A non-linear state space approach to model groundwater fluctuations
Berendrecht, W.L.; Heemink, A.W.; Geer, F.C. van; Gehrels, J.C.
2006-01-01
A non-linear state space model is developed for describing groundwater fluctuations. Non-linearity is introduced by modeling the (unobserved) degree of water saturation of the root zone. The non-linear relations are based on physical concepts describing the dependence of both the actual
State space model extraction of thermohydraulic systems – Part I: A linear graph approach
International Nuclear Information System (INIS)
Uren, K.R.; Schoor, G. van
2013-01-01
Thermohydraulic simulation codes are increasingly making use of graphical design interfaces. The user can quickly and easily design a thermohydraulic system by placing symbols on the screen resembling system components. These components can then be connected to form a system representation. Such system models may then be used to obtain detailed simulations of the physical system. Usually this kind of simulation models are too complex and not ideal for control system design. Therefore, a need exists for automated techniques to extract lumped parameter models useful for control system design. The goal of this first paper, in a two part series, is to propose a method that utilises a graphical representation of a thermohydraulic system, and a lumped parameter modelling approach, to extract state space models. In this methodology each physical domain of the thermohydraulic system is represented by a linear graph. These linear graphs capture the interaction between all components within and across energy domains – hydraulic, thermal and mechanical. These linear graphs are analysed using a graph-theoretic approach to derive reduced order state space models. These models capture the dominant dynamics of the thermohydraulic system and are ideal for control system design purposes. The proposed state space model extraction method is demonstrated by considering a U-tube system. A non-linear state space model is extracted representing both the hydraulic and thermal domain dynamics of the system. The simulated state space model is compared with a Flownex ® model of the U-tube. Flownex ® is a validated systems thermal-fluid simulation software package. - Highlights: • A state space model extraction methodology based on graph-theoretic concepts. • An energy-based approach to consider multi-domain systems in a common framework. • Allow extraction of transparent (white-box) state space models automatically. • Reduced order models containing only independent state
PySSM: A Python Module for Bayesian Inference of Linear Gaussian State Space Models
Directory of Open Access Journals (Sweden)
Christopher Strickland
2014-04-01
Full Text Available PySSM is a Python package that has been developed for the analysis of time series using linear Gaussian state space models. PySSM is easy to use; models can be set up quickly and efficiently and a variety of different settings are available to the user. It also takes advantage of scientific libraries NumPy and SciPy and other high level features of the Python language. PySSM is also used as a platform for interfacing between optimized and parallelized Fortran routines. These Fortran routines heavily utilize basic linear algebra and linear algebra Package functions for maximum performance. PySSM contains classes for filtering, classical smoothing as well as simulation smoothing.
State Space Modeling Using SAS
Directory of Open Access Journals (Sweden)
Rajesh Selukar
2011-05-01
Full Text Available This article provides a brief introduction to the state space modeling capabilities in SAS, a well-known statistical software system. SAS provides state space modeling in a few different settings. SAS/ETS, the econometric and time series analysis module of the SAS system, contains many procedures that use state space models to analyze univariate and multivariate time series data. In addition, SAS/IML, an interactive matrix language in the SAS system, provides Kalman filtering and smoothing routines for stationary and nonstationary state space models. SAS/IML also provides support for linear algebra and nonlinear function optimization, which makes it a convenient environment for general-purpose state space modeling.
Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models
Ait-El-Fquih, Boujemaa; Hoteit, Ibrahim
2015-01-01
This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.
Fast Kalman-like filtering for large-dimensional linear and Gaussian state-space models
Ait-El-Fquih, Boujemaa
2015-08-13
This paper considers the filtering problem for linear and Gaussian state-space models with large dimensions, a setup in which the optimal Kalman Filter (KF) might not be applicable owing to the excessive cost of manipulating huge covariance matrices. Among the most popular alternatives that enable cheaper and reasonable computation is the Ensemble KF (EnKF), a Monte Carlo-based approximation. In this paper, we consider a class of a posteriori distributions with diagonal covariance matrices and propose fast approximate deterministic-based algorithms based on the Variational Bayesian (VB) approach. More specifically, we derive two iterative KF-like algorithms that differ in the way they operate between two successive filtering estimates; one involves a smoothing estimate and the other involves a prediction estimate. Despite its iterative nature, the prediction-based algorithm provides a computational cost that is, on the one hand, independent of the number of iterations in the limit of very large state dimensions, and on the other hand, always much smaller than the cost of the EnKF. The cost of the smoothing-based algorithm depends on the number of iterations that may, in some situations, make this algorithm slower than the EnKF. The performances of the proposed filters are studied and compared to those of the KF and EnKF through a numerical example.
Identification of a Class of Non-linear State Space Models using RPE Techniques
DEFF Research Database (Denmark)
Zhou, Wei-Wu; Blanke, Mogens
1989-01-01
The RPE (recursive prediction error) method in state-space form is developed in the nonlinear systems and extended to include the exact form of a nonlinearity, thus enabling structure preservation for certain classes of nonlinear systems. Both the discrete and the continuous-discrete versions...... of the algorithm in an innovations model are investigated, and a nonlinear simulation example shows a quite convincing performance of the filter as combined parameter and state estimator...
International Nuclear Information System (INIS)
Uren, Kenneth Richard; Schoor, George van
2013-01-01
This second paper in a two part series presents the application of a developed state space model extraction methodology applied to a Brayton cycle-based PCU (power conversion unit) of a PBMR (pebble bed modular reactor). The goal is to investigate if the state space extraction methodology can cope with larger and more complex thermohydraulic systems. In Part I the state space model extraction methodology for the purpose of control was described in detail and a state space representation was extracted for a U-tube system to illustrate the concept. In this paper a 25th order nonlinear state space representation in terms of the different energy domains is extracted. This state space representation is solved and the responses of a number of important states are compared with results obtained from a PBMR PCU Flownex ® model. Flownex ® is a validated thermo fluid simulation software package. The results show that the state space model closely resembles the dynamics of the PBMR PCU. This kind of model may be used for nonlinear MIMO (multi-input, multi-output) type of control strategies. However, there is still a need for linear state space models since many control system design and analysis techniques require a linear state space model. This issue is also addressed in this paper by showing how a linear state space model can be derived from the extracted nonlinear state space model. The linearised state space model is also validated by comparing the state space model to an existing linear Simulink ® model of the PBMR PCU system. - Highlights: • State space model extraction of a pebble bed modular reactor PCU (power conversion unit). • A 25th order nonlinear time varying state space model is obtained. • Linearisation of a nonlinear state space model for use in power output control. • Non-minimum phase characteristic that is challenging in terms of control. • Models derived are useful for MIMO control strategies
DEFF Research Database (Denmark)
Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer Moesgaard
2016-01-01
problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter......State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible...
The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications
DEFF Research Database (Denmark)
Andreasen, Martin Møller; Fernández-Villaverde, Jesús; Rubio-Ramírez, Juan F.
and impulse response functions. Thus, our analysis introduces GMM estimation for DSGE models approximated up to third-order and provides the foundation for indirect inference and SMM when simulation is required. We illustrate the usefulness of our approach by estimating a New Keynesian model with habits...... and Epstein-Zin preferences by GMM when using …rst and second unconditional moments of macroeconomic and …nancial data and by SMM when using additional third and fourth unconditional moments and non-Gaussian innovations....
Khairudin, N.; Keesman, K.J.
2009-01-01
In this paper a novel approach to estimate parameters in an LTI continuous-time statespace model is proposed. Essentially, the approach is based on a so-called pqR-decomposition of the numerator and denominator polynomials of the system’s transfer function. This approach allows the physical
Directory of Open Access Journals (Sweden)
Luca Faes
2017-01-01
Full Text Available The most common approach to assess the dynamical complexity of a time series across multiple temporal scales makes use of the multiscale entropy (MSE and refined MSE (RMSE measures. In spite of their popularity, MSE and RMSE lack an analytical framework allowing their calculation for known dynamic processes and cannot be reliably computed over short time series. To overcome these limitations, we propose a method to assess RMSE for autoregressive (AR stochastic processes. The method makes use of linear state-space (SS models to provide the multiscale parametric representation of an AR process observed at different time scales and exploits the SS parameters to quantify analytically the complexity of the process. The resulting linear MSE (LMSE measure is first tested in simulations, both theoretically to relate the multiscale complexity of AR processes to their dynamical properties and over short process realizations to assess its computational reliability in comparison with RMSE. Then, it is applied to the time series of heart period, arterial pressure, and respiration measured for healthy subjects monitored in resting conditions and during physiological stress. This application to short-term cardiovascular variability documents that LMSE can describe better than RMSE the activity of physiological mechanisms producing biological oscillations at different temporal scales.
Multivariate time series with linear state space structure
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...
My Life with State Space Models
DEFF Research Database (Denmark)
Lundbye-Christensen, Søren
2007-01-01
. The conceptual idea behind the state space model is that the evolution over time in the object we are observing and the measurement process itself are modelled separately. My very first serious analysis of a data set was done using a state space model, and since then I seem to have been "haunted" by state space...
State Space Reduction of Linear Processes using Control Flow Reconstruction
van de Pol, Jan Cornelis; Timmer, Mark
2009-01-01
We present a new method for fighting the state space explosion of process algebraic specifications, by performing static analysis on an intermediate format: linear process equations (LPEs). Our method consists of two steps: (1) we reconstruct the LPE's control flow, detecting control flow parameters
State Space Reduction of Linear Processes Using Control Flow Reconstruction
van de Pol, Jan Cornelis; Timmer, Mark; Liu, Zhiming; Ravn, Anders P.
2009-01-01
We present a new method for fighting the state space explosion of process algebraic specifications, by performing static analysis on an intermediate format: linear process equations (LPEs). Our method consists of two steps: (1) we reconstruct the LPE's control flow, detecting control flow parameters
Modeling volatility using state space models.
Timmer, J; Weigend, A S
1997-08-01
In time series problems, noise can be divided into two categories: dynamic noise which drives the process, and observational noise which is added in the measurement process, but does not influence future values of the system. In this framework, we show that empirical volatilities (the squared relative returns of prices) exhibit a significant amount of observational noise. To model and predict their time evolution adequately, we estimate state space models that explicitly include observational noise. We obtain relaxation times for shocks in the logarithm of volatility ranging from three weeks (for foreign exchange) to three to five months (for stock indices). In most cases, a two-dimensional hidden state is required to yield residuals that are consistent with white noise. We compare these results with ordinary autoregressive models (without a hidden state) and find that autoregressive models underestimate the relaxation times by about two orders of magnitude since they do not distinguish between observational and dynamic noise. This new interpretation of the dynamics of volatility in terms of relaxators in a state space model carries over to stochastic volatility models and to GARCH models, and is useful for several problems in finance, including risk management and the pricing of derivative securities. Data sets used: Olsen & Associates high frequency DEM/USD foreign exchange rates (8 years). Nikkei 225 index (40 years). Dow Jones Industrial Average (25 years).
State-Space Modelling in Marine Science
DEFF Research Database (Denmark)
Albertsen, Christoffer Moesgaard
State-space models provide a natural framework for analysing time series that cannot be observed without error. This is the case for fisheries stock assessments and movement data from marine animals. In fisheries stock assessments, the aim is to estimate the stock size; however, the only data...... available is the number of fish removed from the population and samples on a small fraction of the population. In marine animal movement, accurate position systems such as GPS cannot be used. Instead, inaccurate alternative must be used yielding observations with large errors. Both assessment and individual...... animal movement models are important for management and conservation of marine animals. Consequently, models should be developed to be operational in a management context while adequately evaluating uncertainties in the models. This thesis develops state-space models using the Laplace approximation...
Formulating state space models in R with focus on longitudinal regression models
DEFF Research Database (Denmark)
Dethlefsen, Claus; Lundbye-Christensen, Søren
We provide a language for formulating a range of state space models. The described methodology is implemented in the R -package sspir available from cran.r-project.org . A state space model is specified similarly to a generalized linear model in R , by marking the time-varying terms in the form...... We provide a language for formulating a range of state space models. The described methodology is implemented in the R -package sspir available from cran.r-project.org . A state space model is specified similarly to a generalized linear model in R , by marking the time-varying terms...
Multimedia Mapping using Continuous State Space Models
DEFF Research Database (Denmark)
Lehn-Schiøler, Tue
2004-01-01
In this paper a system that transforms speech waveforms to animated faces are proposed. The system relies on continuous state space models to perform the mapping, this makes it possible to ensure video with no sudden jumps and allows continuous control of the parameters in 'face space'. Simulations...... are performed on recordings of 3-5 sec. video sequences with sentences from the Timit database. The model is able to construct an image sequence from an unknown noisy speech sequence fairly well even though the number of training examples are limited....
Formulating state space models in R with focus on longitudinal regression models
DEFF Research Database (Denmark)
Dethlefsen, Claus; Lundbye-Christensen, Søren
2006-01-01
We provide a language for formulating a range of state space models with response densities within the exponential family. The described methodology is implemented in the R-package sspir. A state space model is specified similarly to a generalized linear model in R, and then the time-varying terms...
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...
Validation of ecological state space models using the Laplace approximation
DEFF Research Database (Denmark)
Thygesen, Uffe Høgsbro; Albertsen, Christoffer Moesgaard; Berg, Casper Willestofte
2017-01-01
Many statistical models in ecology follow the state space paradigm. For such models, the important step of model validation rarely receives as much attention as estimation or hypothesis testing, perhaps due to lack of available algorithms and software. Model validation is often based on a naive...... for estimation in general mixed effects models. Implementing one-step predictions in the R package Template Model Builder, we demonstrate that it is possible to perform model validation with little effort, even if the ecological model is multivariate, has non-linear dynamics, and whether observations...... useful directions in which the model could be improved....
Robust control of uncertain dynamic systems a linear state space approach
Yedavalli, Rama K
2014-01-01
This textbook aims to provide a clear understanding of the various tools of analysis and design for robust stability and performance of uncertain dynamic systems. In model-based control design and analysis, mathematical models can never completely represent the “real world” system that is being modeled, and thus it is imperative to incorporate and accommodate a level of uncertainty into the models. This book directly addresses these issues from a deterministic uncertainty viewpoint and focuses on the interval parameter characterization of uncertain systems. Various tools of analysis and design are presented in a consolidated manner. This volume fills a current gap in published works by explicitly addressing the subject of control of dynamic systems from linear state space framework, namely using a time-domain, matrix-theory based approach. This book also: Presents and formulates the robustness problem in a linear state space model framework Illustrates various systems level methodologies with examples and...
State space and input-output linear systems
Delchamps, David F
1988-01-01
It is difficult for me to forget the mild sense of betrayal I felt some ten years ago when I discovered, with considerable dismay, that my two favorite books on linear system theory - Desoer's Notes for a Second Course on Linear Systems and Brockett's Finite Dimensional Linear Systems - were both out of print. Since that time, of course, linear system theory has undergone a transformation of the sort which always attends the maturation of a theory whose range of applicability is expanding in a fashion governed by technological developments and by the rate at which such advances become a part of engineering practice. The growth of the field has inspired the publication of some excellent books; the encyclopedic treatises by Kailath and Chen, in particular, come immediately to mind. Nonetheless, I was inspired to write this book primarily by my practical needs as a teacher and researcher in the field. For the past five years, I have taught a one semester first year gradu ate level linear system theory course i...
Making Faces - State-Space Models Applied to Multi-Modal Signal Processing
DEFF Research Database (Denmark)
Lehn-Schiøler, Tue
2005-01-01
The two main focus areas of this thesis are State-Space Models and multi modal signal processing. The general State-Space Model is investigated and an addition to the class of sequential sampling methods is proposed. This new algorithm is denoted as the Parzen Particle Filter. Furthermore...... optimizer can be applied to speed up convergence. The linear version of the State-Space Model, the Kalman Filter, is applied to multi modal signal processing. It is demonstrated how a State-Space Model can be used to map from speech to lip movements. Besides the State-Space Model and the multi modal...... application an information theoretic vector quantizer is also proposed. Based on interactions between particles, it is shown how a quantizing scheme based on an analytic cost function can be derived....
Nonlinear State Space Modeling and System Identification for Electrohydraulic Control
Directory of Open Access Journals (Sweden)
Jun Yan
2013-01-01
Full Text Available The paper deals with nonlinear modeling and identification of an electrohydraulic control system for improving its tracking performance. We build the nonlinear state space model for analyzing the highly nonlinear system and then develop a Hammerstein-Wiener (H-W model which consists of a static input nonlinear block with two-segment polynomial nonlinearities, a linear time-invariant dynamic block, and a static output nonlinear block with single polynomial nonlinearity to describe it. We simplify the H-W model into a linear-in-parameters structure by using the key term separation principle and then use a modified recursive least square method with iterative estimation of internal variables to identify all the unknown parameters simultaneously. It is found that the proposed H-W model approximates the actual system better than the independent Hammerstein, Wiener, and ARX models. The prediction error of the H-W model is about 13%, 54%, and 58% less than the Hammerstein, Wiener, and ARX models, respectively.
State space modeling of groundwater fluctuations
Berendrecht, W.L.
2004-01-01
Groundwater plays an important role in both urban and rural areas. It is therefore essential to monitor groundwater fluctuations. However, data that becomes available need to be analyzed further in order to extract specific information on the groundwater system. Until recently, simple linear time
Predictive Control Based upon State Space Models
Directory of Open Access Journals (Sweden)
Jens G. Balchen
1989-04-01
Full Text Available Repetitive online computation of the control vector by solving the optimal control problem of a non-linear multivariable process with arbitrary performance indices is investigated. Two different methods are considered in the search for an optimal, parameterized control vector: Pontryagin's Maximum Principle and optimization by using the performance index and its gradient directly. Unfortunately, solving this optimization problem has turned out to be a rather time-consuming task which has resulted in a time delay that cannot be accepted when the actual process is exposed to rapidly-varying disturbances. However, an instantaneous feedback strategy operating in parallel with the original control aogorithm was found to be able to cope with this problem.
System resiliency quantification using non-state-space and state-space analytic models
International Nuclear Information System (INIS)
Ghosh, Rahul; Kim, DongSeong; Trivedi, Kishor S.
2013-01-01
Resiliency is becoming an important service attribute for large scale distributed systems and networks. Key problems in resiliency quantification are lack of consensus on the definition of resiliency and systematic approach to quantify system resiliency. In general, resiliency is defined as the ability of (system/person/organization) to recover/defy/resist from any shock, insult, or disturbance [1]. Many researchers interpret resiliency as a synonym for fault-tolerance and reliability/availability. However, effect of failure/repair on systems is already covered by reliability/availability measures and that of on individual jobs is well covered under the umbrella of performability [2] and task completion time analysis [3]. We use Laprie [4] and Simoncini [5]'s definition in which resiliency is the persistence of service delivery that can justifiably be trusted, when facing changes. The changes we are referring to here are beyond the envelope of system configurations already considered during system design, that is, beyond fault tolerance. In this paper, we outline a general approach for system resiliency quantification. Using examples of non-state-space and state-space stochastic models, we analytically–numerically quantify the resiliency of system performance, reliability, availability and performability measures w.r.t. structural and parametric changes
A Knowledge Discovery from POS Data using State Space Models
Sato, Tadahiko; Higuchi, Tomoyuki
The number of competing-brands changes by new product's entry. The new product introduction is endemic among consumer packaged goods firm and is an integral component of their marketing strategy. As a new product's entry affects markets, there is a pressing need to develop market response model that can adapt to such changes. In this paper, we develop a dynamic model that capture the underlying evolution of the buying behavior associated with the new product. This extends an application of a dynamic linear model, which is used by a number of time series analyses, by allowing the observed dimension to change at some point in time. Our model copes with a problem that dynamic environments entail: changes in parameter over time and changes in the observed dimension. We formulate the model with framework of a state space model. We realize an estimation of the model using modified Kalman filter/fixed interval smoother. We find that new product's entry (1) decreases brand differentiation for existing brands, as indicated by decreasing difference between cross-price elasticities; (2) decreases commodity power for existing brands, as indicated by decreasing trend; and (3) decreases the effect of discount for existing brands, as indicated by a decrease in the magnitude of own-brand price elasticities. The proposed framework is directly applicable to other fields in which the observed dimension might be change, such as economic, bioinformatics, and so forth.
