• Title/Summary/Keyword: Stochastic modeling

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Modeling Virtual Ecosystems that Consist of Artificial Organisms and Their Environment (인공생명체와 그들을 둘러싸는 환경으로 구성 되어지는 가상생태계 모델링)

  • Lee, Sang-Hee
    • Korean Journal of Agricultural and Forest Meteorology
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    • v.12 no.2
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    • pp.122-131
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    • 2010
  • This paper introduces the concept of a virtual ecosystem and reports the following three mathematical approaches that could be widely used to construct such an ecosystem, along with examples: (1) a molecular dynamics simulation approach for animal flocking behavior, (2) a stochastic lattice model approach for termite colony behavior, and (3) a rule-based cellular automata approach for biofilm growth. The ecosystem considered in this study consists of artificial organisms and their environment. Each organism in the ecosystem is an agent that interacts autonomously with the dynamic environment, including the other organisms within it. The three types of model were successful to account for each corresponding ecosystem. In order to accurately mimic a natural ecosystem, a virtual ecosystem needs to take many ecological variables into account. However, doing so is likely to introduce excess complexity and nonlinearity in the analysis of the virtual ecosystem's dynamics. Nonetheless, the development of a virtual ecosystem is important, because it can provide possible explanations for various phenomena such as environmental disturbances and disasters, and can also give insights into ecological functions from an individual to a community level from a synthetic viewpoint. As an example of how lower and higher levels in an ecosystem can be connected, this paper also briefly discusses the application of the second model to the simulation of a termite ecosystem and the influence of climate change on the termite ecosystem.

Nonlinear Autoregressive Modeling of Southern Oscillation Index (비선형 자기회귀모형을 이용한 남방진동지수 시계열 분석)

  • Kwon, Hyun-Han;Moon, Young-Il
    • Journal of Korea Water Resources Association
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    • v.39 no.12 s.173
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    • pp.997-1012
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    • 2006
  • We have presented a nonparametric stochastic approach for the SOI(Southern Oscillation Index) series that used nonlinear methodology called Nonlinear AutoRegressive(NAR) based on conditional kernel density function and CAFPE(Corrected Asymptotic Final Prediction Error) lag selection. The fitted linear AR model represents heteroscedasticity, and besides, a BDS(Brock - Dechert - Sheinkman) statistics is rejected. Hence, we applied NAR model to the SOI series. We can identify the lags 1, 2 and 4 are appropriate one, and estimated conditional mean function. There is no autocorrelation of residuals in the Portmanteau Test. However, the null hypothesis of normality and no heteroscedasticity is rejected in the Jarque-Bera Test and ARCH-LM Test, respectively. Moreover, the lag selection for conditional standard deviation function with CAFPE provides lags 3, 8 and 9. As the results of conditional standard deviation analysis, all I.I.D assumptions of the residuals are accepted. Particularly, the BDS statistics is accepted at the 95% and 99% significance level. Finally, we split the SOI set into a sample for estimating themodel and a sample for out-of-sample prediction, that is, we conduct the one-step ahead forecasts for the last 97 values (15%). The NAR model shows a MSEP of 0.5464 that is 7% lower than those of the linear model. Hence, the relevance of the NAR model may be proved in these results, and the nonparametric NAR model is encouraging rather than a linear one to reflect the nonlinearity of SOI series.