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Sample records for linear model approach

  1. A BEHAVIORAL-APPROACH TO LINEAR EXACT MODELING

    ANTOULAS, AC; WILLEMS, JC

    1993-01-01

    The behavioral approach to system theory provides a parameter-free framework for the study of the general problem of linear exact modeling and recursive modeling. The main contribution of this paper is the solution of the (continuous-time) polynomial-exponential time series modeling problem. Both

  2. Linear mixed-effects modeling approach to FMRI group analysis.

    Chen, Gang; Saad, Ziad S; Britton, Jennifer C; Pine, Daniel S; Cox, Robert W

    2013-06-01

    Conventional group analysis is usually performed with Student-type t-test, regression, or standard AN(C)OVA in which the variance-covariance matrix is presumed to have a simple structure. Some correction approaches are adopted when assumptions about the covariance structure is violated. However, as experiments are designed with different degrees of sophistication, these traditional methods can become cumbersome, or even be unable to handle the situation at hand. For example, most current FMRI software packages have difficulty analyzing the following scenarios at group level: (1) taking within-subject variability into account when there are effect estimates from multiple runs or sessions; (2) continuous explanatory variables (covariates) modeling in the presence of a within-subject (repeated measures) factor, multiple subject-grouping (between-subjects) factors, or the mixture of both; (3) subject-specific adjustments in covariate modeling; (4) group analysis with estimation of hemodynamic response (HDR) function by multiple basis functions; (5) various cases of missing data in longitudinal studies; and (6) group studies involving family members or twins. Here we present a linear mixed-effects modeling (LME) methodology that extends the conventional group analysis approach to analyze many complicated cases, including the six prototypes delineated above, whose analyses would be otherwise either difficult or unfeasible under traditional frameworks such as AN(C)OVA and general linear model (GLM). In addition, the strength of the LME framework lies in its flexibility to model and estimate the variance-covariance structures for both random effects and residuals. The intraclass correlation (ICC) values can be easily obtained with an LME model with crossed random effects, even at the presence of confounding fixed effects. The simulations of one prototypical scenario indicate that the LME modeling keeps a balance between the control for false positives and the sensitivity

  3. A Dynamic Linear Modeling Approach to Public Policy Change

    Loftis, Matthew; Mortensen, Peter Bjerre

    2017-01-01

    Theories of public policy change, despite their differences, converge on one point of strong agreement. The relationship between policy and its causes can and does change over time. This consensus yields numerous empirical implications, but our standard analytical tools are inadequate for testing...... them. As a result, the dynamic and transformative relationships predicted by policy theories have been left largely unexplored in time-series analysis of public policy. This paper introduces dynamic linear modeling (DLM) as a useful statistical tool for exploring time-varying relationships in public...... policy. The paper offers a detailed exposition of the DLM approach and illustrates its usefulness with a time series analysis of U.S. defense policy from 1957-2010. The results point the way for a new attention to dynamics in the policy process and the paper concludes with a discussion of how...

  4. Linear Models

    Searle, Shayle R

    2012-01-01

    This 1971 classic on linear models is once again available--as a Wiley Classics Library Edition. It features material that can be understood by any statistician who understands matrix algebra and basic statistical methods.

  5. A new approach to modeling linear accelerator systems

    Gillespie, G.H.; Hill, B.W.; Jameson, R.A.

    1994-01-01

    A novel computer code is being developed to generate system level designs of radiofrequency ion accelerators with specific applications to machines of interest to Accelerator Driven Transmutation Technologies (ADTT). The goal of the Accelerator System Model (ASM) code is to create a modeling and analysis tool that is easy to use, automates many of the initial design calculations, supports trade studies used in accessing alternate designs and yet is flexible enough to incorporate new technology concepts as they emerge. Hardware engineering parameters and beam dynamics are to be modeled at comparable levels of fidelity. Existing scaling models of accelerator subsystems were used to produce a prototype of ASM (version 1.0) working within the Shell for Particle Accelerator Related Code (SPARC) graphical user interface. A small user group has been testing and evaluating the prototype for about a year. Several enhancements and improvements are now being developed. The current version of ASM is described and examples of the modeling and analysis capabilities are illustrated. The results of an example study, for an accelerator concept typical of ADTT applications, is presented and sample displays from the computer interface are shown

  6. Wireless Positioning Based on a Segment-Wise Linear Approach for Modeling the Target Trajectory

    Figueiras, Joao; Pedersen, Troels; Schwefel, Hans-Peter

    2008-01-01

    Positioning solutions in infrastructure-based wireless networks generally operate by exploiting the channel information of the links between the Wireless Devices and fixed networking Access Points. The major challenge of such solutions is the modeling of both the noise properties of the channel...... measurements and the user mobility patterns. One class of typical human being movement patterns is the segment-wise linear approach, which is studied in this paper. Current tracking solutions, such as the Constant Velocity model, hardly handle such segment-wise linear patterns. In this paper we propose...... a segment-wise linear model, called the Drifting Points model. The model results in an increased performance when compared with traditional solutions....

  7. Dynamics and control of quadcopter using linear model predictive control approach

    Islam, M.; Okasha, M.; Idres, M. M.

    2017-12-01

    This paper investigates the dynamics and control of a quadcopter using the Model Predictive Control (MPC) approach. The dynamic model is of high fidelity and nonlinear, with six degrees of freedom that include disturbances and model uncertainties. The control approach is developed based on MPC to track different reference trajectories ranging from simple ones such as circular to complex helical trajectories. In this control technique, a linearized model is derived and the receding horizon method is applied to generate the optimal control sequence. Although MPC is computer expensive, it is highly effective to deal with the different types of nonlinearities and constraints such as actuators’ saturation and model uncertainties. The MPC parameters (control and prediction horizons) are selected by trial-and-error approach. Several simulation scenarios are performed to examine and evaluate the performance of the proposed control approach using MATLAB and Simulink environment. Simulation results show that this control approach is highly effective to track a given reference trajectory.

  8. State space model extraction of thermohydraulic systems – Part I: A linear graph approach

    Uren, K.R.; Schoor, G. van

    2013-01-01

    Thermohydraulic simulation codes are increasingly making use of graphical design interfaces. The user can quickly and easily design a thermohydraulic system by placing symbols on the screen resembling system components. These components can then be connected to form a system representation. Such system models may then be used to obtain detailed simulations of the physical system. Usually this kind of simulation models are too complex and not ideal for control system design. Therefore, a need exists for automated techniques to extract lumped parameter models useful for control system design. The goal of this first paper, in a two part series, is to propose a method that utilises a graphical representation of a thermohydraulic system, and a lumped parameter modelling approach, to extract state space models. In this methodology each physical domain of the thermohydraulic system is represented by a linear graph. These linear graphs capture the interaction between all components within and across energy domains – hydraulic, thermal and mechanical. These linear graphs are analysed using a graph-theoretic approach to derive reduced order state space models. These models capture the dominant dynamics of the thermohydraulic system and are ideal for control system design purposes. The proposed state space model extraction method is demonstrated by considering a U-tube system. A non-linear state space model is extracted representing both the hydraulic and thermal domain dynamics of the system. The simulated state space model is compared with a Flownex ® model of the U-tube. Flownex ® is a validated systems thermal-fluid simulation software package. - Highlights: • A state space model extraction methodology based on graph-theoretic concepts. • An energy-based approach to consider multi-domain systems in a common framework. • Allow extraction of transparent (white-box) state space models automatically. • Reduced order models containing only independent state

  9. Valid statistical approaches for analyzing sholl data: Mixed effects versus simple linear models.

    Wilson, Machelle D; Sethi, Sunjay; Lein, Pamela J; Keil, Kimberly P

    2017-03-01

    The Sholl technique is widely used to quantify dendritic morphology. Data from such studies, which typically sample multiple neurons per animal, are often analyzed using simple linear models. However, simple linear models fail to account for intra-class correlation that occurs with clustered data, which can lead to faulty inferences. Mixed effects models account for intra-class correlation that occurs with clustered data; thus, these models more accurately estimate the standard deviation of the parameter estimate, which produces more accurate p-values. While mixed models are not new, their use in neuroscience has lagged behind their use in other disciplines. A review of the published literature illustrates common mistakes in analyses of Sholl data. Analysis of Sholl data collected from Golgi-stained pyramidal neurons in the hippocampus of male and female mice using both simple linear and mixed effects models demonstrates that the p-values and standard deviations obtained using the simple linear models are biased downwards and lead to erroneous rejection of the null hypothesis in some analyses. The mixed effects approach more accurately models the true variability in the data set, which leads to correct inference. Mixed effects models avoid faulty inference in Sholl analysis of data sampled from multiple neurons per animal by accounting for intra-class correlation. Given the widespread practice in neuroscience of obtaining multiple measurements per subject, there is a critical need to apply mixed effects models more widely. Copyright © 2017 Elsevier B.V. All rights reserved.

  10. Model structure learning: A support vector machine approach for LPV linear-regression models

    Toth, R.; Laurain, V.; Zheng, W-X.; Poolla, K.

    2011-01-01

    Accurate parametric identification of Linear Parameter-Varying (LPV) systems requires an optimal prior selection of a set of functional dependencies for the parametrization of the model coefficients. Inaccurate selection leads to structural bias while over-parametrization results in a variance

  11. Generating synthetic wave climates for coastal modelling: a linear mixed modelling approach

    Thomas, C.; Lark, R. M.

    2013-12-01

    Numerical coastline morphological evolution models require wave climate properties to drive morphological change through time. Wave climate properties (typically wave height, period and direction) may be temporally fixed, culled from real wave buoy data, or allowed to vary in some way defined by a Gaussian or other pdf. However, to examine sensitivity of coastline morphologies to wave climate change, it seems desirable to be able to modify wave climate time series from a current to some new state along a trajectory, but in a way consistent with, or initially conditioned by, the properties of existing data, or to generate fully synthetic data sets with realistic time series properties. For example, mean or significant wave height time series may have underlying periodicities, as revealed in numerous analyses of wave data. Our motivation is to develop a simple methodology to generate synthetic wave climate time series that can change in some stochastic way through time. We wish to use such time series in a coastline evolution model to test sensitivities of coastal landforms to changes in wave climate over decadal and centennial scales. We have worked initially on time series of significant wave height, based on data from a Waverider III buoy located off the coast of Yorkshire, England. The statistical framework for the simulation is the linear mixed model. The target variable, perhaps after transformation (Box-Cox), is modelled as a multivariate Gaussian, the mean modelled as a function of a fixed effect, and two random components, one of which is independently and identically distributed (iid) and the second of which is temporally correlated. The model was fitted to the data by likelihood methods. We considered the option of a periodic mean, the period either fixed (e.g. at 12 months) or estimated from the data. We considered two possible correlation structures for the second random effect. In one the correlation decays exponentially with time. In the second

  12. A generalized linear factor model approach to the hierarchical framework for responses and response times.

    Molenaar, Dylan; Tuerlinckx, Francis; van der Maas, Han L J

    2015-05-01

    We show how the hierarchical model for responses and response times as developed by van der Linden (2007), Fox, Klein Entink, and van der Linden (2007), Klein Entink, Fox, and van der Linden (2009), and Glas and van der Linden (2010) can be simplified to a generalized linear factor model with only the mild restriction that there is no hierarchical model at the item side. This result is valuable as it enables all well-developed modelling tools and extensions that come with these methods. We show that the restriction we impose on the hierarchical model does not influence parameter recovery under realistic circumstances. In addition, we present two illustrative real data analyses to demonstrate the practical benefits of our approach. © 2014 The British Psychological Society.

  13. A non-linear state space approach to model groundwater fluctuations

    Berendrecht, W.L.; Heemink, A.W.; Geer, F.C. van; Gehrels, J.C.

    2006-01-01

    A non-linear state space model is developed for describing groundwater fluctuations. Non-linearity is introduced by modeling the (unobserved) degree of water saturation of the root zone. The non-linear relations are based on physical concepts describing the dependence of both the actual

  14. The SR Approach: a new Estimation Method for Non-Linear and Non-Gaussian Dynamic Term Structure Models

    Andreasen, Martin Møller; Christensen, Bent Jesper

    This paper suggests a new and easy approach to estimate linear and non-linear dynamic term structure models with latent factors. We impose no distributional assumptions on the factors and they may therefore be non-Gaussian. The novelty of our approach is to use many observables (yields or bonds p...

  15. linear-quadratic-linear model

    Tanwiwat Jaikuna

    2017-02-01

    Full Text Available Purpose: To develop an in-house software program that is able to calculate and generate the biological dose distribution and biological dose volume histogram by physical dose conversion using the linear-quadratic-linear (LQL model. Material and methods : The Isobio software was developed using MATLAB version 2014b to calculate and generate the biological dose distribution and biological dose volume histograms. The physical dose from each voxel in treatment planning was extracted through Computational Environment for Radiotherapy Research (CERR, and the accuracy was verified by the differentiation between the dose volume histogram from CERR and the treatment planning system. An equivalent dose in 2 Gy fraction (EQD2 was calculated using biological effective dose (BED based on the LQL model. The software calculation and the manual calculation were compared for EQD2 verification with pair t-test statistical analysis using IBM SPSS Statistics version 22 (64-bit. Results: Two and three-dimensional biological dose distribution and biological dose volume histogram were displayed correctly by the Isobio software. Different physical doses were found between CERR and treatment planning system (TPS in Oncentra, with 3.33% in high-risk clinical target volume (HR-CTV determined by D90%, 0.56% in the bladder, 1.74% in the rectum when determined by D2cc, and less than 1% in Pinnacle. The difference in the EQD2 between the software calculation and the manual calculation was not significantly different with 0.00% at p-values 0.820, 0.095, and 0.593 for external beam radiation therapy (EBRT and 0.240, 0.320, and 0.849 for brachytherapy (BT in HR-CTV, bladder, and rectum, respectively. Conclusions : The Isobio software is a feasible tool to generate the biological dose distribution and biological dose volume histogram for treatment plan evaluation in both EBRT and BT.

  16. Mamdani-Fuzzy Modeling Approach for Quality Prediction of Non-Linear Laser Lathing Process

    Sivaraos; Khalim, A. Z.; Salleh, M. S.; Sivakumar, D.; Kadirgama, K.

    2018-03-01

    Lathing is a process to fashioning stock materials into desired cylindrical shapes which usually performed by traditional lathe machine. But, the recent rapid advancements in engineering materials and precision demand gives a great challenge to the traditional method. The main drawback of conventional lathe is its mechanical contact which brings to the undesirable tool wear, heat affected zone, finishing, and dimensional accuracy especially taper quality in machining of stock with high length to diameter ratio. Therefore, a novel approach has been devised to investigate in transforming a 2D flatbed CO2 laser cutting machine into 3D laser lathing capability as an alternative solution. Three significant design parameters were selected for this experiment, namely cutting speed, spinning speed, and depth of cut. Total of 24 experiments were performed with eight (8) sequential runs where they were then replicated three (3) times. The experimental results were then used to establish Mamdani - Fuzzy predictive model where it yields the accuracy of more than 95%. Thus, the proposed Mamdani - Fuzzy modelling approach is found very much suitable and practical for quality prediction of non-linear laser lathing process for cylindrical stocks of 10mm diameter.

  17. A Linear Programming Approach to Complex Games: An Application to Nuclear Exchange Models

    Oelrich, I

    2002-01-01

    .... Like the MESA model, the exchange is cast in terms of game theory, using linear approximations and an optimal allocation defined by a user-specified objective function Solutions are better using...

  18. An Ionospheric Index Model based on Linear Regression and Neural Network Approaches

    Tshisaphungo, Mpho; McKinnell, Lee-Anne; Bosco Habarulema, John

    2017-04-01

    The ionosphere is well known to reflect radio wave signals in the high frequency (HF) band due to the present of electron and ions within the region. To optimise the use of long distance HF communications, it is important to understand the drivers of ionospheric storms and accurately predict the propagation conditions especially during disturbed days. This paper presents the development of an ionospheric storm-time index over the South African region for the application of HF communication users. The model will result into a valuable tool to measure the complex ionospheric behaviour in an operational space weather monitoring and forecasting environment. The development of an ionospheric storm-time index is based on a single ionosonde station data over Grahamstown (33.3°S,26.5°E), South Africa. Critical frequency of the F2 layer (foF2) measurements for a period 1996-2014 were considered for this study. The model was developed based on linear regression and neural network approaches. In this talk validation results for low, medium and high solar activity periods will be discussed to demonstrate model's performance.

  19. INTRODUCTION TO A COMBINED MULTIPLE LINEAR REGRESSION AND ARMA MODELING APPROACH FOR BEACH BACTERIA PREDICTION

    Due to the complexity of the processes contributing to beach bacteria concentrations, many researchers rely on statistical modeling, among which multiple linear regression (MLR) modeling is most widely used. Despite its ease of use and interpretation, there may be time dependence...

  20. A note on probabilistic models over strings: the linear algebra approach.

    Bouchard-Côté, Alexandre

    2013-12-01

    Probabilistic models over strings have played a key role in developing methods that take into consideration indels as phylogenetically informative events. There is an extensive literature on using automata and transducers on phylogenies to do inference on these probabilistic models, in which an important theoretical question is the complexity of computing the normalization of a class of string-valued graphical models. This question has been investigated using tools from combinatorics, dynamic programming, and graph theory, and has practical applications in Bayesian phylogenetics. In this work, we revisit this theoretical question from a different point of view, based on linear algebra. The main contribution is a set of results based on this linear algebra view that facilitate the analysis and design of inference algorithms on string-valued graphical models. As an illustration, we use this method to give a new elementary proof of a known result on the complexity of inference on the "TKF91" model, a well-known probabilistic model over strings. Compared to previous work, our proving method is easier to extend to other models, since it relies on a novel weak condition, triangular transducers, which is easy to establish in practice. The linear algebra view provides a concise way of describing transducer algorithms and their compositions, opens the possibility of transferring fast linear algebra libraries (for example, based on GPUs), as well as low rank matrix approximation methods, to string-valued inference problems.

  1. Wavelet-linear genetic programming: A new approach for modeling monthly streamflow

    Ravansalar, Masoud; Rajaee, Taher; Kisi, Ozgur

    2017-06-01

    The streamflows are important and effective factors in stream ecosystems and its accurate prediction is an essential and important issue in water resources and environmental engineering systems. A hybrid wavelet-linear genetic programming (WLGP) model, which includes a discrete wavelet transform (DWT) and a linear genetic programming (LGP) to predict the monthly streamflow (Q) in two gauging stations, Pataveh and Shahmokhtar, on the Beshar River at the Yasuj, Iran were used in this study. In the proposed WLGP model, the wavelet analysis was linked to the LGP model where the original time series of streamflow were decomposed into the sub-time series comprising wavelet coefficients. The results were compared with the single LGP, artificial neural network (ANN), a hybrid wavelet-ANN (WANN) and Multi Linear Regression (MLR) models. The comparisons were done by some of the commonly utilized relevant physical statistics. The Nash coefficients (E) were found as 0.877 and 0.817 for the WLGP model, for the Pataveh and Shahmokhtar stations, respectively. The comparison of the results showed that the WLGP model could significantly increase the streamflow prediction accuracy in both stations. Since, the results demonstrate a closer approximation of the peak streamflow values by the WLGP model, this model could be utilized for the simulation of cumulative streamflow data prediction in one month ahead.

  2. A nested observation and model approach to non linear groundwater surface water interactions.

    van der Velde, Y.; Rozemeijer, J. C.; de Rooij, G. H.

    2009-04-01

    Surface water quality measurements in The Netherlands are scattered in time and space. Therefore, water quality status and its variations and trends are difficult to determine. In order to reach the water quality goals according to the European Water Framework Directive, we need to improve our understanding of the dynamics of surface water quality and the processes that affect it. In heavily drained lowland catchment groundwater influences the discharge towards the surface water network in many complex ways. Especially a strong seasonal contracting and expanding system of discharging ditches and streams affects discharge and solute transport. At a tube drained field site the tube drain flux and the combined flux of all other flow routes toward a stretch of 45 m of surface water have been measured for a year. Also the groundwater levels at various locations in the field and the discharge at two nested catchment scales have been monitored. The unique reaction of individual flow routes on rainfall events at the field site allowed us to separate the discharge at a 4 ha catchment and at a 6 km2 into flow route contributions. The results of this nested experimental setup combined with the results of a distributed hydrological model has lead to the formulation of a process model approach that focuses on the spatial variability of discharge generation driven by temporal and spatial variations in groundwater levels. The main idea of this approach is that discharge is not generated by catchment average storages or groundwater heads, but is mainly generated by points scale extremes i.e. extreme low permeability, extreme high groundwater heads or extreme low surface elevations, all leading to catchment discharge. We focused on describing the spatial extremes in point scale storages and this led to a simple and measurable expression that governs the non-linear groundwater surface water interaction. We will present the analysis of the field site data to demonstrate the potential

  3. A differential-geometric approach to generalized linear models with grouped predictors

    Augugliaro, Luigi; Mineo, Angelo M.; Wit, Ernst C.

    We propose an extension of the differential-geometric least angle regression method to perform sparse group inference in a generalized linear model. An efficient algorithm is proposed to compute the solution curve. The proposed group differential-geometric least angle regression method has important

  4. Modeling the influence of storms on sand wave formation : A linear stability approach

    Campmans, G.H.P.; Roos, P.C.; de Vriend, H.J.; Hulscher, S.J.M.H.

    2017-01-01

    We present an idealized process-based morphodynamic model to study the effect of storms on sand wave formation. To this end, we include wind waves, wind-driven flow and, in addition to bed load transport, suspended load sediment transport. A linear stability analysis is applied to systematically

  5. Linear models with R

    Faraway, Julian J

    2014-01-01

    A Hands-On Way to Learning Data AnalysisPart of the core of statistics, linear models are used to make predictions and explain the relationship between the response and the predictors. Understanding linear models is crucial to a broader competence in the practice of statistics. Linear Models with R, Second Edition explains how to use linear models in physical science, engineering, social science, and business applications. The book incorporates several improvements that reflect how the world of R has greatly expanded since the publication of the first edition.New to the Second EditionReorganiz

  6. An Introduction to the Hybrid Approach of Neural Networks and the Linear Regression Model : An Illustration in the Hedonic Pricing Model of Building Costs

    浅野, 美代子; マーコ, ユー K.W.

    2007-01-01

    This paper introduces the hybrid approach of neural networks and linear regression model proposed by Asano and Tsubaki (2003). Neural networks are often credited with its superiority in data consistency whereas the linear regression model provides simple interpretation of the data enabling researchers to verify their hypotheses. The hybrid approach aims at combing the strengths of these two well-established statistical methods. A step-by-step procedure for performing the hybrid approach is pr...

  7. Linear models in matrix form a hands-on approach for the behavioral sciences

    Brown, Jonathon D

    2014-01-01

    This textbook is an approachable introduction to statistical analysis using matrix algebra. Prior knowledge of matrix algebra is not necessary. Advanced topics are easy to follow through analyses that were performed on an open-source spreadsheet using a few built-in functions. These topics include ordinary linear regression, as well as maximum likelihood estimation, matrix decompositions, nonparametric smoothers and penalized cubic splines. Each data set (1) contains a limited number of observations to encourage readers to do the calculations themselves, and (2) tells a coherent story based on statistical significance and confidence intervals. In this way, students will learn how the numbers were generated and how they can be used to make cogent arguments about everyday matters. This textbook is designed for use in upper level undergraduate courses or first year graduate courses. The first chapter introduces students to linear equations, then covers matrix algebra, focusing on three essential operations: sum ...

  8. Foundations of linear and generalized linear models

    Agresti, Alan

    2015-01-01

    A valuable overview of the most important ideas and results in statistical analysis Written by a highly-experienced author, Foundations of Linear and Generalized Linear Models is a clear and comprehensive guide to the key concepts and results of linear statistical models. The book presents a broad, in-depth overview of the most commonly used statistical models by discussing the theory underlying the models, R software applications, and examples with crafted models to elucidate key ideas and promote practical model building. The book begins by illustrating the fundamentals of linear models,

  9. Dimension of linear models

    Høskuldsson, Agnar

    1996-01-01

    Determination of the proper dimension of a given linear model is one of the most important tasks in the applied modeling work. We consider here eight criteria that can be used to determine the dimension of the model, or equivalently, the number of components to use in the model. Four of these cri......Determination of the proper dimension of a given linear model is one of the most important tasks in the applied modeling work. We consider here eight criteria that can be used to determine the dimension of the model, or equivalently, the number of components to use in the model. Four...... the basic problems in determining the dimension of linear models. Then each of the eight measures are treated. The results are illustrated by examples....

  10. Optimal Decision-Making in Fuzzy Economic Order Quantity (EOQ Model under Restricted Space: A Non-Linear Programming Approach

    M. Pattnaik

    2013-08-01

    Full Text Available In this paper the concept of fuzzy Non-Linear Programming Technique is applied to solve an economic order quantity (EOQ model under restricted space. Since various types of uncertainties and imprecision are inherent in real inventory problems they are classically modeled using the approaches from the probability theory. However, there are uncertainties that cannot be appropriately treated by usual probabilistic models. The questions how to define inventory optimization tasks in such environment how to interpret optimal solutions arise. This paper allows the modification of the Single item EOQ model in presence of fuzzy decision making process where demand is related to the unit price and the setup cost varies with the quantity produced/Purchased. This paper considers the modification of objective function and storage area in the presence of imprecisely estimated parameters. The model is developed for the problem by employing different modeling approaches over an infinite planning horizon. It incorporates all concepts of a fuzzy arithmetic approach, the quantity ordered and the demand per unit compares both fuzzy non linear and other models. Investigation of the properties of an optimal solution allows developing an algorithm whose validity is illustrated through an example problem and ugh MATLAB (R2009a version software, the two and three dimensional diagrams are represented to the application. Sensitivity analysis of the optimal solution is also studied with respect to changes in different parameter values and to draw managerial insights of the decision problem.

  11. An integrated approach to engineering curricula improvement with multi-objective decision modeling and linear programming

    Shea, John E.

    The structure of engineering curricula currently in place at most colleges and universities has existed since the early 1950's, and reflects an historical emphasis on a solid foundation in math, science, and engineering science. However, there is often not a close match between elements of the traditional engineering education, and the skill sets that graduates need to possess for success in the industrial environment. Considerable progress has been made to restructure engineering courses and curricula. What is lacking, however, are tools and methodologies that incorporate the many dimensions of college courses, and how they are structured to form a curriculum. If curriculum changes are to be made, the first objective must be to determine what knowledge and skills engineering graduates need to possess. To accomplish this, a set of engineering competencies was developed from existing literature, and used in the development of a comprehensive mail survey of alumni, employers, students and faculty. Respondents proposed some changes to the topics in the curriculum and recommended that work to improve the curriculum be focused on communication, problem solving and people skills. The process of designing a curriculum is similar to engineering design, with requirements that must be met, and objectives that must be optimized. From this similarity came the idea for developing a linear, additive, multi-objective model that identifies the objectives that must be considered when designing a curriculum, and contains the mathematical relationships necessary to quantify the value of a specific alternative. The model incorporates the three primary objectives of engineering topics, skills, and curriculum design principles and uses data from the survey. It was used to design new courses, to evaluate various curricula alternatives, and to conduct sensitivity analysis to better understand their differences. Using the multi-objective model to identify the highest scoring curriculum

  12. Fuzzy parametric uncertainty analysis of linear dynamical systems: A surrogate modeling approach

    Chowdhury, R.; Adhikari, S.

    2012-10-01

    Uncertainty propagation engineering systems possess significant computational challenges. This paper explores the possibility of using correlated function expansion based metamodelling approach when uncertain system parameters are modeled using Fuzzy variables. In particular, the application of High-Dimensional Model Representation (HDMR) is proposed for fuzzy finite element analysis of dynamical systems. The HDMR expansion is a set of quantitative model assessment and analysis tools for capturing high-dimensional input-output system behavior based on a hierarchy of functions of increasing dimensions. The input variables may be either finite-dimensional (i.e., a vector of parameters chosen from the Euclidean space RM) or may be infinite-dimensional as in the function space CM[0,1]. The computational effort to determine the expansion functions using the alpha cut method scales polynomially with the number of variables rather than exponentially. This logic is based on the fundamental assumption underlying the HDMR representation that only low-order correlations among the input variables are likely to have significant impacts upon the outputs for most high-dimensional complex systems. The proposed method is integrated with a commercial Finite Element software. Modal analysis of a simplified aircraft wing with Fuzzy parameters has been used to illustrate the generality of the proposed approach. In the numerical examples, triangular membership functions have been used and the results have been validated against direct Monte Carlo simulations.

  13. Time-History Seismic Analysis of Masonry Buildings: A Comparison between Two Non-Linear Modelling Approaches

    Michele Betti

    2015-05-01

    Full Text Available The paper presents a comparison between two numerical modelling approaches employed to investigate the seismic behavior of unreinforced masonry buildings with flexible diaphragms. The comparison is performed analyzing a two-story prototype tested on a shaking table at the CNR-ENEA research center of Casaccia (Italy. The first numerical model was built by using the finite element (FE technique, while the second one was built by a simplified macro-element (ME approach. Both models were employed to perform non-linear dynamic analyses, integrating the equations of motion by step-by-step procedures. The shaking table tests were simulated to analyze the behavior of the prototype from the initial elastic state until the development of extensive damage. The main results of the analyses are discussed and critically compared in terms of engineering parameters, such as accelerations, displacements and base shears. The effectiveness of both models within the investigated typology of buildings is then evaluated in depth.

  14. Factors influencing the occupational injuries of physical therapists in Taiwan: A hierarchical linear model approach.

    Tao, Yu-Hui; Wu, Yu-Lung; Huang, Wan-Yun

    2017-01-01

    The evidence literature suggests that physical therapy practitioners are subjected to a high probability of acquiring work-related injuries, but only a few studies have specifically investigated Taiwanese physical therapy practitioners. This study was conducted to determine the relationships among individual and group hospital-level factors that contribute to the medical expenses for the occupational injuries of physical therapy practitioners in Taiwan. Physical therapy practitioners in Taiwan with occupational injuries were selected from the 2013 National Health Insurance Research Databases (NHIRD). The age, gender, job title, hospitals attributes, and outpatient data of physical therapy practitioners who sustained an occupational injury in 2013 were obtained with SAS 9.3. SPSS 20.0 and HLM 7.01 were used to conduct descriptive and hierarchical linear model analyses, respectively. The job title of physical therapy practitioners at the individual level and the hospital type at the group level exert positive effects on per person medical expenses. Hospital hierarchy moderates the individual-level relationships of age and job title with the per person medical expenses. Considering that age, job title, and hospital hierarchy affect medical expenses for the occupational injuries of physical therapy practitioners, we suggest strengthening related safety education and training and elevating the self-awareness of the risk of occupational injuries of physical therapy practitioners to reduce and prevent the occurrence of such injuries.

  15. Straight line fitting and predictions: On a marginal likelihood approach to linear regression and errors-in-variables models

    Christiansen, Bo

    2015-04-01

    Linear regression methods are without doubt the most used approaches to describe and predict data in the physical sciences. They are often good first order approximations and they are in general easier to apply and interpret than more advanced methods. However, even the properties of univariate regression can lead to debate over the appropriateness of various models as witnessed by the recent discussion about climate reconstruction methods. Before linear regression is applied important choices have to be made regarding the origins of the noise terms and regarding which of the two variables under consideration that should be treated as the independent variable. These decisions are often not easy to make but they may have a considerable impact on the results. We seek to give a unified probabilistic - Bayesian with flat priors - treatment of univariate linear regression and prediction by taking, as starting point, the general errors-in-variables model (Christiansen, J. Clim., 27, 2014-2031, 2014). Other versions of linear regression can be obtained as limits of this model. We derive the likelihood of the model parameters and predictands of the general errors-in-variables model by marginalizing over the nuisance parameters. The resulting likelihood is relatively simple and easy to analyze and calculate. The well known unidentifiability of the errors-in-variables model is manifested as the absence of a well-defined maximum in the likelihood. However, this does not mean that probabilistic inference can not be made; the marginal likelihoods of model parameters and the predictands have, in general, well-defined maxima. We also include a probabilistic version of classical calibration and show how it is related to the errors-in-variables model. The results are illustrated by an example from the coupling between the lower stratosphere and the troposphere in the Northern Hemisphere winter.

  16. Dimension of linear models

    Høskuldsson, Agnar

    1996-01-01

    Determination of the proper dimension of a given linear model is one of the most important tasks in the applied modeling work. We consider here eight criteria that can be used to determine the dimension of the model, or equivalently, the number of components to use in the model. Four...... the basic problems in determining the dimension of linear models. Then each of the eight measures are treated. The results are illustrated by examples....... of these criteria are widely used ones, while the remaining four are ones derived from the H-principle of mathematical modeling. Many examples from practice show that the criteria derived from the H-principle function better than the known and popular criteria for the number of components. We shall briefly review...

  17. Modeling the thermal behavior of fluid flow inside channels using an artificial locally linear neuro-fuzzy approach

    Azadeh Hashemian

    2008-06-01

    Full Text Available Enhanced surface heat exchangers are commonly used all worldwide. If applicable, due to their complicated geometry, simulating corrugated plate heat exchangers is a time-consuming process. In the present study, first we simulate the heat transfer in a sharp V-shape corrugation cell with constant temperature walls; then, we use a Locally Linear Neuro-Fuzzy method based on a radial basis function (RBFs to model the temperature field in the whole channel. New approach is developed to deal with fast computational and low memory resources that can be used with the largest available data sets. The purpose of the research is to reveal the advantages of proposed Neuro-Fuzzy model as a powerful modeling system designed for predicting and to make a fair comparison between it and the successful FLUENT simulated approaches in its best structures.

  18. Linear and Generalized Linear Mixed Models and Their Applications

    Jiang, Jiming

    2007-01-01

    This book covers two major classes of mixed effects models, linear mixed models and generalized linear mixed models, and it presents an up-to-date account of theory and methods in analysis of these models as well as their applications in various fields. The book offers a systematic approach to inference about non-Gaussian linear mixed models. Furthermore, it has included recently developed methods, such as mixed model diagnostics, mixed model selection, and jackknife method in the context of mixed models. The book is aimed at students, researchers and other practitioners who are interested

  19. Non linear viscoelastic models

    Agerkvist, Finn T.

    2011-01-01

    Viscoelastic eects are often present in loudspeaker suspensions, this can be seen in the displacement transfer function which often shows a frequency dependent value below the resonance frequency. In this paper nonlinear versions of the standard linear solid model (SLS) are investigated....... The simulations show that the nonlinear version of the Maxwell SLS model can result in a time dependent small signal stiness while the Kelvin Voight version does not....

  20. A novel approach for epipolar resampling of cross-track linear pushbroom imagery using orbital parameters model

    Jannati, Mojtaba; Valadan Zoej, Mohammad Javad; Mokhtarzade, Mehdi

    2018-03-01

    This paper presents a novel approach to epipolar resampling of cross-track linear pushbroom imagery using orbital parameters model (OPM). The backbone of the proposed method relies on modification of attitude parameters of linear array stereo imagery in such a way to parallelize the approximate conjugate epipolar lines (ACELs) with the instantaneous base line (IBL) of the conjugate image points (CIPs). Afterward, a complementary rotation is applied in order to parallelize all the ACELs throughout the stereo imagery. The new estimated attitude parameters are evaluated based on the direction of the IBL and the ACELs. Due to the spatial and temporal variability of the IBL (respectively changes in column and row numbers of the CIPs) and nonparallel nature of the epipolar lines in the stereo linear images, some polynomials in the both column and row numbers of the CIPs are used to model new attitude parameters. As the instantaneous position of sensors remains fix, the digital elevation model (DEM) of the area of interest is not required in the resampling process. According to the experimental results obtained from two pairs of SPOT and RapidEye stereo imagery with a high elevation relief, the average absolute values of remained vertical parallaxes of CIPs in the normalized images were obtained 0.19 and 0.28 pixels respectively, which confirm the high accuracy and applicability of the proposed method.

  1. Modelling the turbulent transport of angular momentum in tokamak plasmas - A quasi-linear gyrokinetic approach

    Cottier, Pierre

    2013-01-01

    The magnetic confinement in tokamaks is for now the most advanced way towards energy production by nuclear fusion. Both theoretical and experimental studies showed that rotation generation can increase its performance by reducing the turbulent transport in tokamak plasmas. The rotation influence on the heat and particle fluxes is studied along with the angular momentum transport with the quasi-linear gyro-kinetic eigenvalue code QuaLiKiz. For this purpose, the QuaLiKiz code is modified in order to take the plasma rotation into account and compute the angular momentum flux. It is shown that QuaLiKiz framework is able to correctly predict the angular momentum flux including the E*B shear induced residual stress as well as the influence of rotation on the heat and particle fluxes. The major approximations of QuaLiKiz formalisms are reviewed, in particular the ballooning representation at its lowest order and the eigenfunctions calculated in the hydrodynamic limit. The construction of the quasi-linear fluxes is also reviewed in details and the quasi-linear angular momentum flux is derived. The different contributions to the turbulent momentum flux are studied and successfully compared both against non-linear gyro-kinetic simulations and experimental data. (author) [fr

  2. Assessing multiscale complexity of short heart rate variability series through a model-based linear approach

    Porta, Alberto; Bari, Vlasta; Ranuzzi, Giovanni; De Maria, Beatrice; Baselli, Giuseppe

    2017-09-01

    We propose a multiscale complexity (MSC) method assessing irregularity in assigned frequency bands and being appropriate for analyzing the short time series. It is grounded on the identification of the coefficients of an autoregressive model, on the computation of the mean position of the poles generating the components of the power spectral density in an assigned frequency band, and on the assessment of its distance from the unit circle in the complex plane. The MSC method was tested on simulations and applied to the short heart period (HP) variability series recorded during graded head-up tilt in 17 subjects (age from 21 to 54 years, median = 28 years, 7 females) and during paced breathing protocols in 19 subjects (age from 27 to 35 years, median = 31 years, 11 females) to assess the contribution of time scales typical of the cardiac autonomic control, namely in low frequency (LF, from 0.04 to 0.15 Hz) and high frequency (HF, from 0.15 to 0.5 Hz) bands to the complexity of the cardiac regulation. The proposed MSC technique was compared to a traditional model-free multiscale method grounded on information theory, i.e., multiscale entropy (MSE). The approach suggests that the reduction of HP variability complexity observed during graded head-up tilt is due to a regularization of the HP fluctuations in LF band via a possible intervention of sympathetic control and the decrement of HP variability complexity observed during slow breathing is the result of the regularization of the HP variations in both LF and HF bands, thus implying the action of physiological mechanisms working at time scales even different from that of respiration. MSE did not distinguish experimental conditions at time scales larger than 1. Over a short time series MSC allows a more insightful association between cardiac control complexity and physiological mechanisms modulating cardiac rhythm compared to a more traditional tool such as MSE.

  3. Influence of linear-energy-dependent density of states on two-band superconductors: Three-square-well model approach

    Ogbuu, O.A.; Abah, O.C.; Asomba, G.C.; Okoye, C.M.I.

    2011-01-01

    We derived the transition temperature and the isotope exponent of two-band superconductor. We employed Bogoliubov-Valatin formalism assuming a three-square-well potential. The effect of linear-energy-dependent electronic DOS in superconductors is considered. The relevance of the studies to MgB 2 is analyzed. We have derived the expressions for the transition temperature and the isotope effect exponent within the framework of Bogoliubov-Valatin two-band formalism using a linear-energy-dependent electronic density of states assuming a three-square-well potentials model. Our results show that the approach could be used to account for a wide range of values of the transition temperature and isotope effect exponent. The relevance of the present calculations to MgB 2 is analyzed.

  4. Parameterized Linear Longitudinal Airship Model

    Kulczycki, Eric; Elfes, Alberto; Bayard, David; Quadrelli, Marco; Johnson, Joseph

    2010-01-01

    A parameterized linear mathematical model of the longitudinal dynamics of an airship is undergoing development. This model is intended to be used in designing control systems for future airships that would operate in the atmospheres of Earth and remote planets. Heretofore, the development of linearized models of the longitudinal dynamics of airships has been costly in that it has been necessary to perform extensive flight testing and to use system-identification techniques to construct models that fit the flight-test data. The present model is a generic one that can be relatively easily specialized to approximate the dynamics of specific airships at specific operating points, without need for further system identification, and with significantly less flight testing. The approach taken in the present development is to merge the linearized dynamical equations of an airship with techniques for estimation of aircraft stability derivatives, and to thereby make it possible to construct a linearized dynamical model of the longitudinal dynamics of a specific airship from geometric and aerodynamic data pertaining to that airship. (It is also planned to develop a model of the lateral dynamics by use of the same methods.) All of the aerodynamic data needed to construct the model of a specific airship can be obtained from wind-tunnel testing and computational fluid dynamics

  5. A comparative study of generalized linear mixed modelling and artificial neural network approach for the joint modelling of survival and incidence of Dengue patients in Sri Lanka

    Hapugoda, J. C.; Sooriyarachchi, M. R.

    2017-09-01

    Survival time of patients with a disease and the incidence of that particular disease (count) is frequently observed in medical studies with the data of a clustered nature. In many cases, though, the survival times and the count can be correlated in a way that, diseases that occur rarely could have shorter survival times or vice versa. Due to this fact, joint modelling of these two variables will provide interesting and certainly improved results than modelling these separately. Authors have previously proposed a methodology using Generalized Linear Mixed Models (GLMM) by joining the Discrete Time Hazard model with the Poisson Regression model to jointly model survival and count model. As Aritificial Neural Network (ANN) has become a most powerful computational tool to model complex non-linear systems, it was proposed to develop a new joint model of survival and count of Dengue patients of Sri Lanka by using that approach. Thus, the objective of this study is to develop a model using ANN approach and compare the results with the previously developed GLMM model. As the response variables are continuous in nature, Generalized Regression Neural Network (GRNN) approach was adopted to model the data. To compare the model fit, measures such as root mean square error (RMSE), absolute mean error (AME) and correlation coefficient (R) were used. The measures indicate the GRNN model fits the data better than the GLMM model.

  6. Introducing linear functions: an alternative statistical approach

    Nolan, Caroline; Herbert, Sandra

    2015-12-01

    The introduction of linear functions is the turning point where many students decide if mathematics is useful or not. This means the role of parameters and variables in linear functions could be considered to be `threshold concepts'. There is recognition that linear functions can be taught in context through the exploration of linear modelling examples, but this has its limitations. Currently, statistical data is easily attainable, and graphics or computer algebra system (CAS) calculators are common in many classrooms. The use of this technology provides ease of access to different representations of linear functions as well as the ability to fit a least-squares line for real-life data. This means these calculators could support a possible alternative approach to the introduction of linear functions. This study compares the results of an end-of-topic test for two classes of Australian middle secondary students at a regional school to determine if such an alternative approach is feasible. In this study, test questions were grouped by concept and subjected to concept by concept analysis of the means of test results of the two classes. This analysis revealed that the students following the alternative approach demonstrated greater competence with non-standard questions.

  7. A variational integrators approach to second order modeling and identification of linear mechanical systems

    Bruschetta, M.; Saccon, A.; Picci, G.

    2014-01-01

    The theory of variational integration provides a systematic procedure to discretize the equations of motion of a mechanical system, preserving key properties of the continuous time flow. The discrete-time model obtained by variational integration theory inherits structural conditions which in

  8. Modelling of Non-Linear Pilot Disinfection Water System: A Bond Graph Approach

    Naoufel ZITOUNI

    2012-08-01

    Full Text Available The ultraviolet (UV irradiations are used to solve the bacteriological problem of the drinking water quality. A discharge-gas lamp is used to produce this type of irradiation. The UV lamp is fed by photovoltaic (PV energy via electronic ballast composed by an inverter, a transformer and resonant circuit (RLC. The aim of this work is to give a useful global model of the system. In particular, we introduce the complicated UV lamp model and the water disinfection kinetics, where the radiant energy flux emitted by the discharge-gas lamp and the arc voltage are a complex functions of the current and time. This system is intended to be mainly used in rural zones, the photovoltaic modules as source of energy is an adequate solution. To optimise the power transfer from the PV array to ballast and UV lamp, a Maximum Power Point Tracking (MPPT device may be located between PV array and the loads. In this paper, we developed a bond-graph model which gives the water quality from UV flow, gas type, pressure, lamp current and geometrical characteristic. Finally reliable simulations are established and compared with experimental tests.

  9. Linear stochastic systems a geometric approach to modeling, estimation and identification

    Lindquist, Anders

    2015-01-01

    This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are important in the engineering and applied sciences. The foundational issues regarding stationary processes dealt with in the beginning of the book have a long history, starting in the 1940s with the work of Kolmogorov, Wiener, Cramér and his students, in particular Wold, and have since been refined and complemented by many others. Problems concerning the filtering and modeling of stationary random signals and systems have also been addressed and studied, fostered by the advent of modern digital computers, since the fundamental work of R.E. Kalman in the early 1960s. The book offers a unified and logically consistent view of the subject based on simple ideas from Hilbert space geometry and coordinate-free thinking. In this framework, the concepts of stochastic state space and state space modeling, based on the notion of the conditional independence of pas...

  10. A perturbative approach to mass-generation - the non-linear sigma model

    Davis, A.C.; Nahm, W.

    1985-01-01

    A calculational scheme is presented to include non-perturbative effects into the perturbation expansion. As an example we use the O(N + 1) sigma model. The scheme uses a natural parametrisation such that the lagrangian can be written in a form normal-ordered with respect to the O(N + 1) symmetric vacuum plus vacuum expectation values, the latter calculated by symmetry alone. Including such expectation values automatically leads to the inclusion of a mass-gap in the perturbation series. (orig.)

  11. Linear systems a measurement based approach

    Bhattacharyya, S P; Mohsenizadeh, D N

    2014-01-01

    This brief presents recent results obtained on the analysis, synthesis and design of systems described by linear equations. It is well known that linear equations arise in most branches of science and engineering as well as social, biological and economic systems. The novelty of this approach is that no models of the system are assumed to be available, nor are they required. Instead, a few measurements made on the system can be processed strategically to directly extract design values that meet specifications without constructing a model of the system, implicitly or explicitly. These new concepts are illustrated by applying them to linear DC and AC circuits, mechanical, civil and hydraulic systems, signal flow block diagrams and control systems. These applications are preliminary and suggest many open problems. The results presented in this brief are the latest effort in this direction and the authors hope these will lead to attractive alternatives to model-based design of engineering and other systems.

  12. Experimental Approaches at Linear Colliders

    Jaros, John A

    2002-01-01

    Precision measurements have played a vital role in our understanding of elementary particle physics. Experiments performed using e + e - collisions have contributed an essential part. Recently, the precision measurements at LEP and SLC have probed the standard model at the quantum level and severely constrained the mass of the Higgs boson [1]. Coupled with the limits on the Higgs mass from direct searches [2], this enables the mass to be constrained to be in the range 115-205 GeV. Developments in accelerator R and D have matured to the point where one could contemplate construction of a linear collider with initial energy in the 500 GeV range and a credible upgrade path to ∼ 1 TeV. Now is therefore the correct time to critically evaluate the case for such a facility

  13. An SDP Approach for Multiperiod Mixed 0–1 Linear Programming Models with Stochastic Dominance Constraints for Risk Management

    Escudero, Laureano F.; Monge, Juan Francisco; Morales, Dolores Romero

    2015-01-01

    In this paper we consider multiperiod mixed 0–1 linear programming models under uncertainty. We propose a risk averse strategy using stochastic dominance constraints (SDC) induced by mixed-integer linear recourse as the risk measure. The SDC strategy extends the existing literature to the multist...

  14. A primer on linear models

    Monahan, John F

    2008-01-01

    Preface Examples of the General Linear Model Introduction One-Sample Problem Simple Linear Regression Multiple Regression One-Way ANOVA First Discussion The Two-Way Nested Model Two-Way Crossed Model Analysis of Covariance Autoregression Discussion The Linear Least Squares Problem The Normal Equations The Geometry of Least Squares Reparameterization Gram-Schmidt Orthonormalization Estimability and Least Squares Estimators Assumptions for the Linear Mean Model Confounding, Identifiability, and Estimability Estimability and Least Squares Estimators F

  15. Multicollinearity in hierarchical linear models.

    Yu, Han; Jiang, Shanhe; Land, Kenneth C

    2015-09-01

    This study investigates an ill-posed problem (multicollinearity) in Hierarchical Linear Models from both the data and the model perspectives. We propose an intuitive, effective approach to diagnosing the presence of multicollinearity and its remedies in this class of models. A simulation study demonstrates the impacts of multicollinearity on coefficient estimates, associated standard errors, and variance components at various levels of multicollinearity for finite sample sizes typical in social science studies. We further investigate the role multicollinearity plays at each level for estimation of coefficient parameters in terms of shrinkage. Based on these analyses, we recommend a top-down method for assessing multicollinearity in HLMs that first examines the contextual predictors (Level-2 in a two-level model) and then the individual predictors (Level-1) and uses the results for data collection, research problem redefinition, model re-specification, variable selection and estimation of a final model. Copyright © 2015 Elsevier Inc. All rights reserved.

  16. Proposing a New Approach for Supplier Selection Based on Kraljic’s Model Using FMEA and Integer Linear Programming

    S. Mohammad Arabzad

    2012-06-01

    Full Text Available In recent years, numerous methods have been proposed to deal with supplier evaluation and selection problem, but a point which has been usually neglected by researchers is the role of purchasing items. The aim of this paper is to propose an integrated approach to select suppliers and allocate orders on the basis of the nature of the purchasing items which means that this issue plays an important role in supplier selection and order allocation. Therefore, items are first categorized according to the Kraljic’s model by the use of FMEA technique. Then, suppliers are categorized and evaluated in four phases with respect to different types of purchasing items (Strategic, Bottleneck, Leverage and Routine. Finally, an integer linear programming is utilized to allocate purchasing orders to suppliers. Furthermore, an empirical example is conducted to illustrate the stage of proposed approach. Results imply that ranking of suppliers and allocation of purchasing items based on the nature of purchasing items will create more capabilities in managing purchasing items and suppliers .

  17. Composite Linear Models | Division of Cancer Prevention

    By Stuart G. Baker The composite linear models software is a matrix approach to compute maximum likelihood estimates and asymptotic standard errors for models for incomplete multinomial data. It implements the method described in Baker SG. Composite linear models for incomplete multinomial data. Statistics in Medicine 1994;13:609-622. The software includes a library of thirty

  18. Multivariate covariance generalized linear models

    Bonat, W. H.; Jørgensen, Bent

    2016-01-01

    are fitted by using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of types of response variables and covariance structures, including multivariate extensions......We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link...... function combined with a matrix linear predictor involving known matrices. The method is motivated by three data examples that are not easily handled by existing methods. The first example concerns multivariate count data, the second involves response variables of mixed types, combined with repeated...

  19. Dynamic Linear Models with R

    Campagnoli, Patrizia; Petris, Giovanni

    2009-01-01

    State space models have gained tremendous popularity in as disparate fields as engineering, economics, genetics and ecology. Introducing general state space models, this book focuses on dynamic linear models, emphasizing their Bayesian analysis. It illustrates the fundamental steps needed to use dynamic linear models in practice, using R package.