State-space prediction model for chaotic time series
Alparslan, A. K.; Sayar, M.; Atilgan, A. R.
1998-08-01
A simple method for predicting the continuation of scalar chaotic time series ahead in time is proposed. The false nearest neighbors technique in connection with the time-delayed embedding is employed so as to reconstruct the state space. A local forecasting model based upon the time evolution of the topological neighboring in the reconstructed phase space is suggested. A moving root-mean-square error is utilized in order to monitor the error along the prediction horizon. The model is tested for the convection amplitude of the Lorenz model. The results indicate that for approximately 100 cycles of the training data, the prediction follows the actual continuation very closely about six cycles. The proposed model, like other state-space forecasting models, captures the long-term behavior of the system due to the use of spatial neighbors in the state space.
A Learning State-Space Model for Image Retrieval
Directory of Open Access Journals (Sweden)
Lee Greg C
2007-01-01
Full Text Available This paper proposes an approach based on a state-space model for learning the user concepts in image retrieval. We first design a scheme of region-based image representation based on concept units, which are integrated with different types of feature spaces and with different region scales of image segmentation. The design of the concept units aims at describing similar characteristics at a certain perspective among relevant images. We present the details of our proposed approach based on a state-space model for interactive image retrieval, including likelihood and transition models, and we also describe some experiments that show the efficacy of our proposed model. This work demonstrates the feasibility of using a state-space model to estimate the user intuition in image retrieval.
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.
Dynamic State Space Partitioning for External Memory Model Checking
DEFF Research Database (Denmark)
Evangelista, Sami; Kristensen, Lars Michael
2009-01-01
We describe a dynamic partitioning scheme usable by model checking techniques that divide the state space into partitions, such as most external memory and distributed model checking algorithms. The goal of the scheme is to reduce the number of transitions that link states belonging to different...
State space modeling of Memristor-based Wien oscillator
Talukdar, Abdul Hafiz Ibne
2011-12-01
State space modeling of Memristor based Wien \\'A\\' oscillator has been demonstrated for the first time considering nonlinear ion drift in Memristor. Time dependant oscillating resistance of Memristor is reported in both state space solution and SPICE simulation which plausibly provide the basis of realizing parametric oscillation by Memristor based Wien oscillator. In addition to this part Memristor is shown to stabilize the final oscillation amplitude by means of its nonlinear dynamic resistance which hints for eliminating diode in the feedback network of conventional Wien oscillator. © 2011 IEEE.
State space modeling of Memristor-based Wien oscillator
Talukdar, Abdul Hafiz Ibne; Radwan, Ahmed G.; Salama, Khaled N.
2011-01-01
State space modeling of Memristor based Wien 'A' oscillator has been demonstrated for the first time considering nonlinear ion drift in Memristor. Time dependant oscillating resistance of Memristor is reported in both state space solution and SPICE simulation which plausibly provide the basis of realizing parametric oscillation by Memristor based Wien oscillator. In addition to this part Memristor is shown to stabilize the final oscillation amplitude by means of its nonlinear dynamic resistance which hints for eliminating diode in the feedback network of conventional Wien oscillator. © 2011 IEEE.
State Space Reduction for Model Checking Agent Programs
S.-S.T.Q. Jongmans (Sung-Shik); K.V. Hindriks; M.B. van Riemsdijk; L. Dennis; O. Boissier; R.H. Bordini (Rafael)
2012-01-01
htmlabstractState space reduction techniques have been developed to increase the efficiency of model checking in the context of imperative programming languages. Unfortunately, these techniques cannot straightforwardly be applied to agents: the nature of states in the two programming paradigms
Estimation methods for nonlinear state-space models in ecology
DEFF Research Database (Denmark)
Pedersen, Martin Wæver; Berg, Casper Willestofte; Thygesen, Uffe Høgsbro
2011-01-01
The use of nonlinear state-space models for analyzing ecological systems is increasing. A wide range of estimation methods for such models are available to ecologists, however it is not always clear, which is the appropriate method to choose. To this end, three approaches to estimation in the theta...... logistic model for population dynamics were benchmarked by Wang (2007). Similarly, we examine and compare the estimation performance of three alternative methods using simulated data. The first approach is to partition the state-space into a finite number of states and formulate the problem as a hidden...... Markov model (HMM). The second method uses the mixed effects modeling and fast numerical integration framework of the AD Model Builder (ADMB) open-source software. The third alternative is to use the popular Bayesian framework of BUGS. The study showed that state and parameter estimation performance...
Algorithms for a parallel implementation of Hidden Markov Models with a small state space
DEFF Research Database (Denmark)
Nielsen, Jesper; Sand, Andreas
2011-01-01
Two of the most important algorithms for Hidden Markov Models are the forward and the Viterbi algorithms. We show how formulating these using linear algebra naturally lends itself to parallelization. Although the obtained algorithms are slow for Hidden Markov Models with large state spaces...
State-Space Modelling of Loudspeakers using Fractional Derivatives
DEFF Research Database (Denmark)
King, Alexander Weider; Agerkvist, Finn T.
2015-01-01
This work investigates the use of fractional order derivatives in modeling moving-coil loudspeakers. A fractional order state-space solution is developed, leading the way towards incorporating nonlinearities into a fractional order system. The method is used to calculate the response of a fractio......This work investigates the use of fractional order derivatives in modeling moving-coil loudspeakers. A fractional order state-space solution is developed, leading the way towards incorporating nonlinearities into a fractional order system. The method is used to calculate the response...... of a fractional harmonic oscillator, representing the mechanical part of a loudspeaker, showing the effect of the fractional derivative and its relationship to viscoelasticity. Finally, a loudspeaker model with a fractional order viscoelastic suspension and fractional order voice coil is fit to measurement data...
Filtering and smoothing of stae vector for diffuse state space models
Koopman, S.J.; Durbin, J.
2003-01-01
This paper presents exact recursions for calculating the mean and mean square error matrix of the state vector given the observations for the multi-variate linear Gaussian state-space model in the case where the initial state vector is (partially) diffuse.
A State Space Model for the Wood Chip Refining Model
Directory of Open Access Journals (Sweden)
David Di Ruscio
1997-07-01
Full Text Available A detailed dynamic model of the fibre size distribution between the refiner discs, distributed along the refiner radius, is presented. Both one- and two-dimensional descriptions for the fibre or shive geometry are given. It is shown that this model may be simplified and that analytic solutions exist under non-restrictive assumptions. A direct method for the recursive estimation of unknown parameters is presented. This method is applicable to linear or linearized systems which have a triangular structure.
DEFF Research Database (Denmark)
Mohd. Azam, Sazuan Nazrah
2017-01-01
In this paper, we used the modified quadruple tank system that represents a multi-input-multi-output (MIMO) system as an example to present the realization of a linear discrete-time state space model and to obtain the state estimation using Kalman filter in a methodical mannered. First, an existing...... part of the Kalman filter is used to estimates the current state, based on the model and the measurements. The static and dynamic Kalman filter is compared and all results is demonstrated through simulations....
Rapid State Space Modeling Tool for Rectangular Wing Aeroservoelastic Studies
Suh, Peter M.; Conyers, Howard Jason; Mavris, Dimitri N.
2015-01-01
This report introduces a modeling and simulation tool for aeroservoelastic analysis of rectangular wings with trailing-edge control surfaces. The inputs to the code are planform design parameters such as wing span, aspect ratio, and number of control surfaces. Using this information, the generalized forces are computed using the doublet-lattice method. Using Roger's approximation, a rational function approximation is computed. The output, computed in a few seconds, is a state space aeroservoelastic model which can be used for analysis and control design. The tool is fully parameterized with default information so there is little required interaction with the model developer. All parameters can be easily modified if desired. The focus of this report is on tool presentation, verification, and validation. These processes are carried out in stages throughout the report. The rational function approximation is verified against computed generalized forces for a plate model. A model composed of finite element plates is compared to a modal analysis from commercial software and an independently conducted experimental ground vibration test analysis. Aeroservoelastic analysis is the ultimate goal of this tool, therefore, the flutter speed and frequency for a clamped plate are computed using damping-versus-velocity and frequency-versus-velocity analysis. The computational results are compared to a previously published computational analysis and wind-tunnel results for the same structure. A case study of a generic wing model with a single control surface is presented. Verification of the state space model is presented in comparison to damping-versus-velocity and frequency-versus-velocity analysis, including the analysis of the model in response to a 1-cos gust.
Mapping from Speech to Images Using Continuous State Space Models
DEFF Research Database (Denmark)
Lehn-Schiøler, Tue; Hansen, Lars Kai; Larsen, Jan
2005-01-01
In this paper a system that transforms speech waveforms to animated faces are proposed. The system relies on continuous state space models to perform the mapping, this makes it possible to ensure video with no sudden jumps and allows continuous control of the parameters in 'face space...... a subjective point of view the model is able to construct an image sequence from an unknown noisy speech sequence even though the number of training examples are limited.......'. The performance of the system is critically dependent on the number of hidden variables, with too few variables the model cannot represent data, and with too many overfitting is noticed. Simulations are performed on recordings of 3-5 sec.\\$\\backslash\\$ video sequences with sentences from the Timit database. From...
Modeling and Simulation of DC Power Electronics Systems Using Harmonic State Space (HSS) Method
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth
2015-01-01
based on the state-space averaging and generalized averaging, these also have limitations to show the same results as with the non-linear time domain simulations. This paper presents a modeling and simulation method for a large dc power electronic system by using Harmonic State Space (HSS) modeling......For the efficiency and simplicity of electric systems, the dc based power electronics systems are widely used in variety applications such as electric vehicles, ships, aircrafts and also in homes. In these systems, there could be a number of dynamic interactions between loads and other dc-dc....... Through this method, the required computation time and CPU memory for large dc power electronics systems can be reduced. Besides, the achieved results show the same results as with the non-linear time domain simulation, but with the faster simulation time which is beneficial in a large network....
A state-space model for estimating detailed movements and home range from acoustic receiver data
DEFF Research Database (Denmark)
Pedersen, Martin Wæver; Weng, Kevin
2013-01-01
We present a state-space model for acoustic receiver data to estimate detailed movement and home range of individual fish while accounting for spatial bias. An integral part of the approach is the detection function, which models the probability of logging tag transmissions as a function of dista......We present a state-space model for acoustic receiver data to estimate detailed movement and home range of individual fish while accounting for spatial bias. An integral part of the approach is the detection function, which models the probability of logging tag transmissions as a function...... that the location error scales log-linearly with detection range and movement speed. This result can be used as guideline for designing network layout when species movement capacity and acoustic environment are known or can be estimated prior to network deployment. Finally, as an example, the state-space model...... is used to estimate home range and movement of a reef fish in the Pacific Ocean....
Identification of a class of nonlinear state-space models using RPE techniques
DEFF Research Database (Denmark)
Zhou, W. W.; Blanke, Mogens
1986-01-01
The recursive prediction error methods in state-space form have been efficiently used as parameter identifiers for linear systems, and especially Ljung's innovations filter using a Newton search direction has proved to be quite ideal. In this paper, the RPE method in state-space form is developed...... a quite convincing performance of the filter as combined parameter and state estimator....
Harmonic Interaction Analysis in Grid Connected Converter using Harmonic State Space (HSS) Modeling
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth
2015-01-01
-model, are introduced to analyze these problems. However, it is found that Linear Time Invariant (LTI) base model analysis makes it difficult to analyze these phenomenon because of time varying system operation trajectories, varying output impedance seen by grid connected systems and neglected switching component......An increasing number of power electronics based Distributed Generation (DG) systems and loads generate coupled harmonic as well as non-characteristic harmonic with each other. Several methods like impedance based analysis, which is derived from conventional small signal- and average...... during the modeling process. This paper investigates grid connected converter by means of Harmonic State Space (HSS) small signal model, which is modeled from Linear Time varying Periodically (LTP) system. Further, a grid connected converter harmonic matrix is investigated to analyze the harmonic...
Directory of Open Access Journals (Sweden)
Daniel Durstewitz
2017-06-01
Full Text Available The computational and cognitive properties of neural systems are often thought to be implemented in terms of their (stochastic network dynamics. Hence, recovering the system dynamics from experimentally observed neuronal time series, like multiple single-unit recordings or neuroimaging data, is an important step toward understanding its computations. Ideally, one would not only seek a (lower-dimensional state space representation of the dynamics, but would wish to have access to its statistical properties and their generative equations for in-depth analysis. Recurrent neural networks (RNNs are a computationally powerful and dynamically universal formal framework which has been extensively studied from both the computational and the dynamical systems perspective. Here we develop a semi-analytical maximum-likelihood estimation scheme for piecewise-linear RNNs (PLRNNs within the statistical framework of state space models, which accounts for noise in both the underlying latent dynamics and the observation process. The Expectation-Maximization algorithm is used to infer the latent state distribution, through a global Laplace approximation, and the PLRNN parameters iteratively. After validating the procedure on toy examples, and using inference through particle filters for comparison, the approach is applied to multiple single-unit recordings from the rodent anterior cingulate cortex (ACC obtained during performance of a classical working memory task, delayed alternation. Models estimated from kernel-smoothed spike time data were able to capture the essential computational dynamics underlying task performance, including stimulus-selective delay activity. The estimated models were rarely multi-stable, however, but rather were tuned to exhibit slow dynamics in the vicinity of a bifurcation point. In summary, the present work advances a semi-analytical (thus reasonably fast maximum-likelihood estimation framework for PLRNNs that may enable to recover
A Beddoes-Leishman type dynamic stall model in state-space and indicial formulations
DEFF Research Database (Denmark)
Hansen, M.H.; Gaunaa, Mac; Aagaard Madsen, Helge
2004-01-01
This report contains a description of a Beddoes-Leishman type dynamic stall model in both a state-space and an indicial function formulation. The model predicts the unsteady aerodynamic forces and moment on an airfoil section undergoing arbitrary motionin heave, lead-lag, and pitch. The model...... features, such as overshoot of the lift, in the stall region. The linearized model is shown to give identicalresults to the full model for small amplitude oscillations. Furthermore, it is shown that the response of finite thichkness airfoils can be reproduced to a high accuracy by the use of specific...... is carried out by comparing the response of the model with inviscid solutions and observing the general behavior of the model using known airfoil data as input. Theproposed dynamic model gives results identical to inviscid solutions within the attached-flow region; and it exhibits the expected dynamic...
Bergboer, N.H.; Verdult, V.; Verhaegen, M.H.G.
2002-01-01
We present a numerically efficient implementation of the nonlinear least squares and maximum likelihood identification of multivariable linear time-invariant (LTI) state-space models. This implementation is based on a local parameterization of the system and a gradient search in the resulting
Parameter and State Estimator for State Space Models
Directory of Open Access Journals (Sweden)
Ruifeng Ding
2014-01-01
Full Text Available This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective.
An optical flow-based state-space model of the vocal folds
DEFF Research Database (Denmark)
Granados, Alba; Brunskog, Jonas
2017-01-01
High-speed movies of the vocal fold vibration are valuable data to reveal vocal fold features for voice pathology diagnosis. This work presents a suitable Bayesian model and a purely theoretical discussion for further development of a framework for continuum biomechanical features estimation. A l...... to capture different deformation patterns between the computed optical flow and the finite element deformation, controlled by the choice of the model tissue parameters........ A linear and Gaussian nonstationary state-space model is proposed and thoroughly discussed. The evolution model is based on a self-sustained three-dimensional finite element model of the vocal folds, and the observation model involves a dense optical flow algorithm. The results show that the method is able...
An optical flow-based state-space model of the vocal folds.
Granados, Alba; Brunskog, Jonas
2017-06-01
High-speed movies of the vocal fold vibration are valuable data to reveal vocal fold features for voice pathology diagnosis. This work presents a suitable Bayesian model and a purely theoretical discussion for further development of a framework for continuum biomechanical features estimation. A linear and Gaussian nonstationary state-space model is proposed and thoroughly discussed. The evolution model is based on a self-sustained three-dimensional finite element model of the vocal folds, and the observation model involves a dense optical flow algorithm. The results show that the method is able to capture different deformation patterns between the computed optical flow and the finite element deformation, controlled by the choice of the model tissue parameters.
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.
Projective limits of state spaces III. Toy-models
Lanéry, Suzanne; Thiemann, Thomas
2018-01-01
In this series of papers, we investigate the projective framework initiated by Kijowski (1977) and Okołów (2009, 2014, 2013) [1,2], which describes the states of a quantum theory as projective families of density matrices. A short reading guide to the series can be found in Lanéry (2016). A strategy to implement the dynamics in this formalism was presented in our first paper Lanéry and Thiemann (2017) (see also Lanéry, 2016, section 4), which we now test in two simple toy-models. The first one is a very basic linear model, meant as an illustration of the general procedure, and we will only discuss it at the classical level. In the second one, we reformulate the Schrödinger equation, treated as a classical field theory, within this projective framework, and proceed to its (non-relativistic) second quantization. We are then able to reproduce the physical content of the usual Fock quantization.
Identified state-space prediction model for aero-optical wavefronts
Faghihi, Azin; Tesch, Jonathan; Gibson, Steve
2013-07-01
A state-space disturbance model and associated prediction filter for aero-optical wavefronts are described. The model is computed by system identification from a sequence of wavefronts measured in an airborne laboratory. Estimates of the statistics and flow velocity of the wavefront data are shown and can be computed from the matrices in the state-space model without returning to the original data. Numerical results compare velocity values and power spectra computed from the identified state-space model with those computed from the aero-optical data.
Abellán-Nebot, J. V.; Liu, J.; Romero, F.
2009-11-01
The State Space modelling approach has been recently proposed as an engineering-driven technique for part quality prediction in Multistage Machining Processes (MMP). Current State Space models incorporate fixture and datum variations in the multi-stage variation propagation, without explicitly considering common operation variations such as machine-tool thermal distortions, cutting-tool wear, cutting-tool deflections, etc. This paper shows the limitations of the current State Space model through an experimental case study where the effect of the spindle thermal expansion, cutting-tool flank wear and locator errors are introduced. The paper also discusses the extension of the current State Space model to include operation variations and its potential benefits.
Secondary structure classification of amino-acid sequences using state-space modeling
Brunnert, Marcus; Krahnke, Tillmann; Urfer, Wolfgang
2001-01-01
The secondary structure classification of amino acid sequences can be carried out by a statistical analysis of sequence and structure data using state-space models. Aiming at this classification, a modified filter algorithm programmed in S is applied to data of three proteins. The application leads to correct classifications of two proteins even when using relatively simple estimation methods for the parameters of the state-space models. Furthermore, it has been shown that the assumed initial...
