Data-Driven Modeling: Using MATLAB® in Water Resources and Environmental Engineering PDF Download

Author: Shahab Araghinejad
Publisher: Springer Science & Business Media
ISBN: 9400775067
Category : Science
Languages : en
Pages : 299

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Book Description
“Data-Driven Modeling: Using MATLAB® in Water Resources and Environmental Engineering” provides a systematic account of major concepts and methodologies for data-driven models and presents a unified framework that makes the subject more accessible to and applicable for researchers and practitioners. It integrates important theories and applications of data-driven models and uses them to deal with a wide range of problems in the field of water resources and environmental engineering such as hydrological forecasting, flood analysis, water quality monitoring, regionalizing climatic data, and general function approximation. The book presents the statistical-based models including basic statistical analysis, nonparametric and logistic regression methods, time series analysis and modeling, and support vector machines. It also deals with the analysis and modeling based on artificial intelligence techniques including static and dynamic neural networks, statistical neural networks, fuzzy inference systems, and fuzzy regression. The book also discusses hybrid models as well as multi-model data fusion to wrap up the covered models and techniques. The source files of relatively simple and advanced programs demonstrating how to use the models are presented together with practical advice on how to best apply them. The programs, which have been developed using the MATLAB® unified platform, can be found on extras.springer.com. The main audience of this book includes graduate students in water resources engineering, environmental engineering, agricultural engineering, and natural resources engineering. This book may be adapted for use as a senior undergraduate and graduate textbook by focusing on selected topics. Alternatively, it may also be used as a valuable resource book for practicing engineers, consulting engineers, scientists and others involved in water resources and environmental engineering.

Author: Birgir Hrafnkelsson
Publisher: Springer Nature
ISBN: 3031397916
Category : Mathematics
Languages : en
Pages : 256

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Book Description
This book focuses on the statistical modeling of geophysical and environmental data using Bayesian latent Gaussian models. The structure of these models is described in a thorough introductory chapter, which explains how to construct prior densities for the model parameters, how to infer the parameters using Bayesian computation, and how to use the models to make predictions. The remaining six chapters focus on the application of Bayesian latent Gaussian models to real examples in glaciology, hydrology, engineering seismology, seismology, meteorology and climatology. These examples include: spatial predictions of surface mass balance; the estimation of Antarctica’s contribution to sea-level rise; the estimation of rating curves for the projection of water level to discharge; ground motion models for strong motion; spatial modeling of earthquake magnitudes; weather forecasting based on numerical model forecasts; and extreme value analysis of precipitation on a high-dimensional grid. The book is aimed at graduate students and experts in statistics, geophysics, environmental sciences, engineering, and related fields.

Author: Joerg Kienitz
Publisher: John Wiley & Sons
ISBN: 0470744898
Category : Business & Economics
Languages : en
Pages : 736

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Book Description
Financial modelling Theory, Implementation and Practice with MATLAB Source Jörg Kienitz and Daniel Wetterau Financial Modelling - Theory, Implementation and Practice with MATLAB Source is a unique combination of quantitative techniques, the application to financial problems and programming using Matlab. The book enables the reader to model, design and implement a wide range of financial models for derivatives pricing and asset allocation, providing practitioners with complete financial modelling workflow, from model choice, deriving prices and Greeks using (semi-) analytic and simulation techniques, and calibration even for exotic options. The book is split into three parts. The first part considers financial markets in general and looks at the complex models needed to handle observed structures, reviewing models based on diffusions including stochastic-local volatility models and (pure) jump processes. It shows the possible risk-neutral densities, implied volatility surfaces, option pricing and typical paths for a variety of models including SABR, Heston, Bates, Bates-Hull-White, Displaced-Heston, or stochastic volatility versions of Variance Gamma, respectively Normal Inverse Gaussian models and finally, multi-dimensional models. The stochastic-local-volatility Libor market model with time-dependent parameters is considered and as an application how to price and risk-manage CMS spread products is demonstrated. The second part of the book deals with numerical methods which enables the reader to use the models of the first part for pricing and risk management, covering methods based on direct integration and Fourier transforms, and detailing the implementation of the COS, CONV, Carr-Madan method or Fourier-Space-Time Stepping. This is applied to pricing of European, Bermudan and exotic options as well as the calculation of the Greeks. The Monte Carlo simulation technique is outlined and bridge sampling is discussed in a Gaussian setting and for Lévy processes. Computation of Greeks is covered using likelihood ratio methods and adjoint techniques. A chapter on state-of-the-art optimization algorithms rounds up the toolkit for applying advanced mathematical models to financial problems and the last chapter in this section of the book also serves as an introduction to model risk. The third part is devoted to the usage of Matlab, introducing the software package by describing the basic functions applied for financial engineering. The programming is approached from an object-oriented perspective with examples to propose a framework for calibration, hedging and the adjoint method for calculating Greeks in a Libor market model. Source code used for producing the results and analysing the models is provided on the author's dedicated website, http://www.mathworks.de/matlabcentral/fileexchange/authors/246981.

