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Some Mathematical Theory for

Potential Modeling:
A Concise Survey of Models and Methods
Helmut Schaeben
Department of Geophysics and Geoinformatics

World Conference on Resource Modeling


Vilnius, Lithuania, Jul 811, 2014

Potential modeling

Contents
Introduction
Objective
Prerequisites

Methods
Weights-of-evidence
Logistic regression
Artificial neural nets
Comparison

Examples
Conclusions

Potential Modeling

Potential Modeling
Objective
The ultimate goal of potential modeling or targeting is to
recognize locations for which the probability of a target event T
like a specific mineralization is a relative maximum.
The event must be sufficiently well understood in terms of cause
and effect to collect data corresponding to spatially referenced
factors B` , ` = 0, . . . , m, in favor or against the event T to occur.
Then spatially referenced posterior probabilities given the factors
can be estimated by several approaches including
weights-of-evidence, logistic regression, fuzzy logic, artificial neural
nets, statistical learning, support vector machines, and others.
These methods require a training area to estimate the parameters
of the model M (0 , . . . , m | (b0,i , . . . , bm,i , ti )i=1,...,n ).

Definition of Terms
Odds
For probabilities P(T ) 6= 1, T A, odds are defined as the ratio
O(T ) =

P(T )
P(T )
=
, p [0, 1).
1 P(T )
P({T )

Definition of Terms
Odds
For probabilities P(T ) 6= 1, T A, odds are defined as the ratio
O(T ) =

P(T )
P(T )
=
, p [0, 1).
1 P(T )
P({T )

Logits
Logits are defined as
logit(T ) = ln O(T ) = ln

P(T )
, p [0, 1).
1 P(T )

Definition of Terms
Odds
For probabilities P(T ) 6= 1, T A, odds are defined as the ratio
O(T ) =

P(T )
P(T )
=
, p [0, 1).
1 P(T )
P({T )

Logits
Logits are defined as
logit(T ) = ln O(T ) = ln

P(T )
, p [0, 1).
1 P(T )

Logistic function
The logistic function is defined as
1
(z) =
, z R.
1 + exp(z)

Definition of Terms

1.0
0.8
0.6
0.0

0.2

0.4

logisticfunction

0.6
0.4
0.0

0.2

logisticfunction

0.8

1.0

Logistic function

-10

-5

0
z

10

-10

-5

10

Graphs of the sigmoidal function (z) (left) and (32z) (right).

Definition of Terms

1.0
0.8
0.6
0.0

0.2

0.4

logisticfunction

0.6
0.4
0.0

0.2

logisticfunction

0.8

1.0

Logistic function

-10

-5

10

-10

-5

10

Graphs of the sigmoidal function (z) (left) and (32z) (right).


Remark
Logit transform and logistic function are mutually inverse, i.e.
 (z) 
= z.
logit (z) = ln
1 (z)

Definition of Terms
Conditional independence of random variables
Two random variables B1 and B2 are conditionally independent
given the random target variable T, B1 B2 | T, if the joint
conditional probability factorizes into the individual conditional
probabilities
PB1 B2 |T = PB1 |T PB2 |T .
Conditional independence in terms of irrelevance
Equivalently, but more instructively, two random variables B1 , B2
are conditionally independent given the random variable T, if
knowing T renders B2 irrelevant for predicting B1 .
In terms of conditional probabilities,
PB1 |B2 T = PB1 |T .
Independence vs. conditional independence
Independence does not imply conditional independence and vv.

Weights-of-Evidence
Assuming conditional independence of binary predictors
B` , ` = 1, . . . , m, given the binary random target variable T yields
weights of evidence
(1)

W`

:= ln

P(B` = 1 | T = 1)
,
P(B` = 1 | T = 0)
(1)

C` = W `

(0)

W`
(0)

:= ln

P(B` = 0 | T = 1)
,
P(B` = 0 | T = 0)

W` , ` = 1, . . . , m.

Weights-of-Evidence
Assuming conditional independence of binary predictors
B` , ` = 1, . . . , m, given the binary random target variable T yields
weights of evidence
(1)

W`

:= ln

P(B` = 1 | T = 1)
,
P(B` = 1 | T = 0)
(1)

C` = W `

(0)

W`

:= ln

P(B` = 0 | T = 1)
,
P(B` = 0 | T = 0)

(0)

W` , ` = 1, . . . , m.

in terms of a logit (loglinear form of Bayes formula)


logit (P(T = 1 | B1 . . . Bm )) = logitP(T = 1) + W +

m
X

C` B` ,

`=1

with W =

Pm

`=1

(0)

W` .

in terms of a probability
P (T = 1 | B1 . . . Bm ) = logitP(T = 1) + W +

m
X
`=1

!
C` B`

Logistic Regression
Conditional expectation of a binary random target variable T given
a (m + 1)variate random predictor variable
B = (B0 , B1 , . . . , Bm )T with B0 1
E(T | B) = P(T = 1 | B).
Then the logistic regression model without interaction terms is
in terms of a logit
logitP(T = 1 | B) = T B = 0 +

m
X

` B` ,

`=1

in terms of a probability


P (T = 1 | B) = B = 0 +

m
X
`=1

!
` B`

Weights-of-evidence vs logistic regression


Weights-of-evidence

P (T = 1 | B) = logitP(T = 1) + W +

X
`:B` =1

with
W =

m
X

(0)

W`

`=1

Logistic regression for binary predictors

P (T = 1 | B) = 0 +

X
`:B` =1

C`

Weights-of-evidence vs logistic regression


Weights-of-evidence

P (T = 1 | B) = logitP(T = 1) + W +

C`

`:B` =1

with
W =

m
X

(0)

W`

`=1

Logistic regression for binary predictors

P (T = 1 | B) = 0 +

`:B` =1

In case of conditional independence of B given T


0 = logitP(T = 1) + W ,

` = C` , ` = 1, . . . , m.

