Author: Ne-Zheng Sun
Publisher: Springer
ISBN: 1493923234
Category : Mathematics
Languages : en
Pages : 638
Book Description
This three-part book provides a comprehensive and systematic introduction to these challenging topics such as model calibration, parameter estimation, reliability assessment, and data collection design. Part 1 covers the classical inverse problem for parameter estimation in both deterministic and statistical frameworks, Part 2 is dedicated to system identification, hyperparameter estimation, and model dimension reduction, and Part 3 considers how to collect data and construct reliable models for prediction and decision-making. For the first time, topics such as multiscale inversion, stochastic field parameterization, level set method, machine learning, global sensitivity analysis, data assimilation, model uncertainty quantification, robust design, and goal-oriented modeling, are systematically described and summarized in a single book from the perspective of model inversion, and elucidated with numerical examples from environmental and water resources modeling. Readers of this book will not only learn basic concepts and methods for simple parameter estimation, but also get familiar with advanced methods for modeling complex systems. Algorithms for mathematical tools used in this book, such as numerical optimization, automatic differentiation, adaptive parameterization, hierarchical Bayesian, metamodeling, Markov chain Monte Carlo, are covered in details. This book can be used as a reference for graduate and upper level undergraduate students majoring in environmental engineering, hydrology, and geosciences. It also serves as an essential reference book for professionals such as petroleum engineers, mining engineers, chemists, mechanical engineers, biologists, biology and medical engineering, applied mathematicians, and others who perform mathematical modeling.
Model Calibration and Parameter Estimation
Author: Ne-Zheng Sun
Publisher: Springer
ISBN: 1493923234
Category : Mathematics
Languages : en
Pages : 638
Book Description
This three-part book provides a comprehensive and systematic introduction to these challenging topics such as model calibration, parameter estimation, reliability assessment, and data collection design. Part 1 covers the classical inverse problem for parameter estimation in both deterministic and statistical frameworks, Part 2 is dedicated to system identification, hyperparameter estimation, and model dimension reduction, and Part 3 considers how to collect data and construct reliable models for prediction and decision-making. For the first time, topics such as multiscale inversion, stochastic field parameterization, level set method, machine learning, global sensitivity analysis, data assimilation, model uncertainty quantification, robust design, and goal-oriented modeling, are systematically described and summarized in a single book from the perspective of model inversion, and elucidated with numerical examples from environmental and water resources modeling. Readers of this book will not only learn basic concepts and methods for simple parameter estimation, but also get familiar with advanced methods for modeling complex systems. Algorithms for mathematical tools used in this book, such as numerical optimization, automatic differentiation, adaptive parameterization, hierarchical Bayesian, metamodeling, Markov chain Monte Carlo, are covered in details. This book can be used as a reference for graduate and upper level undergraduate students majoring in environmental engineering, hydrology, and geosciences. It also serves as an essential reference book for professionals such as petroleum engineers, mining engineers, chemists, mechanical engineers, biologists, biology and medical engineering, applied mathematicians, and others who perform mathematical modeling.
Publisher: Springer
ISBN: 1493923234
Category : Mathematics
Languages : en
Pages : 638
Book Description
This three-part book provides a comprehensive and systematic introduction to these challenging topics such as model calibration, parameter estimation, reliability assessment, and data collection design. Part 1 covers the classical inverse problem for parameter estimation in both deterministic and statistical frameworks, Part 2 is dedicated to system identification, hyperparameter estimation, and model dimension reduction, and Part 3 considers how to collect data and construct reliable models for prediction and decision-making. For the first time, topics such as multiscale inversion, stochastic field parameterization, level set method, machine learning, global sensitivity analysis, data assimilation, model uncertainty quantification, robust design, and goal-oriented modeling, are systematically described and summarized in a single book from the perspective of model inversion, and elucidated with numerical examples from environmental and water resources modeling. Readers of this book will not only learn basic concepts and methods for simple parameter estimation, but also get familiar with advanced methods for modeling complex systems. Algorithms for mathematical tools used in this book, such as numerical optimization, automatic differentiation, adaptive parameterization, hierarchical Bayesian, metamodeling, Markov chain Monte Carlo, are covered in details. This book can be used as a reference for graduate and upper level undergraduate students majoring in environmental engineering, hydrology, and geosciences. It also serves as an essential reference book for professionals such as petroleum engineers, mining engineers, chemists, mechanical engineers, biologists, biology and medical engineering, applied mathematicians, and others who perform mathematical modeling.
