Sensitivity and significance of disease outcome measures in inflammatory bowel disease

In inflammatory bowel disease (IBD), proxy measures of clinical outcome are often collected into summary indices of qualitative self-rated disease markers, clinical observations, and quantitative biochemical analyses. In Crohn's disease (CD), a frequently used index is the Crohn's disease activity index (DCAI). This index consists of six qualitative variables and two quantitative variables. The aim of this presentation is to illustrate the use of this index to calculate its range, to estimate errors in the index, its sensitivity, and the number of significant steps in the index. The measure of sensitivity of the summary index was analyzed for the signal-to-noise ratio (SNR), the reference change value (RCV) and the confidence interval (CI). If identical errors were assumed in patient self-rated health and clinically judged disease manifestations, such as tumours and fistulas, the majority of the variance of the index was caused by the self-rated experience of health, the number of days over which the individual variable was rated, and the prognostic multiplier of each variable.The range of the index has no upper limit, but can be estimated to 403 units, of which patient self-rating of well-being account for up to one-third of the summary index maximal score range. The median signal noise measure of index sensitivity was 18 SDs. The two disease classification limits of 150 units for moderate disease and 450 for severe disease on average cover an interval of limit ±41.5 units vs. ±60.5 units. In judgments on change in clinical outcome the RCV interval of steps of 121 units are valid. Conclusion: Both variance and range of the CDAI summary score are primarily decided by the self-rated experience of well-being. Variables on disease signs have a minor impact on the index. Rating of the two important outcome parameters: Self-experienced health and medical outcome would favourably be given in two individual scores.Presented at the 10th Conference Quality in the Spotlight, March 2005, Antwerp, Belgium.     

Risk-averse stochastic optimal control: An efficiently computable statistical upper bound

In this paper, we discuss an application of the Stochastic Dual Dynamic Programming (SDDP) type algorithm to nested risk-averse formulations of Stochastic Optimal Control (SOC) problems. We propose a construction of a statistical upper bound for the optimal value of risk-averse SOC problems. This outlines an approach to a solution of a long standing problem in that area of research. The bound holds for a large class of convex and monotone conditional risk mappings. Finally, we show the validity of the statistical upper bound to solve a real-life stochastic hydro-thermal planning problem.     

Contractivity of Bellman operator in risk averse dynamic programming with infinite horizon

The paper deals with a risk averse dynamic programming problem with infinite horizon. First, the required assumptions are formulated to have the problem well defined. Then the Bellman equation is derived, which may be also seen as a standalone reinforcement learning problem. The fact that the Bellman operator is contraction is proved, guaranteeing convergence of various solution algorithms used for dynamic programming as well as reinforcement learning problems, which we demonstrate on the value iteration and the policy iteration algorithms.     

Multivariate dynamic modeling for Bayesian forecasting of business revenue

Forecasting enterprise-wide revenue is critical to many companies and presents several challenges and opportunities for significant business impact. This case study is based on model developments to address these challenges for forecasting in a large-scale retail company. Focused on multivariate revenue forecasting across collections of supermarkets and product categories, hierarchical dynamic models are natural: these are able to couple revenue streams in an integrated forecasting model, while allowing conditional decoupling to enable relevant and sensitive analysis together with scalable computation. Structured models exploit multi-scale modeling to cascade information on price and promotion activities as predictors relevant across categories and groups of stores. With a context-relevant focus on forecasting revenue 12 weeks ahead, the study highlights product categories that benefit from multi-scale information, defines insights into when, how, and why multivariate models improve forecast accuracy, and shows how cross-category dependencies can relate to promotion decisions in one category impacting others. Bayesian modeling developments underlying the case study are accessible in custom code for interested readers.     