  20. Simultaneous retrieval of aerosols and ocean properties: A classic inverse modeling approach. I. Analytic Jacobians from the linearized CAO-DISORT model

    Spurr, Robert; Stamnes, Knut; Eide, Hans; Li Wei; Zhang Kexin; Stamnes, Jakob

    2007-01-01

    In this paper and the sequel, we investigate the application of classic inverse methods based on iterative least-squares cost-function minimization to the simultaneous retrieval of aerosol and ocean properties from visible and near infrared spectral radiance measurements such as those from the SeaWiFS and MODIS instruments. Radiance measurements at the satellite are simulated directly using an accurate coupled atmosphere-ocean-discrete-ordinate radiative transfer (CAO-DISORT) code as the main component of the forward model. For this kind of cost-function inverse problem, we require the forward model to generate weighting functions (radiance partial derivatives) with respect to the aerosol and marine properties to be retrieved, and to other model parameters which are sources of error in the retrievals. In this paper, we report on the linearization of the CAO-DISORT model. This linearization provides a complete analytic differentiation of the coupled-media radiative transfer theory, and it allows the model to generate analytic weighting functions for any atmospheric or marine parameter. For high solar zenith angles, we give an implementation of the pseudo-spherical (P-S) approach to solar beam attenuation in the atmosphere in the linearized model. We summarize a number of performance enhancements such as the use of an exact single-scattering calculation to improve accuracy. We derive inherent optical property inputs for the linearized CAO-DISORT code for a simple 2-parameter bio-optical model for the marine environment coupled to a 2-parameter bimodal atmospheric aerosol medium

  1. New insights into the nature of cerebellar-dependent eyeblink conditioning deficits in schizophrenia: A hierarchical linear modeling approach

    Amanda R Bolbecker

    2016-01-01

    Full Text Available Evidence of cerebellar dysfunction in schizophrenia has mounted over the past several decades, emerging from neuroimaging, neuropathological, and behavioral studies. Consistent with these findings, cerebellar-dependent delay eyeblink conditioning (dEBC deficits have been identified in schizophrenia. While repeated measures analysis of variance (ANOVA is traditionally used to analyze dEBC data, hierarchical linear modeling (HLM more reliably describes change over time by accounting for the dependence in repeated measures data. This analysis approach is well suited to dEBC data analysis because it has less restrictive assumptions and allows unequal variances. The current study examined dEBC measured with electromyography in a single-cue tone paradigm in an age-matched sample of schizophrenia participants and healthy controls (N=56 per group using HLM. Subjects participated in 90 trials (10 blocks of dEBC, during which a 400 ms tone co-terminated with a 50 ms air puff delivered to the left eye. Each block also contained 1 tone-alone trial. The resulting block averages of dEBC data were fitted to a 3-parameter logistic model in HLM, revealing significant differences between schizophrenia and control groups on asymptote and inflection point, but not slope. These findings suggest that while the learning rate is not significantly different compared to controls, associative learning begins to level off later and a lower ultimate level of associative learning is achieved in schizophrenia. Given the large sample size in the present study, HLM may provide a more nuanced and definitive analysis of differences between schizophrenia and controls on dEBC.

  2. A land use regression model for ambient ultrafine particles in Montreal, Canada: A comparison of linear regression and a machine learning approach.

    Weichenthal, Scott; Ryswyk, Keith Van; Goldstein, Alon; Bagg, Scott; Shekkarizfard, Maryam; Hatzopoulou, Marianne

    2016-04-01

    Existing evidence suggests that ambient ultrafine particles (UFPs) (regression model for UFPs in Montreal, Canada using mobile monitoring data collected from 414 road segments during the summer and winter months between 2011 and 2012. Two different approaches were examined for model development including standard multivariable linear regression and a machine learning approach (kernel-based regularized least squares (KRLS)) that learns the functional form of covariate impacts on ambient UFP concentrations from the data. The final models included parameters for population density, ambient temperature and wind speed, land use parameters (park space and open space), length of local roads and rail, and estimated annual average NOx emissions from traffic. The final multivariable linear regression model explained 62% of the spatial variation in ambient UFP concentrations whereas the KRLS model explained 79% of the variance. The KRLS model performed slightly better than the linear regression model when evaluated using an external dataset (R(2)=0.58 vs. 0.55) or a cross-validation procedure (R(2)=0.67 vs. 0.60). In general, our findings suggest that the KRLS approach may offer modest improvements in predictive performance compared to standard multivariable linear regression models used to estimate spatial variations in ambient UFPs. However, differences in predictive performance were not statistically significant when evaluated using the cross-validation procedure. Crown Copyright © 2015. Published by Elsevier Inc. All rights reserved.

  3. A comparison of approaches for simultaneous inference of fixed effects for multiple outcomes using linear mixed models

    Jensen, Signe Marie; Ritz, Christian

    2018-01-01

    Longitudinal studies with multiple outcomes often pose challenges for the statistical analysis. A joint model including all outcomes has the advantage of incorporating the simultaneous behavior but is often difficult to fit due to computational challenges. We consider 2 alternative approaches to ......, pairwise fitting shows a larger loss in efficiency than the marginal models approach. Using an alternative to the joint modelling strategy will lead to some but not necessarily a large loss of efficiency for small sample sizes....

  4. Introduction to generalized linear models

    Dobson, Annette J

    2008-01-01

    Introduction Background Scope Notation Distributions Related to the Normal Distribution Quadratic Forms Estimation Model Fitting Introduction Examples Some Principles of Statistical Modeling Notation and Coding for Explanatory Variables Exponential Family and Generalized Linear Models Introduction Exponential Family of Distributions Properties of Distributions in the Exponential Family Generalized Linear Models Examples Estimation Introduction Example: Failure Times for Pressure Vessels Maximum Likelihood Estimation Poisson Regression Example Inference Introduction Sampling Distribution for Score Statistics Taylor Series Approximations Sampling Distribution for MLEs Log-Likelihood Ratio Statistic Sampling Distribution for the Deviance Hypothesis Testing Normal Linear Models Introduction Basic Results Multiple Linear Regression Analysis of Variance Analysis of Covariance General Linear Models Binary Variables and Logistic Regression Probability Distributions ...

  5. A new approach to modeling temperature-related mortality: Non-linear autoregressive models with exogenous input.

    Lee, Cameron C; Sheridan, Scott C

    2018-07-01

    Temperature-mortality relationships are nonlinear, time-lagged, and can vary depending on the time of year and geographic location, all of which limits the applicability of simple regression models in describing these associations. This research demonstrates the utility of an alternative method for modeling such complex relationships that has gained recent traction in other environmental fields: nonlinear autoregressive models with exogenous input (NARX models). All-cause mortality data and multiple temperature-based data sets were gathered from 41 different US cities, for the period 1975-2010, and subjected to ensemble NARX modeling. Models generally performed better in larger cities and during the winter season. Across the US, median absolute percentage errors were 10% (ranging from 4% to 15% in various cities), the average improvement in the r-squared over that of a simple persistence model was 17% (6-24%), and the hit rate for modeling spike days in mortality (>80th percentile) was 54% (34-71%). Mortality responded acutely to hot summer days, peaking at 0-2 days of lag before dropping precipitously, and there was an extended mortality response to cold winter days, peaking at 2-4 days of lag and dropping slowly and continuing for multiple weeks. Spring and autumn showed both of the aforementioned temperature-mortality relationships, but generally to a lesser magnitude than what was seen in summer or winter. When compared to distributed lag nonlinear models, NARX model output was nearly identical. These results highlight the applicability of NARX models for use in modeling complex and time-dependent relationships for various applications in epidemiology and environmental sciences. Copyright © 2018 Elsevier Inc. All rights reserved.

  6. (Non) linear regression modelling

    Cizek, P.; Gentle, J.E.; Hardle, W.K.; Mori, Y.

    2012-01-01

    We will study causal relationships of a known form between random variables. Given a model, we distinguish one or more dependent (endogenous) variables Y = (Y1,…,Yl), l ∈ N, which are explained by a model, and independent (exogenous, explanatory) variables X = (X1,…,Xp),p ∈ N, which explain or

  7. Comparing linear probability model coefficients across groups

    Holm, Anders; Ejrnæs, Mette; Karlson, Kristian Bernt

    2015-01-01

    of the following three components: outcome truncation, scale parameters and distributional shape of the predictor variable. These results point to limitations in using linear probability model coefficients for group comparisons. We also provide Monte Carlo simulations and real examples to illustrate......This article offers a formal identification analysis of the problem in comparing coefficients from linear probability models between groups. We show that differences in coefficients from these models can result not only from genuine differences in effects, but also from differences in one or more...... these limitations, and we suggest a restricted approach to using linear probability model coefficients in group comparisons....

  8. Explorative methods in linear models

    Høskuldsson, Agnar

    2004-01-01

    The author has developed the H-method of mathematical modeling that builds up the model by parts, where each part is optimized with respect to prediction. Besides providing with better predictions than traditional methods, these methods provide with graphic procedures for analyzing different feat...... features in data. These graphic methods extend the well-known methods and results of Principal Component Analysis to any linear model. Here the graphic procedures are applied to linear regression and Ridge Regression....

  9. Generalized, Linear, and Mixed Models

    McCulloch, Charles E; Neuhaus, John M

    2011-01-01

    An accessible and self-contained introduction to statistical models-now in a modernized new editionGeneralized, Linear, and Mixed Models, Second Edition provides an up-to-date treatment of the essential techniques for developing and applying a wide variety of statistical models. The book presents thorough and unified coverage of the theory behind generalized, linear, and mixed models and highlights their similarities and differences in various construction, application, and computational aspects.A clear introduction to the basic ideas of fixed effects models, random effects models, and mixed m

  10. Modeling digital switching circuits with linear algebra

    Thornton, Mitchell A

    2014-01-01

    Modeling Digital Switching Circuits with Linear Algebra describes an approach for modeling digital information and circuitry that is an alternative to Boolean algebra. While the Boolean algebraic model has been wildly successful and is responsible for many advances in modern information technology, the approach described in this book offers new insight and different ways of solving problems. Modeling the bit as a vector instead of a scalar value in the set {0, 1} allows digital circuits to be characterized with transfer functions in the form of a linear transformation matrix. The use of transf

  11. A linear programming approach to reconstructing subcellular structures from confocal images for automated generation of representative 3D cellular models.

    Wood, Scott T; Dean, Brian C; Dean, Delphine

    2013-04-01

    This paper presents a novel computer vision algorithm to analyze 3D stacks of confocal images of fluorescently stained single cells. The goal of the algorithm is to create representative in silico model structures that can be imported into finite element analysis software for mechanical characterization. Segmentation of cell and nucleus boundaries is accomplished via standard thresholding methods. Using novel linear programming methods, a representative actin stress fiber network is generated by computing a linear superposition of fibers having minimum discrepancy compared with an experimental 3D confocal image. Qualitative validation is performed through analysis of seven 3D confocal image stacks of adherent vascular smooth muscle cells (VSMCs) grown in 2D culture. The presented method is able to automatically generate 3D geometries of the cell's boundary, nucleus, and representative F-actin network based on standard cell microscopy data. These geometries can be used for direct importation and implementation in structural finite element models for analysis of the mechanics of a single cell to potentially speed discoveries in the fields of regenerative medicine, mechanobiology, and drug discovery. Copyright © 2012 Elsevier B.V. All rights reserved.

  12. Nonlinear Modeling by Assembling Piecewise Linear Models

    Yao, Weigang; Liou, Meng-Sing

    2013-01-01

    To preserve nonlinearity of a full order system over a parameters range of interest, we propose a simple modeling approach by assembling a set of piecewise local solutions, including the first-order Taylor series terms expanded about some sampling states. The work by Rewienski and White inspired our use of piecewise linear local solutions. The assembly of these local approximations is accomplished by assigning nonlinear weights, through radial basis functions in this study. The efficacy of the proposed procedure is validated for a two-dimensional airfoil moving at different Mach numbers and pitching motions, under which the flow exhibits prominent nonlinear behaviors. All results confirm that our nonlinear model is accurate and stable for predicting not only aerodynamic forces but also detailed flowfields. Moreover, the model is robustness-accurate for inputs considerably different from the base trajectory in form and magnitude. This modeling preserves nonlinearity of the problems considered in a rather simple and accurate manner.

  13. Valuing a gas-fired power plant: A comparison of ordinary linear models, regime-switching approaches, and models with stochastic volatility

    Heydari, Somayeh; Siddiqui, Afzal

    2010-01-01

    Energy prices are often highly volatile with unexpected spikes. Capturing these sudden spikes may lead to more informed decision-making in energy investments, such as valuing gas-fired power plants, than ignoring them. In this paper, non-linear regime-switching models and models with mean-reverting stochastic volatility are compared with ordinary linear models. The study is performed using UK electricity and natural gas daily spot prices and suggests that with the aim of valuing a gas-fired power plant with and without operational flexibility, non-linear models with stochastic volatility, specifically for logarithms of electricity prices, provide better out-of-sample forecasts than both linear models and regime-switching models.

  14. Linear regression crash prediction models : issues and proposed solutions.

    2010-05-01

    The paper develops a linear regression model approach that can be applied to : crash data to predict vehicle crashes. The proposed approach involves novice data aggregation : to satisfy linear regression assumptions; namely error structure normality ...

  15. Sparse Linear Identifiable Multivariate Modeling

    Henao, Ricardo; Winther, Ole

    2011-01-01

    and bench-marked on artificial and real biological data sets. SLIM is closest in spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in inference, Bayesian network structure learning and model comparison. Experimentally, SLIM performs equally well or better than LiNGAM with comparable......In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully...

  16. Plateletpheresis efficiency and mathematical correction of software-derived platelet yield prediction: A linear regression and ROC modeling approach.

    Jaime-Pérez, José Carlos; Jiménez-Castillo, Raúl Alberto; Vázquez-Hernández, Karina Elizabeth; Salazar-Riojas, Rosario; Méndez-Ramírez, Nereida; Gómez-Almaguer, David

    2017-10-01

    Advances in automated cell separators have improved the efficiency of plateletpheresis and the possibility of obtaining double products (DP). We assessed cell processor accuracy of predicted platelet (PLT) yields with the goal of a better prediction of DP collections. This retrospective proof-of-concept study included 302 plateletpheresis procedures performed on a Trima Accel v6.0 at the apheresis unit of a hematology department. Donor variables, software predicted yield and actual PLT yield were statistically evaluated. Software prediction was optimized by linear regression analysis and its optimal cut-off to obtain a DP assessed by receiver operating characteristic curve (ROC) modeling. Three hundred and two plateletpheresis procedures were performed; in 271 (89.7%) occasions, donors were men and in 31 (10.3%) women. Pre-donation PLT count had the best direct correlation with actual PLT yield (r = 0.486. P Simple correction derived from linear regression analysis accurately corrected this underestimation and ROC analysis identified a precise cut-off to reliably predict a DP. © 2016 Wiley Periodicals, Inc.

  17. Extended Linear Models with Gaussian Priors

    Quinonero, Joaquin

    2002-01-01

    In extended linear models the input space is projected onto a feature space by means of an arbitrary non-linear transformation. A linear model is then applied to the feature space to construct the model output. The dimension of the feature space can be very large, or even infinite, giving the model...... a very big flexibility. Support Vector Machines (SVM's) and Gaussian processes are two examples of such models. In this technical report I present a model in which the dimension of the feature space remains finite, and where a Bayesian approach is used to train the model with Gaussian priors...... on the parameters. The Relevance Vector Machine, introduced by Tipping, is a particular case of such a model. I give the detailed derivations of the expectation-maximisation (EM) algorithm used in the training. These derivations are not found in the literature, and might be helpful for newcomers....

  18. Linearized dynamical approach to current algebra

    Scadron, M.D.

    1995-07-01

    We study the original motivations searching for a nonlinear chiral Lagrangian to replace the linear sigma model while manifesting all the successful properties of current algebra and partial conservation of axial currents (PCAC). (author). 26 refs

  19. Core seismic behaviour: linear and non-linear models

    Bernard, M.; Van Dorsselaere, M.; Gauvain, M.; Jenapierre-Gantenbein, M.

    1981-08-01

    The usual methodology for the core seismic behaviour analysis leads to a double complementary approach: to define a core model to be included in the reactor-block seismic response analysis, simple enough but representative of basic movements (diagrid or slab), to define a finer core model, with basic data issued from the first model. This paper presents the history of the different models of both kinds. The inert mass model (IMM) yielded a first rough diagrid movement. The direct linear model (DLM), without shocks and with sodium as an added mass, let to two different ones: DLM 1 with independent movements of the fuel and radial blanket subassemblies, and DLM 2 with a core combined movement. The non-linear (NLM) ''CORALIE'' uses the same basic modelization (Finite Element Beams) but accounts for shocks. It studies the response of a diameter on flats and takes into account the fluid coupling and the wrapper tube flexibility at the pad level. Damping consists of one modal part of 2% and one part due to shocks. Finally, ''CORALIE'' yields the time-history of the displacements and efforts on the supports, but damping (probably greater than 2%) and fluid-structures interaction are still to be precised. The validation experiments were performed on a RAPSODIE core mock-up on scale 1, in similitude of 1/3 as to SPX 1. The equivalent linear model (ELM) was developed for the SPX 1 reactor-block response analysis and a specified seismic level (SB or SM). It is composed of several oscillators fixed to the diagrid and yields the same maximum displacements and efforts than the NLM. The SPX 1 core seismic analysis with a diagrid input spectrum which corresponds to a 0,1 g group acceleration, has been carried out with these models: some aspects of these calculations are presented here

  20. Modeling the performance of 'up-flow anaerobic sludge blanket' reactor based wastewater treatment plant using linear and nonlinear approaches-A case study

    Singh, Kunwar P., E-mail: kpsingh_52@yahoo.com [Environmental Chemistry Division, Indian Institute of Toxicology Research (Council of Scientific and Industrial Research), Post Box No. 80, MG Marg, Lucknow-226 002, UP (India); Basant, Nikita [School of Graduate Studies-Multiscale Modeling, Computational Simulations and Characterization in Material and Life Sciences, University of Modena and Reggio E., Modena (Italy); Malik, Amrita; Jain, Gunja [Environmental Chemistry Division, Indian Institute of Toxicology Research (Council of Scientific and Industrial Research), Post Box No. 80, MG Marg, Lucknow-226 002, UP (India)

    2010-01-18

    The paper describes linear and nonlinear modeling of the wastewater data for the performance evaluation of an up-flow anaerobic sludge blanket (UASB) reactor based wastewater treatment plant (WWTP). Partial least squares regression (PLSR), multivariate polynomial regression (MPR) and artificial neural networks (ANNs) modeling methods were applied to predict the levels of biochemical oxygen demand (BOD) and chemical oxygen demand (COD) in the UASB reactor effluents using four input variables measured weekly in the influent wastewater during the peak (morning and evening) and non-peak (noon) hours over a period of 48 weeks. The performance of the models was assessed through the root mean squared error (RMSE), relative error of prediction in percentage (REP), the bias, the standard error of prediction (SEP), the coefficient of determination (R{sup 2}), the Nash-Sutcliffe coefficient of efficiency (E{sub f}), and the accuracy factor (A{sub f}), computed from the measured and model predicted values of the dependent variables (BOD, COD) in the WWTP effluents. Goodness of the model fit to the data was also evaluated through the relationship between the residuals and the model predicted values of BOD and COD. Although, the model predicted values of BOD and COD by all the three modeling approaches (PLSR, MPR, ANN) were in good agreement with their respective measured values in the WWTP effluents, the nonlinear models (MPR, ANNs) performed relatively better than the linear ones. These models can be used as a tool for the performance evaluation of the WWTPs.

  1. Modeling the performance of 'up-flow anaerobic sludge blanket' reactor based wastewater treatment plant using linear and nonlinear approaches-A case study

    Singh, Kunwar P.; Basant, Nikita; Malik, Amrita; Jain, Gunja

    2010-01-01

    The paper describes linear and nonlinear modeling of the wastewater data for the performance evaluation of an up-flow anaerobic sludge blanket (UASB) reactor based wastewater treatment plant (WWTP). Partial least squares regression (PLSR), multivariate polynomial regression (MPR) and artificial neural networks (ANNs) modeling methods were applied to predict the levels of biochemical oxygen demand (BOD) and chemical oxygen demand (COD) in the UASB reactor effluents using four input variables measured weekly in the influent wastewater during the peak (morning and evening) and non-peak (noon) hours over a period of 48 weeks. The performance of the models was assessed through the root mean squared error (RMSE), relative error of prediction in percentage (REP), the bias, the standard error of prediction (SEP), the coefficient of determination (R 2 ), the Nash-Sutcliffe coefficient of efficiency (E f ), and the accuracy factor (A f ), computed from the measured and model predicted values of the dependent variables (BOD, COD) in the WWTP effluents. Goodness of the model fit to the data was also evaluated through the relationship between the residuals and the model predicted values of BOD and COD. Although, the model predicted values of BOD and COD by all the three modeling approaches (PLSR, MPR, ANN) were in good agreement with their respective measured values in the WWTP effluents, the nonlinear models (MPR, ANNs) performed relatively better than the linear ones. These models can be used as a tool for the performance evaluation of the WWTPs.

  2. Decomposable log-linear models

    Eriksen, Poul Svante

    can be characterized by a structured set of conditional independencies between some variables given some other variables. We term the new model class decomposable log-linear models, which is illustrated to be a much richer class than decomposable graphical models.It covers a wide range of non...... The present paper considers discrete probability models with exact computational properties. In relation to contingency tables this means closed form expressions of the maksimum likelihood estimate and its distribution. The model class includes what is known as decomposable graphicalmodels, which......-hierarchical models, models with structural zeroes, models described by quasi independence and models for level merging. Also, they have a very natural interpretation as they may be formulated by a structured set of conditional independencies between two events given some other event. In relation to contingency...

  3. A Novel Approach for Analysis of the Log-Linear Age-Period-Cohort Model: Application to Lung Cancer Incidence

    Tengiz Mdzinarishvili

    2009-12-01

    Full Text Available A simple, computationally efficient procedure for analyses of the time period and birth cohort effects on the distribution of the age-specific incidence rates of cancers is proposed. Assuming that cohort effects for neighboring cohorts are almost equal and using the Log-Linear Age-Period-Cohort Model, this procedure allows one to evaluate temporal trends and birth cohort variations of any type of cancer without prior knowledge of the hazard function. This procedure was used to estimate the influence of time period and birth cohort effects on the distribution of the age-specific incidence rates of first primary, microscopically confirmed lung cancer (LC cases from the SEER9 database. It was shown that since 1975, the time period effect coefficients for men increase up to 1980 and then decrease until 2004. For women, these coefficients increase from 1975 up to 1990 and then remain nearly constant. The LC birth cohort effect coefficients for men and women increase from the cohort of 1890–94 until the cohort of 1925–29, then decrease until the cohort of 1950–54 and then remain almost unchanged. Overall, LC incidence rates, adjusted by period and cohort effects, increase up to the age of about 72–75, turn over, and then fall after the age of 75–78. The peak of the adjusted rates in men is around the age of 77–78, while in women, it is around the age of 72–73. Therefore, these results suggest that the age distribution of the incidence rates in men and women fall at old ages.

  4. Power System Event Ranking Using a New Linear Parameter-Varying Modeling with a Wide Area Measurement System-Based Approach

    Mohammad Bagher Abolhasani Jabali

    2017-07-01

    Full Text Available Detecting critical power system events for Dynamic Security Assessment (DSA is required for reliability improvement. The approach proposed in this paper investigates the effects of events on dynamic behavior during nonlinear system response while common approaches use steady-state conditions after events. This paper presents some new and enhanced indices for event ranking based on time-domain simulation and polytopic linear parameter-varying (LPV modeling of a power system. In the proposed approach, a polytopic LPV representation is generated via linearization about some points of the nonlinear dynamic behavior of power system using wide-area measurement system (WAMS concepts and then event ranking is done based on the frequency response of the system models on the vertices. Therefore, the nonlinear behaviors of the system in the time of fault occurrence are considered for events ranking. The proposed algorithm is applied to a power system using nonlinear simulation. The comparison of the results especially in different fault conditions shows the advantages of the proposed approach and indices.

  5. Use of Multiple Linear Regression Models for Setting Water Quality Criteria for Copper: A Complementary Approach to the Biotic Ligand Model.

    Brix, Kevin V; DeForest, David K; Tear, Lucinda; Grosell, Martin; Adams, William J

    2017-05-02

    Biotic Ligand Models (BLMs) for metals are widely applied in ecological risk assessments and in the development of regulatory water quality guidelines in Europe, and in 2007 the United States Environmental Protection Agency (USEPA) recommended BLM-based water quality criteria (WQC) for Cu in freshwater. However, to-date, few states have adopted BLM-based Cu criteria into their water quality standards on a state-wide basis, which appears to be due to the perception that the BLM is too complicated or requires too many input variables. Using the mechanistic BLM framework to first identify key water chemistry parameters that influence Cu bioavailability, namely dissolved organic carbon (DOC), pH, and hardness, we developed Cu criteria using the same basic methodology used by the USEPA to derive hardness-based criteria but with the addition of DOC and pH. As an initial proof of concept, we developed stepwise multiple linear regression (MLR) models for species that have been tested over wide ranges of DOC, pH, and hardness conditions. These models predicted acute Cu toxicity values that were within a factor of ±2 in 77% to 97% of tests (5 species had adequate data) and chronic Cu toxicity values that were within a factor of ±2 in 92% of tests (1 species had adequate data). This level of accuracy is comparable to the BLM. Following USEPA guidelines for WQC development, the species data were then combined to develop a linear model with pooled slopes for each independent parameter (i.e., DOC, pH, and hardness) and species-specific intercepts using Analysis of Covariance. The pooled MLR and BLM models predicted species-specific toxicity with similar precision; adjusted R 2 and R 2 values ranged from 0.56 to 0.86 and 0.66-0.85, respectively. Graphical exploration of relationships between predicted and observed toxicity, residuals and observed toxicity, and residuals and concentrations of key input parameters revealed many similarities and a few key distinctions between the

  6. Fuzzy Multi-objective Linear Programming Approach

    Amna Rehmat

    2007-07-01

    Full Text Available Traveling salesman problem (TSP is one of the challenging real-life problems, attracting researchers of many fields including Artificial Intelligence, Operations Research, and Algorithm Design and Analysis. The problem has been well studied till now under different headings and has been solved with different approaches including genetic algorithms and linear programming. Conventional linear programming is designed to deal with crisp parameters, but information about real life systems is often available in the form of vague descriptions. Fuzzy methods are designed to handle vague terms, and are most suited to finding optimal solutions to problems with vague parameters. Fuzzy multi-objective linear programming, an amalgamation of fuzzy logic and multi-objective linear programming, deals with flexible aspiration levels or goals and fuzzy constraints with acceptable deviations. In this paper, a methodology, for solving a TSP with imprecise parameters, is deployed using fuzzy multi-objective linear programming. An example of TSP with multiple objectives and vague parameters is discussed.

  7. Modelling Loudspeaker Non-Linearities

    Agerkvist, Finn T.

    2007-01-01

    This paper investigates different techniques for modelling the non-linear parameters of the electrodynamic loudspeaker. The methods are tested not only for their accuracy within the range of original data, but also for the ability to work reasonable outside that range, and it is demonstrated...... that polynomial expansions are rather poor at this, whereas an inverse polynomial expansion or localized fitting functions such as the gaussian are better suited for modelling the Bl-factor and compliance. For the inductance the sigmoid function is shown to give very good results. Finally the time varying...

  8. Matrix algebra for linear models

    Gruber, Marvin H J

    2013-01-01

    Matrix methods have evolved from a tool for expressing statistical problems to an indispensable part of the development, understanding, and use of various types of complex statistical analyses. This evolution has made matrix methods a vital part of statistical education. Traditionally, matrix methods are taught in courses on everything from regression analysis to stochastic processes, thus creating a fractured view of the topic. Matrix Algebra for Linear Models offers readers a unique, unified view of matrix analysis theory (where and when necessary), methods, and their applications. Written f

  9. Examining secular trends and seasonality in count data using dynamic generalized linear modelling: a new methodological approach illustrated with hospital discharge data on myocardial infarction.

    Lundbye-Christensen, S; Dethlefsen, C; Gorst-Rasmussen, A; Fischer, T; Schønheyder, H C; Rothman, K J; Sørensen, H T

    2009-01-01

    Time series of incidence counts often show secular trends and seasonal patterns. We present a model for incidence counts capable of handling a possible gradual change in growth rates and seasonal patterns, serial correlation, and overdispersion. The model resembles an ordinary time series regression model for Poisson counts. It differs in allowing the regression coefficients to vary gradually over time in a random fashion. During the 1983-1999 period, 17,989 incidents of acute myocardial infarction were recorded in the Hospital Discharge Registry for the county of North Jutland, Denmark. Records were updated daily. A dynamic model with a seasonal pattern and an approximately linear trend was fitted to the data, and diagnostic plots indicated a good model fit. The analysis conducted with the dynamic model revealed peaks coinciding with above-average influenza A activity. On average the dynamic model estimated a higher peak-to-trough ratio than traditional models, and showed gradual changes in seasonal patterns. Analyses conducted with this model provide insights not available from more traditional approaches.

  10. Linear approximation model network and its formation via ...

    To overcome the deficiency of `local model network' (LMN) techniques, an alternative `linear approximation model' (LAM) network approach is proposed. Such a network models a nonlinear or practical system with multiple linear models fitted along operating trajectories, where individual models are simply networked ...

  11. An iteratively reweighted least-squares approach to adaptive robust adjustment of parameters in linear regression models with autoregressive and t-distributed deviations

    Kargoll, Boris; Omidalizarandi, Mohammad; Loth, Ina; Paffenholz, Jens-André; Alkhatib, Hamza

    2018-03-01

    In this paper, we investigate a linear regression time series model of possibly outlier-afflicted observations and autocorrelated random deviations. This colored noise is represented by a covariance-stationary autoregressive (AR) process, in which the independent error components follow a scaled (Student's) t-distribution. This error model allows for the stochastic modeling of multiple outliers and for an adaptive robust maximum likelihood (ML) estimation of the unknown regression and AR coefficients, the scale parameter, and the degree of freedom of the t-distribution. This approach is meant to be an extension of known estimators, which tend to focus only on the regression model, or on the AR error model, or on normally distributed errors. For the purpose of ML estimation, we derive an expectation conditional maximization either algorithm, which leads to an easy-to-implement version of iteratively reweighted least squares. The estimation performance of the algorithm is evaluated via Monte Carlo simulations for a Fourier as well as a spline model in connection with AR colored noise models of different orders and with three different sampling distributions generating the white noise components. We apply the algorithm to a vibration dataset recorded by a high-accuracy, single-axis accelerometer, focusing on the evaluation of the estimated AR colored noise model.

  12. Operator approach to linear control systems

    Cheremensky, A

    1996-01-01

    Within the framework of the optimization problem for linear control systems with quadratic performance index (LQP), the operator approach allows the construction of a systems theory including a number of particular infinite-dimensional optimization problems with hardly visible concreteness. This approach yields interesting interpretations of these problems and more effective feedback design methods. This book is unique in its emphasis on developing methods for solving a sufficiently general LQP. Although this is complex material, the theory developed here is built on transparent and relatively simple principles, and readers with less experience in the field of operator theory will find enough material to give them a good overview of the current state of LQP theory and its applications. Audience: Graduate students and researchers in the fields of mathematical systems theory, operator theory, cybernetics, and control systems.

  13. Controller design approach based on linear programming.

    Tanaka, Ryo; Shibasaki, Hiroki; Ogawa, Hiromitsu; Murakami, Takahiro; Ishida, Yoshihisa

    2013-11-01

    This study explains and demonstrates the design method for a control system with a load disturbance observer. Observer gains are determined by linear programming (LP) in terms of the Routh-Hurwitz stability criterion and the final-value theorem. In addition, the control model has a feedback structure, and feedback gains are determined to be the linear quadratic regulator. The simulation results confirmed that compared with the conventional method, the output estimated by our proposed method converges to a reference input faster when a load disturbance is added to a control system. In addition, we also confirmed the effectiveness of the proposed method by performing an experiment with a DC motor. © 2013 ISA. Published by ISA. All rights reserved.

  14. Estimate the time varying brain receptor occupancy in PET imaging experiments using non-linear fixed and mixed effect modeling approach

    Zamuner, Stefano; Gomeni, Roberto; Bye, Alan

    2002-01-01

    Positron-Emission Tomography (PET) is an imaging technology currently used in drug development as a non-invasive measure of drug distribution and interaction with biochemical target system. The level of receptor occupancy achieved by a compound can be estimated by comparing time-activity measurements in an experiment done using tracer alone with the activity measured when the tracer is given following administration of unlabelled compound. The effective use of this surrogate marker as an enabling tool for drug development requires the definition of a model linking the brain receptor occupancy with the fluctuation of plasma concentrations. However, the predictive performance of such a model is strongly related to the precision on the estimate of receptor occupancy evaluated in PET scans collected at different times following drug treatment. Several methods have been proposed for the analysis and the quantification of the ligand-receptor interactions investigated from PET data. The aim of the present study is to evaluate alternative parameter estimation strategies based on the use of non-linear mixed effect models allowing to account for intra and inter-subject variability on the time-activity and for covariates potentially explaining this variability. A comparison of the different modeling approaches is presented using real data. The results of this comparison indicates that the mixed effect approach with a primary model partitioning the variance in term of Inter-Individual Variability (IIV) and Inter-Occasion Variability (IOV) and a second stage model relating the changes on binding potential to the dose of unlabelled drug is definitely the preferred approach

  15. A Model for Analyzing a Five-Phase Fractional-Slot Permanent Magnet Tubular Linear Motor with Modified Winding Function Approach

    Bo Zhang

    2016-01-01

    Full Text Available This paper presents a model for analyzing a five-phase fractional-slot permanent magnet tubular linear motor (FSPMTLM with the modified winding function approach (MWFA. MWFA is a fast modeling method and it gives deep insight into the calculations of the following parameters: air-gap magnetic field, inductances, flux linkages, and detent force, which are essential in modeling the motor. First, using a magnetic circuit model, the air-gap magnetic density is computed from stator magnetomotive force (MMF, flux barrier, and mover geometry. Second, the inductances, flux linkages, and detent force are analytically calculated using modified winding function and the air-gap magnetic density. Finally, a model has been established with the five-phase Park transformation and simulated. The calculations of detent force reveal that the end-effect force is the main component of the detent force. This is also proven by finite element analysis on the motor. The accuracy of the model is validated by comparing with the results obtained using semianalytical method (SAM and measurements to analyze the motor’s transient characteristics. In addition, the proposed method requires less computation time.

  16. Nonabelian Gauged Linear Sigma Model

    Yongbin RUAN

    2017-01-01

    The gauged linear sigma model (GLSM for short) is a 2d quantum field theory introduced by Witten twenty years ago.Since then,it has been investigated extensively in physics by Hori and others.Recently,an algebro-geometric theory (for both abelian and nonabelian GLSMs) was developed by the author and his collaborators so that he can start to rigorously compute its invariants and check against physical predications.The abelian GLSM was relatively better understood and is the focus of current mathematical investigation.In this article,the author would like to look over the horizon and consider the nonabelian GLSM.The nonabelian case possesses some new features unavailable to the abelian GLSM.To aid the future mathematical development,the author surveys some of the key problems inspired by physics in the nonabelian GLSM.

  17. Linear Equating for the NEAT Design: Parameter Substitution Models and Chained Linear Relationship Models

    Kane, Michael T.; Mroch, Andrew A.; Suh, Youngsuk; Ripkey, Douglas R.

    2009-01-01

    This paper analyzes five linear equating models for the "nonequivalent groups with anchor test" (NEAT) design with internal anchors (i.e., the anchor test is part of the full test). The analysis employs a two-dimensional framework. The first dimension contrasts two general approaches to developing the equating relationship. Under a "parameter…

  18. Ghost poles in the nucleon propagator in the linear σ model approach and its role in πN low-energy theorems

    Da Rocha, C.A.; Wilets, L.

    1997-01-01

    Complex mass poles, or ghost poles, are present in the Hartree-Fock solution of the Schwinger-Dyson equation for the nucleon propagator in renormalizable models with Yukawa-type meson-nucleon couplings, as shown many years ago by Brown, Puff and Wilets (BPW). These ghosts violate basic theorems of quantum field theory and their origin is related to the ultraviolet behavior of the model interactions. Recently, Krein et.al, proved that the ghosts disappear when vertex corrections are included in a self-consistent way, softening the interaction sufficiently in the ultraviolet region. In previous studies of πN scattering using ''dressed'' nucleon propagator and bare vertices, did by Nutt and Wilets in the 70's (NW), it was found that if these poles are explicitly included, the value of the isospin-even amplitude A (+) is satisfied within 20% at threshold. The absence of a theoretical explanation for the ghosts and the lack of chiral symmetry in these previous studies led us to re-investigate the subject using the approach of the linear σ-model and study the interplay of low-energy theorems for πN scattering and ghost poles. For bare interaction vertices we find that ghosts are present in this model as well and that the A (+) value is badly described. As a first approach to remove these complex poles, we dress the vertices with phenomenological form factors and a reasonable agreement with experiment is achieved. In order to fix the two cutoff parameters, we use the A (+) value for the chiral limit (m π →0) and the experimental value of the isoscalar scattering length. Finally, we test our model by calculating the phase shifts for the S waves and we find a good agreement at threshold. (orig.)

  19. Introducing Linear Functions: An Alternative Statistical Approach

    Nolan, Caroline; Herbert, Sandra

    2015-01-01

    The introduction of linear functions is the turning point where many students decide if mathematics is useful or not. This means the role of parameters and variables in linear functions could be considered to be "threshold concepts". There is recognition that linear functions can be taught in context through the exploration of linear…

  20. Stability of Linear Equations--Algebraic Approach

    Cherif, Chokri; Goldstein, Avraham; Prado, Lucio M. G.

    2012-01-01

    This article could be of interest to teachers of applied mathematics as well as to people who are interested in applications of linear algebra. We give a comprehensive study of linear systems from an application point of view. Specifically, we give an overview of linear systems and problems that can occur with the computed solution when the…

  1. Multivariate generalized linear mixed models using R

    Berridge, Damon Mark

    2011-01-01

    Multivariate Generalized Linear Mixed Models Using R presents robust and methodologically sound models for analyzing large and complex data sets, enabling readers to answer increasingly complex research questions. The book applies the principles of modeling to longitudinal data from panel and related studies via the Sabre software package in R. A Unified Framework for a Broad Class of Models The authors first discuss members of the family of generalized linear models, gradually adding complexity to the modeling framework by incorporating random effects. After reviewing the generalized linear model notation, they illustrate a range of random effects models, including three-level, multivariate, endpoint, event history, and state dependence models. They estimate the multivariate generalized linear mixed models (MGLMMs) using either standard or adaptive Gaussian quadrature. The authors also compare two-level fixed and random effects linear models. The appendices contain additional information on quadrature, model...

  2. Linear Parametric Model Checking of Timed Automata

    Hune, Tohmas Seidelin; Romijn, Judi; Stoelinga, Mariëlle

    2001-01-01

    We present an extension of the model checker Uppaal capable of synthesize linear parameter constraints for the correctness of parametric timed automata. The symbolic representation of the (parametric) state-space is shown to be correct. A second contribution of this paper is the identication...... of a subclass of parametric timed automata (L/U automata), for which the emptiness problem is decidable, contrary to the full class where it is know to be undecidable. Also we present a number of lemmas enabling the verication eort to be reduced for L/U automata in some cases. We illustrate our approach...

  3. Linear Logistic Test Modeling with R

    Baghaei, Purya; Kubinger, Klaus D.

    2015-01-01

    The present paper gives a general introduction to the linear logistic test model (Fischer, 1973), an extension of the Rasch model with linear constraints on item parameters, along with eRm (an R package to estimate different types of Rasch models; Mair, Hatzinger, & Mair, 2014) functions to estimate the model and interpret its parameters. The…

  4. State space model extraction of thermohydraulic systems – Part II: A linear graph approach applied to a Brayton cycle-based power conversion unit

    Uren, Kenneth Richard; Schoor, George van

    2013-01-01

    This second paper in a two part series presents the application of a developed state space model extraction methodology applied to a Brayton cycle-based PCU (power conversion unit) of a PBMR (pebble bed modular reactor). The goal is to investigate if the state space extraction methodology can cope with larger and more complex thermohydraulic systems. In Part I the state space model extraction methodology for the purpose of control was described in detail and a state space representation was extracted for a U-tube system to illustrate the concept. In this paper a 25th order nonlinear state space representation in terms of the different energy domains is extracted. This state space representation is solved and the responses of a number of important states are compared with results obtained from a PBMR PCU Flownex ® model. Flownex ® is a validated thermo fluid simulation software package. The results show that the state space model closely resembles the dynamics of the PBMR PCU. This kind of model may be used for nonlinear MIMO (multi-input, multi-output) type of control strategies. However, there is still a need for linear state space models since many control system design and analysis techniques require a linear state space model. This issue is also addressed in this paper by showing how a linear state space model can be derived from the extracted nonlinear state space model. The linearised state space model is also validated by comparing the state space model to an existing linear Simulink ® model of the PBMR PCU system. - Highlights: • State space model extraction of a pebble bed modular reactor PCU (power conversion unit). • A 25th order nonlinear time varying state space model is obtained. • Linearisation of a nonlinear state space model for use in power output control. • Non-minimum phase characteristic that is challenging in terms of control. • Models derived are useful for MIMO control strategies

  5. New approach to solve symmetric fully fuzzy linear systems

    concepts of fuzzy set theory and then define a fully fuzzy linear system of equations. .... To represent the above problem as fully fuzzy linear system, we represent x .... Fully fuzzy linear systems can be solved by Linear programming approach, ...

  6. A linear algebraic approach to electron-molecule collisions

    Collins, L.A.; Schnieder, B.I.

    1982-01-01

    The linear algebraic approach to electron-molecule collisions is examined by firstly deriving the general set of coupled integrodifferential equations that describe electron collisional processes and then describing the linear algebraic approach for obtaining a solution to the coupled equations. Application of the linear algebraic method to static-exchange, separable exchange and effective optical potential, is examined. (U.K.)

  7. An approach for solving linear fractional programming problems ...

    The paper presents a new approach for solving a fractional linear programming problem in which the objective function is a linear fractional function, while the constraint functions are in the form of linear inequalities. The approach adopted is based mainly upon solving the problem algebraically using the concept of duality ...

  8. Linear approximation model network and its formation via ...

    niques, an alternative `linear approximation model' (LAM) network approach is .... network is LPV, existing LTI theory is difficult to apply (Kailath 1980). ..... Beck J V, Arnold K J 1977 Parameter estimation in engineering and science (New York: ...

  9. An Approach for Solving Linear Fractional Programming Problems

    Andrew Oyakhobo Odior

    2012-01-01

    Linear fractional programming problems are useful tools in production planning, financial and corporate planning, health care and hospital planning and as such have attracted considerable research interest. The paper presents a new approach for solving a fractional linear programming problem in which the objective function is a linear fractional function, while the constraint functions are in the form of linear inequalities. The approach adopted is based mainly upon solving the problem algebr...

  10. Running vacuum cosmological models: linear scalar perturbations

    Perico, E.L.D. [Instituto de Física, Universidade de São Paulo, Rua do Matão 1371, CEP 05508-090, São Paulo, SP (Brazil); Tamayo, D.A., E-mail: elduartep@usp.br, E-mail: tamayo@if.usp.br [Departamento de Astronomia, Universidade de São Paulo, Rua do Matão 1226, CEP 05508-900, São Paulo, SP (Brazil)

    2017-08-01

    In cosmology, phenomenologically motivated expressions for running vacuum are commonly parameterized as linear functions typically denoted by Λ( H {sup 2}) or Λ( R ). Such models assume an equation of state for the vacuum given by P-bar {sub Λ} = - ρ-bar {sub Λ}, relating its background pressure P-bar {sub Λ} with its mean energy density ρ-bar {sub Λ} ≡ Λ/8π G . This equation of state suggests that the vacuum dynamics is due to an interaction with the matter content of the universe. Most of the approaches studying the observational impact of these models only consider the interaction between the vacuum and the transient dominant matter component of the universe. We extend such models by assuming that the running vacuum is the sum of independent contributions, namely ρ-bar {sub Λ} = Σ {sub i} ρ-bar {sub Λ} {sub i} . Each Λ i vacuum component is associated and interacting with one of the i matter components in both the background and perturbation levels. We derive the evolution equations for the linear scalar vacuum and matter perturbations in those two scenarios, and identify the running vacuum imprints on the cosmic microwave background anisotropies as well as on the matter power spectrum. In the Λ( H {sup 2}) scenario the vacuum is coupled with every matter component, whereas the Λ( R ) description only leads to a coupling between vacuum and non-relativistic matter, producing different effects on the matter power spectrum.

  11. Fuzzy multiple linear regression: A computational approach

    Juang, C. H.; Huang, X. H.; Fleming, J. W.

    1992-01-01

    This paper presents a new computational approach for performing fuzzy regression. In contrast to Bardossy's approach, the new approach, while dealing with fuzzy variables, closely follows the conventional regression technique. In this approach, treatment of fuzzy input is more 'computational' than 'symbolic.' The following sections first outline the formulation of the new approach, then deal with the implementation and computational scheme, and this is followed by examples to illustrate the new procedure.

  12. Actuarial statistics with generalized linear mixed models

    Antonio, K.; Beirlant, J.

    2007-01-01

    Over the last decade the use of generalized linear models (GLMs) in actuarial statistics has received a lot of attention, starting from the actuarial illustrations in the standard text by McCullagh and Nelder [McCullagh, P., Nelder, J.A., 1989. Generalized linear models. In: Monographs on Statistics

  13. Generalized Linear Models in Vehicle Insurance

    Silvie Kafková

    2014-01-01

    Full Text Available Actuaries in insurance companies try to find the best model for an estimation of insurance premium. It depends on many risk factors, e.g. the car characteristics and the profile of the driver. In this paper, an analysis of the portfolio of vehicle insurance data using a generalized linear model (GLM is performed. The main advantage of the approach presented in this article is that the GLMs are not limited by inflexible preconditions. Our aim is to predict the relation of annual claim frequency on given risk factors. Based on a large real-world sample of data from 57 410 vehicles, the present study proposed a classification analysis approach that addresses the selection of predictor variables. The models with different predictor variables are compared by analysis of deviance and Akaike information criterion (AIC. Based on this comparison, the model for the best estimate of annual claim frequency is chosen. All statistical calculations are computed in R environment, which contains stats package with the function for the estimation of parameters of GLM and the function for analysis of deviation.

  14. Fuzzy linear programming approach for solving transportation

    Transportation problem (TP) is an important network structured linear programming problem that arises in several contexts and has deservedly received a great deal of attention in the literature. The central concept in this problem is to find the least total transportation cost of a commodity in order to satisfy demands at ...

  15. Spaghetti Bridges: Modeling Linear Relationships

    Kroon, Cindy D.

    2016-01-01

    Mathematics and science are natural partners. One of many examples of this partnership occurs when scientific observations are made, thus providing data that can be used for mathematical modeling. Developing mathematical relationships elucidates such scientific principles. This activity describes a data-collection activity in which students employ…

  16. Non-linear finite element modeling

    Mikkelsen, Lars Pilgaard

    The note is written for courses in "Non-linear finite element method". The note has been used by the author teaching non-linear finite element modeling at Civil Engineering at Aalborg University, Computational Mechanics at Aalborg University Esbjerg, Structural Engineering at the University...

  17. Correlations and Non-Linear Probability Models

    Breen, Richard; Holm, Anders; Karlson, Kristian Bernt

    2014-01-01

    the dependent variable of the latent variable model and its predictor variables. We show how this correlation can be derived from the parameters of non-linear probability models, develop tests for the statistical significance of the derived correlation, and illustrate its usefulness in two applications. Under......Although the parameters of logit and probit and other non-linear probability models are often explained and interpreted in relation to the regression coefficients of an underlying linear latent variable model, we argue that they may also be usefully interpreted in terms of the correlations between...... certain circumstances, which we explain, the derived correlation provides a way of overcoming the problems inherent in cross-sample comparisons of the parameters of non-linear probability models....

  18. Linear mixed models for longitudinal data

    Molenberghs, Geert

    2000-01-01

    This paperback edition is a reprint of the 2000 edition. This book provides a comprehensive treatment of linear mixed models for continuous longitudinal data. Next to model formulation, this edition puts major emphasis on exploratory data analysis for all aspects of the model, such as the marginal model, subject-specific profiles, and residual covariance structure. Further, model diagnostics and missing data receive extensive treatment. Sensitivity analysis for incomplete data is given a prominent place. Several variations to the conventional linear mixed model are discussed (a heterogeity model, conditional linear mixed models). This book will be of interest to applied statisticians and biomedical researchers in industry, public health organizations, contract research organizations, and academia. The book is explanatory rather than mathematically rigorous. Most analyses were done with the MIXED procedure of the SAS software package, and many of its features are clearly elucidated. However, some other commerc...

  19. Linear mixed models in sensometrics

    Kuznetsova, Alexandra

    quality of decision making in Danish as well as international food companies and other companies using the same methods. The two open-source R packages lmerTest and SensMixed implement and support the methodological developments in the research papers as well as the ANOVA modelling part of the Consumer...... an open-source software tool ConsumerCheck was developed in this project and now is available for everyone. will represent a major step forward when concerns this important problem in modern consumer driven product development. Standard statistical software packages can be used for some of the purposes......Today’s companies and researchers gather large amounts of data of different kind. In consumer studies the objective is the collection of the data to better understand consumer acceptance of products. In such studies a number of persons (generally not trained) are selected in order to score products...

  20. Generalized Linear Models with Applications in Engineering and the Sciences

    Myers, Raymond H; Vining, G Geoffrey; Robinson, Timothy J

    2012-01-01

    Praise for the First Edition "The obvious enthusiasm of Myers, Montgomery, and Vining and their reliance on their many examples as a major focus of their pedagogy make Generalized Linear Models a joy to read. Every statistician working in any area of applied science should buy it and experience the excitement of these new approaches to familiar activities."-Technometrics Generalized Linear Models: With Applications in Engineering and the Sciences, Second Edition continues to provide a clear introduction to the theoretical foundations and key applications of generalized linear models (GLMs). Ma

  1. Linear causal modeling with structural equations

    Mulaik, Stanley A

    2009-01-01

    Emphasizing causation as a functional relationship between variables that describe objects, Linear Causal Modeling with Structural Equations integrates a general philosophical theory of causation with structural equation modeling (SEM) that concerns the special case of linear causal relations. In addition to describing how the functional relation concept may be generalized to treat probabilistic causation, the book reviews historical treatments of causation and explores recent developments in experimental psychology on studies of the perception of causation. It looks at how to perceive causal

  2. Statistical Tests for Mixed Linear Models

    Khuri, André I; Sinha, Bimal K

    2011-01-01

    An advanced discussion of linear models with mixed or random effects. In recent years a breakthrough has occurred in our ability to draw inferences from exact and optimum tests of variance component models, generating much research activity that relies on linear models with mixed and random effects. This volume covers the most important research of the past decade as well as the latest developments in hypothesis testing. It compiles all currently available results in the area of exact and optimum tests for variance component models and offers the only comprehensive treatment for these models a

  3. Matrix Tricks for Linear Statistical Models

    Puntanen, Simo; Styan, George PH

    2011-01-01

    In teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very familiar to students can substantially increase their insight into linear statistical models (and also multivariate statistical analysis). In matrix algebra, there are handy, sometimes even very simple "tricks" which simplify and clarify the treatment of a problem - both for the student and

  4. Latent log-linear models for handwritten digit classification.

    Deselaers, Thomas; Gass, Tobias; Heigold, Georg; Ney, Hermann

    2012-06-01

    We present latent log-linear models, an extension of log-linear models incorporating latent variables, and we propose two applications thereof: log-linear mixture models and image deformation-aware log-linear models. The resulting models are fully discriminative, can be trained efficiently, and the model complexity can be controlled. Log-linear mixture models offer additional flexibility within the log-linear modeling framework. Unlike previous approaches, the image deformation-aware model directly considers image deformations and allows for a discriminative training of the deformation parameters. Both are trained using alternating optimization. For certain variants, convergence to a stationary point is guaranteed and, in practice, even variants without this guarantee converge and find models that perform well. We tune the methods on the USPS data set and evaluate on the MNIST data set, demonstrating the generalization capabilities of our proposed models. Our models, although using significantly fewer parameters, are able to obtain competitive results with models proposed in the literature.