Advances In Data-based Approaches For Hydrologic Modeling And Forecasting
Author: Bellie Sivakumar
Publisher: World Scientific
ISBN: 9814464759
Category : Science
Languages : en
Pages : 542
Book Description
This book comprehensively accounts the advances in data-based approaches for hydrologic modeling and forecasting. Eight major and most popular approaches are selected, with a chapter for each — stochastic methods, parameter estimation techniques, scaling and fractal methods, remote sensing, artificial neural networks, evolutionary computing, wavelets, and nonlinear dynamics and chaos methods. These approaches are chosen to address a wide range of hydrologic system characteristics, processes, and the associated problems. Each of these eight approaches includes a comprehensive review of the fundamental concepts, their applications in hydrology, and a discussion on potential future directions.
Publisher: World Scientific
ISBN: 9814464759
Category : Science
Languages : en
Pages : 542
Book Description
This book comprehensively accounts the advances in data-based approaches for hydrologic modeling and forecasting. Eight major and most popular approaches are selected, with a chapter for each — stochastic methods, parameter estimation techniques, scaling and fractal methods, remote sensing, artificial neural networks, evolutionary computing, wavelets, and nonlinear dynamics and chaos methods. These approaches are chosen to address a wide range of hydrologic system characteristics, processes, and the associated problems. Each of these eight approaches includes a comprehensive review of the fundamental concepts, their applications in hydrology, and a discussion on potential future directions.
Effective Groundwater Model Calibration
Author: Mary C. Hill
Publisher: John Wiley & Sons
ISBN: 0470041072
Category : Technology & Engineering
Languages : en
Pages : 475
Book Description
Methods and guidelines for developing and using mathematical models Turn to Effective Groundwater Model Calibration for a set of methods and guidelines that can help produce more accurate and transparent mathematical models. The models can represent groundwater flow and transport and other natural and engineered systems. Use this book and its extensive exercises to learn methods to fully exploit the data on hand, maximize the model's potential, and troubleshoot any problems that arise. Use the methods to perform: Sensitivity analysis to evaluate the information content of data Data assessment to identify (a) existing measurements that dominate model development and predictions and (b) potential measurements likely to improve the reliability of predictions Calibration to develop models that are consistent with the data in an optimal manner Uncertainty evaluation to quantify and communicate errors in simulated results that are often used to make important societal decisions Most of the methods are based on linear and nonlinear regression theory. Fourteen guidelines show the reader how to use the methods advantageously in practical situations. Exercises focus on a groundwater flow system and management problem, enabling readers to apply all the methods presented in the text. The exercises can be completed using the material provided in the book, or as hands-on computer exercises using instructions and files available on the text's accompanying Web site. Throughout the book, the authors stress the need for valid statistical concepts and easily understood presentation methods required to achieve well-tested, transparent models. Most of the examples and all of the exercises focus on simulating groundwater systems; other examples come from surface-water hydrology and geophysics. The methods and guidelines in the text are broadly applicable and can be used by students, researchers, and engineers to simulate many kinds systems.
Publisher: John Wiley & Sons
ISBN: 0470041072
Category : Technology & Engineering
Languages : en
Pages : 475
Book Description
Methods and guidelines for developing and using mathematical models Turn to Effective Groundwater Model Calibration for a set of methods and guidelines that can help produce more accurate and transparent mathematical models. The models can represent groundwater flow and transport and other natural and engineered systems. Use this book and its extensive exercises to learn methods to fully exploit the data on hand, maximize the model's potential, and troubleshoot any problems that arise. Use the methods to perform: Sensitivity analysis to evaluate the information content of data Data assessment to identify (a) existing measurements that dominate model development and predictions and (b) potential measurements likely to improve the reliability of predictions Calibration to develop models that are consistent with the data in an optimal manner Uncertainty evaluation to quantify and communicate errors in simulated results that are often used to make important societal decisions Most of the methods are based on linear and nonlinear regression theory. Fourteen guidelines show the reader how to use the methods advantageously in practical situations. Exercises focus on a groundwater flow system and management problem, enabling readers to apply all the methods presented in the text. The exercises can be completed using the material provided in the book, or as hands-on computer exercises using instructions and files available on the text's accompanying Web site. Throughout the book, the authors stress the need for valid statistical concepts and easily understood presentation methods required to achieve well-tested, transparent models. Most of the examples and all of the exercises focus on simulating groundwater systems; other examples come from surface-water hydrology and geophysics. The methods and guidelines in the text are broadly applicable and can be used by students, researchers, and engineers to simulate many kinds systems.
