Model Calibration and Parameter Estimation

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Publisher : Springer
ISBN 13 : 1493923234
Total Pages : 638 pages
Book Rating : 4.4/5 (939 download)

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Book Synopsis Model Calibration and Parameter Estimation by : Ne-Zheng Sun

Download or read book Model Calibration and Parameter Estimation written by Ne-Zheng Sun and published by Springer. This book was released on 2015-07-01 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Calibration of Rutting Models for Structural and Mix Design

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Publisher : Transportation Research Board
ISBN 13 : 0309214068
Total Pages : 221 pages
Book Rating : 4.3/5 (92 download)

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Book Synopsis Calibration of Rutting Models for Structural and Mix Design by : Harold L. Von Quintus

Download or read book Calibration of Rutting Models for Structural and Mix Design written by Harold L. Von Quintus and published by Transportation Research Board. This book was released on 2012 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: TRB’s National Cooperative Highway Research Program (NCHRP) Report 719: Calibration of Rutting Models for Structural and Mix Design highlights proposed revisions to the Mechanistic–Empirical Pavement Design Guide (MEPDG) and software to incorporate three alternative rut-depth prediction models that rely on repeated load (triaxial) permanent deformation or constant height testing to provide the requisite input data.

Calibration of Watershed Models

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Publisher : John Wiley & Sons
ISBN 13 : 087590355X
Total Pages : 356 pages
Book Rating : 4.8/5 (759 download)

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Book Synopsis Calibration of Watershed Models by : Qingyun Duan

Download or read book Calibration of Watershed Models written by Qingyun Duan and published by John Wiley & Sons. This book was released on 2003-01-10 with total page 356 pages. Available in PDF, EPUB and Kindle. Book excerpt: Published by the American Geophysical Union as part of the Water Science and Application Series, Volume 6. During the past four decades, computer-based mathematical models of watershed hydrology have been widely used for a variety of applications including hydrologic forecasting, hydrologic design, and water resources management. These models are based on general mathematical descriptions of the watershed processes that transform natural forcing (e.g., rainfall over the landscape) into response (e.g., runoff in the rivers). The user of a watershed hydrology model must specify the model parameters before the model is able to properly simulate the watershed behavior.

Soil Constitutive Models

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Publisher : Amer Society of Civil Engineers
ISBN 13 : 9780784407714
Total Pages : 497 pages
Book Rating : 4.4/5 (77 download)

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Book Synopsis Soil Constitutive Models by : Jerry A. Yamamuro

Download or read book Soil Constitutive Models written by Jerry A. Yamamuro and published by Amer Society of Civil Engineers. This book was released on 2005-01 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: GSP 128 contains papers by 19 prominent constitutive modelers presented at the Geo-Frontier Conference, held in Austin, Texas, January 24-26, 2005.

Calibration of Rutting Models for Structural and Mix Design

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Author :
Publisher : Transportation Research Board
ISBN 13 : 0309214068
Total Pages : 221 pages
Book Rating : 4.3/5 (92 download)

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Book Synopsis Calibration of Rutting Models for Structural and Mix Design by : Harold L. Von Quintus

Download or read book Calibration of Rutting Models for Structural and Mix Design written by Harold L. Von Quintus and published by Transportation Research Board. This book was released on 2012 with total page 221 pages. Available in PDF, EPUB and Kindle. Book excerpt: TRB’s National Cooperative Highway Research Program (NCHRP) Report 719: Calibration of Rutting Models for Structural and Mix Design highlights proposed revisions to the Mechanistic–Empirical Pavement Design Guide (MEPDG) and software to incorporate three alternative rut-depth prediction models that rely on repeated load (triaxial) permanent deformation or constant height testing to provide the requisite input data.