Artificial Neural Nets


Singlelayer feedforward artificial neural net
With respect to artificial neural nets
m


X
(bi ) = 0 +
` b`,i , i = 1, . . . , n
`=1

is called a singlelayer
perceptron or singlelayer ANN,

Cartoon of a single hidden layer ANN from


http://en.wikipedia.org/wiki/Artificial
neural network

minimization of the sum of squared residuals is referred to as


training,
gradient methods to solve for the model parameters are
referred to as linear perceptron training rule,
the stepsize along the negative gradient is called learning rate,
etc.

Artificial neural networks vs. regression (1)


Multilayer ANN
The basic neural network model can be described as a sequence of
functional transformations:
1

input: predictor variables B;

first layer: linear combinations Aj , j = 1, . . . , J, of the


predictor variables B, referred to as activations;

hidden layer: each of them is subject to a transformation


applying a nonlinear differentiable activation function h
usually of sigmoidal shape, referred to as hidden units;

second layer: linear combinations Aj , k = 1, . . . , K of hidden


units, referred to as output unit activations;

output: each of them is subject to an activation function S,


e.g. logistic function.

(1)

(2)

Artificial neural networks vs. regression (2)


Multilayer ANN

[input unit] activations:

(1)
Aj

m
X

(1)

j` B` , j = 1, . . . , J,

`=0

hidden units: Zj
(2)

output unit activations: Ak



(1)
= h Aj
, j = 1, . . . , J,
=

J
X

(2)

kj Zj , k = 1, . . . , K ,

j=0

outputs: k

= S

(2)
Ak

, k = 1, . . . , K .

Then

!
X
m
X
J (2)

(1)
k = S
kj h
j` B`

, k = 1, . . . , K .
j=0

`=0
|
{z
}
hidden layer

Artificial neural networks vs. regression (3)


Multilayer ANN
If h = S = and K = 1, then

!
X
m
X
J (2)

(1)
j
j` B`
P(T = 1 | B) =

.
j=0

| `=0{z
}
hidden layer

If S = , h = id and K = 1, then

J
X
(2)
P(T = 1 | B) =

m
X

j=0

= 0 +

`=0
m
X
`=1

which is logistic regression.

!
(1)
j` B`

!
` B`

Example with fabricated data - Training set

10

10
8

indicator target T

indicator predictor B2

y
1

6
x

10

10

indicator predictor B1
1

6
x

10

10

Spatial distribution of two binary predictor variables B1 , B2 , and


the binary target variable T

Example with fabricated data - Training set

Correlation matrix
Correlation matrix of the fabricated dataset with B1 , B2 , T

B1
B2
T

B1

B2

1.0000000
-0.0000000
0.3026050

-0.0000000
1.0000000
0.2305562

0.3026050
0.2305562
1.0000000

The indicator predictor variables B1 and B2 seem to be


uncorrelated, while B1 and T, and B1 and T, respectively, are
significantly correlated for all significance levels > 0.002213 and
> 0.02101, respectively.

Example with fabricated data - Training set


Test of conditional independence
Significance test of the null-hypothesis of conditional independence
referring to a loglinear model
Statistics:
Likelihood Ratio
Pearson

2
5.484206
5.185943

df
2
2

P(> 2 )
0.06443468
0.07479743

The significance test of conditional independence referring to a


loglinear model results in the possible rejection of the
null-hypothesis of conditional independence for all levels
> 0.06443468 according to the likelihood ratio test and for all
levels > 0.07479743 according to the Pearson test, respectively.

Example with fabricated data - Training set


Test of maximum loglinear model
Significance test of the null-hypothesis that a logistic regression
model including the interaction term B1 B2 is sufficiently large
Statistics:
Likelihood Ratio
Pearson

2
0
0

df
0
0

P(> 2 )
1
1

Testing if the interaction term B1 B2 enlarges the model


sufficiently results in the conclusion that the null-hypothesis that a
logistic regression model including the interaction term B1 B2 is
sufficiently large, cannot at all be rejected.

Example with fabricated data - Training set


relative conditional frequencies for rankit
1.0
10

0.8
8

rows

0.6
6

0.4
4

0.2
2

0.0
2

10

cols

b = 1 | B1 B2 )
Spatial distribution of P(T
according to elementary estimation training set!!