Methods and Guidelines for Effective Model Calibration
Author: Mary Catherine Hill
Publisher:
ISBN:
Category : Computer simulation
Languages : en
Pages : 100
Book Description
Publisher:
ISBN:
Category : Computer simulation
Languages : en
Pages : 100
Book Description
Identification of Parametric Models
Author: Eric Walter
Publisher:
ISBN:
Category : Computers
Languages : en
Pages : 440
Book Description
The presentation of a coherent methodology for the estimation of the parameters of mathematical models from experimental data is examined in this volume. Many topics are covered including the choice of the structure of the mathematical model, the choice of a performance criterion to compare models, the optimization of this performance criterion, the evaluation of the uncertainty in the estimated parameters, the design of experiments so as to get the most relevant data and the critical analysis of results. There are also several features unique to the work such as an up-to-date presentation of the methodology for testing models for identifiability and distinguishability and a comprehensive treatment of parametric optimization which includes greater consider ation of numerical aspects and which examines recursive and non-recursive methods for linear and nonlinear models.
Publisher:
ISBN:
Category : Computers
Languages : en
Pages : 440
Book Description
The presentation of a coherent methodology for the estimation of the parameters of mathematical models from experimental data is examined in this volume. Many topics are covered including the choice of the structure of the mathematical model, the choice of a performance criterion to compare models, the optimization of this performance criterion, the evaluation of the uncertainty in the estimated parameters, the design of experiments so as to get the most relevant data and the critical analysis of results. There are also several features unique to the work such as an up-to-date presentation of the methodology for testing models for identifiability and distinguishability and a comprehensive treatment of parametric optimization which includes greater consider ation of numerical aspects and which examines recursive and non-recursive methods for linear and nonlinear models.
Analytical Methods for Dynamic Modelers
Author: Hazhir Rahmandad
Publisher: MIT Press
ISBN: 0262331438
Category : Business & Economics
Languages : en
Pages : 443
Book Description
A user-friendly introduction to some of the most useful analytical tools for model building, estimation, and analysis, presenting key methods and examples. Simulation modeling is increasingly integrated into research and policy analysis of complex sociotechnical systems in a variety of domains. Model-based analysis and policy design inform a range of applications in fields from economics to engineering to health care. This book offers a hands-on introduction to key analytical methods for dynamic modeling. Bringing together tools and methodologies from fields as diverse as computational statistics, econometrics, and operations research in a single text, the book can be used for graduate-level courses and as a reference for dynamic modelers who want to expand their methodological toolbox. The focus is on quantitative techniques for use by dynamic modelers during model construction and analysis, and the material presented is accessible to readers with a background in college-level calculus and statistics. Each chapter describes a key method, presenting an introduction that emphasizes the basic intuition behind each method, tutorial style examples, references to key literature, and exercises. The chapter authors are all experts in the tools and methods they present. The book covers estimation of model parameters using quantitative data; understanding the links between model structure and its behavior; and decision support and optimization. An online appendix offers computer code for applications, models, and solutions to exercises. Contributors Wenyi An, Edward G. Anderson Jr., Yaman Barlas, Nishesh Chalise, Robert Eberlein, Hamed Ghoddusi, Winfried Grassmann, Peter S. Hovmand, Mohammad S. Jalali, Nitin Joglekar, David Keith, Juxin Liu, Erling Moxnes, Rogelio Oliva, Nathaniel D. Osgood, Hazhir Rahmandad, Raymond Spiteri, John Sterman, Jeroen Struben, Burcu Tan, Karen Yee, Gönenç Yücel
Publisher: MIT Press
ISBN: 0262331438
Category : Business & Economics
Languages : en
Pages : 443
Book Description