Calibration and Parameterization Methods for the Libor Market Model

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Publisher : Springer Science & Business Media
ISBN 13 : 3658046880
Total Pages : 69 pages
Book Rating : 4.6/5 (58 download)

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Book Synopsis Calibration and Parameterization Methods for the Libor Market Model by : Christoph Hackl

Download or read book Calibration and Parameterization Methods for the Libor Market Model written by Christoph Hackl and published by Springer Science & Business Media. This book was released on 2013-12-27 with total page 69 pages. Available in PDF, EPUB and Kindle. Book excerpt: The Libor Market Model (LMM) is a mathematical model for pricing and risk management of interest rate derivatives and has been built on the framework of modelling forward rates. For the conceptual understanding of the model a strong background in the fields of mathematics, statistics, finance and especially for implementation, computer science is necessary. The book provides the ne cessary groundwork to understand the LMM and delivers a framework to implement a working model where possible calibration and parameterization methods for volatility and correlation are explained. Special emphasis lies also on the trade off of speed and correctness where differences in choosing random number generators and the advantages of factor reduction are shown.

Understanding Risks and Uncertainties in Energy and Climate Policy

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Publisher : Springer
ISBN 13 : 3030031527
Total Pages : 271 pages
Book Rating : 4.0/5 (3 download)

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Book Synopsis Understanding Risks and Uncertainties in Energy and Climate Policy by : Haris Doukas

Download or read book Understanding Risks and Uncertainties in Energy and Climate Policy written by Haris Doukas and published by Springer. This book was released on 2018-12-10 with total page 271 pages. Available in PDF, EPUB and Kindle. Book excerpt: This open access book analyzes and seeks to consolidate the use of robust quantitative tools and qualitative methods for the design and assessment of energy and climate policies. In particular, it examines energy and climate policy performance and associated risks, as well as public acceptance and portfolio analysis in climate policy, and presents methods for evaluating the costs and benefits of flexible policy implementation as well as new framings for business and market actors. In turn, it discusses the development of alternative policy pathways and the identification of optimal switching points, drawing on concrete examples to do so. Lastly, it discusses climate change mitigation policies’ implications for the agricultural, food, building, transportation, service and manufacturing sectors.

Meta-analysis by the Confidence Profile Method

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Publisher :
ISBN 13 :
Total Pages : 444 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis Meta-analysis by the Confidence Profile Method by : David M. Eddy

Download or read book Meta-analysis by the Confidence Profile Method written by David M. Eddy and published by . This book was released on 1992 with total page 444 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Understanding and Managing Model Risk

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Publisher : John Wiley & Sons
ISBN 13 : 0470977744
Total Pages : 452 pages
Book Rating : 4.4/5 (79 download)

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Book Synopsis Understanding and Managing Model Risk by : Massimo Morini

Download or read book Understanding and Managing Model Risk written by Massimo Morini and published by John Wiley & Sons. This book was released on 2011-10-20 with total page 452 pages. Available in PDF, EPUB and Kindle. Book excerpt: A guide to the validation and risk management of quantitative models used for pricing and hedging Whereas the majority of quantitative finance books focus on mathematics and risk management books focus on regulatory aspects, this book addresses the elements missed by this literature--the risks of the models themselves. This book starts from regulatory issues, but translates them into practical suggestions to reduce the likelihood of model losses, basing model risk and validation on market experience and on a wide range of real-world examples, with a high level of detail and precise operative indications.

Calibration and Reliability in Groundwater Modelling

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Publisher :
ISBN 13 : 9781901502367
Total Pages : 540 pages
Book Rating : 4.5/5 (23 download)

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Book Synopsis Calibration and Reliability in Groundwater Modelling by : Fritz Stauffer

Download or read book Calibration and Reliability in Groundwater Modelling written by Fritz Stauffer and published by . This book was released on 2000 with total page 540 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Term-Structure Models

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Publisher : Springer Science & Business Media
ISBN 13 : 3540680152
Total Pages : 259 pages
Book Rating : 4.5/5 (46 download)

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Book Synopsis Term-Structure Models by : Damir Filipovic