  5. New Approaches to Linear and Nonlinear Programming

    Murray, Walter

    1996-01-01

    ..., and financial modeling such as portfolio optimization. Progress on solution algorithms and software for such applications is ultimately reflected in improved techniques in many other areas of science and industry.

  6. Updating Linear Schedules with Lowest Cost: a Linear Programming Model

    Biruk, Sławomir; Jaśkowski, Piotr; Czarnigowska, Agata

    2017-10-01

    Many civil engineering projects involve sets of tasks repeated in a predefined sequence in a number of work areas along a particular route. A useful graphical representation of schedules of such projects is time-distance diagrams that clearly show what process is conducted at a particular point of time and in particular location. With repetitive tasks, the quality of project performance is conditioned by the ability of the planner to optimize workflow by synchronizing the works and resources, which usually means that resources are planned to be continuously utilized. However, construction processes are prone to risks, and a fully synchronized schedule may expire if a disturbance (bad weather, machine failure etc.) affects even one task. In such cases, works need to be rescheduled, and another optimal schedule should be built for the changed circumstances. This typically means that, to meet the fixed completion date, durations of operations have to be reduced. A number of measures are possible to achieve such reduction: working overtime, employing more resources or relocating resources from less to more critical tasks, but they all come at a considerable cost and affect the whole project. The paper investigates the problem of selecting the measures that reduce durations of tasks of a linear project so that the cost of these measures is kept to the minimum and proposes an algorithm that could be applied to find optimal solutions as the need to reschedule arises. Considering that civil engineering projects, such as road building, usually involve less process types than construction projects, the complexity of scheduling problems is lower, and precise optimization algorithms can be applied. Therefore, the authors put forward a linear programming model of the problem and illustrate its principle of operation with an example.

  7. Compressor Surge Control Design Using Linear Matrix Inequality Approach

    Uddin, Nur; Gravdahl, Jan Tommy

    2017-01-01

    A novel design for active compressor surge control system (ASCS) using linear matrix inequality (LMI) approach is presented and including a case study on piston-actuated active compressor surge control system (PAASCS). The non-linear system dynamics of the PAASCS is transformed into linear parameter varying (LPV) system dynamics. The system parameters are varying as a function of the compressor performance curve slope. A compressor surge stabilization problem is then formulated as a LMI probl...

  8. A linear model of ductile plastic damage

    Lemaitre, J.

    1983-01-01

    A three-dimensional model of isotropic ductile plastic damage based on a continuum damage variable on the effective stress concept and on thermodynamics is derived. As shown by experiments on several metals and alloys, the model, integrated in the case of proportional loading, is linear with respect to the accumulated plastic strain and shows a large influence of stress triaxiality [fr

  9. Application of Hierarchical Linear Models/Linear Mixed-Effects Models in School Effectiveness Research

    Ker, H. W.

    2014-01-01

    Multilevel data are very common in educational research. Hierarchical linear models/linear mixed-effects models (HLMs/LMEs) are often utilized to analyze multilevel data nowadays. This paper discusses the problems of utilizing ordinary regressions for modeling multilevel educational data, compare the data analytic results from three regression…

  10. Extending the linear model with R generalized linear, mixed effects and nonparametric regression models

    Faraway, Julian J

    2005-01-01

    Linear models are central to the practice of statistics and form the foundation of a vast range of statistical methodologies. Julian J. Faraway''s critically acclaimed Linear Models with R examined regression and analysis of variance, demonstrated the different methods available, and showed in which situations each one applies. Following in those footsteps, Extending the Linear Model with R surveys the techniques that grow from the regression model, presenting three extensions to that framework: generalized linear models (GLMs), mixed effect models, and nonparametric regression models. The author''s treatment is thoroughly modern and covers topics that include GLM diagnostics, generalized linear mixed models, trees, and even the use of neural networks in statistics. To demonstrate the interplay of theory and practice, throughout the book the author weaves the use of the R software environment to analyze the data of real examples, providing all of the R commands necessary to reproduce the analyses. All of the ...

  11. An overset grid approach to linear wave-structure interaction

    Read, Robert; Bingham, Harry B.

    2012-01-01

    A finite-difference based approach to wave-structure interaction is reported that employs the overset approach to grid generation. A two-dimensional code that utilizes the Overture C++ library has been developed to solve the linear radiation problem for a floating body of arbitrary form. This sof......A finite-difference based approach to wave-structure interaction is reported that employs the overset approach to grid generation. A two-dimensional code that utilizes the Overture C++ library has been developed to solve the linear radiation problem for a floating body of arbitrary form...

  12. Using a generalized linear mixed model approach to explore the role of age, motor proficiency, and cognitive styles in children's reach estimation accuracy.

    Caçola, Priscila M; Pant, Mohan D

    2014-10-01

    The purpose was to use a multi-level statistical technique to analyze how children's age, motor proficiency, and cognitive styles interact to affect accuracy on reach estimation tasks via Motor Imagery and Visual Imagery. Results from the Generalized Linear Mixed Model analysis (GLMM) indicated that only the 7-year-old age group had significant random intercepts for both tasks. Motor proficiency predicted accuracy in reach tasks, and cognitive styles (object scale) predicted accuracy in the motor imagery task. GLMM analysis is suitable to explore age and other parameters of development. In this case, it allowed an assessment of motor proficiency interacting with age to shape how children represent, plan, and act on the environment.

  13. Ground Motion Models for Future Linear Colliders

    Seryi, Andrei

    2000-01-01

    Optimization of the parameters of a future linear collider requires comprehensive models of ground motion. Both general models of ground motion and specific models of the particular site and local conditions are essential. Existing models are not completely adequate, either because they are too general, or because they omit important peculiarities of ground motion. The model considered in this paper is based on recent ground motion measurements performed at SLAC and at other accelerator laboratories, as well as on historical data. The issues to be studied for the models to become more predictive are also discussed

  14. Modelling female fertility traits in beef cattle using linear and non-linear models.

    Naya, H; Peñagaricano, F; Urioste, J I

    2017-06-01

    Female fertility traits are key components of the profitability of beef cattle production. However, these traits are difficult and expensive to measure, particularly under extensive pastoral conditions, and consequently, fertility records are in general scarce and somehow incomplete. Moreover, fertility traits are usually dominated by the effects of herd-year environment, and it is generally assumed that relatively small margins are kept for genetic improvement. New ways of modelling genetic variation in these traits are needed. Inspired in the methodological developments made by Prof. Daniel Gianola and co-workers, we assayed linear (Gaussian), Poisson, probit (threshold), censored Poisson and censored Gaussian models to three different kinds of endpoints, namely calving success (CS), number of days from first calving (CD) and number of failed oestrus (FE). For models involving FE and CS, non-linear models overperformed their linear counterparts. For models derived from CD, linear versions displayed better adjustment than the non-linear counterparts. Non-linear models showed consistently higher estimates of heritability and repeatability in all cases (h 2  linear models; h 2  > 0.23 and r > 0.24, for non-linear models). While additive and permanent environment effects showed highly favourable correlations between all models (>0.789), consistency in selecting the 10% best sires showed important differences, mainly amongst the considered endpoints (FE, CS and CD). In consequence, endpoints should be considered as modelling different underlying genetic effects, with linear models more appropriate to describe CD and non-linear models better for FE and CS. © 2017 Blackwell Verlag GmbH.

  15. Modelling point patterns with linear structures

    Møller, Jesper; Rasmussen, Jakob Gulddahl

    2009-01-01

    processes whose realizations contain such linear structures. Such a point process is constructed sequentially by placing one point at a time. The points are placed in such a way that new points are often placed close to previously placed points, and the points form roughly line shaped structures. We...... consider simulations of this model and compare with real data....

  16. Modelling point patterns with linear structures

    Møller, Jesper; Rasmussen, Jakob Gulddahl

    processes whose realizations contain such linear structures. Such a point process is constructed sequentially by placing one point at a time. The points are placed in such a way that new points are often placed close to previously placed points, and the points form roughly line shaped structures. We...... consider simulations of this model and compare with real data....

  17. Optimal designs for linear mixture models

    Mendieta, E.J.; Linssen, H.N.; Doornbos, R.

    1975-01-01

    In a recent paper Snee and Marquardt [8] considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of this

  18. Optimal designs for linear mixture models

    Mendieta, E.J.; Linssen, H.N.; Doornbos, R.

    1975-01-01

    In a recent paper Snee and Marquardt (1974) considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of

  19. Perceived Resources as a Predictor of Satisfaction with Food-Related Life among Chilean Elderly: An Approach with Generalized Linear Models.

    Lobos, G; Schnettler, B; Grunert, K G; Adasme, C

    2017-01-01

    The main objective of this study is to show why perceived resources are a strong predictor of satisfaction with food-related life in Chilean older adults. Design, sampling and participants: A survey was conducted in rural and urban areas in 30 communes of the Maule Region with 785 participants over 60 years of age who live in their own homes. The Satisfaction with Food-related Life (SWFL) scale was used. Generalized linear models (GLM) were used for the regression analysis. The results led to different considerations: First, older adults' perceived levels of resources are a good reflection of their actual levels of resources. Second, the individuals rated the sum of the perceived resources as 'highly important' to explain older adults' satisfaction with food-related life. Third, SWFL was predicted by satisfaction with economic situation, family importance, quantity of domestic household goods and a relative health indicator. Fourth, older adults who believe they have more resources compared to others are more satisfied with their food-related life. Finally, Poisson and binomial logistic models showed that the sum of perceived resources significantly increased the prediction of SWFL. The main conclusion is that perceived personal resources are a strong predictor of SWFL in Chilean older adults.

  20. Linear factor copula models and their properties

    Krupskii, Pavel; Genton, Marc G.

    2018-01-01

    We consider a special case of factor copula models with additive common factors and independent components. These models are flexible and parsimonious with O(d) parameters where d is the dimension. The linear structure allows one to obtain closed form expressions for some copulas and their extreme‐value limits. These copulas can be used to model data with strong tail dependencies, such as extreme data. We study the dependence properties of these linear factor copula models and derive the corresponding limiting extreme‐value copulas with a factor structure. We show how parameter estimates can be obtained for these copulas and apply one of these copulas to analyse a financial data set.

  1. Linear factor copula models and their properties

    Krupskii, Pavel

    2018-04-25

    We consider a special case of factor copula models with additive common factors and independent components. These models are flexible and parsimonious with O(d) parameters where d is the dimension. The linear structure allows one to obtain closed form expressions for some copulas and their extreme‐value limits. These copulas can be used to model data with strong tail dependencies, such as extreme data. We study the dependence properties of these linear factor copula models and derive the corresponding limiting extreme‐value copulas with a factor structure. We show how parameter estimates can be obtained for these copulas and apply one of these copulas to analyse a financial data set.

  2. Linear mixed models a practical guide using statistical software

    West, Brady T; Galecki, Andrzej T

    2006-01-01

    Simplifying the often confusing array of software programs for fitting linear mixed models (LMMs), Linear Mixed Models: A Practical Guide Using Statistical Software provides a basic introduction to primary concepts, notation, software implementation, model interpretation, and visualization of clustered and longitudinal data. This easy-to-navigate reference details the use of procedures for fitting LMMs in five popular statistical software packages: SAS, SPSS, Stata, R/S-plus, and HLM. The authors introduce basic theoretical concepts, present a heuristic approach to fitting LMMs based on bo

  3. Diagnostics for Linear Models With Functional Responses

    Xu, Hongquan; Shen, Qing

    2005-01-01

    Linear models where the response is a function and the predictors are vectors are useful in analyzing data from designed experiments and other situations with functional observations. Residual analysis and diagnostics are considered for such models. Studentized residuals are defined and their properties are studied. Chi-square quantile-quantile plots are proposed to check the assumption of Gaussian error process and outliers. Jackknife residuals and an associated test are proposed to det...

  4. Non-linear Loudspeaker Unit Modelling

    Pedersen, Bo Rohde; Agerkvist, Finn T.

    2008-01-01

    Simulations of a 6½-inch loudspeaker unit are performed and compared with a displacement measurement. The non-linear loudspeaker model is based on the major nonlinear functions and expanded with time-varying suspension behaviour and flux modulation. The results are presented with FFT plots of thr...... frequencies and different displacement levels. The model errors are discussed and analysed including a test with loudspeaker unit where the diaphragm is removed....

  5. A Fuzzy Linear Programming Approach for Aggregate Production Planning

    Iris, Cagatay; Cevikcan, Emre

    2014-01-01

    a mathematical programming framework for aggregate production planning problem under imprecise data environment. After providing background information about APP problem, together with fuzzy linear programming, the fuzzy linear programming model of APP is solved on an illustrative example for different a...

  6. S-AMP for non-linear observation models

    Cakmak, Burak; Winther, Ole; Fleury, Bernard H.

    2015-01-01

    Recently we presented the S-AMP approach, an extension of approximate message passing (AMP), to be able to handle general invariant matrix ensembles. In this contribution we extend S-AMP to non-linear observation models. We obtain generalized AMP (GAMP) as the special case when the measurement...

  7. An Alternative Approach to Non-Log-Linear Thermal Microbial Inactivation: Modelling the Number of Log Cycles Reduction with Respect to Temperature

    Vasilis Panagiotis Valdramidis

    2005-01-01

    Full Text Available A mathematical approach incorporating the shoulder effect during the quantification of microbial heat inactivation is being developed based on »the number of log cycles of reduction « concept. Hereto, the heat resistance of Escherichia coli K12 in BHI broth has been quantitatively determined in a generic and accurate way by defining the time t for x log reductions in the microbial population, i.e. txD, as a function of the treatment temperature T. Survival data of the examined microorganism are collected in a range of temperatures between 52–60.6 °C. Shoulder length Sl and specific inactivation rate kmax are derived from a mathematical expression that describes a non-log-linear behaviour. The temperature dependencies of Sl and kmax are used for structuring the txD(T function. Estimation of the txD(T parameters through a global identification procedure permits reliable predictions of the time to achieve a pre-decided microbial reduction. One of the parameters of the txD(T function is proposed as »the reference minimum temperature for inactivation«. For the case study considered, a value of 51.80 °C (with a standard error, SE, of 3.47 was identified. Finally, the time to achieve commercial sterilization and pasteurization for the product at hand, i.e. BHI broth, was found to be 11.70 s (SE=5.22, and 5.10 min (SE=1.22, respectively. Accounting for the uncertainty (based on the 90 % confidence intervals, CI a fail-safe treatment of these two processes takes 20.36 s and 7.12 min, respectively.

  8. Non-linear calibration models for near infrared spectroscopy

    Ni, Wangdong; Nørgaard, Lars; Mørup, Morten

    2014-01-01

    by ridge regression (RR). The performance of the different methods is demonstrated by their practical applications using three real-life near infrared (NIR) data sets. Different aspects of the various approaches including computational time, model interpretability, potential over-fitting using the non-linear...... models on linear problems, robustness to small or medium sample sets, and robustness to pre-processing, are discussed. The results suggest that GPR and BANN are powerful and promising methods for handling linear as well as nonlinear systems, even when the data sets are moderately small. The LS......-SVM), relevance vector machines (RVM), Gaussian process regression (GPR), artificial neural network (ANN), and Bayesian ANN (BANN). In this comparison, partial least squares (PLS) regression is used as a linear benchmark, while the relationship of the methods is considered in terms of traditional calibration...

  9. Alternate approaches to future electron-positron linear colliders

    Loew, G.A. [Stanford Univ., CA (United States). Stanford Linear Accelerator Center

    1998-07-01

    The purpose of this article is two-fold: to review the current international status of various design approaches to the next generation of e{sup +}e{sup {minus}} linear colliders, and on the occasion of his 80th birthday, to celebrate Richard B. Neal`s many contributions to the field of linear accelerators. As it turns out, combining these two tasks is a rather natural enterprise because of Neal`s long professional involvement and insight into many of the problems and options which the international e{sup +}e{sup {minus}} linear collider community is currently studying to achieve a practical design for a future machine.

  10. Alternate approaches to future electron-positron linear colliders

    Loew, G.A.

    1998-01-01

    The purpose of this article is two-fold: to review the current international status of various design approaches to the next generation of e + e - linear colliders, and on the occasion of his 80th birthday, to celebrate Richard B. Neal's many contributions to the field of linear accelerators. As it turns out, combining these two tasks is a rather natural enterprise because of Neal's long professional involvement and insight into many of the problems and options which the international e + e - linear collider community is currently studying to achieve a practical design for a future machine

  11. TENSOR DECOMPOSITIONS AND SPARSE LOG-LINEAR MODELS

    Johndrow, James E.; Bhattacharya, Anirban; Dunson, David B.

    2017-01-01

    Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. We derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions. PMID:29332971

  12. [From clinical judgment to linear regression model.

    Palacios-Cruz, Lino; Pérez, Marcela; Rivas-Ruiz, Rodolfo; Talavera, Juan O

    2013-01-01

    When we think about mathematical models, such as linear regression model, we think that these terms are only used by those engaged in research, a notion that is far from the truth. Legendre described the first mathematical model in 1805, and Galton introduced the formal term in 1886. Linear regression is one of the most commonly used regression models in clinical practice. It is useful to predict or show the relationship between two or more variables as long as the dependent variable is quantitative and has normal distribution. Stated in another way, the regression is used to predict a measure based on the knowledge of at least one other variable. Linear regression has as it's first objective to determine the slope or inclination of the regression line: Y = a + bx, where "a" is the intercept or regression constant and it is equivalent to "Y" value when "X" equals 0 and "b" (also called slope) indicates the increase or decrease that occurs when the variable "x" increases or decreases in one unit. In the regression line, "b" is called regression coefficient. The coefficient of determination (R 2 ) indicates the importance of independent variables in the outcome.

  13. Testing Parametric versus Semiparametric Modelling in Generalized Linear Models

    Härdle, W.K.; Mammen, E.; Müller, M.D.

    1996-01-01

    We consider a generalized partially linear model E(Y|X,T) = G{X'b + m(T)} where G is a known function, b is an unknown parameter vector, and m is an unknown function.The paper introduces a test statistic which allows to decide between a parametric and a semiparametric model: (i) m is linear, i.e.

  14. Modeling of Volatility with Non-linear Time Series Model

    Kim Song Yon; Kim Mun Chol

    2013-01-01

    In this paper, non-linear time series models are used to describe volatility in financial time series data. To describe volatility, two of the non-linear time series are combined into form TAR (Threshold Auto-Regressive Model) with AARCH (Asymmetric Auto-Regressive Conditional Heteroskedasticity) error term and its parameter estimation is studied.

  15. Linear Regression Models for Estimating True Subsurface ...

    47

    The objective is to minimize the processing time and computer memory required. 10 to carry out inversion .... to the mainland by two long bridges. .... term. In this approach, the model converges when the squared sum of the differences. 143.

  16. Thresholding projection estimators in functional linear models

    Cardot, Hervé; Johannes, Jan

    2010-01-01

    We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule allows to get consistency under broad assumptions as well as minimax rates of convergence under additional regularity hypotheses. We also consider the particular case of Sobolev spaces generated by the trigonometric basis which permits to get easily mean squ...

  17. Decomposed Implicit Models of Piecewise - Linear Networks

    J. Brzobohaty

    1992-05-01

    Full Text Available The general matrix form of the implicit description of a piecewise-linear (PWL network and the symbolic block diagram of the corresponding circuit model are proposed. Their decomposed forms enable us to determine quite separately the existence of the individual breakpoints of the resultant PWL characteristic and their coordinates using independent network parameters. For the two-diode and three-diode cases all the attainable types of the PWL characteristic are introduced.

  18. Plane answers to complex questions the theory of linear models

    Christensen, Ronald

    1987-01-01

    This book was written to rigorously illustrate the practical application of the projective approach to linear models. To some, this may seem contradictory. I contend that it is possible to be both rigorous and illustrative and that it is possible to use the projective approach in practical applications. Therefore, unlike many other books on linear models, the use of projections and sub­ spaces does not stop after the general theory. They are used wherever I could figure out how to do it. Solving normal equations and using calculus (outside of maximum likelihood theory) are anathema to me. This is because I do not believe that they contribute to the understanding of linear models. I have similar feelings about the use of side conditions. Such topics are mentioned when appropriate and thenceforward avoided like the plague. On the other side of the coin, I just as strenuously reject teaching linear models with a coordinate free approach. Although Joe Eaton assures me that the issues in complicated problems freq...

  19. From spiking neuron models to linear-nonlinear models.

    Ostojic, Srdjan; Brunel, Nicolas

    2011-01-20

    Neurons transform time-varying inputs into action potentials emitted stochastically at a time dependent rate. The mapping from current input to output firing rate is often represented with the help of phenomenological models such as the linear-nonlinear (LN) cascade, in which the output firing rate is estimated by applying to the input successively a linear temporal filter and a static non-linear transformation. These simplified models leave out the biophysical details of action potential generation. It is not a priori clear to which extent the input-output mapping of biophysically more realistic, spiking neuron models can be reduced to a simple linear-nonlinear cascade. Here we investigate this question for the leaky integrate-and-fire (LIF), exponential integrate-and-fire (EIF) and conductance-based Wang-Buzsáki models in presence of background synaptic activity. We exploit available analytic results for these models to determine the corresponding linear filter and static non-linearity in a parameter-free form. We show that the obtained functions are identical to the linear filter and static non-linearity determined using standard reverse correlation analysis. We then quantitatively compare the output of the corresponding linear-nonlinear cascade with numerical simulations of spiking neurons, systematically varying the parameters of input signal and background noise. We find that the LN cascade provides accurate estimates of the firing rates of spiking neurons in most of parameter space. For the EIF and Wang-Buzsáki models, we show that the LN cascade can be reduced to a firing rate model, the timescale of which we determine analytically. Finally we introduce an adaptive timescale rate model in which the timescale of the linear filter depends on the instantaneous firing rate. This model leads to highly accurate estimates of instantaneous firing rates.

  20. Essential linear algebra with applications a problem-solving approach

    Andreescu, Titu

    2014-01-01

    This textbook provides a rigorous introduction to linear algebra in addition to material suitable for a more advanced course while emphasizing the subject’s interactions with other topics in mathematics such as calculus and geometry. A problem-based approach is used to develop the theoretical foundations of vector spaces, linear equations, matrix algebra, eigenvectors, and orthogonality. Key features include: • a thorough presentation of the main results in linear algebra along with numerous examples to illustrate the theory;  • over 500 problems (half with complete solutions) carefully selected for their elegance and theoretical significance; • an interleaved discussion of geometry and linear algebra, giving readers a solid understanding of both topics and the relationship between them.   Numerous exercises and well-chosen examples make this text suitable for advanced courses at the junior or senior levels. It can also serve as a source of supplementary problems for a sophomore-level course.    ...

  1. Comparison of linear, mixed integer and non-linear programming methods in energy system dispatch modelling

    Ommen, Torben Schmidt; Markussen, Wiebke Brix; Elmegaard, Brian

    2014-01-01

    In the paper, three frequently used operation optimisation methods are examined with respect to their impact on operation management of the combined utility technologies for electric power and DH (district heating) of eastern Denmark. The investigation focusses on individual plant operation...... differences and differences between the solution found by each optimisation method. One of the investigated approaches utilises LP (linear programming) for optimisation, one uses LP with binary operation constraints, while the third approach uses NLP (non-linear programming). The LP model is used...... as a benchmark, as this type is frequently used, and has the lowest amount of constraints of the three. A comparison of the optimised operation of a number of units shows significant differences between the three methods. Compared to the reference, the use of binary integer variables, increases operation...

  2. Linear Power-Flow Models in Multiphase Distribution Networks: Preprint

    Bernstein, Andrey; Dall' Anese, Emiliano

    2017-05-26

    This paper considers multiphase unbalanced distribution systems and develops approximate power-flow models where bus-voltages, line-currents, and powers at the point of common coupling are linearly related to the nodal net power injections. The linearization approach is grounded on a fixed-point interpretation of the AC power-flow equations, and it is applicable to distribution systems featuring (i) wye connections; (ii) ungrounded delta connections; (iii) a combination of wye-connected and delta-connected sources/loads; and, (iv) a combination of line-to-line and line-to-grounded-neutral devices at the secondary of distribution transformers. The proposed linear models can facilitate the development of computationally-affordable optimization and control applications -- from advanced distribution management systems settings to online and distributed optimization routines. Performance of the proposed models is evaluated on different test feeders.

  3. Discovery of Boolean metabolic networks: integer linear programming based approach.

    Qiu, Yushan; Jiang, Hao; Ching, Wai-Ki; Cheng, Xiaoqing

    2018-04-11

    Traditional drug discovery methods focused on the efficacy of drugs rather than their toxicity. However, toxicity and/or lack of efficacy are produced when unintended targets are affected in metabolic networks. Thus, identification of biological targets which can be manipulated to produce the desired effect with minimum side-effects has become an important and challenging topic. Efficient computational methods are required to identify the drug targets while incurring minimal side-effects. In this paper, we propose a graph-based computational damage model that summarizes the impact of enzymes on compounds in metabolic networks. An efficient method based on Integer Linear Programming formalism is then developed to identify the optimal enzyme-combination so as to minimize the side-effects. The identified target enzymes for known successful drugs are then verified by comparing the results with those in the existing literature. Side-effects reduction plays a crucial role in the study of drug development. A graph-based computational damage model is proposed and the theoretical analysis states the captured problem is NP-completeness. The proposed approaches can therefore contribute to the discovery of drug targets. Our developed software is available at " http://hkumath.hku.hk/~wkc/APBC2018-metabolic-network.zip ".

  4. Stochastic linear programming models, theory, and computation

    Kall, Peter

    2011-01-01

    This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC’s and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. … T...

  5. A convex optimization approach for solving large scale linear systems

    Debora Cores

    2017-01-01

    Full Text Available The well-known Conjugate Gradient (CG method minimizes a strictly convex quadratic function for solving large-scale linear system of equations when the coefficient matrix is symmetric and positive definite. In this work we present and analyze a non-quadratic convex function for solving any large-scale linear system of equations regardless of the characteristics of the coefficient matrix. For finding the global minimizers, of this new convex function, any low-cost iterative optimization technique could be applied. In particular, we propose to use the low-cost globally convergent Spectral Projected Gradient (SPG method, which allow us to extend this optimization approach for solving consistent square and rectangular linear system, as well as linear feasibility problem, with and without convex constraints and with and without preconditioning strategies. Our numerical results indicate that the new scheme outperforms state-of-the-art iterative techniques for solving linear systems when the symmetric part of the coefficient matrix is indefinite, and also for solving linear feasibility problems.

  6. Practical likelihood analysis for spatial generalized linear mixed models

    Bonat, W. H.; Ribeiro, Paulo Justiniano

    2016-01-01

    We investigate an algorithm for maximum likelihood estimation of spatial generalized linear mixed models based on the Laplace approximation. We compare our algorithm with a set of alternative approaches for two datasets from the literature. The Rhizoctonia root rot and the Rongelap are......, respectively, examples of binomial and count datasets modeled by spatial generalized linear mixed models. Our results show that the Laplace approximation provides similar estimates to Markov Chain Monte Carlo likelihood, Monte Carlo expectation maximization, and modified Laplace approximation. Some advantages...... of Laplace approximation include the computation of the maximized log-likelihood value, which can be used for model selection and tests, and the possibility to obtain realistic confidence intervals for model parameters based on profile likelihoods. The Laplace approximation also avoids the tuning...

  7. Applications of equivalent linearization approaches to nonlinear piping systems

    Park, Y.; Hofmayer, C.; Chokshi, N.

    1997-01-01

    The piping systems in nuclear power plants, even with conventional snubber supports, are highly complex nonlinear structures under severe earthquake loadings mainly due to various mechanical gaps in support structures. Some type of nonlinear analysis is necessary to accurately predict the piping responses under earthquake loadings. The application of equivalent linearization approaches (ELA) to seismic analyses of nonlinear piping systems is presented. Two types of ELA's are studied; i.e., one based on the response spectrum method and the other based on the linear random vibration theory. The test results of main steam and feedwater piping systems supported by snubbers and energy absorbers are used to evaluate the numerical accuracy and limitations

  8. Linear accelerator modeling: development and application

    Jameson, R.A.; Jule, W.D.

    1977-01-01

    Most of the parameters of a modern linear accelerator can be selected by simulating the desired machine characteristics in a computer code and observing how the parameters affect the beam dynamics. The code PARMILA is used at LAMPF for the low-energy portion of linacs. Collections of particles can be traced with a free choice of input distributions in six-dimensional phase space. Random errors are often included in order to study the tolerances which should be imposed during manufacture or in operation. An outline is given of the modifications made to the model, the results of experiments which indicate the validity of the model, and the use of the model to optimize the longitudinal tuning of the Alvarez linac

  9. Stochastic modeling of mode interactions via linear parabolized stability equations

    Ran, Wei; Zare, Armin; Hack, M. J. Philipp; Jovanovic, Mihailo

    2017-11-01

    Low-complexity approximations of the Navier-Stokes equations have been widely used in the analysis of wall-bounded shear flows. In particular, the parabolized stability equations (PSE) and Floquet theory have been employed to capture the evolution of primary and secondary instabilities in spatially-evolving flows. We augment linear PSE with Floquet analysis to formally treat modal interactions and the evolution of secondary instabilities in the transitional boundary layer via a linear progression. To this end, we leverage Floquet theory by incorporating the primary instability into the base flow and accounting for different harmonics in the flow state. A stochastic forcing is introduced into the resulting linear dynamics to model the effect of nonlinear interactions on the evolution of modes. We examine the H-type transition scenario to demonstrate how our approach can be used to model nonlinear effects and capture the growth of the fundamental and subharmonic modes observed in direct numerical simulations and experiments.

  10. A linearized dispersion relation for orthorhombic pseudo-acoustic modeling

    Song, Xiaolei; Alkhalifah, Tariq Ali

    2012-01-01

    Wavefield extrapolation in acoustic orthorhombic anisotropic media suffers from wave-mode coupling and stability limitations in the parameter range. We introduce a linearized form of the dispersion relation for acoustic orthorhombic media to model acoustic wavefields. We apply the lowrank approximation approach to handle the corresponding space-wavenumber mixed-domain operator. Numerical experiments show that the proposed wavefield extrapolator is accurate and practically free of dispersions. Further, there is no coupling of qSv and qP waves, because we use the analytical dispersion relation. No constraints on Thomsen's parameters are required for stability. The linearized expression may provide useful application for parameter estimation in orthorhombic media.

  11. Genetic analyses using GGE model and a mixed linear model approach, and stability analyses using AMMI bi-plot for late-maturity alpha-amylase activity in bread wheat genotypes.

    Rasul, Golam; Glover, Karl D; Krishnan, Padmanaban G; Wu, Jixiang; Berzonsky, William A; Fofana, Bourlaye

    2017-06-01

    Low falling number and discounting grain when it is downgraded in class are the consequences of excessive late-maturity α-amylase activity (LMAA) in bread wheat (Triticum aestivum L.). Grain expressing high LMAA produces poorer quality bread products. To effectively breed for low LMAA, it is necessary to understand what genes control it and how they are expressed, particularly when genotypes are grown in different environments. In this study, an International Collection (IC) of 18 spring wheat genotypes and another set of 15 spring wheat cultivars adapted to South Dakota (SD), USA were assessed to characterize the genetic component of LMAA over 5 and 13 environments, respectively. The data were analysed using a GGE model with a mixed linear model approach and stability analysis was presented using an AMMI bi-plot on R software. All estimated variance components and their proportions to the total phenotypic variance were highly significant for both sets of genotypes, which were validated by the AMMI model analysis. Broad-sense heritability for LMAA was higher in SD adapted cultivars (53%) compared to that in IC (49%). Significant genetic effects and stability analyses showed some genotypes, e.g. 'Lancer', 'Chester' and 'LoSprout' from IC, and 'Alsen', 'Traverse' and 'Forefront' from SD cultivars could be used as parents to develop new cultivars expressing low levels of LMAA. Stability analysis using an AMMI bi-plot revealed that 'Chester', 'Lancer' and 'Advance' were the most stable across environments, while in contrast, 'Kinsman', 'Lerma52' and 'Traverse' exhibited the lowest stability for LMAA across environments.

  12. Network Traffic Monitoring Using Poisson Dynamic Linear Models

    Merl, D. M. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)

    2011-05-09

    In this article, we discuss an approach for network forensics using a class of nonstationary Poisson processes with embedded dynamic linear models. As a modeling strategy, the Poisson DLM (PoDLM) provides a very flexible framework for specifying structured effects that may influence the evolution of the underlying Poisson rate parameter, including diurnal and weekly usage patterns. We develop a novel particle learning algorithm for online smoothing and prediction for the PoDLM, and demonstrate the suitability of the approach to real-time deployment settings via a new application to computer network traffic monitoring.

  13. Non-linear sigma model on the fuzzy supersphere

    Kurkcuoglu, Seckin

    2004-01-01

    In this note we develop fuzzy versions of the supersymmetric non-linear sigma model on the supersphere S (2,2) . In hep-th/0212133 Bott projectors have been used to obtain the fuzzy C P 1 model. Our approach utilizes the use of supersymmetric extensions of these projectors. Here we obtain these (super)-projectors and quantize them in a fashion similar to the one given in hep-th/0212133. We discuss the interpretation of the resulting model as a finite dimensional matrix model. (author)

  14. Aspects of general linear modelling of migration.

    Congdon, P

    1992-01-01

    "This paper investigates the application of general linear modelling principles to analysing migration flows between areas. Particular attention is paid to specifying the form of the regression and error components, and the nature of departures from Poisson randomness. Extensions to take account of spatial and temporal correlation are discussed as well as constrained estimation. The issue of specification bears on the testing of migration theories, and assessing the role migration plays in job and housing markets: the direction and significance of the effects of economic variates on migration depends on the specification of the statistical model. The application is in the context of migration in London and South East England in the 1970s and 1980s." excerpt

  15. Model Selection with the Linear Mixed Model for Longitudinal Data

    Ryoo, Ji Hoon

    2011-01-01

    Model building or model selection with linear mixed models (LMMs) is complicated by the presence of both fixed effects and random effects. The fixed effects structure and random effects structure are codependent, so selection of one influences the other. Most presentations of LMM in psychology and education are based on a multilevel or…

  16. Linear decomposition approach for a class of nonconvex programming problems.

    Shen, Peiping; Wang, Chunfeng

    2017-01-01

    This paper presents a linear decomposition approach for a class of nonconvex programming problems by dividing the input space into polynomially many grids. It shows that under certain assumptions the original problem can be transformed and decomposed into a polynomial number of equivalent linear programming subproblems. Based on solving a series of liner programming subproblems corresponding to those grid points we can obtain the near-optimal solution of the original problem. Compared to existing results in the literature, the proposed algorithm does not require the assumptions of quasi-concavity and differentiability of the objective function, and it differs significantly giving an interesting approach to solving the problem with a reduced running time.

  17. Using Quartile-Quartile Lines as Linear Models

    Gordon, Sheldon P.

    2015-01-01

    This article introduces the notion of the quartile-quartile line as an alternative to the regression line and the median-median line to produce a linear model based on a set of data. It is based on using the first and third quartiles of a set of (x, y) data. Dynamic spreadsheets are used as exploratory tools to compare the different approaches and…

  18. Modelling and Predicting Backstroke Start Performance Using Non-Linear and Linear Models.

    de Jesus, Karla; Ayala, Helon V H; de Jesus, Kelly; Coelho, Leandro Dos S; Medeiros, Alexandre I A; Abraldes, José A; Vaz, Mário A P; Fernandes, Ricardo J; Vilas-Boas, João Paulo

    2018-03-01

    Our aim was to compare non-linear and linear mathematical model responses for backstroke start performance prediction. Ten swimmers randomly completed eight 15 m backstroke starts with feet over the wedge, four with hands on the highest horizontal and four on the vertical handgrip. Swimmers were videotaped using a dual media camera set-up, with the starts being performed over an instrumented block with four force plates. Artificial neural networks were applied to predict 5 m start time using kinematic and kinetic variables and to determine the accuracy of the mean absolute percentage error. Artificial neural networks predicted start time more robustly than the linear model with respect to changing training to the validation dataset for the vertical handgrip (3.95 ± 1.67 vs. 5.92 ± 3.27%). Artificial neural networks obtained a smaller mean absolute percentage error than the linear model in the horizontal (0.43 ± 0.19 vs. 0.98 ± 0.19%) and vertical handgrip (0.45 ± 0.19 vs. 1.38 ± 0.30%) using all input data. The best artificial neural network validation revealed a smaller mean absolute error than the linear model for the horizontal (0.007 vs. 0.04 s) and vertical handgrip (0.01 vs. 0.03 s). Artificial neural networks should be used for backstroke 5 m start time prediction due to the quite small differences among the elite level performances.

  19. Memristance controlling approach based on modification of linear M—q curve

    Liu Hai-Jun; Li Zhi-Wei; Yu Hong-Qi; Sun Zhao-Lin; Nie Hong-Shan

    2014-01-01

    The memristor has broad application prospects in many fields, while in many cases, those fields require accurate impedance control. The nonlinear model is of great importance for realizing memristance control accurately, but the implementing complexity caused by iteration has limited the actual application of this model. Considering the approximate linear characteristics at the middle region of the memristance-charge (M—q) curve of the nonlinear model, this paper proposes a memristance controlling approach, which is achieved by linearizing the middle region of the M—q curve of the nonlinear memristor, and establishes the linear relationship between memristances M and input excitations so that it can realize impedance control precisely by only adjusting input signals briefly. First, it analyzes the feasibility for linearizing the middle part of the M—q curve of the memristor with a nonlinear model from the qualitative perspective. Then, the linearization equations of the middle region of the M—q curve is constructed by using the shift method, and under a sinusoidal excitation case, the analytical relation between the memristance M and the charge time t is derived through the Taylor series expansions. At last, the performance of the proposed approach is demonstrated, including the linearizing capability for the middle part of the M—q curve of the nonlinear model memristor, the controlling ability for memristance M, and the influence of input excitation on linearization errors. (interdisciplinary physics and related areas of science and technology)

  20. Simple Planar Truss (Linear, Nonlinear and Stochastic Approach

    Frydrýšek Karel

    2016-11-01

    Full Text Available This article deals with a simple planar and statically determinate pin-connected truss. It demonstrates the processes and methods of derivations and solutions according to 1st and 2nd order theories. The article applies linear and nonlinear approaches and their simplifications via a Maclaurin series. Programming connected with the stochastic Simulation-Based Reliability Method (i.e. the direct Monte Carlo approach is used to conduct a probabilistic reliability assessment (i.e. a calculation of the probability that plastic deformation will occur in members of the truss.

  1. Modeling patterns in data using linear and related models

    Engelhardt, M.E.

    1996-06-01

    This report considers the use of linear models for analyzing data related to reliability and safety issues of the type usually associated with nuclear power plants. The report discusses some of the general results of linear regression analysis, such as the model assumptions and properties of the estimators of the parameters. The results are motivated with examples of operational data. Results about the important case of a linear regression model with one covariate are covered in detail. This case includes analysis of time trends. The analysis is applied with two different sets of time trend data. Diagnostic procedures and tests for the adequacy of the model are discussed. Some related methods such as weighted regression and nonlinear models are also considered. A discussion of the general linear model is also included. Appendix A gives some basic SAS programs and outputs for some of the analyses discussed in the body of the report. Appendix B is a review of some of the matrix theoretic results which are useful in the development of linear models

  2. Electron Model of Linear-Field FFAG

    Koscielniak, Shane R

    2005-01-01

    A fixed-field alternating-gradient accelerator (FFAG) that employs only linear-field elements ushers in a new regime in accelerator design and dynamics. The linear-field machine has the ability to compact an unprecedented range in momenta within a small component aperture. With a tune variation which results from the natural chromaticity, the beam crosses many strong, uncorrec-table, betatron resonances during acceleration. Further, relativistic particles in this machine exhibit a quasi-parabolic time-of-flight that cannot be addressed with a fixed-frequency rf system. This leads to a new concept of bucketless acceleration within a rotation manifold. With a large energy jump per cell, there is possibly strong synchro-betatron coupling. A few-MeV electron model has been proposed to demonstrate the feasibility of these untested acceleration features and to investigate them at length under a wide range of operating conditions. This paper presents a lattice optimized for a 1.3 GHz rf, initial technology choices f...

  3. Linear models in the mathematics of uncertainty

    Mordeson, John N; Clark, Terry D; Pham, Alex; Redmond, Michael A

    2013-01-01

    The purpose of this book is to present new mathematical techniques for modeling global issues. These mathematical techniques are used to determine linear equations between a dependent variable and one or more independent variables in cases where standard techniques such as linear regression are not suitable. In this book, we examine cases where the number of data points is small (effects of nuclear warfare), where the experiment is not repeatable (the breakup of the former Soviet Union), and where the data is derived from expert opinion (how conservative is a political party). In all these cases the data  is difficult to measure and an assumption of randomness and/or statistical validity is questionable.  We apply our methods to real world issues in international relations such as  nuclear deterrence, smart power, and cooperative threat reduction. We next apply our methods to issues in comparative politics such as successful democratization, quality of life, economic freedom, political stability, and fail...

  4. MAGDM linear-programming models with distinct uncertain preference structures.

    Xu, Zeshui S; Chen, Jian

    2008-10-01

    Group decision making with preference information on alternatives is an interesting and important research topic which has been receiving more and more attention in recent years. The purpose of this paper is to investigate multiple-attribute group decision-making (MAGDM) problems with distinct uncertain preference structures. We develop some linear-programming models for dealing with the MAGDM problems, where the information about attribute weights is incomplete, and the decision makers have their preferences on alternatives. The provided preference information can be represented in the following three distinct uncertain preference structures: 1) interval utility values; 2) interval fuzzy preference relations; and 3) interval multiplicative preference relations. We first establish some linear-programming models based on decision matrix and each of the distinct uncertain preference structures and, then, develop some linear-programming models to integrate all three structures of subjective uncertain preference information provided by the decision makers and the objective information depicted in the decision matrix. Furthermore, we propose a simple and straightforward approach in ranking and selecting the given alternatives. It is worth pointing out that the developed models can also be used to deal with the situations where the three distinct uncertain preference structures are reduced to the traditional ones, i.e., utility values, fuzzy preference relations, and multiplicative preference relations. Finally, we use a practical example to illustrate in detail the calculation process of the developed approach.

  5. Nonlinear price impact from linear models

    Patzelt, Felix; Bouchaud, Jean-Philippe

    2017-12-01

    The impact of trades on asset prices is a crucial aspect of market dynamics for academics, regulators, and practitioners alike. Recently, universal and highly nonlinear master curves were observed for price impacts aggregated on all intra-day scales (Patzelt and Bouchaud 2017 arXiv:1706.04163). Here we investigate how well these curves, their scaling, and the underlying return dynamics are captured by linear ‘propagator’ models. We find that the classification of trades as price-changing versus non-price-changing can explain the price impact nonlinearities and short-term return dynamics to a very high degree. The explanatory power provided by the change indicator in addition to the order sign history increases with increasing tick size. To obtain these results, several long-standing technical issues for model calibration and testing are addressed. We present new spectral estimators for two- and three-point cross-correlations, removing the need for previously used approximations. We also show when calibration is unbiased and how to accurately reveal previously overlooked biases. Therefore, our results contribute significantly to understanding both recent empirical results and the properties of a popular class of impact models.

  6. Predicting birth weight with conditionally linear transformation models.

    Möst, Lisa; Schmid, Matthias; Faschingbauer, Florian; Hothorn, Torsten

    2016-12-01

    Low and high birth weight (BW) are important risk factors for neonatal morbidity and mortality. Gynecologists must therefore accurately predict BW before delivery. Most prediction formulas for BW are based on prenatal ultrasound measurements carried out within one week prior to birth. Although successfully used in clinical practice, these formulas focus on point predictions of BW but do not systematically quantify uncertainty of the predictions, i.e. they result in estimates of the conditional mean of BW but do not deliver prediction intervals. To overcome this problem, we introduce conditionally linear transformation models (CLTMs) to predict BW. Instead of focusing only on the conditional mean, CLTMs model the whole conditional distribution function of BW given prenatal ultrasound parameters. Consequently, the CLTM approach delivers both point predictions of BW and fetus-specific prediction intervals. Prediction intervals constitute an easy-to-interpret measure of prediction accuracy and allow identification of fetuses subject to high prediction uncertainty. Using a data set of 8712 deliveries at the Perinatal Centre at the University Clinic Erlangen (Germany), we analyzed variants of CLTMs and compared them to standard linear regression estimation techniques used in the past and to quantile regression approaches. The best-performing CLTM variant was competitive with quantile regression and linear regression approaches in terms of conditional coverage and average length of the prediction intervals. We propose that CLTMs be used because they are able to account for possible heteroscedasticity, kurtosis, and skewness of the distribution of BWs. © The Author(s) 2014.

  7. Kinetic approach to plasma end loss from linear devices

    Dreicer, H.

    1976-01-01

    A first step in the direction of a kinetic approach to end loss has been presented. This approach brings to light some fundamental processes not uncovered by the magnetohydrodynamic or guiding center approach. Attention was focused on the basically transient phenomenon in a way that describes the quite different behavior of collision dominated and collisionless ions, but ignores the magnetic nozzle effects near the ends of the system. The treatment illuminates some of the roles played by the parameter l/sub ii//L, and suggests the direction for more detailed investigations. End loss from linear systems is a very many faceted problem. Kinetic effects, magnetic effects, heat flow, etc. are all intermixed, and it will require a strong long term experimental and theoretical program to unravel all of its mysteries

  8. Piecewise Linear-Linear Latent Growth Mixture Models with Unknown Knots

    Kohli, Nidhi; Harring, Jeffrey R.; Hancock, Gregory R.

    2013-01-01

    Latent growth curve models with piecewise functions are flexible and useful analytic models for investigating individual behaviors that exhibit distinct phases of development in observed variables. As an extension of this framework, this study considers a piecewise linear-linear latent growth mixture model (LGMM) for describing segmented change of…

  9. From linear to generalized linear mixed models: A case study in repeated measures

    Compared to traditional linear mixed models, generalized linear mixed models (GLMMs) can offer better correspondence between response variables and explanatory models, yielding more efficient estimates and tests in the analysis of data from designed experiments. Using proportion data from a designed...

  10. Comparison of Linear Prediction Models for Audio Signals

    2009-03-01

    Full Text Available While linear prediction (LP has become immensely popular in speech modeling, it does not seem to provide a good approach for modeling audio signals. This is somewhat surprising, since a tonal signal consisting of a number of sinusoids can be perfectly predicted based on an (all-pole LP model with a model order that is twice the number of sinusoids. We provide an explanation why this result cannot simply be extrapolated to LP of audio signals. If noise is taken into account in the tonal signal model, a low-order all-pole model appears to be only appropriate when the tonal components are uniformly distributed in the Nyquist interval. Based on this observation, different alternatives to the conventional LP model can be suggested. Either the model should be changed to a pole-zero, a high-order all-pole, or a pitch prediction model, or the conventional LP model should be preceded by an appropriate frequency transform, such as a frequency warping or downsampling. By comparing these alternative LP models to the conventional LP model in terms of frequency estimation accuracy, residual spectral flatness, and perceptual frequency resolution, we obtain several new and promising approaches to LP-based audio modeling.

  11. Comparison of linear and non-linear models for predicting energy expenditure from raw accelerometer data.

    Montoye, Alexander H K; Begum, Munni; Henning, Zachary; Pfeiffer, Karin A

    2017-02-01

    This study had three purposes, all related to evaluating energy expenditure (EE) prediction accuracy from body-worn accelerometers: (1) compare linear regression to linear mixed models, (2) compare linear models to artificial neural network models, and (3) compare accuracy of accelerometers placed on the hip, thigh, and wrists. Forty individuals performed 13 activities in a 90 min semi-structured, laboratory-based protocol. Participants wore accelerometers on the right hip, right thigh, and both wrists and a portable metabolic analyzer (EE criterion). Four EE prediction models were developed for each accelerometer: linear regression, linear mixed, and two ANN models. EE prediction accuracy was assessed using correlations, root mean square error (RMSE), and bias and was compared across models and accelerometers using repeated-measures analysis of variance. For all accelerometer placements, there were no significant differences for correlations or RMSE between linear regression and linear mixed models (correlations: r  =  0.71-0.88, RMSE: 1.11-1.61 METs; p  >  0.05). For the thigh-worn accelerometer, there were no differences in correlations or RMSE between linear and ANN models (ANN-correlations: r  =  0.89, RMSE: 1.07-1.08 METs. Linear models-correlations: r  =  0.88, RMSE: 1.10-1.11 METs; p  >  0.05). Conversely, one ANN had higher correlations and lower RMSE than both linear models for the hip (ANN-correlation: r  =  0.88, RMSE: 1.12 METs. Linear models-correlations: r  =  0.86, RMSE: 1.18-1.19 METs; p  linear models for the wrist-worn accelerometers (ANN-correlations: r  =  0.82-0.84, RMSE: 1.26-1.32 METs. Linear models-correlations: r  =  0.71-0.73, RMSE: 1.55-1.61 METs; p  models offer a significant improvement in EE prediction accuracy over linear models. Conversely, linear models showed similar EE prediction accuracy to machine learning models for hip- and thigh

  12. Practical application of equivalent linearization approaches to nonlinear piping systems

    Park, Y.J.; Hofmayer, C.H.

    1995-01-01

    The use of mechanical energy absorbers as an alternative to conventional hydraulic and mechanical snubbers for piping supports has attracted a wide interest among researchers and practitioners in the nuclear industry. The basic design concept of energy absorbers (EA) is to dissipate the vibration energy of piping systems through nonlinear hysteretic actions of EA exclamation point s under design seismic loads. Therefore, some type of nonlinear analysis needs to be performed in the seismic design of piping systems with EA supports. The equivalent linearization approach (ELA) can be a practical analysis tool for this purpose, particularly when the response approach (RSA) is also incorporated in the analysis formulations. In this paper, the following ELA/RSA methods are presented and compared to each other regarding their practice and numerical accuracy: Response approach using the square root of sum of squares (SRSS) approximation (denoted RS in this paper). Classical ELA based on modal combinations and linear random vibration theory (denoted CELA in this paper). Stochastic ELA based on direct solution of response covariance matrix (denoted SELA in this paper). New algorithms to convert response spectra to the equivalent power spectral density (PSD) functions are presented for both the above CELA and SELA methods. The numerical accuracy of the three EL are studied through a parametric error analysis. Finally, the practicality of the presented analysis is demonstrated in two application examples for piping systems with EA supports

  13. Finite element modeling of nanotube structures linear and non-linear models

    Awang, Mokhtar; Muhammad, Ibrahim Dauda

    2016-01-01

    This book presents a new approach to modeling carbon structures such as graphene and carbon nanotubes using finite element methods, and addresses the latest advances in numerical studies for these materials. Based on the available findings, the book develops an effective finite element approach for modeling the structure and the deformation of grapheme-based materials. Further, modeling processing for single-walled and multi-walled carbon nanotubes is demonstrated in detail.

  14. Approach to assurance of reliability of linear accelerator operation observations

    Bakov, S.M.; Borovikov, A.A.; Kavkun, S.L.