Example with fabricated data - Training set


Weights-of-evidence model
Summary of the weights-of-evidence model
despite lack of conditional independence

B1
B2
sum of weights

c (1)
W

c (0)
W

b
C

1.1962
0.9679
2.1642

-0.5292
-0.3819
-0.9111

1.7255
1.3499

b = 1) = 1.8152 the
b = 1) = 0.1627, logitP(T
With O(T
weights-of-evidence model reads explicitly
b = 1 | B1 B2 ) = (2.7264 + 1.7255 B1 + 1.3499 B2 ) .
P(T

Example with fabricated data - Training set


Weights-of-evidence model
relative conditional frequencies for rankit

WofE for rankit


1.0

1.0

10

10

0.8

0.8

0.6

rows

rows

0.6
6

0.4
4

0.4
4

0.2
2

0.2
2

0.0
2

cols

10

0.0
2

cols

10

Example with fabricated data - Training set

Logistic regression model without interaction terms


Summary

(Intercept)
B1
B2

Estimate

Std. Error

z value

P(> |z|)

-2.8312
1.8736
1.5354

0.5045
0.6553
0.6722

-5.61
2.86
2.28

0.0000
0.0042
0.0224

Then the logistic regression model without interaction terms reads


explicitly
b = 1 | B1 B2 ) = (2.831 + 1.874 B1 + 1.535 B2 ) .
P(T

Example with fabricated data - Training set


Logistic regression model without interaction terms
relative conditional frequencies for rankit

logreg without interaction term for rankit


1.0

1.0

10

10

0.8

0.8

0.6

rows

rows

0.6
6

0.4
4

0.4
4

0.2
2

0.2
2

0.0
2

cols

10

0.0
2

cols

10

Example with fabricated data - Training set


Logistic regression model with interaction term B1 B2
Summary

(Intercept)
B1
B2
B1 B2

Estimate

Std. Error

z value

P(> |z|)

-3.4340
2.9232
2.6455
-3.2333

0.7184
0.8848
0.8984
1.5515

-4.78
3.30
2.94
-2.08

0.0000
0.0010
0.0032
0.0372

The enlarged logistic regression model reads explicitly


b = 1 | B1 B2 ) = (3.434 + 2.923 B1 + 2.646 B2 3.233 B1 B2 ) ,
P(T

and confirms that it compensates exactly for the lack of


conditional independence. It predicts the conditional probabilities
almost exactly.

Example with fabricated data - Training set


Logistic regression model with interaction terms
relative conditional frequencies for rankit

logreg with interaction term for rankit


1.0

1.0

10

10

0.8

0.8

0.6

rows

rows

0.6
6

0.4
4

0.4
4

0.2
2

0.2
2

0.0
2

cols

10

0.0
2

cols

10

Example with fabricated data - Training set


Weights-of-evidence model
Summary of the 3 term weights-of-evidence model
despite lack of conditional independence

B1
B2
B1 B2
sum of weights

c (1)
W

c (0)
W

b
C

1.1963
0.9680
0.7167
2.8809

-0.5293
-0.3819
-0.0386
-0.9497

1.7255
1.3499
0.7553

b = 1) = 1.8152 the 3 term


b = 1) = 0.1627, logitP(T
With O(T
weights-of-evidence model reads explicitly
b = 1 | B1 B2 ) = (2.7650 + 1.7255 B1 + 1.3499 B2 +0.7553 B1 B2 ) .
P(T

Example with fabricated data - Training set


Weights-of-evidence model
relative conditional frequencies for rankit

Wof3E for rankit


1.0

1.0

10

10

0.8

0.8

0.6

rows

rows

0.6
6

0.4
4

0.4
4

0.2
2

0.2
2

0.0
2

cols

10

0.0
2

cols

10

Example with fabricated data - Training set

All models at a glance


b = 1 | B)
WofE : P(T
b = 1 | B)
Wof3E : P(T

(2.726 + 1.725 B1 + 1.349 B2 ) ,

(2.765 + 1.725 B1 + 1.349 B2 +0.755 B1 B2 ) ,

b = 1 | B)
lR : P(T
b
lRit : P(T = 1 | B)

(2.831 + 1.874 B1 + 1.535 B2 ) ,

(3.434 + 2.923 B1 + 2.646 B2 3.233 B1 B2 ) .

Example with fabricated data - Training set


10

10
8

indicator target T

indicator predictor B2

y
1

10

indicator predictor B1
1

10

10

10

Spatial distribution of two binary predictor variables B1 , B2 , and


the binary target variable T
relative conditional frequencies for rankit

WofE for rankit

Wof3E for rankit

1.0

1.0

10

10

0.8

0.8

0.8

0.6

0.6
6

0.4
4

0.2
2

cols

10

0.2
2

0.0
4

0.4
4

0.2

0.4
4

0.6

rows

rows

rows

1.0

10

0.0
2

cols

10

0.0
2

10

cols

b = 1 | B1 B2 ) according to elementary
Spatial distribution of P(T
estimation, weights-of-evidence, weights-of-3evidences

Example with fabricated data - Training set


10

10
8

indicator target T

indicator predictor B2

y
1

10

indicator predictor B1
1

10

10

10

Spatial distribution of two binary predictor variables B1 , B2 , and


the binary target variable T
relative conditional frequencies for rankit

logreg without interaction term for rankit


1.0

1.0

10

10

0.8

0.8

0.8

0.6

0.6
6

0.4
4

0.2
2

cols

10

0.2
2

0.0
4

0.4
4

0.2

0.4
4

0.6

rows

rows

rows

logreg with interaction term for rankit


1.0

10

0.0
2

cols

10

0.0
2

10

cols

b = 1 | B1 B2 ) according to elementary
Spatial distribution of P(T
estimation, logistic regression, logistic regression with interaction