基于实测荷载的铁路钢桁梁桥疲劳可靠性评估

为了对钢桁梁桥疲劳进行评估,引入可靠性理论,提出了基于实测荷载的桥梁疲劳可靠性评估方法。根据某铁路钢桁梁桥实测车辆荷载数据,建立了随机车辆荷载模型。并在考虑车辆荷载随机性的基础上,结合Monte-Carlo法与有限元,分析了钢桁梁桥构件疲劳应力谱,计算了构件疲劳可靠性随时间的变化,并探讨了车辆荷载及荷载效应变异性对构件疲劳可靠性的影响,最后采用β约界法与静力分析法对钢桁梁桥系统疲劳可靠性进行了研究。结果表明,基于随机车辆荷载的构件疲劳应力谱呈现单峰分布;构件疲劳可靠性随运营时间的增加而减小;车辆荷载的增长及荷载效应变异性的增加对构件疲劳可靠性影响较大,当车辆荷载增长率和等效应力变异系数分别增加到5%时,构件疲劳寿命大幅减小;β约界法结合静力分析法可快速确定钢桁梁桥失效模式,桥梁系统疲劳寿命小于构件疲劳寿命。总的来看,基于实测荷载的钢桁梁桥疲劳可靠性评估方法能有效地利用监测数据,对桥梁疲劳评估具有良好的适用性。     

Defect assessment procedure based on ductile tearing process

Strain hardening, crack growth resistance and nonuniform load distribution have significant effects on the ductile tearing process. A defect assessment procedure incorporating with the above features is proposed in the present paper, with the final appearance of “design curves” to facilitate engineering applications.     

青海哈那里滑坡稳定性研究

通过对哈那里滑坡工程地质勘察,查明了该滑坡由9个滑坡体共同组成,研究了各滑坡体的性质、特征和分类。在此基础上,按稳定性系数对哈那里滑坡稳定性进行了评价。     

泥石流风险及沟谷泥石流风险度评价

风险一词虽然已经广泛被科学家和经济学家所使用 ,但涉及到自然灾害的风险研究则还是 2 0世纪 80年代中后期的事。国内有关泥石流风险的探讨 ,更是 2 0世纪 90年代才初见端倪。国际上 ,泥石流风险评价至今仍然是前沿探索性领域和新兴的研究课题。基于联合国对自然灾害风险的定义及其定量表达 ,本文给出了泥石流“风险度 =危险度×易损度”这一数学命题的近似解。讨论了风险分级和不同风险等级的分布概率以及风险指南。以云南东川因民矿区黑山沟泥石流为例 ,对单沟泥石流风险度评价模型进行了示范应用     

Fatigue criteria for integrity assessment of long-span steel bridge with health monitoring

A structural health assessment (SHA) methodology is developed using data acquired from structural health monitoring (SHM) system installed on long-span bridges. A set of fatigue criteria has been proposed for pre-determining the global state of the bridge structure failure due to fatigue. This involves finding the threshold of fatigue initiation, below which the rate of fatigue damage may be undetectable under current technology or it is economically unfeasible. The state-of-art for large structures corresponds to the initiation of macro-cracks caused by the accumulation of damage generated by actual service loads for the case of bridges. In what follows, consideration is given to developing fatigue crack growth criterion based on the concept of the continuum damage mechanics (CDM). Fatigue accumulative is included in the model where a fatigue limit for multi-axial stress state is considered. The proposed criterion advocates the evolution of micro-crack growth up to the stage of macro-crack formulation. Considered are the loading histories that correspond to normal traffic loading for highways and railways, incidental or accident loadings such as those caused by typhoons and effective environmental loadings. The potential sites of damage are determined are discussed. The proposed criterion is applied to analyze the fatigue damage of the Tsing Ma Bridge with online strain history data acquired by the SHM system that is permanently installed in the bridge.     

套管磨损三维表面形貌恢复及其机理分析

在DCWT-1000型套管摩擦磨损试验机上进行了套管摩擦磨损试验,研究深井、超深井中"冲击-滑动"复合磨损对套管磨损行为的影响,采用三维表面形貌测试仪、光学显微镜及扫描电子显微镜观察分析了在不同载荷条件下套管磨损表面的微观结构和表面形貌,在此基础上对套管磨损表面进行了三维恢复并计算套管磨损表面的主要形貌参数,探讨了套管磨损表面的磨损机理.结果表明:套管的磨损性能与载荷有关;在不同载荷条件下,套管磨损表面的三维形貌具有不同特点,且主要的表面形貌参数与载荷呈现出较好的相关性,证明了三维形貌分析方法能够真实反映套管磨损表面的情况;当冲击载荷和频率不大时,套管的磨损机制以磨粒磨损为主,兼有粘着磨损,随着冲击载荷和频率增加,套管磨损表面出现明显粘着剥落和疲劳剥落迹象,并出现疲劳裂纹扩展和连通,套管的磨损机制向粘着磨损和疲劳磨损转化,磨损趋向严重.