Directory of Open Access Journals (Sweden)
Nataliya Chukhrova
2017-05-01
Full Text Available This paper gives a detailed overview of the current state of research in relation to the use of state space models and the Kalman-filter in the field of stochastic claims reserving. Most of these state space representations are matrix-based, which complicates their applications. Therefore, to facilitate the implementation of state space models in practice, we present a scalar state space model for cumulative payments, which is an extension of the well-known chain ladder (CL method. The presented model is distribution-free, forms a basis for determining the entire unobservable lower and upper run-off triangles and can easily be applied in practice using the Kalman-filter for prediction, filtering and smoothing of cumulative payments. In addition, the model provides an easy way to find outliers in the data and to determine outlier effects. Finally, an empirical comparison of the scalar state space model, promising prior state space models and some popular stochastic claims reserving methods is performed.
Hyperstate matrix models : extending demographic state spaces to higher dimensions
Roth, G.; Caswell, H.
2016-01-01
1. Demographic models describe population dynamics in terms of the movement of individuals among states (e.g. size, age, developmental stage, parity, frailty, physiological condition). Matrix population models originally classified individuals by a single characteristic. This was enlarged to two
A state-space model for residential real estate valuation
Francke, M.
2010-01-01
All property in the Netherlands has to be appraised yearly. Yearly valuation has only been made possible with the help of models. The number of real estate appraisers is simply too small to value the more than 7 million residential properties. This paper describes the statistical model that is used
Embedding a State Space Model Into a Markov Decision Process
DEFF Research Database (Denmark)
Nielsen, Lars Relund; Jørgensen, Erik; Højsgaard, Søren
2011-01-01
In agriculture Markov decision processes (MDPs) with finite state and action space are often used to model sequential decision making over time. For instance, states in the process represent possible levels of traits of the animal and transition probabilities are based on biological models...
Review of State-Space Models for Fisheries Science
DEFF Research Database (Denmark)
Aeberhard, William H.; Flemming, Joanna Mills; Nielsen, Anders
2018-01-01
Fisheries science is concerned with the management and understanding of the raising and harvesting of fish. Fish stocks are assessed using biological and fisheries data with the goal of estimating either their total population or biomass. Stock assessment models also make it possible to predict how...... highlights what should be considered best practices for science-based fisheries management....
Online State Space Model Parameter Estimation in Synchronous Machines
Directory of Open Access Journals (Sweden)
Z. Gallehdari
2014-06-01
The suggested approach is evaluated for a sample synchronous machine model. Estimated parameters are tested for different inputs at different operating conditions. The effect of noise is also considered in this study. Simulation results show that the proposed approach provides good accuracy for parameter estimation.
SSM: Inference for time series analysis with State Space Models
Dureau, Joseph; Ballesteros, Sébastien; Bogich, Tiffany
2013-01-01
The main motivation behind the open source library SSM is to reduce the technical friction that prevents modellers from sharing their work, quickly iterating in crisis situations, and making their work directly usable by public authorities to serve decision-making.
Structural robustness with suboptimal responses for linear state space model
Keel, L. H.; Lim, Kyong B.; Juang, Jer-Nan
1989-01-01
A relationship between the closed-loop eigenvalues and the amount of perturbations in the open-loop matrix is addressed in the context of performance robustness. If the allowable perturbation ranges of elements of the open-loop matrix A and the desired tolerance of the closed-loop eigenvalues are given such that max(j) of the absolute value of Delta-lambda(j) (A+BF) should be less than some prescribed value, what is a state feedback controller F which satisfies the closed-loop eigenvalue perturbation-tolerance requirement for a class of given perturbation in A? The paper gives an algorithm to design such a controller. Numerical examples are included for illustration.
Endogenous fishing mortalities: a state-space bioeconomic model
DA-ROCHA JOSÉ MARIA; GARCÍA-CUTRÍN JAVIER; GUTIÉRREZ MARÍA-JOSÉ; GAMITO JARDIM JOSÉ ERNESTO
2017-01-01
A methodology that endogenously determines catchability functions that link fishing mortality with contemporaneous stock abundance is presented. We consider a stochastic age-structured model for a fishery composed by a number of fishing units (fleets, vessels or métiers) that optimally select the level of fishing effort to be applied considering total mortalities as given. The introduction of a balance constrain which guarantees that total mortality is equal to the sum of individual fishing m...
A State Space Model for Spatial Updating of Remembered Visual Targets during Eye Movements.
Mohsenzadeh, Yalda; Dash, Suryadeep; Crawford, J Douglas
2016-01-01
In the oculomotor system, spatial updating is the ability to aim a saccade toward a remembered visual target position despite intervening eye movements. Although this has been the subject of extensive experimental investigation, there is still no unifying theoretical framework to explain the neural mechanism for this phenomenon, and how it influences visual signals in the brain. Here, we propose a unified state-space model (SSM) to account for the dynamics of spatial updating during two types of eye movement; saccades and smooth pursuit. Our proposed model is a non-linear SSM and implemented through a recurrent radial-basis-function neural network in a dual Extended Kalman filter (EKF) structure. The model parameters and internal states (remembered target position) are estimated sequentially using the EKF method. The proposed model replicates two fundamental experimental observations: continuous gaze-centered updating of visual memory-related activity during smooth pursuit, and predictive remapping of visual memory activity before and during saccades. Moreover, our model makes the new prediction that, when uncertainty of input signals is incorporated in the model, neural population activity and receptive fields expand just before and during saccades. These results suggest that visual remapping and motor updating are part of a common visuomotor mechanism, and that subjective perceptual constancy arises in part from training the visual system on motor tasks.
Mixture estimation with state-space components and Markov model of switching
Czech Academy of Sciences Publication Activity Database
Nagy, Ivan; Suzdaleva, Evgenia
2013-01-01
Roč. 37, č. 24 (2013), s. 9970-9984 ISSN 0307-904X R&D Projects: GA TA ČR TA01030123 Institutional support: RVO:67985556 Keywords : probabilistic dynamic mixtures, * probability density function * state-space models * recursive mixture estimation * Bayesian dynamic decision making under uncertainty * Kerridge inaccuracy Subject RIV: BC - Control Systems Theory Impact factor: 2.158, year: 2013 http://library.utia.cas.cz/separaty/2013/AS/nagy-mixture estimation with state-space components and markov model of switching.pdf
Approximate Bayesian Computation by Subset Simulation using hierarchical state-space models
Vakilzadeh, Majid K.; Huang, Yong; Beck, James L.; Abrahamsson, Thomas
2017-02-01
A new multi-level Markov Chain Monte Carlo algorithm for Approximate Bayesian Computation, ABC-SubSim, has recently appeared that exploits the Subset Simulation method for efficient rare-event simulation. ABC-SubSim adaptively creates a nested decreasing sequence of data-approximating regions in the output space that correspond to increasingly closer approximations of the observed output vector in this output space. At each level, multiple samples of the model parameter vector are generated by a component-wise Metropolis algorithm so that the predicted output corresponding to each parameter value falls in the current data-approximating region. Theoretically, if continued to the limit, the sequence of data-approximating regions would converge on to the observed output vector and the approximate posterior distributions, which are conditional on the data-approximation region, would become exact, but this is not practically feasible. In this paper we study the performance of the ABC-SubSim algorithm for Bayesian updating of the parameters of dynamical systems using a general hierarchical state-space model. We note that the ABC methodology gives an approximate posterior distribution that actually corresponds to an exact posterior where a uniformly distributed combined measurement and modeling error is added. We also note that ABC algorithms have a problem with learning the uncertain error variances in a stochastic state-space model and so we treat them as nuisance parameters and analytically integrate them out of the posterior distribution. In addition, the statistical efficiency of the original ABC-SubSim algorithm is improved by developing a novel strategy to regulate the proposal variance for the component-wise Metropolis algorithm at each level. We demonstrate that Self-regulated ABC-SubSim is well suited for Bayesian system identification by first applying it successfully to model updating of a two degree-of-freedom linear structure for three cases: globally
System Identification of Civil Engineering Structures using State Space and ARMAV Models
DEFF Research Database (Denmark)
Andersen, P.; Kirkegaard, Poul Henning; Brincker, Rune
In this paper the relations between an ambient excited structural system, represented by an innovation state space system, and the Auto-Regressive Moving Average Vector (ARMAV) model are considered. It is shown how to obtain a multivariate estimate of the ARMAV model from output measurements, usi...
A direct derivation of the exact Fisther information matrix of Gaussian vector state space models
Klein, A.A.B.; Neudecker, H.
2000-01-01
This paper deals with a direct derivation of Fisher's information matrix of vector state space models for the general case, by which is meant the establishment of the matrix as a whole and not element by element. The method to be used is matrix differentiation, see [4]. We assume the model to be
A State-Space Approach to Optimal Level-Crossing Prediction for Linear Gaussian Processes
Martin, Rodney Alexander
2009-01-01
In many complex engineered systems, the ability to give an alarm prior to impending critical events is of great importance. These critical events may have varying degrees of severity, and in fact they may occur during normal system operation. In this article, we investigate approximations to theoretically optimal methods of designing alarm systems for the prediction of level-crossings by a zero-mean stationary linear dynamic system driven by Gaussian noise. An optimal alarm system is designed to elicit the fewest false alarms for a fixed detection probability. This work introduces the use of Kalman filtering in tandem with the optimal level-crossing problem. It is shown that there is a negligible loss in overall accuracy when using approximations to the theoretically optimal predictor, at the advantage of greatly reduced computational complexity. I
Precise Model Analysis for 3-phase High Power Converter using the Harmonic State Space Modeling
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Blaabjerg, Frede
2015-01-01
This paper presents about the generalized multi-frequency modeling and analysis methodology, which can be used in control loop design and stability analysis. In terms of the switching frequency of high power converter, there can be harmonics interruption if the voltage source converter has a low...... switching frequency ratio or multi-sampling frequency. The range of the control bandwidth can include the switching component. Thus, the systems become unstable. This paper applies the Harmonic State Space (HSS) Modeling method in order to find out the transfer function for each harmonics terms...
Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models
Koopman, S.J.; Lucas, A.; Scharth, M.
2015-01-01
We propose a general likelihood evaluation method for nonlinear non-Gaussian state-space models using the simulation-based method of efficient importance sampling. We minimize the simulation effort by replacing some key steps of the likelihood estimation procedure by numerical integration. We refer
Directory of Open Access Journals (Sweden)
R. Talebitooti
Full Text Available In this paper the effect of quadratic and cubic non-linearities of the system consisting of the crankshaft and torsional vibration damper (TVD is taken into account. TVD consists of non-linear elastomer material used for controlling the torsional vibration of crankshaft. The method of multiple scales is used to solve the governing equations of the system. Meanwhile, the frequency response of the system for both harmonic and sub-harmonic resonances is extracted. In addition, the effects of detuning parameters and other dimensionless parameters for a case of harmonic resonance are investigated. Moreover, the external forces including both inertia and gas forces are simultaneously applied into the model. Finally, in order to study the effectiveness of the parameters, the dimensionless governing equations of the system are solved, considering the state space method. Then, the effects of the torsional damper as well as all corresponding parameters of the system are discussed.
State-space modelling for the ejector-based refrigeration system driven by low grade energy
International Nuclear Information System (INIS)
Xue, Binqiang; Cai, Wenjian; Wang, Xinli
2015-01-01
This paper presents a novel global state-space model to describe the ejector-based refrigeration system, which includes the dynamics of the two heat exchangers and the static properties of ejector, compressor and expansion valve. Different from the existing methods, the proposed method introduces some intermediate variables into the dynamic modelling in developing reduced order models of the heat exchangers (evaporator and condenser) based on the Number of Transfer Units (NTU) method. This global model with fewer dimensions is much simpler and can be more convenient for the real-time control system design, compared with other dynamic models. Finally, the proposed state-space model has been validated by dynamic response experiments on the ejector-based refrigeration cycle with refrigerant R134a.The experimental results indicate that the proposed model can predict well the dynamics of the ejector-based refrigeration system. - Highlights: • A low-order state-space model of ejector-based refrigeration system is presented. • Reduced-order models of heat exchangers are developed based on NTU method. • The variations of mass flow rates are introduced in multiple fluid phase regions. • Experimental results show the proposed model has a good performance
Bayesian state space models for dynamic genetic network construction across multiple tissues.
Liang, Yulan; Kelemen, Arpad
2016-08-01
Construction of gene-gene interaction networks and potential pathways is a challenging and important problem in genomic research for complex diseases while estimating the dynamic changes of the temporal correlations and non-stationarity are the keys in this process. In this paper, we develop dynamic state space models with hierarchical Bayesian settings to tackle this challenge for inferring the dynamic profiles and genetic networks associated with disease treatments. We treat both the stochastic transition matrix and the observation matrix time-variant and include temporal correlation structures in the covariance matrix estimations in the multivariate Bayesian state space models. The unevenly spaced short time courses with unseen time points are treated as hidden state variables. Hierarchical Bayesian approaches with various prior and hyper-prior models with Monte Carlo Markov Chain and Gibbs sampling algorithms are used to estimate the model parameters and the hidden state variables. We apply the proposed Hierarchical Bayesian state space models to multiple tissues (liver, skeletal muscle, and kidney) Affymetrix time course data sets following corticosteroid (CS) drug administration. Both simulation and real data analysis results show that the genomic changes over time and gene-gene interaction in response to CS treatment can be well captured by the proposed models. The proposed dynamic Hierarchical Bayesian state space modeling approaches could be expanded and applied to other large scale genomic data, such as next generation sequence (NGS) combined with real time and time varying electronic health record (EHR) for more comprehensive and robust systematic and network based analysis in order to transform big biomedical data into predictions and diagnostics for precision medicine and personalized healthcare with better decision making and patient outcomes.
Feeney, Daniel F; Meyer, François G; Noone, Nicholas; Enoka, Roger M
2017-10-01
Motor neurons appear to be activated with a common input signal that modulates the discharge activity of all neurons in the motor nucleus. It has proven difficult for neurophysiologists to quantify the variability in a common input signal, but characterization of such a signal may improve our understanding of how the activation signal varies across motor tasks. Contemporary methods of quantifying the common input to motor neurons rely on compiling discrete action potentials into continuous time series, assuming the motor pool acts as a linear filter, and requiring signals to be of sufficient duration for frequency analysis. We introduce a space-state model in which the discharge activity of motor neurons is modeled as inhomogeneous Poisson processes and propose a method to quantify an abstract latent trajectory that represents the common input received by motor neurons. The approach also approximates the variation in synaptic noise in the common input signal. The model is validated with four data sets: a simulation of 120 motor units, a pair of integrate-and-fire neurons with a Renshaw cell providing inhibitory feedback, the discharge activity of 10 integrate-and-fire neurons, and the discharge times of concurrently active motor units during an isometric voluntary contraction. The simulations revealed that a latent state-space model is able to quantify the trajectory and variability of the common input signal across all four conditions. When compared with the cumulative spike train method of characterizing common input, the state-space approach was more sensitive to the details of the common input current and was less influenced by the duration of the signal. The state-space approach appears to be capable of detecting rather modest changes in common input signals across conditions. NEW & NOTEWORTHY We propose a state-space model that explicitly delineates a common input signal sent to motor neurons and the physiological noise inherent in synaptic signal
State-Space Dynamic Model for Estimation of Radon Entry Rate, based on Kalman Filtering
Czech Academy of Sciences Publication Activity Database
Brabec, Marek; Jílek, K.
2007-01-01
Roč. 98, - (2007), s. 285-297 ISSN 0265-931X Grant - others:GA SÚJB JC_11/2006 Institutional research plan: CEZ:AV0Z10300504 Keywords : air ventilation rate * radon entry rate * state-space modeling * extended Kalman filter * maximum likelihood estimation * prediction error decomposition Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.963, year: 2007
A novel Generalized State-Space Averaging (GSSA) model for advanced aircraft electric power systems
International Nuclear Information System (INIS)
Ebrahimi, Hadi; El-Kishky, Hassan
2015-01-01
Highlights: • A study model is developed for aircraft electric power systems. • A novel GSSA model is developed for the interconnected power grid. • The system’s dynamics are characterized under various conditions. • The averaged results are compared and verified with the actual model. • The obtained measured values are validated with available aircraft standards. - Abstract: The growing complexity of Advanced Aircraft Electric Power Systems (AAEPS) has made conventional state-space averaging models inadequate for systems analysis and characterization. This paper presents a novel Generalized State-Space Averaging (GSSA) model for the system analysis, control and characterization of AAEPS. The primary objective of this paper is to introduce a mathematically elegant and computationally simple model to copy the AAEPS behavior at the critical nodes of the electric grid. Also, to reduce some or all of the drawbacks (complexity, cost, simulation time…, etc) associated with sensor-based monitoring and computer aided design software simulations popularly used for AAEPS characterization. It is shown in this paper that the GSSA approach overcomes the limitations of the conventional state-space averaging method, which fails to predict the behavior of AC signals in a circuit analysis. Unlike conventional averaging method, the GSSA model presented in this paper includes both DC and AC components. This would capture the key dynamic and steady-state characteristics of the aircraft electric systems. The developed model is then examined for the aircraft system’s visualization and accuracy of computation under different loading scenarios. Through several case studies, the applicability and effectiveness of the GSSA method is verified by comparing to the actual real-time simulation model obtained from Powersim 9 (PSIM9) software environment. The simulations results represent voltage, current and load power at the major nodes of the AAEPS. It has been demonstrated that
Addressing challenges in single species assessments via a simple state-space assessment model
DEFF Research Database (Denmark)
Nielsen, Anders
Single-species and age-structured fish stock assessments still remains the main tool for managing fish stocks. A simple state-space assessment model is presented as an alternative to (semi) deterministic procedures and the full parametric statistical catch at age models. It offers a solution...... to some of the key challenges of these models. Compared to the deterministic procedures it solves a list of problems originating from falsely assuming that age classified catches are known without errors and allows quantification of uncertainties of estimated quantities of interest. Compared to full...
Ibrahim, I. N.; Akkad, M. A. Al; Abramov, I. V.
2018-05-01
This paper discusses the control of Unmanned Aerial Vehicles (UAVs) for active interaction and manipulation of objects. The manipulator motion with an unknown payload was analysed concerning force and moment disturbances, which influence the mass distribution, and the centre of gravity (CG). Therefore, a general dynamics mathematical model of a hexacopter was formulated where a stochastic state-space model was extracted in order to build anti-disturbance controllers. Based on the compound pendulum method, the disturbances model that simulates the robotic arm with a payload was inserted into the stochastic model. This study investigates two types of controllers in order to study the stability of a hexacopter. A controller based on Ackermann’s method and the other - on the linear quadratic regulator (LQR) approach - were presented. The latter constitutes a challenge for UAV control performance especially with the presence of uncertainties and disturbances.
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Blaabjerg, Frede
2017-01-01
For the efficiency and simplicity of electric systems, the dc power electronic systems are widely used in a variety of applications such as electric vehicles, ships, aircraft and also in homes. In these systems, there could be a number of dynamic interactions and frequency coupling between network...... with different switching frequency or harmonics from ac-dc converters makes that harmonics and frequency coupling are both problems of ac system and challenges of dc system. This paper presents a modeling and simulation method for a large dc power electronic system by using Harmonic State Space (HSS) modeling...