Download or read book Term-Structure Models written by Damir Filipovic and published by Springer Science & Business Media. This book was released on 2009-07-28 with total page 259 pages. Available in PDF, EPUB and Kindle. Book excerpt: Changing interest rates constitute one of the major risk sources for banks, insurance companies, and other financial institutions. Modeling the term-structure movements of interest rates is a challenging task. This volume gives an introduction to the mathematics of term-structure models in continuous time. It includes practical aspects for fixed-income markets such as day-count conventions, duration of coupon-paying bonds and yield curve construction; arbitrage theory; short-rate models; the Heath-Jarrow-Morton methodology; consistent term-structure parametrizations; affine diffusion processes and option pricing with Fourier transform; LIBOR market models; and credit risk. The focus is on a mathematically straightforward but rigorous development of the theory. Students, researchers and practitioners will find this volume very useful. Each chapter ends with a set of exercises, that provides source for homework and exam questions. Readers are expected to be familiar with elementary Itô calculus, basic probability theory, and real and complex analysis.

Model Validation and Uncertainty Quantification, Volume 3

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Publisher : Springer Nature
ISBN 13 : 3030476383
Total Pages : 426 pages
Book Rating : 4.0/5 (34 download)

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Book Synopsis Model Validation and Uncertainty Quantification, Volume 3 by : Zhu Mao

Download or read book Model Validation and Uncertainty Quantification, Volume 3 written by Zhu Mao and published by Springer Nature. This book was released on 2020-10-27 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt: Model Validation and Uncertainty Quantification, Volume 3: Proceedings of the 38th IMAC, A Conference and Exposition on Structural Dynamics, 2020, the third volume of nine 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: Uncertainty Quantification in Material Models Uncertainty Propagation in Structural Dynamics Practical Applications of MVUQ Advances in Model Validation & Uncertainty Quantification: Model Updating Model Validation & Uncertainty Quantification: Industrial Applications Controlling Uncertainty Uncertainty in Early Stage Design Modeling of Musical Instruments Overview of Model Validation and Uncertainty

Market Consistency

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Publisher : John Wiley & Sons
ISBN 13 : 0470684895
Total Pages : 647 pages
Book Rating : 4.4/5 (76 download)

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Book Synopsis Market Consistency by : Malcolm Kemp

Download or read book Market Consistency written by Malcolm Kemp and published by John Wiley & Sons. This book was released on 2009-09-10 with total page 647 pages. Available in PDF, EPUB and Kindle. Book excerpt: Achieving market consistency can be challenging, even for the most established finance practitioners. In Market Consistency: Model Calibration in Imperfect Markets, leading expert Malcolm Kemp shows readers how they can best incorporate market consistency across all disciplines. Building on the author's experience as a practitioner, writer and speaker on the topic, the book explores how risk management and related disciplines might develop as fair valuation principles become more entrenched in finance and regulatory practice. This is the only text that clearly illustrates how to calibrate risk, pricing and portfolio construction models to a market consistent level, carefully explaining in a logical sequence when and how market consistency should be used, what it means for different financial disciplines and how it can be achieved for both liquid and illiquid positions. It explains why market consistency is intrinsically difficult to achieve with certainty in some types of activities, including computation of hedging parameters, and provides solutions to even the most complex problems. The book also shows how to best mark-to-market illiquid assets and liabilities and to incorporate these valuations into solvency and other types of financial analysis; it indicates how to define and identify risk-free interest rates, even when the creditworthiness of governments is no longer undoubted; and it explores when practitioners should focus most on market consistency and when their clients or employers might have less desire for such an emphasis. Finally, the book analyses the intrinsic role of regulation and risk management within different parts of the financial services industry, identifying how and why market consistency is key to these topics, and highlights why ideal regulatory solvency approaches for long term investors like insurers and pension funds may not be the same as for other financial market participants such as banks and asset managers.