A user-friendly introduction to some of the most useful analytical tools for model building, estimation, and analysis, presenting key methods and examples. Simulation modeling is increasingly integrated into research and policy analysis of complex sociotechnical systems in a variety of domains. Model-based analysis and policy design inform a range of applications in fields from economics to engineering to health care. This book offers a hands-on introduction to key analytical methods for dynamic modeling. Bringing together tools and methodologies from fields as diverse as computational statistics, econometrics, and operations research in a single text, the book can be used for graduate-level courses and as a reference for dynamic modelers who want to expand their methodological toolbox. The focus is on quantitative techniques for use by dynamic modelers during model construction and analysis, and the material presented is accessible to readers with a background in college-level calculus and statistics. Each chapter describes a key method, presenting an introduction that emphasizes the basic intuition behind each method, tutorial style examples, references to key literature, and exercises. The chapter authors are all experts in the tools and methods they present. The book covers estimation of model parameters using quantitative data; understanding the links between model structure and its behavior; and decision support and optimization. An online appendix offers computer code for applications, models, and solutions to exercises. Contributors Wenyi An, Edward G. Anderson Jr., Yaman Barlas, Nishesh Chalise, Robert Eberlein, Hamed Ghoddusi, Winfried Grassmann, Peter S. Hovmand, Mohammad S. Jalali, Nitin Joglekar, David Keith, Juxin Liu, Erling Moxnes, Rogelio Oliva, Nathaniel D. Osgood, Hazhir Rahmandad, Raymond Spiteri, John Sterman, Jeroen Struben, Burcu Tan, Karen Yee, Gönenç Yücel
Groundwater
Author: M. Thangarajan
Publisher: Springer Science & Business Media
ISBN: 1402057296
Category : Science
Languages : en
Pages : 372
Book Description
This book provides comprehensive coverage on the assessment and management of groundwater. It contains the work of international experts in the field of groundwater resource evaluation, characterization, augmentation, restoration, modeling and management.
Publisher: Springer Science & Business Media
ISBN: 1402057296
Category : Science
Languages : en
Pages : 372
Book Description
This book provides comprehensive coverage on the assessment and management of groundwater. It contains the work of international experts in the field of groundwater resource evaluation, characterization, augmentation, restoration, modeling and management.
Measurement Data Modeling and Parameter Estimation
Author: Zhengming Wang
Publisher: CRC Press
ISBN: 1439853789
Category : Mathematics
Languages : en
Pages : 556
Book Description
Measurement Data Modeling and Parameter Estimation integrates mathematical theory with engineering practice in the field of measurement data processing. Presenting the first-hand insights and experiences of the authors and their research group, it summarizes cutting-edge research to facilitate the application of mathematical theory in measurement and control engineering, particularly for those interested in aeronautics, astronautics, instrumentation, and economics. Requiring a basic knowledge of linear algebra, computing, and probability and statistics, the book illustrates key lessons with tables, examples, and exercises. It emphasizes the mathematical processing methods of measurement data and avoids the derivation procedures of specific formulas to help readers grasp key points quickly and easily. Employing the theories and methods of parameter estimation as the fundamental analysis tool, this reference: Introduces the basic concepts of measurements and errors Applies ideas from mathematical branches, such as numerical analysis and statistics, to the modeling and processing of measurement data Examines methods of regression analysis that are closely related to the mathematical processing of dynamic measurement data Covers Kalman filtering with colored noises and its applications Converting time series models into problems of parameter estimation, the authors discuss modeling methods for the true signals to be estimated as well as systematic errors. They provide comprehensive coverage that includes model establishment, parameter estimation, abnormal data detection, hypothesis tests, systematic errors, trajectory parameters, and modeling of radar measurement data. Although the book is based on the authors’ research and teaching experience in aeronautics and astronautics data processing, the theories and methods introduced are applicable to processing dynamic measurement data across a wide range of fields.