State-space modeling of the radio frequency inductively-coupled plasma generator
International Nuclear Information System (INIS)
Dewangan, Rakesh Kumar; Punjabi, Sangeeta B; Mangalvedekar, H A; Lande, B K; Joshi, N K; Barve, D N
2010-01-01
Computational fluid dynamics models of RF-ICP are useful in understanding the basic transport phenomenon in an ICP torch under a wide variety of operating conditions. However, these models lack the ability to evaluate the effects of the plasma condition on the RF generator. In this paper, simulation of an induction plasma generator has been done using state space modelling by considering inductively coupled plasma as a part of RF network .The time dependent response of the RF-ICP generator circuit to given input excitation has been computed by extracting the circuit's state-space variables and their constraint matrices. MATLAB 7.1 software has been used to solve the state equations. The values of RF coil current, frequency and plasma power has been measured experimentally also at different plate bias voltage. The simulated model is able to predict RF coil current, frequency, plasma power, overall efficiency of the generator. The simulated and measured values are in agreement with each other. This model can prove useful as a design tool for the Induction plasma generator.
A state-space-based prognostics model for lithium-ion battery degradation
International Nuclear Information System (INIS)
Xu, Xin; Chen, Nan
2017-01-01
This paper proposes to analyze the degradation of lithium-ion batteries with the sequentially observed discharging profiles. A general state-space model is developed in which the observation model is used to approximate the discharging profile of each cycle, the corresponding parameter vector is treated as the hidden state, and the state-transition model is used to track the evolution of the parameter vector as the battery ages. The EM and EKF algorithms are adopted to estimate and update the model parameters and states jointly. Based on this model, we construct prediction on the end of discharge times for unobserved cycles and the remaining useful cycles before the battery failure. The effectiveness of the proposed model is demonstrated using a real lithium-ion battery degradation data set. - Highlights: • Unifying model for Li-Ion battery SOC and SOH estimation. • Extended Kalman filter based efficient inference algorithm. • Using voltage curves in discharging to have wide validity.
State-space models for bio-loggers: A methodological road map
DEFF Research Database (Denmark)
Jonsen, I.D.; Basson, M.; Bestley, S.
2012-01-01
Ecologists have an unprecedented array of bio-logging technologies available to conduct in situ studies of horizontal and vertical movement patterns of marine animals. These tracking data provide key information about foraging, migratory, and other behaviours that can be linked with bio-physical...... development of state-space modelling approaches for animal movement data provides statistical rigor for inferring hidden behavioural states, relating these states to bio-physical data, and ultimately for predicting the potential impacts of climate change. Despite the widespread utility, and current popularity...
Recursive prediction error methods for online estimation in nonlinear state-space models
Directory of Open Access Journals (Sweden)
Dag Ljungquist
1994-04-01
Full Text Available Several recursive algorithms for online, combined state and parameter estimation in nonlinear state-space models are discussed in this paper. Well-known algorithms such as the extended Kalman filter and alternative formulations of the recursive prediction error method are included, as well as a new method based on a line-search strategy. A comparison of the algorithms illustrates that they are very similar although the differences can be important for the online tracking capabilities and robustness. Simulation experiments on a simple nonlinear process show that the performance under certain conditions can be improved by including a line-search strategy.
State and parameter estimation of state-space model with entry-wise correlated uniform noise
Czech Academy of Sciences Publication Activity Database
Pavelková, Lenka; Kárný, Miroslav
2014-01-01
Roč. 28, č. 11 (2014), s. 1189-1205 ISSN 0890-6327 R&D Projects: GA TA ČR TA01030123; GA ČR GA13-13502S Institutional research plan: CEZ:AV0Z1075907 Keywords : state-space models * bounded noise * filtering problems * estimation algorithms * uncertain dynamic systems Subject RIV: BC - Control Systems Theory Impact factor: 1.346, year: 2014 http://library.utia.cas.cz/separaty/2014/AS/pavelkova-0422958.pdf
Svensson, Andreas; Schön, Thomas B.; Lindsten, Fredrik
2018-05-01
Probabilistic (or Bayesian) modeling and learning offers interesting possibilities for systematic representation of uncertainty using probability theory. However, probabilistic learning often leads to computationally challenging problems. Some problems of this type that were previously intractable can now be solved on standard personal computers thanks to recent advances in Monte Carlo methods. In particular, for learning of unknown parameters in nonlinear state-space models, methods based on the particle filter (a Monte Carlo method) have proven very useful. A notoriously challenging problem, however, still occurs when the observations in the state-space model are highly informative, i.e. when there is very little or no measurement noise present, relative to the amount of process noise. The particle filter will then struggle in estimating one of the basic components for probabilistic learning, namely the likelihood p (data | parameters). To this end we suggest an algorithm which initially assumes that there is substantial amount of artificial measurement noise present. The variance of this noise is sequentially decreased in an adaptive fashion such that we, in the end, recover the original problem or possibly a very close approximation of it. The main component in our algorithm is a sequential Monte Carlo (SMC) sampler, which gives our proposed method a clear resemblance to the SMC2 method. Another natural link is also made to the ideas underlying the approximate Bayesian computation (ABC). We illustrate it with numerical examples, and in particular show promising results for a challenging Wiener-Hammerstein benchmark problem.
A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing
Man Chung Fung; Gareth W. Peters; Pavel V. Shevchenko
2015-01-01
In this article we investigate a state-space representation of the Lee-Carter model which is a benchmark stochastic mortality model for forecasting age-specific death rates. Existing relevant literature focuses mainly on mortality forecasting or pricing of longevity derivatives, while the full implications and methods of using the state-space representation of the Lee-Carter model in pricing retirement income products is yet to be examined. The main contribution of this article is twofold. Fi...
International Nuclear Information System (INIS)
Flisgen, Thomas
2015-01-01
The modeling of large chains of superconducting cavities with couplers is a challenging task in computational electrical engineering. The direct numerical treatment of these structures can easily lead to problems with more than ten million degrees of freedom. Problems of this complexity are typically solved with the help of parallel programs running on supercomputing infrastructures. However, these infrastructures are expensive to purchase, to operate, and to maintain. The aim of this thesis is to introduce and to validate an approach which allows for modeling large structures on a standard workstation. The novel technique is called State-Space Concatenations and is based on the decomposition of the complete structure into individual segments. The radio-frequency properties of the generated segments are described by a set of state-space equations which either emerge from analytical considerations or from numerical discretization schemes. The model order of these equations is reduced using dedicated model order reduction techniques. In a final step, the reduced-order state-space models of the segments are concatenated in accordance with the topology of the complete structure. The concatenation is based on algebraic continuity constraints of electric and magnetic fields on the decomposition planes and results in a compact state-space system of the complete radio-frequency structure. Compared to the original problem, the number of degrees of freedom is drastically reduced, i.e. a problem with more than ten million degrees of freedom can be reduced on a standard workstation to a problem with less than one thousand degrees of freedom. The final state-space system allows for determining frequency-domain transfer functions, field distributions, resonances, and quality factors of the complete structure in a convenient manner. This thesis presents the theory of the state-space concatenation approach and discusses several validation and application examples. The examples
A Beddoes-Leishman type dynamic stall model in state-space and indicial formulations[Wind turbines
Energy Technology Data Exchange (ETDEWEB)
Hansen, M.H.; Gaunaa, M.; Aagaard Madsen, H.
2004-06-01
This report contains a description of a Beddoes-Leishman type dynamic stall model in both a state-space and an indicial function formulation. The m odel predicts the unsteady aerodynamic foreces and moment on an airfoil section undergoing arbitrary motion in heavy, lead-lag, and pitch. The model includes the effects of shed vorticity from the trailing edge (Theodorsen Theory), and the effects of an instationary trailing edge separation point. The governing equations of the model are nonlinear, and they are linearized about a steady state for application in stability analyzes. A validation is carried out by comparing the response of the model with inviscid solutions and observing the general behavior of the model using known airfoil data as input. The proposed dyanmic model gives results identical to inviscid solutions within the attached-flow region; and it exhibits the expected dynamic features, such as overshoot of the lift, in the stall region. The linearized model is shown to give identical results to the full model for small amplitude oscillations. furthermore, it is shown that the response of finite thickness airfoils can be reproduced to a high accuracy by the use of specific inviscid response functions. (au)
Beatty, William; Jay, Chadwick V.; Fischbach, Anthony S.
2016-01-01
State-space models offer researchers an objective approach to modeling complex animal location data sets, and state-space model behavior classifications are often assumed to have a link to animal behavior. In this study, we evaluated the behavioral classification accuracy of a Bayesian state-space model in Pacific walruses using Argos satellite tags with sensors to detect animal behavior in real time. We fit a two-state discrete-time continuous-space Bayesian state-space model to data from 306 Pacific walruses tagged in the Chukchi Sea. We matched predicted locations and behaviors from the state-space model (resident, transient behavior) to true animal behavior (foraging, swimming, hauled out) and evaluated classification accuracy with kappa statistics (κ) and root mean square error (RMSE). In addition, we compared biased random bridge utilization distributions generated with resident behavior locations to true foraging behavior locations to evaluate differences in space use patterns. Results indicated that the two-state model fairly classified true animal behavior (0.06 ≤ κ ≤ 0.26, 0.49 ≤ RMSE ≤ 0.59). Kernel overlap metrics indicated utilization distributions generated with resident behavior locations were generally smaller than utilization distributions generated with true foraging behavior locations. Consequently, we encourage researchers to carefully examine parameters and priors associated with behaviors in state-space models, and reconcile these parameters with the study species and its expected behaviors.
CVA identification of nonlinear systems with LPV state-space models of affine dependence
Larimore, W.E.; Cox, P.B.; Toth, R.
2015-01-01
This paper discusses an improvement on the extension of linear subspace methods (originally developed in the Linear Time-Invariant (LTI) context) to the identification of Linear Parameter-Varying (LPV) and state-affine nonlinear system models. This includes the fitting of a special polynomial
State space modeling of reactor core in a pressurized water reactor
Energy Technology Data Exchange (ETDEWEB)
Ashaari, A.; Ahmad, T.; M, Wan Munirah W. [Department of Mathematical Science, Faculty of Science, Universiti Teknologi Malaysia, 81310 Skudai, Johor (Malaysia); Shamsuddin, Mustaffa [Institute of Ibnu Sina, Universiti Teknologi Malaysia, 81310 Skudai, Johor (Malaysia); Abdullah, M. Adib [Swinburne University of Technology, Faculty of Engineering, Computing and Science, Jalan Simpang Tiga, 93350 Kuching, Sarawak (Malaysia)
2014-07-10
The power control system of a nuclear reactor is the key system that ensures a safe operation for a nuclear power plant. However, a mathematical model of a nuclear power plant is in the form of nonlinear process and time dependent that give very hard to be described. One of the important components of a Pressurized Water Reactor is the Reactor core. The aim of this study is to analyze the performance of power produced from a reactor core using temperature of the moderator as an input. Mathematical representation of the state space model of the reactor core control system is presented and analyzed in this paper. The data and parameters are taken from a real time VVER-type Pressurized Water Reactor and will be verified using Matlab and Simulink. Based on the simulation conducted, the results show that the temperature of the moderator plays an important role in determining the power of reactor core.
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.
Lee-Carter state space modeling: Application to the Malaysia mortality data
Zakiyatussariroh, W. H. Wan; Said, Z. Mohammad; Norazan, M. R.
2014-06-01
This article presents an approach that formalizes the Lee-Carter (LC) model as a state space model. Maximum likelihood through Expectation-Maximum (EM) algorithm was used to estimate the model. The methodology is applied to Malaysia's total population mortality data. Malaysia's mortality data was modeled based on age specific death rates (ASDR) data from 1971-2009. The fitted ASDR are compared to the actual observed values. However, results from the comparison of the fitted and actual values between LC-SS model and the original LC model shows that the fitted values from the LC-SS model and original LC model are quite close. In addition, there is not much difference between the value of root mean squared error (RMSE) and Akaike information criteria (AIC) from both models. The LC-SS model estimated for this study can be extended for forecasting ASDR in Malaysia. Then, accuracy of the LC-SS compared to the original LC can be further examined by verifying the forecasting power using out-of-sample comparison.
DEFF Research Database (Denmark)
Poulsen, T.G.; Christophersen, Mette; Moldrup, P.
2003-01-01
were applied: (I) State-space analysis was used to identify relations between gas flux and short-term (hourly) variations in atmospheric pressure. (II) A numerical gas transport model was fitted to the data and used to quantify short-term impacts of variations in atmospheric pressure, volumetric soil......-water content, soil gas permeability, soil gas diffusion coefficients, and biological CH4 degradation rate upon landfill gas concentration and fluxes in the soil. Fluxes and concentrations were found to be most sensitive to variations in volumetric soil water content, atmospheric pressure variations and gas...... permeability whereas variations in CH4 oxidation rate and molecular coefficients had less influence. Fluxes appeared to be most sensitive to atmospheric pressure at intermediate distances from the landfill edge. Also overall CH4 fluxes out of the soil over longer periods (years) were largest during periods...
Complete synchronization of chaotic atmospheric models by connecting only a subset of state space
Directory of Open Access Journals (Sweden)
P. H. Hiemstra
2012-11-01
Full Text Available Connected chaotic systems can, under some circumstances, synchronize their states with an exchange of matter and energy between the systems. This is the case for toy models like the Lorenz 63, and more complex models. In this study we perform synchronization experiments with two connected quasi-geostrophic (QG models of the atmosphere with 1449 degrees of freedom. The purpose is to determine whether connecting only a subset of the model state space can still lead to complete synchronization (CS. In addition, we evaluated whether empirical orthogonal functions (EOF form efficient basis functions for synchronization in order to limit the number of connections. In this paper, we show that only the intermediate spectral wavenumbers (5–12 need to be connected in order to achieve CS. In addition, the minimum connection timescale needed for CS is 7.3 days. Both the connection subset and the connection timescale, or strength, are consistent with the time and spatial scales of the baroclinic instabilities in the model. This is in line with the fact that the baroclinic instabilities are the largest source of divergence between the two connected models. Using the Lorenz 63 model, we show that EOFs are nearly optimal basis functions for synchronization. The QG model results show that the minimum number of EOFs that need to be connected for CS is a factor of three smaller than when connecting the original state variables.
Decuyper, J.; De Troyer, T.; Runacres, M. C.; Tiels, K.; Schoukens, J.
2018-01-01
The flow-induced vibration of bluff bodies is an important problem of many marine, civil, or mechanical engineers. In the design phase of such structures, it is vital to obtain good predictions of the fluid forces acting on the structure. Current methods rely on computational fluid dynamic simulations (CFD), with a too high computational cost to be effectively used in the design phase or for control applications. Alternative methods use heuristic mathematical models of the fluid forces, but these lack the accuracy (they often assume the system to be linear) or flexibility to be useful over a wide operating range. In this work we show that it is possible to build an accurate, flexible and low-computational-cost mathematical model using nonlinear system identification techniques. This model is data driven: it is trained over a user-defined region of interest using data obtained from experiments or simulations, or both. Here we use a Van der Pol oscillator as well as CFD simulations of an oscillating circular cylinder to generate the training data. Then a discrete-time polynomial nonlinear state-space model is fit to the data. This model relates the oscillation of the cylinder to the force that the fluid exerts on the cylinder. The model is finally validated over a wide range of oscillation frequencies and amplitudes, both inside and outside the so-called lock-in region. We show that forces simulated by the model are in good agreement with the data obtained from CFD.
Correlations in state space can cause sub-optimal adaptation of optimal feedback control models.
Aprasoff, Jonathan; Donchin, Opher
2012-04-01
Control of our movements is apparently facilitated by an adaptive internal model in the cerebellum. It was long thought that this internal model implemented an adaptive inverse model and generated motor commands, but recently many reject that idea in favor of a forward model hypothesis. In theory, the forward model predicts upcoming state during reaching movements so the motor cortex can generate appropriate motor commands. Recent computational models of this process rely on the optimal feedback control (OFC) framework of control theory. OFC is a powerful tool for describing motor control, it does not describe adaptation. Some assume that adaptation of the forward model alone could explain motor adaptation, but this is widely understood to be overly simplistic. However, an adaptive optimal controller is difficult to implement. A reasonable alternative is to allow forward model adaptation to 're-tune' the controller. Our simulations show that, as expected, forward model adaptation alone does not produce optimal trajectories during reaching movements perturbed by force fields. However, they also show that re-optimizing the controller from the forward model can be sub-optimal. This is because, in a system with state correlations or redundancies, accurate prediction requires different information than optimal control. We find that adding noise to the movements that matches noise found in human data is enough to overcome this problem. However, since the state space for control of real movements is far more complex than in our simple simulations, the effects of correlations on re-adaptation of the controller from the forward model cannot be overlooked.
State-space dynamic model for estimation of radon entry rate, based on Kalman filtering
International Nuclear Information System (INIS)
Brabec, Marek; Jilek, Karel
2007-01-01
To predict the radon concentration in a house environment and to understand the role of all factors affecting its behavior, it is necessary to recognize time variation in both air exchange rate and radon entry rate into a house. This paper describes a new approach to the separation of their effects, which effectively allows continuous estimation of both radon entry rate and air exchange rate from simultaneous tracer gas (carbon monoxide) and radon gas measurement data. It is based on a state-space statistical model which permits quick and efficient calculations. Underlying computations are based on (extended) Kalman filtering, whose practical software implementation is easy. Key property is the model's flexibility, so that it can be easily adjusted to handle various artificial regimens of both radon gas and CO gas level manipulation. After introducing the statistical model formally, its performance will be demonstrated on real data from measurements conducted in our experimental, naturally ventilated and unoccupied room. To verify our method, radon entry rate calculated via proposed statistical model was compared with its known reference value. The results from several days of measurement indicated fairly good agreement (up to 5% between reference value radon entry rate and its value calculated continuously via proposed method, in average). Measured radon concentration moved around the level approximately 600 Bq m -3 , whereas the range of air exchange rate was 0.3-0.8 (h -1 )
Statistical Software for State Space Methods
Directory of Open Access Journals (Sweden)
Jacques J. F. Commandeur
2011-05-01
Full Text Available In this paper we review the state space approach to time series analysis and establish the notation that is adopted in this special volume of the Journal of Statistical Software. We first provide some background on the history of state space methods for the analysis of time series. This is followed by a concise overview of linear Gaussian state space analysis including the modelling framework and appropriate estimation methods. We discuss the important class of unobserved component models which incorporate a trend, a seasonal, a cycle, and fixed explanatory and intervention variables for the univariate and multivariate analysis of time series. We continue the discussion by presenting methods for the computation of different estimates for the unobserved state vector: filtering, prediction, and smoothing. Estimation approaches for the other parameters in the model are also considered. Next, we discuss how the estimation procedures can be used for constructing confidence intervals, detecting outlier observations and structural breaks, and testing model assumptions of residual independence, homoscedasticity, and normality. We then show how ARIMA and ARIMA components models fit in the state space framework to time series analysis. We also provide a basic introduction for non-Gaussian state space models. Finally, we present an overview of the software tools currently available for the analysis of time series with state space methods as they are discussed in the other contributions to this special volume.
DEFF Research Database (Denmark)
Wang, Yanbo; Wang, Xiongfei; Blaabjerg, Frede
2017-01-01
parameters on the harmonic instability of the power system. Moreover, the harmonic-frequency oscillation modes are identified, where participation analysis is presented to evaluate the contributions of different states to these modes and to further reveal how the system gives rise to harmonic instability......This paper presents a harmonic instability analysis method using state-space modeling and participation analysis in the inverter-fed ac power systems. A full-order state-space model for the droop-controlled Distributed Generation (DG) inverter is built first, including the time delay of the digital...... control system, inner current and voltage control loops, and outer droop-based power control loop. Based on the DG inverter model, an overall state-space model of a two-inverter-fed system is established. The eigenvalue-based stability analysis is then presented to assess the influence of controller...
International Nuclear Information System (INIS)
Sahmani, S.; Ansari, R.