Example with fabricated data - Training set


relative conditional frequencies for rankit

logreg with interaction term for rankit

posterior probs with RANNGA

1.0

1.0

10

10

0.8

0.8

0.8

0.6
6

0.6

rows

0.6

rows

rows

1.0

10

0.4

0.4

0.4

0.2

0.2

0.2

0.0
2

0.0

10

cols

0.0

10

cols

WofE for rankit

10

logreg without interaction term for rankit


1.0

1.0

10

10

0.8

0.8

0.6
6

0.6

rows

rows

cols

0.4
4

0.4
4

0.2
2

0.2
2

0.0
2

cols

10

0.0
2

10

cols

b = 1 | B1 B2 ) according to elementary
Spatial distribution of P(T
estimation, logistic regression with interaction term, R-ANNGA,
weights-of-evidence, logistic regression without interaction

Example with fabricated data - Training set

Numbers
Comparison of predicted conditional probabilities for various
methods
b
P(T
= 1 | B1 B2 )
B1
B1
B1
B1

=
=
=
=

1, B2
1, B2
0, B2
0, B2

=
=
=
=

1
0
1
0

counting

WofE

LogReg

LogRegwI

CompRegwI

ANNGA

0.25000
0.37500
0.31250
0.03125

0.58636
0.26875
0.20156
0.06142

0.64055
0.27736
0.21486
0.05565

0.25000
0.37500
0.31250
0.03125

0.25000
0.37500
0.31250
0.03125

0.24992
0.37502
0.31250
0.03124

Conclusions
Weights-of-evidence is the special case of logistic
regression with indicator predictor variables B, if they are
conditionally independent given the target variable T.
In this case, the contrasts of weights of evidence are identical
to the logistic regression coefficients.
Applying weights-of-evidence despite lacking conditional
independence corrupts not only the predicted conditional
probabilities but also their rank-transforms and thus the
pattern of the potential.
The canonical generalization of the nave Bayes model
featuring weights of evidence to the case of lacking conditional
independence is logistic regression including interaction
terms corresponding to violations of conditional
independence and compensating exactly for them.
In case of indicator or discrete predictor variables, the logistic
regression model is optimum.

MODELING A DELAY INDUCED SYSTEM OF ENZYME


KINETICS AND ITS OPTIMIZATION

DEPARTMENT OF CHEMISTRY,
NARULA INSTITUTE OF TECHNOLOGY,
WEST BENGAL, INDIA
2

CENTRE FOR MATHEMATICAL BIOLOGY AND ECOLOGY,


DEPARTMENT OF MATHEMATICS, JADAVPUR UNIVERSITY,
WEST BENGAL, INDIA.

What is an Enzyme ???


Enzymes are biocatalysts
A protein molecule that catalyses
a biochemical reaction

Catalysts activate or inhibit


any chemical reaction

Enzyme characteristics
Protein in nature
Catalytic activity and may act as activator

or inhibitor
Acts on a specific substance called
substrate to create a product
Names of enzymes end with ase e.g.
Reverse trancriptase

Substrate Saturation of an Enzyme

A. Low [S]

B. 50% [S] or Km C. High, saturating [S]

Polymerization
Sedimentation and centrifugation
Flocculation and coagulation
Extraction
Precipitation
Chromatography
Protein modification
Starch conversion
Leather industry
Dairy industry
Textiles
Edible oils
Medicines
Biotransformation

Two approaches for enzyme kinetics


1. Michaelis-Menten kinetic (1913)
(rapid equilibrium assumption)
2.

Leonor Michaelis
(1875-1940)

Briggs-Haldane kinetic (1925)


(steady-state assumption)

Maud L. Menten
(1879-1960)

Title page of
Michaelis &
Mentens
original paper
in
Biochemische
Zeitschrift in
1913

Michaelis Menten Equation


Basic enzyme reaction model
k1

k2

S + E SE P + E
k-1
S= substrate
E = enzyme
SE = substrate - enzyme complex

P = product

DELAYED ENZYME KINETIC MATHEMATICAL MODEL

DIFFERENTIAL EQUATIONS OF THE PROPOSED MODEL


(WITHOUT DELAY)

DELAY INDUCED MATHEMATICAL MODEL

ANALYTICAL STUDY OF THE SYSTEM

BASIC IDEA OF EXPLICIT RUNGE-KUTTA METHOD

THE OPTIMAL CONTROL PROBLEM

OPTIMALITY OF THE SYSTEM

Concentration trajectories of components


Using parameters values of Table 1

Here, ideal reaction conditions are considered i.e. no delay time between
conformational changes from ES to EP is observed.

Concentration trajectories of components during


delay ( = 0.75) in the system

Fluctuations of components confer oscillatory kinetics which means that


system undergoes an unstable situation

Effect of delay in the system

The magnitude of oscillation increases as time delay parameter increases from 0.6

For constant control input, the delayed system has a stable nature around its
interior equilibrium point

Applying optimal control the unstable system becomes stable after 2.5 hours

CONCLUSIONS
Delay induced mathematical model in the enzyme

kinetics has been considered.