    1994-01-01

    The system approach to solving the task of assuring reliability of observations over the linear accelerator operation is proposed. The basic principles of this method consist in application of dependences between the facility parameters, decrease in the number of the system apparatus channels for data acquisition without replacement of failed channel by reserve one. The signal commutation unit, the introduction whereof into the data acquisition system essentially increases the reliability of the measurement system on the account of active reserve, is considered detail. 8 refs. 6 figs

  15. Evaluating the double Poisson generalized linear model.

    Zou, Yaotian; Geedipally, Srinivas Reddy; Lord, Dominique

    2013-10-01

    The objectives of this study are to: (1) examine the applicability of the double Poisson (DP) generalized linear model (GLM) for analyzing motor vehicle crash data characterized by over- and under-dispersion and (2) compare the performance of the DP GLM with the Conway-Maxwell-Poisson (COM-Poisson) GLM in terms of goodness-of-fit and theoretical soundness. The DP distribution has seldom been investigated and applied since its first introduction two decades ago. The hurdle for applying the DP is related to its normalizing constant (or multiplicative constant) which is not available in closed form. This study proposed a new method to approximate the normalizing constant of the DP with high accuracy and reliability. The DP GLM and COM-Poisson GLM were developed using two observed over-dispersed datasets and one observed under-dispersed dataset. The modeling results indicate that the DP GLM with its normalizing constant approximated by the new method can handle crash data characterized by over- and under-dispersion. Its performance is comparable to the COM-Poisson GLM in terms of goodness-of-fit (GOF), although COM-Poisson GLM provides a slightly better fit. For the over-dispersed data, the DP GLM performs similar to the NB GLM. Considering the fact that the DP GLM can be easily estimated with inexpensive computation and that it is simpler to interpret coefficients, it offers a flexible and efficient alternative for researchers to model count data. Copyright © 2013 Elsevier Ltd. All rights reserved.

  16. A novel approach to linearization of the electromagnetic parameters of tokamaks with an iron core

    Fu, P. E-mail: fupeng@mail.ipp.ac.cn; Liu, Z.Z.; Zou, J.H

    2002-05-01

    The equivalent model of an iron core tokamak is developed, in which the electromagnetic parameters of several pairs of coils in opposite series (PCOS) are not dependent on the saturation of the iron core during tokamak operation. With this the electromagnetic parameters of all the coils in an iron core tokamak can be linearized, As an example, the electromagnetic parameters of Hefei Super-conductive Tokamak with iron core (HT-7) are linearized, and it is in good agreement with the experimental results. The linearization approach can be applied in real time plasma control and electromagnetic analysis.

  17. Petri Nets as Models of Linear Logic

    Engberg, Uffe Henrik; Winskel, Glynn

    1990-01-01

    The chief purpose of this paper is to appraise the feasibility of Girad's linear logic as a specification language for parallel processes. To this end we propose an interpretation of linear logic in Petri nets, with respect to which we investigate the expressive power of the logic...

  18. Linear system identification via backward-time observer models

    Juang, Jer-Nan; Phan, Minh

    1993-01-01

    This paper presents an algorithm to identify a state-space model of a linear system using a backward-time approach. The procedure consists of three basic steps. First, the Markov parameters of a backward-time observer are computed from experimental input-output data. Second, the backward-time observer Markov parameters are decomposed to obtain the backward-time system Markov parameters (backward-time pulse response samples) from which a backward-time state-space model is realized using the Eigensystem Realization Algorithm. Third, the obtained backward-time state space model is converted to the usual forward-time representation. Stochastic properties of this approach will be discussed. Experimental results are given to illustrate when and to what extent this concept works.

  19. Novel Approach to Linear Accelerator Superconducting Magnet System

    Kashikhin, Vladimir

    2011-01-01

    Superconducting Linear Accelerators include a superconducting magnet system for particle beam transportation that provides the beam focusing and steering. This system consists of a large number of quadrupole magnets and dipole correctors mounted inside or between cryomodules with SCRF cavities. Each magnet has current leads and powered from its own power supply. The paper proposes a novel approach to magnet powering based on using superconducting persistent current switches. A group of magnets is powered from the same power supply through the common, for the group of cryomodules, electrical bus and pair of current leads. Superconducting switches direct the current to the chosen magnet and close the circuit providing the magnet operation in a persistent current mode. Two persistent current switches were fabricated and tested. In the paper also presented the results of magnetic field simulations, decay time constants analysis, and a way of improving quadrupole magnetic center stability. Such approach substantially reduces the magnet system cost and increases the reliability.

  20. Review of the superconducting approach to linear colliders

    Padamsee, H.

    1992-01-01

    For the next linear collider of 500 GeV CM energy, the beam energy needs to be increased by a factor of 5 over the SLC, but the luminosity needs to be increased by 5 orders of magnitude. The superconducting (SRF) approach offers multiple relief from the many pressing challenges of achieving high luminosity. The major challenges for the SRF approach are to raise the gradients well above 5 MV/m possible today and at the same time to lower the costs. Progress in SRF technology is presented. A collaborative venture on a TESLA TEST FACILITY is now taking shape, these activities are summarized. (R.P.) 19 refs.; 4 figs.; 3 tabs

  1. Parametric Linear Hybrid Automata for Complex Environmental Systems Modeling

    Samar Hayat Khan Tareen

    2015-07-01

    Full Text Available Environmental systems, whether they be weather patterns or predator-prey relationships, are dependent on a number of different variables, each directly or indirectly affecting the system at large. Since not all of these factors are known, these systems take on non-linear dynamics, making it difficult to accurately predict meaningful behavioral trends far into the future. However, such dynamics do not warrant complete ignorance of different efforts to understand and model close approximations of these systems. Towards this end, we have applied a logical modeling approach to model and analyze the behavioral trends and systematic trajectories that these systems exhibit without delving into their quantification. This approach, formalized by René Thomas for discrete logical modeling of Biological Regulatory Networks (BRNs and further extended in our previous studies as parametric biological linear hybrid automata (Bio-LHA, has been previously employed for the analyses of different molecular regulatory interactions occurring across various cells and microbial species. As relationships between different interacting components of a system can be simplified as positive or negative influences, we can employ the Bio-LHA framework to represent different components of the environmental system as positive or negative feedbacks. In the present study, we highlight the benefits of hybrid (discrete/continuous modeling which lead to refinements among the fore-casted behaviors in order to find out which ones are actually possible. We have taken two case studies: an interaction of three microbial species in a freshwater pond, and a more complex atmospheric system, to show the applications of the Bio-LHA methodology for the timed hybrid modeling of environmental systems. Results show that the approach using the Bio-LHA is a viable method for behavioral modeling of complex environmental systems by finding timing constraints while keeping the complexity of the model

  2. A novel linear programming approach to fluence map optimization for intensity modulated radiation therapy treatment planning

    Romeijn, H Edwin; Ahuja, Ravindra K; Dempsey, James F; Kumar, Arvind; Li, Jonathan G

    2003-01-01

    We present a novel linear programming (LP) based approach for efficiently solving the intensity modulated radiation therapy (IMRT) fluence-map optimization (FMO) problem to global optimality. Our model overcomes the apparent limitations of a linear-programming approach by approximating any convex objective function by a piecewise linear convex function. This approach allows us to retain the flexibility offered by general convex objective functions, while allowing us to formulate the FMO problem as a LP problem. In addition, a novel type of partial-volume constraint that bounds the tail averages of the differential dose-volume histograms of structures is imposed while retaining linearity as an alternative approach to improve dose homogeneity in the target volumes, and to attempt to spare as many critical structures as possible. The goal of this work is to develop a very rapid global optimization approach that finds high quality dose distributions. Implementation of this model has demonstrated excellent results. We found globally optimal solutions for eight 7-beam head-and-neck cases in less than 3 min of computational time on a single processor personal computer without the use of partial-volume constraints. Adding such constraints increased the running times by a factor of 2-3, but improved the sparing of critical structures. All cases demonstrated excellent target coverage (>95%), target homogeneity (<10% overdosing and <7% underdosing) and organ sparing using at least one of the two models

  3. Game Theory and its Relationship with Linear Programming Models ...

    Game Theory and its Relationship with Linear Programming Models. ... This paper shows that game theory and linear programming problem are closely related subjects since any computing method devised for ... AJOL African Journals Online.

  4. A quasi-linear gyrokinetic transport model for tokamak plasmas

    Casati, A.

    2009-10-01

    After a presentation of some basics around nuclear fusion, this research thesis introduces the framework of the tokamak strategy to deal with confinement, hence the main plasma instabilities which are responsible for turbulent transport of energy and matter in such a system. The author also briefly introduces the two principal plasma representations, the fluid and the kinetic ones. He explains why the gyro-kinetic approach has been preferred. A tokamak relevant case is presented in order to highlight the relevance of a correct accounting of the kinetic wave-particle resonance. He discusses the issue of the quasi-linear response. Firstly, the derivation of the model, called QuaLiKiz, and its underlying hypotheses to get the energy and the particle turbulent flux are presented. Secondly, the validity of the quasi-linear response is verified against the nonlinear gyro-kinetic simulations. The saturation model that is assumed in QuaLiKiz, is presented and discussed. Then, the author qualifies the global outcomes of QuaLiKiz. Both the quasi-linear energy and the particle flux are compared to the expectations from the nonlinear simulations, across a wide scan of tokamak relevant parameters. Therefore, the coupling of QuaLiKiz within the integrated transport solver CRONOS is presented: this procedure allows the time-dependent transport problem to be solved, hence the direct application of the model to the experiment. The first preliminary results regarding the experimental analysis are finally discussed

  5. A linearized dispersion relation for orthorhombic pseudo-acoustic modeling

    Song, Xiaolei

    2012-11-04

    Wavefield extrapolation in acoustic orthorhombic anisotropic media suffers from wave-mode coupling and stability limitations in the parameter range. We introduce a linearized form of the dispersion relation for acoustic orthorhombic media to model acoustic wavefields. We apply the lowrank approximation approach to handle the corresponding space-wavenumber mixed-domain operator. Numerical experiments show that the proposed wavefield extrapolator is accurate and practically free of dispersions. Further, there is no coupling of qSv and qP waves, because we use the analytical dispersion relation. No constraints on Thomsen\\'s parameters are required for stability. The linearized expression may provide useful application for parameter estimation in orthorhombic media.

  6. Explicit estimating equations for semiparametric generalized linear latent variable models

    Ma, Yanyuan

    2010-07-05

    We study generalized linear latent variable models without requiring a distributional assumption of the latent variables. Using a geometric approach, we derive consistent semiparametric estimators. We demonstrate that these models have a property which is similar to that of a sufficient complete statistic, which enables us to simplify the estimating procedure and explicitly to formulate the semiparametric estimating equations. We further show that the explicit estimators have the usual root n consistency and asymptotic normality. We explain the computational implementation of our method and illustrate the numerical performance of the estimators in finite sample situations via extensive simulation studies. The advantage of our estimators over the existing likelihood approach is also shown via numerical comparison. We employ the method to analyse a real data example from economics. © 2010 Royal Statistical Society.

  7. A Note on the Identifiability of Generalized Linear Mixed Models

    Labouriau, Rodrigo

    2014-01-01

    I present here a simple proof that, under general regularity conditions, the standard parametrization of generalized linear mixed model is identifiable. The proof is based on the assumptions of generalized linear mixed models on the first and second order moments and some general mild regularity...... conditions, and, therefore, is extensible to quasi-likelihood based generalized linear models. In particular, binomial and Poisson mixed models with dispersion parameter are identifiable when equipped with the standard parametrization...

  8. Electrostatic Discharge Current Linear Approach and Circuit Design Method

    Pavlos K. Katsivelis

    2010-11-01

    Full Text Available The Electrostatic Discharge phenomenon is a great threat to all electronic devices and ICs. An electric charge passing rapidly from a charged body to another can seriously harm the last one. However, there is a lack in a linear mathematical approach which will make it possible to design a circuit capable of producing such a sophisticated current waveform. The commonly accepted Electrostatic Discharge current waveform is the one set by the IEC 61000-4-2. However, the over-simplified circuit included in the same standard is incapable of producing such a waveform. Treating the Electrostatic Discharge current waveform of the IEC 61000-4-2 as reference, an approximation method, based on Prony’s method, is developed and applied in order to obtain a linear system’s response. Considering a known input, a method to design a circuit, able to generate this ESD current waveform in presented. The circuit synthesis assumes ideal active elements. A simulation is carried out using the PSpice software.

  9. Linear control theory for gene network modeling.

    Shin, Yong-Jun; Bleris, Leonidas

    2010-09-16

    Systems biology is an interdisciplinary field that aims at understanding complex interactions in cells. Here we demonstrate that linear control theory can provide valuable insight and practical tools for the characterization of complex biological networks. We provide the foundation for such analyses through the study of several case studies including cascade and parallel forms, feedback and feedforward loops. We reproduce experimental results and provide rational analysis of the observed behavior. We demonstrate that methods such as the transfer function (frequency domain) and linear state-space (time domain) can be used to predict reliably the properties and transient behavior of complex network topologies and point to specific design strategies for synthetic networks.

  10. LINEAR MODEL FOR NON ISOSCELES ABSORBERS.

    BERG,J.S.

    2003-05-12

    Previous analyses have assumed that wedge absorbers are triangularly shaped with equal angles for the two faces. In this case, to linear order, the energy loss depends only on the position in the direction of the face tilt, and is independent of the incoming angle. One can instead construct an absorber with entrance and exit faces facing rather general directions. In this case, the energy loss can depend on both the position and the angle of the particle in question. This paper demonstrates that and computes the effect to linear order.

  11. The Bayes linear approach to inference and decision-making for a reliability programme

    Goldstein, Michael; Bedford, Tim

    2007-01-01

    In reliability modelling it is conventional to build sophisticated models of the probabilistic behaviour of the component lifetimes in a system in order to deduce information about the probabilistic behaviour of the system lifetime. Decision modelling of the reliability programme requires a priori, therefore, an even more sophisticated set of models in order to capture the evidence the decision maker believes may be obtained from different types of data acquisition. Bayes linear analysis is a methodology that uses expectation rather than probability as the fundamental expression of uncertainty. By working only with expected values, a simpler level of modelling is needed as compared to full probability models. In this paper we shall consider the Bayes linear approach to the estimation of a mean time to failure MTTF of a component. The model built will take account of the variance in our estimate of the MTTF, based on a variety of sources of information

  12. Equivalent linear damping characterization in linear and nonlinear force-stiffness muscle models.

    Ovesy, Marzieh; Nazari, Mohammad Ali; Mahdavian, Mohammad

    2016-02-01

    In the current research, the muscle equivalent linear damping coefficient which is introduced as the force-velocity relation in a muscle model and the corresponding time constant are investigated. In order to reach this goal, a 1D skeletal muscle model was used. Two characterizations of this model using a linear force-stiffness relationship (Hill-type model) and a nonlinear one have been implemented. The OpenSim platform was used for verification of the model. The isometric activation has been used for the simulation. The equivalent linear damping and the time constant of each model were extracted by using the results obtained from the simulation. The results provide a better insight into the characteristics of each model. It is found that the nonlinear models had a response rate closer to the reality compared to the Hill-type models.

  13. A non-linear model of information seeking behaviour

    Allen E. Foster

    2005-01-01

    Full Text Available The results of a qualitative, naturalistic, study of information seeking behaviour are reported in this paper. The study applied the methods recommended by Lincoln and Guba for maximising credibility, transferability, dependability, and confirmability in data collection and analysis. Sampling combined purposive and snowball methods, and led to a final sample of 45 inter-disciplinary researchers from the University of Sheffield. In-depth semi-structured interviews were used to elicit detailed examples of information seeking. Coding of interview transcripts took place in multiple iterations over time and used Atlas-ti software to support the process. The results of the study are represented in a non-linear Model of Information Seeking Behaviour. The model describes three core processes (Opening, Orientation, and Consolidation and three levels of contextual interaction (Internal Context, External Context, and Cognitive Approach, each composed of several individual activities and attributes. The interactivity and shifts described by the model show information seeking to be non-linear, dynamic, holistic, and flowing. The paper concludes by describing the whole model of behaviours as analogous to an artist's palette, in which activities remain available throughout information seeking. A summary of key implications of the model and directions for further research are included.

  14. Bayesian uncertainty quantification in linear models for diffusion MRI.

    Sjölund, Jens; Eklund, Anders; Özarslan, Evren; Herberthson, Magnus; Bånkestad, Maria; Knutsson, Hans

    2018-03-29

    Diffusion MRI (dMRI) is a valuable tool in the assessment of tissue microstructure. By fitting a model to the dMRI signal it is possible to derive various quantitative features. Several of the most popular dMRI signal models are expansions in an appropriately chosen basis, where the coefficients are determined using some variation of least-squares. However, such approaches lack any notion of uncertainty, which could be valuable in e.g. group analyses. In this work, we use a probabilistic interpretation of linear least-squares methods to recast popular dMRI models as Bayesian ones. This makes it possible to quantify the uncertainty of any derived quantity. In particular, for quantities that are affine functions of the coefficients, the posterior distribution can be expressed in closed-form. We simulated measurements from single- and double-tensor models where the correct values of several quantities are known, to validate that the theoretically derived quantiles agree with those observed empirically. We included results from residual bootstrap for comparison and found good agreement. The validation employed several different models: Diffusion Tensor Imaging (DTI), Mean Apparent Propagator MRI (MAP-MRI) and Constrained Spherical Deconvolution (CSD). We also used in vivo data to visualize maps of quantitative features and corresponding uncertainties, and to show how our approach can be used in a group analysis to downweight subjects with high uncertainty. In summary, we convert successful linear models for dMRI signal estimation to probabilistic models, capable of accurate uncertainty quantification. Copyright © 2018 Elsevier Inc. All rights reserved.

  15. An online re-linearization scheme suited for Model Predictive and Linear Quadratic Control

    Henriksen, Lars Christian; Poulsen, Niels Kjølstad

    This technical note documents the equations for primal-dual interior-point quadratic programming problem solver used for MPC. The algorithm exploits the special structure of the MPC problem and is able to reduce the computational burden such that the computational burden scales with prediction...... horizon length in a linear way rather than cubic, which would be the case if the structure was not exploited. It is also shown how models used for design of model-based controllers, e.g. linear quadratic and model predictive, can be linearized both at equilibrium and non-equilibrium points, making...

  16. Tried and True: Springing into Linear Models

    Darling, Gerald

    2012-01-01

    In eighth grade, students usually learn about forces in science class and linear relationships in math class, crucial topics that form the foundation for further study in science and engineering. An activity that links these two fundamental concepts involves measuring the distance a spring stretches as a function of how much weight is suspended…

  17. Model Predictive Control for Linear Complementarity and Extended Linear Complementarity Systems

    Bambang Riyanto

    2005-11-01

    Full Text Available In this paper, we propose model predictive control method for linear complementarity and extended linear complementarity systems by formulating optimization along prediction horizon as mixed integer quadratic program. Such systems contain interaction between continuous dynamics and discrete event systems, and therefore, can be categorized as hybrid systems. As linear complementarity and extended linear complementarity systems finds applications in different research areas, such as impact mechanical systems, traffic control and process control, this work will contribute to the development of control design method for those areas as well, as shown by three given examples.

  18. Ordinal Log-Linear Models for Contingency Tables

    Brzezińska Justyna

    2016-12-01

    Full Text Available A log-linear analysis is a method providing a comprehensive scheme to describe the association for categorical variables in a contingency table. The log-linear model specifies how the expected counts depend on the levels of the categorical variables for these cells and provide detailed information on the associations. The aim of this paper is to present theoretical, as well as empirical, aspects of ordinal log-linear models used for contingency tables with ordinal variables. We introduce log-linear models for ordinal variables: linear-by-linear association, row effect model, column effect model and RC Goodman’s model. Algorithm, advantages and disadvantages will be discussed in the paper. An empirical analysis will be conducted with the use of R.

  19. Recent Updates to the GEOS-5 Linear Model

    Holdaway, Dan; Kim, Jong G.; Errico, Ron; Gelaro, Ronald; Mahajan, Rahul

    2014-01-01

    Global Modeling and Assimilation Office (GMAO) is close to having a working 4DVAR system and has developed a linearized version of GEOS-5.This talk outlines a series of improvements made to the linearized dynamics, physics and trajectory.Of particular interest is the development of linearized cloud microphysics, which provides the framework for 'all-sky' data assimilation.

  20. Electromagnetic response in kinetic energy driven cuprate superconductors: Linear response approach

    Krzyzosiak, Mateusz; Huang, Zheyu; Feng, Shiping; Gonczarek, Ryszard

    2010-01-01

    Within the framework of the kinetic energy driven superconductivity, the electromagnetic response in cuprate superconductors is studied in the linear response approach. The kernel of the response function is evaluated and employed to calculate the local magnetic field profile, the magnetic field penetration depth, and the superfluid density, based on the specular reflection model for a purely transverse vector potential. It is shown that the low temperature magnetic field profile follows an exponential decay at the surface, while the magnetic field penetration depth depends linearly on temperature, except for the strong deviation from the linear characteristics at extremely low temperatures. The superfluid density is found to decrease linearly with decreasing doping concentration in the underdoped regime. The problem of gauge invariance is addressed and an approximation for the dressed current vertex, which does not violate local charge conservation is proposed and discussed.

  1. Wavefront Sensing for WFIRST with a Linear Optical Model

    Jurling, Alden S.; Content, David A.

    2012-01-01

    In this paper we develop methods to use a linear optical model to capture the field dependence of wavefront aberrations in a nonlinear optimization-based phase retrieval algorithm for image-based wavefront sensing. The linear optical model is generated from a ray trace model of the system and allows the system state to be described in terms of mechanical alignment parameters rather than wavefront coefficients. This approach allows joint optimization over images taken at different field points and does not require separate convergence of phase retrieval at individual field points. Because the algorithm exploits field diversity, multiple defocused images per field point are not required for robustness. Furthermore, because it is possible to simultaneously fit images of many stars over the field, it is not necessary to use a fixed defocus to achieve adequate signal-to-noise ratio despite having images with high dynamic range. This allows high performance wavefront sensing using in-focus science data. We applied this technique in a simulation model based on the Wide Field Infrared Survey Telescope (WFIRST) Intermediate Design Reference Mission (IDRM) imager using a linear optical model with 25 field points. We demonstrate sub-thousandth-wave wavefront sensing accuracy in the presence of noise and moderate undersampling for both monochromatic and polychromatic images using 25 high-SNR target stars. Using these high-quality wavefront sensing results, we are able to generate upsampled point-spread functions (PSFs) and use them to determine PSF ellipticity to high accuracy in order to reduce the systematic impact of aberrations on the accuracy of galactic ellipticity determination for weak-lensing science.

  2. Double generalized linear compound poisson models to insurance claims data

    Andersen, Daniel Arnfeldt; Bonat, Wagner Hugo

    2017-01-01

    This paper describes the specification, estimation and comparison of double generalized linear compound Poisson models based on the likelihood paradigm. The models are motivated by insurance applications, where the distribution of the response variable is composed by a degenerate distribution...... implementation and illustrate the application of double generalized linear compound Poisson models using a data set about car insurances....

  3. Determining Predictor Importance in Hierarchical Linear Models Using Dominance Analysis

    Luo, Wen; Azen, Razia

    2013-01-01

    Dominance analysis (DA) is a method used to evaluate the relative importance of predictors that was originally proposed for linear regression models. This article proposes an extension of DA that allows researchers to determine the relative importance of predictors in hierarchical linear models (HLM). Commonly used measures of model adequacy in…

  4. Thurstonian models for sensory discrimination tests as generalized linear models

    Brockhoff, Per B.; Christensen, Rune Haubo Bojesen

    2010-01-01

    as a so-called generalized linear model. The underlying sensory difference 6 becomes directly a parameter of the statistical model and the estimate d' and it's standard error becomes the "usual" output of the statistical analysis. The d' for the monadic A-NOT A method is shown to appear as a standard......Sensory discrimination tests such as the triangle, duo-trio, 2-AFC and 3-AFC tests produce binary data and the Thurstonian decision rule links the underlying sensory difference 6 to the observed number of correct responses. In this paper it is shown how each of these four situations can be viewed...

  5. Linear control theory for gene network modeling.

    Yong-Jun Shin

    Full Text Available Systems biology is an interdisciplinary field that aims at understanding complex interactions in cells. Here we demonstrate that linear control theory can provide valuable insight and practical tools for the characterization of complex biological networks. We provide the foundation for such analyses through the study of several case studies including cascade and parallel forms, feedback and feedforward loops. We reproduce experimental results and provide rational analysis of the observed behavior. We demonstrate that methods such as the transfer function (frequency domain and linear state-space (time domain can be used to predict reliably the properties and transient behavior of complex network topologies and point to specific design strategies for synthetic networks.

  6. Forecasting Volatility of Dhaka Stock Exchange: Linear Vs Non-linear models

    Masudul Islam

    2012-10-01

    Full Text Available Prior information about a financial market is very essential for investor to invest money on parches share from the stock market which can strengthen the economy. The study examines the relative ability of various models to forecast daily stock indexes future volatility. The forecasting models that employed from simple to relatively complex ARCH-class models. It is found that among linear models of stock indexes volatility, the moving average model ranks first using root mean square error, mean absolute percent error, Theil-U and Linex loss function  criteria. We also examine five nonlinear models. These models are ARCH, GARCH, EGARCH, TGARCH and restricted GARCH models. We find that nonlinear models failed to dominate linear models utilizing different error measurement criteria and moving average model appears to be the best. Then we forecast the next two months future stock index price volatility by the best (moving average model.

  7. Design and analysis approach for linear aerospike nozzle

    Khan, S.U.; Khan, A.A.; Munir, A.

    2014-01-01

    The paper presents an aerodynamic design of a simplified linear aerospike nozzle and its detailed exhaust flow analysis with no spike truncation. Analytical method with isentropic planar flow was used to generate the nozzle contour through MATLAB . The developed code produces a number of outputs comprising nozzle wall profile, flow properties along the nozzle wall, thrust coefficient, thrust, as well as amount of nozzle truncation. Results acquired from design code and numerical analyses are compared for observing differences. The numerical analysis adopted an inviscid model carried out through commercially available and reliable computational fluid dynamics (CFD) software. Use of the developed code would assist the readers to perform quick analysis of different aerodynamic design parameters for the aerospike nozzle that has tremendous scope of application in future launch vehicles. Keyword: Rocket propulsion, Aerospike Nozzle, Control Design, Computational Fluid Dynamics. (author)

  8. Generalised linear models for correlated pseudo-observations, with applications to multi-state models

    Andersen, Per Kragh; Klein, John P.; Rosthøj, Susanne

    2003-01-01

    Generalised estimating equation; Generalised linear model; Jackknife pseudo-value; Logistic regression; Markov Model; Multi-state model......Generalised estimating equation; Generalised linear model; Jackknife pseudo-value; Logistic regression; Markov Model; Multi-state model...

  9. Linear and non-linear autoregressive models for short-term wind speed forecasting

    Lydia, M.; Suresh Kumar, S.; Immanuel Selvakumar, A.; Edwin Prem Kumar, G.

    2016-01-01

    Highlights: • Models for wind speed prediction at 10-min intervals up to 1 h built on time-series wind speed data. • Four different multivariate models for wind speed built based on exogenous variables. • Non-linear models built using three data mining algorithms outperform the linear models. • Autoregressive models based on wind direction perform better than other models. - Abstract: Wind speed forecasting aids in estimating the energy produced from wind farms. The soaring energy demands of the world and minimal availability of conventional energy sources have significantly increased the role of non-conventional sources of energy like solar, wind, etc. Development of models for wind speed forecasting with higher reliability and greater accuracy is the need of the hour. In this paper, models for predicting wind speed at 10-min intervals up to 1 h have been built based on linear and non-linear autoregressive moving average models with and without external variables. The autoregressive moving average models based on wind direction and annual trends have been built using data obtained from Sotavento Galicia Plc. and autoregressive moving average models based on wind direction, wind shear and temperature have been built on data obtained from Centre for Wind Energy Technology, Chennai, India. While the parameters of the linear models are obtained using the Gauss–Newton algorithm, the non-linear autoregressive models are developed using three different data mining algorithms. The accuracy of the models has been measured using three performance metrics namely, the Mean Absolute Error, Root Mean Squared Error and Mean Absolute Percentage Error.

  10. Material Modelling - Composite Approach

    Nielsen, Lauge Fuglsang

    1997-01-01

    is successfully justified comparing predicted results with experimental data obtained in the HETEK-project on creep, relaxation, and shrinkage of very young concretes cured at a temperature of T = 20^o C and a relative humidity of RH = 100%. The model is also justified comparing predicted creep, shrinkage......, and internal stresses caused by drying shrinkage with experimental results reported in the literature on the mechanical behavior of mature concretes. It is then concluded that the model presented applied in general with respect to age at loading.From a stress analysis point of view the most important finding...... in this report is that cement paste and concrete behave practically as linear-viscoelastic materials from an age of approximately 10 hours. This is a significant age extension relative to earlier studies in the literature where linear-viscoelastic behavior is only demonstrated from ages of a few days. Thus...

  11. Applicability of linear and non-linear potential flow models on a Wavestar float

    Bozonnet, Pauline; Dupin, Victor; Tona, Paolino

    2017-01-01

    as a model based on non-linear potential flow theory and weakscatterer hypothesis are successively considered. Simple tests, such as dip tests, decay tests and captive tests enable to highlight the improvements obtained with the introduction of nonlinearities. Float motion under wave actions and without...... control action, limited to small amplitude motion with a single float, is well predicted by the numerical models, including the linear one. Still, float velocity is better predicted by accounting for non-linear hydrostatic and Froude-Krylov forces.......Numerical models based on potential flow theory, including different types of nonlinearities are compared and validated against experimental data for the Wavestar wave energy converter technology. Exact resolution of the rotational motion, non-linear hydrostatic and Froude-Krylov forces as well...

  12. A linear model of population dynamics

    Lushnikov, A. A.; Kagan, A. I.

    2016-08-01

    The Malthus process of population growth is reformulated in terms of the probability w(n,t) to find exactly n individuals at time t assuming that both the birth and the death rates are linear functions of the population size. The master equation for w(n,t) is solved exactly. It is shown that w(n,t) strongly deviates from the Poisson distribution and is expressed in terms either of Laguerre’s polynomials or a modified Bessel function. The latter expression allows for considerable simplifications of the asymptotic analysis of w(n,t).

  13. Robust control of uncertain dynamic systems a linear state space approach

    Yedavalli, Rama K

    2014-01-01

    This textbook aims to provide a clear understanding of the various tools of analysis and design for robust stability and performance of uncertain dynamic systems. In model-based control design and analysis, mathematical models can never completely represent the “real world” system that is being modeled, and thus it is imperative to incorporate and accommodate a level of uncertainty into the models. This book directly addresses these issues from a deterministic uncertainty viewpoint and focuses on the interval parameter characterization of uncertain systems. Various tools of analysis and design are presented in a consolidated manner. This volume fills a current gap in published works by explicitly addressing the subject of control of dynamic systems from linear state space framework, namely using a time-domain, matrix-theory based approach. This book also: Presents and formulates the robustness problem in a linear state space model framework Illustrates various systems level methodologies with examples and...

  14. Non Linear Modelling and Control of Hydraulic Actuators

    B. Šulc

    2002-01-01

    Full Text Available This paper deals with non-linear modelling and control of a differential hydraulic actuator. The nonlinear state space equations are derived from basic physical laws. They are more powerful than the transfer function in the case of linear models, and they allow the application of an object oriented approach in simulation programs. The effects of all friction forces (static, Coulomb and viscous have been modelled, and many phenomena that are usually neglected are taken into account, e.g., the static term of friction, the leakage between the two chambers and external space. Proportional Differential (PD and Fuzzy Logic Controllers (FLC have been applied in order to make a comparison by means of simulation. Simulation is performed using Matlab/Simulink, and some of the results are compared graphically. FLC is tuned in a such way that it produces a constant control signal close to its maximum (or minimum, where possible. In the case of PD control the occurrence of peaks cannot be avoided. These peaks produce a very high velocity that oversteps the allowed values.

  15. Study on infrared multiphoton excitation of the linear triatomic molecule by the Lie-algebra approach

    Feng, H.; Zheng, Y.; Ding, S.

    2007-01-01

    Infrared multiphoton vibrational excitation of the linear triatomic molecule has been studied using the quadratic anharmonic Lie-algebra model, unitary transformations, and Magnus approximation. An explicit Lie-algebra expression for the vibrational transition probability is obtained by using a Lie-algebra approach. This explicit Lie-algebra expressions for time-evolution operator and vibrational transition probabilities make the computation clearer and easier. The infrared multiphoton vibrational excitation of the DCN linear tri-atomic molecule is discussed as an example

  16. Linear response theory an analytic-algebraic approach

    De Nittis, Giuseppe

    2017-01-01

    This book presents a modern and systematic approach to Linear Response Theory (LRT) by combining analytic and algebraic ideas. LRT is a tool to study systems that are driven out of equilibrium by external perturbations. In particular the reader is provided with a new and robust tool to implement LRT for a wide array of systems. The proposed formalism in fact applies to periodic and random systems in the discrete and the continuum. After a short introduction describing the structure of the book, its aim and motivation, the basic elements of the theory are presented in chapter 2. The mathematical framework of the theory is outlined in chapters 3–5: the relevant von Neumann algebras, noncommutative $L^p$- and Sobolev spaces are introduced; their construction is then made explicit for common physical systems; the notion of isopectral perturbations and the associated dynamics are studied. Chapter 6 is dedicated to the main results, proofs of the Kubo and Kubo-Streda formulas. The book closes with a chapter about...

  17. Direction of Effects in Multiple Linear Regression Models.

    Wiedermann, Wolfgang; von Eye, Alexander

    2015-01-01

    Previous studies analyzed asymmetric properties of the Pearson correlation coefficient using higher than second order moments. These asymmetric properties can be used to determine the direction of dependence in a linear regression setting (i.e., establish which of two variables is more likely to be on the outcome side) within the framework of cross-sectional observational data. Extant approaches are restricted to the bivariate regression case. The present contribution extends the direction of dependence methodology to a multiple linear regression setting by analyzing distributional properties of residuals of competing multiple regression models. It is shown that, under certain conditions, the third central moments of estimated regression residuals can be used to decide upon direction of effects. In addition, three different approaches for statistical inference are discussed: a combined D'Agostino normality test, a skewness difference test, and a bootstrap difference test. Type I error and power of the procedures are assessed using Monte Carlo simulations, and an empirical example is provided for illustrative purposes. In the discussion, issues concerning the quality of psychological data, possible extensions of the proposed methods to the fourth central moment of regression residuals, and potential applications are addressed.

  18. A test for the parameters of multiple linear regression models ...

    A test for the parameters of multiple linear regression models is developed for conducting tests simultaneously on all the parameters of multiple linear regression models. The test is robust relative to the assumptions of homogeneity of variances and absence of serial correlation of the classical F-test. Under certain null and ...

  19. Modeling Non-Linear Material Properties in Composite Materials

    2016-06-28

    Technical Report ARWSB-TR-16013 MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS Michael F. Macri Andrew G...REPORT TYPE Technical 3. DATES COVERED (From - To) 4. TITLE AND SUBTITLE MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS ...systems are increasingly incorporating composite materials into their design. Many of these systems subject the composites to environmental conditions

  20. Reliability modelling and simulation of switched linear system ...

    Reliability modelling and simulation of switched linear system control using temporal databases. ... design of fault-tolerant real-time switching systems control and modelling embedded micro-schedulers for complex systems maintenance.

  1. Multivariate statistical modelling based on generalized linear models

    Fahrmeir, Ludwig

    1994-01-01

    This book is concerned with the use of generalized linear models for univariate and multivariate regression analysis. Its emphasis is to provide a detailed introductory survey of the subject based on the analysis of real data drawn from a variety of subjects including the biological sciences, economics, and the social sciences. Where possible, technical details and proofs are deferred to an appendix in order to provide an accessible account for non-experts. Topics covered include: models for multi-categorical responses, model checking, time series and longitudinal data, random effects models, and state-space models. Throughout, the authors have taken great pains to discuss the underlying theoretical ideas in ways that relate well to the data at hand. As a result, numerous researchers whose work relies on the use of these models will find this an invaluable account to have on their desks. "The basic aim of the authors is to bring together and review a large part of recent advances in statistical modelling of m...

  2. Approximating chiral quark models with linear σ-models

    Broniowski, Wojciech; Golli, Bojan

    2003-01-01

    We study the approximation of chiral quark models with simpler models, obtained via gradient expansion. The resulting Lagrangian of the type of the linear σ-model contains, at the lowest level of the gradient-expanded meson action, an additional term of the form ((1)/(2))A(σ∂ μ σ+π∂ μ π) 2 . We investigate the dynamical consequences of this term and its relevance to the phenomenology of the soliton models of the nucleon. It is found that the inclusion of the new term allows for a more efficient approximation of the underlying quark theory, especially in those cases where dynamics allows for a large deviation of the chiral fields from the chiral circle, such as in quark models with non-local regulators. This is of practical importance, since the σ-models with valence quarks only are technically much easier to treat and simpler to solve than the quark models with the full-fledged Dirac sea

  3. Linear pharmacokinetic parameters for monoclonal antibodies are similar within a species and across different pharmacological targets: A comparison between human, cynomolgus monkey and hFcRn Tg32 transgenic mouse using a population-modeling approach.

    Betts, Alison; Keunecke, Anne; van Steeg, Tamara J; van der Graaf, Piet H; Avery, Lindsay B; Jones, Hannah; Berkhout, Jan

    2018-04-10

    The linear pharmacokinetics (PK) of therapeutic monoclonal antibodies (mAbs) can be considered a class property with values that are similar to endogenous IgG. Knowledge of these parameters across species could be used to avoid unnecessary in vivo PK studies and to enable early PK predictions and pharmacokinetic/pharmacodynamic (PK/PD) simulations. In this work, population-pharmacokinetic (popPK) modeling was used to determine a single set of 'typical' popPK parameters describing the linear PK of mAbs in human, cynomolgus monkey and transgenic mice expressing the human neonatal Fc receptor (hFcRn Tg32), using a rich dataset of 27 mAbs. Non-linear PK was excluded from the datasets and a 2-compartment model was applied to describe mAb disposition. Typical human popPK estimates compared well with data from comparator mAbs with linear PK in the clinic. Outliers with higher than typical clearance were found to have non-specific interactions in an affinity-capture self-interaction nanoparticle spectroscopy assay, offering a potential tool to screen out these mAbs at an early stage. Translational strategies were investigated for prediction of human linear PK of mAbs, including use of typical human popPK parameters and allometric exponents from cynomolgus monkey and Tg32 mouse. Each method gave good prediction of human PK with parameters predicted within 2-fold. These strategies offer alternative options to the use of cynomolgus monkeys for human PK predictions of linear mAbs, based on in silico methods (typical human popPK parameters) or using a rodent species (Tg32 mouse), and call into question the value of completing extensive in vivo preclinical PK to inform linear mAb PK.

  4. Modern linear control design a time-domain approach

    Caravani, Paolo

    2013-01-01

    This book offers a compact introduction to modern linear control design.  The simplified overview presented of linear time-domain methodology paves the road for the study of more advanced non-linear techniques. Only rudimentary knowledge of linear systems theory is assumed - no use of Laplace transforms or frequency design tools is required. Emphasis is placed on assumptions and logical implications, rather than abstract completeness; on interpretation and physical meaning, rather than theoretical formalism; on results and solutions, rather than derivation or solvability.  The topics covered include transient performance and stabilization via state or output feedback; disturbance attenuation and robust control; regional eigenvalue assignment and constraints on input or output variables; asymptotic regulation and disturbance rejection. Lyapunov theory and Linear Matrix Inequalities (LMI) are discussed as key design methods. All methods are demonstrated with MATLAB to promote practical use and comprehension. ...

  5. Numerical modelling in non linear fracture mechanics

    Viggo Tvergaard

    2007-07-01

    Full Text Available Some numerical studies of crack propagation are based on using constitutive models that accountfor damage evolution in the material. When a critical damage value has been reached in a materialpoint, it is natural to assume that this point has no more carrying capacity, as is done numerically in the elementvanish technique. In the present review this procedure is illustrated for micromechanically based materialmodels, such as a ductile failure model that accounts for the nucleation and growth of voids to coalescence, and a model for intergranular creep failure with diffusive growth of grain boundary cavities leading to micro-crack formation. The procedure is also illustrated for low cycle fatigue, based on continuum damage mechanics. In addition, the possibility of crack growth predictions for elastic-plastic solids using cohesive zone models to represent the fracture process is discussed.

  6. Modelling subject-specific childhood growth using linear mixed-effect models with cubic regression splines.

    Grajeda, Laura M; Ivanescu, Andrada; Saito, Mayuko; Crainiceanu, Ciprian; Jaganath, Devan; Gilman, Robert H; Crabtree, Jean E; Kelleher, Dermott; Cabrera, Lilia; Cama, Vitaliano; Checkley, William

    2016-01-01

    Childhood growth is a cornerstone of pediatric research. Statistical models need to consider individual trajectories to adequately describe growth outcomes. Specifically, well-defined longitudinal models are essential to characterize both population and subject-specific growth. Linear mixed-effect models with cubic regression splines can account for the nonlinearity of growth curves and provide reasonable estimators of population and subject-specific growth, velocity and acceleration. We provide a stepwise approach that builds from simple to complex models, and account for the intrinsic complexity of the data. We start with standard cubic splines regression models and build up to a model that includes subject-specific random intercepts and slopes and residual autocorrelation. We then compared cubic regression splines vis-à-vis linear piecewise splines, and with varying number of knots and positions. Statistical code is provided to ensure reproducibility and improve dissemination of methods. Models are applied to longitudinal height measurements in a cohort of 215 Peruvian children followed from birth until their fourth year of life. Unexplained variability, as measured by the variance of the regression model, was reduced from 7.34 when using ordinary least squares to 0.81 (p linear mixed-effect models with random slopes and a first order continuous autoregressive error term. There was substantial heterogeneity in both the intercept (p modeled with a first order continuous autoregressive error term as evidenced by the variogram of the residuals and by a lack of association among residuals. The final model provides a parametric linear regression equation for both estimation and prediction of population- and individual-level growth in height. We show that cubic regression splines are superior to linear regression splines for the case of a small number of knots in both estimation and prediction with the full linear mixed effect model (AIC 19,352 vs. 19

  7. GREIT: a unified approach to 2D linear EIT reconstruction of lung images.

    Adler, Andy; Arnold, John H; Bayford, Richard; Borsic, Andrea; Brown, Brian; Dixon, Paul; Faes, Theo J C; Frerichs, Inéz; Gagnon, Hervé; Gärber, Yvo; Grychtol, Bartłomiej; Hahn, Günter; Lionheart, William R B; Malik, Anjum; Patterson, Robert P; Stocks, Janet; Tizzard, Andrew; Weiler, Norbert; Wolf, Gerhard K

    2009-06-01

    Electrical impedance tomography (EIT) is an attractive method for clinically monitoring patients during mechanical ventilation, because it can provide a non-invasive continuous image of pulmonary impedance which indicates the distribution of ventilation. However, most clinical and physiological research in lung EIT is done using older and proprietary algorithms; this is an obstacle to interpretation of EIT images because the reconstructed images are not well characterized. To address this issue, we develop a consensus linear reconstruction algorithm for lung EIT, called GREIT (Graz consensus Reconstruction algorithm for EIT). This paper describes the unified approach to linear image reconstruction developed for GREIT. The framework for the linear reconstruction algorithm consists of (1) detailed finite element models of a representative adult and neonatal thorax, (2) consensus on the performance figures of merit for EIT image reconstruction and (3) a systematic approach to optimize a linear reconstruction matrix to desired performance measures. Consensus figures of merit, in order of importance, are (a) uniform amplitude response, (b) small and uniform position error, (c) small ringing artefacts, (d) uniform resolution, (e) limited shape deformation and (f) high resolution. Such figures of merit must be attained while maintaining small noise amplification and small sensitivity to electrode and boundary movement. This approach represents the consensus of a large and representative group of experts in EIT algorithm design and clinical applications for pulmonary monitoring. All software and data to implement and test the algorithm have been made available under an open source license which allows free research and commercial use.

  8. GREIT: a unified approach to 2D linear EIT reconstruction of lung images

    Adler, Andy; Arnold, John H; Bayford, Richard; Tizzard, Andrew; Borsic, Andrea; Brown, Brian; Dixon, Paul; Faes, Theo J C; Frerichs, Inéz; Weiler, Norbert; Gagnon, Hervé; Gärber, Yvo; Grychtol, Bartłomiej; Hahn, Günter; Lionheart, William R B; Malik, Anjum; Patterson, Robert P; Stocks, Janet; Wolf, Gerhard K

    2009-01-01

    Electrical impedance tomography (EIT) is an attractive method for clinically monitoring patients during mechanical ventilation, because it can provide a non-invasive continuous image of pulmonary impedance which indicates the distribution of ventilation. However, most clinical and physiological research in lung EIT is done using older and proprietary algorithms; this is an obstacle to interpretation of EIT images because the reconstructed images are not well characterized. To address this issue, we develop a consensus linear reconstruction algorithm for lung EIT, called GREIT (Graz consensus Reconstruction algorithm for EIT). This paper describes the unified approach to linear image reconstruction developed for GREIT. The framework for the linear reconstruction algorithm consists of (1) detailed finite element models of a representative adult and neonatal thorax, (2) consensus on the performance figures of merit for EIT image reconstruction and (3) a systematic approach to optimize a linear reconstruction matrix to desired performance measures. Consensus figures of merit, in order of importance, are (a) uniform amplitude response, (b) small and uniform position error, (c) small ringing artefacts, (d) uniform resolution, (e) limited shape deformation and (f) high resolution. Such figures of merit must be attained while maintaining small noise amplification and small sensitivity to electrode and boundary movement. This approach represents the consensus of a large and representative group of experts in EIT algorithm design and clinical applications for pulmonary monitoring. All software and data to implement and test the algorithm have been made available under an open source license which allows free research and commercial use

  9. Portfolio optimization by using linear programing models based on genetic algorithm

    Sukono; Hidayat, Y.; Lesmana, E.; Putra, A. S.; Napitupulu, H.; Supian, S.

    2018-01-01

    In this paper, we discussed the investment portfolio optimization using linear programming model based on genetic algorithms. It is assumed that the portfolio risk is measured by absolute standard deviation, and each investor has a risk tolerance on the investment portfolio. To complete the investment portfolio optimization problem, the issue is arranged into a linear programming model. Furthermore, determination of the optimum solution for linear programming is done by using a genetic algorithm. As a numerical illustration, we analyze some of the stocks traded on the capital market in Indonesia. Based on the analysis, it is shown that the portfolio optimization performed by genetic algorithm approach produces more optimal efficient portfolio, compared to the portfolio optimization performed by a linear programming algorithm approach. Therefore, genetic algorithms can be considered as an alternative on determining the investment portfolio optimization, particularly using linear programming models.

  10. Distributing Correlation Coefficients of Linear Structure-Activity/Property Models

    Sorana D. BOLBOACA

    2011-12-01

    Full Text Available Quantitative structure-activity/property relationships are mathematical relationships linking chemical structure and activity/property in a quantitative manner. These in silico approaches are frequently used to reduce animal testing and risk-assessment, as well as to increase time- and cost-effectiveness in characterization and identification of active compounds. The aim of our study was to investigate the pattern of correlation coefficients distribution associated to simple linear relationships linking the compounds structure with their activities. A set of the most common ordnance compounds found at naval facilities with a limited data set with a range of toxicities on aquatic ecosystem and a set of seven properties was studied. Statistically significant models were selected and investigated. The probability density function of the correlation coefficients was investigated using a series of possible continuous distribution laws. Almost 48% of the correlation coefficients proved fit Beta distribution, 40% fit Generalized Pareto distribution, and 12% fit Pert distribution.

  11. Baryon and meson phenomenology in the extended Linear Sigma Model

    Giacosa, Francesco; Habersetzer, Anja; Teilab, Khaled; Eshraim, Walaa; Divotgey, Florian; Olbrich, Lisa; Gallas, Susanna; Wolkanowski, Thomas; Janowski, Stanislaus; Heinz, Achim; Deinet, Werner; Rischke, Dirk H. [Institute for Theoretical Physics, J. W. Goethe University, Max-von-Laue-Str. 1, 60438 Frankfurt am Main (Germany); Kovacs, Peter; Wolf, Gyuri [Institute for Particle and Nuclear Physics, Wigner Research Center for Physics, Hungarian Academy of Sciences, H-1525 Budapest (Hungary); Parganlija, Denis [Institute for Theoretical Physics, Vienna University of Technology, Wiedner Hauptstr. 8-10, A-1040 Vienna (Austria)

    2014-07-01

    The vacuum phenomenology obtained within the so-called extended Linear Sigma Model (eLSM) is presented. The eLSM Lagrangian is constructed by including from the very beginning vector and axial-vector d.o.f., and by requiring dilatation invariance and chiral symmetry. After a general introduction of the approach, particular attention is devoted to the latest results. In the mesonic sector the strong decays of the scalar and the pseudoscalar glueballs, the weak decays of the tau lepton into vector and axial-vector mesons, and the description of masses and decays of charmed mesons are shown. In the baryonic sector the omega production in proton-proton scattering and the inclusion of baryons with strangeness are described.

  12. Log-normal frailty models fitted as Poisson generalized linear mixed models.

    Hirsch, Katharina; Wienke, Andreas; Kuss, Oliver

    2016-12-01

    The equivalence of a survival model with a piecewise constant baseline hazard function and a Poisson regression model has been known since decades. As shown in recent studies, this equivalence carries over to clustered survival data: A frailty model with a log-normal frailty term can be interpreted and estimated as a generalized linear mixed model with a binary response, a Poisson likelihood, and a specific offset. Proceeding this way, statistical theory and software for generalized linear mixed models are readily available for fitting frailty models. This gain in flexibility comes at the small price of (1) having to fix the number of pieces for the baseline hazard in advance and (2) having to "explode" the data set by the number of pieces. In this paper we extend the simulations of former studies by using a more realistic baseline hazard (Gompertz) and by comparing the model under consideration with competing models. Furthermore, the SAS macro %PCFrailty is introduced to apply the Poisson generalized linear mixed approach to frailty models. The simulations show good results for the shared frailty model. Our new %PCFrailty macro provides proper estimates, especially in case of 4 events per piece. The suggested Poisson generalized linear mixed approach for log-normal frailty models based on the %PCFrailty macro provides several advantages in the analysis of clustered survival data with respect to more flexible modelling of fixed and random effects, exact (in the sense of non-approximate) maximum likelihood estimation, and standard errors and different types of confidence intervals for all variance parameters. Copyright © 2016 Elsevier Ireland Ltd. All rights reserved.

  13. Random effect selection in generalised linear models

    Denwood, Matt; Houe, Hans; Forkman, Björn

    We analysed abattoir recordings of meat inspection codes with possible relevance to onfarm animal welfare in cattle. Random effects logistic regression models were used to describe individual-level data obtained from 461,406 cattle slaughtered in Denmark. Our results demonstrate that the largest...

  14. Model Order Reduction for Non Linear Mechanics

    Pinillo, Rubén

    2017-01-01

    Context: Automotive industry is moving towards a new generation of cars. Main idea: Cars are furnished with radars, cameras, sensors, etc… providing useful information about the environment surrounding the car. Goals: Provide an efficient model for the radar input/output. Reducing computational costs by means of big data techniques.

  15. Evaporator modeling - A hybrid approach

    Ding Xudong; Cai Wenjian; Jia Lei; Wen Changyun

    2009-01-01

    In this paper, a hybrid modeling approach is proposed to model two-phase flow evaporators. The main procedures for hybrid modeling includes: (1) Based on the energy and material balance, and thermodynamic principles to formulate the process fundamental governing equations; (2) Select input/output (I/O) variables responsible to the system performance which can be measured and controlled; (3) Represent those variables existing in the original equations but are not measurable as simple functions of selected I/Os or constants; (4) Obtaining a single equation which can correlate system inputs and outputs; and (5) Identify unknown parameters by linear or nonlinear least-squares methods. The method takes advantages of both physical and empirical modeling approaches and can accurately predict performance in wide operating range and in real-time, which can significantly reduce the computational burden and increase the prediction accuracy. The model is verified with the experimental data taken from a testing system. The testing results show that the proposed model can predict accurately the performance of the real-time operating evaporator with the maximum error of ±8%. The developed models will have wide applications in operational optimization, performance assessment, fault detection and diagnosis

  16. Identification of Influential Points in a Linear Regression Model

    Jan Grosz

    2011-03-01

    Full Text Available The article deals with the detection and identification of influential points in the linear regression model. Three methods of detection of outliers and leverage points are described. These procedures can also be used for one-sample (independentdatasets. This paper briefly describes theoretical aspects of several robust methods as well. Robust statistics is a powerful tool to increase the reliability and accuracy of statistical modelling and data analysis. A simulation model of the simple linear regression is presented.

  17. Heterotic sigma models and non-linear strings

    Hull, C.M.

    1986-01-01

    The two-dimensional supersymmetric non-linear sigma models are examined with respect to the heterotic string. The paper was presented at the workshop on :Supersymmetry and its applications', Cambridge, United Kingdom, 1985. The non-linear sigma model with Wess-Zumino-type term, the coupling of the fermionic superfields to the sigma model, super-conformal invariance, and the supersymmetric string, are all discussed. (U.K.)

  18. Linear latent variable models: the lava-package

    Holst, Klaus Kähler; Budtz-Jørgensen, Esben

    2013-01-01

    are implemented including robust standard errors for clustered correlated data, multigroup analyses, non-linear parameter constraints, inference with incomplete data, maximum likelihood estimation with censored and binary observations, and instrumental variable estimators. In addition an extensive simulation......An R package for specifying and estimating linear latent variable models is presented. The philosophy of the implementation is to separate the model specification from the actual data, which leads to a dynamic and easy way of modeling complex hierarchical structures. Several advanced features...

  19. On-line control models for the Stanford Linear Collider

    Sheppard, J.C.; Helm, R.H.; Lee, M.J.; Woodley, M.D.

    1983-03-01

    Models for computer control of the SLAC three-kilometer linear accelerator and damping rings have been developed as part of the control system for the Stanford Linear Collider. Some of these models have been tested experimentally and implemented in the control program for routine linac operations. This paper will describe the development and implementation of these models, as well as some of the operational results

  20. Linear algebraic approach to electron-molecule collisions

    Schneider, B.I.; Collins, L.A.

    1983-01-01

    The various levels of sophistication of the linear algebraic method are discussed and its application to electron-molecule collisions of H 2 , N 2 LiH, LiF and HCl is described. 13 references, 2 tables

  1. Bayesian Subset Modeling for High-Dimensional Generalized Linear Models

    Liang, Faming

    2013-06-01

    This article presents a new prior setting for high-dimensional generalized linear models, which leads to a Bayesian subset regression (BSR) with the maximum a posteriori model approximately equivalent to the minimum extended Bayesian information criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening and consistency with the existing sure independence screening (SIS) and iterative sure independence screening (ISIS) procedures. However, since the proposed procedure makes use of joint information from all predictors, it generally outperforms SIS and ISIS in real applications. This article also makes extensive comparisons of BSR with the popular penalized likelihood methods, including Lasso, elastic net, SIS, and ISIS. The numerical results indicate that BSR can generally outperform the penalized likelihood methods. The models selected by BSR tend to be sparser and, more importantly, of higher prediction ability. In addition, the performance of the penalized likelihood methods tends to deteriorate as the number of predictors increases, while this is not significant for BSR. Supplementary materials for this article are available online. © 2013 American Statistical Association.

  2. New approach to solve fully fuzzy system of linear equations using ...

    Known example problems are solved to illustrate the efficacy and ... The concept of fuzzy set and fuzzy number were first introduced by Zadeh .... (iii) Fully fuzzy linear systems can be solved by linear programming approach, Gauss elim-.

  3. Modelling a linear PM motor including magnetic saturation

    Polinder, H.; Slootweg, J.G.; Compter, J.C.; Hoeijmakers, M.J.

    2002-01-01

    The use of linear permanent-magnet (PM) actuators increases in a wide variety of applications because of the high force density, robustness and accuracy. The paper describes the modelling of a linear PM motor applied in, for example, wafer steppers, including magnetic saturation. This is important

  4. Application of the simplex method of linear programming model to ...

    This work discussed how the simplex method of linear programming could be used to maximize the profit of any business firm using Saclux Paint Company as a case study. It equally elucidated the effect variation in the optimal result obtained from linear programming model, will have on any given firm. It was demonstrated ...

  5. Genetic parameters for racing records in trotters using linear and generalized linear models.

    Suontama, M; van der Werf, J H J; Juga, J; Ojala, M

    2012-09-01

    Heritability and repeatability and genetic and phenotypic correlations were estimated for trotting race records with linear and generalized linear models using 510,519 records on 17,792 Finnhorses and 513,161 records on 25,536 Standardbred trotters. Heritability and repeatability were estimated for single racing time and earnings traits with linear models, and logarithmic scale was used for racing time and fourth-root scale for earnings to correct for nonnormality. Generalized linear models with a gamma distribution were applied for single racing time and with a multinomial distribution for single earnings traits. In addition, genetic parameters for annual earnings were estimated with linear models on the observed and fourth-root scales. Racing success traits of single placings, winnings, breaking stride, and disqualifications were analyzed using generalized linear models with a binomial distribution. Estimates of heritability were greatest for racing time, which ranged from 0.32 to 0.34. Estimates of heritability were low for single earnings with all distributions, ranging from 0.01 to 0.09. Annual earnings were closer to normal distribution than single earnings. Heritability estimates were moderate for annual earnings on the fourth-root scale, 0.19 for Finnhorses and 0.27 for Standardbred trotters. Heritability estimates for binomial racing success variables ranged from 0.04 to 0.12, being greatest for winnings and least for breaking stride. Genetic correlations among racing traits were high, whereas phenotypic correlations were mainly low to moderate, except correlations between racing time and earnings were high. On the basis of a moderate heritability and moderate to high repeatability for racing time and annual earnings, selection of horses for these traits is effective when based on a few repeated records. Because of high genetic correlations, direct selection for racing time and annual earnings would also result in good genetic response in racing success.

  6. A simple non-linear model of immune response

    Gutnikov, Sergei; Melnikov, Yuri

    2003-01-01

    It is still unknown why the adaptive immune response in the natural immune system based on clonal proliferation of lymphocytes requires interaction of at least two different cell types with the same antigen. We present a simple mathematical model illustrating that the system with separate types of cells for antigen recognition and patogen destruction provides more robust adaptive immunity than the system where just one cell type is responsible for both recognition and destruction. The model is over-simplified as we did not have an intention of describing the natural immune system. However, our model provides a tool for testing the proposed approach through qualitative analysis of the immune system dynamics in order to construct more sophisticated models of the immune systems that exist in the living nature. It also opens a possibility to explore specific features of highly non-linear dynamics in nature-inspired computational paradigms like artificial immune systems and immunocomputing . We expect this paper to be of interest not only for mathematicians but also for biologists; therefore we made effort to explain mathematics in sufficient detail for readers without professional mathematical background

  7. A comparison of linear interpolation models for iterative CT reconstruction.

    Hahn, Katharina; Schöndube, Harald; Stierstorfer, Karl; Hornegger, Joachim; Noo, Frédéric

    2016-12-01

    Recent reports indicate that model-based iterative reconstruction methods may improve image quality in computed tomography (CT). One difficulty with these methods is the number of options available to implement them, including the selection of the forward projection model and the penalty term. Currently, the literature is fairly scarce in terms of guidance regarding this selection step, whereas these options impact image quality. Here, the authors investigate the merits of three forward projection models that rely on linear interpolation: the distance-driven method, Joseph's method, and the bilinear method. The authors' selection is motivated by three factors: (1) in CT, linear interpolation is often seen as a suitable trade-off between discretization errors and computational cost, (2) the first two methods are popular with manufacturers, and (3) the third method enables assessing the importance of a key assumption in the other methods. One approach to evaluate forward projection models is to inspect their effect on discretized images, as well as the effect of their transpose on data sets, but significance of such studies is unclear since the matrix and its transpose are always jointly used in iterative reconstruction. Another approach is to investigate the models in the context they are used, i.e., together with statistical weights and a penalty term. Unfortunately, this approach requires the selection of a preferred objective function and does not provide clear information on features that are intrinsic to the model. The authors adopted the following two-stage methodology. First, the authors analyze images that progressively include components of the singular value decomposition of the model in a reconstructed image without statistical weights and penalty term. Next, the authors examine the impact of weights and penalty on observed differences. Image quality metrics were investigated for 16 different fan-beam imaging scenarios that enabled probing various aspects

  8. Sphaleron in a non-linear sigma model

    Sogo, Kiyoshi; Fujimoto, Yasushi.

    1989-08-01

    We present an exact classical saddle point solution in a non-linear sigma model. It has a topological charge 1/2 and mediates the vacuum transition. The quantum fluctuations and the transition rate are also examined. (author)

  9. On D-branes from gauged linear sigma models

    Govindarajan, S.; Jayaraman, T.; Sarkar, T.

    2001-01-01

    We study both A-type and B-type D-branes in the gauged linear sigma model by considering worldsheets with boundary. The boundary conditions on the matter and vector multiplet fields are first considered in the large-volume phase/non-linear sigma model limit of the corresponding Calabi-Yau manifold, where we find that we need to add a contact term on the boundary. These considerations enable to us to derive the boundary conditions in the full gauged linear sigma model, including the addition of the appropriate boundary contact terms, such that these boundary conditions have the correct non-linear sigma model limit. Most of the analysis is for the case of Calabi-Yau manifolds with one Kaehler modulus (including those corresponding to hypersurfaces in weighted projective space), though we comment on possible generalisations

  10. Optimization for decision making linear and quadratic models

    Murty, Katta G

    2010-01-01

    While maintaining the rigorous linear programming instruction required, Murty's new book is unique in its focus on developing modeling skills to support valid decision-making for complex real world problems, and includes solutions to brand new algorithms.

  11. Study of linear induction motor characteristics : the Mosebach model

    1976-05-31

    This report covers the Mosebach theory of the double-sided linear induction motor, starting with the ideallized model and accompanying assumptions, and ending with relations for thrust, airgap power, and motor efficiency. Solutions of the magnetic in...

  12. Study of linear induction motor characteristics : the Oberretl model

    1975-05-30

    The Oberretl theory of the double-sided linear induction motor (LIM) is examined, starting with the idealized model and accompanying assumptions, and ending with relations for predicted thrust, airgap power, and motor efficiency. The effect of varyin...

  13. Optimization Research of Generation Investment Based on Linear Programming Model

    Wu, Juan; Ge, Xueqian

    Linear programming is an important branch of operational research and it is a mathematical method to assist the people to carry out scientific management. GAMS is an advanced simulation and optimization modeling language and it will combine a large number of complex mathematical programming, such as linear programming LP, nonlinear programming NLP, MIP and other mixed-integer programming with the system simulation. In this paper, based on the linear programming model, the optimized investment decision-making of generation is simulated and analyzed. At last, the optimal installed capacity of power plants and the final total cost are got, which provides the rational decision-making basis for optimized investments.

  14. Penalized linear regression for discrete ill-posed problems: A hybrid least-squares and mean-squared error approach

    Suliman, Mohamed Abdalla Elhag; Ballal, Tarig; Kammoun, Abla; Al-Naffouri, Tareq Y.

    2016-01-01

    This paper proposes a new approach to find the regularization parameter for linear least-squares discrete ill-posed problems. In the proposed approach, an artificial perturbation matrix with a bounded norm is forced into the discrete ill-posed model

  15. Partially Flipped Linear Algebra: A Team-Based Approach

    Carney, Debra; Ormes, Nicholas; Swanson, Rebecca

    2015-01-01

    In this article we describe a partially flipped Introductory Linear Algebra course developed by three faculty members at two different universities. We give motivation for our partially flipped design and describe our implementation in detail. Two main features of our course design are team-developed preview videos and related in-class activities.…

  16. New approach to solve symmetric fully fuzzy linear systems

    In this paper, we present a method to solve fully fuzzy linear systems with symmetric coefficient matrix. The symmetric coefficient matrix is decomposed into two systems of equations by using Cholesky method and then a solution can be obtained. Numerical examples are given to illustrate our method.

  17. SPICE SDM: Innovative Approaches for Linear Motion and Heat Management

    Relecom, Ken; Larcheveque, Cyril; Constant, Joël; Autissier, Nordahl; Pornin, Arnaud; Martini, Nicolas

    2015-09-01

    The SPICE Door Mechanism (SDM) is foreseen to be flown on Solar Orbiter, to close the SPICE instrument aperture and shield it from the solar flux and from contamination. The environment it is exposed to is particularly extreme, as the Solar Orbiter mission will reach a distance of 0.28 AU (41’887’403.8 km) to the Sun, and the SPICE instrument will be looking directly at it. Because of its position at the far end of a cantilevered structure, the SDM is also exposed to amplified launch loads and must remain very light and compact. The cleanliness constraints are also very tight, as the mechanism is positioned directly at the aperture of the SPICE spectrometer.To tackle these issues, two novelties were introduced on the SPICE Door Mechanism:- A specifically engineered reflective coating toprotect the Aluminium door from the heat generatedby the solar flux- The use of miniature profile rail type linearbearings to support the door during launch andallow its motion during the missionThis paper details the design and verification approach applied for these two innovations and for the mechanism as a whole, as well as the results and findings from the testing carried out on the Bread Board, Qualification and Flight models.

  18. Generalized linear mixed models modern concepts, methods and applications

    Stroup, Walter W

    2012-01-01

    PART I The Big PictureModeling BasicsWhat Is a Model?Two Model Forms: Model Equation and Probability DistributionTypes of Model EffectsWriting Models in Matrix FormSummary: Essential Elements for a Complete Statement of the ModelDesign MattersIntroductory Ideas for Translating Design and Objectives into ModelsDescribing ""Data Architecture"" to Facilitate Model SpecificationFrom Plot Plan to Linear PredictorDistribution MattersMore Complex Example: Multiple Factors with Different Units of ReplicationSetting the StageGoals for Inference with Models: OverviewBasic Tools of InferenceIssue I: Data

  19. A comparison of linear tyre models for analysing shimmy

    Besselink, I.J.M.; Maas, J.W.L.H.; Nijmeijer, H.

    2011-01-01

    A comparison is made between three linear, dynamic tyre models using low speed step responses and yaw oscillation tests. The match with the measurements improves with increasing complexity of the tyre model. Application of the different tyre models to a two degree of freedom trailing arm suspension

  20. Unification of three linear models for the transient visual system

    Brinker, den A.C.

    1989-01-01

    Three different linear filters are considered as a model describing the experimentally determined triphasic impulse responses of discs. These impulse responses arc associated with the transient visual system. Each model reveals a different feature of the system. Unification of the models is

  1. HEDR modeling approach

    Shipler, D.B.; Napier, B.A.

    1992-07-01

    This report details the conceptual approaches to be used in calculating radiation doses to individuals throughout the various periods of operations at the Hanford Site. The report considers the major environmental transport pathways--atmospheric, surface water, and ground water--and projects and appropriate modeling technique for each. The modeling sequence chosen for each pathway depends on the available data on doses, the degree of confidence justified by such existing data, and the level of sophistication deemed appropriate for the particular pathway and time period being considered

  2. Linearized models for a new magnetic control in MAST

    Artaserse, G., E-mail: giovanni.artaserse@enea.it [Associazione Euratom-ENEA sulla Fusione, Via Enrico Fermi 45, I-00044 Frascati (RM) (Italy); Maviglia, F.; Albanese, R. [Associazione Euratom-ENEA-CREATE sulla Fusione, Via Claudio 21, I-80125 Napoli (Italy); McArdle, G.J.; Pangione, L. [EURATOM/CCFE Fusion Association, Culham Science Centre, Abingdon, Oxon, OX14 3DB (United Kingdom)

    2013-10-15

    Highlights: ► We applied linearized models for a new magnetic control on MAST tokamak. ► A suite of procedures, conceived to be machine independent, have been used. ► We carried out model-based simulations, taking into account eddy currents effects. ► Comparison with the EFIT flux maps and the experimental magnetic signals are shown. ► A current driven model for the dynamic simulations of the experimental data have been performed. -- Abstract: The aim of this work is to provide reliable linearized models for the design and assessment of a new magnetic control system for MAST (Mega Ampère Spherical Tokamak) using rtEFIT, which can easily be exported to MAST Upgrade. Linearized models for magnetic control have been obtained using the 2D axisymmetric finite element code CREATE L. MAST linearized models include equivalent 2D axisymmetric schematization of poloidal field (PF) coils, vacuum vessel, and other conducting structures. A plasmaless and a double null configuration have been chosen as benchmark cases for the comparison with experimental data and EFIT reconstructions. Good agreement has been found with the EFIT flux map and the experimental signals coming from magnetic probes with only few mismatches probably due to broken sensors. A suite of procedures (equipped with a user friendly interface to be run even remotely) to provide linearized models for magnetic control is now available on the MAST linux machines. A new current driven model has been used to obtain a state space model having the PF coil currents as inputs. Dynamic simulations of experimental data have been carried out using linearized models, including modelling of the effects of the passive structures, showing a fair agreement. The modelling activity has been useful also to reproduce accurately the interaction between plasma current and radial position control loops.

  3. Linearized models for a new magnetic control in MAST

    Artaserse, G.; Maviglia, F.; Albanese, R.; McArdle, G.J.; Pangione, L.

    2013-01-01

    Highlights: ► We applied linearized models for a new magnetic control on MAST tokamak. ► A suite of procedures, conceived to be machine independent, have been used. ► We carried out model-based simulations, taking into account eddy currents effects. ► Comparison with the EFIT flux maps and the experimental magnetic signals are shown. ► A current driven model for the dynamic simulations of the experimental data have been performed. -- Abstract: The aim of this work is to provide reliable linearized models for the design and assessment of a new magnetic control system for MAST (Mega Ampère Spherical Tokamak) using rtEFIT, which can easily be exported to MAST Upgrade. Linearized models for magnetic control have been obtained using the 2D axisymmetric finite element code CREATE L. MAST linearized models include equivalent 2D axisymmetric schematization of poloidal field (PF) coils, vacuum vessel, and other conducting structures. A plasmaless and a double null configuration have been chosen as benchmark cases for the comparison with experimental data and EFIT reconstructions. Good agreement has been found with the EFIT flux map and the experimental signals coming from magnetic probes with only few mismatches probably due to broken sensors. A suite of procedures (equipped with a user friendly interface to be run even remotely) to provide linearized models for magnetic control is now available on the MAST linux machines. A new current driven model has been used to obtain a state space model having the PF coil currents as inputs. Dynamic simulations of experimental data have been carried out using linearized models, including modelling of the effects of the passive structures, showing a fair agreement. The modelling activity has been useful also to reproduce accurately the interaction between plasma current and radial position control loops

  4. H∞ /H2 model reduction through dilated linear matrix inequalities

    Adegas, Fabiano Daher; Stoustrup, Jakob

    2012-01-01

    This paper presents sufficient dilated linear matrix inequalities (LMI) conditions to the $H_{infty}$ and $H_{2}$ model reduction problem. A special structure of the auxiliary (slack) variables allows the original model of order $n$ to be reduced to an order $r=n/s$ where $n,r,s in field{N}$. Arb......This paper presents sufficient dilated linear matrix inequalities (LMI) conditions to the $H_{infty}$ and $H_{2}$ model reduction problem. A special structure of the auxiliary (slack) variables allows the original model of order $n$ to be reduced to an order $r=n/s$ where $n,r,s in field...

  5. Thermal radiation analysis for small satellites with single-node model using techniques of equivalent linearization

    Anh, N.D.; Hieu, N.N.; Chung, P.N.; Anh, N.T.

    2016-01-01

    Highlights: • Linearization criteria are presented for a single-node model of satellite thermal. • A nonlinear algebraic system for linearization coefficients is obtained. • The temperature evolutions obtained from different methods are explored. • The temperature mean and amplitudes versus the heat capacity are discussed. • The dual criterion approach yields smaller errors than other approximate methods. - Abstract: In this paper, the method of equivalent linearization is extended to the thermal analysis of satellite using both conventional and dual criteria of linearization. These criteria are applied to a differential nonlinear equation of single-node model of the heat transfer of a small satellite in the Low Earth Orbit. A system of nonlinear algebraic equations for linearization coefficients is obtained in the closed form and then solved by the iteration method. The temperature evolution, average values and amplitudes versus the heat capacity obtained by various approaches including Runge–Kutta algorithm, conventional and dual criteria of equivalent linearization, and Grande's approach are compared together. Numerical results reveal that temperature responses obtained from the method of linearization and Grande's approach are quite close to those obtained from the Runge–Kutta method. The dual criterion yields smaller errors than those of the remaining methods when the nonlinearity of the system increases, namely, when the heat capacity varies in the range [1.0, 3.0] × 10 4  J K −1 .

  6. Non-linear Growth Models in Mplus and SAS

    Grimm, Kevin J.; Ram, Nilam

    2013-01-01

    Non-linear growth curves or growth curves that follow a specified non-linear function in time enable researchers to model complex developmental patterns with parameters that are easily interpretable. In this paper we describe how a variety of sigmoid curves can be fit using the Mplus structural modeling program and the non-linear mixed-effects modeling procedure NLMIXED in SAS. Using longitudinal achievement data collected as part of a study examining the effects of preschool instruction on academic gain we illustrate the procedures for fitting growth models of logistic, Gompertz, and Richards functions. Brief notes regarding the practical benefits, limitations, and choices faced in the fitting and estimation of such models are included. PMID:23882134

  7. Variance Function Partially Linear Single-Index Models1.

    Lian, Heng; Liang, Hua; Carroll, Raymond J

    2015-01-01

    We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.

  8. A modified linear algebraic approach to electron scattering using cubic splines

    Kinney, R.A.

    1986-01-01

    A modified linear algebraic approach to the solution of the Schrodiner equation for low-energy electron scattering is presented. The method uses a piecewise cubic-spline approximation of the wavefunction. Results in the static-potential and the static-exchange approximations for e - +H s-wave scattering are compared with unmodified linear algebraic and variational linear algebraic methods. (author)

  9. Identifying predictors of physics item difficulty: A linear regression approach

    Mesic, Vanes; Muratovic, Hasnija

    2011-06-01

    Large-scale assessments of student achievement in physics are often approached with an intention to discriminate students based on the attained level of their physics competencies. Therefore, for purposes of test design, it is important that items display an acceptable discriminatory behavior. To that end, it is recommended to avoid extraordinary difficult and very easy items. Knowing the factors that influence physics item difficulty makes it possible to model the item difficulty even before the first pilot study is conducted. Thus, by identifying predictors of physics item difficulty, we can improve the test-design process. Furthermore, we get additional qualitative feedback regarding the basic aspects of student cognitive achievement in physics that are directly responsible for the obtained, quantitative test results. In this study, we conducted a secondary analysis of data that came from two large-scale assessments of student physics achievement at the end of compulsory education in Bosnia and Herzegovina. Foremost, we explored the concept of “physics competence” and performed a content analysis of 123 physics items that were included within the above-mentioned assessments. Thereafter, an item database was created. Items were described by variables which reflect some basic cognitive aspects of physics competence. For each of the assessments, Rasch item difficulties were calculated in separate analyses. In order to make the item difficulties from different assessments comparable, a virtual test equating procedure had to be implemented. Finally, a regression model of physics item difficulty was created. It has been shown that 61.2% of item difficulty variance can be explained by factors which reflect the automaticity, complexity, and modality of the knowledge structure that is relevant for generating the most probable correct solution, as well as by the divergence of required thinking and interference effects between intuitive and formal physics knowledge

  10. Identifying predictors of physics item difficulty: A linear regression approach

    Hasnija Muratovic

    2011-06-01

    Full Text Available Large-scale assessments of student achievement in physics are often approached with an intention to discriminate students based on the attained level of their physics competencies. Therefore, for purposes of test design, it is important that items display an acceptable discriminatory behavior. To that end, it is recommended to avoid extraordinary difficult and very easy items. Knowing the factors that influence physics item difficulty makes it possible to model the item difficulty even before the first pilot study is conducted. Thus, by identifying predictors of physics item difficulty, we can improve the test-design process. Furthermore, we get additional qualitative feedback regarding the basic aspects of student cognitive achievement in physics that are directly responsible for the obtained, quantitative test results. In this study, we conducted a secondary analysis of data that came from two large-scale assessments of student physics achievement at the end of compulsory education in Bosnia and Herzegovina. Foremost, we explored the concept of “physics competence” and performed a content analysis of 123 physics items that were included within the above-mentioned assessments. Thereafter, an item database was created. Items were described by variables which reflect some basic cognitive aspects of physics competence. For each of the assessments, Rasch item difficulties were calculated in separate analyses. In order to make the item difficulties from different assessments comparable, a virtual test equating procedure had to be implemented. Finally, a regression model of physics item difficulty was created. It has been shown that 61.2% of item difficulty variance can be explained by factors which reflect the automaticity, complexity, and modality of the knowledge structure that is relevant for generating the most probable correct solution, as well as by the divergence of required thinking and interference effects between intuitive and formal

  11. A linear programming approach for estimating the structure of a sparse linear genetic network from transcript profiling data

    Chandra Nagasuma R

    2009-02-01

    Full Text Available Abstract Background A genetic network can be represented as a directed graph in which a node corresponds to a gene and a directed edge specifies the direction of influence of one gene on another. The reconstruction of such networks from transcript profiling data remains an important yet challenging endeavor. A transcript profile specifies the abundances of many genes in a biological sample of interest. Prevailing strategies for learning the structure of a genetic network from high-dimensional transcript profiling data assume sparsity and linearity. Many methods consider relatively small directed graphs, inferring graphs with up to a few hundred nodes. This work examines large undirected graphs representations of genetic networks, graphs with many thousands of nodes where an undirected edge between two nodes does not indicate the direction of influence, and the problem of estimating the structure of such a sparse linear genetic network (SLGN from transcript profiling data. Results The structure learning task is cast as a sparse linear regression problem which is then posed as a LASSO (l1-constrained fitting problem and solved finally by formulating a Linear Program (LP. A bound on the Generalization Error of this approach is given in terms of the Leave-One-Out Error. The accuracy and utility of LP-SLGNs is assessed quantitatively and qualitatively using simulated and real data. The Dialogue for Reverse Engineering Assessments and Methods (DREAM initiative provides gold standard data sets and evaluation metrics that enable and facilitate the comparison of algorithms for deducing the structure of networks. The structures of LP-SLGNs estimated from the INSILICO1, INSILICO2 and INSILICO3 simulated DREAM2 data sets are comparable to those proposed by the first and/or second ranked teams in the DREAM2 competition. The structures of LP-SLGNs estimated from two published Saccharomyces cerevisae cell cycle transcript profiling data sets capture known

  12. Optimizing Biorefinery Design and Operations via Linear Programming Models

    Talmadge, Michael; Batan, Liaw; Lamers, Patrick; Hartley, Damon; Biddy, Mary; Tao, Ling; Tan, Eric

    2017-03-28

    The ability to assess and optimize economics of biomass resource utilization for the production of fuels, chemicals and power is essential for the ultimate success of a bioenergy industry. The team of authors, consisting of members from the National Renewable Energy Laboratory (NREL) and the Idaho National Laboratory (INL), has developed simple biorefinery linear programming (LP) models to enable the optimization of theoretical or existing biorefineries. The goal of this analysis is to demonstrate how such models can benefit the developing biorefining industry. It focuses on a theoretical multi-pathway, thermochemical biorefinery configuration and demonstrates how the biorefinery can use LP models for operations planning and optimization in comparable ways to the petroleum refining industry. Using LP modeling tools developed under U.S. Department of Energy's Bioenergy Technologies Office (DOE-BETO) funded efforts, the authors investigate optimization challenges for the theoretical biorefineries such as (1) optimal feedstock slate based on available biomass and prices, (2) breakeven price analysis for available feedstocks, (3) impact analysis for changes in feedstock costs and product prices, (4) optimal biorefinery operations during unit shutdowns / turnarounds, and (5) incentives for increased processing capacity. These biorefinery examples are comparable to crude oil purchasing and operational optimization studies that petroleum refiners perform routinely using LPs and other optimization models. It is important to note that the analyses presented in this article are strictly theoretical and they are not based on current energy market prices. The pricing structure assigned for this demonstrative analysis is consistent with $4 per gallon gasoline, which clearly assumes an economic environment that would favor the construction and operation of biorefineries. The analysis approach and examples provide valuable insights into the usefulness of analysis tools for

  13. A non-linear programming approach to the computer-aided design of regulators using a linear-quadratic formulation

    Fleming, P.

    1985-01-01

    A design technique is proposed for linear regulators in which a feedback controller of fixed structure is chosen to minimize an integral quadratic objective function subject to the satisfaction of integral quadratic constraint functions. Application of a non-linear programming algorithm to this mathematically tractable formulation results in an efficient and useful computer-aided design tool. Particular attention is paid to computational efficiency and various recommendations are made. Two design examples illustrate the flexibility of the approach and highlight the special insight afforded to the designer.

  14. Comparison between linear quadratic and early time dose models

    Chougule, A.A.; Supe, S.J.

    1993-01-01

    During the 70s, much interest was focused on fractionation in radiotherapy with the aim of improving tumor control rate without producing unacceptable normal tissue damage. To compare the radiobiological effectiveness of various fractionation schedules, empirical formulae such as Nominal Standard Dose, Time Dose Factor, Cumulative Radiation Effect and Tumour Significant Dose, were introduced and were used despite many shortcomings. It has been claimed that a recent linear quadratic model is able to predict the radiobiological responses of tumours as well as normal tissues more accurately. We compared Time Dose Factor and Tumour Significant Dose models with the linear quadratic model for tumour regression in patients with carcinomas of the cervix. It was observed that the prediction of tumour regression estimated by the Tumour Significant Dose and Time Dose factor concepts varied by 1.6% from that of the linear quadratic model prediction. In view of the lack of knowledge of the precise values of the parameters of the linear quadratic model, it should be applied with caution. One can continue to use the Time Dose Factor concept which has been in use for more than a decade as its results are within ±2% as compared to that predicted by the linear quadratic model. (author). 11 refs., 3 figs., 4 tabs

  15. Phylogenetic mixtures and linear invariants for equal input models.

    Casanellas, Marta; Steel, Mike

    2017-04-01

    The reconstruction of phylogenetic trees from molecular sequence data relies on modelling site substitutions by a Markov process, or a mixture of such processes. In general, allowing mixed processes can result in different tree topologies becoming indistinguishable from the data, even for infinitely long sequences. However, when the underlying Markov process supports linear phylogenetic invariants, then provided these are sufficiently informative, the identifiability of the tree topology can be restored. In this paper, we investigate a class of processes that support linear invariants once the stationary distribution is fixed, the 'equal input model'. This model generalizes the 'Felsenstein 1981' model (and thereby the Jukes-Cantor model) from four states to an arbitrary number of states (finite or infinite), and it can also be described by a 'random cluster' process. We describe the structure and dimension of the vector spaces of phylogenetic mixtures and of linear invariants for any fixed phylogenetic tree (and for all trees-the so called 'model invariants'), on any number n of leaves. We also provide a precise description of the space of mixtures and linear invariants for the special case of [Formula: see text] leaves. By combining techniques from discrete random processes and (multi-) linear algebra, our results build on a classic result that was first established by James Lake (Mol Biol Evol 4:167-191, 1987).

  16. Estimation and variable selection for generalized additive partial linear models

    Wang, Li

    2011-08-01

    We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish asymptotic normality for the estimators of the parametric components. The procedure avoids solving large systems of equations as in kernel-based procedures and thus results in gains in computational simplicity. We further develop a class of variable selection procedures for the linear parameters by employing a nonconcave penalized quasi-likelihood, which is shown to have an asymptotic oracle property. Monte Carlo simulations and an empirical example are presented for illustration. © Institute of Mathematical Statistics, 2011.

  17. Piecewise-linear and bilinear approaches to nonlinear differential equations approximation problem of computational structural mechanics

    Leibov Roman

    2017-01-01

    This paper presents a bilinear approach to nonlinear differential equations system approximation problem. Sometimes the nonlinear differential equations right-hand sides linearization is extremely difficult or even impossible. Then piecewise-linear approximation of nonlinear differential equations can be used. The bilinear differential equations allow to improve piecewise-linear differential equations behavior and reduce errors on the border of different linear differential equations systems ...

  18. Matrix model and time-like linear dila ton matter

    Takayanagi, Tadashi

    2004-01-01

    We consider a matrix model description of the 2d string theory whose matter part is given by a time-like linear dilaton CFT. This is equivalent to the c=1 matrix model with a deformed, but very simple Fermi surface. Indeed, after a Lorentz transformation, the corresponding 2d spacetime is a conventional linear dila ton background with a time-dependent tachyon field. We show that the tree level scattering amplitudes in the matrix model perfectly agree with those computed in the world-sheet theory. The classical trajectories of fermions correspond to the decaying D-boranes in the time-like linear dilaton CFT. We also discuss the ground ring structure. Furthermore, we study the properties of the time-like Liouville theory by applying this matrix model description. We find that its ground ring structure is very similar to that of the minimal string. (author)

  19. Vortices, semi-local vortices in gauged linear sigma model

    Kim, Namkwon

    1998-11-01

    We consider the static (2+1)D gauged linear sigma model. By analyzing the governing system of partial differential equations, we investigate various aspects of the model. We show the existence of energy finite vortices under a partially broken symmetry on R 2 with the necessary condition suggested by Y. Yang. We also introduce generalized semi-local vortices and show the existence of energy finite semi-local vortices under a certain condition. The vacuum manifold for the semi-local vortices turns out to be graded. Besides, with a special choice of a representation, we show that the O(3) sigma model of which target space is nonlinear is a singular limit of the gauged linear sigma model of which target space is linear. (author)

  20. Algorithmic Approach to Abstracting Linear Systems by Timed Automata

    Sloth, Christoffer; Wisniewski, Rafael

    2011-01-01

    This paper proposes an LMI-based algorithm for abstracting dynamical systems by timed automata, which enables automatic formal verification of linear systems. The proposed abstraction is based on partitioning the state space of the system using positive invariant sets, generated by Lyapunov...... functions. This partitioning ensures that the vector field of the dynamical system is transversal to all facets of the cells, which induces some desirable properties of the abstraction. The algorithm is based on identifying intersections of level sets of quadratic Lyapunov functions, and determining...

  1. How linear response shaped models of neural circuits and the quest for alternatives.

    Herfurth, Tim; Tchumatchenko, Tatjana

    2017-10-01

    In the past decades, many mathematical approaches to solve complex nonlinear systems in physics have been successfully applied to neuroscience. One of these tools is the concept of linear response functions. However, phenomena observed in the brain emerge from fundamentally nonlinear interactions and feedback loops rather than from a composition of linear filters. Here, we review the successes achieved by applying the linear response formalism to topics, such as rhythm generation and synchrony and by incorporating it into models that combine linear and nonlinear transformations. We also discuss the challenges encountered in the linear response applications and argue that new theoretical concepts are needed to tackle feedback loops and non-equilibrium dynamics which are experimentally observed in neural networks but are outside of the validity regime of the linear response formalism. Copyright © 2017 Elsevier Ltd. All rights reserved.

  2. Non-linear DSGE Models and The Central Difference Kalman Filter

    Andreasen, Martin Møller

    This paper introduces a Quasi Maximum Likelihood (QML) approach based on the Cen- tral Difference Kalman Filter (CDKF) to estimate non-linear DSGE models with potentially non-Gaussian shocks. We argue that this estimator can be expected to be consistent and asymptotically normal for DSGE models...

  3. Bayesian prediction of spatial count data using generalized linear mixed models

    Christensen, Ole Fredslund; Waagepetersen, Rasmus Plenge

    2002-01-01

    Spatial weed count data are modeled and predicted using a generalized linear mixed model combined with a Bayesian approach and Markov chain Monte Carlo. Informative priors for a data set with sparse sampling are elicited using a previously collected data set with extensive sampling. Furthermore, ...

  4. Reduced-order modelling of parameter-dependent, linear and nonlinear dynamic partial differential equation models.

    Shah, A A; Xing, W W; Triantafyllidis, V

    2017-04-01

    In this paper, we develop reduced-order models for dynamic, parameter-dependent, linear and nonlinear partial differential equations using proper orthogonal decomposition (POD). The main challenges are to accurately and efficiently approximate the POD bases for new parameter values and, in the case of nonlinear problems, to efficiently handle the nonlinear terms. We use a Bayesian nonlinear regression approach to learn the snapshots of the solutions and the nonlinearities for new parameter values. Computational efficiency is ensured by using manifold learning to perform the emulation in a low-dimensional space. The accuracy of the method is demonstrated on a linear and a nonlinear example, with comparisons with a global basis approach.

  5. Inverse Modelling Problems in Linear Algebra Undergraduate Courses

    Martinez-Luaces, Victor E.

    2013-01-01

    This paper will offer an analysis from a theoretical point of view of mathematical modelling, applications and inverse problems of both causation and specification types. Inverse modelling problems give the opportunity to establish connections between theory and practice and to show this fact, a simple linear algebra example in two different…

  6. Optical linear algebra processors - Noise and error-source modeling

    Casasent, D.; Ghosh, A.

    1985-01-01

    The modeling of system and component noise and error sources in optical linear algebra processors (OLAPs) are considered, with attention to the frequency-multiplexed OLAP. General expressions are obtained for the output produced as a function of various component errors and noise. A digital simulator for this model is discussed.

  7. Optical linear algebra processors: noise and error-source modeling.

    Casasent, D; Ghosh, A

    1985-06-01

    The modeling of system and component noise and error sources in optical linear algebra processors (OLAP's) are considered, with attention to the frequency-multiplexed OLAP. General expressions are obtained for the output produced as a function of various component errors and noise. A digital simulator for this model is discussed.

  8. CONTRIBUTIONS TO THE FINITE ELEMENT MODELING OF LINEAR ULTRASONIC MOTORS

    Oana CHIVU

    2013-05-01

    Full Text Available The present paper is concerned with the main modeling elements as produced by means of thefinite element method of linear ultrasonic motors. Hence, first the model is designed and then a modaland harmonic analysis are carried out in view of outlining the main outcomes

  9. Linear and Nonlinear Career Models: Metaphors, Paradigms, and Ideologies.

    Buzzanell, Patrice M.; Goldzwig, Steven R.

    1991-01-01

    Examines the linear or bureaucratic career models (dominant in career research, metaphors, paradigms, and ideologies) which maintain career myths of flexibility and individualized routes to success in organizations incapable of offering such versatility. Describes nonlinear career models which offer suggestive metaphors for re-visioning careers…

  10. Tissue characterization using electrical impedance spectroscopy data: a linear algebra approach.

    Laufer, Shlomi; Solomon, Stephen B; Rubinsky, Boris

    2012-06-01

    In this study, we use a new linear algebra manipulation on electrical impedance spectroscopy measurements to provide real-time information regarding the nature of the tissue surrounding the needle in minimal invasive procedures. Using a Comsol Multiphysics three-dimensional model, a phantom based on ex vivo animal tissue and in vivo animal data, we demonstrate how tissue inhomogeneity can be characterized without any previous knowledge of the electrical properties of the different tissues, except that they should not be linearly dependent on a certain frequency range. This method may have applications in needle biopsies, radiation seeds, or minimally invasive surgery and can reduce the number of computer tomography or magnetic resonance imaging images. We conclude by demonstrating how this mathematical approach can be useful in other applications.

  11. Tissue characterization using electrical impedance spectroscopy data: a linear algebra approach

    Laufer, Shlomi; Solomon, Stephen B; Rubinsky, Boris

    2012-01-01

    In this study, we use a new linear algebra manipulation on electrical impedance spectroscopy measurements to provide real-time information regarding the nature of the tissue surrounding the needle in minimal invasive procedures. Using a Comsol Multiphysics three-dimensional model, a phantom based on ex vivo animal tissue and in vivo animal data, we demonstrate how tissue inhomogeneity can be characterized without any previous knowledge of the electrical properties of the different tissues, except that they should not be linearly dependent on a certain frequency range. This method may have applications in needle biopsies, radiation seeds, or minimally invasive surgery and can reduce the number of computer tomography or magnetic resonance imaging images. We conclude by demonstrating how this mathematical approach can be useful in other applications. (paper)

  12. Quantitative Approach to Failure Mode and Effect Analysis for Linear Accelerator Quality Assurance

    O' Daniel, Jennifer C., E-mail: jennifer.odaniel@duke.edu; Yin, Fang-Fang

    2017-05-01

    Purpose: To determine clinic-specific linear accelerator quality assurance (QA) TG-142 test frequencies, to maximize physicist time efficiency and patient treatment quality. Methods and Materials: A novel quantitative approach to failure mode and effect analysis is proposed. Nine linear accelerator-years of QA records provided data on failure occurrence rates. The severity of test failure was modeled by introducing corresponding errors into head and neck intensity modulated radiation therapy treatment plans. The relative risk of daily linear accelerator QA was calculated as a function of frequency of test performance. Results: Although the failure severity was greatest for daily imaging QA (imaging vs treatment isocenter and imaging positioning/repositioning), the failure occurrence rate was greatest for output and laser testing. The composite ranking results suggest that performing output and lasers tests daily, imaging versus treatment isocenter and imaging positioning/repositioning tests weekly, and optical distance indicator and jaws versus light field tests biweekly would be acceptable for non-stereotactic radiosurgery/stereotactic body radiation therapy linear accelerators. Conclusions: Failure mode and effect analysis is a useful tool to determine the relative importance of QA tests from TG-142. Because there are practical time limitations on how many QA tests can be performed, this analysis highlights which tests are the most important and suggests the frequency of testing based on each test's risk priority number.

  13. Quantitative Approach to Failure Mode and Effect Analysis for Linear Accelerator Quality Assurance.

    O'Daniel, Jennifer C; Yin, Fang-Fang

    2017-05-01

    To determine clinic-specific linear accelerator quality assurance (QA) TG-142 test frequencies, to maximize physicist time efficiency and patient treatment quality. A novel quantitative approach to failure mode and effect analysis is proposed. Nine linear accelerator-years of QA records provided data on failure occurrence rates. The severity of test failure was modeled by introducing corresponding errors into head and neck intensity modulated radiation therapy treatment plans. The relative risk of daily linear accelerator QA was calculated as a function of frequency of test performance. Although the failure severity was greatest for daily imaging QA (imaging vs treatment isocenter and imaging positioning/repositioning), the failure occurrence rate was greatest for output and laser testing. The composite ranking results suggest that performing output and lasers tests daily, imaging versus treatment isocenter and imaging positioning/repositioning tests weekly, and optical distance indicator and jaws versus light field tests biweekly would be acceptable for non-stereotactic radiosurgery/stereotactic body radiation therapy linear accelerators. Failure mode and effect analysis is a useful tool to determine the relative importance of QA tests from TG-142. Because there are practical time limitations on how many QA tests can be performed, this analysis highlights which tests are the most important and suggests the frequency of testing based on each test's risk priority number. Copyright © 2017 Elsevier Inc. All rights reserved.

  14. A non-linear beta-binomial regression model for mapping EORTC QLQ- C30 to the EQ-5D-3L in lung cancer patients: a comparison with existing approaches.

    Khan, Iftekhar; Morris, Stephen

    2014-11-12

    The performance of the Beta Binomial (BB) model is compared with several existing models for mapping the EORTC QLQ-C30 (QLQ-C30) on to the EQ-5D-3L using data from lung cancer trials. Data from 2 separate non small cell lung cancer clinical trials (TOPICAL and SOCCAR) are used to develop and validate the BB model. Comparisons with Linear, TOBIT, Quantile, Quadratic and CLAD models are carried out. The mean prediction error, R(2), proportion predicted outside the valid range, clinical interpretation of coefficients, model fit and estimation of Quality Adjusted Life Years (QALY) are reported and compared. Monte-Carlo simulation is also used. The Beta-Binomial regression model performed 'best' among all models. For TOPICAL and SOCCAR trials, respectively, residual mean square error (RMSE) was 0.09 and 0.11; R(2) was 0.75 and 0.71; observed vs. predicted means were 0.612 vs. 0.608 and 0.750 vs. 0.749. Mean difference in QALY's (observed vs. predicted) were 0.051 vs. 0.053 and 0.164 vs. 0.162 for TOPICAL and SOCCAR respectively. Models tested on independent data show simulated 95% confidence from the BB model containing the observed mean more often (77% and 59% for TOPICAL and SOCCAR respectively) compared to the other models. All algorithms over-predict at poorer health states but the BB model was relatively better, particularly for the SOCCAR data. The BB model may offer superior predictive properties amongst mapping algorithms considered and may be more useful when predicting EQ-5D-3L at poorer health states. We recommend the algorithm derived from the TOPICAL data due to better predictive properties and less uncertainty.

  15. EVA – a non-linear Eulerian approach for assessment of health-cost externalities of air pollution

    Andersen, Mikael Skou; Frohn, Lise Marie; Nielsen, Jytte Seested

    2006-01-01

    of the emissions. External cost estimates based on the Eulerian approach, on the other hand, are in mutual conformity. The existence of non-linear dynamics and possible thresholds, both in the atmospheric modelling and in the dose-response functions for health effects, need further attention and should......Integrated models which are used to account for the external costs of air pollution have to a considerable extent ignored the non-linear dynamics of atmospheric science. In order to bridge the gap between economic analysis and environmental modelling an integrated model EVA, based on a Eulerian...... for the final external cost estimates of the Eulerian approach is explored. Uncertainties in the health costs estimates are endemic in particular for mortality, but in order to achieve a common baseline the approach recommended by the OECD has been employed for the valuation part. This approach implies the use...

  16. Risk Modelling for Passages in Approach Channel

    Leszek Smolarek

    2013-01-01

    Full Text Available Methods of multivariate statistics, stochastic processes, and simulation methods are used to identify and assess the risk measures. This paper presents the use of generalized linear models and Markov models to study risks to ships along the approach channel. These models combined with simulation testing are used to determine the time required for continuous monitoring of endangered objects or period at which the level of risk should be verified.

  17. Designing a graph-based approach to landscape ecological assessment of linear infrastructures

    Girardet, Xavier, E-mail: xavier.girardet@univ-fcomte.fr; Foltête, Jean-Christophe, E-mail: jean-christophe.foltete@univ-fcomte.fr; Clauzel, Céline, E-mail: celine.clauzel@univ-fcomte.fr

    2013-09-15

    The development of major linear infrastructures contributes to landscape fragmentation and impacts natural habitats and biodiversity in various ways. To anticipate and minimize such impacts, landscape planning needs to be capable of effective strategic environmental assessment (SEA) and of supporting environmental impact assessment (EIA) decisions. To this end, species distribution models (SDMs) are an effective way of making predictive maps of the presence of a given species. In this paper, we propose to combine SDMs and graph-based representation of landscape networks to integrate the potential long-distance effect of infrastructures on species distribution. A diachronic approach, comparing distribution before and after the linear infrastructure is constructed, leads to the design of a species distribution assessment (SDA), taking into account population isolation. The SDA makes it possible (1) to estimate the local variation in probability of presence and (2) to characterize the impact of the infrastructure in terms of global variation in presence and of distance of disturbance. The method is illustrated by assessing the impact of the construction of a high-speed railway line on the distribution of several virtual species in Franche-Comté (France). The study shows the capacity of the SDA to characterize the impact of a linear infrastructure either as a research concern or as a spatial planning challenge. SDAs could be helpful in deciding among several scenarios for linear infrastructure routes or for the location of mitigation measures. -- Highlights: • Graph connectivity metrics were integrated into a species distribution model. • SDM was performed before and after the implementation of linear infrastructure. • The local variation of presence provides spatial indicators of the impact.

  18. Designing a graph-based approach to landscape ecological assessment of linear infrastructures

    Girardet, Xavier; Foltête, Jean-Christophe; Clauzel, Céline

    2013-01-01

    The development of major linear infrastructures contributes to landscape fragmentation and impacts natural habitats and biodiversity in various ways. To anticipate and minimize such impacts, landscape planning needs to be capable of effective strategic environmental assessment (SEA) and of supporting environmental impact assessment (EIA) decisions. To this end, species distribution models (SDMs) are an effective way of making predictive maps of the presence of a given species. In this paper, we propose to combine SDMs and graph-based representation of landscape networks to integrate the potential long-distance effect of infrastructures on species distribution. A diachronic approach, comparing distribution before and after the linear infrastructure is constructed, leads to the design of a species distribution assessment (SDA), taking into account population isolation. The SDA makes it possible (1) to estimate the local variation in probability of presence and (2) to characterize the impact of the infrastructure in terms of global variation in presence and of distance of disturbance. The method is illustrated by assessing the impact of the construction of a high-speed railway line on the distribution of several virtual species in Franche-Comté (France). The study shows the capacity of the SDA to characterize the impact of a linear infrastructure either as a research concern or as a spatial planning challenge. SDAs could be helpful in deciding among several scenarios for linear infrastructure routes or for the location of mitigation measures. -- Highlights: • Graph connectivity metrics were integrated into a species distribution model. • SDM was performed before and after the implementation of linear infrastructure. • The local variation of presence provides spatial indicators of the impact

  19. A kinetic approach to some quasi-linear laws of macroeconomics

    Gligor, M.; Ignat, M.

    2002-11-01

    Some previous works have presented the data on wealth and income distributions in developed countries and have found that the great majority of population is described by an exponential distribution, which results in idea that the kinetic approach could be adequate to describe this empirical evidence. The aim of our paper is to extend this framework by developing a systematic kinetic approach of the socio-economic systems and to explain how linear laws, modelling correlations between macroeconomic variables, may arise in this context. Firstly we construct the Boltzmann kinetic equation for an idealised system composed by many individuals (workers, officers, business men, etc.), each of them getting a certain income and spending money for their needs. To each individual a certain time variable amount of money is associated this meaning him/her phase space coordinate. In this way the exponential distribution of money in a closed economy is explicitly found. The extension of this result, including states near the equilibrium, give us the possibility to take into account the regular increase of the total amount of money, according to the modern economic theories. The Kubo-Green-Onsager linear response theory leads us to a set of linear equations between some macroeconomic variables. Finally, the validity of such laws is discussed in relation with the time reversal symmetry and is tested empirically using some macroeconomic time series.

  20. Doubly robust estimation of generalized partial linear models for longitudinal data with dropouts.

    Lin, Huiming; Fu, Bo; Qin, Guoyou; Zhu, Zhongyi

    2017-12-01

    We develop a doubly robust estimation of generalized partial linear models for longitudinal data with dropouts. Our method extends the highly efficient aggregate unbiased estimating function approach proposed in Qu et al. (2010) to a doubly robust one in the sense that under missing at random (MAR), our estimator is consistent when either the linear conditional mean condition is satisfied or a model for the dropout process is correctly specified. We begin with a generalized linear model for the marginal mean, and then move forward to a generalized partial linear model, allowing for nonparametric covariate effect by using the regression spline smoothing approximation. We establish the asymptotic theory for the proposed method and use simulation studies to compare its finite sample performance with that of Qu's method, the complete-case generalized estimating equation (GEE) and the inverse-probability weighted GEE. The proposed method is finally illustrated using data from a longitudinal cohort study. © 2017, The International Biometric Society.

  1. An efficient linear approach in the reservoirs operation for electric power generation; Uma eficiente abordagem linear na operacao de reservatorios para geracao de energia eletrica

    Zambon, Katia Livia

    1997-07-01

    A new approach for the Scheduling of Hydrothermal Systems, with a formulation that allows the solution of the problem through the linear programming techniques, otherwise the original form, which is complex and difficult is presented. The models were developed through a linear form for the generation function of hydroelectric plants, successive of the linearization of the cost function of the problem. The linear techniques used were the Simplex Method, with some modification that is is efficient, fast and simple. The important physical aspects of the system were preserved, like the individual representation of the hydroelectric plant, the features of cost function with the exponential increase and the head effect. Besides, this formulation can lead to stochastic approaches. All the optimization methods were implemented for the solution of the problem. The performance obtained were compared with each other and with that obtained through the non linear techniques. The algorithms showed to be efficient, with good results and very near to the optimal behavior of the reservoir operation planning obtained by traditional methods. (author)

  2. Design of Linear Accelerator (LINAC) tanks for proton therapy via Particle Swarm Optimization (PSO) and Genetic Algorithm (GA) approaches

    Castellano, T.; De Palma, L.; Laneve, D.; Strippoli, V.; Cuccovilllo, A.; Prudenzano, F. [Electrical and Information Engineering Department (DEI), Polytechnic Institute of Bari, 4 Orabona Street, CAP 70125, Bari, (Italy); Dimiccoli, V.; Losito, O.; Prisco, R. [ITEL Telecomunicazioni, 39 Labriola Street, CAP 70037, Ruvo di Puglia, Bari, (Italy)

    2015-07-01

    A homemade computer code for designing a Side- Coupled Linear Accelerator (SCL) is written. It integrates a simplified model of SCL tanks with the Particle Swarm Optimization (PSO) algorithm. The computer code main aim is to obtain useful guidelines for the design of Linear Accelerator (LINAC) resonant cavities. The design procedure, assisted via the aforesaid approach seems very promising, allowing future improvements towards the optimization of actual accelerating geometries. (authors)

  3. Design of Linear Accelerator (LINAC) tanks for proton therapy via Particle Swarm Optimization (PSO) and Genetic Algorithm (GA) approaches

    Castellano, T.; De Palma, L.; Laneve, D.; Strippoli, V.; Cuccovilllo, A.; Prudenzano, F.; Dimiccoli, V.; Losito, O.; Prisco, R.

    2015-01-01

    A homemade computer code for designing a Side- Coupled Linear Accelerator (SCL) is written. It integrates a simplified model of SCL tanks with the Particle Swarm Optimization (PSO) algorithm. The computer code main aim is to obtain useful guidelines for the design of Linear Accelerator (LINAC) resonant cavities. The design procedure, assisted via the aforesaid approach seems very promising, allowing future improvements towards the optimization of actual accelerating geometries. (authors)

  4. Low-energy limit of the extended Linear Sigma Model

    Divotgey, Florian [Johann Wolfgang Goethe-Universitaet, Institut fuer Theoretische Physik, Frankfurt am Main (Germany); Kovacs, Peter [Wigner Research Center for Physics, Hungarian Academy of Sciences, Institute for Particle and Nuclear Physics, Budapest (Hungary); GSI Helmholtzzentrum fuer Schwerionenforschung, ExtreMe Matter Institute, Darmstadt (Germany); Giacosa, Francesco [Johann Wolfgang Goethe-Universitaet, Institut fuer Theoretische Physik, Frankfurt am Main (Germany); Jan-Kochanowski University, Institute of Physics, Kielce (Poland); Rischke, Dirk H. [Johann Wolfgang Goethe-Universitaet, Institut fuer Theoretische Physik, Frankfurt am Main (Germany); University of Science and Technology of China, Interdisciplinary Center for Theoretical Study and Department of Modern Physics, Hefei, Anhui (China)

    2018-01-15

    The extended Linear Sigma Model is an effective hadronic model based on the linear realization of chiral symmetry SU(N{sub f}){sub L} x SU(N{sub f}){sub R}, with (pseudo)scalar and (axial-)vector mesons as degrees of freedom. In this paper, we study the low-energy limit of the extended Linear Sigma Model (eLSM) for N{sub f} = flavors by integrating out all fields except for the pions, the (pseudo-)Nambu-Goldstone bosons of chiral symmetry breaking. The resulting low-energy effective action is identical to Chiral Perturbation Theory (ChPT) after choosing a representative for the coset space generated by chiral symmetry breaking and expanding it in powers of (derivatives of) the pion fields. The tree-level values of the coupling constants of the effective low-energy action agree remarkably well with those of ChPT. (orig.)

  5. Enhancement of loss detection capability using a combination of the Kalman Filter/Linear Smoother and controllable unit accounting approach

    Pike, D.H.; Morrison, G.W.

    1979-01-01

    An approach to loss detection is presented which combines the optimal loss detection capability of state estimation techniques with a controllable unit accounting approach. The state estimation theory makes use of a linear system model which is capable of modeling the interaction of various controllable unit areas within a given facility. An example is presented which illustrates the increase in loss detection probability which is realizable with state estimation techniques. Comparisons are made with a Shewhart Control Chart and the CUSUM statistic

  6. Linear Motion Systems. A Modular Approach for Improved Straightness Performance

    Nijsse, G.J.P.

    2001-01-01

    This thesis deals with straight motion systems. A modular approach has been applied in order to find ways to improve the performance. The main performance parameters that are considered are position accuracy, repeatability and, to a lesser extent, cost. Because of the increasing requirements to

  7. Modelling and measurement of a moving magnet linear compressor performance

    Liang, Kun; Stone, Richard; Davies, Gareth; Dadd, Mike; Bailey, Paul

    2014-01-01

    A novel moving magnet linear compressor with clearance seals and flexure bearings has been designed and constructed. It is suitable for a refrigeration system with a compact heat exchanger, such as would be needed for CPU cooling. The performance of the compressor has been experimentally evaluated with nitrogen and a mathematical model has been developed to evaluate the performance of the linear compressor. The results from the compressor model and the measurements have been compared in terms of cylinder pressure, the ‘P–V’ loop, stroke, mass flow rate and shaft power. The cylinder pressure was not measured directly but was derived from the compressor dynamics and the motor magnetic force characteristics. The comparisons indicate that the compressor model is well validated and can be used to study the performance of this type of compressor, to help with design optimization and the identification of key parameters affecting the system transients. The electrical and thermodynamic losses were also investigated, particularly for the design point (stroke of 13 mm and pressure ratio of 3.0), since a full understanding of these can lead to an increase in compressor efficiency. - Highlights: • Model predictions of the performance of a novel moving magnet linear compressor. • Prototype linear compressor performance measurements using nitrogen. • Reconstruction of P–V loops using a model of the dynamics and electromagnetics. • Close agreement between the model and measurements for the P–V loops. • The design point motor efficiency was 74%, with potential improvements identified

  8. The minimal linear σ model for the Goldstone Higgs

    Feruglio, F.; Gavela, M.B.; Kanshin, K.; Machado, P.A.N.; Rigolin, S.; Saa, S.

    2016-01-01

    In the context of the minimal SO(5) linear σ-model, a complete renormalizable Lagrangian -including gauge bosons and fermions- is considered, with the symmetry softly broken to SO(4). The scalar sector describes both the electroweak Higgs doublet and the singlet σ. Varying the σ mass would allow to sweep from the regime of perturbative ultraviolet completion to the non-linear one assumed in models in which the Higgs particle is a low-energy remnant of some strong dynamics. We analyze the phenomenological implications and constraints from precision observables and LHC data. Furthermore, we derive the d≤6 effective Lagrangian in the limit of heavy exotic fermions.

  9. A variational formulation for linear models in coupled dynamic thermoelasticity

    Feijoo, R.A.; Moura, C.A. de.

    1981-07-01

    A variational formulation for linear models in coupled dynamic thermoelasticity which quite naturally motivates the design of a numerical scheme for the problem, is studied. When linked to regularization or penalization techniques, this algorithm may be applied to more general models, namely, the ones that consider non-linear constraints associated to variational inequalities. The basic postulates of Mechanics and Thermodynamics as well as some well-known mathematical techniques are described. A thorough description of the algorithm implementation with the finite-element method is also provided. Proofs for existence and uniqueness of solutions and for convergence of the approximations are presented, and some numerical results are exhibited. (Author) [pt

  10. Mixed models, linear dependency, and identification in age-period-cohort models.

    O'Brien, Robert M

    2017-07-20

    This paper examines the identification problem in age-period-cohort models that use either linear or categorically coded ages, periods, and cohorts or combinations of these parameterizations. These models are not identified using the traditional fixed effect regression model approach because of a linear dependency between the ages, periods, and cohorts. However, these models can be identified if the researcher introduces a single just identifying constraint on the model coefficients. The problem with such constraints is that the results can differ substantially depending on the constraint chosen. Somewhat surprisingly, age-period-cohort models that specify one or more of ages and/or periods and/or cohorts as random effects are identified. This is the case without introducing an additional constraint. I label this identification as statistical model identification and show how statistical model identification comes about in mixed models and why which effects are treated as fixed and which are treated as random can substantially change the estimates of the age, period, and cohort effects. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  11. Effect of linear and non-linear blade modelling techniques on simulated fatigue and extreme loads using Bladed

    Beardsell, Alec; Collier, William; Han, Tao

    2016-09-01

    There is a trend in the wind industry towards ever larger and more flexible turbine blades. Blade tip deflections in modern blades now commonly exceed 10% of blade length. Historically, the dynamic response of wind turbine blades has been analysed using linear models of blade deflection which include the assumption of small deflections. For modern flexible blades, this assumption is becoming less valid. In order to continue to simulate dynamic turbine performance accurately, routine use of non-linear models of blade deflection may be required. This can be achieved by representing the blade as a connected series of individual flexible linear bodies - referred to in this paper as the multi-part approach. In this paper, Bladed is used to compare load predictions using single-part and multi-part blade models for several turbines. The study examines the impact on fatigue and extreme loads and blade deflection through reduced sets of load calculations based on IEC 61400-1 ed. 3. Damage equivalent load changes of up to 16% and extreme load changes of up to 29% are observed at some turbine load locations. It is found that there is no general pattern in the loading differences observed between single-part and multi-part blade models. Rather, changes in fatigue and extreme loads with a multi-part blade model depend on the characteristics of the individual turbine and blade. Key underlying causes of damage equivalent load change are identified as differences in edgewise- torsional coupling between the multi-part and single-part models, and increased edgewise rotor mode damping in the multi-part model. Similarly, a causal link is identified between torsional blade dynamics and changes in ultimate load results.

  12. Defining a Family of Cognitive Diagnosis Models Using Log-Linear Models with Latent Variables

    Henson, Robert A.; Templin, Jonathan L.; Willse, John T.

    2009-01-01

    This paper uses log-linear models with latent variables (Hagenaars, in "Loglinear Models with Latent Variables," 1993) to define a family of cognitive diagnosis models. In doing so, the relationship between many common models is explicitly defined and discussed. In addition, because the log-linear model with latent variables is a general model for…

  13. Functional linear models for association analysis of quantitative traits.

    Fan, Ruzong; Wang, Yifan; Mills, James L; Wilson, Alexander F; Bailey-Wilson, Joan E; Xiong, Momiao

    2013-11-01

    Functional linear models are developed in this paper for testing associations between quantitative traits and genetic variants, which can be rare variants or common variants or the combination of the two. By treating multiple genetic variants of an individual in a human population as a realization of a stochastic process, the genome of an individual in a chromosome region is a continuum of sequence data rather than discrete observations. The genome of an individual is viewed as a stochastic function that contains both linkage and linkage disequilibrium (LD) information of the genetic markers. By using techniques of functional data analysis, both fixed and mixed effect functional linear models are built to test the association between quantitative traits and genetic variants adjusting for covariates. After extensive simulation analysis, it is shown that the F-distributed tests of the proposed fixed effect functional linear models have higher power than that of sequence kernel association test (SKAT) and its optimal unified test (SKAT-O) for three scenarios in most cases: (1) the causal variants are all rare, (2) the causal variants are both rare and common, and (3) the causal variants are common. The superior performance of the fixed effect functional linear models is most likely due to its optimal utilization of both genetic linkage and LD information of multiple genetic variants in a genome and similarity among different individuals, while SKAT and SKAT-O only model the similarities and pairwise LD but do not model linkage and higher order LD information sufficiently. In addition, the proposed fixed effect models generate accurate type I error rates in simulation studies. We also show that the functional kernel score tests of the proposed mixed effect functional linear models are preferable in candidate gene analysis and small sample problems. The methods are applied to analyze three biochemical traits in data from the Trinity Students Study. © 2013 WILEY

  14. A new linear induction voltage adder approach to radiography

    Mazarakis, M.G.; Poukey, J.W.; Frost, C.A.; Johnson, D.L.; Shope, S.L.; Halbleib, J.A.; Prestwich, K.R.; Turman, B.N.; Smith, I.

    1992-01-01

    At present, two types of accelerators are being utilized for x-ray radiography: first a linear RF or induction accelerator with multiple accelerating gaps and beam vacuum magnetic transport systems; and second, single gap pulse-power devices with a high voltage Blumlein pulse forming line. The authors present a conceptual design of a new type of linear induction accelerator that can bridge the gap between the two devices. It can produce 30--50-kA electron currents small diameter (∼ 1 mm) and high energy (12--20-MV) beams. There is no beam drifting through the device. The voltage addition of the accelerating gaps occurs at the central self-magnetically insulated cathode electrode. The electron beam is created at the high voltage end in a single gap diode. A magnetically-immersed foilless diode can produce high quality 0.5 mm radius 30--50 kA beams. A short 100--200-kG small bore solenoidal coil is required to maintain the beam radius during transport from the cathode tips to the x-ray converter target, 50--70 cm downstream. The idea of very high impedance MITL voltage adder accelerators was first tested with RADLAC II/SMILE experiments where 12--14-MV, 50-kA 1 cm radius beams were produced with 2--3 mm annulus thickness. A 12.5 m eight-stage voltage adder was utilized, coupled to a 20 kG magnetically immersed foilless diode. In addition the magnetically-immersed foilless diodes with very thin (mm diameter) cathode tips were investigated in experiments with the IBEX accelerator. As an example of this new accelerator technology the authors present the following point design for a 16-MV, 50-kA accelerator producing 1-mm diameter electron beams. The design is based on a cavity fed MITL voltage adder which performs the series addition of the voltage pulses from 16 identical inductively-isolated cavity feed systems. Each cavity is a structure that is driven by one 14 ohm pulse-forming line, providing a 1 MV voltage pulse to the accelerating gap

  15. Comparisons of Multilevel Modeling and Structural Equation Modeling Approaches to Actor-Partner Interdependence Model.

    Hong, Sehee; Kim, Soyoung

    2018-01-01

    There are basically two modeling approaches applicable to analyzing an actor-partner interdependence model: the multilevel modeling (hierarchical linear model) and the structural equation modeling. This article explains how to use these two models in analyzing an actor-partner interdependence model and how these two approaches work differently. As an empirical example, marital conflict data were used to analyze an actor-partner interdependence model. The multilevel modeling and the structural equation modeling produced virtually identical estimates for a basic model. However, the structural equation modeling approach allowed more realistic assumptions on measurement errors and factor loadings, rendering better model fit indices.

  16. Developing ontological model of computational linear algebra - preliminary considerations

    Wasielewska, K.; Ganzha, M.; Paprzycki, M.; Lirkov, I.

    2013-10-01

    The aim of this paper is to propose a method for application of ontologically represented domain knowledge to support Grid users. The work is presented in the context provided by the Agents in Grid system, which aims at development of an agent-semantic infrastructure for efficient resource management in the Grid. Decision support within the system should provide functionality beyond the existing Grid middleware, specifically, help the user to choose optimal algorithm and/or resource to solve a problem from a given domain. The system assists the user in at least two situations. First, for users without in-depth knowledge about the domain, it should help them to select the method and the resource that (together) would best fit the problem to be solved (and match the available resources). Second, if the user explicitly indicates the method and the resource configuration, it should "verify" if her choice is consistent with the expert recommendations (encapsulated in the knowledge base). Furthermore, one of the goals is to simplify the use of the selected resource to execute the job; i.e., provide a user-friendly method of submitting jobs, without required technical knowledge about the Grid middleware. To achieve the mentioned goals, an adaptable method of expert knowledge representation for the decision support system has to be implemented. The selected approach is to utilize ontologies and semantic data processing, supported by multicriterial decision making. As a starting point, an area of computational linear algebra was selected to be modeled, however, the paper presents a general approach that shall be easily extendable to other domains.

  17. A New Interpolation Approach for Linearly Constrained Convex Optimization

    Espinoza, Francisco

    2012-08-01

    In this thesis we propose a new class of Linearly Constrained Convex Optimization methods based on the use of a generalization of Shepard\\'s interpolation formula. We prove the properties of the surface such as the interpolation property at the boundary of the feasible region and the convergence of the gradient to the null space of the constraints at the boundary. We explore several descent techniques such as steepest descent, two quasi-Newton methods and the Newton\\'s method. Moreover, we implement in the Matlab language several versions of the method, particularly for the case of Quadratic Programming with bounded variables. Finally, we carry out performance tests against Matab Optimization Toolbox methods for convex optimization and implementations of the standard log-barrier and active-set methods. We conclude that the steepest descent technique seems to be the best choice so far for our method and that it is competitive with other standard methods both in performance and empirical growth order.

  18. Modified linear predictive coding approach for moving target tracking by Doppler radar

    Ding, Yipeng; Lin, Xiaoyi; Sun, Ke-Hui; Xu, Xue-Mei; Liu, Xi-Yao

    2016-07-01

    Doppler radar is a cost-effective tool for moving target tracking, which can support a large range of civilian and military applications. A modified linear predictive coding (LPC) approach is proposed to increase the target localization accuracy of the Doppler radar. Based on the time-frequency analysis of the received echo, the proposed approach first real-time estimates the noise statistical parameters and constructs an adaptive filter to intelligently suppress the noise interference. Then, a linear predictive model is applied to extend the available data, which can help improve the resolution of the target localization result. Compared with the traditional LPC method, which empirically decides the extension data length, the proposed approach develops an error array to evaluate the prediction accuracy and thus, adjust the optimum extension data length intelligently. Finally, the prediction error array is superimposed with the predictor output to correct the prediction error. A series of experiments are conducted to illustrate the validity and performance of the proposed techniques.

  19. A Fuzzy Approach Using Generalized Dinkelbach’s Algorithm for Multiobjective Linear Fractional Transportation Problem

    Nurdan Cetin

    2014-01-01

    Full Text Available We consider a multiobjective linear fractional transportation problem (MLFTP with several fractional criteria, such as, the maximization of the transport profitability like profit/cost or profit/time, and its two properties are source and destination. Our aim is to introduce MLFTP which has not been studied in literature before and to provide a fuzzy approach which obtain a compromise Pareto-optimal solution for this problem. To do this, first, we present a theorem which shows that MLFTP is always solvable. And then, reducing MLFTP to the Zimmermann’s “min” operator model which is the max-min problem, we construct Generalized Dinkelbach’s Algorithm for solving the obtained problem. Furthermore, we provide an illustrative numerical example to explain this fuzzy approach.

  20. Linear modeling of possible mechanisms for parkinson tremor generation

    Lohnberg, P.

    1978-01-01

    The power of Parkinson tremor is expressed in terms of possibly changed frequency response functions between relevant variables in the neuromuscular system. The derivation starts out from a linear loopless equivalent model of mechanisms for general tremor generation. Hypothetical changes in this

  1. Current algebra of classical non-linear sigma models

    Forger, M.; Laartz, J.; Schaeper, U.

    1992-01-01

    The current algebra of classical non-linear sigma models on arbitrary Riemannian manifolds is analyzed. It is found that introducing, in addition to the Noether current j μ associated with the global symmetry of the theory, a composite scalar field j, the algebra closes under Poisson brackets. (orig.)

  2. Mathematical modelling and linear stability analysis of laser fusion cutting

    Hermanns, Torsten; Schulz, Wolfgang; Vossen, Georg; Thombansen, Ulrich

    2016-01-01

    A model for laser fusion cutting is presented and investigated by linear stability analysis in order to study the tendency for dynamic behavior and subsequent ripple formation. The result is a so called stability function that describes the correlation of the setting values of the process and the process’ amount of dynamic behavior.

  3. Non Linear signa models probing the string structure

    Abdalla, E.

    1987-01-01

    The introduction of a term depending on the extrinsic curvature to the string action, and related non linear sigma models defined on a symmetric space SO(D)/SO(2) x SO(d-2) is descussed . Coupling to fermions are also treated. (author) [pt

  4. Confidence Intervals for Assessing Heterogeneity in Generalized Linear Mixed Models

    Wagler, Amy E.

    2014-01-01

    Generalized linear mixed models are frequently applied to data with clustered categorical outcomes. The effect of clustering on the response is often difficult to practically assess partly because it is reported on a scale on which comparisons with regression parameters are difficult to make. This article proposes confidence intervals for…

  5. Penalized Estimation in Large-Scale Generalized Linear Array Models

    Lund, Adam; Vincent, Martin; Hansen, Niels Richard

    2017-01-01

    Large-scale generalized linear array models (GLAMs) can be challenging to fit. Computation and storage of its tensor product design matrix can be impossible due to time and memory constraints, and previously considered design matrix free algorithms do not scale well with the dimension...

  6. Expressions for linearized perturbations in ideal-fluid cosmological models

    Ratra, B.

    1988-01-01

    We present closed-form solutions of the relativistic linear perturbation equations (in synchronous gauge) that govern the evolution of inhomogeneities in homogeneous, spatially flat, ideal-fluid, cosmological models. These expressions, which are valid for irregularities on any scale, allow one to analytically interpolate between the known approximate solutions which are valid at early times and at late times

  7. A simulation model of a coordinated decentralized linear supply chain

    Ashayeri, Jalal; Cannella, S.; Lopez Campos, M.; Miranda, P.A.

    2015-01-01

    This paper presents a simulation-based study of a coordinated, decentralized linear supply chain (SC) system. In the proposed model, any supply tier considers its successors as part of its inventory system and generates replenishment orders on the basis of its partners’ operational information. We

  8. Mathematical modelling and linear stability analysis of laser fusion cutting

    Hermanns, Torsten; Schulz, Wolfgang [RWTH Aachen University, Chair for Nonlinear Dynamics, Steinbachstr. 15, 52047 Aachen (Germany); Vossen, Georg [Niederrhein University of Applied Sciences, Chair for Applied Mathematics and Numerical Simulations, Reinarzstr.. 49, 47805 Krefeld (Germany); Thombansen, Ulrich [RWTH Aachen University, Chair for Laser Technology, Steinbachstr. 15, 52047 Aachen (Germany)

    2016-06-08

    A model for laser fusion cutting is presented and investigated by linear stability analysis in order to study the tendency for dynamic behavior and subsequent ripple formation. The result is a so called stability function that describes the correlation of the setting values of the process and the process’ amount of dynamic behavior.

  9. Performances Of Estimators Of Linear Models With Autocorrelated ...

    The performances of five estimators of linear models with Autocorrelated error terms are compared when the independent variable is autoregressive. The results reveal that the properties of the estimators when the sample size is finite is quite similar to the properties of the estimators when the sample size is infinite although ...

  10. Performances of estimators of linear auto-correlated error model ...

    The performances of five estimators of linear models with autocorrelated disturbance terms are compared when the independent variable is exponential. The results reveal that for both small and large samples, the Ordinary Least Squares (OLS) compares favourably with the Generalized least Squares (GLS) estimators in ...

  11. A non-linear dissipative model of magnetism

    Durand, P.; Paidarová, Ivana

    2010-01-01

    Roč. 89, č. 6 (2010), s. 67004 ISSN 1286-4854 R&D Projects: GA AV ČR IAA100400501 Institutional research plan: CEZ:AV0Z40400503 Keywords : non-linear dissipative model of magnetism * thermodynamics * physical chemistry Subject RIV: CF - Physical ; Theoretical Chemistry http://epljournal.edpsciences.org/

  12. Modeling and verifying non-linearities in heterodyne displacement interferometry

    Cosijns, S.J.A.G.; Haitjema, H.; Schellekens, P.H.J.

    2002-01-01

    The non-linearities in a heterodyne laser interferometer system occurring from the phase measurement system of the interferometer andfrom non-ideal polarization effects of the optics are modeled into one analytical expression which includes the initial polarization state ofthe laser source, the

  13. Generalized linear longitudinal mixed models with linear covariance structure and multiplicative random effects

    Holst, René; Jørgensen, Bent

    2015-01-01

    The paper proposes a versatile class of multiplicative generalized linear longitudinal mixed models (GLLMM) with additive dispersion components, based on explicit modelling of the covariance structure. The class incorporates a longitudinal structure into the random effects models and retains...... a marginal as well as a conditional interpretation. The estimation procedure is based on a computationally efficient quasi-score method for the regression parameters combined with a REML-like bias-corrected Pearson estimating function for the dispersion and correlation parameters. This avoids...... the multidimensional integral of the conventional GLMM likelihood and allows an extension of the robust empirical sandwich estimator for use with both association and regression parameters. The method is applied to a set of otholit data, used for age determination of fish....

  14. Tidal bending of glaciers: a linear viscoelastic approach

    Reeh, Niels; Christensen, Erik Lintz; Mayer, Christoph

    2003-01-01

    In theoretical treatments of tidal bending of floating glaciers, the glacier is usually modelled as an elastic beam with uniform thickness, resting on an elastic foundation. With a few exceptions, values of the elastic (Young's) modulus E of ice derived from tidal deflection records of floating...

  15. Optimal angle reduction - a behavioral approach to linear system appromixation

    Roorda, B.; Weiland, S.

    2001-01-01

    We investigate the problem of optimal state reduction under minimization of the angle between system behaviors. The angle is defined in a worst-case sense, as the largest angle that can occur between a system trajectory and its optimal approximation in the reduced-order model. This problem is

  16. Identifiability Results for Several Classes of Linear Compartment Models.

    Meshkat, Nicolette; Sullivant, Seth; Eisenberg, Marisa

    2015-08-01

    Identifiability concerns finding which unknown parameters of a model can be estimated, uniquely or otherwise, from given input-output data. If some subset of the parameters of a model cannot be determined given input-output data, then we say the model is unidentifiable. In this work, we study linear compartment models, which are a class of biological models commonly used in pharmacokinetics, physiology, and ecology. In past work, we used commutative algebra and graph theory to identify a class of linear compartment models that we call identifiable cycle models, which are unidentifiable but have the simplest possible identifiable functions (so-called monomial cycles). Here we show how to modify identifiable cycle models by adding inputs, adding outputs, or removing leaks, in such a way that we obtain an identifiable model. We also prove a constructive result on how to combine identifiable models, each corresponding to strongly connected graphs, into a larger identifiable model. We apply these theoretical results to several real-world biological models from physiology, cell biology, and ecology.

  17. Current approaches to gene regulatory network modelling

    Brazma Alvis

    2007-09-01

    Full Text Available Abstract Many different approaches have been developed to model and simulate gene regulatory networks. We proposed the following categories for gene regulatory network models: network parts lists, network topology models, network control logic models, and dynamic models. Here we will describe some examples for each of these categories. We will study the topology of gene regulatory networks in yeast in more detail, comparing a direct network derived from transcription factor binding data and an indirect network derived from genome-wide expression data in mutants. Regarding the network dynamics we briefly describe discrete and continuous approaches to network modelling, then describe a hybrid model called Finite State Linear Model and demonstrate that some simple network dynamics can be simulated in this model.

  18. Compact and accurate linear and nonlinear autoregressive moving average model parameter estimation using laguerre functions

    Chon, K H; Cohen, R J; Holstein-Rathlou, N H

    1997-01-01

    A linear and nonlinear autoregressive moving average (ARMA) identification algorithm is developed for modeling time series data. The algorithm uses Laguerre expansion of kernals (LEK) to estimate Volterra-Wiener kernals. However, instead of estimating linear and nonlinear system dynamics via moving...... average models, as is the case for the Volterra-Wiener analysis, we propose an ARMA model-based approach. The proposed algorithm is essentially the same as LEK, but this algorithm is extended to include past values of the output as well. Thus, all of the advantages associated with using the Laguerre...

  19. Linear Dynamics Model for Steam Cooled Fast Power Reactors

    Vollmer, H

    1968-04-15

    A linear analytical dynamic model is developed for steam cooled fast power reactors. All main components of such a plant are investigated on a general though relatively simple basis. The model is distributed in those parts concerning the core but lumped as to the external plant components. Coolant is considered as compressible and treated by the actual steam law. Combined use of analogue and digital computer seems most attractive.

  20. Deterministic operations research models and methods in linear optimization

    Rader, David J

    2013-01-01

    Uniquely blends mathematical theory and algorithm design for understanding and modeling real-world problems Optimization modeling and algorithms are key components to problem-solving across various fields of research, from operations research and mathematics to computer science and engineering. Addressing the importance of the algorithm design process. Deterministic Operations Research focuses on the design of solution methods for both continuous and discrete linear optimization problems. The result is a clear-cut resource for understanding three cornerstones of deterministic operations resear

  1. One-loop dimensional reduction of the linear σ model

    Malbouisson, A.P.C.; Silva-Neto, M.B.; Svaiter, N.F.

    1997-05-01

    We perform the dimensional reduction of the linear σ model at one-loop level. The effective of the reduced theory obtained from the integration over the nonzero Matsubara frequencies is exhibited. Thermal mass and coupling constant renormalization constants are given, as well as the thermal renormalization group which controls the dependence of the counterterms on the temperature. We also recover, for the reduced theory, the vacuum instability of the model for large N. (author)

  2. Artificial Neural Network versus Linear Models Forecasting Doha Stock Market

    Yousif, Adil; Elfaki, Faiz

    2017-12-01

    The purpose of this study is to determine the instability of Doha stock market and develop forecasting models. Linear time series models are used and compared with a nonlinear Artificial Neural Network (ANN) namely Multilayer Perceptron (MLP) Technique. It aims to establish the best useful model based on daily and monthly data which are collected from Qatar exchange for the period starting from January 2007 to January 2015. Proposed models are for the general index of Qatar stock exchange and also for the usages in other several sectors. With the help of these models, Doha stock market index and other various sectors were predicted. The study was conducted by using various time series techniques to study and analyze data trend in producing appropriate results. After applying several models, such as: Quadratic trend model, double exponential smoothing model, and ARIMA, it was concluded that ARIMA (2,2) was the most suitable linear model for the daily general index. However, ANN model was found to be more accurate than time series models.

  3. A simple method for identifying parameter correlations in partially observed linear dynamic models.

    Li, Pu; Vu, Quoc Dong

    2015-12-14

    Parameter estimation represents one of the most significant challenges in systems biology. This is because biological models commonly contain a large number of parameters among which there may be functional interrelationships, thus leading to the problem of non-identifiability. Although identifiability analysis has been extensively studied by analytical as well as numerical approaches, systematic methods for remedying practically non-identifiable models have rarely been investigated. We propose a simple method for identifying pairwise correlations and higher order interrelationships of parameters in partially observed linear dynamic models. This is made by derivation of the output sensitivity matrix and analysis of the linear dependencies of its columns. Consequently, analytical relations between the identifiability of the model parameters and the initial conditions as well as the input functions can be achieved. In the case of structural non-identifiability, identifiable combinations can be obtained by solving the resulting homogenous linear equations. In the case of practical non-identifiability, experiment conditions (i.e. initial condition and constant control signals) can be provided which are necessary for remedying the non-identifiability and unique parameter estimation. It is noted that the approach does not consider noisy data. In this way, the practical non-identifiability issue, which is popular for linear biological models, can be remedied. Several linear compartment models including an insulin receptor dynamics model are taken to illustrate the application of the proposed approach. Both structural and practical identifiability of partially observed linear dynamic models can be clarified by the proposed method. The result of this method provides important information for experimental design to remedy the practical non-identifiability if applicable. The derivation of the method is straightforward and thus the algorithm can be easily implemented into a

  4. A linear programming approach for placement of applicants to academic programs.

    Kassa, Biniyam Asmare

    2013-01-01

    This paper reports a linear programming approach for placement of applicants to study programs developed and implemented at the college of Business & Economics, Bahir Dar University, Bahir Dar, Ethiopia. The approach is estimated to significantly streamline the placement decision process at the college by reducing required man hour as well as the time it takes to announce placement decisions. Compared to the previous manual system where only one or two placement criteria were considered, the new approach allows the college's management to easily incorporate additional placement criteria, if needed. Comparison of our approach against manually constructed placement decisions based on actual data for the 2012/13 academic year suggested that about 93 percent of the placements from our model concur with the actual placement decisions. For the remaining 7 percent of placements, however, the actual placements made by the manual system display inconsistencies of decisions judged against the very criteria intended to guide placement decisions by the college's program management office. Overall, the new approach proves to be a significant improvement over the manual system in terms of efficiency of the placement process and the quality of placement decisions.

  5. Optimal difference-based estimation for partially linear models

    Zhou, Yuejin; Cheng, Yebin; Dai, Wenlin; Tong, Tiejun

    2017-01-01

    Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.

  6. Modeling and analysis of linear hyperbolic systems of balance laws

    Bartecki, Krzysztof

    2016-01-01

    This monograph focuses on the mathematical modeling of distributed parameter systems in which mass/energy transport or wave propagation phenomena occur and which are described by partial differential equations of hyperbolic type. The case of linear (or linearized) 2 x 2 hyperbolic systems of balance laws is considered, i.e., systems described by two coupled linear partial differential equations with two variables representing physical quantities, depending on both time and one-dimensional spatial variable. Based on practical examples of a double-pipe heat exchanger and a transportation pipeline, two typical configurations of boundary input signals are analyzed: collocated, wherein both signals affect the system at the same spatial point, and anti-collocated, in which the input signals are applied to the two different end points of the system. The results of this book emerge from the practical experience of the author gained during his studies conducted in the experimental installation of a heat exchange cente...

  7. Optimal difference-based estimation for partially linear models

    Zhou, Yuejin

    2017-12-16

    Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.

  8. Bayesian linear regression : different conjugate models and their (in)sensitivity to prior-data conflict

    Walter, G.M.; Augustin, Th.; Kneib, Thomas; Tutz, Gerhard

    2010-01-01

    The paper is concerned with Bayesian analysis under prior-data conflict, i.e. the situation when observed data are rather unexpected under the prior (and the sample size is not large enough to eliminate the influence of the prior). Two approaches for Bayesian linear regression modeling based on

  9. A penalized framework for distributed lag non-linear models.

    Gasparrini, Antonio; Scheipl, Fabian; Armstrong, Ben; Kenward, Michael G

    2017-09-01

    Distributed lag non-linear models (DLNMs) are a modelling tool for describing potentially non-linear and delayed dependencies. Here, we illustrate an extension of the DLNM framework through the use of penalized splines within generalized additive models (GAM). This extension offers built-in model selection procedures and the possibility of accommodating assumptions on the shape of the lag structure through specific penalties. In addition, this framework includes, as special cases, simpler models previously proposed for linear relationships (DLMs). Alternative versions of penalized DLNMs are compared with each other and with the standard unpenalized version in a simulation study. Results show that this penalized extension to the DLNM class provides greater flexibility and improved inferential properties. The framework exploits recent theoretical developments of GAMs and is implemented using efficient routines within freely available software. Real-data applications are illustrated through two reproducible examples in time series and survival analysis. © 2017 The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.

  10. General mirror pairs for gauged linear sigma models

    Aspinwall, Paul S.; Plesser, M. Ronen [Departments of Mathematics and Physics, Duke University,Box 90320, Durham, NC 27708-0320 (United States)

    2015-11-05

    We carefully analyze the conditions for an abelian gauged linear σ-model to exhibit nontrivial IR behavior described by a nonsingular superconformal field theory determining a superstring vacuum. This is done without reference to a geometric phase, by associating singular behavior to a noncompact space of (semi-)classical vacua. We find that models determined by reflexive combinatorial data are nonsingular for generic values of their parameters. This condition has the pleasant feature that the mirror of a nonsingular gauged linear σ-model is another such model, but it is clearly too strong and we provide an example of a non-reflexive mirror pair. We discuss a weaker condition inspired by considering extremal transitions, which is also mirror symmetric and which we conjecture to be sufficient. We apply these ideas to extremal transitions and to understanding the way in which both Berglund-Hübsch mirror symmetry and the Vafa-Witten mirror orbifold with discrete torsion can be seen as special cases of the general combinatorial duality of gauged linear σ-models. In the former case we encounter an example showing that our weaker condition is still not necessary.

  11. General mirror pairs for gauged linear sigma models

    Aspinwall, Paul S.; Plesser, M. Ronen

    2015-01-01

    We carefully analyze the conditions for an abelian gauged linear σ-model to exhibit nontrivial IR behavior described by a nonsingular superconformal field theory determining a superstring vacuum. This is done without reference to a geometric phase, by associating singular behavior to a noncompact space of (semi-)classical vacua. We find that models determined by reflexive combinatorial data are nonsingular for generic values of their parameters. This condition has the pleasant feature that the mirror of a nonsingular gauged linear σ-model is another such model, but it is clearly too strong and we provide an example of a non-reflexive mirror pair. We discuss a weaker condition inspired by considering extremal transitions, which is also mirror symmetric and which we conjecture to be sufficient. We apply these ideas to extremal transitions and to understanding the way in which both Berglund-Hübsch mirror symmetry and the Vafa-Witten mirror orbifold with discrete torsion can be seen as special cases of the general combinatorial duality of gauged linear σ-models. In the former case we encounter an example showing that our weaker condition is still not necessary.

  12. Robust Linear Models for Cis-eQTL Analysis.

    Rantalainen, Mattias; Lindgren, Cecilia M; Holmes, Christopher C

    2015-01-01

    Expression Quantitative Trait Loci (eQTL) analysis enables characterisation of functional genetic variation influencing expression levels of individual genes. In outbread populations, including humans, eQTLs are commonly analysed using the conventional linear model, adjusting for relevant covariates, assuming an allelic dosage model and a Gaussian error term. However, gene expression data generally have noise that induces heavy-tailed errors relative to the Gaussian distribution and often include atypical observations, or outliers. Such departures from modelling assumptions can lead to an increased rate of type II errors (false negatives), and to some extent also type I errors (false positives). Careful model checking can reduce the risk of type-I errors but often not type II errors, since it is generally too time-consuming to carefully check all models with a non-significant effect in large-scale and genome-wide studies. Here we propose the application of a robust linear model for eQTL analysis to reduce adverse effects of deviations from the assumption of Gaussian residuals. We present results from a simulation study as well as results from the analysis of real eQTL data sets. Our findings suggest that in many situations robust models have the potential to provide more reliable eQTL results compared to conventional linear models, particularly in respect to reducing type II errors due to non-Gaussian noise. Post-genomic data, such as that generated in genome-wide eQTL studies, are often noisy and frequently contain atypical observations. Robust statistical models have the potential to provide more reliable results and increased statistical power under non-Gaussian conditions. The results presented here suggest that robust models should be considered routinely alongside other commonly used methodologies for eQTL analysis.

  13. On Active Surge Control of Compression Systems via Characteristic Linearization and Model Nonlinearity Cancellation

    Yohannes S.M. Simamora

    2014-09-01

    Full Text Available A simple approach of active surge control of compression systems is presented. Specifically, nonlinear components of the pressure ratio and rotating speed states of the Moore-Greitzer model are transferred into the input vectors. Subsequently, the compressor characteristic is linearized into two modes, which describe the stable region and the unstable region respectively. As a result, the system’s state and input matrices both appear linear, to which linear realization and analysis are applicable. A linear quadratic regulator plus integrator is then chosen as closed-loop controller. By simulation it was shown that the modified model and characteristics can describe surge behavior, while the closed-loop controller can stabilize the system in the unstable operating region. The last-mentioned was achieved when massflow was 5.38 per cent less than the surge point.

  14. Symmetry conservation in the linear chiral soliton model

    Goeke, K.

    1988-01-01

    The linear chiral soliton model with quark fields and elementary pion- and sigma-fields is solved in order to describe static properties of the nucleon and the delta resonance. To this end a Fock-state of the system is constructed consisting out of three valence quarks in a first orbit with a generalized hedgehog spin-flavour configuration. Coherent states are used to provide a quantum description for the mesonic parts of the total wave function. The corresponding classical pion field also exhibit a generalized hedgehog structure. In a pure mean field approximation the variation of the total energy results in the ordinary hedgehog form. In a quantized approach the generalized hedgehog-baryon is projected onto states with good spin and isospin and then noticeable deviations from the simple hedgehog form, if the relevant degrees of freedom of the wave function are varied after the projection. Various nucleon properties are calculated. These include proton and neutron charge radii, and the magnetic moment of the proton for which good agreement with experiment is obtained. The absolute value of the neutron magnetic moment comes out too large, similarly as the axial vector coupling constant and the pion-nucleon-nucleon coupling constant.To the generalization of the hedgehog the Goldberger-Treiman relation and a corresponding virial theorem are fulfilled. Variation of the quark-meson coupling parameter g and the sigma mass m σ shows that the g A is always at least 40 % too large compared to experiment. Hence it is concluded that either the inclusion of the polarization of the Dirac sea and/or further mesons with may be vector character or the consideration of intrinsic deformation is necessary. The concepts and results of the projections are compared with the semiclassical collective quantization method. 6 tabs., 14 figs., 43 refs

  15. Predicting musically induced emotions from physiological inputs: linear and neural network models.

    Russo, Frank A; Vempala, Naresh N; Sandstrom, Gillian M

    2013-01-01

    Listening to music often leads to physiological responses. Do these physiological responses contain sufficient information to infer emotion induced in the listener? The current study explores this question by attempting to predict judgments of "felt" emotion from physiological responses alone using linear and neural network models. We measured five channels of peripheral physiology from 20 participants-heart rate (HR), respiration, galvanic skin response, and activity in corrugator supercilii and zygomaticus major facial muscles. Using valence and arousal (VA) dimensions, participants rated their felt emotion after listening to each of 12 classical music excerpts. After extracting features from the five channels, we examined their correlation with VA ratings, and then performed multiple linear regression to see if a linear relationship between the physiological responses could account for the ratings. Although linear models predicted a significant amount of variance in arousal ratings, they were unable to do so with valence ratings. We then used a neural network to provide a non-linear account of the ratings. The network was trained on the mean ratings of eight of the 12 excerpts and tested on the remainder. Performance of the neural network confirms that physiological responses alone can be used to predict musically induced emotion. The non-linear model derived from the neural network was more accurate than linear models derived from multiple linear regression, particularly along the valence dimension. A secondary analysis allowed us to quantify the relative contributions of inputs to the non-linear model. The study represents a novel approach to understanding the complex relationship between physiological responses and musically induced emotion.

  16. Linear models for joint association and linkage QTL mapping

    Fernando Rohan L

    2009-09-01

    Full Text Available Abstract Background Populational linkage disequilibrium and within-family linkage are commonly used for QTL mapping and marker assisted selection. The combination of both results in more robust and accurate locations of the QTL, but models proposed so far have been either single marker, complex in practice or well fit to a particular family structure. Results We herein present linear model theory to come up with additive effects of the QTL alleles in any member of a general pedigree, conditional to observed markers and pedigree, accounting for possible linkage disequilibrium among QTLs and markers. The model is based on association analysis in the founders; further, the additive effect of the QTLs transmitted to the descendants is a weighted (by the probabilities of transmission average of the substitution effects of founders' haplotypes. The model allows for non-complete linkage disequilibrium QTL-markers in the founders. Two submodels are presented: a simple and easy to implement Haley-Knott type regression for half-sib families, and a general mixed (variance component model for general pedigrees. The model can use information from all markers. The performance of the regression method is compared by simulation with a more complex IBD method by Meuwissen and Goddard. Numerical examples are provided. Conclusion The linear model theory provides a useful framework for QTL mapping with dense marker maps. Results show similar accuracies but a bias of the IBD method towards the center of the region. Computations for the linear regression model are extremely simple, in contrast with IBD methods. Extensions of the model to genomic selection and multi-QTL mapping are straightforward.

  17. Renormalization a la BRS of the non-linear σ-model

    Blasi, A.; Collina, R.

    1987-01-01

    We characterize the non-linear O(N+1) σ-model in an arbitrary parametrization with a nihilpotent BRS operator obtained from the symmetry transformation by the use of anticommuting parameters. The identity can be made compatible with the presence of a mass term in the model, so we can analyze its stability and prove that the model is anomaly free. This procedure avoids many problems encountered in the conventional analysis; in particular the introduction of an infinite number of sources coupled to the successive variations of the field is not necessary and the linear O(N) symmetry is respected as a consequence of the identity. The approach may provide useful in discussing the renormalizability of a wider class of models with non-linear symmetries. (orig.)

  18. A Graphical User Interface to Generalized Linear Models in MATLAB

    Peter Dunn

    1999-07-01

    Full Text Available Generalized linear models unite a wide variety of statistical models in a common theoretical framework. This paper discusses GLMLAB-software that enables such models to be fitted in the popular mathematical package MATLAB. It provides a graphical user interface to the powerful MATLAB computational engine to produce a program that is easy to use but with many features, including offsets, prior weights and user-defined distributions and link functions. MATLAB's graphical capacities are also utilized in providing a number of simple residual diagnostic plots.

  19. Improved harmonic balance approach to periodic solutions of non-linear jerk equations

    Wu, B.S.; Lim, C.W.; Sun, W.P.

    2006-01-01

    An analytical approximate approach for determining periodic solutions of non-linear jerk equations involving third-order time-derivative is presented. This approach incorporates salient features of both Newton's method and the method of harmonic balance. By appropriately imposing the method of harmonic balance to the linearized equation, the approach requires only one or two iterations to predict very accurate analytical approximate solutions for a large range of initial velocity amplitude. One typical example is used to verify and illustrate the usefulness and effectiveness of the proposed approach

  20. Forecasting the EMU inflation rate: Linear econometric vs. non-linear computational models using genetic neural fuzzy systems

    Kooths, Stefan; Mitze, Timo Friedel; Ringhut, Eric

    2004-01-01

    This paper compares the predictive power of linear econometric and non-linear computational models for forecasting the inflation rate in the European Monetary Union (EMU). Various models of both types are developed using different monetary and real activity indicators. They are compared according...

  1. Modelling of Asphalt Concrete Stiffness in the Linear Viscoelastic Region

    Mazurek, Grzegorz; Iwański, Marek

    2017-10-01

    Stiffness modulus is a fundamental parameter used in the modelling of the viscoelastic behaviour of bituminous mixtures. On the basis of the master curve in the linear viscoelasticity range, the mechanical properties of asphalt concrete at different loading times and temperatures can be predicted. This paper discusses the construction of master curves under rheological mathematical models i.e. the sigmoidal function model (MEPDG), the fractional model, and Bahia and co-workers’ model in comparison to the results from mechanistic rheological models i.e. the generalized Huet-Sayegh model, the generalized Maxwell model and the Burgers model. For the purposes of this analysis, the reference asphalt concrete mix (denoted as AC16W) intended for the binder coarse layer and for traffic category KR3 (5×105 controlled strain mode. The fixed strain level was set at 25με to guarantee that the stiffness modulus of the asphalt concrete would be tested in a linear viscoelasticity range. The master curve was formed using the time-temperature superposition principle (TTSP). The stiffness modulus of asphalt concrete was determined at temperatures 10°C, 20°C and 40°C and at loading times (frequency) of 0.1, 0.3, 1, 3, 10, 20 Hz. The model parameters were fitted to the rheological models using the original programs based on the nonlinear least squares sum method. All the rheological models under analysis were found to be capable of predicting changes in the stiffness modulus of the reference asphalt concrete to satisfactory accuracy. In the cases of the fractional model and the generalized Maxwell model, their accuracy depends on a number of elements in series. The best fit was registered for Bahia and co-workers model, generalized Maxwell model and fractional model. As for predicting the phase angle parameter, the largest discrepancies between experimental and modelled results were obtained using the fractional model. Except the Burgers model, the model matching quality was

  2. A Non-Gaussian Spatial Generalized Linear Latent Variable Model

    Irincheeva, Irina

    2012-08-03

    We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.

  3. Linear Model for Optimal Distributed Generation Size Predication

    Ahmed Al Ameri

    2017-01-01

    Full Text Available This article presents a linear model predicting optimal size of Distributed Generation (DG that addresses the minimum power loss. This method is based fundamentally on strong coupling between active power and voltage angle as well as between reactive power and voltage magnitudes. This paper proposes simplified method to calculate the total power losses in electrical grid for different distributed generation sizes and locations. The method has been implemented and tested on several IEEE bus test systems. The results show that the proposed method is capable of predicting approximate optimal size of DG when compared with precision calculations. The method that linearizes a complex model showed a good result, which can actually reduce processing time required. The acceptable accuracy with less time and memory required can help the grid operator to assess power system integrated within large-scale distribution generation.

  4. A non-linear model of economic production processes

    Ponzi, A.; Yasutomi, A.; Kaneko, K.

    2003-06-01

    We present a new two phase model of economic production processes which is a non-linear dynamical version of von Neumann's neoclassical model of production, including a market price-setting phase as well as a production phase. The rate of an economic production process is observed, for the first time, to depend on the minimum of its input supplies. This creates highly non-linear supply and demand dynamics. By numerical simulation, production networks are shown to become unstable when the ratio of different products to total processes increases. This provides some insight into observed stability of competitive capitalist economies in comparison to monopolistic economies. Capitalist economies are also shown to have low unemployment.

  5. A Non-Gaussian Spatial Generalized Linear Latent Variable Model

    Irincheeva, Irina; Cantoni, Eva; Genton, Marc G.

    2012-01-01

    We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.

  6. NON-LINEAR FINITE ELEMENT MODELING OF DEEP DRAWING PROCESS

    Hasan YILDIZ

    2004-03-01

    Full Text Available Deep drawing process is one of the main procedures used in different branches of industry. Finding numerical solutions for determination of the mechanical behaviour of this process will save time and money. In die surfaces, which have complex geometries, it is hard to determine the effects of parameters of sheet metal forming. Some of these parameters are wrinkling, tearing, and determination of the flow of the thin sheet metal in the die and thickness change. However, the most difficult one is determination of material properties during plastic deformation. In this study, the effects of all these parameters are analyzed before producing the dies. The explicit non-linear finite element method is chosen to be used in the analysis. The numerical results obtained for non-linear material and contact models are also compared with the experiments. A good agreement between the numerical and the experimental results is obtained. The results obtained for the models are given in detail.

  7. Dynamic generalized linear models for monitoring endemic diseases

    Lopes Antunes, Ana Carolina; Jensen, Dan; Hisham Beshara Halasa, Tariq

    2016-01-01

    The objective was to use a Dynamic Generalized Linear Model (DGLM) based on abinomial distribution with a linear trend, for monitoring the PRRS (Porcine Reproductive and Respiratory Syndrome sero-prevalence in Danish swine herds. The DGLM was described and its performance for monitoring control...... and eradication programmes based on changes in PRRS sero-prevalence was explored. Results showed a declining trend in PRRS sero-prevalence between 2007 and 2014 suggesting that Danish herds are slowly eradicating PRRS. The simulation study demonstrated the flexibility of DGLMs in adapting to changes intrends...... in sero-prevalence. Based on this, it was possible to detect variations in the growth model component. This study is a proof-of-concept, demonstrating the use of DGLMs for monitoring endemic diseases. In addition, the principles stated might be useful in general research on monitoring and surveillance...

  8. Skew-t partially linear mixed-effects models for AIDS clinical studies.

    Lu, Tao

    2016-01-01

    We propose partially linear mixed-effects models with asymmetry and missingness to investigate the relationship between two biomarkers in clinical studies. The proposed models take into account irregular time effects commonly observed in clinical studies under a semiparametric model framework. In addition, commonly assumed symmetric distributions for model errors are substituted by asymmetric distribution to account for skewness. Further, informative missing data mechanism is accounted for. A Bayesian approach is developed to perform parameter estimation simultaneously. The proposed model and method are applied to an AIDS dataset and comparisons with alternative models are performed.

  9. Estimation and Inference for Very Large Linear Mixed Effects Models

    Gao, K.; Owen, A. B.

    2016-01-01

    Linear mixed models with large imbalanced crossed random effects structures pose severe computational problems for maximum likelihood estimation and for Bayesian analysis. The costs can grow as fast as $N^{3/2}$ when there are N observations. Such problems arise in any setting where the underlying factors satisfy a many to many relationship (instead of a nested one) and in electronic commerce applications, the N can be quite large. Methods that do not account for the correlation structure can...

  10. NON-LINEAR MODELING OF THE RHIC INTERACTION REGIONS

    TOMAS, R.; FISCHER, W.; JAIN, A.; LUO, Y.; PILAT, F.

    2004-01-01

    For RHIC's collision lattices the dominant sources of transverse non-linearities are located in the interaction regions. The field quality is available for most of the magnets in the interaction regions from the magnetic measurements, or from extrapolations of these measurements. We discuss the implementation of these measurements in the MADX models of the Blue and the Yellow rings and their impact on beam stability

  11. Electromagnetic axial anomaly in a generalized linear sigma model

    Fariborz, Amir H.; Jora, Renata

    2017-06-01

    We construct the electromagnetic anomaly effective term for a generalized linear sigma model with two chiral nonets, one with a quark-antiquark structure, the other one with a four-quark content. We compute in the leading order of this framework the decays into two photons of six pseudoscalars: π0(137 ), π0(1300 ), η (547 ), η (958 ), η (1295 ) and η (1760 ). Our results agree well with the available experimental data.

  12. Low level radiation: how does the linear without threshold model provide the safety of Canadian

    Anon.

    2010-01-01

    The linear without threshold model is a model of risk used worldwide by the most of health organisms of nuclear regulation in order to establish dose limits for workers and public. It is in the heart of the approach adopted by the Canadian commission of nuclear safety (C.C.S.N.) in matter of radiation protection. The linear without threshold model presumes reasonably it exists a direct link between radiation exposure and cancer rate. It does not exist scientific evidence that chronicle exposure to radiation doses under 100 milli sievert (mSv) leads harmful effects on health. Several scientific reports highlighted scientific evidences that seem indicate a low level of radiation is less harmful than the linear without threshold predicts. As the linear without threshold model presumes that any radiation exposure brings risks, the ALARA principle obliges the licensees to get the radiation exposure at the lowest reasonably achievable level, social and economical factors taken into account. ALARA principle constitutes a basic principle in the C.C.S.N. approach in matter of radiation protection; On the radiation protection plan, C.C.S.N. gets a careful approach that allows to provide health and safety of Canadian people and the protection of their environment. (N.C.)

  13. Energy supply planning in Iran by using fuzzy linear programming approach (regarding uncertainties of investment costs)

    Sadeghi, Mehdi; Mirshojaeian Hosseini, Hossein

    2006-01-01

    For many years, energy models have been used in developed or developing countries to satisfy different needs in energy planning. One of major problems against energy planning and consequently energy models is uncertainty, spread in different economic, political and legal dimensions of energy planning. Confronting uncertainty, energy planners have often used two well-known strategies. The first strategy is stochastic programming, in which energy system planners define different scenarios and apply an explicit probability of occurrence to each scenario. The second strategy is Minimax Regret strategy that minimizes regrets of different decisions made in energy planning. Although these strategies have been used extensively, they could not flexibly and effectively deal with the uncertainties caused by fuzziness. 'Fuzzy Linear Programming (FLP)' is a strategy that can take fuzziness into account. This paper tries to demonstrate the method of application of FLP for optimization of supply energy system in Iran, as a case study. The used FLP model comprises fuzzy coefficients for investment costs. Following the mentioned purpose, it is realized that FLP is an easy and flexible approach that can be a serious competitor for other confronting uncertainties approaches, i.e. stochastic and Minimax Regret strategies. (author)

  14. Linear theory for filtering nonlinear multiscale systems with model error.

    Berry, Tyrus; Harlim, John

    2014-07-08

    In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online , as part of a filtering

  15. Technical note: A linear model for predicting δ13 Cprotein.

    Pestle, William J; Hubbe, Mark; Smith, Erin K; Stevenson, Joseph M

    2015-08-01

    Development of a model for the prediction of δ(13) Cprotein from δ(13) Ccollagen and Δ(13) Cap-co . Model-generated values could, in turn, serve as "consumer" inputs for multisource mixture modeling of paleodiet. Linear regression analysis of previously published controlled diet data facilitated the development of a mathematical model for predicting δ(13) Cprotein (and an experimentally generated error term) from isotopic data routinely generated during the analysis of osseous remains (δ(13) Cco and Δ(13) Cap-co ). Regression analysis resulted in a two-term linear model (δ(13) Cprotein (%) = (0.78 × δ(13) Cco ) - (0.58× Δ(13) Cap-co ) - 4.7), possessing a high R-value of 0.93 (r(2)  = 0.86, P analysis of human osseous remains. These predicted values are ideal for use in multisource mixture modeling of dietary protein source contribution. © 2015 Wiley Periodicals, Inc.

  16. A D-vine copula-based model for repeated measurements extending linear mixed models with homogeneous correlation structure.

    Killiches, Matthias; Czado, Claudia

    2018-03-22

    We propose a model for unbalanced longitudinal data, where the univariate margins can be selected arbitrarily and the dependence structure is described with the help of a D-vine copula. We show that our approach is an extremely flexible extension of the widely used linear mixed model if the correlation is homogeneous over the considered individuals. As an alternative to joint maximum-likelihood a sequential estimation approach for the D-vine copula is provided and validated in a simulation study. The model can handle missing values without being forced to discard data. Since conditional distributions are known analytically, we easily make predictions for future events. For model selection, we adjust the Bayesian information criterion to our situation. In an application to heart surgery data our model performs clearly better than competing linear mixed models. © 2018, The International Biometric Society.

  17. Application of various FLD modelling approaches

    Banabic, D.; Aretz, H.; Paraianu, L.; Jurco, P.

    2005-07-01

    This paper focuses on a comparison between different modelling approaches to predict the forming limit diagram (FLD) for sheet metal forming under a linear strain path using the recently introduced orthotropic yield criterion BBC2003 (Banabic D et al 2005 Int. J. Plasticity 21 493-512). The FLD models considered here are a finite element based approach, the well known Marciniak-Kuczynski model, the modified maximum force criterion according to Hora et al (1996 Proc. Numisheet'96 Conf. (Dearborn/Michigan) pp 252-6), Swift's diffuse (Swift H W 1952 J. Mech. Phys. Solids 1 1-18) and Hill's classical localized necking approach (Hill R 1952 J. Mech. Phys. Solids 1 19-30). The FLD of an AA5182-O aluminium sheet alloy has been determined experimentally in order to quantify the predictive capabilities of the models mentioned above.

  18. Neutron stars in non-linear coupling models

    Taurines, Andre R.; Vasconcellos, Cesar A.Z.; Malheiro, Manuel; Chiapparini, Marcelo

    2001-01-01

    We present a class of relativistic models for nuclear matter and neutron stars which exhibits a parameterization, through mathematical constants, of the non-linear meson-baryon couplings. For appropriate choices of the parameters, it recovers current QHD models found in the literature: Walecka, ZM and ZM3 models. We have found that the ZM3 model predicts a very small maximum neutron star mass, ∼ 0.72M s un. A strong similarity between the results of ZM-like models and those with exponential couplings is noted. Finally, we discuss the very intense scalar condensates found in the interior of neutron stars which may lead to negative effective masses. (author)

  19. Neutron stars in non-linear coupling models

    Taurines, Andre R.; Vasconcellos, Cesar A.Z. [Rio Grande do Sul Univ., Porto Alegre, RS (Brazil); Malheiro, Manuel [Universidade Federal Fluminense, Niteroi, RJ (Brazil); Chiapparini, Marcelo [Universidade do Estado, Rio de Janeiro, RJ (Brazil)

    2001-07-01

    We present a class of relativistic models for nuclear matter and neutron stars which exhibits a parameterization, through mathematical constants, of the non-linear meson-baryon couplings. For appropriate choices of the parameters, it recovers current QHD models found in the literature: Walecka, ZM and ZM3 models. We have found that the ZM3 model predicts a very small maximum neutron star mass, {approx} 0.72M{sub s}un. A strong similarity between the results of ZM-like models and those with exponential couplings is noted. Finally, we discuss the very intense scalar condensates found in the interior of neutron stars which may lead to negative effective masses. (author)

  20. Modelling of Rotational Capacity in Reinforced Linear Elements

    Hestbech, Lars; Hagsten, Lars German; Fisker, Jakob

    2011-01-01

    on the rotational capacity of the plastic hinges. The documentation of ductility can be a difficult task as modelling of rotational capacity in plastic hinges of frames is not fully developed. On the basis of the Theory of Plasticity a model is developed to determine rotational capacity in plastic hinges in linear......The Capacity Design Method forms the basis of several seismic design codes. This design philosophy allows plastic deformations in order to decrease seismic demands in structures. However, these plastic deformations must be localized in certain zones where ductility requirements can be documented...... reinforced concrete elements. The model is taking several important parameters into account. Empirical values is avoided which is considered an advantage compared to previous models. Furthermore, the model includes force variations in the reinforcement due to moment distributions and shear as well...

  1. Comparison of linear and non-linear models for the adsorption of fluoride onto geo-material: limonite.

    Sahin, Rubina; Tapadia, Kavita

    2015-01-01

    The three widely used isotherms Langmuir, Freundlich and Temkin were examined in an experiment using fluoride (F⁻) ion adsorption on a geo-material (limonite) at four different temperatures by linear and non-linear models. Comparison of linear and non-linear regression models were given in selecting the optimum isotherm for the experimental results. The coefficient of determination, r², was used to select the best theoretical isotherm. The four Langmuir linear equations (1, 2, 3, and 4) are discussed. Langmuir isotherm parameters obtained from the four Langmuir linear equations using the linear model differed but they were the same when using the nonlinear model. Langmuir-2 isotherm is one of the linear forms, and it had the highest coefficient of determination (r² = 0.99) compared to the other Langmuir linear equations (1, 3 and 4) in linear form, whereas, for non-linear, Langmuir-4 fitted best among all the isotherms because it had the highest coefficient of determination (r² = 0.99). The results showed that the non-linear model may be a better way to obtain the parameters. In the present work, the thermodynamic parameters show that the absorption of fluoride onto limonite is both spontaneous (ΔG 0). Scanning electron microscope and X-ray diffraction images also confirm the adsorption of F⁻ ion onto limonite. The isotherm and kinetic study reveals that limonite can be used as an adsorbent for fluoride removal. In future we can develop new technology for fluoride removal in large scale by using limonite which is cost-effective, eco-friendly and is easily available in the study area.

  2. On the chiral phase transition in the linear sigma model

    Tran Huu Phat; Nguyen Tuan Anh; Le Viet Hoa

    2003-01-01

    The Cornwall- Jackiw-Tomboulis (CJT) effective action for composite operators at finite temperature is used to investigate the chiral phase transition within the framework of the linear sigma model as the low-energy effective model of quantum chromodynamics (QCD). A new renormalization prescription for the CJT effective action in the Hartree-Fock (HF) approximation is proposed. A numerical study, which incorporates both thermal and quantum effect, shows that in this approximation the phase transition is of first order. However, taking into account the higher-loop diagrams contribution the order of phase transition is unchanged. (author)

  3. Bayesian Subset Modeling for High-Dimensional Generalized Linear Models

    Liang, Faming; Song, Qifan; Yu, Kai

    2013-01-01

    criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening

  4. A Nutritional Analysis of the Food Basket in BIH: A Linear Programming Approach

    Arnaut-Berilo Almira

    2017-04-01

    Full Text Available This paper presents linear and goal programming optimization models for determining and analyzing the food basket in Bosnia and Herzegovina (BiH in terms of adequate nutritional needs according to World Health Organization (WHO standards and World Bank (WB recommendations. A linear programming (LP model and goal linear programming model (GLP are adequate since price and nutrient contents are linearly related to food weight. The LP model provides information about the minimal value and the structure of the food basket for an average person in BiH based on nutrient needs. GLP models are designed to give us information on minimal deviations from nutrient needs if the budget is fixed. Based on these results, poverty analysis can be performed. The data used for the models consisted of 158 food items from the general consumption of the population of BiH according to COICOP classifications, with average prices in 2015 for these products.

  5. Application of linearized model to the stability analysis of the pressurized water reactor

    Li Haipeng; Huang Xiaojin; Zhang Liangju

    2008-01-01

    A Linear Time-Invariant model of the Pressurized Water Reactor is formulated through the linearization of the nonlinear model. The model simulation results show that the linearized model agrees well with the nonlinear model under small perturbation. Based upon the Lyapunov's First Method, the linearized model is applied to the stability analysis of the Pressurized Water Reactor. The calculation results show that the methodology of linearization to stability analysis is conveniently feasible. (authors)

  6. The Overgeneralization of Linear Models among University Students' Mathematical Productions: A Long-Term Study

    Esteley, Cristina B.; Villarreal, Monica E.; Alagia, Humberto R.

    2010-01-01

    Over the past several years, we have been exploring and researching a phenomenon that occurs among undergraduate students that we called extension of linear models to non-linear contexts or overgeneralization of linear models. This phenomenon appears when some students use linear representations in situations that are non-linear. In a first phase,…

  7. Estimation of the limit of detection in semiconductor gas sensors through linearized calibration models.

    Burgués, Javier; Jiménez-Soto, Juan Manuel; Marco, Santiago

    2018-07-12

    The limit of detection (LOD) is a key figure of merit in chemical sensing. However, the estimation of this figure of merit is hindered by the non-linear calibration curve characteristic of semiconductor gas sensor technologies such as, metal oxide (MOX), gasFETs or thermoelectric sensors. Additionally, chemical sensors suffer from cross-sensitivities and temporal stability problems. The application of the International Union of Pure and Applied Chemistry (IUPAC) recommendations for univariate LOD estimation in non-linear semiconductor gas sensors is not straightforward due to the strong statistical requirements of the IUPAC methodology (linearity, homoscedasticity, normality). Here, we propose a methodological approach to LOD estimation through linearized calibration models. As an example, the methodology is applied to the detection of low concentrations of carbon monoxide using MOX gas sensors in a scenario where the main source of error is the presence of uncontrolled levels of humidity. Copyright © 2018 Elsevier B.V. All rights reserved.

  8. A Linear Viscoelastic Model Calibration of Sylgard 184.

    Long, Kevin Nicholas; Brown, Judith Alice

    2017-04-01

    We calibrate a linear thermoviscoelastic model for solid Sylgard 184 (90-10 formulation), a lightly cross-linked, highly flexible isotropic elastomer for use both in Sierra / Solid Mechanics via the Universal Polymer Model as well as in Sierra / Structural Dynamics (Salinas) for use as an isotropic viscoelastic material. Material inputs for the calibration in both codes are provided. The frequency domain master curve of oscillatory shear was obtained from a report from Los Alamos National Laboratory (LANL). However, because the form of that data is different from the constitutive models in Sierra, we also present the mapping of the LANL data onto Sandia’s constitutive models. Finally, blind predictions of cyclic tension and compression out to moderate strains of 40 and 20% respectively are compared with Sandia’s legacy cure schedule material. Although the strain rate of the data is unknown, the linear thermoviscoelastic model accurately predicts the experiments out to moderate strains for the slower strain rates, which is consistent with the expectation that quasistatic test procedures were likely followed. This good agreement comes despite the different cure schedules between the Sandia and LANL data.

  9. Predicting Madura cattle growth curve using non-linear model

    Widyas, N.; Prastowo, S.; Widi, T. S. M.; Baliarti, E.

    2018-03-01

    Madura cattle is Indonesian native. It is a composite breed that has undergone hundreds of years of selection and domestication to reach nowadays remarkable uniformity. Crossbreeding has reached the isle of Madura and the Madrasin, a cross between Madura cows and Limousine semen emerged. This paper aimed to compare the growth curve between Madrasin and one type of pure Madura cows, the common Madura cattle (Madura) using non-linear models. Madura cattles are kept traditionally thus reliable records are hardly available. Data were collected from small holder farmers in Madura. Cows from different age classes (5years) were observed, and body measurements (chest girth, body length and wither height) were taken. In total 63 Madura and 120 Madrasin records obtained. Linear model was built with cattle sub-populations and age as explanatory variables. Body weights were estimated based on the chest girth. Growth curves were built using logistic regression. Results showed that within the same age, Madrasin has significantly larger body compared to Madura (plogistic models fit better for Madura and Madrasin cattle data; with the estimated MSE for these models were 39.09 and 759.28 with prediction accuracy of 99 and 92% for Madura and Madrasin, respectively. Prediction of growth curve using logistic regression model performed well in both types of Madura cattle. However, attempts to administer accurate data on Madura cattle are necessary to better characterize and study these cattle.

  10. Effect Displays in R for Generalised Linear Models

    John Fox

    2003-07-01

    Full Text Available This paper describes the implementation in R of a method for tabular or graphical display of terms in a complex generalised linear model. By complex, I mean a model that contains terms related by marginality or hierarchy, such as polynomial terms, or main effects and interactions. I call these tables or graphs effect displays. Effect displays are constructed by identifying high-order terms in a generalised linear model. Fitted values under the model are computed for each such term. The lower-order "relatives" of a high-order term (e.g., main effects marginal to an interaction are absorbed into the term, allowing the predictors appearing in the high-order term to range over their values. The values of other predictors are fixed at typical values: for example, a covariate could be fixed at its mean or median, a factor at its proportional distribution in the data, or to equal proportions in its several levels. Variations of effect displays are also described, including representation of terms higher-order to any appearing in the model.

  11. Global numerical modeling of magnetized plasma in a linear device

    Magnussen, Michael Løiten

    Understanding the turbulent transport in the plasma-edge in fusion devices is of utmost importance in order to make precise predictions for future fusion devices. The plasma turbulence observed in linear devices shares many important features with the turbulence observed in the edge of fusion dev...... with simulations performed at different ionization levels, using a simple model for plasma interaction with neutrals. It is found that the steady state and the saturated state of the system bifurcates when the neutral interaction dominates the electron-ion collisions.......Understanding the turbulent transport in the plasma-edge in fusion devices is of utmost importance in order to make precise predictions for future fusion devices. The plasma turbulence observed in linear devices shares many important features with the turbulence observed in the edge of fusion...... devices, and are easier to diagnose due to lower temperatures and a better access to the plasma. In order to gain greater insight into this complex turbulent behavior, numerical simulations of plasma in a linear device are performed in this thesis. Here, a three-dimensional drift-fluid model is derived...

  12. Microgrid Reliability Modeling and Battery Scheduling Using Stochastic Linear Programming

    Cardoso, Goncalo; Stadler, Michael; Siddiqui, Afzal; Marnay, Chris; DeForest, Nicholas; Barbosa-Povoa, Ana; Ferrao, Paulo

    2013-05-23

    This paper describes the introduction of stochastic linear programming into Operations DER-CAM, a tool used to obtain optimal operating schedules for a given microgrid under local economic and environmental conditions. This application follows previous work on optimal scheduling of a lithium-iron-phosphate battery given the output uncertainty of a 1 MW molten carbonate fuel cell. Both are in the Santa Rita Jail microgrid, located in Dublin, California. This fuel cell has proven unreliable, partially justifying the consideration of storage options. Several stochastic DER-CAM runs are executed to compare different scenarios to values obtained by a deterministic approach. Results indicate that using a stochastic approach provides a conservative yet more lucrative battery schedule. Lower expected energy bills result, given fuel cell outages, in potential savings exceeding 6percent.

  13. Linearized vector radiative transfer model MCC++ for a spherical atmosphere

    Postylyakov, O.V.

    2004-01-01

    Application of radiative transfer models has shown that optical remote sensing requires extra characteristics of radiance field in addition to the radiance intensity itself. Simulation of spectral measurements, analysis of retrieval errors and development of retrieval algorithms are in need of derivatives of radiance with respect to atmospheric constituents under investigation. The presented vector spherical radiative transfer model MCC++ was linearized, which allows the calculation of derivatives of all elements of the Stokes vector with respect to the volume absorption coefficient simultaneously with radiance calculation. The model MCC++ employs Monte Carlo algorithm for radiative transfer simulation and takes into account aerosol and molecular scattering, gas and aerosol absorption, and Lambertian surface albedo. The model treats a spherically symmetrical atmosphere. Relation of the estimated derivatives with other forms of radiance derivatives: the weighting functions used in gas retrieval and the air mass factors used in the DOAS retrieval algorithms, is obtained. Validation of the model against other radiative models is overviewed. The computing time of the intensity for the MCC++ model is about that for radiative models treating sphericity of the atmosphere approximately and is significantly shorter than that for the full spherical models used in the comparisons. The simultaneous calculation of all derivatives (i.e. with respect to absorption in all model atmosphere layers) and the intensity is only 1.2-2 times longer than the calculation of the intensity only

  14. Effective connectivity between superior temporal gyrus and Heschl's gyrus during white noise listening: linear versus non-linear models.

    Hamid, Ka; Yusoff, An; Rahman, Mza; Mohamad, M; Hamid, Aia

    2012-04-01

    This fMRI study is about modelling the effective connectivity between Heschl's gyrus (HG) and the superior temporal gyrus (STG) in human primary auditory cortices. MATERIALS #ENTITYSTARTX00026; Ten healthy male participants were required to listen to white noise stimuli during functional magnetic resonance imaging (fMRI) scans. Statistical parametric mapping (SPM) was used to generate individual and group brain activation maps. For input region determination, two intrinsic connectivity models comprising bilateral HG and STG were constructed using dynamic causal modelling (DCM). The models were estimated and inferred using DCM while Bayesian Model Selection (BMS) for group studies was used for model comparison and selection. Based on the winning model, six linear and six non-linear causal models were derived and were again estimated, inferred, and compared to obtain a model that best represents the effective connectivity between HG and the STG, balancing accuracy and complexity. Group results indicated significant asymmetrical activation (p(uncorr) Model comparison results showed strong evidence of STG as the input centre. The winning model is preferred by 6 out of 10 participants. The results were supported by BMS results for group studies with the expected posterior probability, r = 0.7830 and exceedance probability, ϕ = 0.9823. One-sample t-tests performed on connection values obtained from the winning model indicated that the valid connections for the winning model are the unidirectional parallel connections from STG to bilateral HG (p model comparison between linear and non-linear models using BMS prefers non-linear connection (r = 0.9160, ϕ = 1.000) from which the connectivity between STG and the ipsi- and contralateral HG is gated by the activity in STG itself. We are able to demonstrate that the effective connectivity between HG and STG while listening to white noise for the respective participants can be explained by a non-linear dynamic causal model with

  15. A mixed-integer linear programming approach to the reduction of genome-scale metabolic networks.

    Röhl, Annika; Bockmayr, Alexander

    2017-01-03

    Constraint-based analysis has become a widely used method to study metabolic networks. While some of the associated algorithms can be applied to genome-scale network reconstructions with several thousands of reactions, others are limited to small or medium-sized models. In 2015, Erdrich et al. introduced a method called NetworkReducer, which reduces large metabolic networks to smaller subnetworks, while preserving a set of biological requirements that can be specified by the user. Already in 2001, Burgard et al. developed a mixed-integer linear programming (MILP) approach for computing minimal reaction sets under a given growth requirement. Here we present an MILP approach for computing minimum subnetworks with the given properties. The minimality (with respect to the number of active reactions) is not guaranteed by NetworkReducer, while the method by Burgard et al. does not allow specifying the different biological requirements. Our procedure is about 5-10 times faster than NetworkReducer and can enumerate all minimum subnetworks in case there exist several ones. This allows identifying common reactions that are present in all subnetworks, and reactions appearing in alternative pathways. Applying complex analysis methods to genome-scale metabolic networks is often not possible in practice. Thus it may become necessary to reduce the size of the network while keeping important functionalities. We propose a MILP solution to this problem. Compared to previous work, our approach is more efficient and allows computing not only one, but even all minimum subnetworks satisfying the required properties.

  16. Estimation of non-linear continuous time models for the heat exchange dynamics of building integrated photovoltaic modules

    Jimenez, M.J.; Madsen, Henrik; Bloem, J.J.

    2008-01-01

    This paper focuses on a method for linear or non-linear continuous time modelling of physical systems using discrete time data. This approach facilitates a more appropriate modelling of more realistic non-linear systems. Particularly concerning advanced building components, convective and radiati...... that a description of the non-linear heat transfer is essential. The resulting model is a non-linear first order stochastic differential equation for the heat transfer of the PV component....... heat interchanges are non-linear effects and represent significant contributions in a variety of components such as photovoltaic integrated facades or roofs and those using these effects as passive cooling strategies, etc. Since models are approximations of the physical system and data is encumbered...

  17. Exactly soluble two-state quantum models with linear couplings

    Torosov, B T; Vitanov, N V

    2008-01-01

    A class of exact analytic solutions of the time-dependent Schroedinger equation is presented for a two-state quantum system coherently driven by a nonresonant external field. The coupling is a linear function of time with a finite duration and the detuning is constant. Four special models are considered in detail, namely the shark, double-shark, tent and zigzag models. The exact solution is derived by rotation of the Landau-Zener propagator at an angle of π/4 and is expressed in terms of Weber's parabolic cylinder function. Approximations for the transition probabilities are derived for all four models by using the asymptotics of the Weber function; these approximations demonstrate various effects of physical interest for each model

  18. A Set Theoretical Approach to Maturity Models

    Lasrado, Lester; Vatrapu, Ravi; Andersen, Kim Normann

    2016-01-01

    characterized by equifinality, multiple conjunctural causation, and case diversity. We prescribe methodological guidelines consisting of a six-step procedure to systematically apply set theoretic methods to conceptualize, develop, and empirically derive maturity models and provide a demonstration......Maturity Model research in IS has been criticized for the lack of theoretical grounding, methodological rigor, empirical validations, and ignorance of multiple and non-linear paths to maturity. To address these criticisms, this paper proposes a novel set-theoretical approach to maturity models...

  19. Linear models for multivariate, time series, and spatial data

    Christensen, Ronald

    1991-01-01

    This is a companion volume to Plane Answers to Complex Questions: The Theory 0/ Linear Models. It consists of six additional chapters written in the same spirit as the last six chapters of the earlier book. Brief introductions are given to topics related to linear model theory. No attempt is made to give a comprehensive treatment of the topics. Such an effort would be futile. Each chapter is on a topic so broad that an in depth discussion would require a book-Iength treatment. People need to impose structure on the world in order to understand it. There is a limit to the number of unrelated facts that anyone can remem­ ber. If ideas can be put within a broad, sophisticatedly simple structure, not only are they easier to remember but often new insights become avail­ able. In fact, sophisticatedly simple models of the world may be the only ones that work. I have often heard Arnold Zellner say that, to the best of his knowledge, this is true in econometrics. The process of modeling is fundamental to understand...

  20. Linear mixed models a practical guide using statistical software

    West, Brady T; Galecki, Andrzej T

    2014-01-01

    Highly recommended by JASA, Technometrics, and other journals, the first edition of this bestseller showed how to easily perform complex linear mixed model (LMM) analyses via a variety of software programs. Linear Mixed Models: A Practical Guide Using Statistical Software, Second Edition continues to lead readers step by step through the process of fitting LMMs. This second edition covers additional topics on the application of LMMs that are valuable for data analysts in all fields. It also updates the case studies using the latest versions of the software procedures and provides up-to-date information on the options and features of the software procedures available for fitting LMMs in SAS, SPSS, Stata, R/S-plus, and HLM.New to the Second Edition A new chapter on models with crossed random effects that uses a case study to illustrate software procedures capable of fitting these models Power analysis methods for longitudinal and clustered study designs, including software options for power analyses and suggest...

  1. Two-Layer Linear MPC Approach Aimed at Walking Beam Billets Reheating Furnace Optimization

    Silvia Maria Zanoli

    2017-01-01

    Full Text Available In this paper, the problem of the control and optimization of a walking beam billets reheating furnace located in an Italian steel plant is analyzed. An ad hoc Advanced Process Control framework has been developed, based on a two-layer linear Model Predictive Control architecture. This control block optimizes the steady and transient states of the considered process. Two main problems have been addressed. First, in order to manage all process conditions, a tailored module defines the process variables set to be included in the control problem. In particular, a unified approach for the selection on the control inputs to be used for control objectives related to the process outputs is guaranteed. The impact of the proposed method on the controller formulation is also detailed. Second, an innovative mathematical approach for stoichiometric ratios constraints handling has been proposed, together with their introduction in the controller optimization problems. The designed control system has been installed on a real plant, replacing operators’ mental model in the conduction of local PID controllers. After two years from the first startup, a strong energy efficiency improvement has been observed.

  2. Application of a Linear Input/Output Model to Tankless Water Heaters

    Butcher T.; Schoenbauer, B.

    2011-12-31

    In this study, the applicability of a linear input/output model to gas-fired, tankless water heaters has been evaluated. This simple model assumes that the relationship between input and output, averaged over both active draw and idle periods, is linear. This approach is being applied to boilers in other studies and offers the potential to make a small number of simple measurements to obtain the model parameters. These parameters can then be used to predict performance under complex load patterns. Both condensing and non-condensing water heaters have been tested under a very wide range of load conditions. It is shown that this approach can be used to reproduce performance metrics, such as the energy factor, and can be used to evaluate the impacts of alternative draw patterns and conditions.

  3. Subcellular localization for Gram positive and Gram negative bacterial proteins using linear interpolation smoothing model.

    Saini, Harsh; Raicar, Gaurav; Dehzangi, Abdollah; Lal, Sunil; Sharma, Alok

    2015-12-07

    Protein subcellular localization is an important topic in proteomics since it is related to a protein׳s overall function, helps in the understanding of metabolic pathways, and in drug design and discovery. In this paper, a basic approximation technique from natural language processing called the linear interpolation smoothing model is applied for predicting protein subcellular localizations. The proposed approach extracts features from syntactical information in protein sequences to build probabilistic profiles using dependency models, which are used in linear interpolation to determine how likely is a sequence to belong to a particular subcellular location. This technique builds a statistical model based on maximum likelihood. It is able to deal effectively with high dimensionality that hinders other traditional classifiers such as Support Vector Machines or k-Nearest Neighbours without sacrificing performance. This approach has been evaluated by predicting subcellular localizations of Gram positive and Gram negative bacterial proteins. Copyright © 2015 Elsevier Ltd. All rights reserved.

  4. Tip-tilt disturbance model identification based on non-linear least squares fitting for Linear Quadratic Gaussian control

    Yang, Kangjian; Yang, Ping; Wang, Shuai; Dong, Lizhi; Xu, Bing

    2018-05-01

    We propose a method to identify tip-tilt disturbance model for Linear Quadratic Gaussian control. This identification method based on Levenberg-Marquardt method conducts with a little prior information and no auxiliary system and it is convenient to identify the tip-tilt disturbance model on-line for real-time control. This identification method makes it easy that Linear Quadratic Gaussian control runs efficiently in different adaptive optics systems for vibration mitigation. The validity of the Linear Quadratic Gaussian control associated with this tip-tilt disturbance model identification method is verified by experimental data, which is conducted in replay mode by simulation.

  5. Set-Theoretic Approach to Maturity Models

    Lasrado, Lester Allan

    Despite being widely accepted and applied, maturity models in Information Systems (IS) have been criticized for the lack of theoretical grounding, methodological rigor, empirical validations, and ignorance of multiple and non-linear paths to maturity. This PhD thesis focuses on addressing...... these criticisms by incorporating recent developments in configuration theory, in particular application of set-theoretic approaches. The aim is to show the potential of employing a set-theoretic approach for maturity model research and empirically demonstrating equifinal paths to maturity. Specifically...... methodological guidelines consisting of detailed procedures to systematically apply set theoretic approaches for maturity model research and provides demonstrations of it application on three datasets. The thesis is a collection of six research papers that are written in a sequential manner. The first paper...

  6. Modelling non-linear effects of dark energy

    Bose, Benjamin; Baldi, Marco; Pourtsidou, Alkistis

    2018-04-01

    We investigate the capabilities of perturbation theory in capturing non-linear effects of dark energy. We test constant and evolving w models, as well as models involving momentum exchange between dark energy and dark matter. Specifically, we compare perturbative predictions at 1-loop level against N-body results for four non-standard equations of state as well as varying degrees of momentum exchange between dark energy and dark matter. The interaction is modelled phenomenologically using a time dependent drag term in the Euler equation. We make comparisons at the level of the matter power spectrum and the redshift space monopole and quadrupole. The multipoles are modelled using the Taruya, Nishimichi and Saito (TNS) redshift space spectrum. We find perturbation theory does very well in capturing non-linear effects coming from dark sector interaction. We isolate and quantify the 1-loop contribution coming from the interaction and from the non-standard equation of state. We find the interaction parameter ξ amplifies scale dependent signatures in the range of scales considered. Non-standard equations of state also give scale dependent signatures within this same regime. In redshift space the match with N-body is improved at smaller scales by the addition of the TNS free parameter σv. To quantify the importance of modelling the interaction, we create mock data sets for varying values of ξ using perturbation theory. This data is given errors typical of Stage IV surveys. We then perform a likelihood analysis using the first two multipoles on these sets and a ξ=0 modelling, ignoring the interaction. We find the fiducial growth parameter f is generally recovered even for very large values of ξ both at z=0.5 and z=1. The ξ=0 modelling is most biased in its estimation of f for the phantom w=‑1.1 case.

  7. A frequency domain linearized Navier-Stokes equations approach to acoustic propagation in flow ducts with sharp edges.

    Kierkegaard, Axel; Boij, Susann; Efraimsson, Gunilla

    2010-02-01

    Acoustic wave propagation in flow ducts is commonly modeled with time-domain non-linear Navier-Stokes equation methodologies. To reduce computational effort, investigations of a linearized approach in frequency domain are carried out. Calculations of sound wave propagation in a straight duct are presented with an orifice plate and a mean flow present. Results of transmission and reflections at the orifice are presented on a two-port scattering matrix form and are compared to measurements with good agreement. The wave propagation is modeled with a frequency domain linearized Navier-Stokes equation methodology. This methodology is found to be efficient for cases where the acoustic field does not alter the mean flow field, i.e., when whistling does not occur.

  8. The development and validation of a numerical integration method for non-linear viscoelastic modeling

    Ramo, Nicole L.; Puttlitz, Christian M.

    2018-01-01

    Compelling evidence that many biological soft tissues display both strain- and time-dependent behavior has led to the development of fully non-linear viscoelastic modeling techniques to represent the tissue’s mechanical response under dynamic conditions. Since the current stress state of a viscoelastic material is dependent on all previous loading events, numerical analyses are complicated by the requirement of computing and storing the stress at each step throughout the load history. This requirement quickly becomes computationally expensive, and in some cases intractable, for finite element models. Therefore, we have developed a strain-dependent numerical integration approach for capturing non-linear viscoelasticity that enables calculation of the current stress from a strain-dependent history state variable stored from the preceding time step only, which improves both fitting efficiency and computational tractability. This methodology was validated based on its ability to recover non-linear viscoelastic coefficients from simulated stress-relaxation (six strain levels) and dynamic cyclic (three frequencies) experimental stress-strain data. The model successfully fit each data set with average errors in recovered coefficients of 0.3% for stress-relaxation fits and 0.1% for cyclic. The results support the use of the presented methodology to develop linear or non-linear viscoelastic models from stress-relaxation or cyclic experimental data of biological soft tissues. PMID:29293558

  9. Spatial generalised linear mixed models based on distances.

    Melo, Oscar O; Mateu, Jorge; Melo, Carlos E

    2016-10-01

    Risk models derived from environmental data have been widely shown to be effective in delineating geographical areas of risk because they are intuitively easy to understand. We present a new method based on distances, which allows the modelling of continuous and non-continuous random variables through distance-based spatial generalised linear mixed models. The parameters are estimated using Markov chain Monte Carlo maximum likelihood, which is a feasible and a useful technique. The proposed method depends on a detrending step built from continuous or categorical explanatory variables, or a mixture among them, by using an appropriate Euclidean distance. The method is illustrated through the analysis of the variation in the prevalence of Loa loa among a sample of village residents in Cameroon, where the explanatory variables included elevation, together with maximum normalised-difference vegetation index and the standard deviation of normalised-difference vegetation index calculated from repeated satellite scans over time. © The Author(s) 2013.

  10. Linear mixing model applied to AVHRR LAC data

    Holben, Brent N.; Shimabukuro, Yosio E.

    1993-01-01

    A linear mixing model was applied to coarse spatial resolution data from the NOAA Advanced Very High Resolution Radiometer. The reflective component of the 3.55 - 3.93 microns channel was extracted and used with the two reflective channels 0.58 - 0.68 microns and 0.725 - 1.1 microns to run a Constraine Least Squares model to generate vegetation, soil, and shade fraction images for an area in the Western region of Brazil. The Landsat Thematic Mapper data covering the Emas National park region was used for estimating the spectral response of the mixture components and for evaluating the mixing model results. The fraction images were compared with an unsupervised classification derived from Landsat TM data acquired on the same day. The relationship between the fraction images and normalized difference vegetation index images show the potential of the unmixing techniques when using coarse resolution data for global studies.

  11. Accelerating transient simulation of linear reduced order models.

    Thornquist, Heidi K.; Mei, Ting; Keiter, Eric Richard; Bond, Brad

    2011-10-01

    Model order reduction (MOR) techniques have been used to facilitate the analysis of dynamical systems for many years. Although existing model reduction techniques are capable of providing huge speedups in the frequency domain analysis (i.e. AC response) of linear systems, such speedups are often not obtained when performing transient analysis on the systems, particularly when coupled with other circuit components. Reduced system size, which is the ostensible goal of MOR methods, is often insufficient to improve transient simulation speed on realistic circuit problems. It can be shown that making the correct reduced order model (ROM) implementation choices is crucial to the practical application of MOR methods. In this report we investigate methods for accelerating the simulation of circuits containing ROM blocks using the circuit simulator Xyce.

  12. Behavioral modeling of the dominant dynamics in input-output transfer of linear(ized) circuits

    Beelen, T.G.J.; Maten, ter E.J.W.; Sihaloho, H.J.; Eijndhoven, van S.J.L.

    2010-01-01

    We present a powerful procedure for determining both the dominant dynamics of the inputoutput transfer and the corresponding most influential circuit parameters of a linear(ized) circuit. The procedure consists of several steps in which a specific (sub)problem is solved and its solution is used in

  13. Modeling Pan Evaporation for Kuwait by Multiple Linear Regression

    Almedeij, Jaber

    2012-01-01

    Evaporation is an important parameter for many projects related to hydrology and water resources systems. This paper constitutes the first study conducted in Kuwait to obtain empirical relations for the estimation of daily and monthly pan evaporation as functions of available meteorological data of temperature, relative humidity, and wind speed. The data used here for the modeling are daily measurements of substantial continuity coverage, within a period of 17 years between January 1993 and December 2009, which can be considered representative of the desert climate of the urban zone of the country. Multiple linear regression technique is used with a procedure of variable selection for fitting the best model forms. The correlations of evaporation with temperature and relative humidity are also transformed in order to linearize the existing curvilinear patterns of the data by using power and exponential functions, respectively. The evaporation models suggested with the best variable combinations were shown to produce results that are in a reasonable agreement with observation values. PMID:23226984

  14. A linear model for flow over complex terrain

    Frank, H P [Risoe National Lab., Wind Energy and Atmospheric Physics Dept., Roskilde (Denmark)

    1999-03-01

    A linear flow model similar to WA{sup s}P or LINCOM has been developed. Major differences are an isentropic temperature equation which allows internal gravity waves, and vertical advection of the shear of the mean flow. The importance of these effects are illustrated by examples. Resource maps are calculated from a distribution of geostrophic winds and stratification for Pyhaetunturi Fell in northern Finland and Acqua Spruzza in Italy. Stratification becomes important if the inverse Froude number formulated with the width of the hill becomes of order one or greater. (au) EU-JOULE-3. 16 refs.

  15. Linear-quadratic model predictions for tumor control probability

    Yaes, R.J.

    1987-01-01

    Sigmoid dose-response curves for tumor control are calculated from the linear-quadratic model parameters α and Β, obtained from human epidermoid carcinoma cell lines, and are much steeper than the clinical dose-response curves for head and neck cancers. One possible explanation is the presence of small radiation-resistant clones arising from mutations in an initially homogeneous tumor. Using the mutation theory of Delbruck and Luria and of Goldie and Coldman, the authors discuss the implications of such radiation-resistant clones for clinical radiation therapy

  16. Inventory model using bayesian dynamic linear model for demand forecasting

    Marisol Valencia-Cárdenas

    2014-12-01

    Full Text Available An important factor of manufacturing process is the inventory management of terminated product. Constantly, industry is looking for better alternatives to establish an adequate plan of production and stored quantities, with optimal cost, getting quantities in a time horizon, which permits to define resources and logistics with anticipation, needed to distribute products on time. Total absence of historical data, required by many statistical models to forecast, demands the search for other kind of accurate techniques. This work presents an alternative that not only permits to forecast, in an adjusted way, but also, to provide optimal quantities to produce and store with an optimal cost, using Bayesian statistics. The proposal is illustrated with real data. Palabras clave: estadística bayesiana, optimización, modelo de inventarios, modelo lineal dinámico bayesiano. Keywords: Bayesian statistics, opti

  17. Markov and semi-Markov switching linear mixed models used to identify forest tree growth components.

    Chaubert-Pereira, Florence; Guédon, Yann; Lavergne, Christian; Trottier, Catherine

    2010-09-01

    Tree growth is assumed to be mainly the result of three components: (i) an endogenous component assumed to be structured as a succession of roughly stationary phases separated by marked change points that are asynchronous among individuals, (ii) a time-varying environmental component assumed to take the form of synchronous fluctuations among individuals, and (iii) an individual component corresponding mainly to the local environment of each tree. To identify and characterize these three components, we propose to use semi-Markov switching linear mixed models, i.e., models that combine linear mixed models in a semi-Markovian manner. The underlying semi-Markov chain represents the succession of growth phases and their lengths (endogenous component) whereas the linear mixed models attached to each state of the underlying semi-Markov chain represent-in the corresponding growth phase-both the influence of time-varying climatic covariates (environmental component) as fixed effects, and interindividual heterogeneity (individual component) as random effects. In this article, we address the estimation of Markov and semi-Markov switching linear mixed models in a general framework. We propose a Monte Carlo expectation-maximization like algorithm whose iterations decompose into three steps: (i) sampling of state sequences given random effects, (ii) prediction of random effects given state sequences, and (iii) maximization. The proposed statistical modeling approach is illustrated by the analysis of successive annual shoots along Corsican pine trunks influenced by climatic covariates. © 2009, The International Biometric Society.

  18. Phenomenology of non-minimal supersymmetric models at linear colliders

    Porto, Stefano

    2015-06-01

    The focus of this thesis is on the phenomenology of several non-minimal supersymmetric models in the context of future linear colliders (LCs). Extensions of the minimal supersymmetric Standard Model (MSSM) may accommodate the observed Higgs boson mass at about 125 GeV in a more natural way than the MSSM, with a richer phenomenology. We consider both F-term extensions of the MSSM, as for instance the non-minimal supersymmetric Standard Model (NMSSM), as well as D-terms extensions arising at low energies from gauge extended supersymmetric models. The NMSSM offers a solution to the μ-problem with an additional gauge singlet supermultiplet. The enlarged neutralino sector of the NMSSM can be accurately studied at a LC and used to distinguish the model from the MSSM. We show that exploiting the power of the polarised beams of a LC can be used to reconstruct the neutralino and chargino sector and eventually distinguish the NMSSM even considering challenging scenarios that resemble the MSSM. Non-decoupling D-terms extensions of the MSSM can raise the tree-level Higgs mass with respect to the MSSM. This is done through additional contributions to the Higgs quartic potential, effectively generated by an extended gauge group. We study how this can happen and we show how these additional non-decoupling D-terms affect the SM-like Higgs boson couplings to fermions and gauge bosons. We estimate how the deviations from the SM couplings can be spotted at the Large Hadron Collider (LHC) and at the International Linear Collider (ILC), showing how the ILC would be suitable for the model identication. Since our results prove that a linear collider is a fundamental machine for studying supersymmetry phenomenology at a high level of precision, we argue that also a thorough comprehension of the physics at the interaction point (IP) of a LC is needed. Therefore, we finally consider the possibility of observing intense electromagnetic field effects and nonlinear quantum electrodynamics

  19. Non-Linear Slosh Damping Model Development and Validation

    Yang, H. Q.; West, Jeff

    2015-01-01

    Propellant tank slosh dynamics are typically represented by a mechanical model of spring mass damper. This mechanical model is then included in the equation of motion of the entire vehicle for Guidance, Navigation and Control (GN&C) analysis. For a partially-filled smooth wall propellant tank, the critical damping based on classical empirical correlation is as low as 0.05%. Due to this low value of damping, propellant slosh is potential sources of disturbance critical to the stability of launch and space vehicles. It is postulated that the commonly quoted slosh damping is valid only under the linear regime where the slosh amplitude is small. With the increase of slosh amplitude, the critical damping value should also increase. If this nonlinearity can be verified and validated, the slosh stability margin can be significantly improved, and the level of conservatism maintained in the GN&C analysis can be lessened. The purpose of this study is to explore and to quantify the dependence of slosh damping with slosh amplitude. Accurately predicting the extremely low damping value of a smooth wall tank is very challenging for any Computational Fluid Dynamics (CFD) tool. One must resolve thin boundary layers near the wall and limit numerical damping to minimum. This computational study demonstrates that with proper grid resolution, CFD can indeed accurately predict the low damping physics from smooth walls under the linear regime. Comparisons of extracted damping values with experimental data for different tank sizes show very good agreements. Numerical simulations confirm that slosh damping is indeed a function of slosh amplitude. When slosh amplitude is low, the damping ratio is essentially constant, which is consistent with the empirical correlation. Once the amplitude reaches a critical value, the damping ratio becomes a linearly increasing function of the slosh amplitude. A follow-on experiment validated the developed nonlinear damping relationship. This discovery can

  20. Non linear permanent magnets modelling with the finite element method

    Chavanne, J.; Meunier, G.; Sabonnadiere, J.C.

    1989-01-01

    In order to perform the calculation of permanent magnets with the finite element method, it is necessary to take into account the anisotropic behaviour of hard magnetic materials (Ferrites, NdFeB, SmCo5). In linear cases, the permeability of permanent magnets is a tensor. This one is fully described with the permeabilities parallel and perpendicular to the easy axis of the magnet. In non linear cases, the model uses a texture function which represents the distribution of the local easy axis of the cristallytes of the magnet. This function allows a good representation of the angular dependance of the coercitive field of the magnet. As a result, it is possible to express the magnetic induction B and the tensor as functions of the field and the texture parameter. This model has been implemented in the software FLUX3D where the tensor is used for the Newton-Raphson procedure. 3D demagnetization of a ferrite magnet by a NdFeB magnet is a suitable representative example. They analyze the results obtained for an ideally oriented ferrite magnet and a real one using a measured texture parameter

  1. Linear collider signal of anomaly mediated supersymmetry breaking model

    Ghosh Dilip Kumar; Kundu, Anirban; Roy, Probir; Roy, Sourov

    2001-01-01

    Though the minimal model of anomaly mediated supersymmetry breaking has been significantly constrained by recent experimental and theoretical work, there are still allowed regions of the parameter space for moderate to large values of tan β. We show that these regions will be comprehensively probed in a √s = 1 TeV e + e - linear collider. Diagnostic signals to this end are studied by zeroing in on a unique and distinct feature of a large class of models in this genre: a neutral winolike Lightest Supersymmetric Particle closely degenerate in mass with a winolike chargino. The pair production processes e + e - → e tilde L ± e tilde L ± , e tilde R ± e tilde R ± , e tilde L ± e tilde R ± , ν tilde anti ν tilde, χ tilde 1 0 χ tilde 2 0 , χ tilde 2 0 χ tilde 2 0 are all considered at √s = 1 TeV corresponding to the proposed TESLA linear collider in two natural categories of mass ordering in the sparticle spectra. The signals analysed comprise multiple combinations of fast charged leptons (any of which can act as the trigger) plus displaced vertices X D (any of which can be identified by a heavy ionizing track terminating in the detector) and/or associated soft pions with characteristic momentum distributions. (author)

  2. Linear versus quadratic portfolio optimization model with transaction cost

    Razak, Norhidayah Bt Ab; Kamil, Karmila Hanim; Elias, Siti Masitah

    2014-06-01

    Optimization model is introduced to become one of the decision making tools in investment. Hence, it is always a big challenge for investors to select the best model that could fulfill their goal in investment with respect to risk and return. In this paper we aims to discuss and compare the portfolio allocation and performance generated by quadratic and linear portfolio optimization models namely of Markowitz and Maximin model respectively. The application of these models has been proven to be significant and popular among others. However transaction cost has been debated as one of the important aspects that should be considered for portfolio reallocation as portfolio return could be significantly reduced when transaction cost is taken into consideration. Therefore, recognizing the importance to consider transaction cost value when calculating portfolio' return, we formulate this paper by using data from Shariah compliant securities listed in Bursa Malaysia. It is expected that, results from this paper will effectively justify the advantage of one model to another and shed some lights in quest to find the best decision making tools in investment for individual investors.

  3. Probabilistic model of ligaments and tendons: Quasistatic linear stretching

    Bontempi, M.

    2009-03-01

    Ligaments and tendons have a significant role in the musculoskeletal system and are frequently subjected to injury. This study presents a model of collagen fibers, based on the study of a statistical distribution of fibers when they are subjected to quasistatic linear stretching. With respect to other methodologies, this model is able to describe the behavior of the bundle using less ad hoc hypotheses and is able to describe all the quasistatic stretch-load responses of the bundle, including the yield and failure regions described in the literature. It has two other important results: the first is that it is able to correlate the mechanical behavior of the bundle with its internal structure, and it suggests a methodology to deduce the fibers population distribution directly from the tensile-test data. The second is that it can follow fibers’ structure evolution during the stretching and it is possible to study the internal adaptation of fibers in physiological and pathological conditions.

  4. Linear mixing model applied to coarse resolution satellite data

    Holben, Brent N.; Shimabukuro, Yosio E.

    1992-01-01

    A linear mixing model typically applied to high resolution data such as Airborne Visible/Infrared Imaging Spectrometer, Thematic Mapper, and Multispectral Scanner System is applied to the NOAA Advanced Very High Resolution Radiometer coarse resolution satellite data. The reflective portion extracted from the middle IR channel 3 (3.55 - 3.93 microns) is used with channels 1 (0.58 - 0.68 microns) and 2 (0.725 - 1.1 microns) to run the Constrained Least Squares model to generate fraction images for an area in the west central region of Brazil. The derived fraction images are compared with an unsupervised classification and the fraction images derived from Landsat TM data acquired in the same day. In addition, the relationship betweeen these fraction images and the well known NDVI images are presented. The results show the great potential of the unmixing techniques for applying to coarse resolution data for global studies.

  5. Relating Cohesive Zone Model to Linear Elastic Fracture Mechanics

    Wang, John T.

    2010-01-01

    The conditions required for a cohesive zone model (CZM) to predict a failure load of a cracked structure similar to that obtained by a linear elastic fracture mechanics (LEFM) analysis are investigated in this paper. This study clarifies why many different phenomenological cohesive laws can produce similar fracture predictions. Analytical results for five cohesive zone models are obtained, using five different cohesive laws that have the same cohesive work rate (CWR-area under the traction-separation curve) but different maximum tractions. The effect of the maximum traction on the predicted cohesive zone length and the remote applied load at fracture is presented. Similar to the small scale yielding condition for an LEFM analysis to be valid. the cohesive zone length also needs to be much smaller than the crack length. This is a necessary condition for a CZM to obtain a fracture prediction equivalent to an LEFM result.

  6. Locally supersymmetric D=3 non-linear sigma models

    Wit, B. de; Tollsten, A.K.; Nicolai, H.

    1993-01-01

    We study non-linear sigma models with N local supersymmetries in three space-time dimensions. For N=1 and 2 the target space of these models is riemannian or Kaehler, respectively. All N>2 theories are associated with Einstein spaces. For N=3 the target space is quaternionic, while for N=4 it generally decomposes, into two separate quaternionic spaces, associated with inequivalent supermultiplets. For N=5, 6, 8 there is a unique (symmetric) space for any given number of supermultiplets. Beyond that there are only theories based on a single supermultiplet for N=9, 10, 12 and 16, associated with coset spaces with the exceptional isometry groups F 4(-20) , E 6(-14) , E 7(-5) and E 8(+8) , respectively. For N=3 and N ≥ 5 the D=2 theories obtained by dimensional reduction are two-loop finite. (orig.)

  7. Synthetic Domain Theory and Models of Linear Abadi & Plotkin Logic

    Møgelberg, Rasmus Ejlers; Birkedal, Lars; Rosolini, Guiseppe

    2008-01-01

    Plotkin suggested using a polymorphic dual intuitionistic/linear type theory (PILLY) as a metalanguage for parametric polymorphism and recursion. In recent work the first two authors and R.L. Petersen have defined a notion of parametric LAPL-structure, which are models of PILLY, in which one can...... reason using parametricity and, for example, solve a large class of domain equations, as suggested by Plotkin.In this paper, we show how an interpretation of a strict version of Bierman, Pitts and Russo's language Lily into synthetic domain theory presented by Simpson and Rosolini gives rise...... to a parametric LAPL-structure. This adds to the evidence that the notion of LAPL-structure is a general notion, suitable for treating many different parametric models, and it provides formal proofs of consequences of parametricity expected to hold for the interpretation. Finally, we show how these results...

  8. Mean-Variance-CvaR Model of Multiportfolio Optimization via Linear Weighted Sum Method

    Younes Elahi

    2014-01-01

    Full Text Available We propose a new approach to optimizing portfolios to mean-variance-CVaR (MVC model. Although of several researches have studied the optimal MVC model of portfolio, the linear weighted sum method (LWSM was not implemented in the area. The aim of this paper is to investigate the optimal portfolio model based on MVC via LWSM. With this method, the solution of the MVC model of portfolio as the multiobjective problem is presented. In data analysis section, this approach in investing on two assets is investigated. An MVC model of the multiportfolio was implemented in MATLAB and tested on the presented problem. It is shown that, by using three objective functions, it helps the investors to manage their portfolio better and thereby minimize the risk and maximize the return of the portfolio. The main goal of this study is to modify the current models and simplify it by using LWSM to obtain better results.

  9. A cautionary note on generalized linear models for covariance of unbalanced longitudinal data

    Huang, Jianhua Z.

    2012-03-01

    Missing data in longitudinal studies can create enormous challenges in data analysis when coupled with the positive-definiteness constraint on a covariance matrix. For complete balanced data, the Cholesky decomposition of a covariance matrix makes it possible to remove the positive-definiteness constraint and use a generalized linear model setup to jointly model the mean and covariance using covariates (Pourahmadi, 2000). However, this approach may not be directly applicable when the longitudinal data are unbalanced, as coherent regression models for the dependence across all times and subjects may not exist. Within the existing generalized linear model framework, we show how to overcome this and other challenges by embedding the covariance matrix of the observed data for each subject in a larger covariance matrix and employing the familiar EM algorithm to compute the maximum likelihood estimates of the parameters and their standard errors. We illustrate and assess the methodology using real data sets and simulations. © 2011 Elsevier B.V.

  10. Quantifying the astronomical contribution to Pleistocene climate change: A non-linear, statistical approach

    Crucifix, Michel; Wilkinson, Richard; Carson, Jake; Preston, Simon; Alemeida, Carlos; Rougier, Jonathan

    2013-04-01

    The existence of an action of astronomical forcing on the Pleistocene climate is almost undisputed. However, quantifying this action is not straightforward. In particular, the phenomenon of deglaciation is generally interpreted as a manifestation of instability, which is typical of non-linear systems. As a consequence, explaining the Pleistocene climate record as the addition of an astronomical contribution and noise-as often done using harmonic analysis tools-is potentially deceptive. Rather, we advocate a methodology in which non-linear stochastic dynamical systems are calibrated on the Pleistocene climate record. The exercise, though, requires careful statistical reasoning and state-of-the-art techniques. In fact, the problem has been judged to be mathematically 'intractable and unsolved' and some pragmatism is justified. In order to illustrate the methodology we consider one dynamical system that potentially captures four dynamical features of the Pleistocene climate : the existence of a saddle-node bifurcation in at least one of its slow components, a time-scale separation between a slow and a fast component, the action of astronomical forcing, and the existence a stochastic contribution to the system dynamics. This model is obviously not the only possible representation of Pleistocene dynamics, but it encapsulates well enough both our theoretical and empirical knowledge into a very simple form to constitute a valid starting point. The purpose of this poster is to outline the practical challenges in calibrating such a model on paleoclimate observations. Just as in time series analysis, there is no one single and universal test or criteria that would demonstrate the validity of an approach. Several methods exist to calibrate the model and judgement develops by the confrontation of the results of the different methods. In particular, we consider here the Kalman filter variants, the Particle Monte-Carlo Markov Chain, and two other variants of Sequential Monte

  11. A method for fitting regression splines with varying polynomial order in the linear mixed model.

    Edwards, Lloyd J; Stewart, Paul W; MacDougall, James E; Helms, Ronald W

    2006-02-15

    The linear mixed model has become a widely used tool for longitudinal analysis of continuous variables. The use of regression splines in these models offers the analyst additional flexibility in the formulation of descriptive analyses, exploratory analyses and hypothesis-driven confirmatory analyses. We propose a method for fitting piecewise polynomial regression splines with varying polynomial order in the fixed effects and/or random effects of the linear mixed model. The polynomial segments are explicitly constrained by side conditions for continuity and some smoothness at the points where they join. By using a reparameterization of this explicitly constrained linear mixed model, an implicitly constrained linear mixed model is constructed that simplifies implementation of fixed-knot regression splines. The proposed approach is relatively simple, handles splines in one variable or multiple variables, and can be easily programmed using existing commercial software such as SAS or S-plus. The method is illustrated using two examples: an analysis of longitudinal viral load data from a study of subjects with acute HIV-1 infection and an analysis of 24-hour ambulatory blood pressure profiles.

  12. Hadronic equation of state in the statistical bootstrap model and linear graph theory

    Fre, P.; Page, R.

    1976-01-01

    Taking a statistical mechanical point og view, the statistical bootstrap model is discussed and, from a critical analysis of the bootstrap volume comcept, it is reached a physical ipothesis, which leads immediately to the hadronic equation of state provided by the bootstrap integral equation. In this context also the connection between the statistical bootstrap and the linear graph theory approach to interacting gases is analyzed

  13. Linear mixed-effects models for central statistical monitoring of multicenter clinical trials

    Desmet, L.; Venet, D.; Doffagne, E.; Timmermans, C.; BURZYKOWSKI, Tomasz; LEGRAND, Catherine; BUYSE, Marc

    2014-01-01

    Multicenter studies are widely used to meet accrual targets in clinical trials. Clinical data monitoring is required to ensure the quality and validity of the data gathered across centers. One approach to this end is central statistical monitoring, which aims at detecting atypical patterns in the data by means of statistical methods. In this context, we consider the simple case of a continuous variable, and we propose a detection procedure based on a linear mixed-effects model to detect locat...

  14. On the analysis of clonogenic survival data: Statistical alternatives to the linear-quadratic model

    Unkel, Steffen; Belka, Claus; Lauber, Kirsten

    2016-01-01

    the extraction of scores of radioresistance, which displayed significant correlations with the estimated parameters of the regression models. Undoubtedly, LQ regression is a robust method for the analysis of clonogenic survival data. Nevertheless, alternative approaches including non-linear regression and multivariate techniques such as cluster analysis and principal component analysis represent versatile tools for the extraction of parameters and/or scores of the cellular response towards ionizing irradiation with a more intuitive biological interpretation. The latter are highly informative for correlation analyses with other types of data, including functional genomics data that are increasingly beinggenerated

  15. Modeling the frequency of opposing left-turn conflicts at signalized intersections using generalized linear regression models.

    Zhang, Xin; Liu, Pan; Chen, Yuguang; Bai, Lu; Wang, Wei

    2014-01-01

    The primary objective of this study was to identify whether the frequency of traffic conflicts at signalized intersections can be modeled. The opposing left-turn conflicts were selected for the development of conflict predictive models. Using data collected at 30 approaches at 20 signalized intersections, the underlying distributions of the conflicts under different traffic conditions were examined. Different conflict-predictive models were developed to relate the frequency of opposing left-turn conflicts to various explanatory variables. The models considered include a linear regression model, a negative binomial model, and separate models developed for four traffic scenarios. The prediction performance of different models was compared. The frequency of traffic conflicts follows a negative binominal distribution. The linear regression model is not appropriate for the conflict frequency data. In addition, drivers behaved differently under different traffic conditions. Accordingly, the effects of conflicting traffic volumes on conflict frequency vary across different traffic conditions. The occurrences of traffic conflicts at signalized intersections can be modeled using generalized linear regression models. The use of conflict predictive models has potential to expand the uses of surrogate safety measures in safety estimation and evaluation.

  16. Angular spectrum approach for fast simulation of pulsed non-linear ultrasound fields

    Du, Yigang; Jensen, Henrik; Jensen, Jørgen Arendt

    2011-01-01

    The paper presents an Angular Spectrum Approach (ASA) for simulating pulsed non-linear ultrasound fields. The source of the ASA is generated by Field II, which can simulate array transducers of any arbitrary geometry and focusing. The non-linear ultrasound simulation program - Abersim, is used...... as the reference. A linear array transducer with 64 active elements is simulated by both Field II and Abersim. The excitation is a 2-cycle sine wave with a frequency of 5 MHz. The second harmonic field in the time domain is simulated using ASA. Pulse inversion is used in the Abersim simulation to remove...... the fundamental and keep the second harmonic field, since Abersim simulates non-linear fields with all harmonic components. ASA and Abersim are compared for the pulsed fundamental and second harmonic fields in the time domain at depths of 30 mm, 40 mm (focal depth) and 60 mm. Full widths at -6 dB (FWHM) are f0...

  17. Groups, matrices, and vector spaces a group theoretic approach to linear algebra

    Carrell, James B

    2017-01-01

    This unique text provides a geometric approach to group theory and linear algebra, bringing to light the interesting ways in which these subjects interact. Requiring few prerequisites beyond understanding the notion of a proof, the text aims to give students a strong foundation in both geometry and algebra. Starting with preliminaries (relations, elementary combinatorics, and induction), the book then proceeds to the core topics: the elements of the theory of groups and fields (Lagrange's Theorem, cosets, the complex numbers and the prime fields), matrix theory and matrix groups, determinants, vector spaces, linear mappings, eigentheory and diagonalization, Jordan decomposition and normal form, normal matrices, and quadratic forms. The final two chapters consist of a more intensive look at group theory, emphasizing orbit stabilizer methods, and an introduction to linear algebraic groups, which enriches the notion of a matrix group. Applications involving symm etry groups, determinants, linear coding theory ...

  18. Implementing nonprojective measurements via linear optics: An approach based on optimal quantum-state discrimination

    Loock, Peter van; Nemoto, Kae; Munro, William J.; Raynal, Philippe; Luetkenhaus, Norbert

    2006-01-01

    We discuss the problem of implementing generalized measurements [positive operator-valued measures (POVMs)] with linear optics, either based upon a static linear array or including conditional dynamics. In our approach, a given POVM shall be identified as a solution to an optimization problem for a chosen cost function. We formulate a general principle: the implementation is only possible if a linear-optics circuit exists for which the quantum mechanical optimum (minimum) is still attainable after dephasing the corresponding quantum states. The general principle enables us, for instance, to derive a set of necessary conditions for the linear-optics implementation of the POVM that realizes the quantum mechanically optimal unambiguous discrimination of two pure nonorthogonal states. This extends our previous results on projection measurements and the exact discrimination of orthogonal states

  19. An evaluation of bias in propensity score-adjusted non-linear regression models.

    Wan, Fei; Mitra, Nandita

    2018-03-01

    Propensity score methods are commonly used to adjust for observed confounding when estimating the conditional treatment effect in observational studies. One popular method, covariate adjustment of the propensity score in a regression model, has been empirically shown to be biased in non-linear models. However, no compelling underlying theoretical reason has been presented. We propose a new framework to investigate bias and consistency of propensity score-adjusted treatment effects in non-linear models that uses a simple geometric approach to forge a link between the consistency of the propensity score estimator and the collapsibility of non-linear models. Under this framework, we demonstrate that adjustment of the propensity score in an outcome model results in the decomposition of observed covariates into the propensity score and a remainder term. Omission of this remainder term from a non-collapsible regression model leads to biased estimates of the conditional odds ratio and conditional hazard ratio, but not for the conditional rate ratio. We further show, via simulation studies, that the bias in these propensity score-adjusted estimators increases with larger treatment effect size, larger covariate effects, and increasing dissimilarity between the coefficients of the covariates in the treatment model versus the outcome model.

  20. Heteroscedasticity as a Basis of Direction Dependence in Reversible Linear Regression Models.

    Wiedermann, Wolfgang; Artner, Richard; von Eye, Alexander

    2017-01-01

    Heteroscedasticity is a well-known issue in linear regression modeling. When heteroscedasticity is observed, researchers are advised to remedy possible model misspecification of the explanatory part of the model (e.g., considering alternative functional forms and/or omitted variables). The present contribution discusses another source of heteroscedasticity in observational data: Directional model misspecifications in the case of nonnormal variables. Directional misspecification refers to situations where alternative models are equally likely to explain the data-generating process (e.g., x → y versus y → x). It is shown that the homoscedasticity assumption is likely to be violated in models that erroneously treat true nonnormal predictors as response variables. Recently, Direction Dependence Analysis (DDA) has been proposed as a framework to empirically evaluate the direction of effects in linear models. The present study links the phenomenon of heteroscedasticity with DDA and describes visual diagnostics and nine homoscedasticity tests that can be used to make decisions concerning the direction of effects in linear models. Results of a Monte Carlo simulation that demonstrate the adequacy of the approach are presented. An empirical example is provided, and applicability of the methodology in cases of violated assumptions is discussed.

  1. Predicting musically induced emotions from physiological inputs: Linear and neural network models

    Frank A. Russo

    2013-08-01

    Full Text Available Listening to music often leads to physiological responses. Do these physiological responses contain sufficient information to infer emotion induced in the listener? The current study explores this question by attempting to predict judgments of 'felt' emotion from physiological responses alone using linear and neural network models. We measured five channels of peripheral physiology from 20 participants – heart rate, respiration, galvanic skin response, and activity in corrugator supercilii and zygomaticus major facial muscles. Using valence and arousal (VA dimensions, participants rated their felt emotion after listening to each of 12 classical music excerpts. After extracting features from the five channels, we examined their correlation with VA ratings, and then performed multiple linear regression to see if a linear relationship between the physiological responses could account for the ratings. Although linear models predicted a significant amount of variance in arousal ratings, they were unable to do so with valence ratings. We then used a neural network to provide a nonlinear account of the ratings. The network was trained on the mean ratings of eight of the 12 excerpts and tested on the remainder. Performance of the neural network confirms that physiological responses alone can be used to predict musically induced emotion. The nonlinear model derived from the neural network was more accurate than linear models derived from multiple linear regression, particularly along the valence dimension. A secondary analysis allowed us to quantify the relative contributions of inputs to the nonlinear model. The study represents a novel approach to understanding the complex relationship between physiological responses and musically induced emotion.

  2. Solving large mixed linear models using preconditioned conjugate gradient iteration.

    Strandén, I; Lidauer, M

    1999-12-01

    Continuous evaluation of dairy cattle with a random regression test-day model requires a fast solving method and algorithm. A new computing technique feasible in Jacobi and conjugate gradient based iterative methods using iteration on data is presented. In the new computing technique, the calculations in multiplication of a vector by a matrix were recorded to three steps instead of the commonly used two steps. The three-step method was implemented in a general mixed linear model program that used preconditioned conjugate gradient iteration. Performance of this program in comparison to other general solving programs was assessed via estimation of breeding values using univariate, multivariate, and random regression test-day models. Central processing unit time per iteration with the new three-step technique was, at best, one-third that needed with the old technique. Performance was best with the test-day model, which was the largest and most complex model used. The new program did well in comparison to other general software. Programs keeping the mixed model equations in random access memory required at least 20 and 435% more time to solve the univariate and multivariate animal models, respectively. Computations of the second best iteration on data took approximately three and five times longer for the animal and test-day models, respectively, than did the new program. Good performance was due to fast computing time per iteration and quick convergence to the final solutions. Use of preconditioned conjugate gradient based methods in solving large breeding value problems is supported by our findings.

  3. A Mixed-Integer Linear Programming approach to wind farm layout and inter-array cable routing

    Fischetti, Martina; Leth, John-Josef; Borchersen, Anders Bech

    2015-01-01

    A Mixed-Integer Linear Programming (MILP) approach is proposed to optimize the turbine allocation and inter-array offshore cable routing. The two problems are considered with a two steps strategy, solving the layout problem first and then the cable problem. We give an introduction to both problems...... and present the MILP models we developed to solve them. To deal with interference in the onshore cases, we propose an adaptation of the standard Jensen’s model, suitable for 3D cases. A simple Stochastic Programming variant of our model allows us to consider different wind scenarios in the optimization...

  4. A new approach in simulating RF linacs using a general, linear real-time signal processor

    Young, A.; Jachim, S.P.

    1991-01-01

    Strict requirements on the tolerances of the amplitude and phase of the radio frequency (RF) cavity field are necessary to advance the field of accelerator technology. Due to these stringent requirements upon modern accelerators,a new approach of modeling and simulating is essential in developing and understanding their characteristics. This paper describes the implementation of a general, linear model of an RF cavity which is used to develop a real-time signal processor. This device fully emulates the response of an RF cavity upon receiving characteristic parameters (Q 0 , ω 0 , Δω, R S , Z 0 ). Simulating an RF cavity with a real-time signal processor is beneficial to an accelerator designer because the device allows one to answer fundamental questions on the response of the cavity to a particular stimulus without operating the accelerator. In particular, the complex interactions between the RF power and the control systems, the beam and cavity fields can simply be observed in a real-time domain. The signal processor can also be used upon initialization of the accelerator as a diagnostic device and as a dummy load for determining the closed-loop error of the control system. In essence, the signal processor is capable of providing information that allows an operator to determine whether the control systems and peripheral devices are operating properly without going through the tedious procedure of running the beam through a cavity

  5. Improving the iterative Linear Interaction Energy approach using automated recognition of configurational transitions.

    Vosmeer, C Ruben; Kooi, Derk P; Capoferri, Luigi; Terpstra, Margreet M; Vermeulen, Nico P E; Geerke, Daan P

    2016-01-01

    Recently an iterative method was proposed to enhance the accuracy and efficiency of ligand-protein binding affinity prediction through linear interaction energy (LIE) theory. For ligand binding to flexible Cytochrome P450s (CYPs), this method was shown to decrease the root-mean-square error and standard deviation of error prediction by combining interaction energies of simulations starting from different conformations. Thereby, different parts of protein-ligand conformational space are sampled in parallel simulations. The iterative LIE framework relies on the assumption that separate simulations explore different local parts of phase space, and do not show transitions to other parts of configurational space that are already covered in parallel simulations. In this work, a method is proposed to (automatically) detect such transitions during the simulations that are performed to construct LIE models and to predict binding affinities. Using noise-canceling techniques and splines to fit time series of the raw data for the interaction energies, transitions during simulation between different parts of phase space are identified. Boolean selection criteria are then applied to determine which parts of the interaction energy trajectories are to be used as input for the LIE calculations. Here we show that this filtering approach benefits the predictive quality of our previous CYP 2D6-aryloxypropanolamine LIE model. In addition, an analysis is performed of the gain in computational efficiency that can be obtained from monitoring simulations using the proposed filtering method and by prematurely terminating simulations accordingly.

  6. A linear programming approach for placement of applicants to academic programs

    Kassa, Biniyam Asmare

    2013-01-01

    This paper reports a linear programming approach for placement of applicants to study programs developed and implemented at the college of Business & Economics, Bahir Dar University, Bahir Dar, Ethiopia. The approach is estimated to significantly streamline the placement decision process at the college by reducing required man hour as well as the time it takes to announce placement decisions. Compared to the previous manual system where only one or two placement criteria were considered, the ...

  7. A new neural network model for solving random interval linear programming problems.

    Arjmandzadeh, Ziba; Safi, Mohammadreza; Nazemi, Alireza

    2017-05-01

    This paper presents a neural network model for solving random interval linear programming problems. The original problem involving random interval variable coefficients is first transformed into an equivalent convex second order cone programming problem. A neural network model is then constructed for solving the obtained convex second order cone problem. Employing Lyapunov function approach, it is also shown that the proposed neural network model is stable in the sense of Lyapunov and it is globally convergent to an exact satisfactory solution of the original problem. Several illustrative examples are solved in support of this technique. Copyright © 2017 Elsevier Ltd. All rights reserved.

  8. Linear model applied to the evaluation of pharmaceutical stability data

    Renato Cesar Souza

    2013-09-01

    Full Text Available The expiry date on the packaging of a product gives the consumer the confidence that the product will retain its identity, content, quality and purity throughout the period of validity of the drug. The definition of this term in the pharmaceutical industry is based on stability data obtained during the product registration. By the above, this work aims to apply the linear regression according to the guideline ICH Q1E, 2003, to evaluate some aspects of a product undergoing in a registration phase in Brazil. With this propose, the evaluation was realized with the development center of a multinational company in Brazil, with samples of three different batches composed by two active principal ingredients in two different packages. Based on the preliminary results obtained, it was possible to observe the difference of degradation tendency of the product in two different packages and the relationship between the variables studied, added knowledge so new models of linear equations can be applied and developed for other products.

  9. Fourth standard model family neutrino at future linear colliders

    Ciftci, A.K.; Ciftci, R.; Sultansoy, S.

    2005-01-01

    It is known that flavor democracy favors the existence of the fourth standard model (SM) family. In order to give nonzero masses for the first three-family fermions flavor democracy has to be slightly broken. A parametrization for democracy breaking, which gives the correct values for fundamental fermion masses and, at the same time, predicts quark and lepton Cabibbo-Kobayashi-Maskawa (CKM) matrices in a good agreement with the experimental data, is proposed. The pair productions of the fourth SM family Dirac (ν 4 ) and Majorana (N 1 ) neutrinos at future linear colliders with √(s)=500 GeV, 1 TeV, and 3 TeV are considered. The cross section for the process e + e - →ν 4 ν 4 (N 1 N 1 ) and the branching ratios for possible decay modes of the both neutrinos are determined. The decays of the fourth family neutrinos into muon channels (ν 4 (N 1 )→μ ± W ± ) provide cleanest signature at e + e - colliders. Meanwhile, in our parametrization this channel is dominant. W bosons produced in decays of the fourth family neutrinos will be seen in detector as either di-jets or isolated leptons. As an example, we consider the production of 200 GeV mass fourth family neutrinos at √(s)=500 GeV linear colliders by taking into account di-muon plus four jet events as signatures

  10. Influence of the void fraction in the linear reactivity model

    Castillo, J.A.; Ramirez, J.R.; Alonso, G.

    2003-01-01

    The linear reactivity model allows the multicycle analysis in pressurized water reactors in a simple and quick way. In the case of the Boiling water reactors the void fraction it varies axially from 0% of voids in the inferior part of the fuel assemblies until approximately 70% of voids to the exit of the same ones. Due to this it is very important the determination of the average void fraction during different stages of the reactor operation to predict the burnt one appropriately of the same ones to inclination of the pattern of linear reactivity. In this work a pursuit is made of the profile of power for different steps of burnt of a typical operation cycle of a Boiling water reactor. Starting from these profiles it builds an algorithm that allows to determine the voids profile and this way to obtain the average value of the same one. The results are compared against those reported by the CM-PRESTO code that uses another method to carry out this calculation. Finally, the range in which is the average value of the void fraction during a typical cycle is determined and an estimate of the impact that it would have the use of this value in the prediction of the reactivity produced by the fuel assemblies is made. (Author)

  11. Penalized linear regression for discrete ill-posed problems: A hybrid least-squares and mean-squared error approach

    Suliman, Mohamed Abdalla Elhag

    2016-12-19

    This paper proposes a new approach to find the regularization parameter for linear least-squares discrete ill-posed problems. In the proposed approach, an artificial perturbation matrix with a bounded norm is forced into the discrete ill-posed model matrix. This perturbation is introduced to enhance the singular-value (SV) structure of the matrix and hence to provide a better solution. The proposed approach is derived to select the regularization parameter in a way that minimizes the mean-squared error (MSE) of the estimator. Numerical results demonstrate that the proposed approach outperforms a set of benchmark methods in most cases when applied to different scenarios of discrete ill-posed problems. Jointly, the proposed approach enjoys the lowest run-time and offers the highest level of robustness amongst all the tested methods.

  12. Mass Optimization of Battery/Supercapacitors Hybrid Systems Based on a Linear Programming Approach

    Fleury, Benoit; Labbe, Julien

    2014-08-01

    The objective of this paper is to show that, on a specific launcher-type mission profile, a 40% gain of mass is expected using a battery/supercapacitors active hybridization instead of a single battery solution. This result is based on the use of a linear programming optimization approach to perform the mass optimization of the hybrid power supply solution.

  13. A penalization approach to linear programming duality with application to capacity constrained transport

    Korman, Jonathan; McCann, Robert J.; Seis, Christian

    2013-01-01

    A new approach to linear programming duality is proposed which relies on quadratic penalization, so that the relation between solutions to the penalized primal and dual problems becomes affine. This yields a new proof of Levin's duality theorem for capacity-constrained optimal transport as an infinite-dimensional application.

  14. Convergence Guaranteed Nonlinear Constraint Model Predictive Control via I/O Linearization

    Xiaobing Kong

    2013-01-01

    Full Text Available Constituting reliable optimal solution is a key issue for the nonlinear constrained model predictive control. Input-output feedback linearization is a popular method in nonlinear control. By using an input-output feedback linearizing controller, the original linear input constraints will change to nonlinear constraints and sometimes the constraints are state dependent. This paper presents an iterative quadratic program (IQP routine on the continuous-time system. To guarantee its convergence, another iterative approach is incorporated. The proposed algorithm can reach a feasible solution over the entire prediction horizon. Simulation results on both a numerical example and the continuous stirred tank reactors (CSTR demonstrate the effectiveness of the proposed method.

  15. Characteristics and Properties of a Simple Linear Regression Model

    Kowal Robert

    2016-12-01

    Full Text Available A simple linear regression model is one of the pillars of classic econometrics. Despite the passage of time, it continues to raise interest both from the theoretical side as well as from the application side. One of the many fundamental questions in the model concerns determining derivative characteristics and studying the properties existing in their scope, referring to the first of these aspects. The literature of the subject provides several classic solutions in that regard. In the paper, a completely new design is proposed, based on the direct application of variance and its properties, resulting from the non-correlation of certain estimators with the mean, within the scope of which some fundamental dependencies of the model characteristics are obtained in a much more compact manner. The apparatus allows for a simple and uniform demonstration of multiple dependencies and fundamental properties in the model, and it does it in an intuitive manner. The results were obtained in a classic, traditional area, where everything, as it might seem, has already been thoroughly studied and discovered.

  16. Non-linear scaling of a musculoskeletal model of the lower limb using statistical shape models.

    Nolte, Daniel; Tsang, Chui Kit; Zhang, Kai Yu; Ding, Ziyun; Kedgley, Angela E; Bull, Anthony M J

    2016-10-03

    Accurate muscle geometry for musculoskeletal models is important to enable accurate subject-specific simulations. Commonly, linear scaling is used to obtain individualised muscle geometry. More advanced methods include non-linear scaling using segmented bone surfaces and manual or semi-automatic digitisation of muscle paths from medical images. In this study, a new scaling method combining non-linear scaling with reconstructions of bone surfaces using statistical shape modelling is presented. Statistical Shape Models (SSMs) of femur and tibia/fibula were used to reconstruct bone surfaces of nine subjects. Reference models were created by morphing manually digitised muscle paths to mean shapes of the SSMs using non-linear transformations and inter-subject variability was calculated. Subject-specific models of muscle attachment and via points were created from three reference models. The accuracy was evaluated by calculating the differences between the scaled and manually digitised models. The points defining the muscle paths showed large inter-subject variability at the thigh and shank - up to 26mm; this was found to limit the accuracy of all studied scaling methods. Errors for the subject-specific muscle point reconstructions of the thigh could be decreased by 9% to 20% by using the non-linear scaling compared to a typical linear scaling method. We conclude that the proposed non-linear scaling method is more accurate than linear scaling methods. Thus, when combined with the ability to reconstruct bone surfaces from incomplete or scattered geometry data using statistical shape models our proposed method is an alternative to linear scaling methods. Copyright © 2016 The Author. Published by Elsevier Ltd.. All rights reserved.

  17. A mixed integer linear programming approach for optimal DER portfolio, sizing, and placement in multi-energy microgrids

    Mashayekh, Salman; Stadler, Michael; Cardoso, Gonçalo; Heleno, Miguel

    2017-01-01

    Highlights: • This paper presents a MILP model for optimal design of multi-energy microgrids. • Our microgrid design includes optimal technology portfolio, placement, and operation. • Our model includes microgrid electrical power flow and heat transfer equations. • The case study shows advantages of our model over aggregate single-node approaches. • The case study shows the accuracy of the integrated linearized power flow model. - Abstract: Optimal microgrid design is a challenging problem, especially for multi-energy microgrids with electricity, heating, and cooling loads as well as sources, and multiple energy carriers. To address this problem, this paper presents an optimization model formulated as a mixed-integer linear program, which determines the optimal technology portfolio, the optimal technology placement, and the associated optimal dispatch, in a microgrid with multiple energy types. The developed model uses a multi-node modeling approach (as opposed to an aggregate single-node approach) that includes electrical power flow and heat flow equations, and hence, offers the ability to perform optimal siting considering physical and operational constraints of electrical and heating/cooling networks. The new model is founded on the existing optimization model DER-CAM, a state-of-the-art decision support tool for microgrid planning and design. The results of a case study that compares single-node vs. multi-node optimal design for an example microgrid show the importance of multi-node modeling. It has been shown that single-node approaches are not only incapable of optimal DER placement, but may also result in sub-optimal DER portfolio, as well as underestimation of investment costs.

  18. A Non-linear Stochastic Model for an Office Building with Air Infiltration

    Thavlov, Anders; Madsen, Henrik

    2015-01-01

    This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model...

  19. Weighted functional linear regression models for gene-based association analysis.

    Belonogova, Nadezhda M; Svishcheva, Gulnara R; Wilson, James F; Campbell, Harry; Axenovich, Tatiana I

    2018-01-01

    Functional linear regression models are effectively used in gene-based association analysis of complex traits. These models combine information about individual genetic variants, taking into account their positions and reducing the influence of noise and/or observation errors. To increase the power of methods, where several differently informative components are combined, weights are introduced to give the advantage to more informative components. Allele-specific weights have been introduced to collapsing and kernel-based approaches to gene-based association analysis. Here we have for the first time introduced weights to functional linear regression models adapted for both independent and family samples. Using data simulated on the basis of GAW17 genotypes and weights defined by allele frequencies via the beta distribution, we demonstrated that type I errors correspond to declared values and that increasing the weights of causal variants allows the power of functional linear models to be increased. We applied the new method to real data on blood pressure from the ORCADES sample. Five of the six known genes with P models. Moreover, we found an association between diastolic blood pressure and the VMP1 gene (P = 8.18×10-6), when we used a weighted functional model. For this gene, the unweighted functional and weighted kernel-based models had P = 0.004 and 0.006, respectively. The new method has been implemented in the program package FREGAT, which is freely available at https://cran.r-project.org/web/packages/FREGAT/index.html.

  20. Modeling and analysis of linearized wheel-rail contact dynamics

    Soomro, Z.

    2014-01-01

    The dynamics of the railway vehicles are nonlinear and depend upon several factors including vehicle speed, normal load and adhesion level. The presence of contaminants on the railway track makes them unpredictable too. Therefore in order to develop an effective control strategy it is important to analyze the effect of each factor on dynamic response thoroughly. In this paper a linearized model of a railway wheel-set is developed and is later analyzed by varying the speed and adhesion level by keeping the normal load constant. A wheel-set is the wheel-axle assembly of a railroad car. Patch contact is the study of the deformation of solids that touch each other at one or more points. (author)

  1. Human visual modeling and image deconvolution by linear filtering

    Larminat, P. de; Barba, D.; Gerber, R.; Ronsin, J.

    1978-01-01

    The problem is the numerical restoration of images degraded by passing through a known and spatially invariant linear system, and by the addition of a stationary noise. We propose an improvement of the Wiener's filter to allow the restoration of such images. This improvement allows to reduce the important drawbacks of classical Wiener's filter: the voluminous data processing, the lack of consideration of the vision's characteristivs which condition the perception by the observer of the restored image. In a first paragraph, we describe the structure of the visual detection system and a modelling method of this system. In the second paragraph we explain a restoration method by Wiener filtering that takes the visual properties into account and that can be adapted to the local properties of the image. Then the results obtained on TV images or scintigrams (images obtained by a gamma-camera) are commented [fr

  2. Convergence diagnostics for Eigenvalue problems with linear regression model

    Shi, Bo; Petrovic, Bojan

    2011-01-01

    Although the Monte Carlo method has been extensively used for criticality/Eigenvalue problems, a reliable, robust, and efficient convergence diagnostics method is still desired. Most methods are based on integral parameters (multiplication factor, entropy) and either condense the local distribution information into a single value (e.g., entropy) or even disregard it. We propose to employ the detailed cycle-by-cycle local flux evolution obtained by using mesh tally mechanism to assess the source and flux convergence. By applying a linear regression model to each individual mesh in a mesh tally for convergence diagnostics, a global convergence criterion can be obtained. We exemplify this method on two problems and obtain promising diagnostics results. (author)

  3. Mathematical modeling of the crack growth in linear elastic isotropic materials by conventional fracture mechanics approaches and by molecular dynamics method: crack propagation direction angle under mixed mode loading

    Stepanova, Larisa; Bronnikov, Sergej

    2018-03-01

    The crack growth directional angles in the isotropic linear elastic plane with the central crack under mixed-mode loading conditions for the full range of the mixity parameter are found. Two fracture criteria of traditional linear fracture mechanics (maximum tangential stress and minimum strain energy density criteria) are used. Atomistic simulations of the central crack growth process in an infinite plane medium under mixed-mode loading using Large-scale Molecular Massively Parallel Simulator (LAMMPS), a classical molecular dynamics code, are performed. The inter-atomic potential used in this investigation is Embedded Atom Method (EAM) potential. The plane specimens with initial central crack were subjected to Mixed-Mode loadings. The simulation cell contains 400000 atoms. The crack propagation direction angles under different values of the mixity parameter in a wide range of values from pure tensile loading to pure shear loading in a wide diapason of temperatures (from 0.1 К to 800 К) are obtained and analyzed. It is shown that the crack propagation direction angles obtained by molecular dynamics method coincide with the crack propagation direction angles given by the multi-parameter fracture criteria based on the strain energy density and the multi-parameter description of the crack-tip fields.

  4. A Test of a Linear Programming Model as an Optimal Solution to the Problem of Combining Methods of Reading Instruction

    Mills, James W.; And Others

    1973-01-01

    The Study reported here tested an application of the Linear Programming Model at the Reading Clinic of Drew University. Results, while not conclusive, indicate that this approach yields greater gains in speed scores than a traditional approach for this population. (Author)

  5. Non Abelian T-duality in Gauged Linear Sigma Models

    Bizet, Nana Cabo; Martínez-Merino, Aldo; Zayas, Leopoldo A. Pando; Santos-Silva, Roberto

    2018-04-01

    Abelian T-duality in Gauged Linear Sigma Models (GLSM) forms the basis of the physical understanding of Mirror Symmetry as presented by Hori and Vafa. We consider an alternative formulation of Abelian T-duality on GLSM's as a gauging of a global U(1) symmetry with the addition of appropriate Lagrange multipliers. For GLSMs with Abelian gauge groups and without superpotential we reproduce the dual models introduced by Hori and Vafa. We extend the construction to formulate non-Abelian T-duality on GLSMs with global non-Abelian symmetries. The equations of motion that lead to the dual model are obtained for a general group, they depend in general on semi-chiral superfields; for cases such as SU(2) they depend on twisted chiral superfields. We solve the equations of motion for an SU(2) gauged group with a choice of a particular Lie algebra direction of the vector superfield. This direction covers a non-Abelian sector that can be described by a family of Abelian dualities. The dual model Lagrangian depends on twisted chiral superfields and a twisted superpotential is generated. We explore some non-perturbative aspects by making an Ansatz for the instanton corrections in the dual theories. We verify that the effective potential for the U(1) field strength in a fixed configuration on the original theory matches the one of the dual theory. Imposing restrictions on the vector superfield, more general non-Abelian dual models are obtained. We analyze the dual models via the geometry of their susy vacua.

  6. Nonlinear Modeling of the PEMFC Based On NNARX Approach

    Shan-Jen Cheng; Te-Jen Chang; Kuang-Hsiung Tan; Shou-Ling Kuo

    2015-01-01

    Polymer Electrolyte Membrane Fuel Cell (PEMFC) is such a time-vary nonlinear dynamic system. The traditional linear modeling approach is hard to estimate structure correctly of PEMFC system. From this reason, this paper presents a nonlinear modeling of the PEMFC using Neural Network Auto-regressive model with eXogenous inputs (NNARX) approach. The multilayer perception (MLP) network is applied to evaluate the structure of the NNARX model of PEMFC. The validity and accurac...

  7. Spatial generalized linear mixed models of electric power outages due to hurricanes and ice storms

    Liu Haibin; Davidson, Rachel A.; Apanasovich, Tatiyana V.

    2008-01-01

    This paper presents new statistical models that predict the number of hurricane- and ice storm-related electric power outages likely to occur in each 3 kmx3 km grid cell in a region. The models are based on a large database of recent outages experienced by three major East Coast power companies in six hurricanes and eight ice storms. A spatial generalized linear mixed modeling (GLMM) approach was used in which spatial correlation is incorporated through random effects. Models were fitted using a composite likelihood approach and the covariance matrix was estimated empirically. A simulation study was conducted to test the model estimation procedure, and model training, validation, and testing were done to select the best models and assess their predictive power. The final hurricane model includes number of protective devices, maximum gust wind speed, hurricane indicator, and company indicator covariates. The final ice storm model includes number of protective devices, ice thickness, and ice storm indicator covariates. The models should be useful for power companies as they plan for future storms. The statistical modeling approach offers a new way to assess the reliability of electric power and other infrastructure systems in extreme events

  8. A Compensatory Approach to Multiobjective Linear Transportation Problem with Fuzzy Cost Coefficients

    Hale Gonce Kocken

    2011-01-01

    Full Text Available This paper deals with the Multiobjective Linear Transportation Problem that has fuzzy cost coefficients. In the solution procedure, many objectives may conflict with each other; therefore decision-making process becomes complicated. And also due to the fuzziness in the costs, this problem has a nonlinear structure. In this paper, fuzziness in the objective functions is handled with a fuzzy programming technique in the sense of multiobjective approach. And then we present a compensatory approach to solve Multiobjective Linear Transportation Problem with fuzzy cost coefficients by using Werner's and operator. Our approach generates compromise solutions which are both compensatory and Pareto optimal. A numerical example has been provided to illustrate the problem.

  9. Linear stability analysis of flow instabilities with a nodalized reduced order model in heated channel

    Paul, Subhanker; Singh, Suneet

    2015-01-01

    The prime objective of the presented work is to develop a Nodalized Reduced Order Model (NROM) to carry linear stability analysis of flow instabilities in a two-phase flow system. The model is developed by dividing the single phase and two-phase region of a uniformly heated channel into N number of nodes followed by time dependent spatial linear approximations for single phase enthalpy and two-phase quality between the consecutive nodes. Moving boundary scheme has been adopted in the model, where all the node boundaries vary with time due to the variation of boiling boundary inside the heated channel. Using a state space approach, the instability thresholds are delineated by stability maps plotted in parameter planes of phase change number (N pch ) and subcooling number (N sub ). The prime feature of the present model is that, though the model equations are simpler due to presence of linear-linear approximations for single phase enthalpy and two-phase quality, yet the results are in good agreement with the existing models (Karve [33]; Dokhane [34]) where the model equations run for several pages and experimental data (Solberg [41]). Unlike the existing ROMs, different two-phase friction factor multiplier correlations have been incorporated in the model. The applicability of various two-phase friction factor multipliers and their effects on stability behaviour have been depicted by carrying a comparative study. It is also observed that the Friedel model for friction factor calculations produces the most accurate results with respect to the available experimental data. (authors)

  10. Performance improvement of shunt active power filter based on non-linear least-square approach

    Terriche, Yacine

    2018-01-01

    . This paper proposes an improved open loop strategy which is unconditionally stable and flexible. The proposed method which is based on non-linear least square (NLS) approach can extract the fundamental voltage and estimates its phase within only half cycle, even in the presence of odd harmonics and dc offset......). The synchronous reference frame (SRF) approach is widely used for generating the RCC due to its simplicity and computation efficiency. However, the SRF approach needs precise information of the voltage phase which becomes a challenge under adverse grid conditions. A typical solution to answer this need...

  11. A data fusion based approach for damage detection in linear systems

    Ernesto Grande

    2014-07-01

    Full Text Available The aim of the present paper is to propose innovative approaches able to improve the capability of classical damage indicators in detecting the damage position in linear systems. In particular, starting from classical indicators based on the change of the flexibility matrix and on the change of the modal strain energy, the proposed approaches consider two data fusion procedures both based on the Dempster-Shafer theory. Numerical applications are reported in the paper in order to assess the reliability of the proposed approaches considering different damage scenarios, different sets of modes of vibration and the presence of errors affecting the accounted modes of vibrations.

  12. A feedback linearization approach to spacecraft control using momentum exchange devices. Ph.D. Thesis

    Dzielski, John Edward

    1988-01-01

    Recent developments in the area of nonlinear control theory have shown how coordiante changes in the state and input spaces can be used with nonlinear feedback to transform certain nonlinear ordinary differential equations into equivalent linear equations. These feedback linearization techniques are applied to resolve two problems arising in the control of spacecraft equipped with control moment gyroscopes (CMGs). The first application involves the computation of rate commands for the gimbals that rotate the individual gyroscopes to produce commanded torques on the spacecraft. The second application is to the long-term management of stored momentum in the system of control moment gyroscopes using environmental torques acting on the vehicle. An approach to distributing control effort among a group of redundant actuators is described that uses feedback linearization techniques to parameterize sets of controls which influence a specified subsystem in a desired way. The approach is adapted for use in spacecraft control with double-gimballed gyroscopes to produce an algorithm that avoids problematic gimbal configurations by approximating sets of gimbal rates that drive CMG rotors into desirable configurations. The momentum management problem is stated as a trajectory optimization problem with a nonlinear dynamical constraint. Feedback linearization and collocation are used to transform this problem into an unconstrainted nonlinear program. The approach to trajectory optimization is fast and robust. A number of examples are presented showing applications to the proposed NASA space station.

  13. Kalman filtering and smoothing for linear wave equations with model error

    Lee, Wonjung; McDougall, D; Stuart, A M

    2011-01-01

    Filtering is a widely used methodology for the incorporation of observed data into time-evolving systems. It provides an online approach to state estimation inverse problems when data are acquired sequentially. The Kalman filter plays a central role in many applications because it is exact for linear systems subject to Gaussian noise, and because it forms the basis for many approximate filters which are used in high-dimensional systems. The aim of this paper is to study the effect of model error on the Kalman filter, in the context of linear wave propagation problems. A consistency result is proved when no model error is present, showing recovery of the true signal in the large data limit. This result, however, is not robust: it is also proved that arbitrarily small model error can lead to inconsistent recovery of the signal in the large data limit. If the model error is in the form of a constant shift to the velocity, the filtering and smoothing distributions only recover a partial Fourier expansion, a phenomenon related to aliasing. On the other hand, for a class of wave velocity model errors which are time dependent, it is possible to recover the filtering distribution exactly, but not the smoothing distribution. Numerical results are presented which corroborate the theory, and also propose a computational approach which overcomes the inconsistency in the presence of model error, by relaxing the model

  14. On Combining Language Models: Oracle Approach

    Hacioglu, Kadri; Ward, Wayne

    2001-01-01

    In this paper, we address the of combining several language models (LMs). We find that simple interpolation methods, like log-linear and linear interpolation, improve the performance but fall short of the performance of an oracle...

  15. Transition to Coherence in Populations of Coupled Chaotic Oscillators: A Linear Response Approach

    Topaj, Dmitri; Kye, Won-Ho; Pikovsky, Arkady

    2001-01-01

    We consider the collective dynamics in an ensemble of globally coupled chaotic maps. The transition to the coherent state with a macroscopic mean field is analyzed in the framework of the linear response theory. The linear response function for the chaotic system is obtained using the perturbation approach to the Frobenius-Perron operator. The transition point is defined from this function by virtue of the self-excitation condition for the feedback loop. Analytical results for the coupled Bernoulli maps are confirmed by the numerics

  16. Mixed Integer Linear Programming based machine learning approach identifies regulators of telomerase in yeast.

    Poos, Alexandra M; Maicher, André; Dieckmann, Anna K; Oswald, Marcus; Eils, Roland; Kupiec, Martin; Luke, Brian; König, Rainer

    2016-06-02

    Understanding telomere length maintenance mechanisms is central in cancer biology as their dysregulation is one of the hallmarks for immortalization of cancer cells. Important for this well-balanced control is the transcriptional regulation of the telomerase genes. We integrated Mixed Integer Linear Programming models into a comparative machine learning based approach to identify regulatory interactions that best explain the discrepancy of telomerase transcript levels in yeast mutants with deleted regulators showing aberrant telomere length, when compared to mutants with normal telomere length. We uncover novel regulators of telomerase expression, several of which affect histone levels or modifications. In particular, our results point to the transcription factors Sum1, Hst1 and Srb2 as being important for the regulation of EST1 transcription, and we validated the effect of Sum1 experimentally. We compiled our machine learning method leading to a user friendly package for R which can straightforwardly be applied to similar problems integrating gene regulator binding information and expression profiles of samples of e.g. different phenotypes, diseases or treatments. © The Author(s) 2016. Published by Oxford University Press on behalf of Nucleic Acids Research.

  17. Chemical networks with inflows and outflows: a positive linear differential inclusions approach.

    Angeli, David; De Leenheer, Patrick; Sontag, Eduardo D

    2009-01-01

    Certain mass-action kinetics models of biochemical reaction networks, although described by nonlinear differential equations, may be partially viewed as state-dependent linear time-varying systems, which in turn may be modeled by convex compact valued positive linear differential inclusions. A result is provided on asymptotic stability of such inclusions, and applied to a ubiquitous biochemical reaction network with inflows and outflows, known as the futile cycle. We also provide a characterization of exponential stability of general homogeneous switched systems which is not only of interest in itself, but also plays a role in the analysis of the futile cycle. 2009 American Institute of Chemical Engineers

  18. Linear models for sound from supersonic reacting mixing layers

    Chary, P. Shivakanth; Samanta, Arnab

    2016-12-01

    We perform a linearized reduced-order modeling of the aeroacoustic sound sources in supersonic reacting mixing layers to explore their sensitivities to some of the flow parameters in radiating sound. Specifically, we investigate the role of outer modes as the effective flow compressibility is raised, when some of these are expected to dominate over the traditional Kelvin-Helmholtz (K-H) -type central mode. Although the outer modes are known to be of lesser importance in the near-field mixing, how these radiate to the far-field is uncertain, on which we focus. On keeping the flow compressibility fixed, the outer modes are realized via biasing the respective mean densities of the fast (oxidizer) or slow (fuel) side. Here the mean flows are laminar solutions of two-dimensional compressible boundary layers with an imposed composite (turbulent) spreading rate, which we show to significantly alter the growth of instability waves by saturating them earlier, similar to in nonlinear calculations, achieved here via solving the linear parabolized stability equations. As the flow parameters are varied, instability of the slow modes is shown to be more sensitive to heat release, potentially exceeding equivalent central modes, as these modes yield relatively compact sound sources with lesser spreading of the mixing layer, when compared to the corresponding fast modes. In contrast, the radiated sound seems to be relatively unaffected when the mixture equivalence ratio is varied, except for a lean mixture which is shown to yield a pronounced effect on the slow mode radiation by reducing its modal growth.

  19. A Bivariate Generalized Linear Item Response Theory Modeling Framework to the Analysis of Responses and Response Times.

    Molenaar, Dylan; Tuerlinckx, Francis; van der Maas, Han L J

    2015-01-01

    A generalized linear modeling framework to the analysis of responses and response times is outlined. In this framework, referred to as bivariate generalized linear item response theory (B-GLIRT), separate generalized linear measurement models are specified for the responses and the response times that are subsequently linked by cross-relations. The cross-relations can take various forms. Here, we focus on cross-relations with a linear or interaction term for ability tests, and cross-relations with a curvilinear term for personality tests. In addition, we discuss how popular existing models from the psychometric literature are special cases in the B-GLIRT framework depending on restrictions in the cross-relation. This allows us to compare existing models conceptually and empirically. We discuss various extensions of the traditional models motivated by practical problems. We also illustrate the applicability of our approach using various real data examples, including data on personality and cognitive ability.

  20. Linear programming model can explain respiration of fermentation products

    Möller, Philip; Liu, Xiaochen; Schuster, Stefan

    2018-01-01

    Many differentiated cells rely primarily on mitochondrial oxidative phosphorylation for generating energy in the form of ATP needed for cellular metabolism. In contrast most tumor cells instead rely on aerobic glycolysis leading to lactate to about the same extent as on respiration. Warburg found that cancer cells to support oxidative phosphorylation, tend to ferment glucose or other energy source into lactate even in the presence of sufficient oxygen, which is an inefficient way to generate ATP. This effect also occurs in striated muscle cells, activated lymphocytes and microglia, endothelial cells and several mammalian cell types, a phenomenon termed the “Warburg effect”. The effect is paradoxical at first glance because the ATP production rate of aerobic glycolysis is much slower than that of respiration and the energy demands are better to be met by pure oxidative phosphorylation. We tackle this question by building a minimal model including three combined reactions. The new aspect in extension to earlier models is that we take into account the possible uptake and oxidation of the fermentation products. We examine the case where the cell can allocate protein on several enzymes in a varying distribution and model this by a linear programming problem in which the objective is to maximize the ATP production rate under different combinations of constraints on enzymes. Depending on the cost of reactions and limitation of the substrates, this leads to pure respiration, pure fermentation, and a mixture of respiration and fermentation. The model predicts that fermentation products are only oxidized when glucose is scarce or its uptake is severely limited. PMID:29415045