2011-01-01
Buckling analysis of nanobeams is investigated using nonlocal continuum beam models of the different classical beam theories namely as Euler-Bernoulli beam theory (EBT), Timoshenko beam theory (TBT), and Levinson beam theory (LBT). To this end, Eringen's equations of nonlocal elasticity are incorporated into the classical beam theories for buckling of nanobeams with rectangular cross-section. In contrast to the classical theories, the nonlocal elastic beam models developed here have the capability to predict critical buckling loads that allowing for the inclusion of size effects. The values of critical buckling loads corresponding to four commonly used boundary conditions are obtained using state-space method. The results are presented for different geometric parameters, boundary conditions, and values of nonlocal parameter to show the effects of each of them in detail. Then the results are fitted with those of molecular dynamics simulations through a nonlinear least square fitting procedure to find the appropriate values of nonlocal parameter for the buckling analysis of nanobeams relevant to each type of nonlocal beam model and boundary conditions analysis
Energy Technology Data Exchange (ETDEWEB)
Sahmani, S.; Ansari, R. [University of Guilan, Rasht (Iran, Islamic Republic of)
2011-09-15
Buckling analysis of nanobeams is investigated using nonlocal continuum beam models of the different classical beam theories namely as Euler-Bernoulli beam theory (EBT), Timoshenko beam theory (TBT), and Levinson beam theory (LBT). To this end, Eringen's equations of nonlocal elasticity are incorporated into the classical beam theories for buckling of nanobeams with rectangular cross-section. In contrast to the classical theories, the nonlocal elastic beam models developed here have the capability to predict critical buckling loads that allowing for the inclusion of size effects. The values of critical buckling loads corresponding to four commonly used boundary conditions are obtained using state-space method. The results are presented for different geometric parameters, boundary conditions, and values of nonlocal parameter to show the effects of each of them in detail. Then the results are fitted with those of molecular dynamics simulations through a nonlinear least square fitting procedure to find the appropriate values of nonlocal parameter for the buckling analysis of nanobeams relevant to each type of nonlocal beam model and boundary conditions analysis.
SiGN-SSM: open source parallel software for estimating gene networks with state space models.
Tamada, Yoshinori; Yamaguchi, Rui; Imoto, Seiya; Hirose, Osamu; Yoshida, Ryo; Nagasaki, Masao; Miyano, Satoru
2011-04-15
SiGN-SSM is an open-source gene network estimation software able to run in parallel on PCs and massively parallel supercomputers. The software estimates a state space model (SSM), that is a statistical dynamic model suitable for analyzing short time and/or replicated time series gene expression profiles. SiGN-SSM implements a novel parameter constraint effective to stabilize the estimated models. Also, by using a supercomputer, it is able to determine the gene network structure by a statistical permutation test in a practical time. SiGN-SSM is applicable not only to analyzing temporal regulatory dependencies between genes, but also to extracting the differentially regulated genes from time series expression profiles. SiGN-SSM is distributed under GNU Affero General Public Licence (GNU AGPL) version 3 and can be downloaded at http://sign.hgc.jp/signssm/. The pre-compiled binaries for some architectures are available in addition to the source code. The pre-installed binaries are also available on the Human Genome Center supercomputer system. The online manual and the supplementary information of SiGN-SSM is available on our web site. tamada@ims.u-tokyo.ac.jp.
State space modeling of time-varying contemporaneous and lagged relations in connectivity maps.
Molenaar, Peter C M; Beltz, Adriene M; Gates, Kathleen M; Wilson, Stephen J
2016-01-15
Most connectivity mapping techniques for neuroimaging data assume stationarity (i.e., network parameters are constant across time), but this assumption does not always hold true. The authors provide a description of a new approach for simultaneously detecting time-varying (or dynamic) contemporaneous and lagged relations in brain connectivity maps. Specifically, they use a novel raw data likelihood estimation technique (involving a second-order extended Kalman filter/smoother embedded in a nonlinear optimizer) to determine the variances of the random walks associated with state space model parameters and their autoregressive components. The authors illustrate their approach with simulated and blood oxygen level-dependent functional magnetic resonance imaging data from 30 daily cigarette smokers performing a verbal working memory task, focusing on seven regions of interest (ROIs). Twelve participants had dynamic directed functional connectivity maps: Eleven had one or more time-varying contemporaneous ROI state loadings, and one had a time-varying autoregressive parameter. Compared to smokers without dynamic maps, smokers with dynamic maps performed the task with greater accuracy. Thus, accurate detection of dynamic brain processes is meaningfully related to behavior in a clinical sample. Published by Elsevier Inc.
Bivariate autoregressive state-space modeling of psychophysiological time series data.
Smith, Daniel M; Abtahi, Mohammadreza; Amiri, Amir Mohammad; Mankodiya, Kunal
2016-08-01
Heart rate (HR) and electrodermal activity (EDA) are often used as physiological measures of psychological arousal in various neuropsychology experiments. In this exploratory study, we analyze HR and EDA data collected from four participants, each with a history of suicidal tendencies, during a cognitive task known as the Paced Auditory Serial Addition Test (PASAT). A central aim of this investigation is to guide future research by assessing heterogeneity in the population of individuals with suicidal tendencies. Using a state-space modeling approach to time series analysis, we evaluate the effect of an exogenous input, i.e., the stimulus presentation rate which was increased systematically during the experimental task. Participants differed in several parameters characterizing the way in which psychological arousal was experienced during the task. Increasing the stimulus presentation rate was associated with an increase in EDA in participants 2 and 4. The effect on HR was positive for participant 2 and negative for participants 3 and 4. We discuss future directions in light of the heterogeneity in the population indicated by these findings.
State-space modeling of the relationship between air quality and mortality.
Murray, C J; Nelson, C R
2000-07-01
A portion of a population is assumed to be at risk, with the mortality hazard varying with atmospheric conditions including total suspended particulates (TSP). This at-risk population is not observed and the hazard function is unknown; we wish to estimate these from mortality count and atmospheric variables. Consideration of population dynamics leads to a state-space representation, allowing the Kalman Filter (KF) to be used for estimation. A harvesting effect is thus implied; high mortality is followed by lower mortality until the population is replenished by new arrivals. The model is applied to daily data for Philadelphia, PA, 1973-1990. The estimated hazard function rises with the level of TSP and at extremes of temperature and also reflects a positive interaction between TSP and temperature. The estimated at-risk population averages about 480 and varies seasonally. We find that lags of TSP are statistically significant, but the presence of negative coefficients suggests their role may be partially statistical rather than biological. In the population dynamics framework, the natural metric for health damage from air pollution is its impact on life expectancy. The range of hazard rates over the sample period is 0.07 to 0.085, corresponding to life expectancies of 14.3 and 11.8 days, respectively.
The consciousness state space (CSS – a unifying model for consciousness and self
Directory of Open Access Journals (Sweden)
Aviva eBerkovich-Ohana
2014-04-01
Full Text Available Every experience, those we are aware of and those we are not, is embedded in a subjective timeline, is tinged with emotion, and inevitably evokes a certain sense of self. Here, we present a phenomenological model for consciousness and selfhood which relates time, awareness, and emotion within one framework. The consciousness state space (CSS model is a theoretical one. It relies on a broad range of literature, hence has high explanatory and integrative strength, and helps in visualizing the relationship between different aspects of experience.Briefly, it is suggested that all phenomenological states fall into two categories of consciousness, core and extended (CC and EC, respectively. CC supports minimal selfhood that is short of temporal extension, its scope being the here and now. EC supports narrative selfhood, which involves personal identity and continuity across time, as well as memory, imagination and conceptual thought. The CSS is a phenomenological space, created by three dimensions: time, awareness and emotion. Each of the three dimensions is shown to have a dual phenomenological composition, falling within CC and EC. The neural spaces supporting each of these dimensions, as well as CC and EC, are laid out based on the neuroscientific literature.The CSS dynamics includes two simultaneous trajectories, one in CC and one in EC, typically antagonistic in normal experiences. However, this characteristic behavior is altered in states in which a person experiences an altered sense of self. Two examples are laid out, flow and meditation. The CSS model creates a broad theoretical framework with explanatory and unificatory power. It constructs a detailed map of the consciousness and selfhood phenomenology, which offers constraints for the science of consciousness. We conclude by outlaying several testable predictions raised by the CSS model.
The consciousness state space (CSS)-a unifying model for consciousness and self.
Berkovich-Ohana, Aviva; Glicksohn, Joseph
2014-01-01
Every experience, those we are aware of and those we are not, is embedded in a subjective timeline, is tinged with emotion, and inevitably evokes a certain sense of self. Here, we present a phenomenological model for consciousness and selfhood which relates time, awareness, and emotion within one framework. The consciousness state space (CSS) model is a theoretical one. It relies on a broad range of literature, hence has high explanatory and integrative strength, and helps in visualizing the relationship between different aspects of experience. Briefly, it is suggested that all phenomenological states fall into two categories of consciousness, core and extended (CC and EC, respectively). CC supports minimal selfhood that is short of temporal extension, its scope being the here and now. EC supports narrative selfhood, which involves personal identity and continuity across time, as well as memory, imagination and conceptual thought. The CSS is a phenomenological space, created by three dimensions: time, awareness and emotion. Each of the three dimensions is shown to have a dual phenomenological composition, falling within CC and EC. The neural spaces supporting each of these dimensions, as well as CC and EC, are laid out based on the neuroscientific literature. The CSS dynamics include two simultaneous trajectories, one in CC and one in EC, typically antagonistic in normal experiences. However, this characteristic behavior is altered in states in which a person experiences an altered sense of self. Two examples are laid out, flow and meditation. The CSS model creates a broad theoretical framework with explanatory and unificatory power. It constructs a detailed map of the consciousness and selfhood phenomenology, which offers constraints for the science of consciousness. We conclude by outlining several testable predictions raised by the CSS model.
A new state space model for the NASA/JPL 70-meter antenna servo controls
Hill, R. E.
1987-01-01
A control axis referenced model of the NASA/JPL 70-m antenna structure is combined with the dynamic equations of servo components to produce a comprehansive state variable (matrix) model of the coupled system. An interactive Fortran program for generating the linear system model and computing its salient parameters is described. Results are produced in a state variable, block diagram, and in factored transfer function forms to facilitate design and analysis by classical as well as modern control methods.
Durbin, J.; Koopman, S.J.M.
1998-01-01
The analysis of non-Gaussian time series using state space models is considered from both classical and Bayesian perspectives. The treatment in both cases is based on simulation using importance sampling and antithetic variables; Monte Carlo Markov chain methods are not employed. Non-Gaussian
State-space modeling to support management of brucellosis in the Yellowstone bison population
Hobbs, N. Thompson; Geremia, Chris; Treanor, John; Wallen, Rick; White, P.J.; Hooten, Mevin B.; Rhyan, Jack C.
2015-01-01
The bison (Bison bison) of the Yellowstone ecosystem, USA, exemplify the difficulty of conserving large mammals that migrate across the boundaries of conservation areas. Bison are infected with brucellosis (Brucella abortus) and their seasonal movements can expose livestock to infection. Yellowstone National Park has embarked on a program of adaptive management of bison, which requires a model that assimilates data to support management decisions. We constructed a Bayesian state-space model to reveal the influence of brucellosis on the Yellowstone bison population. A frequency-dependent model of brucellosis transmission was superior to a density-dependent model in predicting out-of-sample observations of horizontal transmission probability. A mixture model including both transmission mechanisms converged on frequency dependence. Conditional on the frequency-dependent model, brucellosis median transmission rate was 1.87 yr−1. The median of the posterior distribution of the basic reproductive ratio (R0) was 1.75. Seroprevalence of adult females varied around 60% over two decades, but only 9.6 of 100 adult females were infectious. Brucellosis depressed recruitment; estimated population growth rate λ averaged 1.07 for an infected population and 1.11 for a healthy population. We used five-year forecasting to evaluate the ability of different actions to meet management goals relative to no action. Annually removing 200 seropositive female bison increased by 30-fold the probability of reducing seroprevalence below 40% and increased by a factor of 120 the probability of achieving a 50% reduction in transmission probability relative to no action. Annually vaccinating 200 seronegative animals increased the likelihood of a 50% reduction in transmission probability by fivefold over no action. However, including uncertainty in the ability to implement management by representing stochastic variation in the number of accessible bison dramatically reduced the probability of
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
Directory of Open Access Journals (Sweden)
Mónica A Silva
Full Text Available Argos recently implemented a new algorithm to calculate locations of satellite-tracked animals that uses a Kalman filter (KF. The KF algorithm is reported to increase the number and accuracy of estimated positions over the traditional Least Squares (LS algorithm, with potential advantages to the application of state-space methods to model animal movement data. We tested the performance of two Bayesian state-space models (SSMs fitted to satellite tracking data processed with KF algorithm. Tracks from 7 harbour seals (Phoca vitulina tagged with ARGOS satellite transmitters equipped with Fastloc GPS loggers were used to calculate the error of locations estimated from SSMs fitted to KF and LS data, by comparing those to "true" GPS locations. Data on 6 fin whales (Balaenoptera physalus were used to investigate consistency in movement parameters, location and behavioural states estimated by switching state-space models (SSSM fitted to data derived from KF and LS methods. The model fit to KF locations improved the accuracy of seal trips by 27% over the LS model. 82% of locations predicted from the KF model and 73% of locations from the LS model were <5 km from the corresponding interpolated GPS position. Uncertainty in KF model estimates (5.6 ± 5.6 km was nearly half that of LS estimates (11.6 ± 8.4 km. Accuracy of KF and LS modelled locations was sensitive to precision but not to observation frequency or temporal resolution of raw Argos data. On average, 88% of whale locations estimated by KF models fell within the 95% probability ellipse of paired locations from LS models. Precision of KF locations for whales was generally higher. Whales' behavioural mode inferred by KF models matched the classification from LS models in 94% of the cases. State-space models fit to KF data can improve spatial accuracy of location estimates over LS models and produce equally reliable behavioural estimates.
Energy Technology Data Exchange (ETDEWEB)
Wang, Guo Xu; Wu, Jie; Zeng, Bifan; Wu, Wangqiang; Ma, Xiao Qian [School of Electric Power, South China University of Technology, Guangzhou (China); Xu, Zhibin [Electric Power Research Institute of Guangdong Power Grid Corporation, Guangzhou (China)
2017-02-15
A well-performed core power control to track load changes is crucial in pressurized water reactor (PWR) nuclear power stations. It is challenging to keep the core power stable at the desired value within acceptable error bands for the safety demands of the PWR due to the sensitivity of nuclear reactors. In this paper, a state-space model predictive control (MPC) method was applied to the control of the core power. The model for core power control was based on mathematical models of the reactor core, the MPC model, and quadratic programming (QP). The mathematical models of the reactor core were based on neutron dynamic models, thermal hydraulic models, and reactivity models. The MPC model was presented in state-space model form, and QP was introduced for optimization solution under system constraints. Simulations of the proposed state-space MPC control system in PWR were designed for control performance analysis, and the simulation results manifest the effectiveness and the good performance of the proposed control method for core power control.
Foundations of linear and generalized linear models
Agresti, Alan
2015-01-01
A valuable overview of the most important ideas and results in statistical analysis Written by a highly-experienced author, Foundations of Linear and Generalized Linear Models is a clear and comprehensive guide to the key concepts and results of linear statistical models. The book presents a broad, in-depth overview of the most commonly used statistical models by discussing the theory underlying the models, R software applications, and examples with crafted models to elucidate key ideas and promote practical model building. The book begins by illustrating the fundamentals of linear models,
State-space model with deep learning for functional dynamics estimation in resting-state fMRI.
Suk, Heung-Il; Wee, Chong-Yaw; Lee, Seong-Whan; Shen, Dinggang
2016-04-01
Studies on resting-state functional Magnetic Resonance Imaging (rs-fMRI) have shown that different brain regions still actively interact with each other while a subject is at rest, and such functional interaction is not stationary but changes over time. In terms of a large-scale brain network, in this paper, we focus on time-varying patterns of functional networks, i.e., functional dynamics, inherent in rs-fMRI, which is one of the emerging issues along with the network modelling. Specifically, we propose a novel methodological architecture that combines deep learning and state-space modelling, and apply it to rs-fMRI based Mild Cognitive Impairment (MCI) diagnosis. We first devise a Deep Auto-Encoder (DAE) to discover hierarchical non-linear functional relations among regions, by which we transform the regional features into an embedding space, whose bases are complex functional networks. Given the embedded functional features, we then use a Hidden Markov Model (HMM) to estimate dynamic characteristics of functional networks inherent in rs-fMRI via internal states, which are unobservable but can be inferred from observations statistically. By building a generative model with an HMM, we estimate the likelihood of the input features of rs-fMRI as belonging to the corresponding status, i.e., MCI or normal healthy control, based on which we identify the clinical label of a testing subject. In order to validate the effectiveness of the proposed method, we performed experiments on two different datasets and compared with state-of-the-art methods in the literature. We also analyzed the functional networks learned by DAE, estimated the functional connectivities by decoding hidden states in HMM, and investigated the estimated functional connectivities by means of a graph-theoretic approach. Copyright © 2016 Elsevier Inc. All rights reserved.
Estimation of Unobserved Inflation Expectations in India using State-Space Model
Chattopadhyay, Siddhartha; Sahu, Sohini; Jha, Saakshi
2016-01-01
Inflation expectations is an important marker for monetary policy makers. India being a new entrant to the group of countries that pursue inflation targeting as its monetary policy objective, estimating the inflation expectation is of paramount importance. This paper estimates the unobserved inflation expectations in India between 1993:Q1 to 2016:Q1 from the Fisher equation relation using the state space approach (Kalman Filter). We find that our results match well with the inflation forecast...
Directory of Open Access Journals (Sweden)
Patrícia Ramos
2016-11-01
Full Text Available In this work, a cross-validation procedure is used to identify an appropriate Autoregressive Integrated Moving Average model and an appropriate state space model for a time series. A minimum size for the training set is specified. The procedure is based on one-step forecasts and uses different training sets, each containing one more observation than the previous one. All possible state space models and all ARIMA models where the orders are allowed to range reasonably are fitted considering raw data and log-transformed data with regular differencing (up to second order differences and, if the time series is seasonal, seasonal differencing (up to first order differences. The value of root mean squared error for each model is calculated averaging the one-step forecasts obtained. The model which has the lowest root mean squared error value and passes the Ljung–Box test using all of the available data with a reasonable significance level is selected among all the ARIMA and state space models considered. The procedure is exemplified in this paper with a case study of retail sales of different categories of women’s footwear from a Portuguese retailer, and its accuracy is compared with three reliable forecasting approaches. The results show that our procedure consistently forecasts more accurately than the other approaches and the improvements in the accuracy are significant.
Harmonic Interaction Analysis in Grid-connected Converter using Harmonic State Space (HSS) Modeling
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Blaabjerg, Frede
2017-01-01
research about the harmonic interaction. However, it is found that the Linear Time Invariant (LTI) based model analysis makes it difficult to analyze these phenomena because of the time-varying properties of the power electronic based systems. This paper investigates grid-connected converter by using......An increasing number of power electronic based Distributed Generation (DG) systems and loads generate not only characteristic harmonics but also unexpected harmonics. Several methods like impedance based analysis, which are derived from the conventional average model, are introduced to perform...