Time lag can produce major changes in the behaviour
of a DDE system rather than ODE system.
We found out a critical value below which the system
is stable and beyond which the concentration curves
are rapidly fluctuating and the system looses its
stability.
By applying optimal control approach, the solution
trajectories approach towards a stable region.

REFERENCES

Thanks for
kind attention

Effect of Insecticide Spraying for WhiteFly Control on Jatropha Curcas Plant:


An Impulse Based Mathematical Approach
DR. PRITI KUMAR ROY
Associate Professor
Centre for Mathematical Biology and
Ecology
Department of Mathematics
Jadavpur University
kolkata 700032, India
email:pritiju@gmail.com

NATURAL RESOURCE MODELLING 2014


VILNIUS UNIVERSITY
LITHUANIA

OUTLINE OF THE TALK


Introduction
Objectives
Formulation of Mathematical Model

The System with Impulsive Attributes


Phenomenon for Fixed Insecticide

Spraying
Optimal Control Theoretic Approach
Numerical Simulation
Concluding remarks

ABOUT JATROPHA CURCAS PLANT


JATROPHA CURCAS plant is one of the NATURAL RESOURCES belonging

to spurge family.
It is a poisonous, semi-evergreen small tree of height 6 m.
The plant can be cultivated in wastelands and grows on almost any type of territory,
even on sandy and saline soils.
The seeds of Jatropha Curcas contain 27% - 40% oil that can be administered to
obtain a high-quality alternative fuel biodiesel through chemical process.
After extracting biodiesel, the residue (press cake) can also be used as biomass
feedstock to power electric plants. This cake can also be applied to manufacture
biogas.
Unfortunately, this natural resource Jatropha Curcas plant is highly aected mainly
by the mosaic virus that is carried through infected white-ies.
It causes a great loss in our socio-economic environment.

JATROPHA CURCAS

ABOUT WHITE-FLY
White-ies are tiny ying insects having a dry wax that protects them from

adverse situation.
They will be displayed year round in the southern part but latent throughout
the winter months in the northern region of the world.
The species are developed from eggs and raised by way of a series of instars.
Once the adult ies appear, they will lay eggs that are very small in size and
almost unseen in less than a week mainly at the safe portions of the plant.
Their growth can happen in less than a month but life-cycles can be matured
as long as a year if the circumstances are not in favor.
As white-ies are tremendously productive, if once they get conventional on
any part of the plant around the garden, they will voluntarily move and try to
attack any other immediate vegetation.

WHITE-FLY

ABOUT MOSAIC VIRUS


Mosaic virus is one type of plant viruses that cause the leaves of plants with

a spotted look and spreading mainly depends on the vector white-ies.


The interesting feature is that the low density of the host plant furnishes
disease transmission at a faster rate compared to the high density.
A single virus penetrated white-y is adequate to infect the host plant but
transmission of the disease is developed when numerous infected white-ies
feed on the host plants.
Virus infected white-ies cause the leaf damage and sap drainage. Also,
they evacuate honeydew that traps other pests (or insects) onto the host
plant Jatropha Curcas.
White-y population will enhance with the rainfall, but dense rains may
obstruct spread of white-y and thus decline the virus appearance.

HOW WHITE-FLIES AFFECT THE PLANTS

INFECTED PLANT

ABOUT INSECTICIDE

o There are several organic substances that can be sprayed / applied over

o
o
o
o

Jatropha Curcas plant to control white-y population. The Insecticidal


Soap is one of them.
It averts adults from ying and so they are not able to migrate to the
neighboring plants.
Secondly, it breaks the assemblies from laying more amounts of eggs.
Finally, this soap will block the groups of colony of white-ies.
This insecticide is very harmless and safe. So that one can easily spray this
soap on any plant including fruits and vegetables without any danger.

INSECTICIDAL SOAP

THE HEALTHY PLANTS AFTER USING PESTICIDE

OUR OBJECTIVES
Huge population or dense feeding by white-ies can harm Jatropha

Curcas plants causing yellowing leaves and ultimately death to the host
plants.
On that outlook, we wish to spray the Insecticidal Soap on the host plant in
two dierent avenues.
One is xed optimal control (implicit form) and another is the impulsive
approach (explicit form).
On that basis, we desire to study a comparative analysis between two
dierent approaches and nd the most eective method to control the
vector white-ies.
We wish to incorporate the impulsive approach to reduce the vector
population (white-y), which causes the movement of virus to the Jatropha
Curcas plant.

FORMULATION OF MATHEMATICAL MODEL


We consider here the densities of healthy and infected Jatropha Curcas
plants as x and y respectively.
II. We introduce a latent class in our research article to separate the
population of those plants that are not infected after being penetrated by
infected white-ies. The density of Jatropha Curcas plants in latent
period is denoted as l.
III. We denote u and v for the non-infected and infected vectors (white-y)
respectively.
IV. We take logistic fashion in the growth equation of healthy plants such
that the population cannot grow unboundedly. We consider r as
maximum plantation rate with k as maximum plant density.
V. We consider an interaction between the healthy plants and infected
vectors and denote as infection rate between them.
VI. We consider a recovery from latent class to healthy class through the
spraying of Insecticidal Soap. That rate of recovery is denoted by

I.

