification, and Real-Time Monitoring Surrogate Modeling

Download or read book Dynamic Linear Models with R written by Giovanni Petris and published by Springer Science & Business Media. This book was released on 2009-06-12 with total page 258 pages. Available in PDF, EPUB and Kindle. Book excerpt: State space models have gained tremendous popularity in recent years in as disparate fields as engineering, economics, genetics and ecology. After a detailed introduction to general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. Whenever possible it is shown how to compute estimates and forecasts in closed form; for more complex models, simulation techniques are used. A final chapter covers modern sequential Monte Carlo algorithms. The book illustrates all the fundamental steps needed to use dynamic linear models in practice, using R. Many detailed examples based on real data sets are provided to show how to set up a specific model, estimate its parameters, and use it for forecasting. All the code used in the book is available online. No prior knowledge of Bayesian statistics or time series analysis is required, although familiarity with basic statistics and R is assumed.

Download or read book Uncertainty Analysis in Engineering and Sciences Fuzzy Logic Statistics and Neural Network Approach written by Bilal Ayyub and published by Springer Science & Business Media. This book was released on 1997-10-31 with total page 414 pages. Available in PDF, EPUB and Kindle. Book excerpt: Uncertainty has been of concern to engineers, managers and . scientists for many centuries. In management sciences there have existed definitions of uncertainty in a rather narrow sense since the beginning of this century. In engineering and uncertainty has for a long time been considered as in sciences, however, synonymous with random, stochastic, statistic, or probabilistic. Only since the early sixties views on uncertainty have ~ecome more heterogeneous and more tools to model uncertainty than statistics have been proposed by several scientists. The problem of modeling uncertainty adequately has become more important the more complex systems have become, the faster the scientific and engineering world develops, and the more important, but also more difficult, forecasting of future states of systems have become. The first question one should probably ask is whether uncertainty is a phenomenon, a feature of real world systems, a state of mind or a label for a situation in which a human being wants to make statements about phenomena, i. e. , reality, models, and theories, respectively. One cart also ask whether uncertainty is an objective fact or just a subjective impression which is closely related to individual persons. Whether uncertainty is an objective feature of physical real systems seems to be a philosophical question. This shall not be answered in this volume.

Download or read book Topics in Model Validation and Uncertainty Quantification Volume 5 written by Todd Simmermacher and published by Springer Science & Business Media. This book was released on 2013-05-30 with total page 264 pages. Available in PDF, EPUB and Kindle. Book excerpt: Topics in Model Validation and Uncertainty Quantification, Volume : Proceedings of the 31st IMAC, A Conference and Exposition on Structural Dynamics, 2013, the fifth volume of seven from the Conference, brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Uncertainty Quantification & Propagation in Structural Dynamics Robustness to Lack of Knowledge in Design Model Validation

Download or read book Nonlinear Dynamics Volume 2 written by Gaetan Kerschen and published by Springer Science & Business Media. This book was released on 2014-03-28 with total page 314 pages. Available in PDF, EPUB and Kindle. Book excerpt: This second volume of eight from the IMAC - XXXII Conference, brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Linear Systems Substructure Modelling Adaptive Structures Experimental Techniques Analytical Methods Damage Detection Damping of Materials & Members Modal Parameter Identification Modal Testing Methods System Identification Active Control Modal Parameter Estimation Processing Modal Data

Download or read book Robustness written by Lars Peter Hansen and published by Princeton University Press. This book was released on 2016-06-28 with total page 453 pages. Available in PDF, EPUB and Kindle. Book excerpt: The standard theory of decision making under uncertainty advises the decision maker to form a statistical model linking outcomes to decisions and then to choose the optimal distribution of outcomes. This assumes that the decision maker trusts the model completely. But what should a decision maker do if the model cannot be trusted? Lars Hansen and Thomas Sargent, two leading macroeconomists, push the field forward as they set about answering this question. They adapt robust control techniques and apply them to economics. By using this theory to let decision makers acknowledge misspecification in economic modeling, the authors develop applications to a variety of problems in dynamic macroeconomics. Technical, rigorous, and self-contained, this book will be useful for macroeconomists who seek to improve the robustness of decision-making processes.

Download or read book Probability Models for Economic Decisions second edition written by Roger B. Myerson and published by MIT Press. This book was released on 2019-12-17 with total page 569 pages. Available in PDF, EPUB and Kindle. Book excerpt: An introduction to the use of probability models for analyzing risk and economic decisions, using spreadsheets to represent and simulate uncertainty. This textbook offers an introduction to the use of probability models for analyzing risks and economic decisions. It takes a learn-by-doing approach, teaching the student to use spreadsheets to represent and simulate uncertainty and to analyze the effect of such uncertainty on an economic decision. Students in applied business and economics can more easily grasp difficult analytical methods with Excel spreadsheets. The book covers the basic ideas of probability, how to simulate random variables, and how to compute conditional probabilities via Monte Carlo simulation. The first four chapters use a large collection of probability distributions to simulate a range of problems involving worker efficiency, market entry, oil exploration, repeated investment, and subjective belief elicitation. The book then covers correlation and multivariate normal random variables; conditional expectation; optimization of decision variables, with discussions of the strategic value of information, decision trees, game theory, and adverse selection; risk sharing and finance; dynamic models of growth; dynamic models of arrivals; and model risk. New material in this second edition includes two new chapters on additional dynamic models and model risk; new sections in every chapter; many new end-of-chapter exercises; and coverage of such topics as simulation model workflow, models of probabilistic electoral forecasting, and real options. The book comes equipped with Simtools, an open-source, free software used througout the book, which allows students to conduct Monte Carlo simulations seamlessly in Excel.