Phan, Anh Tuan; Ho, Duc Du; Hermann, Gilles; Wira, Patrice
2015-12-01
For power quality issues like reducing harmonic pollution, reactive power and load unbalance, the estimation of the fundamental frequency of a power lines in a fast and precise way is essential. This paper introduces a new state-space model to be used with an extended Kalman filter (EKF) for estimating the frequency of distorted power system signals in real-time. The proposed model takes into account all the characteristics of a general three-phase power system and mainly the unbalance. Therefore, the symmetrical components of the power system, i.e., their amplitude and phase angle values, can also be deduced at each iteration from the proposed state-space model. The effectiveness of the method has been evaluated. Results and comparisons of online frequency estimation and symmetrical components identification show the efficiency of the proposed method for disturbed and time-varying signals.
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....
Directory of Open Access Journals (Sweden)
L. Santos
2018-04-01
Full Text Available In many conceptual rainfall–runoff models, the water balance differential equations are not explicitly formulated. These differential equations are solved sequentially by splitting the equations into terms that can be solved analytically with a technique called operator splitting. As a result, only the solutions of the split equations are used to present the different models. This article provides a methodology to make the governing water balance equations of a bucket-type rainfall–runoff model explicit and to solve them continuously. This is done by setting up a comprehensive state-space representation of the model. By representing it in this way, the operator splitting, which makes the structural analysis of the model more complex, could be removed. In this state-space representation, the lag functions (unit hydrographs, which are frequent in rainfall–runoff models and make the resolution of the representation difficult, are first replaced by a so-called Nash cascade and then solved with a robust numerical integration technique. To illustrate this methodology, the GR4J model is taken as an example. The substitution of the unit hydrographs with a Nash cascade, even if it modifies the model behaviour when solved using operator splitting, does not modify it when the state-space representation is solved using an implicit integration technique. Indeed, the flow time series simulated by the new representation of the model are very similar to those simulated by the classic model. The use of a robust numerical technique that approximates a continuous-time model also improves the lag parameter consistency across time steps and provides a more time-consistent model with time-independent parameters.
Santos, Léonard; Thirel, Guillaume; Perrin, Charles
2018-04-01
In many conceptual rainfall-runoff models, the water balance differential equations are not explicitly formulated. These differential equations are solved sequentially by splitting the equations into terms that can be solved analytically with a technique called operator splitting. As a result, only the solutions of the split equations are used to present the different models. This article provides a methodology to make the governing water balance equations of a bucket-type rainfall-runoff model explicit and to solve them continuously. This is done by setting up a comprehensive state-space representation of the model. By representing it in this way, the operator splitting, which makes the structural analysis of the model more complex, could be removed. In this state-space representation, the lag functions (unit hydrographs), which are frequent in rainfall-runoff models and make the resolution of the representation difficult, are first replaced by a so-called Nash cascade and then solved with a robust numerical integration technique. To illustrate this methodology, the GR4J model is taken as an example. The substitution of the unit hydrographs with a Nash cascade, even if it modifies the model behaviour when solved using operator splitting, does not modify it when the state-space representation is solved using an implicit integration technique. Indeed, the flow time series simulated by the new representation of the model are very similar to those simulated by the classic model. The use of a robust numerical technique that approximates a continuous-time model also improves the lag parameter consistency across time steps and provides a more time-consistent model with time-independent parameters.
International Nuclear Information System (INIS)
Domijan, A.D. Jr.; Emami, M.V.
1990-01-01
This paper reports on a simulation of a MHO distance relay developed to study the effect of its operation under various system conditions. Simulation is accomplished using a state space approach and a modeling technique using ElectroMagnetic Transient Program (Transient Analysis of Control Systems). Furthermore, simulation results are compared with those obtained in another independent study as a control, to validate the results. A data code for the practical utilization of this simulation is given
Modelling population dynamics model formulation, fitting and assessment using state-space methods
Newman, K B; Morgan, B J T; King, R; Borchers, D L; Cole, D J; Besbeas, P; Gimenez, O; Thomas, L
2014-01-01
This book gives a unifying framework for estimating the abundance of open populations: populations subject to births, deaths and movement, given imperfect measurements or samples of the populations. The focus is primarily on populations of vertebrates for which dynamics are typically modelled within the framework of an annual cycle, and for which stochastic variability in the demographic processes is usually modest. Discrete-time models are developed in which animals can be assigned to discrete states such as age class, gender, maturity, population (within a metapopulation), or species (for multi-species models). The book goes well beyond estimation of abundance, allowing inference on underlying population processes such as birth or recruitment, survival and movement. This requires the formulation and fitting of population dynamics models. The resulting fitted models yield both estimates of abundance and estimates of parameters characterizing the underlying processes.
Relan, Rishi; Tiels, Koen; Marconato, Anna; Dreesen, Philippe; Schoukens, Johan
2018-05-01
Many real world systems exhibit a quasi linear or weakly nonlinear behavior during normal operation, and a hard saturation effect for high peaks of the input signal. In this paper, a methodology to identify a parsimonious discrete-time nonlinear state space model (NLSS) for the nonlinear dynamical system with relatively short data record is proposed. The capability of the NLSS model structure is demonstrated by introducing two different initialisation schemes, one of them using multivariate polynomials. In addition, a method using first-order information of the multivariate polynomials and tensor decomposition is employed to obtain the parsimonious decoupled representation of the set of multivariate real polynomials estimated during the identification of NLSS model. Finally, the experimental verification of the model structure is done on the cascaded water-benchmark identification problem.
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...
DEFF Research Database (Denmark)
Hansen, Jørgen Vinsløv; Jensen, Jens Ledet; Højsgaard, Søren
Progesterone is a hormone linked to the reproductive status of dairy cows. Hence, with the increasing availability of on-line records of the concentration of progesterone in cow milk, there is a need for new tools to analyse such data. The aim is to find techniques for better determination...... of the time when cows are in oestrus to increase the rate of succesful inseminations. In this paper we propose a state space model for data with a continuous and cyclic trend in the mean. Furthermore a matching Kalman filter is developed. The model is tested on progesterone data from 112 cow...
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...
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....
Directory of Open Access Journals (Sweden)
Salvidio Sebastiano
2010-02-01
Full Text Available Abstract Background It has been suggested that Plethodontid salamanders are excellent candidates for indicating ecosystem health. However, detailed, long-term data sets of their populations are rare, limiting our understanding of the demographic processes underlying their population fluctuations. Here we present a demographic analysis based on a 1996 - 2008 data set on an underground population of Speleomantes strinatii (Aellen in NW Italy. We utilised a Bayesian state-space approach allowing us to parameterise a stage-structured Lefkovitch model. We used all the available population data from annual temporary removal experiments to provide us with the baseline data on the numbers of juveniles, subadults and adult males and females present at any given time. Results Sampling the posterior chains of the converged state-space model gives us the likelihood distributions of the state-specific demographic rates and the associated uncertainty of these estimates. Analysing the resulting parameterised Lefkovitch matrices shows that the population growth is very close to 1, and that at population equilibrium we expect half of the individuals present to be adults of reproductive age which is what we also observe in the data. Elasticity analysis shows that adult survival is the key determinant for population growth. Conclusion This analysis demonstrates how an understanding of population demography can be gained from structured population data even in a case where following marked individuals over their whole lifespan is not practical.
Directory of Open Access Journals (Sweden)
H. Bassi
2017-04-01
Full Text Available Advancements in wind energy technologies have led wind turbines from fixed speed to variable speed operation. This paper introduces an innovative version of a variable-speed wind turbine based on a model predictive control (MPC approach. The proposed approach provides maximum power point tracking (MPPT, whose main objective is to capture the maximum wind energy in spite of the variable nature of the wind’s speed. The proposed MPC approach also reduces the constraints of the two main functional parts of the wind turbine: the full load and partial load segments. The pitch angle for full load and the rotating force for the partial load have been fixed concurrently in order to balance power generation as well as to reduce the operations of the pitch angle. A mathematical analysis of the proposed system using state-space approach is introduced. The simulation results using MATLAB/SIMULINK show that the performance of the wind turbine with the MPC approach is improved compared to the traditional PID controller in both low and high wind speeds.
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth
2015-01-01
The increasing number of renewable energy sources at the distribution grid is becoming a major issue for utility companies, since the grid connected converters are operating at different operating points due to the probabilistic characteristics of renewable energy. Besides, typically, the harmonics...... proposes a new model of a single phase grid connected renewable energy source using the Harmonic State Space modeling approach, which is able to identify such problems and the model can be extended to be applied in the multiple connected converter analysis. The modeling results show the different harmonic...... and impedance from other renewable energy sources are not taken carefully into account in the installation and design. However, this may bring an unknown harmonic instability into the multiple power sourced system and also make the analysis difficult due to the complexity of the grid network. This paper...
Linear system identification via backward-time observer models
Juang, Jer-Nan; Phan, Minh
1993-01-01
This paper presents an algorithm to identify a state-space model of a linear system using a backward-time approach. The procedure consists of three basic steps. First, the Markov parameters of a backward-time observer are computed from experimental input-output data. Second, the backward-time observer Markov parameters are decomposed to obtain the backward-time system Markov parameters (backward-time pulse response samples) from which a backward-time state-space model is realized using the Eigensystem Realization Algorithm. Third, the obtained backward-time state space model is converted to the usual forward-time representation. Stochastic properties of this approach will be discussed. Experimental results are given to illustrate when and to what extent this concept works.
Correlations in state space can cause sub-optimal adaptation of optimal feedback control models
Aprasoff, Jonathan; Donchin, Opher
2011-01-01
Control of our movements is apparently facilitated by an adaptive internal model in the cerebellum. It was long thought that this internal model implemented an adaptive inverse model and generated motor commands, but recently many reject that idea in favor of a forward model hypothesis. In theory, the forward model predicts upcoming state during reaching movements so the motor cortex can generate appropriate motor commands. Recent computational models of this process rely on the optimal feedb...
Continuous Estimation of Human Multi-Joint Angles From sEMG Using a State-Space Model.
Ding, Qichuan; Han, Jianda; Zhao, Xingang
2017-09-01
Due to the couplings among joint-relative muscles, it is a challenge to accurately estimate continuous multi-joint movements from multi-channel sEMG signals. Traditional approaches always build a nonlinear regression model, such as artificial neural network, to predict the multi-joint movement variables using sEMG as inputs. However, the redundant sEMG-data are always not distinguished; the prediction errors cannot be evaluated and corrected online as well. In this work, a correlation-based redundancy-segmentation method is proposed to segment the sEMG-vector including redundancy into irredundant and redundant subvectors. Then, a general state-space framework is developed to build the motion model by regarding the irredundant subvector as input and the redundant one as measurement output. With the built state-space motion model, a closed-loop prediction-correction algorithm, i.e., the unscented Kalman filter (UKF), can be employed to estimate the multi-joint angles from sEMG, where the redundant sEMG-data are used to reject model uncertainties. After having fully employed the redundancy, the proposed method can provide accurate and smooth estimation results. Comprehensive experiments are conducted on the multi-joint movements of the upper limb. The maximum RMSE of the estimations obtained by the proposed method is 0.16±0.03, which is significantly less than 0.25±0.06 and 0.27±0.07 (p < 0.05) obtained by common neural networks.
DEFF Research Database (Denmark)
Mailund, Thomas
The thesis describes the sweep-line method, a newly developed reduction method for alleviating the state explosion problem inherent in explicit-state state space exploration. The basic idea underlying the sweep-line method is, when calculating the state space, to recognise and delete states...... that are not reachable from the currently unprocessed states. Intuitively we drag a sweep-line through the state space with the invariant that all states behind the sweep-line have been processed and are unreachable from the states in front of the sweep-line. When calculating the state space of a system we iteratively...
Accounting for correlated observations in an age-based state-space stock assessment model
DEFF Research Database (Denmark)
Berg, Casper Willestofte; Nielsen, Anders
2016-01-01
Fish stock assessment models often relyon size- or age-specific observations that are assumed to be statistically independent of each other. In reality, these observations are not raw observations, but rather they are estimates from a catch-standardization model or similar summary statistics base...... the independence assumption is rejected. Less fluctuating estimates of the fishing mortality is obtained due to a reduced process error. The improved model does not suffer from correlated residuals unlike the independent model, and the variance of forecasts is decreased....
International Nuclear Information System (INIS)
Han, Jaeyoung; Jung, Mooncheong; Yu, Sangseok; Yi, Sun
2016-01-01
In this study, a model reference adaptive controller is developed to regulate the outlet air flow rate of centrifugal compressor for automotive supercharger. The centrifugal compressor is developed using the analytical based method to predict the transient behavior of operating and the designed model is validated with experimental data to confirm the system accuracy. The model reference adaptive control structure consists of a compressor model and a MRAC(model reference adaptive control) mechanism. The feedback control do not robust with variation of system parameter but the applied adaptive control is robust even if the system parameter is changed. As a result, the MRAC was regulated to reference air flow rate. Also MRAC was found to be more robust control compared with the feedback control even if the system parameter is changed.
Energy Technology Data Exchange (ETDEWEB)
Han, Jaeyoung; Jung, Mooncheong; Yu, Sangseok [Chungnam Nat’l Univ., Daejeon (Korea, Republic of); Yi, Sun [North Carolina A and T State Univ., Raleigh (United States)
2016-08-15
In this study, a model reference adaptive controller is developed to regulate the outlet air flow rate of centrifugal compressor for automotive supercharger. The centrifugal compressor is developed using the analytical based method to predict the transient behavior of operating and the designed model is validated with experimental data to confirm the system accuracy. The model reference adaptive control structure consists of a compressor model and a MRAC(model reference adaptive control) mechanism. The feedback control do not robust with variation of system parameter but the applied adaptive control is robust even if the system parameter is changed. As a result, the MRAC was regulated to reference air flow rate. Also MRAC was found to be more robust control compared with the feedback control even if the system parameter is changed.
Continuous-time state-space unsteady aerodynamic modelling for efficient aeroelastic load analysis
Werter, N.P.M.; De Breuker, R.; Abdalla, M.M.
2015-01-01
Over the years, wings have become lighter and more flexible, making them more prone to aeroelastic effects. Thus, aeroelasticity in design becomes more important. In order to determine the response of an aircraft to, for example, a gust, an unsteady aerodynamic model is required to determine the
DEFF Research Database (Denmark)
Møller, Jan Kloppenborg; Philipsen, Kirsten Riber; Christiansen, Lasse Engbo
2012-01-01
In the present study, bacterial growth in a rich media is analysed in a Stochastic Differential Equation (SDE) framework. It is demonstrated that the SDE formulation and smoothened state estimates provide a systematic framework for data driven model improvements, using random walk hidden states...
Kurniati, Devi; Hoyyi, Abdul; Widiharih, Tatik
2018-05-01
Time series data is a series of data taken or measured based on observations at the same time interval. Time series data analysis is used to perform data analysis considering the effect of time. The purpose of time series analysis is to know the characteristics and patterns of a data and predict a data value in some future period based on data in the past. One of the forecasting methods used for time series data is the state space model. This study discusses the modeling and forecasting of electric energy consumption using the state space model for univariate data. The modeling stage is began with optimal Autoregressive (AR) order selection, determination of state vector through canonical correlation analysis, estimation of parameter, and forecasting. The result of this research shows that modeling of electric energy consumption using state space model of order 4 with Mean Absolute Percentage Error (MAPE) value 3.655%, so the model is very good forecasting category.
Active vibration control using state space LQG and internal model control methods
DEFF Research Database (Denmark)
Mørkholt, Jakob; Elliott, S.J.
1998-01-01
Two ways of designing discrete time robust H2-controllers for feedback broadband active vibration control are compared through computer simulations. The methods are based on different models of disturbance and plant transfer functions, but yield controllers with identical properties. Two simple...... ways of introducing robustness into the H2-design are compared, and finally an efficient way of designing a practical IIR-controller is proposed....
NON-LINEAR STATE SPACE MODEL AND CONTROL STRATEGY FOR PEM FUEL CELL SYSTEMS
Directory of Open Access Journals (Sweden)
RICHARD RIOS
2011-01-01
Full Text Available Este artículo presenta un modelo no lineal en el espacio de estado y un sistema de control lineal para una celda de combustible de Membrana de Intercambio Protónico. El modelo tiene como dinámicas la temperatura de la pila y el fl ujo de aire, y su principal rasgo es la reproducción del comportamiento de la razón de exceso de oxigeno. El sistema de control lineal es un regulador optimo cuadrático y un fi ltro de Kalman, cuyo objetivo de control es evitar el agotamiento de oxigeno y minimizar el consumo de combustible, a través del seguimiento de un perfi l optimo de potencia de carga. El observador es diseñado con el fi nde obtener una completa información de los estados.
State-Space Formulation for Circuit Analysis
Martinez-Marin, T.
2010-01-01
This paper presents a new state-space approach for temporal analysis of electrical circuits. The method systematically obtains the state-space formulation of nondegenerate linear networks without using concepts of topology. It employs nodal/mesh systematic analysis to reduce the number of undesired variables. This approach helps students to…
Input Harmonic Analysis on the Slim DC-Link Drive Using Harmonic State Space Model
DEFF Research Database (Denmark)
Yang, Feng; Kwon, Jun Bum; Wang, Xiongfei
2017-01-01
The harmonic performance of the slim dc-link adjustable speed drives has shown good performance in some studies but poor in some others. The contradiction indicates that a feasible theoretical analysis is still lacking to characterize the harmonic distortion for the slim dc-link drive. Considerin...... results of the slim dc-link drive, loaded up to 2.0 kW, are presented to validate the theoretical analysis....... variation according to the switching instant, the harmonics at the steady-state condition, as well as the coupling between the multiple harmonic impedances. By using this model, the impaction on the harmonics performance by the film capacitor and the grid inductance is derived. Simulation and experimental...
New integrable model of quantum field theory in the state space with indefinite metric
International Nuclear Information System (INIS)
Makhankov, V.G.; Pashaev, O.K.
1981-01-01
The system of coupled nonlinear Schroedinger eqs. (NLS) with noncompact internal symmetry group U(p, q) is considered. It describes in quasiclassical limit the system of two ''coloured'' Bose-gases with point-like interaction. The structure of tran-sition matrix is studied via the spectral transform (ST) (in-verse method). The Poisson brackets of the elements of this matrix and integrals of motion it generates are found. The theory under consideration may be put in the corresponding quantum field theory in the state vector space with indefinite metric. The so-called R matrix (Faddeev) and commutation relations for the transition matrix elements are also obtained, which implies the model to be investigated with the help of the quantum version of ST
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
Directory of Open Access Journals (Sweden)
Ibrahim Delibalta
2017-01-01
Full Text Available We provide a causal inference framework to model the effects of machine learning algorithms on user preferences. We then use this mathematical model to prove that the overall system can be tuned to alter those preferences in a desired manner. A user can be an online shopper or a social media user, exposed to digital interventions produced by machine learning algorithms. A user preference can be anything from inclination towards a product to a political party affiliation. Our framework uses a state-space model to represent user preferences as latent system parameters which can only be observed indirectly via online user actions such as a purchase activity or social media status updates, shares, blogs, or tweets. Based on these observations, machine learning algorithms produce digital interventions such as targeted advertisements or tweets. We model the effects of these interventions through a causal feedback loop, which alters the corresponding preferences of the user. We then introduce algorithms in order to estimate and later tune the user preferences to a particular desired form. We demonstrate the effectiveness of our algorithms through experiments in different scenarios.