FORMULATION OF MATHEMATICAL MODEL

VII. We assume the rate a for the transfer of plants to the infected state from
the latent phase.
VIII. We consider the harvesting of infected plants at a rate g and also the
rate of normal plant loss is treated as
IX. We assume logistic type growth in the non-infected vectors white-y
with b as the maximum vector birth rate and m as the maximum vector
abundance because the population do not grow unboundedly.
X. We consider the interaction between infected plants and non-infected
vectors. The non-infected vector population is reduced with as the
acquisition rate.
XI. The vector mortality rate is considered as c for both non-infected and
infected vectors.

MATHEMATICAL MODEL

The System with Impulsive Attributes

A.

B.
C.

D.

E.

We formulate a mathematical model to observe the impact of impulse with


xed insecticide (Insecticidal Soap) spraying to control the vector whiteies.
During that spraying, the number of vectors (both non-infected and infected)
in the environment are made less by some proportion s.
When we spray the insecticide in to the environment, it aects both noninfected and infected population simultaneously because we are unable to
distinguish between two kinds of vector population.
We assume the sum of non-infected and infected vectors (white-y), i.e., u +
v = w and we also denote the sum of healthy, latent class and infected
Jatropha Curcas plants as N, i.e., x + l + y = N.
On that basis, the One-Dimensional Impulsive Dierential Equation takes
the form

One-Dimensional
Impulsive Dierential EquatioN

Phenomenon for Fixed Insecticide Spraying

BIOLOGICAL REMARKS

If the time interval be always less than some preassigned quantity i.e.,
then we are capable to restrict
the vector population under the threshold value
In
other words, this contributes the maximum interval for
spraying to restrain of the vectors that the infection lies
within

OBJECTIVE FUNCTION AND HAMILTONIAN

Numerical Simulation
Table. Values of the parameters used in the model equation

Figure 1: Population densities are plotted as a function of time and value of the parameters
are given in Table.

Figure 2: Control Prole is plotted as a function of time.

Figure 3: Population densities of Healthy Plants, Infected Plants, Non-Infected Vectors and
Infected Vectors are plotted as a function of time after applying the insecticide at an impulsive
mode and value of the parameters are given in Table.

Figure 4: Population densities of Healthy Plants (x), Infected Plants (y) and Infected
Vectors (v) are plotted as a function of time with and without control approach and value
of the parameters are given in Table.

Why Impulsive Approach is more EECTIVE


The healthy plant population reaches 95 - 100 numbers of plants after

imposing optimal control approach in 100 days. But when we apply the
insecticide spraying through the impulsive mode, the healthy plant
population reaches above 150 plants (approximately) in 100 days time
period.

In case of infected plants, the population decreases but not less than 65

plants in 100 days time span if we apply the optimal control approach. The
infected population becomes stable below 10 days in case of spraying
through impulsive mode and goes to the extinction near about 10 days with
the spraying of 80% eectiveness.

For optimal control approach, the infected vector population is reduced

sharply but does not go to extinction in 100 days span. On the other hand,
this population becomes extinct within more or less 10 days in case of
spraying by impulsive method.

CONCLUDINg REMARkS
1.
2.

3.
4.

5.

Jatropha Curcas plant is one of the miracle plants with a diversity of


presentations and various eco-potential ability.
The Jatropha plants are highly aected by the mosaic virus that is carried
through infected white-ies (act as vector), causing a great loss in socioeconomic gesture of our environment.
To protect this natural resource, we try to reduce or control the vector
population through spraying of insecticide Insecticidal Soap.
We can also conclude that the insecticide spraying through impulsive mode
is much more eective rather than the optimal control approach through
spraying of Insecticidal Soap.
It is established here that if we can spray the insecticide with an
eectiveness 80%, the infected plant and vector population both are
decreased in more rapid time compared to the eectiveness of insecticide
30%.

Concluding REMARkS

6. At the same time the healthy Jatropha Curcas plant population is going to be
enhanced for the spraying of insecticide at 80% eectiveness.
7. The eectiveness of the insecticide (Insecticidal Soap) spraying improves the
system towards the increasing of healthy and reducing of infected population.
8. If we communicate our research ndings in the infected zone, then a new
prospect will come in front to ght against white-ies in the global worldwide
viewpoint.

References

ACKNOWLEDGEMENT

Research is supported by the UGC Major


Research Project, F. No. 41-768/2012 (SR),
dated: 18 July 2012.

Robust modeling of periodic autoregressive time


series
Eugen Ursu
Jean-Christophe Pereau

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

1 / 22

The case study : the Garonne river

The third largest river in France in terms of flow


The main contributor to the Gironde Estuary with 60% of the total
water flux
(Universit de Bordeaux)

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July 811, 2014

2 / 22

mc/s

500

1000

1500

2000

2500

3000

Mean monthly flows of Garonne river (1959-2010)

1960

1970

1980

1990

2000

2010

time

Issues : water resources planning, irrigation management, flood


and drought control, estuarine biodiversity
Identification and estimation of the underlying periodic process ?
Presence of observations with recording errors (outliers) ?
Need of robust modeling of river flows
(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

3 / 22

Outline

Periodic Autoregressive (PAR) Models

Robust estimation

Identification of PAR models using genetic algorithms

The case study

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

4 / 22

Periodic autoregressive processes

Y = {Yt , t Z} : a periodic autoregressive (PAR(p1 , p2 , . . . , ps ))


stochastic process such that Yns+ is the realization of Y during
the th season, with {1, . . . , s}, at year n, n Z
p()