Download or read book Model Validation and Uncertainty Quantification Volume 3 written by H. Sezer Atamturktur and published by Springer. This book was released on 2015-04-25 with total page 361 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model Validation and Uncertainty Quantification, Volume 3. Proceedings of the 33rd IMAC, A Conference and Exposition on Balancing Simulation and Testing, 2015, the third volume of ten from the Conference brings together contributions to this important area of research and engineering. The collection presents early findings and case studies on fundamental and applied aspects of Structural Dynamics, including papers on: Uncertainty Quantification & Model Validation Uncertainty Propagation in Structural Dynamics Bayesian & Markov Chain Monte Carlo Methods Practical Applications of MVUQ Advances in MVUQ & Model Updating

Download or read book Model Selection and Multimodel Inference written by Kenneth P. Burnham and published by Springer Science & Business Media. This book was released on 2007-05-28 with total page 512 pages. Available in PDF, EPUB and Kindle. Book excerpt: A unique and comprehensive text on the philosophy of model-based data analysis and strategy for the analysis of empirical data. The book introduces information theoretic approaches and focuses critical attention on a priori modeling and the selection of a good approximating model that best represents the inference supported by the data. It contains several new approaches to estimating model selection uncertainty and incorporating selection uncertainty into estimates of precision. An array of examples is given to illustrate various technical issues. The text has been written for biologists and statisticians using models for making inferences from empirical data.

Download or read book Selected Water Resources Abstracts written by and published by . This book was released on 1989 with total page 964 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Download or read book Bayesian Methods for Structural Dynamics and Civil Engineering written by Ka-Veng Yuen and published by John Wiley & Sons. This book was released on 2010-02-22 with total page 320 pages. Available in PDF, EPUB and Kindle. Book excerpt: Bayesian methods are a powerful tool in many areas of science and engineering, especially statistical physics, medical sciences, electrical engineering, and information sciences. They are also ideal for civil engineering applications, given the numerous types of modeling and parametric uncertainty in civil engineering problems. For example, earthquake ground motion cannot be predetermined at the structural design stage. Complete wind pressure profiles are difficult to measure under operating conditions. Material properties can be difficult to determine to a very precise level – especially concrete, rock, and soil. For air quality prediction, it is difficult to measure the hourly/daily pollutants generated by cars and factories within the area of concern. It is also difficult to obtain the updated air quality information of the surrounding cities. Furthermore, the meteorological conditions of the day for prediction are also uncertain. These are just some of the civil engineering examples to which Bayesian probabilistic methods are applicable. Familiarizes readers with the latest developments in the field Includes identification problems for both dynamic and static systems Addresses challenging civil engineering problems such as modal/model updating Presents methods applicable to mechanical and aerospace engineering Gives engineers and engineering students a concrete sense of implementation Covers real-world case studies in civil engineering and beyond, such as: structural health monitoring seismic attenuation finite-element model updating hydraulic jump artificial neural network for damage detection air quality prediction Includes other insightful daily-life examples Companion website with MATLAB code downloads for independent practice Written by a leading expert in the use of Bayesian methods for civil engineering problems This book is ideal for researchers and graduate students in civil and mechanical engineering or applied probability and statistics. Practicing engineers interested in the application of statistical methods to solve engineering problems will also find this to be a valuable text. MATLAB code and lecture materials for instructors available at http://www.wiley.com/go/yuen

Download or read book Hydro Environmental Analysis written by James L. Martin and published by CRC Press. This book was released on 2013-12-04 with total page 5742 pages. Available in PDF, EPUB and Kindle. Book excerpt: Focusing on fundamental principles, Hydro-Environmental Analysis: Freshwater Environments presents in-depth information about freshwater environments and how they are influenced by regulation. It provides a holistic approach, exploring the factors that impact water quality and quantity, and the regulations, policy and management methods that are necessary to maintain this vital resource. It offers a historical viewpoint as well as an overview and foundation of the physical, chemical, and biological characteristics affecting the management of freshwater environments. The book concentrates on broad and general concepts, providing an interdisciplinary foundation. The author covers the methods of measurement and classification; chemical, physical, and biological characteristics; indicators of ecological health; and management and restoration. He also considers common indicators of environmental health; characteristics and operations of regulatory control structures; applicable laws and regulations; and restoration methods. The text delves into rivers and streams in the first half and lakes and reservoirs in the second half. Each section centers on the characteristics of those systems and methods of classification, and then moves on to discuss the physical, chemical, and biological characteristics of each. In the section on lakes and reservoirs, it examines the characteristics and operations of regulatory structures, and presents the methods commonly used to assess the environmental health or integrity of these water bodies. It also introduces considerations for restoration, and presents two unique aquatic environments: wetlands and reservoir tailwaters. Written from an engineering perspective, the book is an ideal introduction to the aquatic and limnological sciences for students of environmental science, as well as students of environmental engineering. It also serves as a reference for engineers and scientists involved in the management, regulation, or restoration of freshwater environments.