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tes are not described by unique values but rather by probability distributions deductive inductive or floating a deductive model is a logical structure based on a theory an inductive model arises from empirical findings and generalization from them the floating model rests on neither theory nor observation but is merely the invocation of expected structure application of mathematics in social sciences outside of economics has been criticized for unfounded models 3 application of catastrophe theory in science has been characterized as a floating model 4 strategic vs non strategic models used in game theory are different in a sense that they model agents with incompatible incentives such as competing species or bidders in an auction strategic models assume that players are autonomous decision makers who rationally choose actions that maximize their objective function a key challenge of using strategic models is defining and computing solution concepts such as nash equilibrium an interesting property of strategic models is that they separate reasoning about rules of the game from reasoning about behavior of the players 5 construction edit in business and engineering mathematical models may be used to maximize a certain output the system under consideration will require certain inputs the system relating inputs to outputs depends on other variables too decision variables state variables exogenous variables and random variables decision variables are sometimes known as independent variables exogenous variables are sometimes known as parameters or constants the variables are not independent of each other as the state variables are dependent on the decision input random and exogenous variables furthermore the output variables are dependent on the state of the system represented by the state variables objectives and constraints of the system and its users can be represented as functions of the output variables or state variables the objective functions will depend on the perspective of the model s user depending on the context an objective function is also known as an index of performance as it is some measure of interest to the user although there is no limit to the number of objective functions and constraints a model can have using or optimizing the model becomes more involved computationally as the number increases for example economists often apply linear algebra when using input output models complicated mathematical models that have many variables may be consolidated by use of vectors where one symbol represents several variables a priori information edit to analyse something with a typical black box approach only the behavior of the stimulus response will be accounted for to infer the unknown box the usual representation of this black box system is a data flow diagram centered in the box mathematical modeling problems are often classified into black box or white box models according to how much a priori information on the system is available a black box model is a system of which there is no a priori information available a white box model also called glass box or clear box is a system where all necessary information is available practically all systems are somewhere between the black box and white box models so this concept is useful only as an intuitive guide for deciding which approach to take usually it is preferable to use as much a priori information as possible to make the model more accurate therefore the white box models are usually considered easier because if you have used the information correctly then the model will behave correctly often the a priori information comes in forms of knowing the type of functions relating different variables for example if we make a model of how a medicine works in a human system we know that usually the amount of medicine in the blood is an exponentially decaying function but we are still left with several unknown parameters how rapidly does the medicine amount decay and what is the initial amount of medicine in blood this example is therefore not a completely white box model these parameters have to be estimated through some means before one can use the model in black box models one tries to estimate both the functional form of relations between variables and the numerical parameters in those functions using a priori information we could end up for example with a set of functions that probably could describe the system adequately if there is no a priori information we would try to use functions as general as possible to cover all different models an often used approach for black box models are neural networks which usually do not make assumptions about incoming data alternatively the narmax nonlinear autoregressive moving average model with exogenous inputs algorithms which were developed as part of nonlinear system identification 6 can be used to select the model terms determine the model structure and estimate the unknown parameters in the presence of correlated and nonlinear noise the advantage of narmax models compared to neural networks is that narmax produces models that can be written down and related to the underlying process whereas neural networks produce an approximation that is opaque subjective information edit sometimes it is useful to incorporate subjective information into a mathematical model this can be done based on intuition experience or expert opinion or based on convenience of mathematical form bayesian statistics provides a theoretical framework for incorporating such subjectivity into a rigorous analysis we specify a prior probability distribution which can be subjective and then update this distribution based on empirical data an example of when such approach would be necessary is a situation in which an experimenter bends a coin slightly and tosses it once recording whether it comes up heads and is then given the task of predicting the probability that the next flip comes up heads after bending the coin the true probability that the coin will come up heads is unknown so the experimenter would need to make a decision perhaps by looking at the shape of the coin about what prior distribution to use incorporation of such subjective information might be important to get an accurate estimate of the probability complexity edit in general model complexity involves a trade off between simplicity and accuracy of the model occam s razor is a principle particularly relevant to modeling its essential idea being that among models with roughly equal predictive power the simplest one is the most desirable while added complexity usually improves the realism of a model it can make the model difficult to understand and analyze and can also pose computational problems including numerical instability thomas kuhn argues that as science progresses explanations tend to become more complex before a paradigm shift offers radical simplification 7 for example when modeling the flight of an aircraft we could embed each mechanical part of the aircraft into our model and would thus acquire an almost white box model of the system however the computational cost of adding such a huge amount of detail would effectively inhibit the usage of such a model additionally the uncertainty would increase due to an overly complex system because each separate part induces some amount of variance into the model it is therefore usually appropriate to make some approximations to reduce the model to a sensible size engineers often can