Yns+ =

(1)

k ()Yns+k + ns+

k =1

Example : for s = 12, Y38 means Y3.12+2 with n = 3 and = 2


 = {t , t Z} : zero mean periodic white noise with E(t ) = 0 and
var(ns+ ) = 2 () > 0

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

5 / 22

PAR estimation
Consider Yns+ with n = 0, 1, .., N 1 and = 1, .., s.
The PAR model (1) is reformulated as :
z() = X()() + e()
where () the (p() 1) vector of model parameters
>
() = 1 (), . . . , p() ()
with the (N 1) vectors
z()

e()

>
Y , Ys+ , . . . , Y(N1)s+
>
 , s+ , . . . , (N1)s+

and the N {p()} random matrices

Y1
Y2

Y
Y
s+1
s+2

X() =
..

.
Y(N1)s+1
(Universit de Bordeaux)

Y(N1)s+2

Natural Resources Modeling - Vilnius

...
...
..
.

Yp()
Ys+p()
..
.

...

Y(N1)s+p()

July 811, 2014

6 / 22

Least squares estimation with linear constraints on


parameters.
Assume that, for a known matrix R() of rank K (), and a known
(p() 1) vector b(), the following relation is satisfied :
() = R()() + b()
where () is a (K () 1) vector of unknown parameters.
Then it implies that
Matrices R() and vectors b() allow for linear constraints on the
parameters of the same season

It is possible to find the least squares estimator ()


of () and to
determine its asymptotic distribution.

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

7 / 22

Robust estimation of PAR models with additive outliers


The least squares estimators may be seriously affected when
observations are taken from the process
Yns+ + Wns+
where Yns+ is the PAR process and Wns+ is a contaminating process
such that
P(Wns+ = 0) = 1
P(Wns+ = d) = .
That is a PAR process with probability 1 and a PAR process plus
an error with probability

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

8 / 22

Robust estimation of PAR models


To reduce the influence of the residuals suspected to be outliers, we
substitute the residuals

p()
X

Yns+
k ()Yns+k , ns + > p(),
ns+ =

k =1

0,
ns + p(),
by their modified residuals ns+ :

ns+ =

ns+

()

with
() the robust estimator of () and the Huber function :
H,k (x) = sgn(x) min {|x|, k }
where k is a constant and sgnx is the signum function.
(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

9 / 22

Impact of additive outliers


Example


Consider the PAR (1, 2), (2, 4), (1, 2, 3), (6, 7) models
Y4n+1 = 1 (1)Y4n + 2 (1)Y4n1 + 4n+1
Y4n+2 = 2 (2)Y4n + 4 (2)Y4n2 + 4n+2
Y4n+3 = 1 (3)Y4n+2 + 2 (3)Y4n+1 + 3 (3)Y4n + 4n+3
Y4n+4 = 6 (4)Y4n2 + 7 (4)Y4n3 + 4n+4 ,
with the parameters

=1
=2
=3
=4

1
0.30
0
-0.80
0

(Universit de Bordeaux)

2
0.50
-0.65
0.30
0

3
0
0
0.35
0

4
0
0.50
0
0

5
0
0
0
0

Natural Resources Modeling - Vilnius

6
0
0
0
0.81

7
0
0
0
0.70
July 811, 2014

10 / 22

RA performs better than LS


Example
The estimation procedure is applied to 1000 independent simulations
with N = 300 observations by period.
Contamination
d =0
Parameters
1 (1) = 0.30
2 (1) = 0.50
2 (2) = 0.65
4 (2) = 0.50
1 (3) = 0.80
2 (3) = 0.30
3 (3) = 0.35
6 (4) = 0.81
7 (4) = 0.70

(Universit de Bordeaux)

Estimate

Mean

MSE

LS
RA
LS
RA
LS
RA
LS
RA
LS
RA
LS
RA
LS
RA
LS
RA
LS
RA

0.2999
0.2990
0.4988
0.4980
-0.6500
-0.6508
0.4992
0.4985
-0.8016
-0.8010
0.3006
0.2993
0.3493
0.3499
0.8099
0.8107
0.6991
0.6984

0.0317
0.0332
0.0243
0.0255
0.0331
0.0337
0.0349
0.0361
0.0431
0.0442
0.0378
0.0392
0.0385
0.0401
0.0352
0.0361
0.0371
0.0384

d =5

d = 10

Mean

MSE

Mean

0.2685
0.2887
0.4685
0.4893
-0.5809
-0.6326
0.4368
0.4800
-0.7171
-0.7957
0.2994
0.2964
0.3612
0.3432
0.6909
0.7827
0.5837
0.6708

0.0474
0.0355
0.0437
0.0289
0.0817
0.0405
0.0756
0.0431
0.1080
0.0487
0.0496
0.0422
0.0532
0.0432
0.1297
0.0482
0.1275
0.0514

0.2053
0.2849
0.4000
0.4876
-0.4457
-0.6278
0.3216
0.4761
-0.5731
-0.8044
0.2780
0.2946
0.3526
0.3381
0.4909
0.7751
0.3958
0.6656

Natural Resources Modeling - Vilnius

MSE

0.1051
0.0375
0.1109
0.0302
0.2161
0.0439
0.1872
0.0459
0.2572
0.0519
0.0772
0.0437
0.0860
0.0464
0.3291
0.0543
0.3132
0.0557