Fukaya, Keiichi; Kawamori, Ai; Osada, Yutaka; Kitazawa, Masumi; Ishiguro, Makio
2017-09-20
Women's basal body temperature (BBT) shows a periodic pattern that associates with menstrual cycle. Although this fact suggests a possibility that daily BBT time series can be useful for estimating the underlying phase state as well as for predicting the length of current menstrual cycle, little attention has been paid to model BBT time series. In this study, we propose a state-space model that involves the menstrual phase as a latent state variable to explain the daily fluctuation of BBT and the menstruation cycle length. Conditional distributions of the phase are obtained by using sequential Bayesian filtering techniques. A predictive distribution of the next menstruation day can be derived based on this conditional distribution and the model, leading to a novel statistical framework that provides a sequentially updated prediction for upcoming menstruation day. We applied this framework to a real data set of women's BBT and menstruation days and compared prediction accuracy of the proposed method with that of previous methods, showing that the proposed method generally provides a better prediction. Because BBT can be obtained with relatively small cost and effort, the proposed method can be useful for women's health management. Potential extensions of this framework as the basis of modeling and predicting events that are associated with the menstrual cycles are discussed. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd. © 2017 The Authors. Statistics in Medicine Published by John Wiley & Sons Ltd.
Flisgen, Thomas
2015-01-01
The modeling of large chains of superconducting cavities with couplers is a challeng- ing task in computational electrical engineering. The direct numerical treatment of these structures can easily lead to problems with more than ten million degrees of freedom. Problems of this complexity are typically solved with the help of parallel programs running on supercomputing infrastructures. However, these infrastructures are expensive to purchase, to operate, and to maintain. The aim of this thesis is to introduce and to validate an approach which allows for modeling large structures on a standard workstation. The novel technique is called State-Space Concatena- tions and is based on the decomposition of the complete structure into individual segments. The radio-frequency properties of the generated segments are described by a set of state-space equations which either emerge from analytical considera- tions or from numerical discretization schemes. The model order of these equations is reduced...
Rigatos, Gerasimos G
2017-01-01
The book conclusively solves problems associated with the control and estimation of nonlinear and chaotic dynamics in ﬁnancial systems when these are described in the form of nonlinear ordinary diﬀerential equations. It then addresses problems associated with the control and estimation of ﬁnancial systems governed by partial diﬀerential equations (e.g. the Black–Scholes partial differential equation (PDE) and its variants). Lastly it an offers optimal solution to the problem of statistical validation of computational models and tools used to support ﬁnancial engineers in decision making. The application of state-space models in ﬁnancial engineering means that the heuristics and empirical methods currently in use in decision-making procedures for ﬁnance can be eliminated. It also allows methods of fault-free performance and optimality in the management of assets and capitals and methods assuring stability in the functioning of ﬁnancial systems to be established. Covering the following key are...
Polansky, Leo; Kilian, Werner; Wittemyer, George
2015-04-22
Spatial memory facilitates resource acquisition where resources are patchy, but how it influences movement behaviour of wide-ranging species remains to be resolved. We examined African elephant spatial memory reflected in movement decisions regarding access to perennial waterholes. State-space models of movement data revealed a rapid, highly directional movement behaviour almost exclusively associated with visiting perennial water. Behavioural change point (BCP) analyses demonstrated that these goal-oriented movements were initiated on average 4.59 km, and up to 49.97 km, from the visited waterhole, with the closest waterhole accessed 90% of the time. Distances of decision points increased when switching to different waterholes, during the dry season, or for female groups relative to males, while selection of the closest waterhole decreased when switching. Overall, our analyses indicated detailed spatial knowledge over large scales, enabling elephants to minimize travel distance through highly directional movement when accessing water. We discuss the likely cognitive and socioecological mechanisms driving these spatially precise movements that are most consistent with our findings. By applying modern analytic techniques to high-resolution movement data, this study illustrates emerging approaches for studying how cognition structures animal movement behaviour in different ecological and social contexts. © 2015 The Author(s) Published by the Royal Society. All rights reserved.
Bell, David M; Ward, Eric J; Oishi, A Christopher; Oren, Ram; Flikkema, Paul G; Clark, James S
2015-07-01
Uncertainties in ecophysiological responses to environment, such as the impact of atmospheric and soil moisture conditions on plant water regulation, limit our ability to estimate key inputs for ecosystem models. Advanced statistical frameworks provide coherent methodologies for relating observed data, such as stem sap flux density, to unobserved processes, such as canopy conductance and transpiration. To address this need, we developed a hierarchical Bayesian State-Space Canopy Conductance (StaCC) model linking canopy conductance and transpiration to tree sap flux density from a 4-year experiment in the North Carolina Piedmont, USA. Our model builds on existing ecophysiological knowledge, but explicitly incorporates uncertainty in canopy conductance, internal tree hydraulics and observation error to improve estimation of canopy conductance responses to atmospheric drought (i.e., vapor pressure deficit), soil drought (i.e., soil moisture) and above canopy light. Our statistical framework not only predicted sap flux observations well, but it also allowed us to simultaneously gap-fill missing data as we made inference on canopy processes, marking a substantial advance over traditional methods. The predicted and observed sap flux data were highly correlated (mean sensor-level Pearson correlation coefficient = 0.88). Variations in canopy conductance and transpiration associated with environmental variation across days to years were many times greater than the variation associated with model uncertainties. Because some variables, such as vapor pressure deficit and soil moisture, were correlated at the scale of days to weeks, canopy conductance responses to individual environmental variables were difficult to interpret in isolation. Still, our results highlight the importance of accounting for uncertainty in models of ecophysiological and ecosystem function where the process of interest, canopy conductance in this case, is not observed directly. The StaCC modeling
Introduction to generalized linear models
Dobson, Annette J
2008-01-01
Introduction Background Scope Notation Distributions Related to the Normal Distribution Quadratic Forms Estimation Model Fitting Introduction Examples Some Principles of Statistical Modeling Notation and Coding for Explanatory Variables Exponential Family and Generalized Linear Models Introduction Exponential Family of Distributions Properties of Distributions in the Exponential Family Generalized Linear Models Examples Estimation Introduction Example: Failure Times for Pressure Vessels Maximum Likelihood Estimation Poisson Regression Example Inference Introduction Sampling Distribution for Score Statistics Taylor Series Approximations Sampling Distribution for MLEs Log-Likelihood Ratio Statistic Sampling Distribution for the Deviance Hypothesis Testing Normal Linear Models Introduction Basic Results Multiple Linear Regression Analysis of Variance Analysis of Covariance General Linear Models Binary Variables and Logistic Regression Probability Distributions ...
Directory of Open Access Journals (Sweden)
Andrew D Lowther
Full Text Available Understanding how an animal utilises its surroundings requires its movements through space to be described accurately. Satellite telemetry is the only means of acquiring movement data for many species however data are prone to varying amounts of spatial error; the recent application of state-space models (SSMs to the location estimation problem have provided a means to incorporate spatial errors when characterising animal movements. The predominant platform for collecting satellite telemetry data on free-ranging animals, Service Argos, recently provided an alternative Doppler location estimation algorithm that is purported to be more accurate and generate a greater number of locations that its predecessor. We provide a comprehensive assessment of this new estimation process performance on data from free-ranging animals relative to concurrently collected Fastloc GPS data. Additionally, we test the efficacy of three readily-available SSM in predicting the movement of two focal animals. Raw Argos location estimates generated by the new algorithm were greatly improved compared to the old system. Approximately twice as many Argos locations were derived compared to GPS on the devices used. Root Mean Square Errors (RMSE for each optimal SSM were less than 4.25 km with some producing RMSE of less than 2.50 km. Differences in the biological plausibility of the tracks between the two focal animals used to investigate the utility of SSM highlights the importance of considering animal behaviour in movement studies. The ability to reprocess Argos data collected since 2008 with the new algorithm should permit questions of animal movement to be revisited at a finer resolution.
International Nuclear Information System (INIS)
Lenz, Michael; Linke, Yannick; Timmer, Jens; Schelter, Björn; Musso, Mariachristina; Weiller, Cornelius; Tüscher, Oliver
2011-01-01
An often addressed challenge in neuroscience research is the assignment of different tasks to specific brain regions. In many cases several brain regions are activated during a single task. Therefore, one is also interested in the temporal evolution of brain activity to infer causal relations between activated brain regions. These causal relations may be described by a directed, task specific network which consists of activated brain regions as vertices and directed edges. The edges describe the causal relations. Inference of the task specific brain network from measurements like electroencephalography (EEG) or functional magnetic resonance imaging (fMRI) is challenging, due to the low spatial resolution of the former and the low temporal resolution of the latter. Here, we present a simulation study investigating a possible combined analysis of simultaneously measured EEG and fMRI data to address the challenge specified above. A nonlinear state space model is used to distinguish between the underlying brain states and the (simulated) EEG/fMRI measurements. We make use of a modified unscented Kalman filter and a corresponding unscented smoother for the estimation of the underlying neural activity. Model parameters are estimated using an expectation-maximization algorithm, which exploits the partial linearity of our model. Inference of the brain network structure is then achieved using directed partial correlation, a measure for Granger causality. The results indicate that the convolution effect of the fMRI forward model imposes a big challenge for the parameter estimation and reduces the influence of the fMRI in combined EEG–fMRI models. It remains to be investigated whether other models or similar combinations of other modalities such as, e.g., EEG and magnetoencephalography can increase the profit of the promising idea of combining various modalities
(Non) linear regression modelling
Cizek, P.; Gentle, J.E.; Hardle, W.K.; Mori, Y.
2012-01-01
We will study causal relationships of a known form between random variables. Given a model, we distinguish one or more dependent (endogenous) variables Y = (Y1,…,Yl), l ∈ N, which are explained by a model, and independent (exogenous, explanatory) variables X = (X1,…,Xp),p ∈ N, which explain or
Directory of Open Access Journals (Sweden)
Daifeng Wang
2016-10-01
Full Text Available Gene expression is controlled by the combinatorial effects of regulatory factors from different biological subsystems such as general transcription factors (TFs, cellular growth factors and microRNAs. A subsystem's gene expression may be controlled by its internal regulatory factors, exclusively, or by external subsystems, or by both. It is thus useful to distinguish the degree to which a subsystem is regulated internally or externally-e.g., how non-conserved, species-specific TFs affect the expression of conserved, cross-species genes during evolution. We developed a computational method (DREISS, dreiss.gerteinlab.org for analyzing the Dynamics of gene expression driven by Regulatory networks, both External and Internal based on State Space models. Given a subsystem, the "state" and "control" in the model refer to its own (internal and another subsystem's (external gene expression levels. The state at a given time is determined by the state and control at a previous time. Because typical time-series data do not have enough samples to fully estimate the model's parameters, DREISS uses dimensionality reduction, and identifies canonical temporal expression trajectories (e.g., degradation, growth and oscillation representing the regulatory effects emanating from various subsystems. To demonstrate capabilities of DREISS, we study the regulatory effects of evolutionarily conserved vs. divergent TFs across distant species. In particular, we applied DREISS to the time-series gene expression datasets of C. elegans and D. melanogaster during their embryonic development. We analyzed the expression dynamics of the conserved, orthologous genes (orthologs, seeing the degree to which these can be accounted for by orthologous (internal versus species-specific (external TFs. We found that between two species, the orthologs have matched, internally driven expression patterns but very different externally driven ones. This is particularly true for genes with
Gerstein, Mark
2016-01-01
Gene expression is controlled by the combinatorial effects of regulatory factors from different biological subsystems such as general transcription factors (TFs), cellular growth factors and microRNAs. A subsystem’s gene expression may be controlled by its internal regulatory factors, exclusively, or by external subsystems, or by both. It is thus useful to distinguish the degree to which a subsystem is regulated internally or externally–e.g., how non-conserved, species-specific TFs affect the expression of conserved, cross-species genes during evolution. We developed a computational method (DREISS, dreiss.gerteinlab.org) for analyzing the Dynamics of gene expression driven by Regulatory networks, both External and Internal based on State Space models. Given a subsystem, the “state” and “control” in the model refer to its own (internal) and another subsystem’s (external) gene expression levels. The state at a given time is determined by the state and control at a previous time. Because typical time-series data do not have enough samples to fully estimate the model’s parameters, DREISS uses dimensionality reduction, and identifies canonical temporal expression trajectories (e.g., degradation, growth and oscillation) representing the regulatory effects emanating from various subsystems. To demonstrate capabilities of DREISS, we study the regulatory effects of evolutionarily conserved vs. divergent TFs across distant species. In particular, we applied DREISS to the time-series gene expression datasets of C. elegans and D. melanogaster during their embryonic development. We analyzed the expression dynamics of the conserved, orthologous genes (orthologs), seeing the degree to which these can be accounted for by orthologous (internal) versus species-specific (external) TFs. We found that between two species, the orthologs have matched, internally driven expression patterns but very different externally driven ones. This is particularly true for genes with
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....
Generalized, Linear, and Mixed Models
McCulloch, Charles E; Neuhaus, John M
2011-01-01
An accessible and self-contained introduction to statistical models-now in a modernized new editionGeneralized, Linear, and Mixed Models, Second Edition provides an up-to-date treatment of the essential techniques for developing and applying a wide variety of statistical models. The book presents thorough and unified coverage of the theory behind generalized, linear, and mixed models and highlights their similarities and differences in various construction, application, and computational aspects.A clear introduction to the basic ideas of fixed effects models, random effects models, and mixed m
Directory of Open Access Journals (Sweden)
Dimitrios V Vavoulis
Full Text Available Traditional approaches to the problem of parameter estimation in biophysical models of neurons and neural networks usually adopt a global search algorithm (for example, an evolutionary algorithm, often in combination with a local search method (such as gradient descent in order to minimize the value of a cost function, which measures the discrepancy between various features of the available experimental data and model output. In this study, we approach the problem of parameter estimation in conductance-based models of single neurons from a different perspective. By adopting a hidden-dynamical-systems formalism, we expressed parameter estimation as an inference problem in these systems, which can then be tackled using a range of well-established statistical inference methods. The particular method we used was Kitagawa's self-organizing state-space model, which was applied on a number of Hodgkin-Huxley-type models using simulated or actual electrophysiological data. We showed that the algorithm can be used to estimate a large number of parameters, including maximal conductances, reversal potentials, kinetics of ionic currents, measurement and intrinsic noise, based on low-dimensional experimental data and sufficiently informative priors in the form of pre-defined constraints imposed on model parameters. The algorithm remained operational even when very noisy experimental data were used. Importantly, by combining the self-organizing state-space model with an adaptive sampling algorithm akin to the Covariance Matrix Adaptation Evolution Strategy, we achieved a significant reduction in the variance of parameter estimates. The algorithm did not require the explicit formulation of a cost function and it was straightforward to apply on compartmental models and multiple data sets. Overall, the proposed methodology is particularly suitable for resolving high-dimensional inference problems based on noisy electrophysiological data and, therefore, a
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...
Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model
Hazan, Aurélien
2017-05-01
We show that a steady-state stock-flow consistent macro-economic model can be represented as a Constraint Satisfaction Problem (CSP). The set of solutions is a polytope, which volume depends on the constraints applied and reveals the potential fragility of the economic circuit, with no need to study the dynamics. Several methods to compute the volume are compared, inspired by operations research methods and the analysis of metabolic networks, both exact and approximate. We also introduce a random transaction matrix, and study the particular case of linear flows with respect to money stocks.
Wang, Qian; Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan
2014-01-01
An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctu...
Dreano, Denis; Tandeo, P.; Pulido, M.; Ait-El-Fquih, Boujemaa; Chonavel, T.; Hoteit, Ibrahim
2017-01-01
Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended
Parameterized Linear Longitudinal Airship Model
Kulczycki, Eric; Elfes, Alberto; Bayard, David; Quadrelli, Marco; Johnson, Joseph
2010-01-01
A parameterized linear mathematical model of the longitudinal dynamics of an airship is undergoing development. This model is intended to be used in designing control systems for future airships that would operate in the atmospheres of Earth and remote planets. Heretofore, the development of linearized models of the longitudinal dynamics of airships has been costly in that it has been necessary to perform extensive flight testing and to use system-identification techniques to construct models that fit the flight-test data. The present model is a generic one that can be relatively easily specialized to approximate the dynamics of specific airships at specific operating points, without need for further system identification, and with significantly less flight testing. The approach taken in the present development is to merge the linearized dynamical equations of an airship with techniques for estimation of aircraft stability derivatives, and to thereby make it possible to construct a linearized dynamical model of the longitudinal dynamics of a specific airship from geometric and aerodynamic data pertaining to that airship. (It is also planned to develop a model of the lateral dynamics by use of the same methods.) All of the aerodynamic data needed to construct the model of a specific airship can be obtained from wind-tunnel testing and computational fluid dynamics
Dreano, Denis
2017-04-05
Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended and ensemble versions of the Kalman smoother. We show that, for additive model errors, the estimate of the error covariance converges. We also investigate other forms of model error, such as parametric or multiplicative errors. We show that additive Gaussian model error is able to compensate for non additive sources of error in the algorithms we propose. We also demonstrate the limitations of the extended version of the algorithm and recommend the use of the more robust and flexible ensemble version. This article is a proof of concept of the methodology with the Lorenz-63 attractor. We developed an open-source Python library to enable future users to apply the algorithm to their own nonlinear dynamical models.
Linear control theory for gene network modeling.
Shin, Yong-Jun; Bleris, Leonidas
2010-09-16
Systems biology is an interdisciplinary field that aims at understanding complex interactions in cells. Here we demonstrate that linear control theory can provide valuable insight and practical tools for the characterization of complex biological networks. We provide the foundation for such analyses through the study of several case studies including cascade and parallel forms, feedback and feedforward loops. We reproduce experimental results and provide rational analysis of the observed behavior. We demonstrate that methods such as the transfer function (frequency domain) and linear state-space (time domain) can be used to predict reliably the properties and transient behavior of complex network topologies and point to specific design strategies for synthetic networks.
Fast fitting of non-Gaussian state-space models to animal movement data via Template Model Builder
DEFF Research Database (Denmark)
Albertsen, Christoffer Moesgaard; Whoriskey, Kim; Yurkowski, David
2015-01-01
recommend using the Laplace approximation combined with automatic differentiation (as implemented in the novel R package Template Model Builder; TMB) for the fast fitting of continuous-time multivariate non-Gaussian SSMs. Through Argos satellite tracking data, we demonstrate that the use of continuous...... are able to estimate additional parameters compared to previous methods, all without requiring a substantial increase in computational time. The model implementation is made available through the R package argosTrack....
Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan
2014-01-01
An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctuations. Using the 3-variate time series of glucose level, insulin dose, and meal intake of an individual type 1 diabetic subject, we apply an extended Kalman filter (EKF) to estimate time-varying coefficients of the patient-specific state-space model. We evaluate our empirical modeling using (1) the FDA-approved UVa/Padova simulator with 30 virtual patients and (2) clinical data of 5 type 1 diabetic patients under natural living conditions. Compared to a forgetting-factor-based recursive ARX model of the same order, the EKF model predictions have higher fit, and significantly better temporal gain and J index and thus are superior in early detection of upward and downward trends in glucose. The EKF based state-space model developed in this article is particularly suitable for model-based state-feedback control designs since the Kalman filter estimates the state variable of the glucose dynamics based on the measured glucose time series. In addition, since the model parameters are estimated in real time, this model is also suitable for adaptive control. PMID:24876585
Wang, Qian; Molenaar, Peter; Harsh, Saurabh; Freeman, Kenneth; Xie, Jinyu; Gold, Carol; Rovine, Mike; Ulbrecht, Jan
2014-03-01
An essential component of any artificial pancreas is on the prediction of blood glucose levels as a function of exogenous and endogenous perturbations such as insulin dose, meal intake, and physical activity and emotional tone under natural living conditions. In this article, we present a new data-driven state-space dynamic model with time-varying coefficients that are used to explicitly quantify the time-varying patient-specific effects of insulin dose and meal intake on blood glucose fluctuations. Using the 3-variate time series of glucose level, insulin dose, and meal intake of an individual type 1 diabetic subject, we apply an extended Kalman filter (EKF) to estimate time-varying coefficients of the patient-specific state-space model. We evaluate our empirical modeling using (1) the FDA-approved UVa/Padova simulator with 30 virtual patients and (2) clinical data of 5 type 1 diabetic patients under natural living conditions. Compared to a forgetting-factor-based recursive ARX model of the same order, the EKF model predictions have higher fit, and significantly better temporal gain and J index and thus are superior in early detection of upward and downward trends in glucose. The EKF based state-space model developed in this article is particularly suitable for model-based state-feedback control designs since the Kalman filter estimates the state variable of the glucose dynamics based on the measured glucose time series. In addition, since the model parameters are estimated in real time, this model is also suitable for adaptive control. © 2014 Diabetes Technology Society.