Author: Andrea Saltelli
Publisher: John Wiley & Sons
ISBN: 9780470725177
Category : Mathematics
Languages : en
Pages : 304

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Book Description
Complex mathematical and computational models are used in all areas of society and technology and yet model based science is increasingly contested or refuted, especially when models are applied to controversial themes in domains such as health, the environment or the economy. More stringent standards of proofs are demanded from model-based numbers, especially when these numbers represent potential financial losses, threats to human health or the state of the environment. Quantitative sensitivity analysis is generally agreed to be one such standard. Mathematical models are good at mapping assumptions into inferences. A modeller makes assumptions about laws pertaining to the system, about its status and a plethora of other, often arcane, system variables and internal model settings. To what extent can we rely on the model-based inference when most of these assumptions are fraught with uncertainties? Global Sensitivity Analysis offers an accessible treatment of such problems via quantitative sensitivity analysis, beginning with the first principles and guiding the reader through the full range of recommended practices with a rich set of solved exercises. The text explains the motivation for sensitivity analysis, reviews the required statistical concepts, and provides a guide to potential applications. The book: Provides a self-contained treatment of the subject, allowing readers to learn and practice global sensitivity analysis without further materials. Presents ways to frame the analysis, interpret its results, and avoid potential pitfalls. Features numerous exercises and solved problems to help illustrate the applications. Is authored by leading sensitivity analysis practitioners, combining a range of disciplinary backgrounds. Postgraduate students and practitioners in a wide range of subjects, including statistics, mathematics, engineering, physics, chemistry, environmental sciences, biology, toxicology, actuarial sciences, and econometrics will find much of use here. This book will prove equally valuable to engineers working on risk analysis and to financial analysts concerned with pricing and hedging.

Author: Navid Pour-Moghaddam
Publisher: Springer Nature
ISBN: 3658282061
Category : Technology & Engineering
Languages : en
Pages : 273

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Book Description
The main criteria for assessing the load-bearing behaviour and risk potential of monolithic glass are its fragmentation and the morphology of the fragments. These depend strongly non-linearly on the strain energy density present in the glass at the time of fracture, which can be converted into fracture energy. Thus, the design and optimization of structural glazing in engineering requires both knowledge of the relevant parameters and mechanisms during the fracture process in glass and an understanding of the characteristics of the fracture structure. Based on fracture mechanics considerations and comprehensive experimental investigations, various aspects and physical quantities of fracture behaviour as well as characteristics and parameters of fracture pattern morphology of fragmented, tempered soda-lime glass were studied and correlated with the stored strain energy. The relationship between fragmentation behavior and strain energy was elaborated using the energy criterion in Linear Elastic Fracture Mechanics (LEFM) related to the initial strain energy before fragmentation and in the post-fracture state. Furthermore, a machine learning inspired approach for the prediction of 2D macro-scale fragmentation of tempered glass was developed and elaborated based on fracture mechanics considerations and statistical analysis of the fracture pattern morphology. A method was deduced and applied in which the fracture pattern of tempered glass is predicted and simulated by Voronoi tessellation of point patterns based on Bayesian spatial point statistics fed with energy conditions in LEFM.

Author: Ne-Zheng Sun
Publisher: Springer
ISBN: 1493923234
Category : Mathematics
Languages : en
Pages : 638

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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.

Author: Paul Gemperline
Publisher: CRC Press
ISBN: 1420018302
Category : Science
Languages : en
Pages : 555

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Book Description
The limited coverage of data analysis and statistics offered in most undergraduate and graduate analytical chemistry courses is usually focused on practical aspects of univariate methods. Drawing in real-world examples, Practical Guide to Chemometrics, Second Edition offers an accessible introduction to application-oriented multivariate meth

Author: Olga Korostynska
Publisher: MDPI
ISBN: 3036504265
Category : Science
Languages : en
Pages : 350

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Book Description
It is impossible to imagine the modern world without sensors, or without real-time information about almost everything—from local temperature to material composition and health parameters. We sense, measure, and process data and act accordingly all the time. In fact, real-time monitoring and information is key to a successful business, an assistant in life-saving decisions that healthcare professionals make, and a tool in research that could revolutionize the future. To ensure that sensors address the rapidly developing needs of various areas of our lives and activities, scientists, researchers, manufacturers, and end-users have established an efficient dialogue so that the newest technological achievements in all aspects of real-time sensing can be implemented for the benefit of the wider community. This book documents some of the results of such a dialogue and reports on advances in sensors and sensor systems for existing and emerging real-time monitoring applications.

Author: H. Sezer Atamturktur
Publisher: Springer
ISBN: 3319152246
Category : Technology & Engineering
Languages : en
Pages : 361

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Book Description
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

Author: Cheng Few Lee
Publisher: World Scientific
ISBN: 9811202400
Category : Business & Economics
Languages : en
Pages : 5053

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Book Description
This four-volume handbook covers important concepts and tools used in the fields of financial econometrics, mathematics, statistics, and machine learning. Econometric methods have been applied in asset pricing, corporate finance, international finance, options and futures, risk management, and in stress testing for financial institutions. This handbook discusses a variety of econometric methods, including single equation multiple regression, simultaneous equation regression, and panel data analysis, among others. It also covers statistical distributions, such as the binomial and log normal distributions, in light of their applications to portfolio theory and asset management in addition to their use in research regarding options and futures contracts.In both theory and methodology, we need to rely upon mathematics, which includes linear algebra, geometry, differential equations, Stochastic differential equation (Ito calculus), optimization, constrained optimization, and others. These forms of mathematics have been used to derive capital market line, security market line (capital asset pricing model), option pricing model, portfolio analysis, and others.In recent times, an increased importance has been given to computer technology in financial research. Different computer languages and programming techniques are important tools for empirical research in finance. Hence, simulation, machine learning, big data, and financial payments are explored in this handbook.Led by Distinguished Professor Cheng Few Lee from Rutgers University, this multi-volume work integrates theoretical, methodological, and practical issues based on his years of academic and industry experience.