July 811, 2014

11 / 22

Selection criteria for PAR models


Parameters for one unspecified season can be estimated entirely
independently of the parameters of any other season.
1

The BIC criterion is used to obtain a separate criterion for each


period.
s
X
BIC(),
BIC =
=1

with

log(N)
p(),
N
where ns+ , denotes the residuals of the adjustment,
() is the
least squares estimators of (), and p() is the number of
autoregressive parameters in season .
BIC() = log
2 () +

Genetic algorithms

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

12 / 22

Genetic algorithms (GA)

GA are stochastic optimization algorithms based on natural selection


and genetic mechanisms.
Start with an initial population of potential solutions
(chromosomes) arbitrarily chosen.
Evaluate their relative performance (fitness).
Create a new population based on solutions taken from one
population using simple evolutionary operators : selection,
crossover and mutation. This new population will be better than
the old one.
Continue this cycle until finding a satisfactory solution.

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

13 / 22

String representation for chromosome


Identification is made period by period
For a given period, one gene is associated to each possible lag :
filling it with 1 if the parameter is free, and with 0 if the parameter
is constrained to zero.
For the model
Y4n+1 = 1 (1)Y4n + 2 (1)Y4n1 + 4n+1
the chromosome is chrs = (1100000)
For the model
Y4n+2 = 2 (2)Y4n + 4 (2)Y4n2 + 4n+2
the chromosome is chrs = (0101000)
The problem is reduced to the use of an independent GA for each
period.
The structure of the genetic algorithms depends on the choice of a
maximum possible order for each period.
(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

14 / 22

Simulations experiments
The selection algorithm is applied to 100 independent simulations with
N = 300 observations by period. Jump to model
The seasonal order vary from 0 to 15 (the length of the chromosome is
L = 15). The size of the GA population is Np = 40, the crossover
probability Pc = 0.8, the mutation probability Pm = 0.05, the number of
generations is Ng = 50 and the number of elite individuals is 1.
TABLE : Frequencies of correct model selection using GA algorithm for the
fourth season (random contamination)

d
d =0
d =5
d = 10

(Universit de Bordeaux)

Classic
GA

Robust
GA

0.93
0.51
0.16

0.90
0.87
0.87

Natural Resources Modeling - Vilnius

July 811, 2014

15 / 22

Garonne river time series

500

500

mc/s

1000

1500

2000

The time series of mean monthly flows of the Garonne river at


Tonneins, France from January 1959 to December 2010 include 624
observations.

1960

1970

1980

1990

2000

2010

year

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

16 / 22

1500

2000

1000

Garonne river flows

2500

3000

Detection of outliers

500

10

11

12

Period

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

17 / 22

Garonne identification
The last year or 12 observations are omitted from the data set. GA is
run for 50 generations with parameters L = 15, Np = 40, Pc = 0.8,
Pm = 0.05 and with one elite individual (giving 4 105 possible models)
=1
=2
=3
=4
=5
=6
=7
=8
=9
= 10
= 11
= 12

un-robust
(1,15)
(1,6)
(1)
(1)
(1)
(1)
(1,8)
(1)
(1)
(1,2,3,6,10,11)
(1,4,5,8,15)
(1,8,11)

robust
(1)
(1,6)
(1)
(1,10)
(1,4)
(1)
(1,8,11)
(1)
(1)
(1)
(1,4,5,8,15)
(1,8,11)

TABLE : Identified orders for Garonne river flows

(Universit de Bordeaux)

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July 811, 2014

18 / 22

800

Predictions over 2010

600

700

201011

201012

300

400

mc/s

500

200

100

201001

observed
robust forecast

forecast

201002

201003

201004

201005

201006

201007

201008

201009

201010

yearmonth

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

19 / 22

Predictions
To evaluate the forecast accuracy we compute the following
measures : mean absolute percentage error (MAPE), median absolute
percentage error (MdAPE), mean absolute error (MAE) and root mean
square error (RMSE).
Garonne
criterion unrobustified robustified
MAPE
26.847
22.543
MdAPE
28.374
16.745
MAE
94.305
93.240
RMSE
126.663
119.332
TABLE : Accuracy of forecasts of Garonne river flows.

These criteria have to be interpreted only as an indication to which


model perform better, but no statement can be made from this
comparison.
(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

20 / 22

Conclusion

an automatic method for identifying PAR models is proposed (that


brings together a LS estimation with a GA) ;
when there are outliers, the proposed robust estimators performed
better than the LS estimators ;
all the results were obtained in the multivariate case ;
future research is needed to analyse the impact of another types
of outliers (patches of outliers) ;

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

21 / 22

References

E. Ursu and J.C. Pereau (2014), Robust modeling of periodic


vector autoregressive time series (accepted to Journal of
Statistical Planning and Inference)
E. Ursu and K.F. Turkman (2012), Periodic autoregressive model
identification using genetic algorithms, Journal of Time Series
Analysis ;
M.G. Ben, E.J. Martinez and V. Yohai (1999), Robust estimation in
vector autoregressive moving-average models, Journal of Time
Series Analysis.

(Universit de Bordeaux)

Natural Resources Modeling - Vilnius

July 811, 2014

22 / 22

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