accept some approximations in order to get a more robust and simple model for example newton s classical mechanics is an approximated model of the real world still newton s model is quite sufficient for most ordinary life situations that is as long as particle speeds are well below the speed of light and we study macro particles only note that better accuracy does not necessarily mean a better model statistical models are prone to overfitting which means that a model is fitted to data too much and it has lost its ability to generalize to new events that were not observed before training and tuning edit any model which is not pure white box contains some parameters that can be used to fit the model to the system it is intended to describe if the modeling is done by an artificial neural network or other machine learning the optimization of parameters is called training while the optimization of model hyperparameters is called tuning and often uses cross validation 8 in more conventional modeling through explicitly given mathematical functions parameters are often determined by curve fitting citation needed model evaluation edit a crucial part of the modeling process is the evaluation of whether or not a given mathematical model describes a system accurately this question can be difficult to answer as it involves several different types of evaluation fit to empirical data edit usually the easiest part of model evaluation is checking whether a model fits experimental measurements or other empirical data in models with parameters a common approach to test this fit is to split the data into two disjoint subsets training data and verification data the training data are used to estimate the model parameters an accurate model will closely match the verification data even though these data were not used to set the model s parameters this practice is referred to as cross validation in statistics defining a metric to measure distances between observed and predicted data is a useful tool for assessing model fit in statistics decision theory and some economic models a loss function plays a similar role while it is rather straightforward to test the appropriateness of parameters it can be more difficult to test the validity of the general mathematical form of a model in general more mathematical tools have been developed to test the fit of statistical models than models involving differential equations tools from nonparametric statistics can sometimes be used to evaluate how well the data fit a known distribution or to come up with a general model that makes only minimal assumptions about the model s mathematical form scope of the model edit assessing the scope of a model that is determining what situations the model is applicable to can be less straightforward if the model was constructed based on a set of data one must determine for which systems or situations the known data is a typical set of data the question of whether the model describes well the properties of the system between data points is called interpolation and the same question for events or data points outside the observed data is called extrapolation as an example of the typical limitations of the scope of a model in evaluating newtonian classical mechanics we can note that newton made his measurements without advanced equipment so he could not measure properties of particles traveling at speeds close to the speed of light likewise he did not measure the movements of molecules and other small particles but macro particles only it is then not surprising that his model does not extrapolate well into these domains even though his model is quite sufficient for ordinary life physics philosophical considerations edit many types of modeling implicitly involve claims about causality this is usually but not always true of models involving differential equations as the purpose of modeling is to increase our understanding of the world the validity of a model rests not only on its fit to empirical observations but also on its ability to extrapolate to situations or data beyond those originally described in the model one can think of this as the differentiation between qualitative and quantitative predictions one can also argue that a model is worthless unless it provides some insight which goes beyond what is already known from direct investigation of the phenomenon being studied an example of such criticism is the argument that the mathematical models of optimal foraging theory do not offer insight that goes beyond the common sense conclusions of evolution and other basic principles of ecology 9 significance in the natural sciences edit mathematical models are of great importance in the natural sciences particularly in physics physical theories are almost invariably expressed using mathematical models throughout history more and more accurate mathematical models have been developed newton s laws accurately describe many everyday phenomena but at certain limits theory of relativity and quantum mechanics must be used it is common to use idealized models in physics to simplify things massless ropes point particles ideal gases and the particle in a box are among the many simplified models used in physics the laws of physics are represented with simple equations such as newton s laws maxwell s equations and the schrödinger equation these laws are a basis for making mathematical models of real situations many real situations are very complex and thus modeled approximate on a computer a model that is computationally feasible to compute is made from the basic laws or from approximate models made from the basic laws for example molecules can be modeled by molecular orbital models that are approximate solutions to the schrödinger equation in engineering physics models are often made by mathematical methods such as finite element analysis different mathematical models use different geometries that are not necessarily accurate descriptions of the geometry of the universe euclidean geometry is much used in classical physics while special relativity and general relativity are examples of theories that use geometries which are not euclidean some applications edit often when engineers analyze a system to be controlled or optimized they use a mathematical model in analysis engineers can build a descriptive model of the system as a hypothesis of how the system could work or try to estimate how an unforeseeable event could affect the system similarly in control of a system engineers can try out different control approaches in simulations a mathematical model usually describes a system by a set of variables and a set of equations that establish relationships between the variables variables may be of many types real or integer numbers boolean values or strings for example the variables represent some properties of the system for example the measured system outputs often in the form of signals timing data counters and event occurrence the actual model is the set of functions that describe the relations between the different variables examples edit one of the popular examples in computer science is the mathematical models of various machines an example is the deterministic finite automaton dfa which is defined as an abstract mathematical concept but due to the deterministic nature of a dfa it is implementable in hardware and software for solving various specific problems for example the following is a dfa m with a binary alphabet which req...
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