Publisher: CRC Press
ISBN: 1439853789
Category : Mathematics
Languages : en
Pages : 556
Book Description
Measurement Data Modeling and Parameter Estimation integrates mathematical theory with engineering practice in the field of measurement data processing. Presenting the first-hand insights and experiences of the authors and their research group, it summarizes cutting-edge research to facilitate the application of mathematical theory in measurement and control engineering, particularly for those interested in aeronautics, astronautics, instrumentation, and economics. Requiring a basic knowledge of linear algebra, computing, and probability and statistics, the book illustrates key lessons with tables, examples, and exercises. It emphasizes the mathematical processing methods of measurement data and avoids the derivation procedures of specific formulas to help readers grasp key points quickly and easily. Employing the theories and methods of parameter estimation as the fundamental analysis tool, this reference: Introduces the basic concepts of measurements and errors Applies ideas from mathematical branches, such as numerical analysis and statistics, to the modeling and processing of measurement data Examines methods of regression analysis that are closely related to the mathematical processing of dynamic measurement data Covers Kalman filtering with colored noises and its applications Converting time series models into problems of parameter estimation, the authors discuss modeling methods for the true signals to be estimated as well as systematic errors. They provide comprehensive coverage that includes model establishment, parameter estimation, abnormal data detection, hypothesis tests, systematic errors, trajectory parameters, and modeling of radar measurement data. Although the book is based on the authors’ research and teaching experience in aeronautics and astronautics data processing, the theories and methods introduced are applicable to processing dynamic measurement data across a wide range of fields.
Fundamentals of High-Dimensional Statistics
Author: Johannes Lederer
Publisher: Springer Nature
ISBN: 3030737926
Category : Mathematics
Languages : en
Pages : 363
Book Description
This textbook provides a step-by-step introduction to the tools and principles of high-dimensional statistics. Each chapter is complemented by numerous exercises, many of them with detailed solutions, and computer labs in R that convey valuable practical insights. The book covers the theory and practice of high-dimensional linear regression, graphical models, and inference, ensuring readers have a smooth start in the field. It also offers suggestions for further reading. Given its scope, the textbook is intended for beginning graduate and advanced undergraduate students in statistics, biostatistics, and bioinformatics, though it will be equally useful to a broader audience.
Publisher: Springer Nature
ISBN: 3030737926
Category : Mathematics
Languages : en
Pages : 363
Book Description
This textbook provides a step-by-step introduction to the tools and principles of high-dimensional statistics. Each chapter is complemented by numerous exercises, many of them with detailed solutions, and computer labs in R that convey valuable practical insights. The book covers the theory and practice of high-dimensional linear regression, graphical models, and inference, ensuring readers have a smooth start in the field. It also offers suggestions for further reading. Given its scope, the textbook is intended for beginning graduate and advanced undergraduate students in statistics, biostatistics, and bioinformatics, though it will be equally useful to a broader audience.
Sensitivity & Uncertainty Analysis, Volume 1
Author: Dan G. Cacuci
Publisher: CRC Press
ISBN: 1135442983
Category : Mathematics
Languages : en
Pages : 304
Book Description
As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable investigative scientific tools in their own right. While most techniques used for these analyses are well documented, there has yet to appear a systematic treatment of the method based on adjoint operators, which is applicable to a much wider variety of problems than methods traditionally used in control theory. This book fills that gap, focusing on the mathematical underpinnings of the Adjoint Sensitivity Analysis Procedure (ASAP) and the use of deterministically obtained sensitivities for subsequent uncertainty analysis.
Publisher: CRC Press
ISBN: 1135442983
Category : Mathematics
Languages : en
Pages : 304
Book Description
As computer-assisted modeling and analysis of physical processes have continued to grow and diversify, sensitivity and uncertainty analyses have become indispensable investigative scientific tools in their own right. While most techniques used for these analyses are well documented, there has yet to appear a systematic treatment of the method based on adjoint operators, which is applicable to a much wider variety of problems than methods traditionally used in control theory. This book fills that gap, focusing on the mathematical underpinnings of the Adjoint Sensitivity Analysis Procedure (ASAP) and the use of deterministically obtained sensitivities for subsequent uncertainty analysis.