Calibration and Reliability in Groundwater Modelling

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Publisher :
ISBN 13 : 9781901502077
Total Pages : 566 pages
Book Rating : 4.5/5 (2 download)

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Book Synopsis Calibration and Reliability in Groundwater Modelling by : Karel Kovar

Download or read book Calibration and Reliability in Groundwater Modelling written by Karel Kovar and published by . This book was released on 2003 with total page 566 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Structural Modeling and Experimental Techniques, Second Edition

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Publisher : CRC Press
ISBN 13 : 9781420049589
Total Pages : 806 pages
Book Rating : 4.0/5 (495 download)

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Book Synopsis Structural Modeling and Experimental Techniques, Second Edition by : Harry G. Harris

Download or read book Structural Modeling and Experimental Techniques, Second Edition written by Harry G. Harris and published by CRC Press. This book was released on 1999-03-30 with total page 806 pages. Available in PDF, EPUB and Kindle. Book excerpt: Structural Modeling and Experimental Techniques presents a current treatment of structural modeling for applications in design, research, education, and product development. Providing numerous case studies throughout, the book emphasizes modeling the behavior of reinforced and prestressed concrete and masonry structures. Structural Modeling and Experimental Techniques: Concentrates on the modeling of the true inelastic behavior of structures Provides case histories detailing applications of the modeling techniques to real structures Discusses the historical background of model analysis and similitude principles governing the design, testing, and interpretation of models Evaluates the limitations and benefits of elastic models Analyzes materials for reinforced concrete masonry and steel models Assesses the critical nature of scale effects of model testing Describes selected laboratory techniques and loading methods Contains material on errors as well as the accuracy and reliability of physical modeling Examines dynamic similitude and modeling techniques for studying dynamic loading of structures Covers actual applications of structural modeling This book serves students in model analysis and experimental methods, professionals manufacturing and testing structural models, as well as professionals testing large or full-scale structures - since the instrumentation techniques and overall approaches for testing large structures are very similar to those used in small-scale modeling work.

Chemometrics in Spectroscopy

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Publisher : Academic Press
ISBN 13 : 0128053305
Total Pages : 1092 pages
Book Rating : 4.1/5 (28 download)

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Book Synopsis Chemometrics in Spectroscopy by : Howard Mark

Download or read book Chemometrics in Spectroscopy written by Howard Mark and published by Academic Press. This book was released on 2018-07-13 with total page 1092 pages. Available in PDF, EPUB and Kindle. Book excerpt: Chemometrics in Spectroscopy, Second Edition, provides the reader with the methodology crucial to apply chemometrics to real world data. It allows scientists using spectroscopic instruments to find explanations and solutions to their problems when they are confronted with unexpected and unexplained results. Unlike other books on these topics, it explains the root causes of the phenomena that lead to these results. While books on NIR spectroscopy sometimes cover basic chemometrics, they do not mention many of the advanced topics this book discusses. In addition, traditional chemometrics books do not cover spectroscopy to the point of understanding the basis for the underlying phenomena. The second edition has been expanded with 50% more content covering advances in the field that have occurred in the last 10 years, including calibration transfer, units of measure in spectroscopy, principal components, clinical data reporting, classical least squares, regression models, spectral transfer, and more. - Written in the column format of the authors' online magazine - Presents topical and important chapters for those involved in analysis work, both research and routine - Focuses on practical issues in the implementation of chemometrics for NIR Spectroscopy - Includes a companion website with 350 additional color figures that illustrate CLS concepts

Nonlinear Structures & Systems, Volume 1

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Publisher : Springer Nature
ISBN 13 : 3030771350
Total Pages : 215 pages
Book Rating : 4.0/5 (37 download)

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Book Synopsis Nonlinear Structures & Systems, Volume 1 by : Gaetan Kerschen

Download or read book Nonlinear Structures & Systems, Volume 1 written by Gaetan Kerschen and published by Springer Nature. This book was released on 2021-11-16 with total page 215 pages. Available in PDF, EPUB and Kindle. Book excerpt: