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Sample records for linear multivariate models

  1. Multivariate covariance generalized linear models

    DEFF Research Database (Denmark)

    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...

  2. Sparse Linear Identifiable Multivariate Modeling

    DEFF Research Database (Denmark)

    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...

  3. Multivariate generalized linear mixed models using R

    CERN Document Server

    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...

  4. Multivariate linear models and repeated measurements revisited

    DEFF Research Database (Denmark)

    Dalgaard, Peter

    2009-01-01

    Methods for generalized analysis of variance based on multivariate normal theory have been known for many years. In a repeated measurements context, it is most often of interest to consider transformed responses, typically within-subject contrasts or averages. Efficiency considerations leads...... to sphericity assumptions, use of F tests and the Greenhouse-Geisser and Huynh-Feldt adjustments to compensate for deviations from sphericity. During a recent implementation of such methods in the R language, the general structure of such transformations was reconsidered, leading to a flexible specification...

  5. Multivariate statistical modelling based on generalized linear models

    CERN Document Server

    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...

  6. Linear multivariate evaluation models for spatial perception of soundscape.

    Science.gov (United States)

    Deng, Zhiyong; Kang, Jian; Wang, Daiwei; Liu, Aili; Kang, Joe Zhengyu

    2015-11-01

    Soundscape is a sound environment that emphasizes the awareness of auditory perception and social or cultural understandings. The case of spatial perception is significant to soundscape. However, previous studies on the auditory spatial perception of the soundscape environment have been limited. Based on 21 native binaural-recorded soundscape samples and a set of auditory experiments for subjective spatial perception (SSP), a study of the analysis among semantic parameters, the inter-aural-cross-correlation coefficient (IACC), A-weighted-equal sound-pressure-level (L(eq)), dynamic (D), and SSP is introduced to verify the independent effect of each parameter and to re-determine some of their possible relationships. The results show that the more noisiness the audience perceived, the worse spatial awareness they received, while the closer and more directional the sound source image variations, dynamics, and numbers of sound sources in the soundscape are, the better the spatial awareness would be. Thus, the sensations of roughness, sound intensity, transient dynamic, and the values of Leq and IACC have a suitable range for better spatial perception. A better spatial awareness seems to promote the preference slightly for the audience. Finally, setting SSPs as functions of the semantic parameters and Leq-D-IACC, two linear multivariate evaluation models of subjective spatial perception are proposed.

  7. Linear models for multivariate, time series, and spatial data

    CERN Document Server

    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...

  8. Use of multivariate extensions of generalized linear models in the analysis of data from clinical trials

    OpenAIRE

    ALONSO ABAD, Ariel; Rodriguez, O.; TIBALDI, Fabian; CORTINAS ABRAHANTES, Jose

    2002-01-01

    In medical studies the categorical endpoints are quite often. Even though nowadays some models for handling this multicategorical variables have been developed their use is not common. This work shows an application of the Multivariate Generalized Linear Models to the analysis of Clinical Trials data. After a theoretical introduction models for ordinal and nominal responses are applied and the main results are discussed. multivariate analysis; multivariate logistic regression; multicategor...

  9. Admissible Estimators in the General Multivariate Linear Model with Respect to Inequality Restricted Parameter Set

    Directory of Open Access Journals (Sweden)

    Shangli Zhang

    2009-01-01

    Full Text Available By using the methods of linear algebra and matrix inequality theory, we obtain the characterization of admissible estimators in the general multivariate linear model with respect to inequality restricted parameter set. In the classes of homogeneous and general linear estimators, the necessary and suffcient conditions that the estimators of regression coeffcient function are admissible are established.

  10. Linear models of coregionalization for multivariate lattice data: Order-dependent and order-free cMCARs.

    Science.gov (United States)

    MacNab, Ying C

    2016-08-01

    This paper concerns with multivariate conditional autoregressive models defined by linear combination of independent or correlated underlying spatial processes. Known as linear models of coregionalization, the method offers a systematic and unified approach for formulating multivariate extensions to a broad range of univariate conditional autoregressive models. The resulting multivariate spatial models represent classes of coregionalized multivariate conditional autoregressive models that enable flexible modelling of multivariate spatial interactions, yielding coregionalization models with symmetric or asymmetric cross-covariances of different spatial variation and smoothness. In the context of multivariate disease mapping, for example, they facilitate borrowing strength both over space and cross variables, allowing for more flexible multivariate spatial smoothing. Specifically, we present a broadened coregionalization framework to include order-dependent, order-free, and order-robust multivariate models; a new class of order-free coregionalized multivariate conditional autoregressives is introduced. We tackle computational challenges and present solutions that are integral for Bayesian analysis of these models. We also discuss two ways of computing deviance information criterion for comparison among competing hierarchical models with or without unidentifiable prior parameters. The models and related methodology are developed in the broad context of modelling multivariate data on spatial lattice and illustrated in the context of multivariate disease mapping. The coregionalization framework and related methods also present a general approach for building spatially structured cross-covariance functions for multivariate geostatistics. © The Author(s) 2016.

  11. Estimating a graphical intra-class correlation coefficient (GICC) using multivariate probit-linear mixed models.

    Science.gov (United States)

    Yue, Chen; Chen, Shaojie; Sair, Haris I; Airan, Raag; Caffo, Brian S

    2015-09-01

    Data reproducibility is a critical issue in all scientific experiments. In this manuscript, the problem of quantifying the reproducibility of graphical measurements is considered. The image intra-class correlation coefficient (I2C2) is generalized and the graphical intra-class correlation coefficient (GICC) is proposed for such purpose. The concept for GICC is based on multivariate probit-linear mixed effect models. A Markov Chain Monte Carlo EM (mcm-cEM) algorithm is used for estimating the GICC. Simulation results with varied settings are demonstrated and our method is applied to the KIRBY21 test-retest dataset.

  12. Linear Multivariable Regression Models for Prediction of Eddy Dissipation Rate from Available Meteorological Data

    Science.gov (United States)

    MCKissick, Burnell T. (Technical Monitor); Plassman, Gerald E.; Mall, Gerald H.; Quagliano, John R.

    2005-01-01

    Linear multivariable regression models for predicting day and night Eddy Dissipation Rate (EDR) from available meteorological data sources are defined and validated. Model definition is based on a combination of 1997-2000 Dallas/Fort Worth (DFW) data sources, EDR from Aircraft Vortex Spacing System (AVOSS) deployment data, and regression variables primarily from corresponding Automated Surface Observation System (ASOS) data. Model validation is accomplished through EDR predictions on a similar combination of 1994-1995 Memphis (MEM) AVOSS and ASOS data. Model forms include an intercept plus a single term of fixed optimal power for each of these regression variables; 30-minute forward averaged mean and variance of near-surface wind speed and temperature, variance of wind direction, and a discrete cloud cover metric. Distinct day and night models, regressing on EDR and the natural log of EDR respectively, yield best performance and avoid model discontinuity over day/night data boundaries.

  13. On the interpretation of weight vectors of linear models in multivariate neuroimaging.

    Science.gov (United States)

    Haufe, Stefan; Meinecke, Frank; Görgen, Kai; Dähne, Sven; Haynes, John-Dylan; Blankertz, Benjamin; Bießmann, Felix

    2014-02-15

    The increase in spatiotemporal resolution of neuroimaging devices is accompanied by a trend towards more powerful multivariate analysis methods. Often it is desired to interpret the outcome of these methods with respect to the cognitive processes under study. Here we discuss which methods allow for such interpretations, and provide guidelines for choosing an appropriate analysis for a given experimental goal: For a surgeon who needs to decide where to remove brain tissue it is most important to determine the origin of cognitive functions and associated neural processes. In contrast, when communicating with paralyzed or comatose patients via brain-computer interfaces, it is most important to accurately extract the neural processes specific to a certain mental state. These equally important but complementary objectives require different analysis methods. Determining the origin of neural processes in time or space from the parameters of a data-driven model requires what we call a forward model of the data; such a model explains how the measured data was generated from the neural sources. Examples are general linear models (GLMs). Methods for the extraction of neural information from data can be considered as backward models, as they attempt to reverse the data generating process. Examples are multivariate classifiers. Here we demonstrate that the parameters of forward models are neurophysiologically interpretable in the sense that significant nonzero weights are only observed at channels the activity of which is related to the brain process under study. In contrast, the interpretation of backward model parameters can lead to wrong conclusions regarding the spatial or temporal origin of the neural signals of interest, since significant nonzero weights may also be observed at channels the activity of which is statistically independent of the brain process under study. As a remedy for the linear case, we propose a procedure for transforming backward models into forward

  14. Pleiotropy analysis of quantitative traits at gene level by multivariate functional linear models.

    Science.gov (United States)

    Wang, Yifan; Liu, Aiyi; Mills, James L; Boehnke, Michael; Wilson, Alexander F; Bailey-Wilson, Joan E; Xiong, Momiao; Wu, Colin O; Fan, Ruzong

    2015-05-01

    In genetics, pleiotropy describes the genetic effect of a single gene on multiple phenotypic traits. A common approach is to analyze the phenotypic traits separately using univariate analyses and combine the test results through multiple comparisons. This approach may lead to low power. Multivariate functional linear models are developed to connect genetic variant data to multiple quantitative traits adjusting for covariates for a unified analysis. Three types of approximate F-distribution tests based on Pillai-Bartlett trace, Hotelling-Lawley trace, and Wilks's Lambda are introduced to test for association between multiple quantitative traits and multiple genetic variants in one genetic region. The approximate F-distribution tests provide much more significant results than those of F-tests of univariate analysis and optimal sequence kernel association test (SKAT-O). Extensive simulations were performed to evaluate the false positive rates and power performance of the proposed models and tests. We show that the approximate F-distribution tests control the type I error rates very well. Overall, simultaneous analysis of multiple traits can increase power performance compared to an individual test of each trait. The proposed methods were applied to analyze (1) four lipid traits in eight European cohorts, and (2) three biochemical traits in the Trinity Students Study. The approximate F-distribution tests provide much more significant results than those of F-tests of univariate analysis and SKAT-O for the three biochemical traits. The approximate F-distribution tests of the proposed functional linear models are more sensitive than those of the traditional multivariate linear models that in turn are more sensitive than SKAT-O in the univariate case. The analysis of the four lipid traits and the three biochemical traits detects more association than SKAT-O in the univariate case. © 2015 WILEY PERIODICALS, INC.

  15. Multivariate mixed linear model analysis of longitudinal data: an information-rich statistical technique for analyzing disease resistance data

    Science.gov (United States)

    The mixed linear model (MLM) is currently among the most advanced and flexible statistical modeling techniques and its use in tackling problems in plant pathology has begun surfacing in the literature. The longitudinal MLM is a multivariate extension that handles repeatedly measured data, such as r...

  16. Predicting the multi-domain progression of Parkinson's disease: a Bayesian multivariate generalized linear mixed-effect model.

    Science.gov (United States)

    Wang, Ming; Li, Zheng; Lee, Eun Young; Lewis, Mechelle M; Zhang, Lijun; Sterling, Nicholas W; Wagner, Daymond; Eslinger, Paul; Du, Guangwei; Huang, Xuemei

    2017-09-25

    It is challenging for current statistical models to predict clinical progression of Parkinson's disease (PD) because of the involvement of multi-domains and longitudinal data. Past univariate longitudinal or multivariate analyses from cross-sectional trials have limited power to predict individual outcomes or a single moment. The multivariate generalized linear mixed-effect model (GLMM) under the Bayesian framework was proposed to study multi-domain longitudinal outcomes obtained at baseline, 18-, and 36-month. The outcomes included motor, non-motor, and postural instability scores from the MDS-UPDRS, and demographic and standardized clinical data were utilized as covariates. The dynamic prediction was performed for both internal and external subjects using the samples from the posterior distributions of the parameter estimates and random effects, and also the predictive accuracy was evaluated based on the root of mean square error (RMSE), absolute bias (AB) and the area under the receiver operating characteristic (ROC) curve. First, our prediction model identified clinical data that were differentially associated with motor, non-motor, and postural stability scores. Second, the predictive accuracy of our model for the training data was assessed, and improved prediction was gained in particularly for non-motor (RMSE and AB: 2.89 and 2.20) compared to univariate analysis (RMSE and AB: 3.04 and 2.35). Third, the individual-level predictions of longitudinal trajectories for the testing data were performed, with ~80% observed values falling within the 95% credible intervals. Multivariate general mixed models hold promise to predict clinical progression of individual outcomes in PD. The data was obtained from Dr. Xuemei Huang's NIH grant R01 NS060722 , part of NINDS PD Biomarker Program (PDBP). All data was entered within 24 h of collection to the Data Management Repository (DMR), which is publically available ( https://pdbp.ninds.nih.gov/data-management ).

  17. MIDAS: Regionally linear multivariate discriminative statistical mapping.

    Science.gov (United States)

    Varol, Erdem; Sotiras, Aristeidis; Davatzikos, Christos

    2018-07-01

    Statistical parametric maps formed via voxel-wise mass-univariate tests, such as the general linear model, are commonly used to test hypotheses about regionally specific effects in neuroimaging cross-sectional studies where each subject is represented by a single image. Despite being informative, these techniques remain limited as they ignore multivariate relationships in the data. Most importantly, the commonly employed local Gaussian smoothing, which is important for accounting for registration errors and making the data follow Gaussian distributions, is usually chosen in an ad hoc fashion. Thus, it is often suboptimal for the task of detecting group differences and correlations with non-imaging variables. Information mapping techniques, such as searchlight, which use pattern classifiers to exploit multivariate information and obtain more powerful statistical maps, have become increasingly popular in recent years. However, existing methods may lead to important interpretation errors in practice (i.e., misidentifying a cluster as informative, or failing to detect truly informative voxels), while often being computationally expensive. To address these issues, we introduce a novel efficient multivariate statistical framework for cross-sectional studies, termed MIDAS, seeking highly sensitive and specific voxel-wise brain maps, while leveraging the power of regional discriminant analysis. In MIDAS, locally linear discriminative learning is applied to estimate the pattern that best discriminates between two groups, or predicts a variable of interest. This pattern is equivalent to local filtering by an optimal kernel whose coefficients are the weights of the linear discriminant. By composing information from all neighborhoods that contain a given voxel, MIDAS produces a statistic that collectively reflects the contribution of the voxel to the regional classifiers as well as the discriminative power of the classifiers. Critically, MIDAS efficiently assesses the

  18. Research on refugees and immigrants social integration in Yunnan Border Area: An empirical analysis on the multivariable linear regression model

    Directory of Open Access Journals (Sweden)

    Peng Nai

    2016-03-01

    Full Text Available A great number of immigration populations resident permanently in Yunnan Border Area of China. To some extent, these people belong to refugees or immigrants in accordance with International Rules, which significantly features the social diversity of this area. However, this kind of social diversity always impairs the social order. Therefore, there will be a positive influence to the local society governance by a research on local immigration integration. This essay hereby attempts to acquire the data of the living situation of these border area immigration and refugees. The analysis of the social integration of refugees and immigration in Yunnan border area in China will be deployed through the modeling of multivariable linear regression based on these data in order to propose some more achievable resolutions.

  19. Multivariate GARCH models

    DEFF Research Database (Denmark)

    Silvennoinen, Annastiina; Teräsvirta, Timo

    This article contains a review of multivariate GARCH models. Most common GARCH models are presented and their properties considered. This also includes nonparametric and semiparametric models. Existing specification and misspecification tests are discussed. Finally, there is an empirical example...

  20. Linear model correction: A method for transferring a near-infrared multivariate calibration model without standard samples

    Science.gov (United States)

    Liu, Yan; Cai, Wensheng; Shao, Xueguang

    2016-12-01

    Calibration transfer is essential for practical applications of near infrared (NIR) spectroscopy because the measurements of the spectra may be performed on different instruments and the difference between the instruments must be corrected. For most of calibration transfer methods, standard samples are necessary to construct the transfer model using the spectra of the samples measured on two instruments, named as master and slave instrument, respectively. In this work, a method named as linear model correction (LMC) is proposed for calibration transfer without standard samples. The method is based on the fact that, for the samples with similar physical and chemical properties, the spectra measured on different instruments are linearly correlated. The fact makes the coefficients of the linear models constructed by the spectra measured on different instruments are similar in profile. Therefore, by using the constrained optimization method, the coefficients of the master model can be transferred into that of the slave model with a few spectra measured on slave instrument. Two NIR datasets of corn and plant leaf samples measured with different instruments are used to test the performance of the method. The results show that, for both the datasets, the spectra can be correctly predicted using the transferred partial least squares (PLS) models. Because standard samples are not necessary in the method, it may be more useful in practical uses.

  1. Bayesian integration of sensor information and a multivariate dynamic linear model for prediction of dairy cow mastitis.

    Science.gov (United States)

    Jensen, Dan B; Hogeveen, Henk; De Vries, Albert

    2016-09-01

    Rapid detection of dairy cow mastitis is important so corrective action can be taken as soon as possible. Automatically collected sensor data used to monitor the performance and the health state of the cow could be useful for rapid detection of mastitis while reducing the labor needs for monitoring. The state of the art in combining sensor data to predict clinical mastitis still does not perform well enough to be applied in practice. Our objective was to combine a multivariate dynamic linear model (DLM) with a naïve Bayesian classifier (NBC) in a novel method using sensor and nonsensor data to detect clinical cases of mastitis. We also evaluated reductions in the number of sensors for detecting mastitis. With the DLM, we co-modeled 7 sources of sensor data (milk yield, fat, protein, lactose, conductivity, blood, body weight) collected at each milking for individual cows to produce one-step-ahead forecasts for each sensor. The observations were subsequently categorized according to the errors of the forecasted values and the estimated forecast variance. The categorized sensor data were combined with other data pertaining to the cow (week in milk, parity, mastitis history, somatic cell count category, and season) using Bayes' theorem, which produced a combined probability of the cow having clinical mastitis. If this probability was above a set threshold, the cow was classified as mastitis positive. To illustrate the performance of our method, we used sensor data from 1,003,207 milkings from the University of Florida Dairy Unit collected from 2008 to 2014. Of these, 2,907 milkings were associated with recorded cases of clinical mastitis. Using the DLM/NBC method, we reached an area under the receiver operating characteristic curve of 0.89, with a specificity of 0.81 when the sensitivity was set at 0.80. Specificities with omissions of sensor data ranged from 0.58 to 0.81. These results are comparable to other studies, but differences in data quality, definitions of

  2. Multivariate dynamic linear models for estimating the effect of experimental interventions in an evolutionary operations setup in dairy herds

    DEFF Research Database (Denmark)

    Stygar, Anna Helena; Krogh, Mogens Agerbo; Kristensen, Troels

    2017-01-01

    Evolutionary operations is a method to exploit the association of often small changes in process variables, planned during systematic experimentation and occurring during the normal production flow, to production characteristics to find a way to alter the production process to be more efficient....... The objective of this study was to construct a tool to assess the intervention effect on milk production in an evolutionary operations setup. The method used for this purpose was a dynamic linear model (DLM) with Kalman filtering. The DLM consisted of parameters describing milk yield in a herd, individual cows...... bulk tank records. The presented model proved to be a flexible and dynamic tool, and it was successfully applied for systematic experimentation in dairy herds. The model can serve as a decision support tool for on-farm process optimization exploiting planned changes in process variables...

  3. Linear Models

    CERN Document Server

    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.

  4. Multivariate sparse group lasso for the multivariate multiple linear regression with an arbitrary group structure.

    Science.gov (United States)

    Li, Yanming; Nan, Bin; Zhu, Ji

    2015-06-01

    We propose a multivariate sparse group lasso variable selection and estimation method for data with high-dimensional predictors as well as high-dimensional response variables. The method is carried out through a penalized multivariate multiple linear regression model with an arbitrary group structure for the regression coefficient matrix. It suits many biology studies well in detecting associations between multiple traits and multiple predictors, with each trait and each predictor embedded in some biological functional groups such as genes, pathways or brain regions. The method is able to effectively remove unimportant groups as well as unimportant individual coefficients within important groups, particularly for large p small n problems, and is flexible in handling various complex group structures such as overlapping or nested or multilevel hierarchical structures. The method is evaluated through extensive simulations with comparisons to the conventional lasso and group lasso methods, and is applied to an eQTL association study. © 2015, The International Biometric Society.

  5. Multivariate analysis: models and method

    International Nuclear Information System (INIS)

    Sanz Perucha, J.

    1990-01-01

    Data treatment techniques are increasingly used since computer methods result of wider access. Multivariate analysis consists of a group of statistic methods that are applied to study objects or samples characterized by multiple values. A final goal is decision making. The paper describes the models and methods of multivariate analysis

  6. Multivariate time series with linear state space structure

    CERN Document Server

    Gómez, Víctor

    2016-01-01

    This book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. In particular, it investigates the relationship between VARMA and state space models, including canonical forms. It also highlights the relationship between Wiener-Kolmogorov and Kalman filtering both with an infinite and a finite sample. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models. Many of these algorithms can be made robust, fast, reliable and efficient. The book is accompanied by a MATLAB package called SSMMATLAB and a webpage presenting implemented algorithms with many examples and case studies. Though it lays a solid theoretical foundation, the book also focuses on practical application, and includes exercises in each chapter. It is intended for researchers and students wor...

  7. Regularized multivariate regression models with skew-t error distributions

    KAUST Repository

    Chen, Lianfu; Pourahmadi, Mohsen; Maadooliat, Mehdi

    2014-01-01

    We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both

  8. The incidence of injuries in young people: II. Log-linear multivariable models for risk factors in a collaborative study in Brazil, Chile, Cuba and Venezuela.

    Science.gov (United States)

    Bangdiwala, S I; Anzola-Pérez, E

    1990-03-01

    Injuries and accidents are acknowledged as leading causes of morbidity and mortality among children and adolescents in the developing countries of the world. The Pan American Health Organization sponsored a collaborative study in four selected countries in Latin America to study the extent of the problem as well as to examine the potential risk factors associated with selected non-fatal injuries in the countries. The study subjects were injured children and adolescents (0-19 years of age) presenting at the study hospitals in chosen urban centres, as well as injured that were surveyed in households in the catchment areas of the hospitals. Study methods and descriptive frequency results were presented earlier. In this paper, log-linear multivariate regression models are used to examine the potentiating effects within country of several measured variables on specific types of injuries. The significance of risk factors varied between countries; however, some general patterns emerged. Falls were more likely in younger children, and occurred at home. The main risk factor for home accidents was the age of the child. The education of the head of the household was an important risk factor for the type of injury suffered. The likelihood of traffic accident injury varied with time of day and day of the week, but also was more likely in higher educated households. The results found are consistent with those found in other studies in the developed world and suggest specific areas of concern for health planners to address.

  9. Seasonal variation of benzo(a)pyrene in the Spanish airborne PM10. Multivariate linear regression model applied to estimate BaP concentrations.

    Science.gov (United States)

    Callén, M S; López, J M; Mastral, A M

    2010-08-15

    The estimation of benzo(a)pyrene (BaP) concentrations in ambient air is very important from an environmental point of view especially with the introduction of the Directive 2004/107/EC and due to the carcinogenic character of this pollutant. A sampling campaign of particulate matter less or equal than 10 microns (PM10) carried out during 2008-2009 in four locations of Spain was collected to determine experimentally BaP concentrations by gas chromatography mass-spectrometry mass-spectrometry (GC-MS-MS). Multivariate linear regression models (MLRM) were used to predict BaP air concentrations in two sampling places, taking PM10 and meteorological variables as possible predictors. The model obtained with data from two sampling sites (all sites model) (R(2)=0.817, PRESS/SSY=0.183) included the significant variables like PM10, temperature, solar radiation and wind speed and was internally and externally validated. The first validation was performed by cross validation and the last one by BaP concentrations from previous campaigns carried out in Zaragoza from 2001-2004. The proposed model constitutes a first approximation to estimate BaP concentrations in urban atmospheres with very good internal prediction (Q(CV)(2)=0.813, PRESS/SSY=0.187) and with the maximal external prediction for the 2001-2002 campaign (Q(ext)(2)=0.679 and PRESS/SSY=0.321) versus the 2001-2004 campaign (Q(ext)(2)=0.551, PRESS/SSY=0.449). Copyright 2010 Elsevier B.V. All rights reserved.

  10. Seasonal variation of benzo(a)pyrene in the Spanish airborne PM10. Multivariate linear regression model applied to estimate BaP concentrations

    International Nuclear Information System (INIS)

    Callen, M.S.; Lopez, J.M.; Mastral, A.M.

    2010-01-01

    The estimation of benzo(a)pyrene (BaP) concentrations in ambient air is very important from an environmental point of view especially with the introduction of the Directive 2004/107/EC and due to the carcinogenic character of this pollutant. A sampling campaign of particulate matter less or equal than 10 microns (PM10) carried out during 2008-2009 in four locations of Spain was collected to determine experimentally BaP concentrations by gas chromatography mass-spectrometry mass-spectrometry (GC-MS-MS). Multivariate linear regression models (MLRM) were used to predict BaP air concentrations in two sampling places, taking PM10 and meteorological variables as possible predictors. The model obtained with data from two sampling sites (all sites model) (R 2 = 0.817, PRESS/SSY = 0.183) included the significant variables like PM10, temperature, solar radiation and wind speed and was internally and externally validated. The first validation was performed by cross validation and the last one by BaP concentrations from previous campaigns carried out in Zaragoza from 2001-2004. The proposed model constitutes a first approximation to estimate BaP concentrations in urban atmospheres with very good internal prediction (Q CV 2 =0.813, PRESS/SSY = 0.187) and with the maximal external prediction for the 2001-2002 campaign (Q ext 2 =0.679 and PRESS/SSY = 0.321) versus the 2001-2004 campaign (Q ext 2 =0.551, PRESS/SSY = 0.449).

  11. A Java-based fMRI processing pipeline evaluation system for assessment of univariate general linear model and multivariate canonical variate analysis-based pipelines.

    Science.gov (United States)

    Zhang, Jing; Liang, Lichen; Anderson, Jon R; Gatewood, Lael; Rottenberg, David A; Strother, Stephen C

    2008-01-01

    As functional magnetic resonance imaging (fMRI) becomes widely used, the demands for evaluation of fMRI processing pipelines and validation of fMRI analysis results is increasing rapidly. The current NPAIRS package, an IDL-based fMRI processing pipeline evaluation framework, lacks system interoperability and the ability to evaluate general linear model (GLM)-based pipelines using prediction metrics. Thus, it can not fully evaluate fMRI analytical software modules such as FSL.FEAT and NPAIRS.GLM. In order to overcome these limitations, a Java-based fMRI processing pipeline evaluation system was developed. It integrated YALE (a machine learning environment) into Fiswidgets (a fMRI software environment) to obtain system interoperability and applied an algorithm to measure GLM prediction accuracy. The results demonstrated that the system can evaluate fMRI processing pipelines with univariate GLM and multivariate canonical variates analysis (CVA)-based models on real fMRI data based on prediction accuracy (classification accuracy) and statistical parametric image (SPI) reproducibility. In addition, a preliminary study was performed where four fMRI processing pipelines with GLM and CVA modules such as FSL.FEAT and NPAIRS.CVA were evaluated with the system. The results indicated that (1) the system can compare different fMRI processing pipelines with heterogeneous models (NPAIRS.GLM, NPAIRS.CVA and FSL.FEAT) and rank their performance by automatic performance scoring, and (2) the rank of pipeline performance is highly dependent on the preprocessing operations. These results suggest that the system will be of value for the comparison, validation, standardization and optimization of functional neuroimaging software packages and fMRI processing pipelines.

  12. A "Model" Multivariable Calculus Course.

    Science.gov (United States)

    Beckmann, Charlene E.; Schlicker, Steven J.

    1999-01-01

    Describes a rich, investigative approach to multivariable calculus. Introduces a project in which students construct physical models of surfaces that represent real-life applications of their choice. The models, along with student-selected datasets, serve as vehicles to study most of the concepts of the course from both continuous and discrete…

  13. Regression Models For Multivariate Count Data.

    Science.gov (United States)

    Zhang, Yiwen; Zhou, Hua; Zhou, Jin; Sun, Wei

    2017-01-01

    Data with multivariate count responses frequently occur in modern applications. The commonly used multinomial-logit model is limiting due to its restrictive mean-variance structure. For instance, analyzing count data from the recent RNA-seq technology by the multinomial-logit model leads to serious errors in hypothesis testing. The ubiquity of over-dispersion and complicated correlation structures among multivariate counts calls for more flexible regression models. In this article, we study some generalized linear models that incorporate various correlation structures among the counts. Current literature lacks a treatment of these models, partly due to the fact that they do not belong to the natural exponential family. We study the estimation, testing, and variable selection for these models in a unifying framework. The regression models are compared on both synthetic and real RNA-seq data.

  14. Model Checking Multivariate State Rewards

    DEFF Research Database (Denmark)

    Nielsen, Bo Friis; Nielson, Flemming; Nielson, Hanne Riis

    2010-01-01

    We consider continuous stochastic logics with state rewards that are interpreted over continuous time Markov chains. We show how results from multivariate phase type distributions can be used to obtain higher-order moments for multivariate state rewards (including covariance). We also generalise...

  15. Bayesian Inference of a Multivariate Regression Model

    Directory of Open Access Journals (Sweden)

    Marick S. Sinay

    2014-01-01

    Full Text Available We explore Bayesian inference of a multivariate linear regression model with use of a flexible prior for the covariance structure. The commonly adopted Bayesian setup involves the conjugate prior, multivariate normal distribution for the regression coefficients and inverse Wishart specification for the covariance matrix. Here we depart from this approach and propose a novel Bayesian estimator for the covariance. A multivariate normal prior for the unique elements of the matrix logarithm of the covariance matrix is considered. Such structure allows for a richer class of prior distributions for the covariance, with respect to strength of beliefs in prior location hyperparameters, as well as the added ability, to model potential correlation amongst the covariance structure. The posterior moments of all relevant parameters of interest are calculated based upon numerical results via a Markov chain Monte Carlo procedure. The Metropolis-Hastings-within-Gibbs algorithm is invoked to account for the construction of a proposal density that closely matches the shape of the target posterior distribution. As an application of the proposed technique, we investigate a multiple regression based upon the 1980 High School and Beyond Survey.

  16. Multivariate pluvial flood damage models

    International Nuclear Information System (INIS)

    Van Ootegem, Luc; Verhofstadt, Elsy; Van Herck, Kristine; Creten, Tom

    2015-01-01

    Depth–damage-functions, relating the monetary flood damage to the depth of the inundation, are commonly used in the case of fluvial floods (floods caused by a river overflowing). We construct four multivariate damage models for pluvial floods (caused by extreme rainfall) by differentiating on the one hand between ground floor floods and basement floods and on the other hand between damage to residential buildings and damage to housing contents. We do not only take into account the effect of flood-depth on damage, but also incorporate the effects of non-hazard indicators (building characteristics, behavioural indicators and socio-economic variables). By using a Tobit-estimation technique on identified victims of pluvial floods in Flanders (Belgium), we take into account the effect of cases of reported zero damage. Our results show that the flood depth is an important predictor of damage, but with a diverging impact between ground floor floods and basement floods. Also non-hazard indicators are important. For example being aware of the risk just before the water enters the building reduces content damage considerably, underlining the importance of warning systems and policy in this case of pluvial floods. - Highlights: • Prediction of damage of pluvial floods using also non-hazard information • We include ‘no damage cases’ using a Tobit model. • The damage of flood depth is stronger for ground floor than for basement floods. • Non-hazard indicators are especially important for content damage. • Potential gain of policies that increase awareness of flood risks

  17. Multivariate pluvial flood damage models

    Energy Technology Data Exchange (ETDEWEB)

    Van Ootegem, Luc [HIVA — University of Louvain (Belgium); SHERPPA — Ghent University (Belgium); Verhofstadt, Elsy [SHERPPA — Ghent University (Belgium); Van Herck, Kristine; Creten, Tom [HIVA — University of Louvain (Belgium)

    2015-09-15

    Depth–damage-functions, relating the monetary flood damage to the depth of the inundation, are commonly used in the case of fluvial floods (floods caused by a river overflowing). We construct four multivariate damage models for pluvial floods (caused by extreme rainfall) by differentiating on the one hand between ground floor floods and basement floods and on the other hand between damage to residential buildings and damage to housing contents. We do not only take into account the effect of flood-depth on damage, but also incorporate the effects of non-hazard indicators (building characteristics, behavioural indicators and socio-economic variables). By using a Tobit-estimation technique on identified victims of pluvial floods in Flanders (Belgium), we take into account the effect of cases of reported zero damage. Our results show that the flood depth is an important predictor of damage, but with a diverging impact between ground floor floods and basement floods. Also non-hazard indicators are important. For example being aware of the risk just before the water enters the building reduces content damage considerably, underlining the importance of warning systems and policy in this case of pluvial floods. - Highlights: • Prediction of damage of pluvial floods using also non-hazard information • We include ‘no damage cases’ using a Tobit model. • The damage of flood depth is stronger for ground floor than for basement floods. • Non-hazard indicators are especially important for content damage. • Potential gain of policies that increase awareness of flood risks.

  18. linear-quadratic-linear model

    Directory of Open Access Journals (Sweden)

    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.

  19. The value of multivariate model sophistication

    DEFF Research Database (Denmark)

    Rombouts, Jeroen; Stentoft, Lars; Violante, Francesco

    2014-01-01

    We assess the predictive accuracies of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set of 444 multivariate models that differ in their spec....... In addition to investigating the value of model sophistication in terms of dollar losses directly, we also use the model confidence set approach to statistically infer the set of models that delivers the best pricing performances.......We assess the predictive accuracies of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set of 444 multivariate models that differ...

  20. Multivariate Heteroscedasticity Models for Functional Brain Connectivity

    Directory of Open Access Journals (Sweden)

    Christof Seiler

    2017-12-01

    Full Text Available Functional brain connectivity is the co-occurrence of brain activity in different areas during resting and while doing tasks. The data of interest are multivariate timeseries measured simultaneously across brain parcels using resting-state fMRI (rfMRI. We analyze functional connectivity using two heteroscedasticity models. Our first model is low-dimensional and scales linearly in the number of brain parcels. Our second model scales quadratically. We apply both models to data from the Human Connectome Project (HCP comparing connectivity between short and conventional sleepers. We find stronger functional connectivity in short than conventional sleepers in brain areas consistent with previous findings. This might be due to subjects falling asleep in the scanner. Consequently, we recommend the inclusion of average sleep duration as a covariate to remove unwanted variation in rfMRI studies. A power analysis using the HCP data shows that a sample size of 40 detects 50% of the connectivity at a false discovery rate of 20%. We provide implementations using R and the probabilistic programming language Stan.

  1. On The Structure of The Inverse of a Linear Constant Multivariable ...

    African Journals Online (AJOL)

    On The Structure of The Inverse of a Linear Constant Multivariable System. ... It is shown that the use of this representation has certain advantages in the design of multivariable feedback systems. typical examples were considered to indicate the corresponding application. Keywords: Stability Functions, multivariable ...

  2. Linear models with R

    CERN Document Server

    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

  3. Ranking multivariate GARCH models by problem dimension

    NARCIS (Netherlands)

    M. Caporin (Massimiliano); M.J. McAleer (Michael)

    2010-01-01

    textabstractIn the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. The two most widely known and used are the Scalar BEKK model of Engle and Kroner (1995) and Ding and Engle (2001), and the DCC model of Engle (2002). Some recent research has begun to

  4. Foundations of linear and generalized linear models

    CERN Document Server

    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,

  5. Modelling the Covariance Structure in Marginal Multivariate Count Models

    DEFF Research Database (Denmark)

    Bonat, W. H.; Olivero, J.; Grande-Vega, M.

    2017-01-01

    The main goal of this article is to present a flexible statistical modelling framework to deal with multivariate count data along with longitudinal and repeated measures structures. The covariance structure for each response variable is defined in terms of a covariance link function combined...... be used to indicate whether there was statistical evidence of a decline in blue duikers and other species hunted during the study period. Determining whether observed drops in the number of animals hunted are indeed true is crucial to assess whether species depletion effects are taking place in exploited...... with a matrix linear predictor involving known matrices. In order to specify the joint covariance matrix for the multivariate response vector, the generalized Kronecker product is employed. We take into account the count nature of the data by means of the power dispersion function associated with the Poisson...

  6. Preliminary Multivariable Cost Model for Space Telescopes

    Science.gov (United States)

    Stahl, H. Philip

    2010-01-01

    Parametric cost models are routinely used to plan missions, compare concepts and justify technology investments. Previously, the authors published two single variable cost models based on 19 flight missions. The current paper presents the development of a multi-variable space telescopes cost model. The validity of previously published models are tested. Cost estimating relationships which are and are not significant cost drivers are identified. And, interrelationships between variables are explored

  7. Dimension of linear models

    DEFF Research Database (Denmark)

    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....

  8. Exploring multivariate representations of indices along linear geographic features

    Science.gov (United States)

    Bleisch, Susanne; Hollenstein, Daria

    2018-05-01

    A study of the walkability of a Swiss town required finding suitable representations of multivariate geographical da-ta. The goal was to represent multiple indices of walkability concurrently and visualizing the data along the street network it relates to. Different indices of pedestrian friendliness were assessed for short street sections and then mapped to an overlaid grid. Basic and composite glyphs were designed using square- or triangle-areas to display one to four index values concurrently within the grid structure. Color was used to indicate different indices. Implement-ing visualizations for different combinations of index sets, we find that single values can be emphasized or de-emphasized by selecting the color scheme accordingly and that different color selections either allow perceiving sin-gle values or overall trends over the evaluated area. Values for up to four indices can be displayed in combination within the resulting geovisualizations and the underlying gridded road network references the data to its real world locations.

  9. 重複觀測量數之分析:多群體多變項線性成長模式的估計Data Analysis of Repeated Measures: Estimating a Multi-Group Multivariate Linear Growth Model

    Directory of Open Access Journals (Sweden)

    溫福星 Fur-Hsing Wen

    2012-03-01

    Full Text Available 本研究利用「台灣教育長期追蹤資料庫」的一般分析能力與數學分析能力的四波調查結果,配合男、女學生樣本進行多群體多條追蹤資料的線性成長模式估計。在考慮重複觀測資料誤差項在不同時點的變異數非同質與不同時點間的共變數非獨立情況下,以及男、女學生的不同成長軌跡,將誤差項結構設為無限制結構,利用虛擬變項交互項法與虛擬變項多樣本法同時估計不同性別、不同能力的線性成長軌跡變化。由於全部追蹤資料樣本存在遺失值的情形,本研究以階層線性模式(hierarchical linear modeling, HLM)軟體對完整資料2,806位學生進行分析,其估計結果發現,在完整資料的兩條成長軌跡模式中,男、女學生誤差項共變異數矩陣結構相同,但線性成長軌跡不恆等。除此之外,本文並對競爭模式比較的結果在文章最後進行討論並提出相關的建議。 This paper demonstrates the data analysis of the repeated measures from the Taiwan Education Panel Survey (TEPS. Based on the four data waves on the TEPS, we consider two abilities (general and mathematic and two population groups (male and female students to construct a multi-group multivariate linear growth model. Because the two-group multivariate repeated measures belong to the different populations and the different research variables, the residual terms of linear growth models may imply heterogeneity of the error covariance structure. We treat the error covariance structure as an unrestricted structure to compare the various types of models. The results from the HLM on the complete data (2,806 students reveal that the male and female students in this study have the same error covariance structure but have distinct linear growth trajectories. In addition, comparisons of the competitive models and related suggestions are discussed in the results and conclusion

  10. Linear and kernel methods for multivariate change detection

    DEFF Research Database (Denmark)

    Canty, Morton J.; Nielsen, Allan Aasbjerg

    2012-01-01

    ), as well as maximum autocorrelation factor (MAF) and minimum noise fraction (MNF) analyses of IR-MAD images, both linear and kernel-based (nonlinear), may further enhance change signals relative to no-change background. IDL (Interactive Data Language) implementations of IR-MAD, automatic radiometric...... normalization, and kernel PCA/MAF/MNF transformations are presented that function as transparent and fully integrated extensions of the ENVI remote sensing image analysis environment. The train/test approach to kernel PCA is evaluated against a Hebbian learning procedure. Matlab code is also available...... that allows fast data exploration and experimentation with smaller datasets. New, multiresolution versions of IR-MAD that accelerate convergence and that further reduce no-change background noise are introduced. Computationally expensive matrix diagonalization and kernel image projections are programmed...

  11. High-throughput quantitative biochemical characterization of algal biomass by NIR spectroscopy; multiple linear regression and multivariate linear regression analysis.

    Science.gov (United States)

    Laurens, L M L; Wolfrum, E J

    2013-12-18

    One of the challenges associated with microalgal biomass characterization and the comparison of microalgal strains and conversion processes is the rapid determination of the composition of algae. We have developed and applied a high-throughput screening technology based on near-infrared (NIR) spectroscopy for the rapid and accurate determination of algal biomass composition. We show that NIR spectroscopy can accurately predict the full composition using multivariate linear regression analysis of varying lipid, protein, and carbohydrate content of algal biomass samples from three strains. We also demonstrate a high quality of predictions of an independent validation set. A high-throughput 96-well configuration for spectroscopy gives equally good prediction relative to a ring-cup configuration, and thus, spectra can be obtained from as little as 10-20 mg of material. We found that lipids exhibit a dominant, distinct, and unique fingerprint in the NIR spectrum that allows for the use of single and multiple linear regression of respective wavelengths for the prediction of the biomass lipid content. This is not the case for carbohydrate and protein content, and thus, the use of multivariate statistical modeling approaches remains necessary.

  12. Multivariate Option Pricing Using Dynamic Copula Models

    NARCIS (Netherlands)

    van den Goorbergh, R.W.J.; Genest, C.; Werker, B.J.M.

    2003-01-01

    This paper examines the behavior of multivariate option prices in the presence of association between the underlying assets.Parametric families of copulas offering various alternatives to the normal dependence structure are used to model this association, which is explicitly assumed to vary over

  13. Interpretability of Multivariate Brain Maps in Linear Brain Decoding: Definition, and Heuristic Quantification in Multivariate Analysis of MEG Time-Locked Effects.

    Science.gov (United States)

    Kia, Seyed Mostafa; Vega Pons, Sandro; Weisz, Nathan; Passerini, Andrea

    2016-01-01

    Brain decoding is a popular multivariate approach for hypothesis testing in neuroimaging. Linear classifiers are widely employed in the brain decoding paradigm to discriminate among experimental conditions. Then, the derived linear weights are visualized in the form of multivariate brain maps to further study spatio-temporal patterns of underlying neural activities. It is well known that the brain maps derived from weights of linear classifiers are hard to interpret because of high correlations between predictors, low signal to noise ratios, and the high dimensionality of neuroimaging data. Therefore, improving the interpretability of brain decoding approaches is of primary interest in many neuroimaging studies. Despite extensive studies of this type, at present, there is no formal definition for interpretability of multivariate brain maps. As a consequence, there is no quantitative measure for evaluating the interpretability of different brain decoding methods. In this paper, first, we present a theoretical definition of interpretability in brain decoding; we show that the interpretability of multivariate brain maps can be decomposed into their reproducibility and representativeness. Second, as an application of the proposed definition, we exemplify a heuristic for approximating the interpretability in multivariate analysis of evoked magnetoencephalography (MEG) responses. Third, we propose to combine the approximated interpretability and the generalization performance of the brain decoding into a new multi-objective criterion for model selection. Our results, for the simulated and real MEG data, show that optimizing the hyper-parameters of the regularized linear classifier based on the proposed criterion results in more informative multivariate brain maps. More importantly, the presented definition provides the theoretical background for quantitative evaluation of interpretability, and hence, facilitates the development of more effective brain decoding algorithms

  14. Modeling Covariance Breakdowns in Multivariate GARCH

    OpenAIRE

    Jin, Xin; Maheu, John M

    2014-01-01

    This paper proposes a flexible way of modeling dynamic heterogeneous covariance breakdowns in multivariate GARCH (MGARCH) models. During periods of normal market activity, volatility dynamics are governed by an MGARCH specification. A covariance breakdown is any significant temporary deviation of the conditional covariance matrix from its implied MGARCH dynamics. This is captured through a flexible stochastic component that allows for changes in the conditional variances, covariances and impl...

  15. Non-linear multivariable predictive control of an alcoholic fermentation process using functional link networks

    Directory of Open Access Journals (Sweden)

    Luiz Augusto da Cruz Meleiro

    2005-06-01

    Full Text Available In this work a MIMO non-linear predictive controller was developed for an extractive alcoholic fermentation process. The internal model of the controller was represented by two MISO Functional Link Networks (FLNs, identified using simulated data generated from a deterministic mathematical model whose kinetic parameters were determined experimentally. The FLN structure presents as advantages fast training and guaranteed convergence, since the estimation of the weights is a linear optimization problem. Besides, the elimination of non-significant weights generates parsimonious models, which allows for fast execution in an MPC-based algorithm. The proposed algorithm showed good potential in identification and control of non-linear processes.Neste trabalho um controlador preditivo não linear multivariável foi desenvolvido para um processo de fermentação alcoólica extrativa. O modelo interno do controlador foi representado por duas redes do tipo Functional Link (FLN, identificadas usando dados de simulação gerados a partir de um modelo validado experimentalmente. A estrutura FLN apresenta como vantagem o treinamento rápido e convergência garantida, já que a estimação dos seus pesos é um problema de otimização linear. Além disso, a eliminação de pesos não significativos gera modelos parsimoniosos, o que permite a rápida execução em algoritmos de controle preditivo baseado em modelo. Os resultados mostram que o algoritmo proposto tem grande potencial para identificação e controle de processos não lineares.

  16. A generalized multivariate regression model for modelling ocean wave heights

    Science.gov (United States)

    Wang, X. L.; Feng, Y.; Swail, V. R.

    2012-04-01

    In this study, a generalized multivariate linear regression model is developed to represent the relationship between 6-hourly ocean significant wave heights (Hs) and the corresponding 6-hourly mean sea level pressure (MSLP) fields. The model is calibrated using the ERA-Interim reanalysis of Hs and MSLP fields for 1981-2000, and is validated using the ERA-Interim reanalysis for 2001-2010 and ERA40 reanalysis of Hs and MSLP for 1958-2001. The performance of the fitted model is evaluated in terms of Pierce skill score, frequency bias index, and correlation skill score. Being not normally distributed, wave heights are subjected to a data adaptive Box-Cox transformation before being used in the model fitting. Also, since 6-hourly data are being modelled, lag-1 autocorrelation must be and is accounted for. The models with and without Box-Cox transformation, and with and without accounting for autocorrelation, are inter-compared in terms of their prediction skills. The fitted MSLP-Hs relationship is then used to reconstruct historical wave height climate from the 6-hourly MSLP fields taken from the Twentieth Century Reanalysis (20CR, Compo et al. 2011), and to project possible future wave height climates using CMIP5 model simulations of MSLP fields. The reconstructed and projected wave heights, both seasonal means and maxima, are subject to a trend analysis that allows for non-linear (polynomial) trends.

  17. A Multivariate Approach to Functional Neuro Modeling

    DEFF Research Database (Denmark)

    Mørch, Niels J.S.

    1998-01-01

    by the application of linear and more flexible, nonlinear microscopic regression models to a real-world dataset. The dependency of model performance, as quantified by generalization error, on model flexibility and training set size is demonstrated, leading to the important realization that no uniformly optimal model......, provides the basis for a generalization theoretical framework relating model performance to model complexity and dataset size. Briefly summarized the major topics discussed in the thesis include: - An introduction of the representation of functional datasets by pairs of neuronal activity patterns...... exists. - Model visualization and interpretation techniques. The simplicity of this task for linear models contrasts the difficulties involved when dealing with nonlinear models. Finally, a visualization technique for nonlinear models is proposed. A single observation emerges from the thesis...

  18. Dimension of linear models

    DEFF Research Database (Denmark)

    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...

  19. AN APPLICATION OF FUNCTIONAL MULTIVARIATE REGRESSION MODEL TO MULTICLASS CLASSIFICATION

    OpenAIRE

    Krzyśko, Mirosław; Smaga, Łukasz

    2017-01-01

    In this paper, the scale response functional multivariate regression model is considered. By using the basis functions representation of functional predictors and regression coefficients, this model is rewritten as a multivariate regression model. This representation of the functional multivariate regression model is used for multiclass classification for multivariate functional data. Computational experiments performed on real labelled data sets demonstrate the effectiveness of the proposed ...

  20. Multivariate linear regression of high-dimensional fMRI data with multiple target variables.

    Science.gov (United States)

    Valente, Giancarlo; Castellanos, Agustin Lage; Vanacore, Gianluca; Formisano, Elia

    2014-05-01

    Multivariate regression is increasingly used to study the relation between fMRI spatial activation patterns and experimental stimuli or behavioral ratings. With linear models, informative brain locations are identified by mapping the model coefficients. This is a central aspect in neuroimaging, as it provides the sought-after link between the activity of neuronal populations and subject's perception, cognition or behavior. Here, we show that mapping of informative brain locations using multivariate linear regression (MLR) may lead to incorrect conclusions and interpretations. MLR algorithms for high dimensional data are designed to deal with targets (stimuli or behavioral ratings, in fMRI) separately, and the predictive map of a model integrates information deriving from both neural activity patterns and experimental design. Not accounting explicitly for the presence of other targets whose associated activity spatially overlaps with the one of interest may lead to predictive maps of troublesome interpretation. We propose a new model that can correctly identify the spatial patterns associated with a target while achieving good generalization. For each target, the training is based on an augmented dataset, which includes all remaining targets. The estimation on such datasets produces both maps and interaction coefficients, which are then used to generalize. The proposed formulation is independent of the regression algorithm employed. We validate this model on simulated fMRI data and on a publicly available dataset. Results indicate that our method achieves high spatial sensitivity and good generalization and that it helps disentangle specific neural effects from interaction with predictive maps associated with other targets. Copyright © 2013 Wiley Periodicals, Inc.

  1. The multivariate supOU stochastic volatility model

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole; Stelzer, Robert

    Using positive semidefinite supOU (superposition of Ornstein-Uhlenbeck type) processes to describe the volatility, we introduce a multivariate stochastic volatility model for financial data which is capable of modelling long range dependence effects. The finiteness of moments and the second order...... structure of the volatility, the log returns, as well as their "squares" are discussed in detail. Moreover, we give several examples in which long memory effects occur and study how the model as well as the simple Ornstein-Uhlenbeck type stochastic volatility model behave under linear transformations....... In particular, the models are shown to be preserved under invertible linear transformations. Finally, we discuss how (sup)OU stochastic volatility models can be combined with a factor modelling approach....

  2. Non linear viscoelastic models

    DEFF Research Database (Denmark)

    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....

  3. Answers to selected problems in multivariable calculus with linear algebra and series

    CERN Document Server

    Trench, William F

    1972-01-01

    Answers to Selected Problems in Multivariable Calculus with Linear Algebra and Series contains the answers to selected problems in linear algebra, the calculus of several variables, and series. Topics covered range from vectors and vector spaces to linear matrices and analytic geometry, as well as differential calculus of real-valued functions. Theorems and definitions are included, most of which are followed by worked-out illustrative examples.The problems and corresponding solutions deal with linear equations and matrices, including determinants; vector spaces and linear transformations; eig

  4. Multivariate Markov chain modeling for stock markets

    Science.gov (United States)

    Maskawa, Jun-ichi

    2003-06-01

    We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.

  5. Crane cabins' interior space multivariate anthropometric modeling.

    Science.gov (United States)

    Essdai, Ahmed; Spasojević Brkić, Vesna K; Golubović, Tamara; Brkić, Aleksandar; Popović, Vladimir

    2018-01-01

    Previous research has shown that today's crane cabins fail to meet the needs of a large proportion of operators. Performance and financial losses and effects on safety should not be overlooked as well. The first aim of this survey is to model the crane cabin interior space using up-to-date crane operator anthropometric data and to compare the multivariate and univariate method anthropometric models. The second aim of the paper is to define the crane cabin interior space dimensions that enable anthropometric convenience. To facilitate the cabin design, the anthropometric dimensions of 64 crane operators in the first sample and 19 more in the second sample were collected in Serbia. The multivariate anthropometric models, spanning 95% of the population on the basis of a set of 8 anthropometric dimensions, have been developed. The percentile method was also used on the same set of data. The dimensions of the interior space, necessary for the accommodation of the crane operator, are 1174×1080×1865 mm. The percentiles results for the 5th and 95th model are within the obtained dimensions. The results of this study may prove useful to crane cabin designers in eliminating anthropometric inconsistencies and improving the health of operators, but can also aid in improving the safety, performance and financial results of the companies where crane cabins operate.

  6. Validation of models with multivariate output

    International Nuclear Information System (INIS)

    Rebba, Ramesh; Mahadevan, Sankaran

    2006-01-01

    This paper develops metrics for validating computational models with experimental data, considering uncertainties in both. A computational model may generate multiple response quantities and the validation experiment might yield corresponding measured values. Alternatively, a single response quantity may be predicted and observed at different spatial and temporal points. Model validation in such cases involves comparison of multiple correlated quantities. Multiple univariate comparisons may give conflicting inferences. Therefore, aggregate validation metrics are developed in this paper. Both classical and Bayesian hypothesis testing are investigated for this purpose, using multivariate analysis. Since, commonly used statistical significance tests are based on normality assumptions, appropriate transformations are investigated in the case of non-normal data. The methodology is implemented to validate an empirical model for energy dissipation in lap joints under dynamic loading

  7. Real time computer control of a nonlinear Multivariable System via Linearization and Stability Analysis

    International Nuclear Information System (INIS)

    Raza, K.S.M.

    2004-01-01

    This paper demonstrates that if a complicated nonlinear, non-square, state-coupled multi variable system is smartly linearized and subjected to a thorough stability analysis then we can achieve our design objectives via a controller which will be quite simple (in term of resource usage and execution time) and very efficient (in terms of robustness). Further the aim is to implement this controller via computer in a real time environment. Therefore first a nonlinear mathematical model of the system is achieved. An intelligent work is done to decouple the multivariable system. Linearization and stability analysis techniques are employed for the development of a linearized and mathematically sound control law. Nonlinearities like the saturation in actuators are also been catered. The controller is then discretized using Runge-Kutta integration. Finally the discretized control law is programmed in a computer in a real time environment. The programme is done in RT -Linux using GNU C for the real time realization of the control scheme. The real time processes, like sampling and controlled actuation, and the non real time processes, like graphical user interface and display, are programmed as different tasks. The issue of inter process communication, between real time and non real time task is addressed quite carefully. The results of this research pursuit are presented graphically. (author)

  8. Nonparametric Bayes Modeling of Multivariate Categorical Data.

    Science.gov (United States)

    Dunson, David B; Xing, Chuanhua

    2012-01-01

    Modeling of multivariate unordered categorical (nominal) data is a challenging problem, particularly in high dimensions and cases in which one wishes to avoid strong assumptions about the dependence structure. Commonly used approaches rely on the incorporation of latent Gaussian random variables or parametric latent class models. The goal of this article is to develop a nonparametric Bayes approach, which defines a prior with full support on the space of distributions for multiple unordered categorical variables. This support condition ensures that we are not restricting the dependence structure a priori. We show this can be accomplished through a Dirichlet process mixture of product multinomial distributions, which is also a convenient form for posterior computation. Methods for nonparametric testing of violations of independence are proposed, and the methods are applied to model positional dependence within transcription factor binding motifs.

  9. Models and Inference for Multivariate Spatial Extremes

    KAUST Repository

    Vettori, Sabrina

    2017-12-07

    The development of flexible and interpretable statistical methods is necessary in order to provide appropriate risk assessment measures for extreme events and natural disasters. In this thesis, we address this challenge by contributing to the developing research field of Extreme-Value Theory. We initially study the performance of existing parametric and non-parametric estimators of extremal dependence for multivariate maxima. As the dimensionality increases, non-parametric estimators are more flexible than parametric methods but present some loss in efficiency that we quantify under various scenarios. We introduce a statistical tool which imposes the required shape constraints on non-parametric estimators in high dimensions, significantly improving their performance. Furthermore, by embedding the tree-based max-stable nested logistic distribution in the Bayesian framework, we develop a statistical algorithm that identifies the most likely tree structures representing the data\\'s extremal dependence using the reversible jump Monte Carlo Markov Chain method. A mixture of these trees is then used for uncertainty assessment in prediction through Bayesian model averaging. The computational complexity of full likelihood inference is significantly decreased by deriving a recursive formula for the nested logistic model likelihood. The algorithm performance is verified through simulation experiments which also compare different likelihood procedures. Finally, we extend the nested logistic representation to the spatial framework in order to jointly model multivariate variables collected across a spatial region. This situation emerges often in environmental applications but is not often considered in the current literature. Simulation experiments show that the new class of multivariate max-stable processes is able to detect both the cross and inner spatial dependence of a number of extreme variables at a relatively low computational cost, thanks to its Bayesian hierarchical

  10. A Regularized Linear Dynamical System Framework for Multivariate Time Series Analysis.

    Science.gov (United States)

    Liu, Zitao; Hauskrecht, Milos

    2015-01-01

    Linear Dynamical System (LDS) is an elegant mathematical framework for modeling and learning Multivariate Time Series (MTS). However, in general, it is difficult to set the dimension of an LDS's hidden state space. A small number of hidden states may not be able to model the complexities of a MTS, while a large number of hidden states can lead to overfitting. In this paper, we study learning methods that impose various regularization penalties on the transition matrix of the LDS model and propose a regularized LDS learning framework (rLDS) which aims to (1) automatically shut down LDSs' spurious and unnecessary dimensions, and consequently, address the problem of choosing the optimal number of hidden states; (2) prevent the overfitting problem given a small amount of MTS data; and (3) support accurate MTS forecasting. To learn the regularized LDS from data we incorporate a second order cone program and a generalized gradient descent method into the Maximum a Posteriori framework and use Expectation Maximization to obtain a low-rank transition matrix of the LDS model. We propose two priors for modeling the matrix which lead to two instances of our rLDS. We show that our rLDS is able to recover well the intrinsic dimensionality of the time series dynamics and it improves the predictive performance when compared to baselines on both synthetic and real-world MTS datasets.

  11. Multivariate Receptor Models for Spatially Correlated Multipollutant Data

    KAUST Repository

    Jun, Mikyoung; Park, Eun Sug

    2013-01-01

    The goal of multivariate receptor modeling is to estimate the profiles of major pollution sources and quantify their impacts based on ambient measurements of pollutants. Traditionally, multivariate receptor modeling has been applied to multiple air

  12. Matrix Tricks for Linear Statistical Models

    CERN Document Server

    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

  13. Multivariate moment closure techniques for stochastic kinetic models

    International Nuclear Information System (INIS)

    Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.

    2015-01-01

    Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs

  14. Multivariate moment closure techniques for stochastic kinetic models

    Energy Technology Data Exchange (ETDEWEB)

    Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)

    2015-09-07

    Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.

  15. Regularized multivariate regression models with skew-t error distributions

    KAUST Repository

    Chen, Lianfu

    2014-06-01

    We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both the regression coefficient and inverse scale matrices simultaneously. The sparsity is introduced through penalizing the negative log-likelihood by adding L1-penalties on the entries of the two matrices. Taking advantage of the hierarchical representation of skew-t distributions, and using the expectation conditional maximization (ECM) algorithm, we reduce the problem to penalized normal likelihood and develop a procedure to minimize the ensuing objective function. Using a simulation study the performance of the method is assessed, and the methodology is illustrated using a real data set with a 24-dimensional response vector. © 2014 Elsevier B.V.

  16. Emulating facial biomechanics using multivariate partial least squares surrogate models.

    Science.gov (United States)

    Wu, Tim; Martens, Harald; Hunter, Peter; Mithraratne, Kumar

    2014-11-01

    A detailed biomechanical model of the human face driven by a network of muscles is a useful tool in relating the muscle activities to facial deformations. However, lengthy computational times often hinder its applications in practical settings. The objective of this study is to replace precise but computationally demanding biomechanical model by a much faster multivariate meta-model (surrogate model), such that a significant speedup (to real-time interactive speed) can be achieved. Using a multilevel fractional factorial design, the parameter space of the biomechanical system was probed from a set of sample points chosen to satisfy maximal rank optimality and volume filling. The input-output relationship at these sampled points was then statistically emulated using linear and nonlinear, cross-validated, partial least squares regression models. It was demonstrated that these surrogate models can mimic facial biomechanics efficiently and reliably in real-time. Copyright © 2014 John Wiley & Sons, Ltd.

  17. A primer on linear models

    CERN Document Server

    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

  18. Using Patterns for Multivariate Monitoring and Feedback Control of Linear Accelerator Performance: Proof-of-Concept Research

    International Nuclear Information System (INIS)

    Cordes, Gail Adele; Van Ausdeln, Leo Anthony; Velasquez, Maria Elena

    2002-01-01

    The report discusses preliminary proof-of-concept research for using the Advanced Data Validation and Verification System (ADVVS), a new INEEL software package, to add validation and verification and multivariate feedback control to the operation of non-destructive analysis (NDA) equipment. The software is based on human cognition, the recognition of patterns and changes in patterns in time-related data. The first project applied ADVVS to monitor operations of a selectable energy linear electron accelerator, and showed how the software recognizes in real time any deviations from the optimal tune of the machine. The second project extended the software method to provide model-based multivariate feedback control for the same linear electron accelerator. The projects successfully demonstrated proof-of-concept for the applications and focused attention on the common application of intelligent information processing techniques

  19. Generalized multivariate Fokker-Planck equations derived from kinetic transport theory and linear nonequilibrium thermodynamics

    International Nuclear Information System (INIS)

    Frank, T.D.

    2002-01-01

    We study many particle systems in the context of mean field forces, concentration-dependent diffusion coefficients, generalized equilibrium distributions, and quantum statistics. Using kinetic transport theory and linear nonequilibrium thermodynamics we derive for these systems a generalized multivariate Fokker-Planck equation. It is shown that this Fokker-Planck equation describes relaxation processes, has stationary maximum entropy distributions, can have multiple stationary solutions and stationary solutions that differ from Boltzmann distributions

  20. Dynamic Linear Models with R

    CERN Document Server

    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.

  1. A short note on multivariate dependence modeling

    Czech Academy of Sciences Publication Activity Database

    Bína, V.; Jiroušek, Radim

    2013-01-01

    Roč. 49, č. 3 (2013), s. 420-432 ISSN 0023-5954 Grant - others:GA ČR(CZ) GAP403/12/2175 Program:GA Institutional support: RVO:67985556 Keywords : multivariate distribution * dependence * copula Subject RIV: IN - Informatics, Computer Science Impact factor: 0.563, year: 2013 http://library.utia.cas.cz/separaty/2014/MTR/jirousek-0427848.pdf

  2. Introduction to generalized linear models

    CERN Document Server

    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 ...

  3. Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models

    Science.gov (United States)

    Price, Larry R.

    2012-01-01

    The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…

  4. A Range-Based Multivariate Model for Exchange Rate Volatility

    NARCIS (Netherlands)

    B. Tims (Ben); R.J. Mahieu (Ronald)

    2003-01-01

    textabstractIn this paper we present a parsimonious multivariate model for exchange rate volatilities based on logarithmic high-low ranges of daily exchange rates. The multivariate stochastic volatility model divides the log range of each exchange rate into two independent latent factors, which are

  5. (Non) linear regression modelling

    NARCIS (Netherlands)

    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

  6. Explorative methods in linear models

    DEFF Research Database (Denmark)

    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....

  7. Fractional and multivariable calculus model building and optimization problems

    CERN Document Server

    Mathai, A M

    2017-01-01

    This textbook presents a rigorous approach to multivariable calculus in the context of model building and optimization problems. This comprehensive overview is based on lectures given at five SERC Schools from 2008 to 2012 and covers a broad range of topics that will enable readers to understand and create deterministic and nondeterministic models. Researchers, advanced undergraduate, and graduate students in mathematics, statistics, physics, engineering, and biological sciences will find this book to be a valuable resource for finding appropriate models to describe real-life situations. The first chapter begins with an introduction to fractional calculus moving on to discuss fractional integrals, fractional derivatives, fractional differential equations and their solutions. Multivariable calculus is covered in the second chapter and introduces the fundamentals of multivariable calculus (multivariable functions, limits and continuity, differentiability, directional derivatives and expansions of multivariable ...

  8. Modelling and Forecasting Multivariate Realized Volatility

    DEFF Research Database (Denmark)

    Chiriac, Roxana; Voev, Valeri

    . We provide an empirical application of the model, in which we show by means of stochastic dominance tests that the returns from an optimal portfolio based on the model's forecasts second-order dominate returns of portfolios optimized on the basis of traditional MGARCH models. This result implies...

  9. Generalized, Linear, and Mixed Models

    CERN Document Server

    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. Sparse Multivariate Modeling: Priors and Applications

    DEFF Research Database (Denmark)

    Henao, Ricardo

    This thesis presents a collection of statistical models that attempt to take advantage of every piece of prior knowledge available to provide the models with as much structure as possible. The main motivation for introducing these models is interpretability since in practice we want to be able...... a general yet self-contained description of every model in terms of generative assumptions, interpretability goals, probabilistic formulation and target applications. Case studies, benchmark results and practical details are also provided as appendices published elsewhere, containing reprints of peer...

  11. A Range-Based Multivariate Model for Exchange Rate Volatility

    OpenAIRE

    Tims, Ben; Mahieu, Ronald

    2003-01-01

    textabstractIn this paper we present a parsimonious multivariate model for exchange rate volatilities based on logarithmic high-low ranges of daily exchange rates. The multivariate stochastic volatility model divides the log range of each exchange rate into two independent latent factors, which are interpreted as the underlying currency specific components. Due to the normality of logarithmic volatilities the model can be estimated conveniently with standard Kalman filter techniques. Our resu...

  12. Global Nonlinear Model Identification with Multivariate Splines

    NARCIS (Netherlands)

    De Visser, C.C.

    2011-01-01

    At present, model based control systems play an essential role in many aspects of modern society. Application areas of model based control systems range from food processing to medical imaging, and from process control in oil refineries to the flight control systems of modern aircraft. Central to a

  13. A Multivariate Model of Physics Problem Solving

    Science.gov (United States)

    Taasoobshirazi, Gita; Farley, John

    2013-01-01

    A model of expertise in physics problem solving was tested on undergraduate science, physics, and engineering majors enrolled in an introductory-level physics course. Structural equation modeling was used to test hypothesized relationships among variables linked to expertise in physics problem solving including motivation, metacognitive planning,…

  14. Multivariate Non-Symmetric Stochastic Models for Spatial Dependence Models

    Science.gov (United States)

    Haslauer, C. P.; Bárdossy, A.

    2017-12-01

    A copula based multivariate framework allows more flexibility to describe different kind of dependences than what is possible using models relying on the confining assumption of symmetric Gaussian models: different quantiles can be modelled with a different degree of dependence; it will be demonstrated how this can be expected given process understanding. maximum likelihood based multivariate quantitative parameter estimation yields stable and reliable results; not only improved results in cross-validation based measures of uncertainty are obtained but also a more realistic spatial structure of uncertainty compared to second order models of dependence; as much information as is available is included in the parameter estimation: incorporation of censored measurements (e.g., below detection limit, or ones that are above the sensitive range of the measurement device) yield to more realistic spatial models; the proportion of true zeros can be jointly estimated with and distinguished from censored measurements which allow estimates about the age of a contaminant in the system; secondary information (categorical and on the rational scale) has been used to improve the estimation of the primary variable; These copula based multivariate statistical techniques are demonstrated based on hydraulic conductivity observations at the Borden (Canada) site, the MADE site (USA), and a large regional groundwater quality data-set in south-west Germany. Fields of spatially distributed K were simulated with identical marginal simulation, identical second order spatial moments, yet substantially differing solute transport characteristics when numerical tracer tests were performed. A statistical methodology is shown that allows the delineation of a boundary layer separating homogenous parts of a spatial data-set. The effects of this boundary layer (macro structure) and the spatial dependence of K (micro structure) on solute transport behaviour is shown.

  15. Modelling and Forecasting Multivariate Realized Volatility

    DEFF Research Database (Denmark)

    Halbleib, Roxana; Voev, Valeri

    2011-01-01

    This paper proposes a methodology for dynamic modelling and forecasting of realized covariance matrices based on fractionally integrated processes. The approach allows for flexible dependence patterns and automatically guarantees positive definiteness of the forecast. We provide an empirical appl...

  16. Multivariate Density Modeling for Retirement Finance

    OpenAIRE

    Rook, Christopher J.

    2017-01-01

    Prior to the financial crisis mortgage securitization models increased in sophistication as did products built to insure against losses. Layers of complexity formed upon a foundation that could not support it and as the foundation crumbled the housing market followed. That foundation was the Gaussian copula which failed to correctly model failure-time correlations of derivative securities in duress. In retirement, surveys suggest the greatest fear is running out of money and as retirement dec...

  17. Multivariable Wind Modeling in State Space

    DEFF Research Database (Denmark)

    Sichani, Mahdi Teimouri; Pedersen, B. J.

    2011-01-01

    Turbulence of the incoming wind field is of paramount importance to the dynamic response of wind turbines. Hence reliable stochastic models of the turbulence should be available from which time series can be generated for dynamic response and structural safety analysis. In the paper an empirical...... for the vector turbulence process incorporating its phase spectrum in one stage, and its results are compared with a conventional ARMA modeling method....... the succeeding state space and ARMA modeling of the turbulence rely on the positive definiteness of the cross-spectral density matrix, the problem with the non-positive definiteness of such matrices is at first addressed and suitable treatments regarding it are proposed. From the adjusted positive definite cross...

  18. A simplified parsimonious higher order multivariate Markov chain model

    Science.gov (United States)

    Wang, Chao; Yang, Chuan-sheng

    2017-09-01

    In this paper, a simplified parsimonious higher-order multivariate Markov chain model (SPHOMMCM) is presented. Moreover, parameter estimation method of TPHOMMCM is give. Numerical experiments shows the effectiveness of TPHOMMCM.

  19. A tridiagonal parsimonious higher order multivariate Markov chain model

    Science.gov (United States)

    Wang, Chao; Yang, Chuan-sheng

    2017-09-01

    In this paper, we present a tridiagonal parsimonious higher-order multivariate Markov chain model (TPHOMMCM). Moreover, estimation method of the parameters in TPHOMMCM is give. Numerical experiments illustrate the effectiveness of TPHOMMCM.

  20. Structural Equation Modeling of Multivariate Time Series

    Science.gov (United States)

    du Toit, Stephen H. C.; Browne, Michael W.

    2007-01-01

    The covariance structure of a vector autoregressive process with moving average residuals (VARMA) is derived. It differs from other available expressions for the covariance function of a stationary VARMA process and is compatible with current structural equation methodology. Structural equation modeling programs, such as LISREL, may therefore be…

  1. Multivariate Term Structure Models with Level and Heteroskedasticity Effects

    DEFF Research Database (Denmark)

    Christiansen, Charlotte

    2005-01-01

    The paper introduces and estimates a multivariate level-GARCH model for the long rate and the term-structure spread where the conditional volatility is proportional to the ãth power of the variable itself (level effects) and the conditional covariance matrix evolves according to a multivariate GA...... and the level model. GARCH effects are more important than level effects. The results are robust to the maturity of the interest rates. Udgivelsesdato: MAY...

  2. Multivariate Linear Regression and CART Regression Analysis of TBM Performance at Abu Hamour Phase-I Tunnel

    Science.gov (United States)

    Jakubowski, J.; Stypulkowski, J. B.; Bernardeau, F. G.

    2017-12-01

    The first phase of the Abu Hamour drainage and storm tunnel was completed in early 2017. The 9.5 km long, 3.7 m diameter tunnel was excavated with two Earth Pressure Balance (EPB) Tunnel Boring Machines from Herrenknecht. TBM operation processes were monitored and recorded by Data Acquisition and Evaluation System. The authors coupled collected TBM drive data with available information on rock mass properties, cleansed, completed with secondary variables and aggregated by weeks and shifts. Correlations and descriptive statistics charts were examined. Multivariate Linear Regression and CART regression tree models linking TBM penetration rate (PR), penetration per revolution (PPR) and field penetration index (FPI) with TBM operational and geotechnical characteristics were performed for the conditions of the weak/soft rock of Doha. Both regression methods are interpretable and the data were screened with different computational approaches allowing enriched insight. The primary goal of the analysis was to investigate empirical relations between multiple explanatory and responding variables, to search for best subsets of explanatory variables and to evaluate the strength of linear and non-linear relations. For each of the penetration indices, a predictive model coupling both regression methods was built and validated. The resultant models appeared to be stronger than constituent ones and indicated an opportunity for more accurate and robust TBM performance predictions.

  3. Preliminary Multi-Variable Parametric Cost Model for Space Telescopes

    Science.gov (United States)

    Stahl, H. Philip; Hendrichs, Todd

    2010-01-01

    This slide presentation reviews creating a preliminary multi-variable cost model for the contract costs of making a space telescope. There is discussion of the methodology for collecting the data, definition of the statistical analysis methodology, single variable model results, testing of historical models and an introduction of the multi variable models.

  4. Parameterized Linear Longitudinal Airship Model

    Science.gov (United States)

    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 High-Dimensional, Multivariate Copula Approach to Modeling Multivariate Agricultural Price Relationships and Tail Dependencies

    Science.gov (United States)

    Xuan Chi; Barry Goodwin

    2012-01-01

    Spatial and temporal relationships among agricultural prices have been an important topic of applied research for many years. Such research is used to investigate the performance of markets and to examine linkages up and down the marketing chain. This research has empirically evaluated price linkages by using correlation and regression models and, later, linear and...

  6. Wind Speed Prediction Using a Univariate ARIMA Model and a Multivariate NARX Model

    Directory of Open Access Journals (Sweden)

    Erasmo Cadenas

    2016-02-01

    Full Text Available Two on step ahead wind speed forecasting models were compared. A univariate model was developed using a linear autoregressive integrated moving average (ARIMA. This method’s performance is well studied for a large number of prediction problems. The other is a multivariate model developed using a nonlinear autoregressive exogenous artificial neural network (NARX. This uses the variables: barometric pressure, air temperature, wind direction and solar radiation or relative humidity, as well as delayed wind speed. Both models were developed from two databases from two sites: an hourly average measurements database from La Mata, Oaxaca, Mexico, and a ten minute average measurements database from Metepec, Hidalgo, Mexico. The main objective was to compare the impact of the various meteorological variables on the performance of the multivariate model of wind speed prediction with respect to the high performance univariate linear model. The NARX model gave better results with improvements on the ARIMA model of between 5.5% and 10. 6% for the hourly database and of between 2.3% and 12.8% for the ten minute database for mean absolute error and mean squared error, respectively.

  7. Univariate and Multivariate Specification Search Indices in Covariance Structure Modeling.

    Science.gov (United States)

    Hutchinson, Susan R.

    1993-01-01

    Simulated population data were used to compare relative performances of the modification index and C. Chou and P. M. Bentler's Lagrange multiplier test (a multivariate generalization of a modification index) for four levels of model misspecification. Both indices failed to recover the true model except at the lowest level of misspecification. (SLD)

  8. Multivariate operational risk: dependence modelling with Lévy copulas

    OpenAIRE

    Böcker, K. and Klüppelberg, C.

    2015-01-01

    Simultaneous modelling of operational risks occurring in different event type/business line cells poses the challenge for operational risk quantification. Invoking the new concept of L´evy copulas for dependence modelling yields simple approximations of high quality for multivariate operational VAR.

  9. Robust Ranking of Multivariate GARCH Models by Problem Dimension

    NARCIS (Netherlands)

    M. Caporin (Massimiliano); M.J. McAleer (Michael)

    2012-01-01

    textabstractDuring the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. Recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. We provide an empirical comparison of alternative MGARCH models,

  10. Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation

    NARCIS (Netherlands)

    M. Caporin (Massimiliano); M.J. McAleer (Michael)

    2011-01-01

    textabstractIn the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. Recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. In this paper, we provide an empirical comparison of a set of models,

  11. Decomposable log-linear models

    DEFF Research Database (Denmark)

    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...

  12. The simultaneous use of several pseudo-random binary sequences in the identification of linear multivariable dynamic systems

    International Nuclear Information System (INIS)

    Cummins, J.D.

    1965-02-01

    With several white noise sources the various transmission paths of a linear multivariable system may be determined simultaneously. This memorandum considers the restrictions on pseudo-random two state sequences to effect simultaneous identification of several transmission paths and the consequential rejection of cross-coupled signals in linear multivariable systems. The conditions for simultaneous identification are established by an example, which shows that the integration time required is large i.e. tends to infinity, as it does when white noise sources are used. (author)

  13. Linear and Generalized Linear Mixed Models and Their Applications

    CERN Document Server

    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

  14. Modeling rainfall-runoff relationship using multivariate GARCH model

    Science.gov (United States)

    Modarres, R.; Ouarda, T. B. M. J.

    2013-08-01

    The traditional hydrologic time series approaches are used for modeling, simulating and forecasting conditional mean of hydrologic variables but neglect their time varying variance or the second order moment. This paper introduces the multivariate Generalized Autoregressive Conditional Heteroscedasticity (MGARCH) modeling approach to show how the variance-covariance relationship between hydrologic variables varies in time. These approaches are also useful to estimate the dynamic conditional correlation between hydrologic variables. To illustrate the novelty and usefulness of MGARCH models in hydrology, two major types of MGARCH models, the bivariate diagonal VECH and constant conditional correlation (CCC) models are applied to show the variance-covariance structure and cdynamic correlation in a rainfall-runoff process. The bivariate diagonal VECH-GARCH(1,1) and CCC-GARCH(1,1) models indicated both short-run and long-run persistency in the conditional variance-covariance matrix of the rainfall-runoff process. The conditional variance of rainfall appears to have a stronger persistency, especially long-run persistency, than the conditional variance of streamflow which shows a short-lived drastic increasing pattern and a stronger short-run persistency. The conditional covariance and conditional correlation coefficients have different features for each bivariate rainfall-runoff process with different degrees of stationarity and dynamic nonlinearity. The spatial and temporal pattern of variance-covariance features may reflect the signature of different physical and hydrological variables such as drainage area, topography, soil moisture and ground water fluctuations on the strength, stationarity and nonlinearity of the conditional variance-covariance for a rainfall-runoff process.

  15. Multivariate Receptor Models for Spatially Correlated Multipollutant Data

    KAUST Repository

    Jun, Mikyoung

    2013-08-01

    The goal of multivariate receptor modeling is to estimate the profiles of major pollution sources and quantify their impacts based on ambient measurements of pollutants. Traditionally, multivariate receptor modeling has been applied to multiple air pollutant data measured at a single monitoring site or measurements of a single pollutant collected at multiple monitoring sites. Despite the growing availability of multipollutant data collected from multiple monitoring sites, there has not yet been any attempt to incorporate spatial dependence that may exist in such data into multivariate receptor modeling. We propose a spatial statistics extension of multivariate receptor models that enables us to incorporate spatial dependence into estimation of source composition profiles and contributions given the prespecified number of sources and the model identification conditions. The proposed method yields more precise estimates of source profiles by accounting for spatial dependence in the estimation. More importantly, it enables predictions of source contributions at unmonitored sites as well as when there are missing values at monitoring sites. The method is illustrated with simulated data and real multipollutant data collected from eight monitoring sites in Harris County, Texas. Supplementary materials for this article, including data and R code for implementing the methods, are available online on the journal web site. © 2013 Copyright Taylor and Francis Group, LLC.

  16. Critical elements on fitting the Bayesian multivariate Poisson Lognormal model

    Science.gov (United States)

    Zamzuri, Zamira Hasanah binti

    2015-10-01

    Motivated by a problem on fitting multivariate models to traffic accident data, a detailed discussion of the Multivariate Poisson Lognormal (MPL) model is presented. This paper reveals three critical elements on fitting the MPL model: the setting of initial estimates, hyperparameters and tuning parameters. These issues have not been highlighted in the literature. Based on simulation studies conducted, we have shown that to use the Univariate Poisson Model (UPM) estimates as starting values, at least 20,000 iterations are needed to obtain reliable final estimates. We also illustrated the sensitivity of the specific hyperparameter, which if it is not given extra attention, may affect the final estimates. The last issue is regarding the tuning parameters where they depend on the acceptance rate. Finally, a heuristic algorithm to fit the MPL model is presented. This acts as a guide to ensure that the model works satisfactorily given any data set.

  17. Multivariate Survival Mixed Models for Genetic Analysis of Longevity Traits

    DEFF Research Database (Denmark)

    Pimentel Maia, Rafael; Madsen, Per; Labouriau, Rodrigo

    2014-01-01

    A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented co...... applications. The methods presented are implemented in such a way that large and complex quantitative genetic data can be analyzed......A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented...... concentrates on longevity studies. The framework presented allows to combine models based on continuous time with models based on discrete time in a joint analysis. The continuous time models are approximations of the frailty model in which the hazard function will be assumed to be piece-wise constant...

  18. Multivariate Survival Mixed Models for Genetic Analysis of Longevity Traits

    DEFF Research Database (Denmark)

    Pimentel Maia, Rafael; Madsen, Per; Labouriau, Rodrigo

    2013-01-01

    A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented co...... applications. The methods presented are implemented in such a way that large and complex quantitative genetic data can be analyzed......A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented...... concentrates on longevity studies. The framework presented allows to combine models based on continuous time with models based on discrete time in a joint analysis. The continuous time models are approximations of the frailty model in which the hazard function will be assumed to be piece-wise constant...

  19. Multicollinearity in hierarchical linear models.

    Science.gov (United States)

    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.

  20. Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models

    OpenAIRE

    Martin Burda; Artem Prokhorov

    2012-01-01

    Bayesian nonparametric models based on infinite mixtures of density kernels have been recently gaining in popularity due to their flexibility and feasibility of implementation even in complicated modeling scenarios. In economics, they have been particularly useful in estimating nonparametric distributions of latent variables. However, these models have been rarely applied in more than one dimension. Indeed, the multivariate case suffers from the curse of dimensionality, with a rapidly increas...

  1. Multivariate Variance Targeting in the BEKK-GARCH Model

    DEFF Research Database (Denmark)

    Pedersen, Rasmus Søndergaard; Rahbek, Anders

    This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...

  2. Multivariate Variance Targeting in the BEKK-GARCH Model

    DEFF Research Database (Denmark)

    Pedersen, Rasmus Søndergaard; Rahbek, Anders

    2014-01-01

    This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...

  3. Multivariate Variance Targeting in the BEKK-GARCH Model

    DEFF Research Database (Denmark)

    Pedersen, Rasmus Søndergaard; Rahbek, Anders

    This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...

  4. Multivariate time series modeling of selected childhood diseases in ...

    African Journals Online (AJOL)

    This paper is focused on modeling the five most prevalent childhood diseases in Akwa Ibom State using a multivariate approach to time series. An aggregate of 78,839 reported cases of malaria, upper respiratory tract infection (URTI), Pneumonia, anaemia and tetanus were extracted from five randomly selected hospitals in ...

  5. Joint density of eigenvalues in spiked multivariate models.

    Science.gov (United States)

    Dharmawansa, Prathapasinghe; Johnstone, Iain M

    2014-01-01

    The classical methods of multivariate analysis are based on the eigenvalues of one or two sample covariance matrices. In many applications of these methods, for example to high dimensional data, it is natural to consider alternative hypotheses which are a low rank departure from the null hypothesis. For rank one alternatives, this note provides a representation for the joint eigenvalue density in terms of a single contour integral. This will be of use for deriving approximate distributions for likelihood ratios and 'linear' statistics used in testing.

  6. Modelling Loudspeaker Non-Linearities

    DEFF Research Database (Denmark)

    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...

  7. A joint model for multivariate hierarchical semicontinuous data with replications.

    Science.gov (United States)

    Kassahun-Yimer, Wondwosen; Albert, Paul S; Lipsky, Leah M; Nansel, Tonja R; Liu, Aiyi

    2017-01-01

    Longitudinal data are often collected in biomedical applications in such a way that measurements on more than one response are taken from a given subject repeatedly overtime. For some problems, these multiple profiles need to be modeled jointly to get insight on the joint evolution and/or association of these responses over time. In practice, such longitudinal outcomes may have many zeros that need to be accounted for in the analysis. For example, in dietary intake studies, as we focus on in this paper, some food components are eaten daily by almost all subjects, while others are consumed episodically, where individuals have time periods where they do not eat these components followed by periods where they do. These episodically consumed foods need to be adequately modeled to account for the many zeros that are encountered. In this paper, we propose a joint model to analyze multivariate hierarchical semicontinuous data characterized by many zeros and more than one replicate observations at each measurement occasion. This approach allows for different probability mechanisms for describing the zero behavior as compared with the mean intake given that the individual consumes the food. To deal with the potentially large number of multivariate profiles, we use a pairwise model fitting approach that was developed in the context of multivariate Gaussian random effects models with large number of multivariate components. The novelty of the proposed approach is that it incorporates: (1) multivariate, possibly correlated, response variables; (2) within subject correlation resulting from repeated measurements taken from each subject; (3) many zero observations; (4) overdispersion; and (5) replicate measurements at each visit time.

  8. Multivariate Product-Shot-noise Cox Point Process Models

    DEFF Research Database (Denmark)

    Jalilian, Abdollah; Guan, Yongtao; Mateu, Jorge

    We introduce a new multivariate product-shot-noise Cox process which is useful for model- ing multi-species spatial point patterns with clustering intra-specific interactions and neutral, negative or positive inter-specific interactions. The auto and cross pair correlation functions of the process...... can be obtained in closed analytical forms and approximate simulation of the process is straightforward. We use the proposed process to model interactions within and among five tree species in the Barro Colorado Island plot....

  9. Emulating facial biomechanics using multivariate partial least squares surrogate models

    OpenAIRE

    Martens, Harald; Wu, Tim; Hunter, Peter; Mithraratne, Kumar

    2014-01-01

    This is the author’s final, accepted and refereed manuscript to the article. Locked until 2015-05-06 A detailed biomechanical model of the human face driven by a network of muscles is a useful tool in relating the muscle activities to facial deformations. However, lengthy computational times often hinder its applications in practical settings. The objective of this study is to replace precise but computationally demanding biomechanical model by a much faster multivariate meta-mode...

  10. Collision prediction models using multivariate Poisson-lognormal regression.

    Science.gov (United States)

    El-Basyouny, Karim; Sayed, Tarek

    2009-07-01

    This paper advocates the use of multivariate Poisson-lognormal (MVPLN) regression to develop models for collision count data. The MVPLN approach presents an opportunity to incorporate the correlations across collision severity levels and their influence on safety analyses. The paper introduces a new multivariate hazardous location identification technique, which generalizes the univariate posterior probability of excess that has been commonly proposed and applied in the literature. In addition, the paper presents an alternative approach for quantifying the effect of the multivariate structure on the precision of expected collision frequency. The MVPLN approach is compared with the independent (separate) univariate Poisson-lognormal (PLN) models with respect to model inference, goodness-of-fit, identification of hot spots and precision of expected collision frequency. The MVPLN is modeled using the WinBUGS platform which facilitates computation of posterior distributions as well as providing a goodness-of-fit measure for model comparisons. The results indicate that the estimates of the extra Poisson variation parameters were considerably smaller under MVPLN leading to higher precision. The improvement in precision is due mainly to the fact that MVPLN accounts for the correlation between the latent variables representing property damage only (PDO) and injuries plus fatalities (I+F). This correlation was estimated at 0.758, which is highly significant, suggesting that higher PDO rates are associated with higher I+F rates, as the collision likelihood for both types is likely to rise due to similar deficiencies in roadway design and/or other unobserved factors. In terms of goodness-of-fit, the MVPLN model provided a superior fit than the independent univariate models. The multivariate hazardous location identification results demonstrated that some hazardous locations could be overlooked if the analysis was restricted to the univariate models.

  11. Heuristics for Teaching Multivariate General Linear Model Techniques.

    Science.gov (United States)

    Thompson, Bruce

    Hypothetical data sets are used to demonstrate how canonical correlation methods subsume other commonly utilized parametric methods. Analysis of variance, analysis of covariance, multiple analysis of variance, and multiple analysis of covariance are heavily used by educational researchers. It is concluded that researchers would do well to consider…

  12. TENSOR DECOMPOSITIONS AND SPARSE LOG-LINEAR MODELS

    Science.gov (United States)

    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

  13. Matrix algebra for linear models

    CERN Document Server

    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

  14. Music Genre Classification using the multivariate AR feature integration model

    DEFF Research Database (Denmark)

    Ahrendt, Peter; Meng, Anders

    2005-01-01

    informative decisions about musical genre. For the MIREX music genre contest several authors derive long time features based either on statistical moments and/or temporal structure in the short time features. In our contribution we model a segment (1.2 s) of short time features (texture) using a multivariate...... autoregressive model. Other authors have applied simpler statistical models such as the mean-variance model, which also has been included in several of this years MIREX submissions, see e.g. Tzanetakis (2005); Burred (2005); Bergstra et al. (2005); Lidy and Rauber (2005)....

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

    KAUST Repository

    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.

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

    KAUST Repository

    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.

  17. Identification of multivariate models for noise analysis of nuclear plant

    International Nuclear Information System (INIS)

    Zwingelstein, G.C.; Upadhyaya, B.R.

    1979-01-01

    During the normal operation of a pressurized water reactor, neutron noise analysis with multivariate autoregressive procedures in a valuable diagnostic tool to extract dynamic characteristics for incipient failure detection. The first part of the paper will describe in details the equations for estimating the multivariate autoregressive model matrices and the structure of various matrices. The matrices are estimated by solving a set of matrix operations, called Yule-Walker equations. The selection of optimal model order will also be discussed. Once the optimal parameter set is obtained, simple and fast calculations are used to determine the auto power spectral density, cross spectra, coherence function, phase. In addition the spectra may be decomposed into components being contributed from different noise sources. An application using neutron flux data collected on a nuclear plant will illustrate the efficiency of the method

  18. MULTIVARIATE MODEL FOR CORPORATE BANKRUPTCY PREDICTION IN ROMANIA

    OpenAIRE

    Daniel BRÎNDESCU – OLARIU

    2016-01-01

    The current paper proposes a methodology for bankruptcy prediction applicable for Romanian companies. Low bankruptcy frequencies registered in the past have limited the importance of bankruptcy prediction in Romania. The changes in the economic environment brought by the economic crisis, as well as by the entrance in the European Union, make the availability of performing bankruptcy assessment tools more important than ever before. The proposed methodology is centred on a multivariate model, ...

  19. Multivariable robust adaptive controller using reduced-order model

    Directory of Open Access Journals (Sweden)

    Wei Wang

    1990-04-01

    Full Text Available In this paper a multivariable robust adaptive controller is presented for a plant with bounded disturbances and unmodeled dynamics due to plant-model order mismatches. The robust stability of the closed-loop system is achieved by using the normalization technique and the least squares parameter estimation scheme with dead zones. The weighting polynomial matrices are incorporated into the control law, so that the open-loop unstable or/and nonminimum phase plants can be handled.

  20. Various forms of indexing HDMR for modelling multivariate classification problems

    Energy Technology Data Exchange (ETDEWEB)

    Aksu, Çağrı [Bahçeşehir University, Information Technologies Master Program, Beşiktaş, 34349 İstanbul (Turkey); Tunga, M. Alper [Bahçeşehir University, Software Engineering Department, Beşiktaş, 34349 İstanbul (Turkey)

    2014-12-10

    The Indexing HDMR method was recently developed for modelling multivariate interpolation problems. The method uses the Plain HDMR philosophy in partitioning the given multivariate data set into less variate data sets and then constructing an analytical structure through these partitioned data sets to represent the given multidimensional problem. Indexing HDMR makes HDMR be applicable to classification problems having real world data. Mostly, we do not know all possible class values in the domain of the given problem, that is, we have a non-orthogonal data structure. However, Plain HDMR needs an orthogonal data structure in the given problem to be modelled. In this sense, the main idea of this work is to offer various forms of Indexing HDMR to successfully model these real life classification problems. To test these different forms, several well-known multivariate classification problems given in UCI Machine Learning Repository were used and it was observed that the accuracy results lie between 80% and 95% which are very satisfactory.

  1. Multivariable Parametric Cost Model for Ground Optical Telescope Assembly

    Science.gov (United States)

    Stahl, H. Philip; Rowell, Ginger Holmes; Reese, Gayle; Byberg, Alicia

    2005-01-01

    A parametric cost model for ground-based telescopes is developed using multivariable statistical analysis of both engineering and performance parameters. While diameter continues to be the dominant cost driver, diffraction-limited wavelength is found to be a secondary driver. Other parameters such as radius of curvature are examined. The model includes an explicit factor for primary mirror segmentation and/or duplication (i.e., multi-telescope phased-array systems). Additionally, single variable models Based on aperture diameter are derived.

  2. Multivariable Parametric Cost Model for Ground Optical: Telescope Assembly

    Science.gov (United States)

    Stahl, H. Philip; Rowell, Ginger Holmes; Reese, Gayle; Byberg, Alicia

    2004-01-01

    A parametric cost model for ground-based telescopes is developed using multi-variable statistical analysis of both engineering and performance parameters. While diameter continues to be the dominant cost driver, diffraction limited wavelength is found to be a secondary driver. Other parameters such as radius of curvature were examined. The model includes an explicit factor for primary mirror segmentation and/or duplication (i.e. multi-telescope phased-array systems). Additionally, single variable models based on aperture diameter were derived.

  3. application of Hierachical Linear Models

    African Journals Online (AJOL)

    Erna Kinsey

    The only drawback of applying. HLMs is ... structure of the data because it dictates the statistical techniques ..... either through visual inspection of histograms or frequency ... Bivariate/multivariate data cleaning procedures can also be impor-.

  4. A multivariate model for predicting segmental body composition.

    Science.gov (United States)

    Tian, Simiao; Mioche, Laurence; Denis, Jean-Baptiste; Morio, Béatrice

    2013-12-01

    The aims of the present study were to propose a multivariate model for predicting simultaneously body, trunk and appendicular fat and lean masses from easily measured variables and to compare its predictive capacity with that of the available univariate models that predict body fat percentage (BF%). The dual-energy X-ray absorptiometry (DXA) dataset (52% men and 48% women) with White, Black and Hispanic ethnicities (1999-2004, National Health and Nutrition Examination Survey) was randomly divided into three sub-datasets: a training dataset (TRD), a test dataset (TED); a validation dataset (VAD), comprising 3835, 1917 and 1917 subjects. For each sex, several multivariate prediction models were fitted from the TRD using age, weight, height and possibly waist circumference. The most accurate model was selected from the TED and then applied to the VAD and a French DXA dataset (French DB) (526 men and 529 women) to assess the prediction accuracy in comparison with that of five published univariate models, for which adjusted formulas were re-estimated using the TRD. Waist circumference was found to improve the prediction accuracy, especially in men. For BF%, the standard error of prediction (SEP) values were 3.26 (3.75) % for men and 3.47 (3.95)% for women in the VAD (French DB), as good as those of the adjusted univariate models. Moreover, the SEP values for the prediction of body and appendicular lean masses ranged from 1.39 to 2.75 kg for both the sexes. The prediction accuracy was best for age < 65 years, BMI < 30 kg/m2 and the Hispanic ethnicity. The application of our multivariate model to large populations could be useful to address various public health issues.

  5. Nonabelian Gauged Linear Sigma Model

    Institute of Scientific and Technical Information of China (English)

    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.

  6. Multivariate genetic divergence among sugarcane clones by multivariate analysis associated with mixed models

    Directory of Open Access Journals (Sweden)

    Valéria Rosa Lopes

    2014-02-01

    Full Text Available This work had the aim to evaluate the genetic divergence in sugarcane clones using the methodology of graphic dispersion by principal components analysis associated to linear mixed models, indentifying the more divergent and productive genotypes with more precision, for a subsequent combination. 138 sugarcane clones of the RB97 series of the Sugarcane Breeding Program of the Universidade Federal do Parana, more two standard cultivars were evaluated in three environments, with two replications. The two first components explained 96% of the total variation, sufficiently for explaining the divergence found. The variable that contributed the most to de divergence was kilogram of brix per plot (BKP followed by brix, mass of 10 stalks and number of stalks per plot. The more divergent sugarcane clones were RB975008, RB975112, RB975019, RB975153 and RB975067 and the more productive clones were RB975269, RB977533, RB975102, RB975317 and RB975038.

  7. A Cyber-Attack Detection Model Based on Multivariate Analyses

    Science.gov (United States)

    Sakai, Yuto; Rinsaka, Koichiro; Dohi, Tadashi

    In the present paper, we propose a novel cyber-attack detection model based on two multivariate-analysis methods to the audit data observed on a host machine. The statistical techniques used here are the well-known Hayashi's quantification method IV and cluster analysis method. We quantify the observed qualitative audit event sequence via the quantification method IV, and collect similar audit event sequence in the same groups based on the cluster analysis. It is shown in simulation experiments that our model can improve the cyber-attack detection accuracy in some realistic cases where both normal and attack activities are intermingled.

  8. Algorithm of Dynamic Model Structural Identification of the Multivariable Plant

    Directory of Open Access Journals (Sweden)

    Л.М. Блохін

    2004-02-01

    Full Text Available  The new algorithm of dynamic model structural identification of the multivariable stabilized plant with observable and unobservable disturbances in the regular operating  modes is offered in this paper. With the help of the offered algorithm it is possible to define the “perturbed” models of dynamics not only of the plant, but also the dynamics characteristics of observable and unobservable casual disturbances taking into account the absence of correlation between themselves and control inputs with the unobservable perturbations.

  9. Multivariable model predictive control design of reactive distillation column for Dimethyl Ether production

    Science.gov (United States)

    Wahid, A.; Putra, I. G. E. P.

    2018-03-01

    Dimethyl ether (DME) as an alternative clean energy has attracted a growing attention in the recent years. DME production via reactive distillation has potential for capital cost and energy requirement savings. However, combination of reaction and distillation on a single column makes reactive distillation process a very complex multivariable system with high non-linearity of process and strong interaction between process variables. This study investigates a multivariable model predictive control (MPC) based on two-point temperature control strategy for the DME reactive distillation column to maintain the purities of both product streams. The process model is estimated by a first order plus dead time model. The DME and water purity is maintained by controlling a stage temperature in rectifying and stripping section, respectively. The result shows that the model predictive controller performed faster responses compared to conventional PI controller that are showed by the smaller ISE values. In addition, the MPC controller is able to handle the loop interactions well.

  10. Multivariable control system for dynamic PEM fuel cell model

    International Nuclear Information System (INIS)

    Tanislav, Vasile; Carcadea, Elena; Capris, Catalin; Culcer, Mihai; Raceanu, Mircea

    2010-01-01

    Full text: The main objective of this work was to develop a multivariable control system of robust type for a PEM fuel cells assembly. The system will be used in static and mobile applications for different values of power, generated by a fuel cell assembly of up to 10 kW. Intermediate steps were accomplished: a study of a multivariable control strategy for a PEM fuel cell assembly; a mathematic modeling of mass and heat transfer inside of fuel cell assembly, defining the response function to hydrogen and oxygen/air mass flow and inlet pressure changes; a testing stand for fuel cell assembly; experimental determinations of transient response for PEM fuel cell assembly, and more others. To define the multivariable control system for a PEM fuel cell assembly the parameters describing the system were established. Also, there were defined the generic mass and energy balance equations as functions of derivative of m i , in and m i , out , representing the mass going into and out from the fuel cell, while Q in is the enthalpy and Q out is the enthalpy of the unused reactant gases and heat produced by the product, Q dis is the heat dissipated to the surroundings, Q c is the heat taken away from the stack by active cooling and W el is the electricity generated. (authors)

  11. Multivariate longitudinal data analysis with mixed effects hidden Markov models.

    Science.gov (United States)

    Raffa, Jesse D; Dubin, Joel A

    2015-09-01

    Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. © 2015, The International Biometric Society.

  12. Preference learning with evolutionary Multivariate Adaptive Regression Spline model

    DEFF Research Database (Denmark)

    Abou-Zleikha, Mohamed; Shaker, Noor; Christensen, Mads Græsbøll

    2015-01-01

    This paper introduces a novel approach for pairwise preference learning through combining an evolutionary method with Multivariate Adaptive Regression Spline (MARS). Collecting users' feedback through pairwise preferences is recommended over other ranking approaches as this method is more appealing...... for function approximation as well as being relatively easy to interpret. MARS models are evolved based on their efficiency in learning pairwise data. The method is tested on two datasets that collectively provide pairwise preference data of five cognitive states expressed by users. The method is analysed...

  13. Optimal model-free prediction from multivariate time series

    Science.gov (United States)

    Runge, Jakob; Donner, Reik V.; Kurths, Jürgen

    2015-05-01

    Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal preselection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used suboptimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Niño Southern Oscillation.

  14. Multivariate strategies in functional magnetic resonance imaging

    DEFF Research Database (Denmark)

    Hansen, Lars Kai

    2007-01-01

    We discuss aspects of multivariate fMRI modeling, including the statistical evaluation of multivariate models and means for dimensional reduction. In a case study we analyze linear and non-linear dimensional reduction tools in the context of a `mind reading' predictive multivariate fMRI model....

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

    International Nuclear Information System (INIS)

    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.

  16. Implementing Modifed Burg Algorithms in Multivariate Subset Autoregressive Modeling

    Directory of Open Access Journals (Sweden)

    A. Alexandre Trindade

    2003-02-01

    Full Text Available The large number of parameters in subset vector autoregressive models often leads one to procure fast, simple, and efficient alternatives or precursors to maximum likelihood estimation. We present the solution of the multivariate subset Yule-Walker equations as one such alternative. In recent work, Brockwell, Dahlhaus, and Trindade (2002, show that the Yule-Walker estimators can actually be obtained as a special case of a general recursive Burg-type algorithm. We illustrate the structure of this Algorithm, and discuss its implementation in a high-level programming language. Applications of the Algorithm in univariate and bivariate modeling are showcased in examples. Univariate and bivariate versions of the Algorithm written in Fortran 90 are included in the appendix, and their use illustrated.

  17. MULTIVARIATE MODEL FOR CORPORATE BANKRUPTCY PREDICTION IN ROMANIA

    Directory of Open Access Journals (Sweden)

    Daniel BRÎNDESCU – OLARIU

    2016-06-01

    Full Text Available The current paper proposes a methodology for bankruptcy prediction applicable for Romanian companies. Low bankruptcy frequencies registered in the past have limited the importance of bankruptcy prediction in Romania. The changes in the economic environment brought by the economic crisis, as well as by the entrance in the European Union, make the availability of performing bankruptcy assessment tools more important than ever before. The proposed methodology is centred on a multivariate model, developed through discriminant analysis. Financial ratios are employed as explanatory variables within the model. The study has included 53,252 yearly financial statements from the period 2007 – 2010, with the state of the companies being monitored until the end of 2012. It thus employs the largest sample ever used in Romanian research in the field of bankruptcy prediction, not targeting high levels of accuracy over isolated samples, but reliability and ease of use over the entire population.

  18. Nonlinear Modeling by Assembling Piecewise Linear Models

    Science.gov (United States)

    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.

  19. Improvement of a Robotic Manipulator Model Based on Multivariate Residual Modeling

    Directory of Open Access Journals (Sweden)

    Serge Gale

    2017-07-01

    Full Text Available A new method is presented for extending a dynamic model of a six degrees of freedom robotic manipulator. A non-linear multivariate calibration of input–output training data from several typical motion trajectories is carried out with the aim of predicting the model systematic output error at time (t + 1 from known input reference up till and including time (t. A new partial least squares regression (PLSR based method, nominal PLSR with interactions was developed and used to handle, unmodelled non-linearities. The performance of the new method is compared with least squares (LS. Different cross-validation schemes were compared in order to assess the sampling of the state space based on conventional trajectories. The method developed in the paper can be used as fault monitoring mechanism and early warning system for sensor failure. The results show that the suggested methods improves trajectory tracking performance of the robotic manipulator by extending the initial dynamic model of the manipulator.

  20. Clustering Multivariate Time Series Using Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Shima Ghassempour

    2014-03-01

    Full Text Available In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs, where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers.

  1. Linear Logistic Test Modeling with R

    Science.gov (United States)

    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…

  2. Models and analysis for multivariate failure time data

    Science.gov (United States)

    Shih, Joanna Huang

    The goal of this research is to develop and investigate models and analytic methods for multivariate failure time data. We compare models in terms of direct modeling of the margins, flexibility of dependency structure, local vs. global measures of association, and ease of implementation. In particular, we study copula models, and models produced by right neutral cumulative hazard functions and right neutral hazard functions. We examine the changes of association over time for families of bivariate distributions induced from these models by displaying their density contour plots, conditional density plots, correlation curves of Doksum et al, and local cross ratios of Oakes. We know that bivariate distributions with same margins might exhibit quite different dependency structures. In addition to modeling, we study estimation procedures. For copula models, we investigate three estimation procedures. the first procedure is full maximum likelihood. The second procedure is two-stage maximum likelihood. At stage 1, we estimate the parameters in the margins by maximizing the marginal likelihood. At stage 2, we estimate the dependency structure by fixing the margins at the estimated ones. The third procedure is two-stage partially parametric maximum likelihood. It is similar to the second procedure, but we estimate the margins by the Kaplan-Meier estimate. We derive asymptotic properties for these three estimation procedures and compare their efficiency by Monte-Carlo simulations and direct computations. For models produced by right neutral cumulative hazards and right neutral hazards, we derive the likelihood and investigate the properties of the maximum likelihood estimates. Finally, we develop goodness of fit tests for the dependency structure in the copula models. We derive a test statistic and its asymptotic properties based on the test of homogeneity of Zelterman and Chen (1988), and a graphical diagnostic procedure based on the empirical Bayes approach. We study the

  3. Multivariate Frequency-Severity Regression Models in Insurance

    Directory of Open Access Journals (Sweden)

    Edward W. Frees

    2016-02-01

    Full Text Available In insurance and related industries including healthcare, it is common to have several outcome measures that the analyst wishes to understand using explanatory variables. For example, in automobile insurance, an accident may result in payments for damage to one’s own vehicle, damage to another party’s vehicle, or personal injury. It is also common to be interested in the frequency of accidents in addition to the severity of the claim amounts. This paper synthesizes and extends the literature on multivariate frequency-severity regression modeling with a focus on insurance industry applications. Regression models for understanding the distribution of each outcome continue to be developed yet there now exists a solid body of literature for the marginal outcomes. This paper contributes to this body of literature by focusing on the use of a copula for modeling the dependence among these outcomes; a major advantage of this tool is that it preserves the body of work established for marginal models. We illustrate this approach using data from the Wisconsin Local Government Property Insurance Fund. This fund offers insurance protection for (i property; (ii motor vehicle; and (iii contractors’ equipment claims. In addition to several claim types and frequency-severity components, outcomes can be further categorized by time and space, requiring complex dependency modeling. We find significant dependencies for these data; specifically, we find that dependencies among lines are stronger than the dependencies between the frequency and average severity within each line.

  4. Hidden Markov latent variable models with multivariate longitudinal data.

    Science.gov (United States)

    Song, Xinyuan; Xia, Yemao; Zhu, Hongtu

    2017-03-01

    Cocaine addiction is chronic and persistent, and has become a major social and health problem in many countries. Existing studies have shown that cocaine addicts often undergo episodic periods of addiction to, moderate dependence on, or swearing off cocaine. Given its reversible feature, cocaine use can be formulated as a stochastic process that transits from one state to another, while the impacts of various factors, such as treatment received and individuals' psychological problems on cocaine use, may vary across states. This article develops a hidden Markov latent variable model to study multivariate longitudinal data concerning cocaine use from a California Civil Addict Program. The proposed model generalizes conventional latent variable models to allow bidirectional transition between cocaine-addiction states and conventional hidden Markov models to allow latent variables and their dynamic interrelationship. We develop a maximum-likelihood approach, along with a Monte Carlo expectation conditional maximization (MCECM) algorithm, to conduct parameter estimation. The asymptotic properties of the parameter estimates and statistics for testing the heterogeneity of model parameters are investigated. The finite sample performance of the proposed methodology is demonstrated by simulation studies. The application to cocaine use study provides insights into the prevention of cocaine use. © 2016, The International Biometric Society.

  5. Optimisation of Marine Boilers using Model-based Multivariable Control

    DEFF Research Database (Denmark)

    Solberg, Brian

    Traditionally, marine boilers have been controlled using classical single loop controllers. To optimise marine boiler performance, reduce new installation time and minimise the physical dimensions of these large steel constructions, a more comprehensive and coherent control strategy is needed....... This research deals with the application of advanced control to a specific class of marine boilers combining well-known design methods for multivariable systems. This thesis presents contributions for modelling and control of the one-pass smoke tube marine boilers as well as for hybrid systems control. Much...... of the focus has been directed towards water level control which is complicated by the nature of the disturbances acting on the system as well as by low frequency sensor noise. This focus was motivated by an estimated large potential to minimise the boiler geometry by reducing water level fluctuations...

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

    International Nuclear Information System (INIS)

    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

  7. A trust region approach with multivariate Padé model for optimal circuit design

    Science.gov (United States)

    Abdel-Malek, Hany L.; Ebid, Shaimaa E. K.; Mohamed, Ahmed S. A.

    2017-11-01

    Since the optimization process requires a significant number of consecutive function evaluations, it is recommended to replace the function by an easily evaluated approximation model during the optimization process. The model suggested in this article is based on a multivariate Padé approximation. This model is constructed using data points of ?, where ? is the number of parameters. The model is updated over a sequence of trust regions. This model avoids the slow convergence of linear models of ? and has features of quadratic models that need interpolation data points of ?. The proposed approach is tested by applying it to several benchmark problems. Yield optimization using such a direct method is applied to some practical circuit examples. Minimax solution leads to a suitable initial point to carry out the yield optimization process. The yield is optimized by the proposed derivative-free method for active and passive filter examples.

  8. Composite Linear Models | Division of Cancer Prevention

    Science.gov (United States)

    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

  9. Nonstationary multivariate modeling of cerebral autoregulation during hypercapnia.

    Science.gov (United States)

    Kostoglou, Kyriaki; Debert, Chantel T; Poulin, Marc J; Mitsis, Georgios D

    2014-05-01

    We examined the time-varying characteristics of cerebral autoregulation and hemodynamics during a step hypercapnic stimulus by using recursively estimated multivariate (two-input) models which quantify the dynamic effects of mean arterial blood pressure (ABP) and end-tidal CO2 tension (PETCO2) on middle cerebral artery blood flow velocity (CBFV). Beat-to-beat values of ABP and CBFV, as well as breath-to-breath values of PETCO2 during baseline and sustained euoxic hypercapnia were obtained in 8 female subjects. The multiple-input, single-output models used were based on the Laguerre expansion technique, and their parameters were updated using recursive least squares with multiple forgetting factors. The results reveal the presence of nonstationarities that confirm previously reported effects of hypercapnia on autoregulation, i.e. a decrease in the MABP phase lead, and suggest that the incorporation of PETCO2 as an additional model input yields less time-varying estimates of dynamic pressure autoregulation obtained from single-input (ABP-CBFV) models. Copyright © 2013 IPEM. Published by Elsevier Ltd. All rights reserved.

  10. Multivariate Birnbaum-Saunders Distributions: Modelling and Applications

    Directory of Open Access Journals (Sweden)

    Robert G. Aykroyd

    2018-03-01

    Full Text Available Since its origins and numerous applications in material science, the Birnbaum–Saunders family of distributions has now found widespread uses in some areas of the applied sciences such as agriculture, environment and medicine, as well as in quality control, among others. It is able to model varied data behaviour and hence provides a flexible alternative to the most usual distributions. The family includes Birnbaum–Saunders and log-Birnbaum–Saunders distributions in univariate and multivariate versions. There are now well-developed methods for estimation and diagnostics that allow in-depth analyses. This paper gives a detailed review of existing methods and of relevant literature, introducing properties and theoretical results in a systematic way. To emphasise the range of suitable applications, full analyses are included of examples based on regression and diagnostics in material science, spatial data modelling in agricultural engineering and control charts for environmental monitoring. However, potential future uses in new areas such as business, economics, finance and insurance are also discussed. This work is presented to provide a full tool-kit of novel statistical models and methods to encourage other researchers to implement them in these new areas. It is expected that the methods will have the same positive impact in the new areas as they have had elsewhere.

  11. Production optimisation in the petrochemical industry by hierarchical multivariate modelling

    Energy Technology Data Exchange (ETDEWEB)

    Andersson, Magnus; Furusjoe, Erik; Jansson, Aasa

    2004-06-01

    This project demonstrates the advantages of applying hierarchical multivariate modelling in the petrochemical industry in order to increase knowledge of the total process. The models indicate possible ways to optimise the process regarding the use of energy and raw material, which is directly linked to the environmental impact of the process. The refinery of Nynaes Refining AB (Goeteborg, Sweden) has acted as a demonstration site in this project. The models developed for the demonstration site resulted in: Detection of an unknown process disturbance and suggestions of possible causes; Indications on how to increase the yield in combination with energy savings; The possibility to predict product quality from on-line process measurements, making the results available at a higher frequency than customary laboratory analysis; Quantification of the gradually lowered efficiency of heat transfer in the furnace and increased fuel consumption as an effect of soot build-up on the furnace coils; Increased knowledge of the relation between production rate and the efficiency of the heat exchangers. This report is one of two reports from the project. It contains a technical discussion of the result with some degree of detail. A shorter and more easily accessible report is also available, see IVL report B1586-A.

  12. Influence assessment in censored mixed-effects models using the multivariate Student’s-t distribution

    Science.gov (United States)

    Matos, Larissa A.; Bandyopadhyay, Dipankar; Castro, Luis M.; Lachos, Victor H.

    2015-01-01

    In biomedical studies on HIV RNA dynamics, viral loads generate repeated measures that are often subjected to upper and lower detection limits, and hence these responses are either left- or right-censored. Linear and non-linear mixed-effects censored (LMEC/NLMEC) models are routinely used to analyse these longitudinal data, with normality assumptions for the random effects and residual errors. However, the derived inference may not be robust when these underlying normality assumptions are questionable, especially the presence of outliers and thick-tails. Motivated by this, Matos et al. (2013b) recently proposed an exact EM-type algorithm for LMEC/NLMEC models using a multivariate Student’s-t distribution, with closed-form expressions at the E-step. In this paper, we develop influence diagnostics for LMEC/NLMEC models using the multivariate Student’s-t density, based on the conditional expectation of the complete data log-likelihood. This partially eliminates the complexity associated with the approach of Cook (1977, 1986) for censored mixed-effects models. The new methodology is illustrated via an application to a longitudinal HIV dataset. In addition, a simulation study explores the accuracy of the proposed measures in detecting possible influential observations for heavy-tailed censored data under different perturbation and censoring schemes. PMID:26190871

  13. Multivariate Analysis and Modeling of Sediment Pollution Using Neural Network Models and Geostatistics

    Science.gov (United States)

    Golay, Jean; Kanevski, Mikhaïl

    2013-04-01

    The present research deals with the exploration and modeling of a complex dataset of 200 measurement points of sediment pollution by heavy metals in Lake Geneva. The fundamental idea was to use multivariate Artificial Neural Networks (ANN) along with geostatistical models and tools in order to improve the accuracy and the interpretability of data modeling. The results obtained with ANN were compared to those of traditional geostatistical algorithms like ordinary (co)kriging and (co)kriging with an external drift. Exploratory data analysis highlighted a great variety of relationships (i.e. linear, non-linear, independence) between the 11 variables of the dataset (i.e. Cadmium, Mercury, Zinc, Copper, Titanium, Chromium, Vanadium and Nickel as well as the spatial coordinates of the measurement points and their depth). Then, exploratory spatial data analysis (i.e. anisotropic variography, local spatial correlations and moving window statistics) was carried out. It was shown that the different phenomena to be modeled were characterized by high spatial anisotropies, complex spatial correlation structures and heteroscedasticity. A feature selection procedure based on General Regression Neural Networks (GRNN) was also applied to create subsets of variables enabling to improve the predictions during the modeling phase. The basic modeling was conducted using a Multilayer Perceptron (MLP) which is a workhorse of ANN. MLP models are robust and highly flexible tools which can incorporate in a nonlinear manner different kind of high-dimensional information. In the present research, the input layer was made of either two (spatial coordinates) or three neurons (when depth as auxiliary information could possibly capture an underlying trend) and the output layer was composed of one (univariate MLP) to eight neurons corresponding to the heavy metals of the dataset (multivariate MLP). MLP models with three input neurons can be referred to as Artificial Neural Networks with EXternal

  14. Optimal non-periodic inspection for a multivariate degradation model

    NARCIS (Netherlands)

    Barker, C.T.; Newby, M.J.

    2009-01-01

    We address the problem of determining inspection and maintenance strategy for a system whose state is described by a multivariate stochastic process. We relax and extend the usual approaches. The system state is a multivariate stochastic process, decisions are based on a performance measure defined

  15. Assessment of Genetic Heterogeneity in Structured Plant Populations Using Multivariate Whole-Genome Regression Models.

    Science.gov (United States)

    Lehermeier, Christina; Schön, Chris-Carolin; de Los Campos, Gustavo

    2015-09-01

    Plant breeding populations exhibit varying levels of structure and admixture; these features are likely to induce heterogeneity of marker effects across subpopulations. Traditionally, structure has been dealt with as a potential confounder, and various methods exist to "correct" for population stratification. However, these methods induce a mean correction that does not account for heterogeneity of marker effects. The animal breeding literature offers a few recent studies that consider modeling genetic heterogeneity in multibreed data, using multivariate models. However, these methods have received little attention in plant breeding where population structure can have different forms. In this article we address the problem of analyzing data from heterogeneous plant breeding populations, using three approaches: (a) a model that ignores population structure [A-genome-based best linear unbiased prediction (A-GBLUP)], (b) a stratified (i.e., within-group) analysis (W-GBLUP), and (c) a multivariate approach that uses multigroup data and accounts for heterogeneity (MG-GBLUP). The performance of the three models was assessed on three different data sets: a diversity panel of rice (Oryza sativa), a maize (Zea mays L.) half-sib panel, and a wheat (Triticum aestivum L.) data set that originated from plant breeding programs. The estimated genomic correlations between subpopulations varied from null to moderate, depending on the genetic distance between subpopulations and traits. Our assessment of prediction accuracy features cases where ignoring population structure leads to a parsimonious more powerful model as well as others where the multivariate and stratified approaches have higher predictive power. In general, the multivariate approach appeared slightly more robust than either the A- or the W-GBLUP. Copyright © 2015 by the Genetics Society of America.

  16. Complications from arteriovenous malformation radiosurgery: multivariate analysis and risk modeling

    International Nuclear Information System (INIS)

    Flickinger, John C.; Kondziolka, Douglas; Pollock, Bruce E.; Maitz, Ann H.; Lunsford, L. Dade

    1997-01-01

    Purpose/Objective: To assess the relationships of radiosurgery treatment parameters to the development of complications from radiosurgery for arteriovenous malformations (AVM). Methods and Materials: We evaluated follow-up imaging and clinical data in 307 AVM patients who received gamma knife radiosurgery at the University of Pittsburgh between 1987 and 1993. All patients had regular clinical or imaging follow up for a minimum of 2 years (range: 24-96 months, median = 44 months). Results: Post-radiosurgical imaging (PRI) changes developed in 30.5% of patients with regular follow-up magnetic resonance imaging, and were symptomatic in 10.7% of all patients at 7 years. PRI changes resolved within 3 years developed significantly less often (p = 0.0274) in patients with symptoms (52.8%) compared to asymptomatic patients (94.8%). The 7-year actuarial rate for developing persistent symptomatic PRI changes was 5.05%. Multivariate logistic regression modeling found that the 12 Gy volume was the only independent variable that correlated significantly with PRI changes (p < 0.0001) while symptomatic PRI changes were correlated with both 12 Gy volume (p = 0.0013) and AVM location (p 0.0066). Conclusion: Complications from AVM radiosurgery can be predicted with a statistical model relating the risks of developing symptomatic post-radiosurgical imaging changes to 12 Gy treatment volume and location

  17. Actuarial statistics with generalized linear mixed models

    NARCIS (Netherlands)

    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

  18. The Total Synthesis Problem of linear multivariable control. II - Unity feedback and the design morphism

    Science.gov (United States)

    Sain, M. K.; Antsaklis, P. J.; Gejji, R. R.; Wyman, B. F.; Peczkowski, J. L.

    1981-01-01

    Zames (1981) has observed that there is, in general, no 'separation principle' to guarantee optimality of a division between control law design and filtering of plant uncertainty. Peczkowski and Sain (1978) have solved a model matching problem using transfer functions. Taking into consideration this investigation, Peczkowski et al. (1979) proposed the Total Synthesis Problem (TSP), wherein both the command/output-response and command/control-response are to be synthesized, subject to the plant constraint. The TSP concept can be subdivided into a Nominal Design Problem (NDP), which is not dependent upon specific controller structures, and a Feedback Synthesis Problem (FSP), which is. Gejji (1980) found that NDP was characterized in terms of the plant structural matrices and a single, 'good' transfer function matrix. Sain et al. (1981) have extended this NDP work. The present investigation is concerned with a study of FSP for the unity feedback case. NDP, together with feedback synthesis, is understood as a Total Synthesis Problem.

  19. A data-driven fault-tolerant control design of linear multivariable systems with performance optimization.

    Science.gov (United States)

    Li, Zhe; Yang, Guang-Hong

    2017-09-01

    In this paper, an integrated data-driven fault-tolerant control (FTC) design scheme is proposed under the configuration of the Youla parameterization for multiple-input multiple-output (MIMO) systems. With unknown system model parameters, the canonical form identification technique is first applied to design the residual observer in fault-free case. In faulty case, with online tuning of the Youla parameters based on the system data via the gradient-based algorithm, the fault influence is attenuated with system performance optimization. In addition, to improve the robustness of the residual generator to a class of system deviations, a novel adaptive scheme is proposed for the residual generator to prevent its over-activation. Simulation results of a two-tank flow system demonstrate the optimized performance and effect of the proposed FTC scheme. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

  20. Multivariate analysis with LISREL

    CERN Document Server

    Jöreskog, Karl G; Y Wallentin, Fan

    2016-01-01

    This book traces the theory and methodology of multivariate statistical analysis and shows how it can be conducted in practice using the LISREL computer program. It presents not only the typical uses of LISREL, such as confirmatory factor analysis and structural equation models, but also several other multivariate analysis topics, including regression (univariate, multivariate, censored, logistic, and probit), generalized linear models, multilevel analysis, and principal component analysis. It provides numerous examples from several disciplines and discusses and interprets the results, illustrated with sections of output from the LISREL program, in the context of the example. The book is intended for masters and PhD students and researchers in the social, behavioral, economic and many other sciences who require a basic understanding of multivariate statistical theory and methods for their analysis of multivariate data. It can also be used as a textbook on various topics of multivariate statistical analysis.

  1. Comparing linear probability model coefficients across groups

    DEFF Research Database (Denmark)

    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....

  2. An Exact Confidence Region in Multivariate Calibration

    OpenAIRE

    Mathew, Thomas; Kasala, Subramanyam

    1994-01-01

    In the multivariate calibration problem using a multivariate linear model, an exact confidence region is constructed. It is shown that the region is always nonempty and is invariant under nonsingular transformations.

  3. A Model for Shovel Capital Cost Estimation, Using a Hybrid Model of Multivariate Regression and Neural Networks

    Directory of Open Access Journals (Sweden)

    Abdolreza Yazdani-Chamzini

    2017-12-01

    Full Text Available Cost estimation is an essential issue in feasibility studies in civil engineering. Many different methods can be applied to modelling costs. These methods can be divided into several main groups: (1 artificial intelligence, (2 statistical methods, and (3 analytical methods. In this paper, the multivariate regression (MVR method, which is one of the most popular linear models, and the artificial neural network (ANN method, which is widely applied to solving different prediction problems with a high degree of accuracy, have been combined to provide a cost estimate model for a shovel machine. This hybrid methodology is proposed, taking the advantages of MVR and ANN models in linear and nonlinear modelling, respectively. In the proposed model, the unique advantages of the MVR model in linear modelling are used first to recognize the existing linear structure in data, and, then, the ANN for determining nonlinear patterns in preprocessed data is applied. The results with three indices indicate that the proposed model is efficient and capable of increasing the prediction accuracy.

  4. Spaghetti Bridges: Modeling Linear Relationships

    Science.gov (United States)

    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…

  5. Non-linear finite element modeling

    DEFF Research Database (Denmark)

    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...

  6. Correlations and Non-Linear Probability Models

    DEFF Research Database (Denmark)

    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....

  7. Extended Linear Models with Gaussian Priors

    DEFF Research Database (Denmark)

    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....

  8. Linear mixed models for longitudinal data

    CERN Document Server

    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...

  9. Linear mixed models in sensometrics

    DEFF Research Database (Denmark)

    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...

  10. Boosted regression trees, multivariate adaptive regression splines and their two-step combinations with multiple linear regression or partial least squares to predict blood-brain barrier passage: a case study.

    Science.gov (United States)

    Deconinck, E; Zhang, M H; Petitet, F; Dubus, E; Ijjaali, I; Coomans, D; Vander Heyden, Y

    2008-02-18

    The use of some unconventional non-linear modeling techniques, i.e. classification and regression trees and multivariate adaptive regression splines-based methods, was explored to model the blood-brain barrier (BBB) passage of drugs and drug-like molecules. The data set contains BBB passage values for 299 structural and pharmacological diverse drugs, originating from a structured knowledge-based database. Models were built using boosted regression trees (BRT) and multivariate adaptive regression splines (MARS), as well as their respective combinations with stepwise multiple linear regression (MLR) and partial least squares (PLS) regression in two-step approaches. The best models were obtained using combinations of MARS with either stepwise MLR or PLS. It could be concluded that the use of combinations of a linear with a non-linear modeling technique results in some improved properties compared to the individual linear and non-linear models and that, when the use of such a combination is appropriate, combinations using MARS as non-linear technique should be preferred over those with BRT, due to some serious drawbacks of the BRT approaches.

  11. Linear causal modeling with structural equations

    CERN Document Server

    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

  12. Statistical Tests for Mixed Linear Models

    CERN Document Server

    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

  13. multivariate time series modeling of selected childhood diseases

    African Journals Online (AJOL)

    2016-06-17

    Jun 17, 2016 ... KEYWORDS: Multivariate Approach, Pre-whitening, Vector Time Series, .... Alternatively, the process may be written in mean adjusted form as .... The AIC criterion asymptotically over estimates the order with positive probability, whereas the BIC and HQC criteria ... has the same asymptotic distribution as Ǫ.

  14. Multivariate models to classify Tuscan virgin olive oils by zone.

    Directory of Open Access Journals (Sweden)

    Alessandri, Stefano

    1999-10-01

    Full Text Available In order to study and classify Tuscan virgin olive oils, 179 samples were collected. They were obtained from drupes harvested during the first half of November, from three different zones of the Region. The sampling was repeated for 5 years. Fatty acids, phytol, aliphatic and triterpenic alcohols, triterpenic dialcohols, sterols, squalene and tocopherols were analyzed. A subset of variables was considered. They were selected in a preceding work as the most effective and reliable, from the univariate point of view. The analytical data were transformed (except for the cycloartenol to compensate annual variations, the mean related to the East zone was subtracted from each value, within each year. Univariate three-class models were calculated and further variables discarded. Then multivariate three-zone models were evaluated, including phytol (that was always selected and all the combinations of palmitic, palmitoleic and oleic acid, tetracosanol, cycloartenol and squalene. Models including from two to seven variables were studied. The best model shows by-zone classification errors less than 40%, by-zone within-year classification errors that are less than 45% and a global classification error equal to 30%. This model includes phytol, palmitic acid, tetracosanol and cycloartenol.

    Para estudiar y clasificar aceites de oliva vírgenes Toscanos, se utilizaron 179 muestras, que fueron obtenidas de frutos recolectados durante la primera mitad de Noviembre, de tres zonas diferentes de la Región. El muestreo fue repetido durante 5 años. Se analizaron ácidos grasos, fitol, alcoholes alifáticos y triterpénicos, dialcoholes triterpénicos, esteroles, escualeno y tocoferoles. Se consideró un subconjunto de variables que fueron seleccionadas en un trabajo anterior como el más efectivo y fiable, desde el punto de vista univariado. Los datos analíticos se transformaron (excepto para el cicloartenol para compensar las variaciones anuales, rest

  15. Modeling climate effects on hip fracture rate by the multivariate GARCH model in Montreal region, Canada

    Science.gov (United States)

    Modarres, Reza; Ouarda, Taha B. M. J.; Vanasse, Alain; Orzanco, Maria Gabriela; Gosselin, Pierre

    2014-07-01

    Changes in extreme meteorological variables and the demographic shift towards an older population have made it important to investigate the association of climate variables and hip fracture by advanced methods in order to determine the climate variables that most affect hip fracture incidence. The nonlinear autoregressive moving average with exogenous variable-generalized autoregressive conditional heteroscedasticity (ARMA X-GARCH) and multivariate GARCH (MGARCH) time series approaches were applied to investigate the nonlinear association between hip fracture rate in female and male patients aged 40-74 and 75+ years and climate variables in the period of 1993-2004, in Montreal, Canada. The models describe 50-56 % of daily variation in hip fracture rate and identify snow depth, air temperature, day length and air pressure as the influencing variables on the time-varying mean and variance of the hip fracture rate. The conditional covariance between climate variables and hip fracture rate is increasing exponentially, showing that the effect of climate variables on hip fracture rate is most acute when rates are high and climate conditions are at their worst. In Montreal, climate variables, particularly snow depth and air temperature, appear to be important predictors of hip fracture incidence. The association of climate variables and hip fracture does not seem to change linearly with time, but increases exponentially under harsh climate conditions. The results of this study can be used to provide an adaptive climate-related public health program and ti guide allocation of services for avoiding hip fracture risk.

  16. Modeling digital switching circuits with linear algebra

    CERN Document Server

    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

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

    Science.gov (United States)

    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.

  18. Multivariate η-μ fading distribution with arbitrary correlation model

    Science.gov (United States)

    Ghareeb, Ibrahim; Atiani, Amani

    2018-03-01

    An extensive analysis for the multivariate ? distribution with arbitrary correlation is presented, where novel analytical expressions for the multivariate probability density function, cumulative distribution function and moment generating function (MGF) of arbitrarily correlated and not necessarily identically distributed ? power random variables are derived. Also, this paper provides exact-form expression for the MGF of the instantaneous signal-to-noise ratio at the combiner output in a diversity reception system with maximal-ratio combining and post-detection equal-gain combining operating in slow frequency nonselective arbitrarily correlated not necessarily identically distributed ?-fading channels. The average bit error probability of differentially detected quadrature phase shift keying signals with post-detection diversity reception system over arbitrarily correlated and not necessarily identical fading parameters ?-fading channels is determined by using the MGF-based approach. The effect of fading correlation between diversity branches, fading severity parameters and diversity level is studied.

  19. A linear model of ductile plastic damage

    International Nuclear Information System (INIS)

    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

  20. Multivariate calibration on NIR data: development of a model for the rapid evaluation of ethanol content in bakery products.

    Science.gov (United States)

    Bello, Alessandra; Bianchi, Federica; Careri, Maria; Giannetto, Marco; Mori, Giovanni; Musci, Marilena

    2007-11-05

    A new NIR method based on multivariate calibration for determination of ethanol in industrially packed wholemeal bread was developed and validated. GC-FID was used as reference method for the determination of actual ethanol concentration of different samples of wholemeal bread with proper content of added ethanol, ranging from 0 to 3.5% (w/w). Stepwise discriminant analysis was carried out on the NIR dataset, in order to reduce the number of original variables by selecting those that were able to discriminate between the samples of different ethanol concentrations. With the so selected variables a multivariate calibration model was then obtained by multiple linear regression. The prediction power of the linear model was optimized by a new "leave one out" method, so that the number of original variables resulted further reduced.

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

    Science.gov (United States)

    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…

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

    CERN Document Server

    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 ...

  3. A new multivariate zero-adjusted Poisson model with applications to biomedicine.

    Science.gov (United States)

    Liu, Yin; Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen

    2018-05-25

    Recently, although advances were made on modeling multivariate count data, existing models really has several limitations: (i) The multivariate Poisson log-normal model (Aitchison and Ho, ) cannot be used to fit multivariate count data with excess zero-vectors; (ii) The multivariate zero-inflated Poisson (ZIP) distribution (Li et al., 1999) cannot be used to model zero-truncated/deflated count data and it is difficult to apply to high-dimensional cases; (iii) The Type I multivariate zero-adjusted Poisson (ZAP) distribution (Tian et al., 2017) could only model multivariate count data with a special correlation structure for random components that are all positive or negative. In this paper, we first introduce a new multivariate ZAP distribution, based on a multivariate Poisson distribution, which allows the correlations between components with a more flexible dependency structure, that is some of the correlation coefficients could be positive while others could be negative. We then develop its important distributional properties, and provide efficient statistical inference methods for multivariate ZAP model with or without covariates. Two real data examples in biomedicine are used to illustrate the proposed methods. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  4. A multivariate time series approach to modeling and forecasting demand in the emergency department.

    Science.gov (United States)

    Jones, Spencer S; Evans, R Scott; Allen, Todd L; Thomas, Alun; Haug, Peter J; Welch, Shari J; Snow, Gregory L

    2009-02-01

    The goals of this investigation were to study the temporal relationships between the demands for key resources in the emergency department (ED) and the inpatient hospital, and to develop multivariate forecasting models. Hourly data were collected from three diverse hospitals for the year 2006. Descriptive analysis and model fitting were carried out using graphical and multivariate time series methods. Multivariate models were compared to a univariate benchmark model in terms of their ability to provide out-of-sample forecasts of ED census and the demands for diagnostic resources. Descriptive analyses revealed little temporal interaction between the demand for inpatient resources and the demand for ED resources at the facilities considered. Multivariate models provided more accurate forecasts of ED census and of the demands for diagnostic resources. Our results suggest that multivariate time series models can be used to reliably forecast ED patient census; however, forecasts of the demands for diagnostic resources were not sufficiently reliable to be useful in the clinical setting.

  5. Ground Motion Models for Future Linear Colliders

    International Nuclear Information System (INIS)

    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

  6. Asymptotics for the Conditional-Sum-of-Squares Estimator in Multivariate Fractional Time-Series Models

    DEFF Research Database (Denmark)

    Ørregård Nielsen, Morten

    2015-01-01

    the multivariate non-cointegrated fractional autoregressive integrated moving average (ARIMA) model. The novelty of the consistency result, in particular, is that it applies to a multivariate model and to an arbitrarily large set of admissible parameter values, for which the objective function does not converge...

  7. Multivariate Modeling of Cytochrome P450 Enzymes for 4 ...

    African Journals Online (AJOL)

    Conclusion: Apart from insights into important molecular properties for CYP inhibition, the findings may also guide further investigations of novel drug candidates that are unlikely to inhibit multiple CYP sub-types. Keywords: Antimalarial, Chloroquine, Cytochrome P450, Genetic algorithm-based multiple linear regression, ...

  8. Multivariate zero-inflated modeling with latent predictors: Modeling feedback behavior

    NARCIS (Netherlands)

    Fox, Gerardus J.A.

    2013-01-01

    In educational studies, the use of computer-based assessments leads to the collection of multiple outcomes to assess student performance. The student-specific outcomes are correlated and often measured in different scales, such as continuous and count outcomes. A multivariate zero-inflated model

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

    Science.gov (United States)

    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.

  10. Modelling point patterns with linear structures

    DEFF Research Database (Denmark)

    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....

  11. Modelling point patterns with linear structures

    DEFF Research Database (Denmark)

    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....

  12. Optimal designs for linear mixture models

    NARCIS (Netherlands)

    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

  13. Optimal designs for linear mixture models

    NARCIS (Netherlands)

    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

  14. Application of Multivariate Modeling for Radiation Injury Assessment: A Proof of Concept

    Directory of Open Access Journals (Sweden)

    David L. Bolduc

    2014-01-01

    Full Text Available Multivariate radiation injury estimation algorithms were formulated for estimating severe hematopoietic acute radiation syndrome (H-ARS injury (i.e., response category three or RC3 in a rhesus monkey total-body irradiation (TBI model. Classical CBC and serum chemistry blood parameters were examined prior to irradiation (d 0 and on d 7, 10, 14, 21, and 25 after irradiation involving 24 nonhuman primates (NHP (Macaca mulatta given 6.5-Gy 60Co Υ-rays (0.4 Gy min−1 TBI. A correlation matrix was formulated with the RC3 severity level designated as the “dependent variable” and independent variables down selected based on their radioresponsiveness and relatively low multicollinearity using stepwise-linear regression analyses. Final candidate independent variables included CBC counts (absolute number of neutrophils, lymphocytes, and platelets in formulating the “CBC” RC3 estimation algorithm. Additionally, the formulation of a diagnostic CBC and serum chemistry “CBC-SCHEM” RC3 algorithm expanded upon the CBC algorithm model with the addition of hematocrit and the serum enzyme levels of aspartate aminotransferase, creatine kinase, and lactate dehydrogenase. Both algorithms estimated RC3 with over 90% predictive power. Only the CBC-SCHEM RC3 algorithm, however, met the critical three assumptions of linear least squares demonstrating slightly greater precision for radiation injury estimation, but with significantly decreased prediction error indicating increased statistical robustness.

  15. Linear factor copula models and their properties

    KAUST Repository

    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.

  16. Linear factor copula models and their properties

    KAUST Repository

    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.

  17. BN-FLEMOps pluvial - A probabilistic multi-variable loss estimation model for pluvial floods

    Science.gov (United States)

    Roezer, V.; Kreibich, H.; Schroeter, K.; Doss-Gollin, J.; Lall, U.; Merz, B.

    2017-12-01

    Pluvial flood events, such as in Copenhagen (Denmark) in 2011, Beijing (China) in 2012 or Houston (USA) in 2016, have caused severe losses to urban dwellings in recent years. These floods are caused by storm events with high rainfall rates well above the design levels of urban drainage systems, which lead to inundation of streets and buildings. A projected increase in frequency and intensity of heavy rainfall events in many areas and an ongoing urbanization may increase pluvial flood losses in the future. For an efficient risk assessment and adaptation to pluvial floods, a quantification of the flood risk is needed. Few loss models have been developed particularly for pluvial floods. These models usually use simple waterlevel- or rainfall-loss functions and come with very high uncertainties. To account for these uncertainties and improve the loss estimation, we present a probabilistic multi-variable loss estimation model for pluvial floods based on empirical data. The model was developed in a two-step process using a machine learning approach and a comprehensive database comprising 783 records of direct building and content damage of private households. The data was gathered through surveys after four different pluvial flood events in Germany between 2005 and 2014. In a first step, linear and non-linear machine learning algorithms, such as tree-based and penalized regression models were used to identify the most important loss influencing factors among a set of 55 candidate variables. These variables comprise hydrological and hydraulic aspects, early warning, precaution, building characteristics and the socio-economic status of the household. In a second step, the most important loss influencing variables were used to derive a probabilistic multi-variable pluvial flood loss estimation model based on Bayesian Networks. Two different networks were tested: a score-based network learned from the data and a network based on expert knowledge. Loss predictions are made

  18. Diagnostics for Linear Models With Functional Responses

    OpenAIRE

    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...

  19. Non-linear Loudspeaker Unit Modelling

    DEFF Research Database (Denmark)

    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....

  20. A Multivariate Asymmetric Long Memory Conditional Volatility Model with X, Regularity and Asymptotics

    NARCIS (Netherlands)

    M. Asai (Manabu); M.J. McAleer (Michael)

    2016-01-01

    textabstractThe paper derives a Multivariate Asymmetric Long Memory conditional volatility model with Exogenous Variables (X), or the MALMX model, with dynamic conditional correlations, appropriate regularity conditions, and associated asymptotic theory. This enables checking of internal consistency

  1. Asymptotics for the conditional-sum-of-squares estimator in multivariate fractional time series models

    DEFF Research Database (Denmark)

    Ørregård Nielsen, Morten

    This paper proves consistency and asymptotic normality for the conditional-sum-of-squares estimator, which is equivalent to the conditional maximum likelihood estimator, in multivariate fractional time series models. The model is parametric and quite general, and, in particular, encompasses...... the multivariate non-cointegrated fractional ARIMA model. The novelty of the consistency result, in particular, is that it applies to a multivariate model and to an arbitrarily large set of admissible parameter values, for which the objective function does not converge uniformly in probablity, thus making...

  2. Modelling and Multi-Variable Control of Refrigeration Systems

    DEFF Research Database (Denmark)

    Larsen, Lars Finn Slot; Holm, J. R.

    2003-01-01

    In this paper a dynamic model of a 1:1 refrigeration system is presented. The main modelling effort has been concentrated on a lumped parameter model of a shell and tube condenser. The model has shown good resemblance with experimental data from a test rig, regarding as well the static as the dyn......In this paper a dynamic model of a 1:1 refrigeration system is presented. The main modelling effort has been concentrated on a lumped parameter model of a shell and tube condenser. The model has shown good resemblance with experimental data from a test rig, regarding as well the static...... as the dynamic behavior. Based on this model the effects of the cross couplings has been examined. The influence of the cross couplings on the achievable control performance has been investigated. A MIMO controller is designed and the performance is compared with the control performance achieved by using...

  3. Modelling world gold prices and USD foreign exchange relationship using multivariate GARCH model

    Science.gov (United States)

    Ping, Pung Yean; Ahmad, Maizah Hura Binti

    2014-12-01

    World gold price is a popular investment commodity. The series have often been modeled using univariate models. The objective of this paper is to show that there is a co-movement between gold price and USD foreign exchange rate. Using the effect of the USD foreign exchange rate on the gold price, a model that can be used to forecast future gold prices is developed. For this purpose, the current paper proposes a multivariate GARCH (Bivariate GARCH) model. Using daily prices of both series from 01.01.2000 to 05.05.2014, a causal relation between the two series understudied are found and a bivariate GARCH model is produced.

  4. Estimation of a multivariate mean under model selection uncertainty

    Directory of Open Access Journals (Sweden)

    Georges Nguefack-Tsague

    2014-05-01

    Full Text Available Model selection uncertainty would occur if we selected a model based on one data set and subsequently applied it for statistical inferences, because the "correct" model would not be selected with certainty.  When the selection and inference are based on the same dataset, some additional problems arise due to the correlation of the two stages (selection and inference. In this paper model selection uncertainty is considered and model averaging is proposed. The proposal is related to the theory of James and Stein of estimating more than three parameters from independent normal observations. We suggest that a model averaging scheme taking into account the selection procedure could be more appropriate than model selection alone. Some properties of this model averaging estimator are investigated; in particular we show using Stein's results that it is a minimax estimator and can outperform Stein-type estimators.

  5. [From clinical judgment to linear regression model.

    Science.gov (United States)

    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.

  6. Testing Parametric versus Semiparametric Modelling in Generalized Linear Models

    NARCIS (Netherlands)

    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.

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

    OpenAIRE

    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.

  8. Multivariate Hawkes process models of the occurrence of regulatory elements

    DEFF Research Database (Denmark)

    Carstensen, L; Sandelin, A; Winther, Ole

    2010-01-01

    distribution of the occurrences of these TREs along the genome. RESULTS: We present a model of TRE occurrences known as the Hawkes process. We illustrate the use of this model by analyzing two different publically available data sets. We are able to model, in detail, how the occurrence of one TRE is affected....... For each of the two data sets we provide two results: first, a qualitative description of the dependencies among the occurrences of the TREs, and second, quantitative results on the favored or avoided distances between the different TREs. CONCLUSIONS: The Hawkes process is a novel way of modeling the joint...

  9. Preliminary Multi-Variable Cost Model for Space Telescopes

    Science.gov (United States)

    Stahl, H. Philip; Hendrichs, Todd

    2010-01-01

    Parametric cost models are routinely used to plan missions, compare concepts and justify technology investments. This paper reviews the methodology used to develop space telescope cost models; summarizes recently published single variable models; and presents preliminary results for two and three variable cost models. Some of the findings are that increasing mass reduces cost; it costs less per square meter of collecting aperture to build a large telescope than a small telescope; and technology development as a function of time reduces cost at the rate of 50% per 17 years.

  10. Multivariate Modelling of Extreme Load Combinations for Wind Turbines

    DEFF Research Database (Denmark)

    Dimitrov, Nikolay Krasimirov

    2015-01-01

    into a periodic part and a perturbation term, where each part has a known probability distribution. The proposed model shows good agreement with simulated data under stationary conditions, and a design load envelope based on this model is comparable to the load envelope estimated using the standard procedure...

  11. Evaluation of multivariate calibration models transferred between spectroscopic instruments

    DEFF Research Database (Denmark)

    Eskildsen, Carl Emil Aae; Hansen, Per W.; Skov, Thomas

    2016-01-01

    In a setting where multiple spectroscopic instruments are used for the same measurements it may be convenient to develop the calibration model on a single instrument and then transfer this model to the other instruments. In the ideal scenario, all instruments provide the same predictions for the ......In a setting where multiple spectroscopic instruments are used for the same measurements it may be convenient to develop the calibration model on a single instrument and then transfer this model to the other instruments. In the ideal scenario, all instruments provide the same predictions...... for the same samples using the transferred model. However, sometimes the success of a model transfer is evaluated by comparing the transferred model predictions with the reference values. This is not optimal, as uncertainties in the reference method will impact the evaluation. This paper proposes a new method...... for calibration model transfer evaluation. The new method is based on comparing predictions from different instruments, rather than comparing predictions and reference values. A total of 75 flour samples were available for the study. All samples were measured on ten near infrared (NIR) instruments from two...

  12. Functionally unidimensional item response models for multivariate binary data

    DEFF Research Database (Denmark)

    Ip, Edward; Molenberghs, Geert; Chen, Shyh-Huei

    2013-01-01

    The problem of fitting unidimensional item response models to potentially multidimensional data has been extensively studied. The focus of this article is on response data that have a strong dimension but also contain minor nuisance dimensions. Fitting a unidimensional model to such multidimensio......The problem of fitting unidimensional item response models to potentially multidimensional data has been extensively studied. The focus of this article is on response data that have a strong dimension but also contain minor nuisance dimensions. Fitting a unidimensional model...... to such multidimensional data is believed to result in ability estimates that represent a combination of the major and minor dimensions. We conjecture that the underlying dimension for the fitted unidimensional model, which we call the functional dimension, represents a nonlinear projection. In this article we investigate...... tool. An example regarding a construct of desire for physical competency is used to illustrate the functional unidimensional approach....

  13. Modeling the Pineapple Express phenomenon via Multivariate Extreme Value Theory

    Science.gov (United States)

    Weller, G.; Cooley, D. S.

    2011-12-01

    The pineapple express (PE) phenomenon is responsible for producing extreme winter precipitation events in the coastal and mountainous regions of the western United States. Because the PE phenomenon is also associated with warm temperatures, the heavy precipitation and associated snowmelt can cause destructive flooding. In order to study impacts, it is important that regional climate models from NARCCAP are able to reproduce extreme precipitation events produced by PE. We define a daily precipitation quantity which captures the spatial extent and intensity of precipitation events produced by the PE phenomenon. We then use statistical extreme value theory to model the tail dependence of this quantity as seen in an observational data set and each of the six NARCCAP regional models driven by NCEP reanalysis. We find that most NCEP-driven NARCCAP models do exhibit tail dependence between daily model output and observations. Furthermore, we find that not all extreme precipitation events are pineapple express events, as identified by Dettinger et al. (2011). The synoptic-scale atmospheric processes that drive extreme precipitation events produced by PE have only recently begun to be examined. Much of the current work has focused on pattern recognition, rather than quantitative analysis. We use daily mean sea-level pressure (MSLP) fields from NCEP to develop a "pineapple express index" for extreme precipitation, which exhibits tail dependence with our observed precipitation quantity for pineapple express events. We build a statistical model that connects daily precipitation output from the WRFG model, daily MSLP fields from NCEP, and daily observed precipitation in the western US. Finally, we use this model to simulate future observed precipitation based on WRFG output driven by the CCSM model, and our pineapple express index derived from future CCSM output. Our aim is to use this model to develop a better understanding of the frequency and intensity of extreme

  14. Thresholding projection estimators in functional linear models

    OpenAIRE

    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...

  15. Decomposed Implicit Models of Piecewise - Linear Networks

    Directory of Open Access Journals (Sweden)

    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.

  16. Multivariate Modelling of the Career Intent of Air Force Personnel.

    Science.gov (United States)

    1980-09-01

    index (HOPP) was used as a measure of current job satisfaction . As with the Vroom and Fishbein/Graen models, two separate validations were accom...34 Organizational Behavior and Human Performance , 23: 251-267, 1979. Lewis, Logan M. "Expectancy Theory as a Predictive Model of Career Intent, Job Satisfaction ...W. Albright. "Expectancy Theory Predictions of the Satisfaction , Effort, Performance , and Retention of Naval Aviation Officers," Organizational

  17. Modeling and Control of Multivariable Process Using Intelligent Techniques

    Directory of Open Access Journals (Sweden)

    Subathra Balasubramanian

    2010-10-01

    Full Text Available For nonlinear dynamic systems, the first principles based modeling and control is difficult to implement. In this study, a fuzzy controller and recurrent fuzzy controller are developed for MIMO process. Fuzzy logic controller is a model free controller designed based on the knowledge about the process. In fuzzy controller there are two types of rule-based fuzzy models are available: one the linguistic (Mamdani model and the other is Takagi–Sugeno model. Of these two, Takagi-Sugeno model (TS has attracted most attention. The fuzzy controller application is limited to static processes due to their feedforward structure. But, most of the real-time processes are dynamic and they require the history of input/output data. In order to store the past values a memory unit is needed, which is introduced by the recurrent structure. The proposed recurrent fuzzy structure is used to develop a controller for the two tank heating process. Both controllers are designed and implemented in a real time environment and their performance is compared.

  18. Multivariate statistical models for disruption prediction at ASDEX Upgrade

    International Nuclear Information System (INIS)

    Aledda, R.; Cannas, B.; Fanni, A.; Sias, G.; Pautasso, G.

    2013-01-01

    In this paper, a disruption prediction system for ASDEX Upgrade has been proposed that does not require disruption terminated experiments to be implemented. The system consists of a data-based model, which is built using only few input signals coming from successfully terminated pulses. A fault detection and isolation approach has been used, where the prediction is based on the analysis of the residuals of an auto regressive exogenous input model. The prediction performance of the proposed system is encouraging when it is applied to the same set of campaigns used to implement the model. However, the false alarms significantly increase when we tested the system on discharges coming from experimental campaigns temporally far from those used to train the model. This is due to the well know aging effect inherent in the data-based models. The main advantage of the proposed method, with respect to other data-based approaches in literature, is that it does not need data on experiments terminated with a disruption, as it uses a normal operating conditions model. This is a big advantage in the prospective of a prediction system for ITER, where a limited number of disruptions can be allowed

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

    Science.gov (United States)

    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. Real estate value prediction using multivariate regression models

    Science.gov (United States)

    Manjula, R.; Jain, Shubham; Srivastava, Sharad; Rajiv Kher, Pranav

    2017-11-01

    The real estate market is one of the most competitive in terms of pricing and the same tends to vary significantly based on a lot of factors, hence it becomes one of the prime fields to apply the concepts of machine learning to optimize and predict the prices with high accuracy. Therefore in this paper, we present various important features to use while predicting housing prices with good accuracy. We have described regression models, using various features to have lower Residual Sum of Squares error. While using features in a regression model some feature engineering is required for better prediction. Often a set of features (multiple regressions) or polynomial regression (applying a various set of powers in the features) is used for making better model fit. For these models are expected to be susceptible towards over fitting ridge regression is used to reduce it. This paper thus directs to the best application of regression models in addition to other techniques to optimize the result.

  1. A multivariate model of stakeholder preference for lethal cat management.

    Science.gov (United States)

    Wald, Dara M; Jacobson, Susan K

    2014-01-01

    Identifying stakeholder beliefs and attitudes is critical for resolving management conflicts. Debate over outdoor cat management is often described as a conflict between two groups, environmental advocates and animal welfare advocates, but little is known about the variables predicting differences among these critical stakeholder groups. We administered a mail survey to randomly selected stakeholders representing both of these groups (n=1,596) in Florida, where contention over the management of outdoor cats has been widespread. We used a structural equation model to evaluate stakeholder intention to support non-lethal management. The cognitive hierarchy model predicted that values influenced beliefs, which predicted general and specific attitudes, which in turn, influenced behavioral intentions. We posited that specific attitudes would mediate the effect of general attitudes, beliefs, and values on management support. Model fit statistics suggested that the final model fit the data well (CFI=0.94, RMSEA=0.062). The final model explained 74% of the variance in management support, and positive attitudes toward lethal management (humaneness) had the largest direct effect on management support. Specific attitudes toward lethal management and general attitudes toward outdoor cats mediated the relationship between positive (pstakeholder intention to support non-lethal cat management. Our findings suggest that stakeholders can simultaneously perceive both positive and negative beliefs about outdoor cats, which influence attitudes toward and support for non-lethal management.

  2. Impact of statistical learning methods on the predictive power of multivariate normal tissue complication probability models

    NARCIS (Netherlands)

    Xu, Cheng-Jian; van der Schaaf, Arjen; Schilstra, Cornelis; Langendijk, Johannes A.; van t Veld, Aart A.

    2012-01-01

    PURPOSE: To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. METHODS AND MATERIALS: In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator

  3. Individual loss reserving with the Multivariate Skew Normal model

    NARCIS (Netherlands)

    Pigeon, M.; Antonio, K.; Denuit, M.

    2011-01-01

    In general insurance, the evaluation of future cash ows and solvency capital has become increasingly important. To assist in this process, the present paper proposes an individual discrete-time loss re- serving model describing the occurrence, the reporting delay, the timeto the first payment, and

  4. Stochastic linear programming models, theory, and computation

    CERN Document Server

    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. Solving large mixed linear models using preconditioned conjugate gradient iteration.

    Science.gov (United States)

    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.

  6. Ultracentrifuge separative power modeling with multivariate regression using covariance matrix

    International Nuclear Information System (INIS)

    Migliavacca, Elder

    2004-01-01

    In this work, the least-squares methodology with covariance matrix is applied to determine a data curve fitting to obtain a performance function for the separative power δU of a ultracentrifuge as a function of variables that are experimentally controlled. The experimental data refer to 460 experiments on the ultracentrifugation process for uranium isotope separation. The experimental uncertainties related with these independent variables are considered in the calculation of the experimental separative power values, determining an experimental data input covariance matrix. The process variables, which significantly influence the δU values are chosen in order to give information on the ultracentrifuge behaviour when submitted to several levels of feed flow rate F, cut θ and product line pressure P p . After the model goodness-of-fit validation, a residual analysis is carried out to verify the assumed basis concerning its randomness and independence and mainly the existence of residual heteroscedasticity with any explained regression model variable. The surface curves are made relating the separative power with the control variables F, θ and P p to compare the fitted model with the experimental data and finally to calculate their optimized values. (author)

  7. Multivariate Models for Prediction of Human Skin Sensitization ...

    Science.gov (United States)

    One of the lnteragency Coordinating Committee on the Validation of Alternative Method's (ICCVAM) top priorities is the development and evaluation of non-animal approaches to identify potential skin sensitizers. The complexity of biological events necessary to produce skin sensitization suggests that no single alternative method will replace the currently accepted animal tests. ICCVAM is evaluating an integrated approach to testing and assessment based on the adverse outcome pathway for skin sensitization that uses machine learning approaches to predict human skin sensitization hazard. We combined data from three in chemico or in vitro assays - the direct peptide reactivity assay (DPRA), human cell line activation test (h-CLAT) and KeratinoSens TM assay - six physicochemical properties and an in silico read-across prediction of skin sensitization hazard into 12 variable groups. The variable groups were evaluated using two machine learning approaches , logistic regression and support vector machine, to predict human skin sensitization hazard. Models were trained on 72 substances and tested on an external set of 24 substances. The six models (three logistic regression and three support vector machine) with the highest accuracy (92%) used: (1) DPRA, h-CLAT and read-across; (2) DPRA, h-CLAT, read-across and KeratinoSens; or (3) DPRA, h-CLAT, read-across, KeratinoSens and log P. The models performed better at predicting human skin sensitization hazard than the murine

  8. Prediction of minimum temperatures in an alpine region by linear and non-linear post-processing of meteorological models

    Directory of Open Access Journals (Sweden)

    R. Barbiero

    2007-05-01

    Full Text Available Model Output Statistics (MOS refers to a method of post-processing the direct outputs of numerical weather prediction (NWP models in order to reduce the biases introduced by a coarse horizontal resolution. This technique is especially useful in orographically complex regions, where large differences can be found between the NWP elevation model and the true orography. This study carries out a comparison of linear and non-linear MOS methods, aimed at the prediction of minimum temperatures in a fruit-growing region of the Italian Alps, based on the output of two different NWPs (ECMWF T511–L60 and LAMI-3. Temperature, of course, is a particularly important NWP output; among other roles it drives the local frost forecast, which is of great interest to agriculture. The mechanisms of cold air drainage, a distinctive aspect of mountain environments, are often unsatisfactorily captured by global circulation models. The simplest post-processing technique applied in this work was a correction for the mean bias, assessed at individual model grid points. We also implemented a multivariate linear regression on the output at the grid points surrounding the target area, and two non-linear models based on machine learning techniques: Neural Networks and Random Forest. We compare the performance of all these techniques on four different NWP data sets. Downscaling the temperatures clearly improved the temperature forecasts with respect to the raw NWP output, and also with respect to the basic mean bias correction. Multivariate methods generally yielded better results, but the advantage of using non-linear algorithms was small if not negligible. RF, the best performing method, was implemented on ECMWF prognostic output at 06:00 UTC over the 9 grid points surrounding the target area. Mean absolute errors in the prediction of 2 m temperature at 06:00 UTC were approximately 1.2°C, close to the natural variability inside the area itself.

  9. Multivariate Models for Prediction of Human Skin Sensitization Hazard

    Science.gov (United States)

    Strickland, Judy; Zang, Qingda; Paris, Michael; Lehmann, David M.; Allen, David; Choksi, Neepa; Matheson, Joanna; Jacobs, Abigail; Casey, Warren; Kleinstreuer, Nicole

    2016-01-01

    One of ICCVAM’s top priorities is the development and evaluation of non-animal approaches to identify potential skin sensitizers. The complexity of biological events necessary to produce skin sensitization suggests that no single alternative method will replace the currently accepted animal tests. ICCVAM is evaluating an integrated approach to testing and assessment based on the adverse outcome pathway for skin sensitization that uses machine learning approaches to predict human skin sensitization hazard. We combined data from three in chemico or in vitro assays—the direct peptide reactivity assay (DPRA), human cell line activation test (h-CLAT), and KeratinoSens™ assay—six physicochemical properties, and an in silico read-across prediction of skin sensitization hazard into 12 variable groups. The variable groups were evaluated using two machine learning approaches, logistic regression (LR) and support vector machine (SVM), to predict human skin sensitization hazard. Models were trained on 72 substances and tested on an external set of 24 substances. The six models (three LR and three SVM) with the highest accuracy (92%) used: (1) DPRA, h-CLAT, and read-across; (2) DPRA, h-CLAT, read-across, and KeratinoSens; or (3) DPRA, h-CLAT, read-across, KeratinoSens, and log P. The models performed better at predicting human skin sensitization hazard than the murine local lymph node assay (accuracy = 88%), any of the alternative methods alone (accuracy = 63–79%), or test batteries combining data from the individual methods (accuracy = 75%). These results suggest that computational methods are promising tools to effectively identify potential human skin sensitizers without animal testing. PMID:27480324

  10. The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options

    DEFF Research Database (Denmark)

    Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco

    innovation for a Laplace innovation assumption improves the pricing in a smaller way. Apart from investigating directly the value of model sophistication in terms of dollar losses, we also use the model condence set approach to statistically infer the set of models that delivers the best pricing performance.......We assess the predictive accuracy of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set 248 multivariate models that differer...

  11. Forecasting Multivariate Volatility using the VARFIMA Model on Realized Covariance Cholesky Factors

    DEFF Research Database (Denmark)

    Halbleib, Roxana; Voev, Valeri

    2011-01-01

    This paper analyzes the forecast accuracy of the multivariate realized volatility model introduced by Chiriac and Voev (2010), subject to different degrees of model parametrization and economic evaluation criteria. Bymodelling the Cholesky factors of the covariancematrices, the model generates......, regardless of the type of utility function or return distribution, would be better-off from using this model than from using some standard approaches....

  12. Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model

    DEFF Research Database (Denmark)

    Silvennoinen, Annastiina; Teräsvirta, Timo

    In this paper we propose a multivariate GARCH model with a time-varying conditional correlation structure. The new Double Smooth Transition Conditional Correlation GARCH model extends the Smooth Transition Conditional Correlation GARCH model of Silvennoinen and Ter¨asvirta (2005) by including...... another variable according to which the correlations change smoothly between states of constant correlations. A Lagrange multiplier test is derived to test the constancy of correlations against the DSTCC-GARCH model, and another one to test for another transition in the STCC-GARCH framework. In addition......, other specification tests, with the aim of aiding the model building procedure, are considered. Analytical expressions for the test statistics and the required derivatives are provided. The model is applied to a selection of world stock indices, and it is found that time is an important factor affecting...

  13. Modelling and multiparameter control applied to a fast annealing furnace; Modelisation et Commande Multivariable Appliquee a un Four de Recuit Rapide

    Energy Technology Data Exchange (ETDEWEB)

    Bardon, B

    1995-01-31

    Rapid Thermal Processing (RTP) technology is a delicate field to the control engineer. Its compatibility to single-wafer processing is well suited for performing thermal steps in the state-of-the-art integrated circuit (IC) manufacturing. Control of the wafer temperature during the processing is essential. The main problem in the scalar (SISO) approach is due to the steady-state temperature uniformity. A solution to this problem is to vary the spatial energy flux distribution radiating to the wafer. To achieve this requirement, one approach is the use a multivariable (MIMO) control law to manipulate independently the different lamps banks. Thermal process are highly non linear and distributed in nature. Besides, these non-linearities implies process dynamics variations. In this work, after physically describing our process about a reference value of the power and temperature, we present an off-line identification procedure (in the aim of devising a linear multivariable model) using input/output data for different reference values from real experiences and multi-variable least square algorithm. Afterwards, particular attention is devoted to the structure parameter determination of the linear model. Based on the linear model, a multivariable PID controller is designed. The controller coupled with the least mean square identification algorithm is tested under real conditions. The performances of the MIMO adaptive controller is also evaluated in tracking as well as in regulation. (author) refs.

  14. Linear accelerator modeling: development and application

    International Nuclear Information System (INIS)

    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

  15. Tracking the business cycle of the Euro area: A multivariate model-based band-pass filter

    NARCIS (Netherlands)

    Azevedo, J.M.; Koopman, S.J.; Rua, A.

    2006-01-01

    This article proposes a multivariate bandpass filter based on the trend plus cycle decomposition model. The underlying multivariate dynamic factor model relies on specific formulations for trend and cycle components and produces smooth business cycle indicators with bandpass filter properties.

  16. Running vacuum cosmological models: linear scalar perturbations

    Energy Technology Data Exchange (ETDEWEB)

    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.

  17. Linear Parametric Model Checking of Timed Automata

    DEFF Research Database (Denmark)

    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...

  18. Modeling a multivariable reactor and on-line model predictive control.

    Science.gov (United States)

    Yu, D W; Yu, D L

    2005-10-01

    A nonlinear first principle model is developed for a laboratory-scaled multivariable chemical reactor rig in this paper and the on-line model predictive control (MPC) is implemented to the rig. The reactor has three variables-temperature, pH, and dissolved oxygen with nonlinear dynamics-and is therefore used as a pilot system for the biochemical industry. A nonlinear discrete-time model is derived for each of the three output variables and their model parameters are estimated from the real data using an adaptive optimization method. The developed model is used in a nonlinear MPC scheme. An accurate multistep-ahead prediction is obtained for MPC, where the extended Kalman filter is used to estimate system unknown states. The on-line control is implemented and a satisfactory tracking performance is achieved. The MPC is compared with three decentralized PID controllers and the advantage of the nonlinear MPC over the PID is clearly shown.

  19. Aspects of general linear modelling of migration.

    Science.gov (United States)

    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

  20. Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input

    OpenAIRE

    Addo, Peter Martey

    2014-01-01

    This study defines a multivariate Self--Exciting Threshold Autoregressive with eXogenous input (MSETARX) models and present an estimation procedure for the parameters. The conditions for stationarity of the nonlinear MSETARX models is provided. In particular, the efficiency of an adaptive parameter estimation algorithm and LSE (least squares estimate) algorithm for this class of models is then provided via simulations.

  1. A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series

    Science.gov (United States)

    Zhang, Guangjian; Chow, Sy-Miin; Ong, Anthony D.

    2011-01-01

    Structural equation models are increasingly used as a modeling tool for multivariate time series data in the social and behavioral sciences. Standard error estimators of SEM models, originally developed for independent data, require modifications to accommodate the fact that time series data are inherently dependent. In this article, we extend a…

  2. Can multivariate models based on MOAKS predict OA knee pain? Data from the Osteoarthritis Initiative

    Science.gov (United States)

    Luna-Gómez, Carlos D.; Zanella-Calzada, Laura A.; Galván-Tejada, Jorge I.; Galván-Tejada, Carlos E.; Celaya-Padilla, José M.

    2017-03-01

    Osteoarthritis is the most common rheumatic disease in the world. Knee pain is the most disabling symptom in the disease, the prediction of pain is one of the targets in preventive medicine, this can be applied to new therapies or treatments. Using the magnetic resonance imaging and the grading scales, a multivariate model based on genetic algorithms is presented. Using a predictive model can be useful to associate minor structure changes in the joint with the future knee pain. Results suggest that multivariate models can be predictive with future knee chronic pain. All models; T0, T1 and T2, were statistically significant, all p values were 0.60.

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

    Science.gov (United States)

    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…

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

    Science.gov (United States)

    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.

  5. Non-linear multivariate and multiscale monitoring and signal denoising strategy using Kernel Principal Component Analysis combined with Ensemble Empirical Mode Decomposition method

    Science.gov (United States)

    Žvokelj, Matej; Zupan, Samo; Prebil, Ivan

    2011-10-01

    The article presents a novel non-linear multivariate and multiscale statistical process monitoring and signal denoising method which combines the strengths of the Kernel Principal Component Analysis (KPCA) non-linear multivariate monitoring approach with the benefits of Ensemble Empirical Mode Decomposition (EEMD) to handle multiscale system dynamics. The proposed method which enables us to cope with complex even severe non-linear systems with a wide dynamic range was named the EEMD-based multiscale KPCA (EEMD-MSKPCA). The method is quite general in nature and could be used in different areas for various tasks even without any really deep understanding of the nature of the system under consideration. Its efficiency was first demonstrated by an illustrative example, after which the applicability for the task of bearing fault detection, diagnosis and signal denosing was tested on simulated as well as actual vibration and acoustic emission (AE) signals measured on purpose-built large-size low-speed bearing test stand. The positive results obtained indicate that the proposed EEMD-MSKPCA method provides a promising tool for tackling non-linear multiscale data which present a convolved picture of many events occupying different regions in the time-frequency plane.

  6. Modeling patterns in data using linear and related models

    International Nuclear Information System (INIS)

    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

  7. Locating the Seventh Cervical Spinous Process: Development and Validation of a Multivariate Model Using Palpation and Personal Information.

    Science.gov (United States)

    Ferreira, Ana Paula A; Póvoa, Luciana C; Zanier, José F C; Ferreira, Arthur S

    2017-02-01

    The aim of this study was to develop and validate a multivariate prediction model, guided by palpation and personal information, for locating the seventh cervical spinous process (C7SP). A single-blinded, cross-sectional study at a primary to tertiary health care center was conducted for model development and temporal validation. One-hundred sixty participants were prospectively included for model development (n = 80) and time-split validation stages (n = 80). The C7SP was located using the thorax-rib static method (TRSM). Participants underwent chest radiography for assessment of the inner body structure located with TRSM and using radio-opaque markers placed over the skin. Age, sex, height, body mass, body mass index, and vertex-marker distance (D V-M ) were used to predict the distance from the C7SP to the vertex (D V-C7 ). Multivariate linear regression modeling, limits of agreement plot, histogram of residues, receiver operating characteristic curves, and confusion tables were analyzed. The multivariate linear prediction model for D V-C7 (in centimeters) was D V-C7 = 0.986D V-M + 0.018(mass) + 0.014(age) - 1.008. Receiver operating characteristic curves had better discrimination of D V-C7 (area under the curve = 0.661; 95% confidence interval = 0.541-0.782; P = .015) than D V-M (area under the curve = 0.480; 95% confidence interval = 0.345-0.614; P = .761), with respective cutoff points at 23.40 cm (sensitivity = 41%, specificity = 63%) and 24.75 cm (sensitivity = 69%, specificity = 52%). The C7SP was correctly located more often when using predicted D V-C7 in the validation sample than when using the TRSM in the development sample: n = 53 (66%) vs n = 32 (40%), P information. Copyright © 2016. Published by Elsevier Inc.

  8. Electron Model of Linear-Field FFAG

    CERN Document Server

    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...

  9. Linear models in the mathematics of uncertainty

    CERN Document Server

    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...

  10. Generalized Linear Models in Vehicle Insurance

    Directory of Open Access Journals (Sweden)

    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.

  11. Modeling inflation rates and exchange rates in Ghana: application of multivariate GARCH models.

    Science.gov (United States)

    Nortey, Ezekiel Nn; Ngoh, Delali D; Doku-Amponsah, Kwabena; Ofori-Boateng, Kenneth

    2015-01-01

    This paper was aimed at investigating the volatility and conditional relationship among inflation rates, exchange rates and interest rates as well as to construct a model using multivariate GARCH DCC and BEKK models using Ghana data from January 1990 to December 2013. The study revealed that the cumulative depreciation of the cedi to the US dollar from 1990 to 2013 is 7,010.2% and the yearly weighted depreciation of the cedi to the US dollar for the period is 20.4%. There was evidence that, the fact that inflation rate was stable, does not mean that exchange rates and interest rates are expected to be stable. Rather, when the cedi performs well on the forex, inflation rates and interest rates react positively and become stable in the long run. The BEKK model is robust to modelling and forecasting volatility of inflation rates, exchange rates and interest rates. The DCC model is robust to model the conditional and unconditional correlation among inflation rates, exchange rates and interest rates. The BEKK model, which forecasted high exchange rate volatility for the year 2014, is very robust for modelling the exchange rates in Ghana. The mean equation of the DCC model is also robust to forecast inflation rates in Ghana.

  12. Identification of Civil Engineering Structures using Multivariate ARMAV and RARMAV Models

    DEFF Research Database (Denmark)

    Kirkegaard, Poul Henning; Andersen, P.; Brincker, Rune

    This paper presents how to make system identification of civil engineering structures using multivariate auto-regressive moving-average vector (ARMAV) models. Further, the ARMAV technique is extended to a recursive technique (RARMAV). The ARMAV model is used to identify measured stationary data....... The results show the usefulness of the approaches for identification of civil engineering structures excited by natural excitation...

  13. Realized Beta GARCH: A Multivariate GARCH Model with Realized Measures of Volatility and CoVolatility

    DEFF Research Database (Denmark)

    Hansen, Peter Reinhard; Lunde, Asger; Voev, Valeri

    We introduce a multivariate GARCH model that utilizes and models realized measures of volatility and covolatility. The realized measures extract information contained in high-frequency data that is particularly beneficial during periods with variation in volatility and covolatility. Applying the ...

  14. Multivariate modelling of endophenotypes associated with the metabolic syndrome in Chinese twins

    DEFF Research Database (Denmark)

    Pang, Z; Zhang, D; Li, S

    2010-01-01

    AIMS/HYPOTHESIS: The common genetic and environmental effects on endophenotypes related to the metabolic syndrome have been investigated using bivariate and multivariate twin models. This paper extends the pairwise analysis approach by introducing independent and common pathway models to Chinese...

  15. Decomposing biodiversity data using the Latent Dirichlet Allocation model, a probabilistic multivariate statistical method

    Science.gov (United States)

    Denis Valle; Benjamin Baiser; Christopher W. Woodall; Robin Chazdon; Jerome. Chave

    2014-01-01

    We propose a novel multivariate method to analyse biodiversity data based on the Latent Dirichlet Allocation (LDA) model. LDA, a probabilistic model, reduces assemblages to sets of distinct component communities. It produces easily interpretable results, can represent abrupt and gradual changes in composition, accommodates missing data and allows for coherent estimates...

  16. Nonlinear price impact from linear models

    Science.gov (United States)

    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.

  17. Bayesian Modeling of Air Pollution Extremes Using Nested Multivariate Max-Stable Processes

    KAUST Repository

    Vettori, Sabrina; Huser, Raphaë l; Genton, Marc G.

    2018-01-01

    Capturing the potentially strong dependence among the peak concentrations of multiple air pollutants across a spatial region is crucial for assessing the related public health risks. In order to investigate the multivariate spatial dependence properties of air pollution extremes, we introduce a new class of multivariate max-stable processes. Our proposed model admits a hierarchical tree-based formulation, in which the data are conditionally independent given some latent nested $\\alpha$-stable random factors. The hierarchical structure facilitates Bayesian inference and offers a convenient and interpretable characterization. We fit this nested multivariate max-stable model to the maxima of air pollution concentrations and temperatures recorded at a number of sites in the Los Angeles area, showing that the proposed model succeeds in capturing their complex tail dependence structure.

  18. Bayesian Modeling of Air Pollution Extremes Using Nested Multivariate Max-Stable Processes

    KAUST Repository

    Vettori, Sabrina

    2018-03-18

    Capturing the potentially strong dependence among the peak concentrations of multiple air pollutants across a spatial region is crucial for assessing the related public health risks. In order to investigate the multivariate spatial dependence properties of air pollution extremes, we introduce a new class of multivariate max-stable processes. Our proposed model admits a hierarchical tree-based formulation, in which the data are conditionally independent given some latent nested $\\\\alpha$-stable random factors. The hierarchical structure facilitates Bayesian inference and offers a convenient and interpretable characterization. We fit this nested multivariate max-stable model to the maxima of air pollution concentrations and temperatures recorded at a number of sites in the Los Angeles area, showing that the proposed model succeeds in capturing their complex tail dependence structure.

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

    Science.gov (United States)

    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…

  20. Estimation and model selection of semiparametric multivariate survival functions under general censorship.

    Science.gov (United States)

    Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang

    2010-07-01

    We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root- n asymptotic normality of a two-step copula estimator to the pseudo-true copula parameter value according to KLIC, and provide a simple consistent estimator of its asymptotic variance, allowing for a first-step nonparametric estimation of the marginal survivals. We establish the asymptotic distribution of the penalized pseudo-likelihood ratio statistic for comparing multiple semiparametric multivariate survival functions subject to copula misspecification and general censorship. An empirical application is provided.

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

    Science.gov (United States)

    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…

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

    Science.gov (United States)

    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...

  3. Introducing a multivariate model for predicting driving performance: the role of driving anger and personal characteristics.

    Science.gov (United States)

    Roidl, Ernst; Siebert, Felix Wilhelm; Oehl, Michael; Höger, Rainer

    2013-12-01

    Maladaptive driving is an important source of self-inflicted accidents and this driving style could include high speeds, speeding violations, and poor lateral control of the vehicle. The literature suggests that certain groups of drivers, such as novice drivers, males, highly motivated drivers, and those who frequently experience anger in traffic, tend to exhibit more maladaptive driving patterns compared to other drivers. Remarkably, no coherent framework is currently available to describe the relationships and distinct influences of these factors. We conducted two studies with the aim of creating a multivariate model that combines the aforementioned factors, describes their relationships, and predicts driving performance more precisely. The studies employed different techniques to elicit emotion and different tracks designed to explore the driving behaviors of participants in potentially anger-provoking situations. Study 1 induced emotions with short film clips. Study 2 confronted the participants with potentially anger-inducing traffic situations during the simulated drive. In both studies, participants who experienced high levels of anger drove faster and exhibited greater longitudinal and lateral acceleration. Furthermore, multiple linear regressions and path-models revealed that highly motivated male drivers displayed the same behavior independent of their emotional state. The results indicate that anger and specific risk characteristics lead to maladaptive changes in important driving parameters and that drivers with these specific risk factors are prone to experience more anger while driving, which further worsens their driving performance. Driver trainings and anger management courses will profit from these findings because they help to improve the validity of assessments of anger related driving behavior. © 2013.

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

    Science.gov (United States)

    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

  5. Evaluating the double Poisson generalized linear model.

    Science.gov (United States)

    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.

  6. Simulation research on multivariable fuzzy model predictive control of nuclear power plant

    International Nuclear Information System (INIS)

    Su Jie

    2012-01-01

    To improve the dynamic control capabilities of the nuclear power plant, the algorithm of the multivariable nonlinear predictive control based on the fuzzy model was applied in the main parameters control of the nuclear power plant, including control structure and the design of controller in the base of expounding the math model of the turbine and the once-through steam generator. The simulation results show that the respond of the change of the gas turbine speed and the steam pressure under the algorithm of multivariable fuzzy model predictive control is faster than that under the PID control algorithm, and the output value of the gas turbine speed and the steam pressure under the PID control algorithm is 3%-5% more than that under the algorithm of multi-variable fuzzy model predictive control. So it shows that the algorithm of multi-variable fuzzy model predictive control can control the output of the main parameters of the nuclear power plant well and get better control effect. (author)

  7. A Quasi-Dynamic Optimal Control Strategy for Non-Linear Multivariable Processes Based upon Non-Quadratic Objective Functions

    Directory of Open Access Journals (Sweden)

    Jens G. Balchen

    1984-10-01

    Full Text Available The problem of systematic derivation of a quasi-dynamic optimal control strategy for a non-linear dynamic process based upon a non-quadratic objective function is investigated. The wellknown LQG-control algorithm does not lead to an optimal solution when the process disturbances have non-zero mean. The relationships between the proposed control algorithm and LQG-control are presented. The problem of how to constrain process variables by means of 'penalty' - terms in the objective function is dealt with separately.

  8. Petri Nets as Models of Linear Logic

    DEFF Research Database (Denmark)

    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...

  9. Analyzing multivariate survival data using composite likelihood and flexible parametric modeling of the hazard functions

    DEFF Research Database (Denmark)

    Nielsen, Jan; Parner, Erik

    2010-01-01

    In this paper, we model multivariate time-to-event data by composite likelihood of pairwise frailty likelihoods and marginal hazards using natural cubic splines. Both right- and interval-censored data are considered. The suggested approach is applied on two types of family studies using the gamma...

  10. Web-Based Tools for Modelling and Analysis of Multivariate Data: California Ozone Pollution Activity

    Science.gov (United States)

    Dinov, Ivo D.; Christou, Nicolas

    2011-01-01

    This article presents a hands-on web-based activity motivated by the relation between human health and ozone pollution in California. This case study is based on multivariate data collected monthly at 20 locations in California between 1980 and 2006. Several strategies and tools for data interrogation and exploratory data analysis, model fitting…

  11. The Dirichlet-Multinomial Model for Multivariate Randomized Response Data and Small Samples

    Science.gov (United States)

    Avetisyan, Marianna; Fox, Jean-Paul

    2012-01-01

    In survey sampling the randomized response (RR) technique can be used to obtain truthful answers to sensitive questions. Although the individual answers are masked due to the RR technique, individual (sensitive) response rates can be estimated when observing multivariate response data. The beta-binomial model for binary RR data will be generalized…

  12. Rotation in the Dynamic Factor Modeling of Multivariate Stationary Time Series.

    Science.gov (United States)

    Molenaar, Peter C. M.; Nesselroade, John R.

    2001-01-01

    Proposes a special rotation procedure for the exploratory dynamic factor model for stationary multivariate time series. The rotation procedure applies separately to each univariate component series of a q-variate latent factor series and transforms such a component, initially represented as white noise, into a univariate moving-average.…

  13. Dynamic factor analysis in the frequency domain: causal modeling of multivariate psychophysiological time series

    NARCIS (Netherlands)

    Molenaar, P.C.M.

    1987-01-01

    Outlines a frequency domain analysis of the dynamic factor model and proposes a solution to the problem of constructing a causal filter of lagged factor loadings. The method is illustrated with applications to simulated and real multivariate time series. The latter applications involve topographic

  14. Rotation in the dynamic factor modeling of multivariate stationary time series.

    NARCIS (Netherlands)

    Molenaar, P.C.M.; Nesselroade, J.R.

    2001-01-01

    A special rotation procedure is proposed for the exploratory dynamic factor model for stationary multivariate time series. The rotation procedure applies separately to each univariate component series of a q-variate latent factor series and transforms such a component, initially represented as white

  15. A simplified parsimonious higher order multivariate Markov chain model with new convergence condition

    Science.gov (United States)

    Wang, Chao; Yang, Chuan-sheng

    2017-09-01

    In this paper, we present a simplified parsimonious higher-order multivariate Markov chain model with new convergence condition. (TPHOMMCM-NCC). Moreover, estimation method of the parameters in TPHOMMCM-NCC is give. Numerical experiments illustrate the effectiveness of TPHOMMCM-NCC.

  16. Probabilistic, Multivariable Flood Loss Modeling on the Mesoscale with BT-FLEMO.

    Science.gov (United States)

    Kreibich, Heidi; Botto, Anna; Merz, Bruno; Schröter, Kai

    2017-04-01

    Flood loss modeling is an important component for risk analyses and decision support in flood risk management. Commonly, flood loss models describe complex damaging processes by simple, deterministic approaches like depth-damage functions and are associated with large uncertainty. To improve flood loss estimation and to provide quantitative information about the uncertainty associated with loss modeling, a probabilistic, multivariable Bagging decision Tree Flood Loss Estimation MOdel (BT-FLEMO) for residential buildings was developed. The application of BT-FLEMO provides a probability distribution of estimated losses to residential buildings per municipality. BT-FLEMO was applied and validated at the mesoscale in 19 municipalities that were affected during the 2002 flood by the River Mulde in Saxony, Germany. Validation was undertaken on the one hand via a comparison with six deterministic loss models, including both depth-damage functions and multivariable models. On the other hand, the results were compared with official loss data. BT-FLEMO outperforms deterministic, univariable, and multivariable models with regard to model accuracy, although the prediction uncertainty remains high. An important advantage of BT-FLEMO is the quantification of prediction uncertainty. The probability distribution of loss estimates by BT-FLEMO well represents the variation range of loss estimates of the other models in the case study. © 2016 Society for Risk Analysis.

  17. The NLS-Based Nonlinear Grey Multivariate Model for Forecasting Pollutant Emissions in China

    Directory of Open Access Journals (Sweden)

    Ling-Ling Pei

    2018-03-01

    Full Text Available The relationship between pollutant discharge and economic growth has been a major research focus in environmental economics. To accurately estimate the nonlinear change law of China’s pollutant discharge with economic growth, this study establishes a transformed nonlinear grey multivariable (TNGM (1, N model based on the nonlinear least square (NLS method. The Gauss–Seidel iterative algorithm was used to solve the parameters of the TNGM (1, N model based on the NLS basic principle. This algorithm improves the precision of the model by continuous iteration and constantly approximating the optimal regression coefficient of the nonlinear model. In our empirical analysis, the traditional grey multivariate model GM (1, N and the NLS-based TNGM (1, N models were respectively adopted to forecast and analyze the relationship among wastewater discharge per capita (WDPC, and per capita emissions of SO2 and dust, alongside GDP per capita in China during the period 1996–2015. Results indicated that the NLS algorithm is able to effectively help the grey multivariable model identify the nonlinear relationship between pollutant discharge and economic growth. The results show that the NLS-based TNGM (1, N model presents greater precision when forecasting WDPC, SO2 emissions and dust emissions per capita, compared to the traditional GM (1, N model; WDPC indicates a growing tendency aligned with the growth of GDP, while the per capita emissions of SO2 and dust reduce accordingly.

  18. Functional inverted Wishart for Bayesian multivariate spatial modeling with application to regional climatology model data.

    Science.gov (United States)

    Duan, L L; Szczesniak, R D; Wang, X

    2017-11-01

    Modern environmental and climatological studies produce multiple outcomes at high spatial resolutions. Multivariate spatial modeling is an established means to quantify cross-correlation among outcomes. However, existing models typically suffer from poor computational efficiency and lack the flexibility to simultaneously estimate auto- and cross-covariance structures. In this article, we undertake a novel construction of covariance by utilizing spectral convolution and by imposing an inverted Wishart prior on the cross-correlation structure. The cross-correlation structure with this functional inverted Wishart prior flexibly accommodates not only positive but also weak or negative associations among outcomes while preserving spatial resolution. Furthermore, the proposed model is computationally efficient and produces easily interpretable results, including the individual autocovariances and full cross-correlation matrices, as well as a partial cross-correlation matrix reflecting the outcome correlation after excluding the effects caused by spatial convolution. The model is examined using simulated data sets under different scenarios. It is also applied to the data from the North American Regional Climate Change Assessment Program, examining long-term associations between surface outcomes for air temperature, pressure, humidity, and radiation, on the land area of the North American West Coast. Results and predictive performance are compared with findings from approaches using convolution only or coregionalization.

  19. Functional inverted Wishart for Bayesian multivariate spatial modeling with application to regional climatology model data

    Science.gov (United States)

    Duan, L. L.; Szczesniak, R. D.; Wang, X.

    2018-01-01

    Modern environmental and climatological studies produce multiple outcomes at high spatial resolutions. Multivariate spatial modeling is an established means to quantify cross-correlation among outcomes. However, existing models typically suffer from poor computational efficiency and lack the flexibility to simultaneously estimate auto- and cross-covariance structures. In this article, we undertake a novel construction of covariance by utilizing spectral convolution and by imposing an inverted Wishart prior on the cross-correlation structure. The cross-correlation structure with this functional inverted Wishart prior flexibly accommodates not only positive but also weak or negative associations among outcomes while preserving spatial resolution. Furthermore, the proposed model is computationally efficient and produces easily interpretable results, including the individual autocovariances and full cross-correlation matrices, as well as a partial cross-correlation matrix reflecting the outcome correlation after excluding the effects caused by spatial convolution. The model is examined using simulated data sets under different scenarios. It is also applied to the data from the North American Regional Climate Change Assessment Program, examining long-term associations between surface outcomes for air temperature, pressure, humidity, and radiation, on the land area of the North American West Coast. Results and predictive performance are compared with findings from approaches using convolution only or coregionalization. PMID:29576735

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

    Indian Academy of Sciences (India)

    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 ...

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

    Science.gov (United States)

    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 ...

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

    African Journals Online (AJOL)

    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.

  3. Multivariate Calibration Models for Sorghum Composition using Near-Infrared Spectroscopy

    Energy Technology Data Exchange (ETDEWEB)

    Wolfrum, E.; Payne, C.; Stefaniak, T.; Rooney, W.; Dighe, N.; Bean, B.; Dahlberg, J.

    2013-03-01

    NREL developed calibration models based on near-infrared (NIR) spectroscopy coupled with multivariate statistics to predict compositional properties relevant to cellulosic biofuels production for a variety of sorghum cultivars. A robust calibration population was developed in an iterative fashion. The quality of models developed using the same sample geometry on two different types of NIR spectrometers and two different sample geometries on the same spectrometer did not vary greatly.

  4. Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price

    Directory of Open Access Journals (Sweden)

    Kaijian He

    2016-04-01

    Full Text Available Recent empirical studies reveal evidence of the co-existence of heterogeneous data characteristics distinguishable by time scale in the movement crude oil prices. In this paper we propose a new multivariate Empirical Mode Decomposition (EMD-based model to take advantage of these heterogeneous characteristics of the price movement and model them in the crude oil markets. Empirical studies in benchmark crude oil markets confirm that more diverse heterogeneous data characteristics can be revealed and modeled in the projected time delayed domain. The proposed model demonstrates the superior performance compared to the benchmark models.

  5. A cost-based empirical model of the aggregate price determination for the Turkish economy: A multivariate cointegration approach

    Directory of Open Access Journals (Sweden)

    Zeren Fatma

    2010-01-01

    Full Text Available This paper tries to examine the long run relationships between the aggregate consumer prices and some cost-based components for the Turkish economy. Based on a simple economic model of the macro-scaled price formation, multivariate cointegration techniques have been applied to test whether the real data support the a priori model construction. The results reveal that all of the factors, related to the price determination, have a positive impact on the consumer prices as expected. We find that the most significant component contributing to the price setting is the nominal exchange rate depreciation. We also cannot reject the linear homogeneity of the sum of all the price data as to the domestic inflation. The paper concludes that the Turkish consumer prices have in fact a strong cost-push component that contributes to the aggregate pricing.

  6. Linear regression

    CERN Document Server

    Olive, David J

    2017-01-01

    This text covers both multiple linear regression and some experimental design models. The text uses the response plot to visualize the model and to detect outliers, does not assume that the error distribution has a known parametric distribution, develops prediction intervals that work when the error distribution is unknown, suggests bootstrap hypothesis tests that may be useful for inference after variable selection, and develops prediction regions and large sample theory for the multivariate linear regression model that has m response variables. A relationship between multivariate prediction regions and confidence regions provides a simple way to bootstrap confidence regions. These confidence regions often provide a practical method for testing hypotheses. There is also a chapter on generalized linear models and generalized additive models. There are many R functions to produce response and residual plots, to simulate prediction intervals and hypothesis tests, to detect outliers, and to choose response trans...

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

    DEFF Research Database (Denmark)

    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. Linear control theory for gene network modeling.

    Science.gov (United States)

    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.

  9. LINEAR MODEL FOR NON ISOSCELES ABSORBERS.

    Energy Technology Data Exchange (ETDEWEB)

    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.

  10. External validation of multivariable prediction models: a systematic review of methodological conduct and reporting

    Science.gov (United States)

    2014-01-01

    Background Before considering whether to use a multivariable (diagnostic or prognostic) prediction model, it is essential that its performance be evaluated in data that were not used to develop the model (referred to as external validation). We critically appraised the methodological conduct and reporting of external validation studies of multivariable prediction models. Methods We conducted a systematic review of articles describing some form of external validation of one or more multivariable prediction models indexed in PubMed core clinical journals published in 2010. Study data were extracted in duplicate on design, sample size, handling of missing data, reference to the original study developing the prediction models and predictive performance measures. Results 11,826 articles were identified and 78 were included for full review, which described the evaluation of 120 prediction models. in participant data that were not used to develop the model. Thirty-three articles described both the development of a prediction model and an evaluation of its performance on a separate dataset, and 45 articles described only the evaluation of an existing published prediction model on another dataset. Fifty-seven percent of the prediction models were presented and evaluated as simplified scoring systems. Sixteen percent of articles failed to report the number of outcome events in the validation datasets. Fifty-four percent of studies made no explicit mention of missing data. Sixty-seven percent did not report evaluating model calibration whilst most studies evaluated model discrimination. It was often unclear whether the reported performance measures were for the full regression model or for the simplified models. Conclusions The vast majority of studies describing some form of external validation of a multivariable prediction model were poorly reported with key details frequently not presented. The validation studies were characterised by poor design, inappropriate handling

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

    Science.gov (United States)

    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.

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

    DEFF Research Database (Denmark)

    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...

  13. Tried and True: Springing into Linear Models

    Science.gov (United States)

    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…

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

    Directory of Open Access Journals (Sweden)

    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.

  15. An R2 statistic for fixed effects in the linear mixed model.

    Science.gov (United States)

    Edwards, Lloyd J; Muller, Keith E; Wolfinger, Russell D; Qaqish, Bahjat F; Schabenberger, Oliver

    2008-12-20

    Statisticians most often use the linear mixed model to analyze Gaussian longitudinal data. The value and familiarity of the R(2) statistic in the linear univariate model naturally creates great interest in extending it to the linear mixed model. We define and describe how to compute a model R(2) statistic for the linear mixed model by using only a single model. The proposed R(2) statistic measures multivariate association between the repeated outcomes and the fixed effects in the linear mixed model. The R(2) statistic arises as a 1-1 function of an appropriate F statistic for testing all fixed effects (except typically the intercept) in a full model. The statistic compares the full model with a null model with all fixed effects deleted (except typically the intercept) while retaining exactly the same covariance structure. Furthermore, the R(2) statistic leads immediately to a natural definition of a partial R(2) statistic. A mixed model in which ethnicity gives a very small p-value as a longitudinal predictor of blood pressure (BP) compellingly illustrates the value of the statistic. In sharp contrast to the extreme p-value, a very small R(2) , a measure of statistical and scientific importance, indicates that ethnicity has an almost negligible association with the repeated BP outcomes for the study.

  16. Ordinal Log-Linear Models for Contingency Tables

    Directory of Open Access Journals (Sweden)

    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.

  17. Recent Updates to the GEOS-5 Linear Model

    Science.gov (United States)

    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.

  18. A multivariate fall risk assessment model for VHA nursing homes using the minimum data set.

    Science.gov (United States)

    French, Dustin D; Werner, Dennis C; Campbell, Robert R; Powell-Cope, Gail M; Nelson, Audrey L; Rubenstein, Laurence Z; Bulat, Tatjana; Spehar, Andrea M

    2007-02-01

    The purpose of this study was to develop a multivariate fall risk assessment model beyond the current fall Resident Assessment Protocol (RAP) triggers for nursing home residents using the Minimum Data Set (MDS). Retrospective, clustered secondary data analysis. National Veterans Health Administration (VHA) long-term care nursing homes (N = 136). The study population consisted of 6577 national VHA nursing home residents who had an annual assessment during FY 2005, identified from the MDS, as well as an earlier annual or admission assessment within a 1-year look-back period. A dichotomous multivariate model of nursing home residents coded with a fall on selected fall risk characteristics from the MDS, estimated with general estimation equations (GEE). There were 17 170 assessments corresponding to 6577 long-term care nursing home residents. The increased odds ratio (OR) of being classified as a faller relative to the omitted "dependent" category of activities of daily living (ADL) ranged from OR = 1.35 for "limited" ADL category up to OR = 1.57 for "extensive-2" ADL (P canes, walkers, or crutches, or the use of wheelchairs increases the odds of being a faller (OR = 1.17, P falls in long-term care settings. The model incorporated an ADL index and adjusted for case mix by including only long-term care nursing home residents. The study offers clinicians practical estimates by combining multiple univariate MDS elements in an empirically based, multivariate fall risk assessment model.

  19. Model based multivariable controller for large scale compression stations. Design and experimental validation on the LHC 18KW cryorefrigerator

    Energy Technology Data Exchange (ETDEWEB)

    Bonne, François; Bonnay, Patrick [INAC, SBT, UMR-E 9004 CEA/UJF-Grenoble, 17 rue des Martyrs, 38054 Grenoble (France); Alamir, Mazen [Gipsa-Lab, Control Systems Department, CNRS-University of Grenoble, 11, rue des Mathématiques, BP 46, 38402 Saint Martin d' Hères (France); Bradu, Benjamin [CERN, CH-1211 Genève 23 (Switzerland)

    2014-01-29

    In this paper, a multivariable model-based non-linear controller for Warm Compression Stations (WCS) is proposed. The strategy is to replace all the PID loops controlling the WCS with an optimally designed model-based multivariable loop. This new strategy leads to high stability and fast disturbance rejection such as those induced by a turbine or a compressor stop, a key-aspect in the case of large scale cryogenic refrigeration. The proposed control scheme can be used to have precise control of every pressure in normal operation or to stabilize and control the cryoplant under high variation of thermal loads (such as a pulsed heat load expected to take place in future fusion reactors such as those expected in the cryogenic cooling systems of the International Thermonuclear Experimental Reactor ITER or the Japan Torus-60 Super Advanced fusion experiment JT-60SA). The paper details how to set the WCS model up to synthesize the Linear Quadratic Optimal feedback gain and how to use it. After preliminary tuning at CEA-Grenoble on the 400W@1.8K helium test facility, the controller has been implemented on a Schneider PLC and fully tested first on the CERN's real-time simulator. Then, it was experimentally validated on a real CERN cryoplant. The efficiency of the solution is experimentally assessed using a reasonable operating scenario of start and stop of compressors and cryogenic turbines. This work is partially supported through the European Fusion Development Agreement (EFDA) Goal Oriented Training Program, task agreement WP10-GOT-GIRO.

  20. Multivariable modeling of pressure vessel and piping J-R data

    International Nuclear Information System (INIS)

    Eason, E.D.; Wright, J.E.; Nelson, E.E.

    1991-05-01

    Multivariable models were developed for predicting J-R curves from available data, such as material chemistry, radiation exposure, temperature, and Charpy V-notch energy. The present work involved collection of public test data, application of advanced pattern recognition tools, and calibration of improved multivariable models. Separate models were fitted for different material groups, including RPV welds, Linde 80 welds, RPV base metals, piping welds, piping base metals, and the combined database. Three different types of models were developed, involving different combinations of variables that might be available for applications: a Charpy model, a preirradiation Charpy model, and a copper-fluence model. In general, the best results were obtained with the preirradiation Charpy model. The copper-fluence model is recommended only if Charpy data are unavailable, and then only for Linde 80 welds. Relatively good fits were obtained, capable of predicting the values of J for pressure vessel steels to with a standard deviation of 13--18% over the range of test data. The models were qualified for predictive purposes by demonstrating their ability to predict validation data not used for fitting. 20 refs., 45 figs., 16 tabs

  1. Estimation of Seismic Wavelets Based on the Multivariate Scale Mixture of Gaussians Model

    Directory of Open Access Journals (Sweden)

    Jing-Huai Gao

    2009-12-01

    Full Text Available This paper proposes a new method for estimating seismic wavelets. Suppose a seismic wavelet can be modeled by a formula with three free parameters (scale, frequency and phase. We can transform the estimation of the wavelet into determining these three parameters. The phase of the wavelet is estimated by constant-phase rotation to the seismic signal, while the other two parameters are obtained by the Higher-order Statistics (HOS (fourth-order cumulant matching method. In order to derive the estimator of the Higher-order Statistics (HOS, the multivariate scale mixture of Gaussians (MSMG model is applied to formulating the multivariate joint probability density function (PDF of the seismic signal. By this way, we can represent HOS as a polynomial function of second-order statistics to improve the anti-noise performance and accuracy. In addition, the proposed method can work well for short time series.

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

    DEFF Research Database (Denmark)

    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

    Science.gov (United States)

    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

    DEFF Research Database (Denmark)

    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. Contributions to Estimation and Testing Block Covariance Structures in Multivariate Normal Models

    OpenAIRE

    Liang, Yuli

    2015-01-01

    This thesis concerns inference problems in balanced random effects models with a so-called block circular Toeplitz covariance structure. This class of covariance structures describes the dependency of some specific multivariate two-level data when both compound symmetry and circular symmetry appear simultaneously. We derive two covariance structures under two different invariance restrictions. The obtained covariance structures reflect both circularity and exchangeability present in the data....

  6. Evaluating the Relationship between Team Performance and Joint Attention with Longitudinal Multivariate Mixed Models

    Science.gov (United States)

    2016-09-23

    Sweller, J. (2005). Cognitive load theory and complex learning: Recent developments and future directions. Educational Psychology Review, 17(2), 147–177...Relationship between Team Performance and Joint Attention with Longitudinal Multivariate Mixed Models 5a. CONTRACT NUMBER FA8650-14-D-6501-0009 5b...Annual Meeting, 19-23 September 2016. 14. Previous research indicates that measures of joint attention provide unique insight into team cognition

  7. Linear control theory for gene network modeling.

    Directory of Open Access Journals (Sweden)

    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.

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

    Directory of Open Access Journals (Sweden)

    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.

  9. The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

    International Nuclear Information System (INIS)

    Rupšys, P.

    2015-01-01

    A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE

  10. The use of copulas to practical estimation of multivariate stochastic differential equation mixed effects models

    Energy Technology Data Exchange (ETDEWEB)

    Rupšys, P. [Aleksandras Stulginskis University, Studenų g. 11, Akademija, Kaunas district, LT – 53361 Lithuania (Lithuania)

    2015-10-28

    A system of stochastic differential equations (SDE) with mixed-effects parameters and multivariate normal copula density function were used to develop tree height model for Scots pine trees in Lithuania. A two-step maximum likelihood parameter estimation method is used and computational guidelines are given. After fitting the conditional probability density functions to outside bark diameter at breast height, and total tree height, a bivariate normal copula distribution model was constructed. Predictions from the mixed-effects parameters SDE tree height model calculated during this research were compared to the regression tree height equations. The results are implemented in the symbolic computational language MAPLE.

  11. Hierarchical Hidden Markov Models for Multivariate Integer-Valued Time-Series

    DEFF Research Database (Denmark)

    Catania, Leopoldo; Di Mari, Roberto

    2018-01-01

    We propose a new flexible dynamic model for multivariate nonnegative integer-valued time-series. Observations are assumed to depend on the realization of two additional unobserved integer-valued stochastic variables which control for the time-and cross-dependence of the data. An Expectation......-Maximization algorithm for maximum likelihood estimation of the model's parameters is derived. We provide conditional and unconditional (cross)-moments implied by the model, as well as the limiting distribution of the series. A Monte Carlo experiment investigates the finite sample properties of our estimation...

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

    DEFF Research Database (Denmark)

    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...

  13. Comparison between splines and fractional polynomials for multivariable model building with continuous covariates: a simulation study with continuous response.

    Science.gov (United States)

    Binder, Harald; Sauerbrei, Willi; Royston, Patrick

    2013-06-15

    In observational studies, many continuous or categorical covariates may be related to an outcome. Various spline-based procedures or the multivariable fractional polynomial (MFP) procedure can be used to identify important variables and functional forms for continuous covariates. This is the main aim of an explanatory model, as opposed to a model only for prediction. The type of analysis often guides the complexity of the final model. Spline-based procedures and MFP have tuning parameters for choosing the required complexity. To compare model selection approaches, we perform a simulation study in the linear regression context based on a data structure intended to reflect realistic biomedical data. We vary the sample size, variance explained and complexity parameters for model selection. We consider 15 variables. A sample size of 200 (1000) and R(2)  = 0.2 (0.8) is the scenario with the smallest (largest) amount of information. For assessing performance, we consider prediction error, correct and incorrect inclusion of covariates, qualitative measures for judging selected functional forms and further novel criteria. From limited information, a suitable explanatory model cannot be obtained. Prediction performance from all types of models is similar. With a medium amount of information, MFP performs better than splines on several criteria. MFP better recovers simpler functions, whereas splines better recover more complex functions. For a large amount of information and no local structure, MFP and the spline procedures often select similar explanatory models. Copyright © 2012 John Wiley & Sons, Ltd.

  14. A multivariable model for predicting the frictional behaviour and hydration of the human skin.

    Science.gov (United States)

    Veijgen, N K; van der Heide, E; Masen, M A

    2013-08-01

    The frictional characteristics of skin-object interactions are important when handling objects, in the assessment of perception and comfort of products and materials and in the origins and prevention of skin injuries. In this study, based on statistical methods, a quantitative model is developed that describes the friction behaviour of human skin as a function of the subject characteristics, contact conditions, the properties of the counter material as well as environmental conditions. Although the frictional behaviour of human skin is a multivariable problem, in literature the variables that are associated with skin friction have been studied using univariable methods. In this work, multivariable models for the static and dynamic coefficients of friction as well as for the hydration of the skin are presented. A total of 634 skin-friction measurements were performed using a recently developed tribometer. Using a statistical analysis, previously defined potential influential variables were linked to the static and dynamic coefficient of friction and to the hydration of the skin, resulting in three predictive quantitative models that descibe the friction behaviour and the hydration of human skin respectively. Increased dynamic coefficients of friction were obtained from older subjects, on the index finger, with materials with a higher surface energy at higher room temperatures, whereas lower dynamic coefficients of friction were obtained at lower skin temperatures, on the temple with rougher contact materials. The static coefficient of friction increased with higher skin hydration, increasing age, on the index finger, with materials with a higher surface energy and at higher ambient temperatures. The hydration of the skin was associated with the skin temperature, anatomical location, presence of hair on the skin and the relative air humidity. Predictive models have been derived for the static and dynamic coefficient of friction using a multivariable approach. These

  15. Multivariate synthetic streamflow generation using a hybrid model based on artificial neural networks

    Directory of Open Access Journals (Sweden)

    J. C. Ochoa-Rivera

    2002-01-01

    Full Text Available A model for multivariate streamflow generation is presented, based on a multilayer feedforward neural network. The structure of the model results from two components, the neural network (NN deterministic component and a random component which is assumed to be normally distributed. It is from this second component that the model achieves the ability to incorporate effectively the uncertainty associated with hydrological processes, making it valuable as a practical tool for synthetic generation of streamflow series. The NN topology and the corresponding analytical explicit formulation of the model are described in detail. The model is calibrated with a series of monthly inflows to two reservoir sites located in the Tagus River basin (Spain, while validation is performed through estimation of a set of statistics that is relevant for water resources systems planning and management. Among others, drought and storage statistics are computed and compared for both the synthetic and historical series. The performance of the NN-based model was compared to that of a standard autoregressive AR(2 model. Results show that NN represents a promising modelling alternative for simulation purposes, with interesting potential in the context of water resources systems management and optimisation. Keywords: neural networks, perceptron multilayer, error backpropagation, hydrological scenario generation, multivariate time-series..

  16. Multivariate Models of Parent-Late Adolescent Gender Dyads: The Importance of Parenting Processes in Predicting Adjustment

    Science.gov (United States)

    McKinney, Cliff; Renk, Kimberly

    2008-01-01

    Although parent-adolescent interactions have been examined, relevant variables have not been integrated into a multivariate model. As a result, this study examined a multivariate model of parent-late adolescent gender dyads in an attempt to capture important predictors in late adolescents' important and unique transition to adulthood. The sample…

  17. Forecasting of municipal solid waste quantity in a developing country using multivariate grey models

    International Nuclear Information System (INIS)

    Intharathirat, Rotchana; Abdul Salam, P.; Kumar, S.; Untong, Akarapong

    2015-01-01

    Highlights: • Grey model can be used to forecast MSW quantity accurately with the limited data. • Prediction interval overcomes the uncertainty of MSW forecast effectively. • A multivariate model gives accuracy associated with factors affecting MSW quantity. • Population, urbanization, employment and household size play role for MSW quantity. - Abstract: In order to plan, manage and use municipal solid waste (MSW) in a sustainable way, accurate forecasting of MSW generation and composition plays a key role. It is difficult to carry out the reliable estimates using the existing models due to the limited data available in the developing countries. This study aims to forecast MSW collected in Thailand with prediction interval in long term period by using the optimized multivariate grey model which is the mathematical approach. For multivariate models, the representative factors of residential and commercial sectors affecting waste collected are identified, classified and quantified based on statistics and mathematics of grey system theory. Results show that GMC (1, 5), the grey model with convolution integral, is the most accurate with the least error of 1.16% MAPE. MSW collected would increase 1.40% per year from 43,435–44,994 tonnes per day in 2013 to 55,177–56,735 tonnes per day in 2030. This model also illustrates that population density is the most important factor affecting MSW collected, followed by urbanization, proportion employment and household size, respectively. These mean that the representative factors of commercial sector may affect more MSW collected than that of residential sector. Results can help decision makers to develop the measures and policies of waste management in long term period

  18. Forecasting of municipal solid waste quantity in a developing country using multivariate grey models

    Energy Technology Data Exchange (ETDEWEB)

    Intharathirat, Rotchana, E-mail: rotchana.in@gmail.com [Energy Field of Study, School of Environment, Resources and Development, Asian Institute of Technology, P.O. Box 4, KlongLuang, Pathumthani 12120 (Thailand); Abdul Salam, P., E-mail: salam@ait.ac.th [Energy Field of Study, School of Environment, Resources and Development, Asian Institute of Technology, P.O. Box 4, KlongLuang, Pathumthani 12120 (Thailand); Kumar, S., E-mail: kumar@ait.ac.th [Energy Field of Study, School of Environment, Resources and Development, Asian Institute of Technology, P.O. Box 4, KlongLuang, Pathumthani 12120 (Thailand); Untong, Akarapong, E-mail: akarapong_un@hotmail.com [School of Tourism Development, Maejo University, Chiangmai (Thailand)

    2015-05-15

    Highlights: • Grey model can be used to forecast MSW quantity accurately with the limited data. • Prediction interval overcomes the uncertainty of MSW forecast effectively. • A multivariate model gives accuracy associated with factors affecting MSW quantity. • Population, urbanization, employment and household size play role for MSW quantity. - Abstract: In order to plan, manage and use municipal solid waste (MSW) in a sustainable way, accurate forecasting of MSW generation and composition plays a key role. It is difficult to carry out the reliable estimates using the existing models due to the limited data available in the developing countries. This study aims to forecast MSW collected in Thailand with prediction interval in long term period by using the optimized multivariate grey model which is the mathematical approach. For multivariate models, the representative factors of residential and commercial sectors affecting waste collected are identified, classified and quantified based on statistics and mathematics of grey system theory. Results show that GMC (1, 5), the grey model with convolution integral, is the most accurate with the least error of 1.16% MAPE. MSW collected would increase 1.40% per year from 43,435–44,994 tonnes per day in 2013 to 55,177–56,735 tonnes per day in 2030. This model also illustrates that population density is the most important factor affecting MSW collected, followed by urbanization, proportion employment and household size, respectively. These mean that the representative factors of commercial sector may affect more MSW collected than that of residential sector. Results can help decision makers to develop the measures and policies of waste management in long term period.

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

    DEFF Research Database (Denmark)

    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...

  20. A linear model of population dynamics

    Science.gov (United States)

    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).

  1. Parameter estimation of multivariate multiple regression model using bayesian with non-informative Jeffreys’ prior distribution

    Science.gov (United States)

    Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.

    2018-05-01

    Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.

  2. Forecasting Multivariate Road Traffic Flows Using Bayesian Dynamic Graphical Models, Splines and Other Traffic Variables

    NARCIS (Netherlands)

    Anacleto, Osvaldo; Queen, Catriona; Albers, Casper J.

    Traffic flow data are routinely collected for many networks worldwide. These invariably large data sets can be used as part of a traffic management system, for which good traffic flow forecasting models are crucial. The linear multiregression dynamic model (LMDM) has been shown to be promising for

  3. Reduced Multivariate Polynomial Model for Manufacturing Costs Estimation of Piping Elements

    Directory of Open Access Journals (Sweden)

    Nibaldo Rodriguez

    2013-01-01

    Full Text Available This paper discusses the development and evaluation of an estimation model of manufacturing costs of piping elements through the application of a Reduced Multivariate Polynomial (RMP. The model allows obtaining accurate estimations, even when enough and adequate information is not available. This situation typically occurs in the early stages of the design process of industrial products. The experimental evaluations show that the approach is capable, with a low complexity, of reducing uncertainties and to predict costs with significant precision. Comparisons with a neural network showed also that the RMP performs better considering a set of classical performance measures with the corresponding lower complexity and higher accuracy.

  4. Impact of Statistical Learning Methods on the Predictive Power of Multivariate Normal Tissue Complication Probability Models

    Energy Technology Data Exchange (ETDEWEB)

    Xu Chengjian, E-mail: c.j.xu@umcg.nl [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands); Schaaf, Arjen van der; Schilstra, Cornelis; Langendijk, Johannes A.; Veld, Aart A. van' t [Department of Radiation Oncology, University of Groningen, University Medical Center Groningen, Groningen (Netherlands)

    2012-03-15

    Purpose: To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. Methods and Materials: In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. Results: It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. Conclusions: The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended.

  5. Impact of statistical learning methods on the predictive power of multivariate normal tissue complication probability models.

    Science.gov (United States)

    Xu, Cheng-Jian; van der Schaaf, Arjen; Schilstra, Cornelis; Langendijk, Johannes A; van't Veld, Aart A

    2012-03-15

    To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended. Copyright © 2012 Elsevier Inc. All rights reserved.

  6. Impact of Statistical Learning Methods on the Predictive Power of Multivariate Normal Tissue Complication Probability Models

    International Nuclear Information System (INIS)

    Xu Chengjian; Schaaf, Arjen van der; Schilstra, Cornelis; Langendijk, Johannes A.; Veld, Aart A. van’t

    2012-01-01

    Purpose: To study the impact of different statistical learning methods on the prediction performance of multivariate normal tissue complication probability (NTCP) models. Methods and Materials: In this study, three learning methods, stepwise selection, least absolute shrinkage and selection operator (LASSO), and Bayesian model averaging (BMA), were used to build NTCP models of xerostomia following radiotherapy treatment for head and neck cancer. Performance of each learning method was evaluated by a repeated cross-validation scheme in order to obtain a fair comparison among methods. Results: It was found that the LASSO and BMA methods produced models with significantly better predictive power than that of the stepwise selection method. Furthermore, the LASSO method yields an easily interpretable model as the stepwise method does, in contrast to the less intuitive BMA method. Conclusions: The commonly used stepwise selection method, which is simple to execute, may be insufficient for NTCP modeling. The LASSO method is recommended.

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

    African Journals Online (AJOL)

    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 ...

  8. Modeling Non-Linear Material Properties in Composite Materials

    Science.gov (United States)

    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

  9. Order Selection for General Expression of Nonlinear Autoregressive Model Based on Multivariate Stepwise Regression

    Science.gov (United States)

    Shi, Jinfei; Zhu, Songqing; Chen, Ruwen

    2017-12-01

    An order selection method based on multiple stepwise regressions is proposed for General Expression of Nonlinear Autoregressive model which converts the model order problem into the variable selection of multiple linear regression equation. The partial autocorrelation function is adopted to define the linear term in GNAR model. The result is set as the initial model, and then the nonlinear terms are introduced gradually. Statistics are chosen to study the improvements of both the new introduced and originally existed variables for the model characteristics, which are adopted to determine the model variables to retain or eliminate. So the optimal model is obtained through data fitting effect measurement or significance test. The simulation and classic time-series data experiment results show that the method proposed is simple, reliable and can be applied to practical engineering.

  10. An exercise in model validation: Comparing univariate statistics and Monte Carlo-based multivariate statistics

    International Nuclear Information System (INIS)

    Weathers, J.B.; Luck, R.; Weathers, J.W.

    2009-01-01

    The complexity of mathematical models used by practicing engineers is increasing due to the growing availability of sophisticated mathematical modeling tools and ever-improving computational power. For this reason, the need to define a well-structured process for validating these models against experimental results has become a pressing issue in the engineering community. This validation process is partially characterized by the uncertainties associated with the modeling effort as well as the experimental results. The net impact of the uncertainties on the validation effort is assessed through the 'noise level of the validation procedure', which can be defined as an estimate of the 95% confidence uncertainty bounds for the comparison error between actual experimental results and model-based predictions of the same quantities of interest. Although general descriptions associated with the construction of the noise level using multivariate statistics exists in the literature, a detailed procedure outlining how to account for the systematic and random uncertainties is not available. In this paper, the methodology used to derive the covariance matrix associated with the multivariate normal pdf based on random and systematic uncertainties is examined, and a procedure used to estimate this covariance matrix using Monte Carlo analysis is presented. The covariance matrices are then used to construct approximate 95% confidence constant probability contours associated with comparison error results for a practical example. In addition, the example is used to show the drawbacks of using a first-order sensitivity analysis when nonlinear local sensitivity coefficients exist. Finally, the example is used to show the connection between the noise level of the validation exercise calculated using multivariate and univariate statistics.

  11. An exercise in model validation: Comparing univariate statistics and Monte Carlo-based multivariate statistics

    Energy Technology Data Exchange (ETDEWEB)

    Weathers, J.B. [Shock, Noise, and Vibration Group, Northrop Grumman Shipbuilding, P.O. Box 149, Pascagoula, MS 39568 (United States)], E-mail: James.Weathers@ngc.com; Luck, R. [Department of Mechanical Engineering, Mississippi State University, 210 Carpenter Engineering Building, P.O. Box ME, Mississippi State, MS 39762-5925 (United States)], E-mail: Luck@me.msstate.edu; Weathers, J.W. [Structural Analysis Group, Northrop Grumman Shipbuilding, P.O. Box 149, Pascagoula, MS 39568 (United States)], E-mail: Jeffrey.Weathers@ngc.com

    2009-11-15

    The complexity of mathematical models used by practicing engineers is increasing due to the growing availability of sophisticated mathematical modeling tools and ever-improving computational power. For this reason, the need to define a well-structured process for validating these models against experimental results has become a pressing issue in the engineering community. This validation process is partially characterized by the uncertainties associated with the modeling effort as well as the experimental results. The net impact of the uncertainties on the validation effort is assessed through the 'noise level of the validation procedure', which can be defined as an estimate of the 95% confidence uncertainty bounds for the comparison error between actual experimental results and model-based predictions of the same quantities of interest. Although general descriptions associated with the construction of the noise level using multivariate statistics exists in the literature, a detailed procedure outlining how to account for the systematic and random uncertainties is not available. In this paper, the methodology used to derive the covariance matrix associated with the multivariate normal pdf based on random and systematic uncertainties is examined, and a procedure used to estimate this covariance matrix using Monte Carlo analysis is presented. The covariance matrices are then used to construct approximate 95% confidence constant probability contours associated with comparison error results for a practical example. In addition, the example is used to show the drawbacks of using a first-order sensitivity analysis when nonlinear local sensitivity coefficients exist. Finally, the example is used to show the connection between the noise level of the validation exercise calculated using multivariate and univariate statistics.

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

    African Journals Online (AJOL)

    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.

  13. Approximating chiral quark models with linear σ-models

    International Nuclear Information System (INIS)

    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

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

    Science.gov (United States)

    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.

  15. Improving sub-pixel imperviousness change prediction by ensembling heterogeneous non-linear regression models

    Directory of Open Access Journals (Sweden)

    Drzewiecki Wojciech

    2016-12-01

    Full Text Available In this work nine non-linear regression models were compared for sub-pixel impervious surface area mapping from Landsat images. The comparison was done in three study areas both for accuracy of imperviousness coverage evaluation in individual points in time and accuracy of imperviousness change assessment. The performance of individual machine learning algorithms (Cubist, Random Forest, stochastic gradient boosting of regression trees, k-nearest neighbors regression, random k-nearest neighbors regression, Multivariate Adaptive Regression Splines, averaged neural networks, and support vector machines with polynomial and radial kernels was also compared with the performance of heterogeneous model ensembles constructed from the best models trained using particular techniques.

  16. Parameter Estimation in Probit Model for Multivariate Multinomial Response Using SMLE

    Directory of Open Access Journals (Sweden)

    Jaka Nugraha

    2012-02-01

    Full Text Available In  the  research  field  of  transportation,  market  research and  politics,  often involving  the  response  of  the multinomial multivariate  observations.  In  this  paper, we discused  a  modeling  of  multivariate  multinomial  responses  using  probit  model.  The estimated  parameters  were  calculated  using Maximum  Likelihood  Estimations  (MLE based  on  the  GHK  simulation.  method  known  as Simulated  Maximum  Likelihood Estimations (SMLE. Likelihood function on the Probit model contains probability values that must be resolved by simulation. By using  the GHK simulation algorithm,  the estimator equation has been obtained for the parameters in the model Probit  Keywords : Probit Model, Newton-Raphson Iteration,  GHK simulator, MLE, simulated log-likelihood

  17. Applied multivariate statistics with R

    CERN Document Server

    Zelterman, Daniel

    2015-01-01

    This book brings the power of multivariate statistics to graduate-level practitioners, making these analytical methods accessible without lengthy mathematical derivations. Using the open source, shareware program R, Professor Zelterman demonstrates the process and outcomes for a wide array of multivariate statistical applications. Chapters cover graphical displays, linear algebra, univariate, bivariate and multivariate normal distributions, factor methods, linear regression, discrimination and classification, clustering, time series models, and additional methods. Zelterman uses practical examples from diverse disciplines to welcome readers from a variety of academic specialties. Those with backgrounds in statistics will learn new methods while they review more familiar topics. Chapters include exercises, real data sets, and R implementations. The data are interesting, real-world topics, particularly from health and biology-related contexts. As an example of the approach, the text examines a sample from the B...

  18. Forecasting electric vehicles sales with univariate and multivariate time series models: The case of China.

    Science.gov (United States)

    Zhang, Yong; Zhong, Miner; Geng, Nana; Jiang, Yunjian

    2017-01-01

    The market demand for electric vehicles (EVs) has increased in recent years. Suitable models are necessary to understand and forecast EV sales. This study presents a singular spectrum analysis (SSA) as a univariate time-series model and vector autoregressive model (VAR) as a multivariate model. Empirical results suggest that SSA satisfactorily indicates the evolving trend and provides reasonable results. The VAR model, which comprised exogenous parameters related to the market on a monthly basis, can significantly improve the prediction accuracy. The EV sales in China, which are categorized into battery and plug-in EVs, are predicted in both short term (up to December 2017) and long term (up to 2020), as statistical proofs of the growth of the Chinese EV industry.

  19. Exploring the potential of multivariate depth-damage and rainfall-damage models

    DEFF Research Database (Denmark)

    van Ootegem, Luc; van Herck, K.; Creten, T.

    2018-01-01

    In Europe, floods are among the natural catastrophes that cause the largest economic damage. This article explores the potential of two distinct types of multivariate flood damage models: ‘depth-damage’ models and ‘rainfall-damage’ models. We use survey data of 346 Flemish households that were...... victim of pluvial floods complemented with rainfall data from both rain gauges and weather radars. In the econometrical analysis, a Tobit estimation technique is used to deal with the issue of zero damage observations. The results show that in the ‘depth-damage’ models flood depth has a significant...... impact on the damage. In the ‘rainfall-damage’ models there is a significant impact of rainfall accumulation on the damage when using the gauge rainfall data as predictor, but not when using the radar rainfall data. Finally, non-hazard indicators are found to be important for explaining pluvial flood...

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

    Indian Academy of Sciences (India)

    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.

  1. Numerical modelling in non linear fracture mechanics

    Directory of Open Access Journals (Sweden)

    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.

  2. Energy consumption and economic growth in New Zealand: Results of trivariate and multivariate models

    International Nuclear Information System (INIS)

    Bartleet, Matthew; Gounder, Rukmani

    2010-01-01

    This study examines the energy consumption-growth nexus in New Zealand. Causal linkages between energy and macroeconomic variables are investigated using trivariate demand-side and multivariate production models. Long run and short run relationships are estimated for the period 1960-2004. The estimated results of demand model reveal a long run relationship between energy consumption, real GDP and energy prices. The short run results indicate that real GDP Granger-causes energy consumption without feedback, consistent with the proposition that energy demand is a derived demand. Energy prices are found to be significant for energy consumption outcomes. Production model results indicate a long run relationship between real GDP, energy consumption and employment. The Granger-causality is found from real GDP to energy consumption, providing additional evidence to support the neoclassical proposition that energy consumption in New Zealand is fundamentally driven by economic activities. Inclusion of capital in the multivariate production model shows short run causality from capital to energy consumption. Also, changes in real GDP and employment have significant predictive power for changes in real capital.

  3. A multivariate multilevel Gaussian model with a mixed effects structure in the mean and covariance part.

    Science.gov (United States)

    Li, Baoyue; Bruyneel, Luk; Lesaffre, Emmanuel

    2014-05-20

    A traditional Gaussian hierarchical model assumes a nested multilevel structure for the mean and a constant variance at each level. We propose a Bayesian multivariate multilevel factor model that assumes a multilevel structure for both the mean and the covariance matrix. That is, in addition to a multilevel structure for the mean we also assume that the covariance matrix depends on covariates and random effects. This allows to explore whether the covariance structure depends on the values of the higher levels and as such models heterogeneity in the variances and correlation structure of the multivariate outcome across the higher level values. The approach is applied to the three-dimensional vector of burnout measurements collected on nurses in a large European study to answer the research question whether the covariance matrix of the outcomes depends on recorded system-level features in the organization of nursing care, but also on not-recorded factors that vary with countries, hospitals, and nursing units. Simulations illustrate the performance of our modeling approach. Copyright © 2013 John Wiley & Sons, Ltd.

  4. OPLS statistical model versus linear regression to assess sonographic predictors of stroke prognosis.

    Science.gov (United States)

    Vajargah, Kianoush Fathi; Sadeghi-Bazargani, Homayoun; Mehdizadeh-Esfanjani, Robab; Savadi-Oskouei, Daryoush; Farhoudi, Mehdi

    2012-01-01

    The objective of the present study was to assess the comparable applicability of orthogonal projections to latent structures (OPLS) statistical model vs traditional linear regression in order to investigate the role of trans cranial doppler (TCD) sonography in predicting ischemic stroke prognosis. The study was conducted on 116 ischemic stroke patients admitted to a specialty neurology ward. The Unified Neurological Stroke Scale was used once for clinical evaluation on the first week of admission and again six months later. All data was primarily analyzed using simple linear regression and later considered for multivariate analysis using PLS/OPLS models through the SIMCA P+12 statistical software package. The linear regression analysis results used for the identification of TCD predictors of stroke prognosis were confirmed through the OPLS modeling technique. Moreover, in comparison to linear regression, the OPLS model appeared to have higher sensitivity in detecting the predictors of ischemic stroke prognosis and detected several more predictors. Applying the OPLS model made it possible to use both single TCD measures/indicators and arbitrarily dichotomized measures of TCD single vessel involvement as well as the overall TCD result. In conclusion, the authors recommend PLS/OPLS methods as complementary rather than alternative to the available classical regression models such as linear regression.

  5. Multivariate Normal Tissue Complication Probability Modeling of Heart Valve Dysfunction in Hodgkin Lymphoma Survivors

    International Nuclear Information System (INIS)

    Cella, Laura; Liuzzi, Raffaele; Conson, Manuel; D’Avino, Vittoria; Salvatore, Marco; Pacelli, Roberto

    2013-01-01

    Purpose: To establish a multivariate normal tissue complication probability (NTCP) model for radiation-induced asymptomatic heart valvular defects (RVD). Methods and Materials: Fifty-six patients treated with sequential chemoradiation therapy for Hodgkin lymphoma (HL) were retrospectively reviewed for RVD events. Clinical information along with whole heart, cardiac chambers, and lung dose distribution parameters was collected, and the correlations to RVD were analyzed by means of Spearman's rank correlation coefficient (Rs). For the selection of the model order and parameters for NTCP modeling, a multivariate logistic regression method using resampling techniques (bootstrapping) was applied. Model performance was evaluated using the area under the receiver operating characteristic curve (AUC). Results: When we analyzed the whole heart, a 3-variable NTCP model including the maximum dose, whole heart volume, and lung volume was shown to be the optimal predictive model for RVD (Rs = 0.573, P<.001, AUC = 0.83). When we analyzed the cardiac chambers individually, for the left atrium and for the left ventricle, an NTCP model based on 3 variables including the percentage volume exceeding 30 Gy (V30), cardiac chamber volume, and lung volume was selected as the most predictive model (Rs = 0.539, P<.001, AUC = 0.83; and Rs = 0.557, P<.001, AUC = 0.82, respectively). The NTCP values increase as heart maximum dose or cardiac chambers V30 increase. They also increase with larger volumes of the heart or cardiac chambers and decrease when lung volume is larger. Conclusions: We propose logistic NTCP models for RVD considering not only heart irradiation dose but also the combined effects of lung and heart volumes. Our study establishes the statistical evidence of the indirect effect of lung size on radio-induced heart toxicity

  6. Generalized Forecast Error Variance Decomposition for Linear and Nonlinear Multivariate Models

    DEFF Research Database (Denmark)

    Lanne, Markku; Nyberg, Henri

    We propose a new generalized forecast error variance decomposition with the property that the proportions of the impact accounted for by innovations in each variable sum to unity. Our decomposition is based on the well-established concept of the generalized impulse response function. The use of t...

  7. A multivariate dynamic linear model for early warnings of diarrhea and pen fouling in slaughter pigs

    DEFF Research Database (Denmark)

    Jensen, Dan Børge; Toft, Nils; Kristensen, Anders Ringgaard

    2017-01-01

    We present a method for providing early, but indiscriminant, predictions of diarrhea and pen fouling in grower/finisher pigs. We collected data on dispensed feed amount, water flow, drinking bouts frequency, temperature at two positions per pen, and section level humidity from 12 pens (6 double...... a set threshold a sufficient number of times, consecutively. Using this method with a 7 day prediction window, we achieved an area under the receiver operating characteristics curve of 0.84. Shorter prediction windows yielded lower performances, but longer prediction windows did not affect...

  8. Multiband Prediction Model for Financial Time Series with Multivariate Empirical Mode Decomposition

    Directory of Open Access Journals (Sweden)

    Md. Rabiul Islam

    2012-01-01

    Full Text Available This paper presents a subband approach to financial time series prediction. Multivariate empirical mode decomposition (MEMD is employed here for multiband representation of multichannel financial time series together. Autoregressive moving average (ARMA model is used in prediction of individual subband of any time series data. Then all the predicted subband signals are summed up to obtain the overall prediction. The ARMA model works better for stationary signal. With multiband representation, each subband becomes a band-limited (narrow band signal and hence better prediction is achieved. The performance of the proposed MEMD-ARMA model is compared with classical EMD, discrete wavelet transform (DWT, and with full band ARMA model in terms of signal-to-noise ratio (SNR and mean square error (MSE between the original and predicted time series. The simulation results show that the MEMD-ARMA-based method performs better than the other methods.

  9. Multivariate Bias Correction Procedures for Improving Water Quality Predictions from the SWAT Model

    Science.gov (United States)

    Arumugam, S.; Libera, D.

    2017-12-01

    Water quality observations are usually not available on a continuous basis for longer than 1-2 years at a time over a decadal period given the labor requirements making calibrating and validating mechanistic models difficult. Further, any physical model predictions inherently have bias (i.e., under/over estimation) and require post-simulation techniques to preserve the long-term mean monthly attributes. This study suggests a multivariate bias-correction technique and compares to a common technique in improving the performance of the SWAT model in predicting daily streamflow and TN loads across the southeast based on split-sample validation. The approach is a dimension reduction technique, canonical correlation analysis (CCA) that regresses the observed multivariate attributes with the SWAT model simulated values. The common approach is a regression based technique that uses an ordinary least squares regression to adjust model values. The observed cross-correlation between loadings and streamflow is better preserved when using canonical correlation while simultaneously reducing individual biases. Additionally, canonical correlation analysis does a better job in preserving the observed joint likelihood of observed streamflow and loadings. These procedures were applied to 3 watersheds chosen from the Water Quality Network in the Southeast Region; specifically, watersheds with sufficiently large drainage areas and number of observed data points. The performance of these two approaches are compared for the observed period and over a multi-decadal period using loading estimates from the USGS LOADEST model. Lastly, the CCA technique is applied in a forecasting sense by using 1-month ahead forecasts of P & T from ECHAM4.5 as forcings in the SWAT model. Skill in using the SWAT model for forecasting loadings and streamflow at the monthly and seasonal timescale is also discussed.

  10. Random effect selection in generalised linear models

    DEFF Research Database (Denmark)

    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...

  11. Model Order Reduction for Non Linear Mechanics

    OpenAIRE

    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.

  12. A Personalized Predictive Framework for Multivariate Clinical Time Series via Adaptive Model Selection.

    Science.gov (United States)

    Liu, Zitao; Hauskrecht, Milos

    2017-11-01

    Building of an accurate predictive model of clinical time series for a patient is critical for understanding of the patient condition, its dynamics, and optimal patient management. Unfortunately, this process is not straightforward. First, patient-specific variations are typically large and population-based models derived or learned from many different patients are often unable to support accurate predictions for each individual patient. Moreover, time series observed for one patient at any point in time may be too short and insufficient to learn a high-quality patient-specific model just from the patient's own data. To address these problems we propose, develop and experiment with a new adaptive forecasting framework for building multivariate clinical time series models for a patient and for supporting patient-specific predictions. The framework relies on the adaptive model switching approach that at any point in time selects the most promising time series model out of the pool of many possible models, and consequently, combines advantages of the population, patient-specific and short-term individualized predictive models. We demonstrate that the adaptive model switching framework is very promising approach to support personalized time series prediction, and that it is able to outperform predictions based on pure population and patient-specific models, as well as, other patient-specific model adaptation strategies.

  13. Identification of Influential Points in a Linear Regression Model

    Directory of Open Access Journals (Sweden)

    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.

  14. Heterotic sigma models and non-linear strings

    International Nuclear Information System (INIS)

    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.)

  15. Linear latent variable models: the lava-package

    DEFF Research Database (Denmark)

    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...

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

    International Nuclear Information System (INIS)

    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

  17. Probabilistic, multi-variate flood damage modelling using random forests and Bayesian networks

    Science.gov (United States)

    Kreibich, Heidi; Schröter, Kai

    2015-04-01

    Decisions on flood risk management and adaptation are increasingly based on risk analyses. Such analyses are associated with considerable uncertainty, even more if changes in risk due to global change are expected. Although uncertainty analysis and probabilistic approaches have received increased attention recently, they are hardly applied in flood damage assessments. Most of the damage models usually applied in standard practice have in common that complex damaging processes are described by simple, deterministic approaches like stage-damage functions. This presentation will show approaches for probabilistic, multi-variate flood damage modelling on the micro- and meso-scale and discuss their potential and limitations. Reference: Merz, B.; Kreibich, H.; Lall, U. (2013): Multi-variate flood damage assessment: a tree-based data-mining approach. NHESS, 13(1), 53-64. Schröter, K., Kreibich, H., Vogel, K., Riggelsen, C., Scherbaum, F., Merz, B. (2014): How useful are complex flood damage models? - Water Resources Research, 50, 4, p. 3378-3395.

  18. On the Modelling and Forecasting of Multivariate Realized Volatility: Generalized Heterogeneous Autoregressive (GHAR) Model

    Czech Academy of Sciences Publication Activity Database

    Čech, František; Baruník, Jozef

    2017-01-01

    Roč. 36, č. 1 (2017), s. 181-206 ISSN 0277-6693 R&D Projects: GA ČR GA13-32263S Institutional support: RVO:67985556 Keywords : Multivariate volatility * realized covariance * portfolio optimisation Subject RIV: AH - Economic s OBOR OECD: Economic Theory Impact factor: 0.747, year: 2016 http://library.utia.cas.cz/separaty/2017/E/barunik-0478479.pdf

  19. Modeling multivariate time series on manifolds with skew radial basis functions.

    Science.gov (United States)

    Jamshidi, Arta A; Kirby, Michael J

    2011-01-01

    We present an approach for constructing nonlinear empirical mappings from high-dimensional domains to multivariate ranges. We employ radial basis functions and skew radial basis functions for constructing a model using data that are potentially scattered or sparse. The algorithm progresses iteratively, adding a new function at each step to refine the model. The placement of the functions is driven by a statistical hypothesis test that accounts for correlation in the multivariate range variables. The test is applied on training and validation data and reveals nonstatistical or geometric structure when it fails. At each step, the added function is fit to data contained in a spatiotemporally defined local region to determine the parameters--in particular, the scale of the local model. The scale of the function is determined by the zero crossings of the autocorrelation function of the residuals. The model parameters and the number of basis functions are determined automatically from the given data, and there is no need to initialize any ad hoc parameters save for the selection of the skew radial basis functions. Compactly supported skew radial basis functions are employed to improve model accuracy, order, and convergence properties. The extension of the algorithm to higher-dimensional ranges produces reduced-order models by exploiting the existence of correlation in the range variable data. Structure is tested not just in a single time series but between all pairs of time series. We illustrate the new methodologies using several illustrative problems, including modeling data on manifolds and the prediction of chaotic time series.

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

    KAUST Repository

    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.

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

    CERN Document Server

    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

  2. Modelling a linear PM motor including magnetic saturation

    NARCIS (Netherlands)

    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

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

    African Journals Online (AJOL)

    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 ...

  4. Investigating the discrimination potential of linear and nonlinear spectral multivariate calibrations for analysis of phenolic compounds in their binary and ternary mixtures and calculation pKa values

    Science.gov (United States)

    Rasouli, Zolaikha; Ghavami, Raouf

    2016-08-01

    Vanillin (VA), vanillic acid (VAI) and syringaldehyde (SIA) are important food additives as flavor enhancers. The current study for the first time is devote to the application of partial least square (PLS-1), partial robust M-regression (PRM) and feed forward neural networks (FFNNs) as linear and nonlinear chemometric methods for the simultaneous detection of binary and ternary mixtures of VA, VAI and SIA using data extracted directly from UV-spectra with overlapped peaks of individual analytes. Under the optimum experimental conditions, for each compound a linear calibration was obtained in the concentration range of 0.61-20.99 [LOD = 0.12], 0.67-23.19 [LOD = 0.13] and 0.73-25.12 [LOD = 0.15] μg mL- 1 for VA, VAI and SIA, respectively. Four calibration sets of standard samples were designed by combination of a full and fractional factorial designs with the use of the seven and three levels for each factor for binary and ternary mixtures, respectively. The results of this study reveal that both the methods of PLS-1 and PRM are similar in terms of predict ability each binary mixtures. The resolution of ternary mixture has been accomplished by FFNNs. Multivariate curve resolution-alternating least squares (MCR-ALS) was applied for the description of spectra from the acid-base titration systems each individual compound, i.e. the resolution of the complex overlapping spectra as well as to interpret the extracted spectral and concentration profiles of any pure chemical species identified. Evolving factor analysis (EFA) and singular value decomposition (SVD) were used to distinguish the number of chemical species. Subsequently, their corresponding dissociation constants were derived. Finally, FFNNs has been used to detection active compounds in real and spiked water samples.

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

    Science.gov (United States)

    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. Ecological prediction with nonlinear multivariate time-frequency functional data models

    Science.gov (United States)

    Yang, Wen-Hsi; Wikle, Christopher K.; Holan, Scott H.; Wildhaber, Mark L.

    2013-01-01

    Time-frequency analysis has become a fundamental component of many scientific inquiries. Due to improvements in technology, the amount of high-frequency signals that are collected for ecological and other scientific processes is increasing at a dramatic rate. In order to facilitate the use of these data in ecological prediction, we introduce a class of nonlinear multivariate time-frequency functional models that can identify important features of each signal as well as the interaction of signals corresponding to the response variable of interest. Our methodology is of independent interest and utilizes stochastic search variable selection to improve model selection and performs model averaging to enhance prediction. We illustrate the effectiveness of our approach through simulation and by application to predicting spawning success of shovelnose sturgeon in the Lower Missouri River.

  7. Information contraction and extraction by multivariate autoregressive (MAR) modelling. Pt. 2. Dominant noise sources in BWRS

    International Nuclear Information System (INIS)

    Morishima, N.

    1996-01-01

    The multivariate autoregressive (MAR) modeling of a vector noise process is discussed in terms of the estimation of dominant noise sources in BWRs. The discussion is based on a physical approach: a transfer function model on BWR core dynamics is utilized in developing a noise model; a set of input-output relations between three system variables and twelve different noise sources is obtained. By the least-square fitting of a theoretical PSD on neutron noise to an experimental one, four kinds of dominant noise sources are selected. It is shown that some of dominant noise sources consist of two or more different noise sources and have the spectral properties of being coloured and correlated with each other. By diagonalizing the PSD matrix for dominant noise sources, we may obtain an MAR expression for a vector noise process as a response to the diagonal elements(i.e. residual noises) being white and mutually-independent. (Author)

  8. Multivariate analysis of DSC-XRD simultaneous measurement data: a study of multistage crystalline structure changes in a linear poly(ethylene imine) thin film.

    Science.gov (United States)

    Kakuda, Hiroyuki; Okada, Tetsuo; Otsuka, Makoto; Katsumoto, Yukiteru; Hasegawa, Takeshi

    2009-01-01

    A multivariate analytical technique has been applied to the analysis of simultaneous measurement data from differential scanning calorimetry (DSC) and X-ray diffraction (XRD) in order to study thermal changes in crystalline structure of a linear poly(ethylene imine) (LPEI) film. A large number of XRD patterns generated from the simultaneous measurements were subjected to an augmented alternative least-squares (ALS) regression analysis, and the XRD patterns were readily decomposed into chemically independent XRD patterns and their thermal profiles were also obtained at the same time. The decomposed XRD patterns and the profiles were useful in discussing the minute peaks in the DSC. The analytical results revealed the following changes of polymorphisms in detail: An LPEI film prepared by casting an aqueous solution was composed of sesquihydrate and hemihydrate crystals. The sesquihydrate one was lost at an early stage of heating, and the film changed into an amorphous state. Once the sesquihydrate was lost by heating, it was not recovered even when it was cooled back to room temperature. When the sample was heated again, structural changes were found between the hemihydrate and the amorphous components. In this manner, the simultaneous DSC-XRD measurements combined with ALS analysis proved to be powerful for obtaining a better understanding of the thermally induced changes of the crystalline structure in a polymer film.

  9. Development of multivariate NTCP models for radiation-induced hypothyroidism: a comparative analysis

    International Nuclear Information System (INIS)

    Cella, Laura; Liuzzi, Raffaele; Conson, Manuel; D’Avino, Vittoria; Salvatore, Marco; Pacelli, Roberto

    2012-01-01

    Hypothyroidism is a frequent late side effect of radiation therapy of the cervical region. Purpose of this work is to develop multivariate normal tissue complication probability (NTCP) models for radiation-induced hypothyroidism (RHT) and to compare them with already existing NTCP models for RHT. Fifty-three patients treated with sequential chemo-radiotherapy for Hodgkin’s lymphoma (HL) were retrospectively reviewed for RHT events. Clinical information along with thyroid gland dose distribution parameters were collected and their correlation to RHT was analyzed by Spearman’s rank correlation coefficient (Rs). Multivariate logistic regression method using resampling methods (bootstrapping) was applied to select model order and parameters for NTCP modeling. Model performance was evaluated through the area under the receiver operating characteristic curve (AUC). Models were tested against external published data on RHT and compared with other published NTCP models. If we express the thyroid volume exceeding X Gy as a percentage (V x (%)), a two-variable NTCP model including V 30 (%) and gender resulted to be the optimal predictive model for RHT (Rs = 0.615, p < 0.001. AUC = 0.87). Conversely, if absolute thyroid volume exceeding X Gy (V x (cc)) was analyzed, an NTCP model based on 3 variables including V 30 (cc), thyroid gland volume and gender was selected as the most predictive model (Rs = 0.630, p < 0.001. AUC = 0.85). The three-variable model performs better when tested on an external cohort characterized by large inter-individuals variation in thyroid volumes (AUC = 0.914, 95% CI 0.760–0.984). A comparable performance was found between our model and that proposed in the literature based on thyroid gland mean dose and volume (p = 0.264). The absolute volume of thyroid gland exceeding 30 Gy in combination with thyroid gland volume and gender provide an NTCP model for RHT with improved prediction capability not only within our patient population but also in an

  10. The PIT-trap-A "model-free" bootstrap procedure for inference about regression models with discrete, multivariate responses.

    Science.gov (United States)

    Warton, David I; Thibaut, Loïc; Wang, Yi Alice

    2017-01-01

    Bootstrap methods are widely used in statistics, and bootstrapping of residuals can be especially useful in the regression context. However, difficulties are encountered extending residual resampling to regression settings where residuals are not identically distributed (thus not amenable to bootstrapping)-common examples including logistic or Poisson regression and generalizations to handle clustered or multivariate data, such as generalised estimating equations. We propose a bootstrap method based on probability integral transform (PIT-) residuals, which we call the PIT-trap, which assumes data come from some marginal distribution F of known parametric form. This method can be understood as a type of "model-free bootstrap", adapted to the problem of discrete and highly multivariate data. PIT-residuals have the key property that they are (asymptotically) pivotal. The PIT-trap thus inherits the key property, not afforded by any other residual resampling approach, that the marginal distribution of data can be preserved under PIT-trapping. This in turn enables the derivation of some standard bootstrap properties, including second-order correctness of pivotal PIT-trap test statistics. In multivariate data, bootstrapping rows of PIT-residuals affords the property that it preserves correlation in data without the need for it to be modelled, a key point of difference as compared to a parametric bootstrap. The proposed method is illustrated on an example involving multivariate abundance data in ecology, and demonstrated via simulation to have improved properties as compared to competing resampling methods.

  11. Geoelectrical parameter-based multivariate regression borehole yield model for predicting aquifer yield in managing groundwater resource sustainability

    Directory of Open Access Journals (Sweden)

    Kehinde Anthony Mogaji

    2016-07-01

    Full Text Available This study developed a GIS-based multivariate regression (MVR yield rate prediction model of groundwater resource sustainability in the hard-rock geology terrain of southwestern Nigeria. This model can economically manage the aquifer yield rate potential predictions that are often overlooked in groundwater resources development. The proposed model relates the borehole yield rate inventory of the area to geoelectrically derived parameters. Three sets of borehole yield rate conditioning geoelectrically derived parameters—aquifer unit resistivity (ρ, aquifer unit thickness (D and coefficient of anisotropy (λ—were determined from the acquired and interpreted geophysical data. The extracted borehole yield rate values and the geoelectrically derived parameter values were regressed to develop the MVR relationship model by applying linear regression and GIS techniques. The sensitivity analysis results of the MVR model evaluated at P ⩽ 0.05 for the predictors ρ, D and λ provided values of 2.68 × 10−05, 2 × 10−02 and 2.09 × 10−06, respectively. The accuracy and predictive power tests conducted on the MVR model using the Theil inequality coefficient measurement approach, coupled with the sensitivity analysis results, confirmed the model yield rate estimation and prediction capability. The MVR borehole yield prediction model estimates were processed in a GIS environment to model an aquifer yield potential prediction map of the area. The information on the prediction map can serve as a scientific basis for predicting aquifer yield potential rates relevant in groundwater resources sustainability management. The developed MVR borehole yield rate prediction mode provides a good alternative to other methods used for this purpose.

  12. Transparent Reporting of a Multivariable Prediction Model for Individual Prognosis or Diagnosis (TRIPOD): The TRIPOD Statement.

    Science.gov (United States)

    Collins, Gary S; Reitsma, Johannes B; Altman, Douglas G; Moons, Karel G M

    2015-06-01

    Prediction models are developed to aid health care providers in estimating the probability or risk that a specific disease or condition is present (diagnostic models) or that a specific event will occur in the future (prognostic models), to inform their decision making. However, the overwhelming evidence shows that the quality of reporting of prediction model studies is poor. Only with full and clear reporting of information on all aspects of a prediction model can risk of bias and potential usefulness of prediction models be adequately assessed. The Transparent Reporting of a multivariable prediction model for Individual Prognosis Or Diagnosis (TRIPOD) Initiative developed a set of recommendations for the reporting of studies developing, validating, or updating a prediction model, whether for diagnostic or prognostic purposes. This article describes how the TRIPOD Statement was developed. An extensive list of items based on a review of the literature was created, which was reduced after a Web-based survey and revised during a 3-day meeting in June 2011 with methodologists, health care professionals, and journal editors. The list was refined during several meetings of the steering group and in e-mail discussions with the wider group of TRIPOD contributors. The resulting TRIPOD Statement is a checklist of 22 items, deemed essential for transparent reporting of a prediction model study. The TRIPOD Statement aims to improve the transparency of the reporting of a prediction model study regardless of the study methods used. The TRIPOD Statement is best used in conjunction with the TRIPOD explanation and elaboration document. To aid the editorial process and readers of prediction model studies, it is recommended that authors include a completed checklist in their submission (also available at www.tripod-statement.org). The Transparent Reporting of a multivariable prediction model for Individual Prognosis Or Diagnosis (TRIPOD) Initiative developed a set of recommendations

  13. Multi-disease analysis of maternal antibody decay using non-linear mixed models accounting for censoring.

    Science.gov (United States)

    Goeyvaerts, Nele; Leuridan, Elke; Faes, Christel; Van Damme, Pierre; Hens, Niel

    2015-09-10

    Biomedical studies often generate repeated measures of multiple outcomes on a set of subjects. It may be of interest to develop a biologically intuitive model for the joint evolution of these outcomes while assessing inter-subject heterogeneity. Even though it is common for biological processes to entail non-linear relationships, examples of multivariate non-linear mixed models (MNMMs) are still fairly rare. We contribute to this area by jointly analyzing the maternal antibody decay for measles, mumps, rubella, and varicella, allowing for a different non-linear decay model for each infectious disease. We present a general modeling framework to analyze multivariate non-linear longitudinal profiles subject to censoring, by combining multivariate random effects, non-linear growth and Tobit regression. We explore the hypothesis of a common infant-specific mechanism underlying maternal immunity using a pairwise correlated random-effects approach and evaluating different correlation matrix structures. The implied marginal correlation between maternal antibody levels is estimated using simulations. The mean duration of passive immunity was less than 4 months for all diseases with substantial heterogeneity between infants. The maternal antibody levels against rubella and varicella were found to be positively correlated, while little to no correlation could be inferred for the other disease pairs. For some pairs, computational issues occurred with increasing correlation matrix complexity, which underlines the importance of further developing estimation methods for MNMMs. Copyright © 2015 John Wiley & Sons, Ltd.

  14. The multivariate egg: quantifying within- and among-clutch correlations between maternally derived yolk immunoglobulins and yolk androgens using multivariate mixed models.

    Science.gov (United States)

    Postma, Erik; Siitari, Heli; Schwabl, Hubert; Richner, Heinz; Tschirren, Barbara

    2014-03-01

    Egg components are important mediators of prenatal maternal effects in birds and other oviparous species. Because different egg components can have opposite effects on offspring phenotype, selection is expected to favour their mutual adjustment, resulting in a significant covariation between egg components within and/or among clutches. Here we tested for such correlations between maternally derived yolk immunoglobulins and yolk androgens in great tit (Parus major) eggs using a multivariate mixed-model approach. We found no association between yolk immunoglobulins and yolk androgens within clutches, indicating that within clutches the two egg components are deposited independently. Across clutches, however, there was a significant negative relationship between yolk immunoglobulins and yolk androgens, suggesting that selection has co-adjusted their deposition. Furthermore, an experimental manipulation of ectoparasite load affected patterns of covariance among egg components. Yolk immunoglobulins are known to play an important role in nestling immune defence shortly after hatching, whereas yolk androgens, although having growth-enhancing effects under many environmental conditions, can be immunosuppressive. We therefore speculate that variation in the risk of parasitism may play an important role in shaping optimal egg composition and may lead to the observed pattern of yolk immunoglobulin and yolk androgen deposition across clutches. More generally, our case study exemplifies how multivariate mixed-model methodology presents a flexible tool to not only quantify, but also test patterns of (co)variation across different organisational levels and environments, allowing for powerful hypothesis testing in ecophysiology.

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

    Indian Academy of Sciences (India)

    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: ...

  16. Sphaleron in a non-linear sigma model

    International Nuclear Information System (INIS)

    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)

  17. On D-branes from gauged linear sigma models

    International Nuclear Information System (INIS)

    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

  18. Optimization for decision making linear and quadratic models

    CERN Document Server

    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.

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

    Science.gov (United States)

    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...

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

    Science.gov (United States)

    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...

  1. Multivariate modelling with 1H NMR of pleural effusion in murine cerebral malaria

    Directory of Open Access Journals (Sweden)

    Ghosh Soumita

    2011-11-01

    Full Text Available Abstract Background Cerebral malaria is a clinical manifestation of Plasmodium falciparum infection. Although brain damage is the predominant pathophysiological complication of cerebral malaria (CM, respiratory distress, acute lung injury, hydrothorax/pleural effusion are also observed in several cases. Immunological parameters have been assessed in pleural fluid in murine models; however there are no reports of characterization of metabolites present in pleural effusion. Methods 1H NMR of the sera and the pleural effusion of cerebral malaria infected mice were analyzed using principal component analysis, orthogonal partial least square analysis, multiway principal component analysis, and multivariate curve resolution. Results It has been observed that there was 100% occurrence of pleural effusion (PE in the mice affected with CM, as opposed to those are non-cerebral and succumbing to hyperparasitaemia (NCM/HP. An analysis of 1H NMR and SDS-PAGE profile of PE and serum samples of each of the CM mice exhibited a similar profile in terms of constituents. Multivariate analysis on these two classes of biofluids was performed and significant differences were detected in concentrations of metabolites. Glucose, creatine and glutamine contents were high in the PE and lipids being high in the sera. Multivariate curve resolution between sera and pleural effusion showed that changes in PE co-varied with that of serum in CM mice. The increase of glucose in PE is negatively correlated to the glucose in serum in CM as obtained from the result of multiway principal component analysis. Conclusions This study reports for the first time, the characterization of metabolites in pleural effusion formed during murine cerebral malaria. The study indicates that the origin of PE metabolites in murine CM may be the serum. The loss of the components like glucose, glutamine and creatine into the PE may worsen the situation of patients, in conjunction with the enhanced

  2. Covariance approximation for large multivariate spatial data sets with an application to multiple climate model errors

    KAUST Repository

    Sang, Huiyan

    2011-12-01

    This paper investigates the cross-correlations across multiple climate model errors. We build a Bayesian hierarchical model that accounts for the spatial dependence of individual models as well as cross-covariances across different climate models. Our method allows for a nonseparable and nonstationary cross-covariance structure. We also present a covariance approximation approach to facilitate the computation in the modeling and analysis of very large multivariate spatial data sets. The covariance approximation consists of two parts: a reduced-rank part to capture the large-scale spatial dependence, and a sparse covariance matrix to correct the small-scale dependence error induced by the reduced rank approximation. We pay special attention to the case that the second part of the approximation has a block-diagonal structure. Simulation results of model fitting and prediction show substantial improvement of the proposed approximation over the predictive process approximation and the independent blocks analysis. We then apply our computational approach to the joint statistical modeling of multiple climate model errors. © 2012 Institute of Mathematical Statistics.

  3. PM10 modeling in the Oviedo urban area (Northern Spain) by using multivariate adaptive regression splines

    Science.gov (United States)

    Nieto, Paulino José García; Antón, Juan Carlos Álvarez; Vilán, José Antonio Vilán; García-Gonzalo, Esperanza

    2014-10-01

    The aim of this research work is to build a regression model of the particulate matter up to 10 micrometers in size (PM10) by using the multivariate adaptive regression splines (MARS) technique in the Oviedo urban area (Northern Spain) at local scale. This research work explores the use of a nonparametric regression algorithm known as multivariate adaptive regression splines (MARS) which has the ability to approximate the relationship between the inputs and outputs, and express the relationship mathematically. In this sense, hazardous air pollutants or toxic air contaminants refer to any substance that may cause or contribute to an increase in mortality or serious illness, or that may pose a present or potential hazard to human health. To accomplish the objective of this study, the experimental dataset of nitrogen oxides (NOx), carbon monoxide (CO), sulfur dioxide (SO2), ozone (O3) and dust (PM10) were collected over 3 years (2006-2008) and they are used to create a highly nonlinear model of the PM10 in the Oviedo urban nucleus (Northern Spain) based on the MARS technique. One main objective of this model is to obtain a preliminary estimate of the dependence between PM10 pollutant in the Oviedo urban area at local scale. A second aim is to determine the factors with the greatest bearing on air quality with a view to proposing health and lifestyle improvements. The United States National Ambient Air Quality Standards (NAAQS) establishes the limit values of the main pollutants in the atmosphere in order to ensure the health of healthy people. Firstly, this MARS regression model captures the main perception of statistical learning theory in order to obtain a good prediction of the dependence among the main pollutants in the Oviedo urban area. Secondly, the main advantages of MARS are its capacity to produce simple, easy-to-interpret models, its ability to estimate the contributions of the input variables, and its computational efficiency. Finally, on the basis of

  4. Production optimisation in the petrochemical industry by hierarchical multivariate modelling. Phase 2: On-line implementation

    Energy Technology Data Exchange (ETDEWEB)

    Nilsson, Aasa; Persson, Fredrik; Andersson, Magnus

    2009-07-15

    IVL, together with Emerson Process Management, has developed a decision support system (DSS) based on multivariate statistical process models. The system was implemented at Nynas AB's refinery in order to provide real-time TBP curves and to enable the operator to optimise the process with regards to product quality and energy consumption. The project resulted in the following proven benefits at the industrial reference site, Nynas Refinery in Gothenburg: - Increased yield with up to 14 % (relative terms) for the most valuable product - Decreased energy consumption of 8 %. Validation of model predictions compared to the laboratory analysis showed that the prediction error lay within 1 deg C throughout the whole test period

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

    Science.gov (United States)

    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.

  6. Adjustment of automatic control systems of production facilities at coal processing plants using multivariant physico- mathematical models

    Science.gov (United States)

    Evtushenko, V. F.; Myshlyaev, L. P.; Makarov, G. V.; Ivushkin, K. A.; Burkova, E. V.

    2016-10-01

    The structure of multi-variant physical and mathematical models of control system is offered as well as its application for adjustment of automatic control system (ACS) of production facilities on the example of coal processing plant.

  7. Reciprocal Benefits of Mass-Univariate and Multivariate Modeling in Brain Mapping: Applications to Event-Related Functional MRI, H215O-, and FDG-PET

    Directory of Open Access Journals (Sweden)

    James R. Moeller

    2006-01-01

    Full Text Available In brain mapping studies of sensory, cognitive, and motor operations, specific waveforms of dynamic neural activity are predicted based on theoretical models of human information processing. For example in event-related functional MRI (fMRI, the general linear model (GLM is employed in mass-univariate analyses to identify the regions whose dynamic activity closely matches the expected waveforms. By comparison multivariate analyses based on PCA or ICA provide greater flexibility in detecting spatiotemporal properties of experimental data that may strongly support alternative neuroscientific explanations. We investigated conjoint multivariate and mass-univariate analyses that combine the capabilities to (1 verify activation of neural machinery we already understand and (2 discover reliable signatures of new neural machinery. We examined combinations of GLM and PCA that recover latent neural signals (waveforms and footprints with greater accuracy than either method alone. Comparative results are illustrated with analyses of real fMRI data, adding to Monte Carlo simulation support.

  8. Time-series panel analysis (TSPA): multivariate modeling of temporal associations in psychotherapy process.

    Science.gov (United States)

    Ramseyer, Fabian; Kupper, Zeno; Caspar, Franz; Znoj, Hansjörg; Tschacher, Wolfgang

    2014-10-01

    Processes occurring in the course of psychotherapy are characterized by the simple fact that they unfold in time and that the multiple factors engaged in change processes vary highly between individuals (idiographic phenomena). Previous research, however, has neglected the temporal perspective by its traditional focus on static phenomena, which were mainly assessed at the group level (nomothetic phenomena). To support a temporal approach, the authors introduce time-series panel analysis (TSPA), a statistical methodology explicitly focusing on the quantification of temporal, session-to-session aspects of change in psychotherapy. TSPA-models are initially built at the level of individuals and are subsequently aggregated at the group level, thus allowing the exploration of prototypical models. TSPA is based on vector auto-regression (VAR), an extension of univariate auto-regression models to multivariate time-series data. The application of TSPA is demonstrated in a sample of 87 outpatient psychotherapy patients who were monitored by postsession questionnaires. Prototypical mechanisms of change were derived from the aggregation of individual multivariate models of psychotherapy process. In a 2nd step, the associations between mechanisms of change (TSPA) and pre- to postsymptom change were explored. TSPA allowed a prototypical process pattern to be identified, where patient's alliance and self-efficacy were linked by a temporal feedback-loop. Furthermore, therapist's stability over time in both mastery and clarification interventions was positively associated with better outcomes. TSPA is a statistical tool that sheds new light on temporal mechanisms of change. Through this approach, clinicians may gain insight into prototypical patterns of change in psychotherapy. PsycINFO Database Record (c) 2014 APA, all rights reserved.

  9. Investigation of time and weather effects on crash types using full Bayesian multivariate Poisson lognormal models.

    Science.gov (United States)

    El-Basyouny, Karim; Barua, Sudip; Islam, Md Tazul

    2014-12-01

    Previous research shows that various weather elements have significant effects on crash occurrence and risk; however, little is known about how these elements affect different crash types. Consequently, this study investigates the impact of weather elements and sudden extreme snow or rain weather changes on crash type. Multivariate models were used for seven crash types using five years of daily weather and crash data collected for the entire City of Edmonton. In addition, the yearly trend and random variation of parameters across the years were analyzed by using four different modeling formulations. The proposed models were estimated in a full Bayesian context via Markov Chain Monte Carlo simulation. The multivariate Poisson lognormal model with yearly varying coefficients provided the best fit for the data according to Deviance Information Criteria. Overall, results showed that temperature and snowfall were statistically significant with intuitive signs (crashes decrease with increasing temperature; crashes increase as snowfall intensity increases) for all crash types, while rainfall was mostly insignificant. Previous snow showed mixed results, being statistically significant and positively related to certain crash types, while negatively related or insignificant in other cases. Maximum wind gust speed was found mostly insignificant with a few exceptions that were positively related to crash type. Major snow or rain events following a dry weather condition were highly significant and positively related to three crash types: Follow-Too-Close, Stop-Sign-Violation, and Ran-Off-Road crashes. The day-of-the-week dummy variables were statistically significant, indicating a possible weekly variation in exposure. Transportation authorities might use the above results to improve road safety by providing drivers with information regarding the risk of certain crash types for a particular weather condition. Copyright © 2014 Elsevier Ltd. All rights reserved.

  10. Short-Term Photovoltaic Power Generation Forecasting Based on Multivariable Grey Theory Model with Parameter Optimization

    Directory of Open Access Journals (Sweden)

    Zhifeng Zhong

    2017-01-01

    Full Text Available Owing to the environment, temperature, and so forth, photovoltaic power generation volume is always fluctuating and subsequently impacts power grid planning and operation seriously. Therefore, it is of great importance to make accurate prediction of the power generation of photovoltaic (PV system in advance. In order to improve the prediction accuracy, in this paper, a novel particle swarm optimization algorithm based multivariable grey theory model is proposed for short-term photovoltaic power generation volume forecasting. It is highlighted that, by integrating particle swarm optimization algorithm, the prediction accuracy of grey theory model is expected to be highly improved. In addition, large amounts of real data from two separate power stations in China are being employed for model verification. The experimental results indicate that, compared with the conventional grey model, the mean relative error in the proposed model has been reduced from 7.14% to 3.53%. The real practice demonstrates that the proposed optimization model outperforms the conventional grey model from both theoretical and practical perspectives.

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

    CERN Document Server

    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

  12. A comparison of linear tyre models for analysing shimmy

    NARCIS (Netherlands)

    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

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

    NARCIS (Netherlands)

    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

  14. A BEHAVIORAL-APPROACH TO LINEAR EXACT MODELING

    NARCIS (Netherlands)

    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

  15. Linearized models for a new magnetic control in MAST

    Energy Technology Data Exchange (ETDEWEB)

    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.

  16. Linearized models for a new magnetic control in MAST

    International Nuclear Information System (INIS)

    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

  17. Analysis of Multivariate Experimental Data Using A Simplified Regression Model Search Algorithm

    Science.gov (United States)

    Ulbrich, Norbert Manfred

    2013-01-01

    A new regression model search algorithm was developed in 2011 that may be used to analyze both general multivariate experimental data sets and wind tunnel strain-gage balance calibration data. The new algorithm is a simplified version of a more complex search algorithm that was originally developed at the NASA Ames Balance Calibration Laboratory. The new algorithm has the advantage that it needs only about one tenth of the original algorithm's CPU time for the completion of a search. In addition, extensive testing showed that the prediction accuracy of math models obtained from the simplified algorithm is similar to the prediction accuracy of math models obtained from the original algorithm. The simplified algorithm, however, cannot guarantee that search constraints related to a set of statistical quality requirements are always satisfied in the optimized regression models. Therefore, the simplified search algorithm is not intended to replace the original search algorithm. Instead, it may be used to generate an alternate optimized regression model of experimental data whenever the application of the original search algorithm either fails or requires too much CPU time. Data from a machine calibration of NASA's MK40 force balance is used to illustrate the application of the new regression model search algorithm.

  18. Dynamics analysis of a boiling water reactor based on multivariable autoregressive modeling

    International Nuclear Information System (INIS)

    Oguma, Ritsuo; Matsubara, Kunihiko

    1980-01-01

    The establishment of the highly reliable mathematical model for the dynamic characteristics of a reactor is indispensable for the achievement of safe operation in reactor plants. The authors have tried to model the dynamic characteristics of a reactor based on the identification technique, taking the JPDR (Japan Power Demonstration Reactor) as the object, as one of the technical studies for diagnosing BWR anomaly, and employed the multivariable autoregressive modeling (MAR method) as one of the useful methods for forwarding the analysis. In this paper, the outline of the system analysis by MAR modeling is explained, and the identification experiments and their analysis results performed in the phase 4 of the power increase test of the JPDR are described. The authors evaluated the results of identification based on only reactor noises, making reference to the results of identification in the case of exciting the system by applying artificial irregular disturbance, in order to clarify the extent in which the modeling is possible by reactor noises only. However, some difficulties were encountered. The largest problem is the one concerning the separation and identification of the noise sources exciting the variables from the dynamic characteristics among the variables. If the effective technique can be obtained to this problem, the approach by the identification technique based on the probability model might be a powerful tool in the field of reactor noise analysis and the development of diagnosis technics. (Wakatsuki, Y.)

  19. Sparse multivariate factor analysis regression models and its applications to integrative genomics analysis.

    Science.gov (United States)

    Zhou, Yan; Wang, Pei; Wang, Xianlong; Zhu, Ji; Song, Peter X-K

    2017-01-01

    The multivariate regression model is a useful tool to explore complex associations between two kinds of molecular markers, which enables the understanding of the biological pathways underlying disease etiology. For a set of correlated response variables, accounting for such dependency can increase statistical power. Motivated by integrative genomic data analyses, we propose a new methodology-sparse multivariate factor analysis regression model (smFARM), in which correlations of response variables are assumed to follow a factor analysis model with latent factors. This proposed method not only allows us to address the challenge that the number of association parameters is larger than the sample size, but also to adjust for unobserved genetic and/or nongenetic factors that potentially conceal the underlying response-predictor associations. The proposed smFARM is implemented by the EM algorithm and the blockwise coordinate descent algorithm. The proposed methodology is evaluated and compared to the existing methods through extensive simulation studies. Our results show that accounting for latent factors through the proposed smFARM can improve sensitivity of signal detection and accuracy of sparse association map estimation. We illustrate smFARM by two integrative genomics analysis examples, a breast cancer dataset, and an ovarian cancer dataset, to assess the relationship between DNA copy numbers and gene expression arrays to understand genetic regulatory patterns relevant to the disease. We identify two trans-hub regions: one in cytoband 17q12 whose amplification influences the RNA expression levels of important breast cancer genes, and the other in cytoband 9q21.32-33, which is associated with chemoresistance in ovarian cancer. © 2016 WILEY PERIODICALS, INC.

  20. Inference of reactive transport model parameters using a Bayesian multivariate approach

    Science.gov (United States)

    Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick

    2014-08-01

    Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.

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

    DEFF Research Database (Denmark)

    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...

  2. Non-linear Growth Models in Mplus and SAS

    Science.gov (United States)

    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

  3. Variance Function Partially Linear Single-Index Models1.

    Science.gov (United States)

    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.

  4. Multivariate characterisation and quantitative structure-property relationship modelling of nitroaromatic compounds

    Energy Technology Data Exchange (ETDEWEB)

    Joensson, S. [Man-Technology-Environment Research Centre, Department of Natural Sciences, Orebro University, 701 82 Orebro (Sweden)], E-mail: sofie.jonsson@nat.oru.se; Eriksson, L.A. [Department of Natural Sciences and Orebro Life Science Center, Orebro University, 701 82 Orebro (Sweden); Bavel, B. van [Man-Technology-Environment Research Centre, Department of Natural Sciences, Orebro University, 701 82 Orebro (Sweden)

    2008-07-28

    A multivariate model to characterise nitroaromatics and related compounds based on molecular descriptors was calculated. Descriptors were collected from literature and through empirical, semi-empirical and density functional theory-based calculations. Principal components were used to describe the distribution of the compounds in a multidimensional space. Four components described 76% of the variation in the dataset. PC1 separated the compounds due to molecular weight, PC2 separated the different isomers, PC3 arranged the compounds according to different functional groups such as nitrobenzoic acids, nitrobenzenes, nitrotoluenes and nitroesters and PC4 differentiated the compounds containing chlorine from other compounds. Quantitative structure-property relationship models were calculated using partial least squares (PLS) projection to latent structures to predict gas chromatographic (GC) retention times and the distribution between the water phase and air using solid-phase microextraction (SPME). GC retention time was found to be dependent on the presence of polar amine groups, electronic descriptors including highest occupied molecular orbital, dipole moments and the melting point. The model of GC retention time was good, but the precision was not precise enough for practical use. An important environmental parameter was measured using SPME, the distribution between headspace (air) and the water phase. This parameter was mainly dependent on Henry's law constant, vapour pressure, log P, content of hydroxyl groups and atmospheric OH rate constant. The predictive capacity of the model substantially improved when recalculating a model using these five descriptors only.

  5. Multivariate Multiple Regression Models for a Big Data-Empowered SON Framework in Mobile Wireless Networks

    Directory of Open Access Journals (Sweden)

    Yoonsu Shin

    2016-01-01

    Full Text Available In the 5G era, the operational cost of mobile wireless networks will significantly increase. Further, massive network capacity and zero latency will be needed because everything will be connected to mobile networks. Thus, self-organizing networks (SON are needed, which expedite automatic operation of mobile wireless networks, but have challenges to satisfy the 5G requirements. Therefore, researchers have proposed a framework to empower SON using big data. The recent framework of a big data-empowered SON analyzes the relationship between key performance indicators (KPIs and related network parameters (NPs using machine-learning tools, and it develops regression models using a Gaussian process with those parameters. The problem, however, is that the methods of finding the NPs related to the KPIs differ individually. Moreover, the Gaussian process regression model cannot determine the relationship between a KPI and its various related NPs. In this paper, to solve these problems, we proposed multivariate multiple regression models to determine the relationship between various KPIs and NPs. If we assume one KPI and multiple NPs as one set, the proposed models help us process multiple sets at one time. Also, we can find out whether some KPIs are conflicting or not. We implement the proposed models using MapReduce.

  6. Multivariate analysis and extraction of parameters in resistive RAMs using the Quantum Point Contact model

    Science.gov (United States)

    Roldán, J. B.; Miranda, E.; González-Cordero, G.; García-Fernández, P.; Romero-Zaliz, R.; González-Rodelas, P.; Aguilera, A. M.; González, M. B.; Jiménez-Molinos, F.

    2018-01-01

    A multivariate analysis of the parameters that characterize the reset process in Resistive Random Access Memory (RRAM) has been performed. The different correlations obtained can help to shed light on the current components that contribute in the Low Resistance State (LRS) of the technology considered. In addition, a screening method for the Quantum Point Contact (QPC) current component is presented. For this purpose, the second derivative of the current has been obtained using a novel numerical method which allows determining the QPC model parameters. Once the procedure is completed, a whole Resistive Switching (RS) series of thousands of curves is studied by means of a genetic algorithm. The extracted QPC parameter distributions are characterized in depth to get information about the filamentary pathways associated with LRS in the low voltage conduction regime.

  7. Inference for multivariate regression model based on multiply imputed synthetic data generated via posterior predictive sampling

    Science.gov (United States)

    Moura, Ricardo; Sinha, Bimal; Coelho, Carlos A.

    2017-06-01

    The recent popularity of the use of synthetic data as a Statistical Disclosure Control technique has enabled the development of several methods of generating and analyzing such data, but almost always relying in asymptotic distributions and in consequence being not adequate for small sample datasets. Thus, a likelihood-based exact inference procedure is derived for the matrix of regression coefficients of the multivariate regression model, for multiply imputed synthetic data generated via Posterior Predictive Sampling. Since it is based in exact distributions this procedure may even be used in small sample datasets. Simulation studies compare the results obtained from the proposed exact inferential procedure with the results obtained from an adaptation of Reiters combination rule to multiply imputed synthetic datasets and an application to the 2000 Current Population Survey is discussed.

  8. Nonrigid, Linear Plasma Response Model Based on Perturbed Equilibria for Axisymmetric Tokamak Control Design

    International Nuclear Information System (INIS)

    Welander, A.S.; Deranian, R.D.; Humphreys, D.A.; Leuer, J.A.; Walker, M.L.

    2005-01-01

    Tokamak control design relies on an accurate linear model of the plasma response, which can often dominate the local field variations in regions under active feedback control. For example, when fluxes at selected points on the plasma boundary are regulated in DIII-D, the plasma response to a change in a coil current gives rise to a flux change which can be larger than and opposite to the flux change caused by the coil alone.In the past, rigid plasma models have been used for linear stability and shape control design. In a rigid model, the plasma current profile is considered fixed and moves rigidly in response to control coils to maintain radial and vertical force balance. In a nonrigid model, however, changes in the plasma shape and current profile are taken into account. Such models are expected to be important for future advanced tokamak control design. The present work describes development of a nonrigid plasma response model for high-accuracy multivariable control design and provides comparisons of model predictions against DIII-D experimental data. The linear perturbed plasma response model is calculated rapidly from an existing equilibrium solution

  9. A multi-dimensional dynamic linear model for monitoring slaughter pig production

    DEFF Research Database (Denmark)

    Jensen, Dan Børge; Cornou, Cecile; Toft, Nils

    Scientists and farmers still lack an efficient way to unify the large number of different types of data series, which are increasingly being generated in relation to automatic herd monitoring. Such a unifying model should be able to account for the correlations between the various types of data......, feed-and water consumption), measured at different levels of detail (individual pig and double-pen level) and with different observational frequencies (weekly and daily), using series collected for the Danish PigIT project. The presented three-dimensional model serves as a proof of concept......, resulting in a model which could potentially yield more information than can be gained from the individual components separately. Here we present such a model for monitoring slaughter pig production, in the form of a multivariate dynamic linear model. This model unifies three types of data (live weight...

  10. Comparison between linear quadratic and early time dose models

    International Nuclear Information System (INIS)

    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

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

    Science.gov (United States)

    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).

  12. Non-linear calibration models for near infrared spectroscopy

    DEFF Research Database (Denmark)

    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...

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

    KAUST Repository

    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.

  14. Measurement bias detection with Kronecker product restricted models for multivariate longitudinal data: an illustration with health-related quality of life data from thirteen measurement occasions

    Science.gov (United States)

    Verdam, Mathilde G. E.; Oort, Frans J.

    2014-01-01

    Highlights Application of Kronecker product to construct parsimonious structural equation models for multivariate longitudinal data. A method for the investigation of measurement bias with Kronecker product restricted models. Application of these methods to health-related quality of life data from bone metastasis patients, collected at 13 consecutive measurement occasions. The use of curves to facilitate substantive interpretation of apparent measurement bias. Assessment of change in common factor means, after accounting for apparent measurement bias. Longitudinal measurement invariance is usually investigated with a longitudinal factor model (LFM). However, with multiple measurement occasions, the number of parameters to be estimated increases with a multiple of the number of measurement occasions. To guard against too low ratios of numbers of subjects and numbers of parameters, we can use Kronecker product restrictions to model the multivariate longitudinal structure of the data. These restrictions can be imposed on all parameter matrices, including measurement invariance restrictions on factor loadings and intercepts. The resulting models are parsimonious and have attractive interpretation, but require different methods for the investigation of measurement bias. Specifically, additional parameter matrices are introduced to accommodate possible violations of measurement invariance. These additional matrices consist of measurement bias parameters that are either fixed at zero or free to be estimated. In cases of measurement bias, it is also possible to model the bias over time, e.g., with linear or non-linear curves. Measurement bias detection with Kronecker product restricted models will be illustrated with multivariate longitudinal data from 682 bone metastasis patients whose health-related quality of life (HRQL) was measured at 13 consecutive weeks. PMID:25295016

  15. Measurement bias detection with Kronecker product restricted models for multivariate longitudinal data: an illustration with health-related quality of life data from thirteen measurement occasions.

    Science.gov (United States)

    Verdam, Mathilde G E; Oort, Frans J

    2014-01-01

    Application of Kronecker product to construct parsimonious structural equation models for multivariate longitudinal data.A method for the investigation of measurement bias with Kronecker product restricted models.Application of these methods to health-related quality of life data from bone metastasis patients, collected at 13 consecutive measurement occasions.The use of curves to facilitate substantive interpretation of apparent measurement bias.Assessment of change in common factor means, after accounting for apparent measurement bias.Longitudinal measurement invariance is usually investigated with a longitudinal factor model (LFM). However, with multiple measurement occasions, the number of parameters to be estimated increases with a multiple of the number of measurement occasions. To guard against too low ratios of numbers of subjects and numbers of parameters, we can use Kronecker product restrictions to model the multivariate longitudinal structure of the data. These restrictions can be imposed on all parameter matrices, including measurement invariance restrictions on factor loadings and intercepts. The resulting models are parsimonious and have attractive interpretation, but require different methods for the investigation of measurement bias. Specifically, additional parameter matrices are introduced to accommodate possible violations of measurement invariance. These additional matrices consist of measurement bias parameters that are either fixed at zero or free to be estimated. In cases of measurement bias, it is also possible to model the bias over time, e.g., with linear or non-linear curves. Measurement bias detection with Kronecker product restricted models will be illustrated with multivariate longitudinal data from 682 bone metastasis patients whose health-related quality of life (HRQL) was measured at 13 consecutive weeks.

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

    International Nuclear Information System (INIS)

    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)

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

    International Nuclear Information System (INIS)

    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)

  18. Linear mixed models a practical guide using statistical software

    CERN Document Server

    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

  19. Inverse Modelling Problems in Linear Algebra Undergraduate Courses

    Science.gov (United States)

    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…

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

    Science.gov (United States)

    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.

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

    Science.gov (United States)

    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.

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

    Directory of Open Access Journals (Sweden)

    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

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

    Science.gov (United States)

    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…

  4. Estimating trajectories of energy intake through childhood and adolescence using linear-spline multilevel models.

    Science.gov (United States)

    Anderson, Emma L; Tilling, Kate; Fraser, Abigail; Macdonald-Wallis, Corrie; Emmett, Pauline; Cribb, Victoria; Northstone, Kate; Lawlor, Debbie A; Howe, Laura D

    2013-07-01

    Methods for the assessment of changes in dietary intake across the life course are underdeveloped. We demonstrate the use of linear-spline multilevel models to summarize energy-intake trajectories through childhood and adolescence and their application as exposures, outcomes, or mediators. The Avon Longitudinal Study of Parents and Children assessed children's dietary intake several times between ages 3 and 13 years, using both food frequency questionnaires (FFQs) and 3-day food diaries. We estimated energy-intake trajectories for 12,032 children using linear-spline multilevel models. We then assessed the associations of these trajectories with maternal body mass index (BMI), and later offspring BMI, and also their role in mediating the relation between maternal and offspring BMIs. Models estimated average and individual energy intake at 3 years, and linear changes in energy intake from age 3 to 7 years and from age 7 to 13 years. By including the exposure (in this example, maternal BMI) in the multilevel model, we were able to estimate the average energy-intake trajectories across levels of the exposure. When energy-intake trajectories are the exposure for a later outcome (in this case offspring BMI) or a mediator (between maternal and offspring BMI), results were similar, whether using a two-step process (exporting individual-level intercepts and slopes from multilevel models and using these in linear regression/path analysis), or a single-step process (multivariate multilevel models). Trajectories were similar when FFQs and food diaries were assessed either separately, or when combined into one model. Linear-spline multilevel models provide useful summaries of trajectories of dietary intake that can be used as an exposure, outcome, or mediator.

  5. Multivariate Autoregressive Model Based Heart Motion Prediction Approach for Beating Heart Surgery

    Directory of Open Access Journals (Sweden)

    Fan Liang

    2013-02-01

    Full Text Available A robotic tool can enable a surgeon to conduct off-pump coronary artery graft bypass surgery on a beating heart. The robotic tool actively alleviates the relative motion between the point of interest (POI on the heart surface and the surgical tool and allows the surgeon to operate as if the heart were stationary. Since the beating heart's motion is relatively high-band, with nonlinear and nonstationary characteristics, it is difficult to follow. Thus, precise beating heart motion prediction is necessary for the tracking control procedure during the surgery. In the research presented here, we first observe that Electrocardiography (ECG signal contains the causal phase information on heart motion and non-stationary heart rate dynamic variations. Then, we investigate the relationship between ECG signal and beating heart motion using Granger Causality Analysis, which describes the feasibility of the improved prediction of heart motion. Next, we propose a nonlinear time-varying multivariate vector autoregressive (MVAR model based adaptive prediction method. In this model, the significant correlation between ECG and heart motion enables the improvement of the prediction of sharp changes in heart motion and the approximation of the motion with sufficient detail. Dual Kalman Filters (DKF estimate the states and parameters of the model, respectively. Last, we evaluate the proposed algorithm through comparative experiments using the two sets of collected vivo data.

  6. Studies on multivariate autoregressive analysis using synthesized reactor noise-like data for optimal modelling

    Energy Technology Data Exchange (ETDEWEB)

    Ciftcioglu, O.; Hoogenboom, J.E.; Dam, H. van

    1988-01-01

    Studies on the multivariate autoregressive (MAR) analysis are carried out for the choice of the parameters for modelling the data obtained from various sensors optimally. Accordingly, the roles of the parameters on the analysis results are identified and the related ambiguities are reduced. Experimental investigations are carried out by means of synthesized reactor noise-like data obtained from a digital simulator providing simulated stochastic signals of an operating nuclear reactor so that the simulator constitutes a favourable tool for the present studies aimed. As the system is well defined with its known structure, precise comparison of the MAR analysis results with the true values is performed. With the help of the information gained through the studies carried out, conditions to be taken care of for optimal signal processing in MAR modelling are determined. Although the parameters involved are related among themselves and they have to be given different values suitable for the particular application in hand, some criteria, namely memory-time and sample length-time play an essential role in AR modelling and they are found to be applicable to each individual case commonly, for the establishment of the optimality.

  7. Studies on multivariate autoregressive analysis using synthesized reactor noise-like data for optimal modelling

    International Nuclear Information System (INIS)

    Ciftcioglu, O.

    1988-01-01

    Studies on the multivariate autoregressive (MAR) analysis are carried out for the choice of the parameters for modelling the data obtained from various sensors optimally. Accordingly, the roles of the parameters on the analysis results are identified and the related ambiguities are reduced. Experimental investigations are carried out by means of synthesized reactor noise-like data obtained from a digital simulator providing simulated stochastic signals of an operating nuclear reactor so that the simulator constitutes a favourable tool for the present studies aimed. As the system is well defined with its known structure, precise comparison of the MAR analysis results with the true values is performed. With the help of the information gained through the studies carried out, conditions to be taken care of for optimal signal processing in MAR modelling are determined. Although the parameters involved are related among themselves and they have to be given different values suitable for the particular application in hand, some criteria, namely memory-time and sample length-time play an essential role in AR modelling and they are found to be applicable to each individual case commonly, for the establishment of the optimality. (author)

  8. Determination of tartrazine in beverage samples by stopped-flow analysis and three-way multivariate calibration of non-linear kinetic-spectrophotometric data.

    Science.gov (United States)

    Schenone, Agustina V; Culzoni, María J; Marsili, Nilda R; Goicoechea, Héctor C

    2013-06-01

    The performance of MCR-ALS was studied in the modeling of non-linear kinetic-spectrophotometric data acquired by a stopped-flow system for the quantitation of tartrazine in the presence of brilliant blue and sunset yellow FCF as possible interferents. In the present work, MCR-ALS and U-PCA/RBL were firstly applied to remove the contribution of unexpected components not included in the calibration set. Secondly, a polynomial function was used to model the non-linear data obtained by the implementation of the algorithms. MCR-ALS was the only strategy that allowed the determination of tartrazine in test samples accurately. Therefore, it was applied for the analysis of tartrazine in beverage samples with minimum sample preparation and short analysis time. The proposed method was validated by comparison with a chromatographic procedure published in the literature. Mean recovery values between 98% and 100% and relative errors of prediction values between 4% and 9% were indicative of the good performance of the method. Copyright © 2012 Elsevier Ltd. All rights reserved.

  9. Neural network-based nonlinear model predictive control vs. linear quadratic gaussian control

    Science.gov (United States)

    Cho, C.; Vance, R.; Mardi, N.; Qian, Z.; Prisbrey, K.

    1997-01-01

    One problem with the application of neural networks to the multivariable control of mineral and extractive processes is determining whether and how to use them. The objective of this investigation was to compare neural network control to more conventional strategies and to determine if there are any advantages in using neural network control in terms of set-point tracking, rise time, settling time, disturbance rejection and other criteria. The procedure involved developing neural network controllers using both historical plant data and simulation models. Various control patterns were tried, including both inverse and direct neural network plant models. These were compared to state space controllers that are, by nature, linear. For grinding and leaching circuits, a nonlinear neural network-based model predictive control strategy was superior to a state space-based linear quadratic gaussian controller. The investigation pointed out the importance of incorporating state space into neural networks by making them recurrent, i.e., feeding certain output state variables into input nodes in the neural network. It was concluded that neural network controllers can have better disturbance rejection, set-point tracking, rise time, settling time and lower set-point overshoot, and it was also concluded that neural network controllers can be more reliable and easy to implement in complex, multivariable plants.

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

    Energy Technology Data Exchange (ETDEWEB)

    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.)

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

    Energy Technology Data Exchange (ETDEWEB)

    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.

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

    International Nuclear Information System (INIS)

    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

  13. The minimal linear σ model for the Goldstone Higgs

    International Nuclear Information System (INIS)

    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.

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

    International Nuclear Information System (INIS)

    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

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

    DEFF Research Database (Denmark)

    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...

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

    Science.gov (United States)

    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…

  17. Multivariate quantile mapping bias correction: an N-dimensional probability density function transform for climate model simulations of multiple variables

    Science.gov (United States)

    Cannon, Alex J.

    2018-01-01

    Most bias correction algorithms used in climatology, for example quantile mapping, are applied to univariate time series. They neglect the dependence between different variables. Those that are multivariate often correct only limited measures of joint dependence, such as Pearson or Spearman rank correlation. Here, an image processing technique designed to transfer colour information from one image to another—the N-dimensional probability density function transform—is adapted for use as a multivariate bias correction algorithm (MBCn) for climate model projections/predictions of multiple climate variables. MBCn is a multivariate generalization of quantile mapping that transfers all aspects of an observed continuous multivariate distribution to the corresponding multivariate distribution of variables from a climate model. When applied to climate model projections, changes in quantiles of each variable between the historical and projection period are also preserved. The MBCn algorithm is demonstrated on three case studies. First, the method is applied to an image processing example with characteristics that mimic a climate projection problem. Second, MBCn is used to correct a suite of 3-hourly surface meteorological variables from the Canadian Centre for Climate Modelling and Analysis Regional Climate Model (CanRCM4) across a North American domain. Components of the Canadian Forest Fire Weather Index (FWI) System, a complicated set of multivariate indices that characterizes the risk of wildfire, are then calculated and verified against observed values. Third, MBCn is used to correct biases in the spatial dependence structure of CanRCM4 precipitation fields. Results are compared against a univariate quantile mapping algorithm, which neglects the dependence between variables, and two multivariate bias correction algorithms, each of which corrects a different form of inter-variable correlation structure. MBCn outperforms these alternatives, often by a large margin

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

    Science.gov (United States)

    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

  19. Multivariate Cholesky models of human female fertility patterns in the NLSY.

    Science.gov (United States)

    Rodgers, Joseph Lee; Bard, David E; Miller, Warren B

    2007-03-01

    Substantial evidence now exists that variables measuring or correlated with human fertility outcomes have a heritable component. In this study, we define a series of age-sequenced fertility variables, and fit multivariate models to account for underlying shared genetic and environmental sources of variance. We make predictions based on a theory developed by Udry [(1996) Biosocial models of low-fertility societies. In: Casterline, JB, Lee RD, Foote KA (eds) Fertility in the United States: new patterns, new theories. The Population Council, New York] suggesting that biological/genetic motivations can be more easily realized and measured in settings in which fertility choices are available. Udry's theory, along with principles from molecular genetics and certain tenets of life history theory, allow us to make specific predictions about biometrical patterns across age. Consistent with predictions, our results suggest that there are different sources of genetic influence on fertility variance at early compared to later ages, but that there is only one source of shared environmental influence that occurs at early ages. These patterns are suggestive of the types of gene-gene and gene-environment interactions for which we must account to better understand individual differences in fertility outcomes.

  20. An open-source software package for multivariate modeling and clustering: applications to air quality management.

    Science.gov (United States)

    Wang, Xiuquan; Huang, Guohe; Zhao, Shan; Guo, Junhong

    2015-09-01

    This paper presents an open-source software package, rSCA, which is developed based upon a stepwise cluster analysis method and serves as a statistical tool for modeling the relationships between multiple dependent and independent variables. The rSCA package is efficient in dealing with both continuous and discrete variables, as well as nonlinear relationships between the variables. It divides the sample sets of dependent variables into different subsets (or subclusters) through a series of cutting and merging operations based upon the theory of multivariate analysis of variance (MANOVA). The modeling results are given by a cluster tree, which includes both intermediate and leaf subclusters as well as the flow paths from the root of the tree to each leaf subcluster specified by a series of cutting and merging actions. The rSCA package is a handy and easy-to-use tool and is freely available at http://cran.r-project.org/package=rSCA . By applying the developed package to air quality management in an urban environment, we demonstrate its effectiveness in dealing with the complicated relationships among multiple variables in real-world problems.

  1. Multivariate spatial Gaussian mixture modeling for statistical clustering of hemodynamic parameters in functional MRI

    International Nuclear Information System (INIS)

    Fouque, A.L.; Ciuciu, Ph.; Risser, L.; Fouque, A.L.; Ciuciu, Ph.; Risser, L.

    2009-01-01

    In this paper, a novel statistical parcellation of intra-subject functional MRI (fMRI) data is proposed. The key idea is to identify functionally homogenous regions of interest from their hemodynamic parameters. To this end, a non-parametric voxel-based estimation of hemodynamic response function is performed as a prerequisite. Then, the extracted hemodynamic features are entered as the input data of a Multivariate Spatial Gaussian Mixture Model (MSGMM) to be fitted. The goal of the spatial aspect is to favor the recovery of connected components in the mixture. Our statistical clustering approach is original in the sense that it extends existing works done on univariate spatially regularized Gaussian mixtures. A specific Gibbs sampler is derived to account for different covariance structures in the feature space. On realistic artificial fMRI datasets, it is shown that our algorithm is helpful for identifying a parsimonious functional parcellation required in the context of joint detection estimation of brain activity. This allows us to overcome the classical assumption of spatial stationarity of the BOLD signal model. (authors)

  2. On the analysis of clonogenic survival data: Statistical alternatives to the linear-quadratic model

    International Nuclear Information System (INIS)

    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

  3. Multivariate poisson lognormal modeling of crashes by type and severity on rural two lane highways.

    Science.gov (United States)

    Wang, Kai; Ivan, John N; Ravishanker, Nalini; Jackson, Eric

    2017-02-01

    In an effort to improve traffic safety, there has been considerable interest in estimating crash prediction models and identifying factors contributing to crashes. To account for crash frequency variations among crash types and severities, crash prediction models have been estimated by type and severity. The univariate crash count models have been used by researchers to estimate crashes by crash type or severity, in which the crash counts by type or severity are assumed to be independent of one another and modelled separately. When considering crash types and severities simultaneously, this may neglect the potential correlations between crash counts due to the presence of shared unobserved factors across crash types or severities for a specific roadway intersection or segment, and might lead to biased parameter estimation and reduce model accuracy. The focus on this study is to estimate crashes by both crash type and crash severity using the Integrated Nested Laplace Approximation (INLA) Multivariate Poisson Lognormal (MVPLN) model, and identify the different effects of contributing factors on different crash type and severity counts on rural two-lane highways. The INLA MVPLN model can simultaneously model crash counts by crash type and crash severity by accounting for the potential correlations among them and significantly decreases the computational time compared with a fully Bayesian fitting of the MVPLN model using Markov Chain Monte Carlo (MCMC) method. This paper describes estimation of MVPLN models for three-way stop controlled (3ST) intersections, four-way stop controlled (4ST) intersections, four-way signalized (4SG) intersections, and roadway segments on rural two-lane highways. Annual Average Daily traffic (AADT) and variables describing roadway conditions (including presence of lighting, presence of left-turn/right-turn lane, lane width and shoulder width) were used as predictors. A Univariate Poisson Lognormal (UPLN) was estimated by crash type and

  4. Sediment fingerprinting experiments to test the sensitivity of multivariate mixing models

    Science.gov (United States)

    Gaspar, Leticia; Blake, Will; Smith, Hugh; Navas, Ana

    2014-05-01

    Sediment fingerprinting techniques provide insight into the dynamics of sediment transfer processes and support for catchment management decisions. As questions being asked of fingerprinting datasets become increasingly complex, validation of model output and sensitivity tests are increasingly important. This study adopts an experimental approach to explore the validity and sensitivity of mixing model outputs for materials with contrasting geochemical and particle size composition. The experiments reported here focused on (i) the sensitivity of model output to different fingerprint selection procedures and (ii) the influence of source material particle size distributions on model output. Five soils with significantly different geochemistry, soil organic matter and particle size distributions were selected as experimental source materials. A total of twelve sediment mixtures were prepared in the laboratory by combining different quantified proportions of the Kruskal-Wallis test, Discriminant Function Analysis (DFA), Principal Component Analysis (PCA), or correlation matrix). Summary results for the use of the mixing model with the different sets of fingerprint properties for the twelve mixed soils were reasonably consistent with the initial mixing percentages initially known. Given the experimental nature of the work and dry mixing of materials, geochemical conservative behavior was assumed for all elements, even for those that might be disregarded in aquatic systems (e.g. P). In general, the best fits between actual and modeled proportions were found using a set of nine tracer properties (Sr, Rb, Fe, Ti, Ca, Al, P, Si, K, Si) that were derived using DFA coupled with a multivariate stepwise algorithm, with errors between real and estimated value that did not exceed 6.7 % and values of GOF above 94.5 %. The second set of experiments aimed to explore the sensitivity of model output to variability in the particle size of source materials assuming that a degree of

  5. Practical likelihood analysis for spatial generalized linear mixed models

    DEFF Research Database (Denmark)

    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...

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

    Science.gov (United States)

    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.

  7. Multivariable control in nuclear power stations

    International Nuclear Information System (INIS)

    Parent, M.; McMorran, P.D.

    1982-11-01

    Multivariable methods have the potential to improve the control of large systems such as nuclear power stations. Linear-quadratic optimal control is a multivariable method based on the minimization of a cost function. A related technique leads to the Kalman filter for estimation of plant state from noisy measurements. A design program for optimal control and Kalman filtering has been developed as part of a computer-aided design package for multivariable control systems. The method is demonstrated on a model of a nuclear steam generator, and simulated results are presented

  8. Development and validation of a multivariate prediction model for patients with acute pancreatitis in Intensive Care Medicine.

    Science.gov (United States)

    Zubia-Olaskoaga, Felix; Maraví-Poma, Enrique; Urreta-Barallobre, Iratxe; Ramírez-Puerta, María-Rosario; Mourelo-Fariña, Mónica; Marcos-Neira, María-Pilar; García-García, Miguel Ángel

    2018-03-01

    Development and validation of a multivariate prediction model for patients with acute pancreatitis (AP) admitted in Intensive Care Units (ICU). A prospective multicenter observational study, in 1 year period, in 46 international ICUs (EPAMI study). adults admitted to an ICU with AP and at least one organ failure. Development of a multivariate prediction model, using the worst data of the stay in ICU, based in multivariate analysis, simple imputation in a development cohort. The model was validated in another cohort. 374 patients were included (mortality of 28.9%). Variables with statistical significance in multivariate analysis were age, no alcoholic and no biliary etiology, development of shock, development of respiratory failure, need of continuous renal replacement therapy, and intra-abdominal pressure. The model created with these variables presented an AUC of ROC curve of 0.90 (CI 95% 0.81-0.94) in the validation cohort. We developed a multivariable prediction model, and AP cases could be classified as low mortality risk (between 2 and 9.5 points, mortality of 1.35%), moderate mortality risk (between 10 and 12.5 points, 28.92% of mortality), and high mortality risk (13 points of more, mortality of 88.37%). Our model presented better AUC of ROC curve than APACHE II (0.91 vs 0.80) and SOFA in the first 24 h (0.91 vs 0.79). We developed and validated a multivariate prediction model, which can be applied in any moment of the stay in ICU, with better discriminatory power than APACHE II and SOFA in the first 24 h. Copyright © 2018 IAP and EPC. Published by Elsevier B.V. All rights reserved.

  9. Linear modeling of possible mechanisms for parkinson tremor generation

    NARCIS (Netherlands)

    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

  10. Current algebra of classical non-linear sigma models

    International Nuclear Information System (INIS)

    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.)

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

    International Nuclear Information System (INIS)

    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.

  12. Non Linear signa models probing the string structure

    International Nuclear Information System (INIS)

    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

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

    Science.gov (United States)

    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…

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

    DEFF Research Database (Denmark)

    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...

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

    International Nuclear Information System (INIS)

    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

  16. S-AMP for non-linear observation models

    DEFF Research Database (Denmark)

    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...

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

    CERN Document Server

    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...

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

    NARCIS (Netherlands)

    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

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

    Energy Technology Data Exchange (ETDEWEB)

    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.

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

    African Journals Online (AJOL)

    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 ...

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

    African Journals Online (AJOL)

    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 ...

  2. A non-linear dissipative model of magnetism

    Czech Academy of Sciences Publication Activity Database

    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/

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

    NARCIS (Netherlands)

    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

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

    DEFF Research Database (Denmark)

    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....

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

    Science.gov (United States)

    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.

  6. Discrete Fourier Transform-Based Multivariate Image Analysis: Application to Modeling of Aromatase Inhibitory Activity.

    Science.gov (United States)

    Barigye, Stephen J; Freitas, Matheus P; Ausina, Priscila; Zancan, Patricia; Sola-Penna, Mauro; Castillo-Garit, Juan A

    2018-02-12

    We recently generalized the formerly alignment-dependent multivariate image analysis applied to quantitative structure-activity relationships (MIA-QSAR) method through the application of the discrete Fourier transform (DFT), allowing for its application to noncongruent and structurally diverse chemical compound data sets. Here we report the first practical application of this method in the screening of molecular entities of therapeutic interest, with human aromatase inhibitory activity as the case study. We developed an ensemble classification model based on the two-dimensional (2D) DFT MIA-QSAR descriptors, with which we screened the NCI Diversity Set V (1593 compounds) and obtained 34 chemical compounds with possible aromatase inhibitory activity. These compounds were docked into the aromatase active site, and the 10 most promising compounds were selected for in vitro experimental validation. Of these compounds, 7419 (nonsteroidal) and 89 201 (steroidal) demonstrated satisfactory antiproliferative and aromatase inhibitory activities. The obtained results suggest that the 2D-DFT MIA-QSAR method may be useful in ligand-based virtual screening of new molecular entities of therapeutic utility.

  7. Noise source analysis of nuclear ship Mutsu plant using multivariate autoregressive model

    International Nuclear Information System (INIS)

    Hayashi, K.; Shimazaki, J.; Shinohara, Y.

    1996-01-01

    The present study is concerned with the noise sources in N.S. Mutsu reactor plant. The noise experiments on the Mutsu plant were performed in order to investigate the plant dynamics and the effect of sea condition and and ship motion on the plant. The reactor noise signals as well as the ship motion signals were analyzed by a multivariable autoregressive (MAR) modeling method to clarify the noise sources in the reactor plant. It was confirmed from the analysis results that most of the plant variables were affected mainly by a horizontal component of the ship motion, that is the sway, through vibrations of the plant structures. Furthermore, the effect of ship motion on the reactor power was evaluated through the analysis of wave components extracted by a geometrical transform method. It was concluded that the amplitude of the reactor power oscillation was about 0.15% in normal sea condition, which was small enough for safe operation of the reactor plant. (authors)

  8. Dysphagia - Results from multivariable predictive modelling on aspiration from a subset of the ARTSCAN trial.

    Science.gov (United States)

    Söderström, Karin; Nilsson, Per; Laurell, Göran; Zackrisson, Björn; Jäghagen, Eva Levring

    2017-02-01

    To establish predictive models for late objective aspiration and late patient-reported choking based on dose-volume parameters and baseline patient and treatment characteristics, for patients with head and neck cancer undergoing definitive radiotherapy (RT). The impact of electively treated volume on late aspiration was also investigated. This prospective cohort is a subsample of 124 survivors from the ARTSCAN study. Late aspiration was identified with videofluoroscopy, at a minimum of 25months after the start of RT. Patient-reported choking was analysed at 12 and 60months post RT using the EORTC Quality of Life Module for Head and Neck Cancer 35. Univariable and multivariable analyses were performed to describe the association between clinical factors and dose-volume descriptors for organs at risk (OARs) and late dysphagia. Aspiration was found in 47% of the eligible patients. Mean dose to the middle pharyngeal constrictor (MPC), neck dissection post RT and age at randomisation in ARTSCAN were associated to late aspiration. Mean dose to the superior pharyngeal constrictor (SPC) and swallowing complaints at baseline were associated to patient reported choking at both time-points. Three separate risk groups for late aspiration, and two risk groups for late patient-reported choking were identified based on number of risk factors. The size of the electively treated volume could be used as a surrogate for individual OARs predicting late aspiration. Copyright © 2016 The Authors. Published by Elsevier B.V. All rights reserved.

  9. Exploratory multivariate modeling and prediction of the physico-chemical properties of surface water and groundwater

    Science.gov (United States)

    Ayoko, Godwin A.; Singh, Kirpal; Balerea, Steven; Kokot, Serge

    2007-03-01

    SummaryPhysico-chemical properties of surface water and groundwater samples from some developing countries have been subjected to multivariate analyses by the non-parametric multi-criteria decision-making methods, PROMETHEE and GAIA. Complete ranking information necessary to select one source of water in preference to all others was obtained, and this enabled relationships between the physico-chemical properties and water quality to be assessed. Thus, the ranking of the quality of the water bodies was found to be strongly dependent on the total dissolved solid, phosphate, sulfate, ammonia-nitrogen, calcium, iron, chloride, magnesium, zinc, nitrate and fluoride contents of the waters. However, potassium, manganese and zinc composition showed the least influence in differentiating the water bodies. To model and predict the water quality influencing parameters, partial least squares analyses were carried out on a matrix made up of the results of water quality assessment studies carried out in Nigeria, Papua New Guinea, Egypt, Thailand and India/Pakistan. The results showed that the total dissolved solid, calcium, sulfate, sodium and chloride contents can be used to predict a wide range of physico-chemical characteristics of water. The potential implications of these observations on the financial and opportunity costs associated with elaborate water quality monitoring are discussed.

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

    CERN Document Server

    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.

  11. Linear Dynamics Model for Steam Cooled Fast Power Reactors

    Energy Technology Data Exchange (ETDEWEB)

    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.

  12. Deterministic operations research models and methods in linear optimization

    CERN Document Server

    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

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

    International Nuclear Information System (INIS)

    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)

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

    Science.gov (United States)

    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.

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

    KAUST Repository

    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.

  16. Non-linear sigma model on the fuzzy supersphere

    International Nuclear Information System (INIS)

    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)

  17. Optimal difference-based estimation for partially linear models

    KAUST Repository

    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.

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

    CERN Document Server

    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...

  19. Optimal difference-based estimation for partially linear models

    KAUST Repository

    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.

  20. Improving sub-pixel imperviousness change prediction by ensembling heterogeneous non-linear regression models

    Science.gov (United States)

    Drzewiecki, Wojciech

    2016-12-01

    In this work nine non-linear regression models were compared for sub-pixel impervious surface area mapping from Landsat images. The comparison was done in three study areas both for accuracy of imperviousness coverage evaluation in individual points in time and accuracy of imperviousness change assessment. The performance of individual machine learning algorithms (Cubist, Random Forest, stochastic gradient boosting of regression trees, k-nearest neighbors regression, random k-nearest neighbors regression, Multivariate Adaptive Regression Splines, averaged neural networks, and support vector machines with polynomial and radial kernels) was also compared with the performance of heterogeneous model ensembles constructed from the best models trained using particular techniques. The results proved that in case of sub-pixel evaluation the most accurate prediction of change may not necessarily be based on the most accurate individual assessments. When single methods are considered, based on obtained results Cubist algorithm may be advised for Landsat based mapping of imperviousness for single dates. However, Random Forest may be endorsed when the most reliable evaluation of imperviousness change is the primary goal. It gave lower accuracies for individual assessments, but better prediction of change due to more correlated errors of individual predictions. Heterogeneous model ensembles performed for individual time points assessments at least as well as the best individual models. In case of imperviousness change assessment the ensembles always outperformed single model approaches. It means that it is possible to improve the accuracy of sub-pixel imperviousness change assessment using ensembles of heterogeneous non-linear regression models.