DEFF Research Database (Denmark)
Kwon, Jun Bum; Wang, Xiongfei; Bak, Claus Leth
2015-01-01
As the number of power electronics based systems are increasing, studies about overall stability and harmonic problems are rising. In order to analyze harmonics and stability, most research is using an analysis method, which is based on the Linear Time Invariant (LTI) approach. However, this can...... be difficult in terms of complex multi-parallel connected systems, especially in the case of renewable energy, where possibilities for intermittent operation due to the weather conditions exist. Hence, it can bring many different operating points to the power converter, and the impedance characteristics can...... can demonstrate other phenomenon, which can not be found in the conventional LTI approach. The theoretical modeling and analysis are verified by means of simulations and experiments....
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...
Linear and Generalized Linear Mixed Models and Their Applications
Jiang, Jiming
2007-01-01
This book covers two major classes of mixed effects models, linear mixed models and generalized linear mixed models, and it presents an up-to-date account of theory and methods in analysis of these models as well as their applications in various fields. The book offers a systematic approach to inference about non-Gaussian linear mixed models. Furthermore, it has included recently developed methods, such as mixed model diagnostics, mixed model selection, and jackknife method in the context of mixed models. The book is aimed at students, researchers and other practitioners who are interested
Multivariate statistical modelling based on generalized linear models
Fahrmeir, Ludwig
1994-01-01
This book is concerned with the use of generalized linear models for univariate and multivariate regression analysis. Its emphasis is to provide a detailed introductory survey of the subject based on the analysis of real data drawn from a variety of subjects including the biological sciences, economics, and the social sciences. Where possible, technical details and proofs are deferred to an appendix in order to provide an accessible account for non-experts. Topics covered include: models for multi-categorical responses, model checking, time series and longitudinal data, random effects models, and state-space models. Throughout, the authors have taken great pains to discuss the underlying theoretical ideas in ways that relate well to the data at hand. As a result, numerous researchers whose work relies on the use of these models will find this an invaluable account to have on their desks. "The basic aim of the authors is to bring together and review a large part of recent advances in statistical modelling of m...
Multicollinearity in hierarchical linear models.
Yu, Han; Jiang, Shanhe; Land, Kenneth C
2015-09-01
This study investigates an ill-posed problem (multicollinearity) in Hierarchical Linear Models from both the data and the model perspectives. We propose an intuitive, effective approach to diagnosing the presence of multicollinearity and its remedies in this class of models. A simulation study demonstrates the impacts of multicollinearity on coefficient estimates, associated standard errors, and variance components at various levels of multicollinearity for finite sample sizes typical in social science studies. We further investigate the role multicollinearity plays at each level for estimation of coefficient parameters in terms of shrinkage. Based on these analyses, we recommend a top-down method for assessing multicollinearity in HLMs that first examines the contextual predictors (Level-2 in a two-level model) and then the individual predictors (Level-1) and uses the results for data collection, research problem redefinition, model re-specification, variable selection and estimation of a final model. Copyright © 2015 Elsevier Inc. All rights reserved.
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...
Practical Application of Neural Networks in State Space Control
DEFF Research Database (Denmark)
Bendtsen, Jan Dimon
the networks, although some modifications are needed for the method to apply to the multilayer perceptron network. In connection with the multilayer perceptron networks it is also pointed out how instantaneous, sample-by-sample linearized state space models can be extracted from a trained network, thus opening......In the present thesis we address some problems in discrete-time state space control of nonlinear dynamical systems and attempt to solve them using generic nonlinear models based on artificial neural networks. The main aim of the work is to examine how well such control algorithms perform when...... theoretic notions followed by a detailed description of the topology, neuron functions and learning rules of the two types of neural networks treated in the thesis, the multilayer perceptron and the neurofuzzy networks. In both cases, a Least Squares second-order gradient method is used to train...
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...
Holbrook, Christopher M.; Johnson, Nicholas S.; Steibel, Juan P.; Twohey, Michael B.; Binder, Thomas R.; Krueger, Charles C.; Jones, Michael L.
2014-01-01
Improved methods are needed to evaluate barriers and traps for control and assessment of invasive sea lamprey (Petromyzon marinus) in the Great Lakes. A Bayesian state-space model provided reach-specific probabilities of movement, including trap capture and dam passage, for 148 acoustic tagged invasive sea lamprey in the lower Cheboygan River, Michigan, a tributary to Lake Huron. Reach-specific movement probabilities were combined to obtain estimates of spatial distribution and abundance needed to evaluate a barrier and trap complex for sea lamprey control and assessment. Of an estimated 21 828 – 29 300 adult sea lampreys in the river, 0%–2%, or 0–514 untagged lampreys, could have passed upstream of the dam, and 46%–61% were caught in the trap. Although no tagged lampreys passed above the dam (0/148), our sample size was not sufficient to consider the lock and dam a complete barrier to sea lamprey. Results also showed that existing traps are in good locations because 83%–96% of the population was vulnerable to existing traps. However, only 52%–69% of lampreys vulnerable to traps were caught, suggesting that traps can be improved. The approach used in this study was a novel use of Bayesian state-space models that may have broader applications, including evaluation of barriers for other invasive species (e.g., Asian carp (Hypophthalmichthys spp.)) and fish passage structures for other diadromous fishes.
Matrix algebra for linear models
Gruber, Marvin H J
2013-01-01
Matrix methods have evolved from a tool for expressing statistical problems to an indispensable part of the development, understanding, and use of various types of complex statistical analyses. This evolution has made matrix methods a vital part of statistical education. Traditionally, matrix methods are taught in courses on everything from regression analysis to stochastic processes, thus creating a fractured view of the topic. Matrix Algebra for Linear Models offers readers a unique, unified view of matrix analysis theory (where and when necessary), methods, and their applications. Written f
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.
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
A Linearized Large Signal Model of an LCL-Type Resonant Converter
Directory of Open Access Journals (Sweden)
Hong-Yu Li
2015-03-01
Full Text Available In this work, an LCL-type resonant dc/dc converter with a capacitive output filter is modeled in two stages. In the first high-frequency ac stage, all ac signals are decomposed into two orthogonal vectors in a synchronous rotating d–q frame using multi-frequency modeling. In the dc stage, all dc quantities are represented by their average values with average state-space modeling. A nonlinear two-stage model is then created by means of a non-linear link. By aligning the transformer voltage on the d-axis, the nonlinear link can be eliminated, and the whole converter can be modeled by a single set of linear state-space equations. Furthermore, a feedback control scheme can be formed according to the steady-state solutions. Simulation and experimental results have proven that the resulted model is good for fast simulation and state variable estimation.
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.
Evaluating abundance and trends in a Hawaiian avian community using state-space analysis
Camp, Richard J.; Brinck, Kevin W.; Gorresen, P.M.; Paxton, Eben H.
2016-01-01
Estimating population abundances and patterns of change over time are important in both ecology and conservation. Trend assessment typically entails fitting a regression to a time series of abundances to estimate population trajectory. However, changes in abundance estimates from year-to-year across time are due to both true variation in population size (process variation) and variation due to imperfect sampling and model fit. State-space models are a relatively new method that can be used to partition the error components and quantify trends based only on process variation. We compare a state-space modelling approach with a more traditional linear regression approach to assess trends in uncorrected raw counts and detection-corrected abundance estimates of forest birds at Hakalau Forest National Wildlife Refuge, Hawai‘i. Most species demonstrated similar trends using either method. In general, evidence for trends using state-space models was less strong than for linear regression, as measured by estimates of precision. However, while the state-space models may sacrifice precision, the expectation is that these estimates provide a better representation of the real world biological processes of interest because they are partitioning process variation (environmental and demographic variation) and observation variation (sampling and model variation). The state-space approach also provides annual estimates of abundance which can be used by managers to set conservation strategies, and can be linked to factors that vary by year, such as climate, to better understand processes that drive population trends.
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.
State-Space Inference and Learning with Gaussian Processes
Turner, R; Deisenroth, MP; Rasmussen, CE
2010-01-01
18.10.13 KB. Ok to add author version to spiral, authors hold copyright. State-space inference and learning with Gaussian processes (GPs) is an unsolved problem. We propose a new, general methodology for inference and learning in nonlinear state-space models that are described probabilistically by non-parametric GP models. We apply the expectation maximization algorithm to iterate between inference in the latent state-space and learning the parameters of the underlying GP dynamics model. C...
David M. Bell; Eric J. Ward; A. Christopher Oishi; Ram Oren; Paul G. Flikkema; James S. Clark; David Whitehead
2015-01-01
Uncertainties in ecophysiological responses to environment, such as the impact of atmospheric and soil moisture conditions on plant water regulation, limit our ability to estimate key inputs for ecosystem models. Advanced statistical frameworks provide coherent methodologies for relating observed data, such as stem sap flux density, to unobserved processes, such as...
DEFF Research Database (Denmark)
Payne, Mark
2010-01-01
the other components, whereas the Downs component has been the slowest. These differences give rise to changes in stock composition, which are shown to vary widely within a relatively short time. The modelling framework provides a valuable tool for studying and monitoring the dynamics of the individual...
Parazynski, Scott E
2006-01-01
From simple childhood dreams to their fulfillment, this presentation chronicles the author's life journey from young model rocketteer through his medical training and eventual career as a NASA astronaut. Over the course of four Space Shuttle flights and a cumulative 6 weeks in space, including 20 hours of Extravehicular Activity (EVA, or spacewalking), this article describes a wide range of activities and scientific payloads that are representative of the unique and valuable science that can be accomplished in the microgravity of space. NASA's efforts to develop inspection and repair capabilities in the aftermath of the Columbia tragedy are also covered, as are the nation's plans for returning to the Moon and continuing on to Mars as part of the Vision for Space Exploration (VSE).
Multivariate generalized linear mixed models using R
Berridge, Damon Mark
2011-01-01
Multivariate Generalized Linear Mixed Models Using R presents robust and methodologically sound models for analyzing large and complex data sets, enabling readers to answer increasingly complex research questions. The book applies the principles of modeling to longitudinal data from panel and related studies via the Sabre software package in R. A Unified Framework for a Broad Class of Models The authors first discuss members of the family of generalized linear models, gradually adding complexity to the modeling framework by incorporating random effects. After reviewing the generalized linear model notation, they illustrate a range of random effects models, including three-level, multivariate, endpoint, event history, and state dependence models. They estimate the multivariate generalized linear mixed models (MGLMMs) using either standard or adaptive Gaussian quadrature. The authors also compare two-level fixed and random effects linear models. The appendices contain additional information on quadrature, model...
Nonlinear Modeling by Assembling Piecewise Linear Models
Yao, Weigang; Liou, Meng-Sing
2013-01-01
To preserve nonlinearity of a full order system over a parameters range of interest, we propose a simple modeling approach by assembling a set of piecewise local solutions, including the first-order Taylor series terms expanded about some sampling states. The work by Rewienski and White inspired our use of piecewise linear local solutions. The assembly of these local approximations is accomplished by assigning nonlinear weights, through radial basis functions in this study. The efficacy of the proposed procedure is validated for a two-dimensional airfoil moving at different Mach numbers and pitching motions, under which the flow exhibits prominent nonlinear behaviors. All results confirm that our nonlinear model is accurate and stable for predicting not only aerodynamic forces but also detailed flowfields. Moreover, the model is robustness-accurate for inputs considerably different from the base trajectory in form and magnitude. This modeling preserves nonlinearity of the problems considered in a rather simple and accurate manner.
Linear Logistic Test Modeling with R
Baghaei, Purya; Kubinger, Klaus D.
2015-01-01
The present paper gives a general introduction to the linear logistic test model (Fischer, 1973), an extension of the Rasch model with linear constraints on item parameters, along with eRm (an R package to estimate different types of Rasch models; Mair, Hatzinger, & Mair, 2014) functions to estimate the model and interpret its parameters. The…
Directory of Open Access Journals (Sweden)
Aksjonov Andrei
2015-12-01
Full Text Available The mathematical model of the three-dimensional crane using the Euler-Lagrange approach is derived. A state-space representation of the derived model is proposed and explored in the Simulink® environment and on the laboratory stand. The obtained control design was simulated, analyzed and compared with existing encoder-based system provided by the three-dimensional (3D Crane manufacturer Inteco®. As well, an anti-swing fuzzy logic control has been developed, simulated, and analyzed. Obtained control algorithm is compared with the existing anti-swing proportional-integral controller designed by the 3D crane manufacturer Inteco®. 5-degree of freedom (5DOF control schemes are designed, examined and compared with the various load masses. The topicality of the problem is due to the wide usage of gantry cranes in industry. The solution is proposed for the future research in sensorless and intelligent control of complex motor driven application.
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
Composite Linear Models | Division of Cancer Prevention
By Stuart G. Baker The composite linear models software is a matrix approach to compute maximum likelihood estimates and asymptotic standard errors for models for incomplete multinomial data. It implements the method described in Baker SG. Composite linear models for incomplete multinomial data. Statistics in Medicine 1994;13:609-622. The software includes a library of thirty
Directory of Open Access Journals (Sweden)
Hugues Santin-Janin
Full Text Available BACKGROUND: Data collected to inform time variations in natural population size are tainted by sampling error. Ignoring sampling error in population dynamics models induces bias in parameter estimators, e.g., density-dependence. In particular, when sampling errors are independent among populations, the classical estimator of the synchrony strength (zero-lag correlation is biased downward. However, this bias is rarely taken into account in synchrony studies although it may lead to overemphasizing the role of intrinsic factors (e.g., dispersal with respect to extrinsic factors (the Moran effect in generating population synchrony as well as to underestimating the extinction risk of a metapopulation. METHODOLOGY/PRINCIPAL FINDINGS: The aim of this paper was first to illustrate the extent of the bias that can be encountered in empirical studies when sampling error is neglected. Second, we presented a space-state modelling approach that explicitly accounts for sampling error when quantifying population synchrony. Third, we exemplify our approach with datasets for which sampling variance (i has been previously estimated, and (ii has to be jointly estimated with population synchrony. Finally, we compared our results to those of a standard approach neglecting sampling variance. We showed that ignoring sampling variance can mask a synchrony pattern whatever its true value and that the common practice of averaging few replicates of population size estimates poorly performed at decreasing the bias of the classical estimator of the synchrony strength. CONCLUSION/SIGNIFICANCE: The state-space model used in this study provides a flexible way of accurately quantifying the strength of synchrony patterns from most population size data encountered in field studies, including over-dispersed count data. We provided a user-friendly R-program and a tutorial example to encourage further studies aiming at quantifying the strength of population synchrony to account for
Non Linear Modelling and Control of Hydraulic Actuators
Directory of Open Access Journals (Sweden)
B. Šulc
2002-01-01
Full Text Available This paper deals with non-linear modelling and control of a differential hydraulic actuator. The nonlinear state space equations are derived from basic physical laws. They are more powerful than the transfer function in the case of linear models, and they allow the application of an object oriented approach in simulation programs. The effects of all friction forces (static, Coulomb and viscous have been modelled, and many phenomena that are usually neglected are taken into account, e.g., the static term of friction, the leakage between the two chambers and external space. Proportional Differential (PD and Fuzzy Logic Controllers (FLC have been applied in order to make a comparison by means of simulation. Simulation is performed using Matlab/Simulink, and some of the results are compared graphically. FLC is tuned in a such way that it produces a constant control signal close to its maximum (or minimum, where possible. In the case of PD control the occurrence of peaks cannot be avoided. These peaks produce a very high velocity that oversteps the allowed values.
Actuarial statistics with generalized linear mixed models
Antonio, K.; Beirlant, J.
2007-01-01
Over the last decade the use of generalized linear models (GLMs) in actuarial statistics has received a lot of attention, starting from the actuarial illustrations in the standard text by McCullagh and Nelder [McCullagh, P., Nelder, J.A., 1989. Generalized linear models. In: Monographs on Statistics
Directory of Open Access Journals (Sweden)
Muayad Al-Qaisy
2015-02-01
Full Text Available In this article, multi-input multi-output (MIMO linear model predictive controller (LMPC based on state space model and nonlinear model predictive controller based on neural network (NNMPC are applied on a continuous stirred tank reactor (CSTR. The idea is to have a good control system that will be able to give optimal performance, reject high load disturbance, and track set point change. In order to study the performance of the two model predictive controllers, MIMO Proportional-Integral-Derivative controller (PID strategy is used as benchmark. The LMPC, NNMPC, and PID strategies are used for controlling the residual concentration (CA and reactor temperature (T. NNMPC control shows a superior performance over the LMPC and PID controllers by presenting a smaller overshoot and shorter settling time.
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....
Neural network-based nonlinear model predictive control vs. linear quadratic gaussian control
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.
Spaghetti Bridges: Modeling Linear Relationships
Kroon, Cindy D.
2016-01-01
Mathematics and science are natural partners. One of many examples of this partnership occurs when scientific observations are made, thus providing data that can be used for mathematical modeling. Developing mathematical relationships elucidates such scientific principles. This activity describes a data-collection activity in which students employ…
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...
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....
State Space Analysis of Hierarchical Coloured Petri Nets
DEFF Research Database (Denmark)
Christensen, Søren; Kristensen, Lars Michael
2003-01-01
In this paper, we consider state space analysis of Coloured Petri Nets. It is well-known that almost all dynamic properties of the considered system can be verified when the state space is finite. However, state space analysis is more than just formulating a set of formal requirements and invokin...... supporting computation and storage of state spaces which exploi the hierarchical structure of the models....... in which formal verification, partial state spaces, and analysis by means of graphical feedback and simulation are integrated entities. The focus of the paper is twofold: the support for graphical feedback and the way it has been integrated with simulation, and the underlying algorithms and data-structures......In this paper, we consider state space analysis of Coloured Petri Nets. It is well-known that almost all dynamic properties of the considered system can be verified when the state space is finite. However, state space analysis is more than just formulating a set of formal requirements and invoking...
A Sweep-Line Method for State Space Exploration
DEFF Research Database (Denmark)
Christensen, Søren; Kristensen, Lars Michael; Mailund, Thomas
2001-01-01
generation, since these states can never be reached again. This in turn reduces the memory used for state space storage during the task of verification. Examples of progress measures are sequence numbers in communication protocols and time in certain models with time. We illustrate the application...... of the method on a number of Coloured Petri Net models, and give a first evaluation of its practicality by means of an implementation based on the Design/CPN state space tool. Our experiments show significant reductions in both space and time used during state space exploration. The method is not specific...... to Coloured Petri Nets but applicable to a wide range of modelling languages....
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....
Linear mixed models for longitudinal data
Molenberghs, Geert
2000-01-01
This paperback edition is a reprint of the 2000 edition. This book provides a comprehensive treatment of linear mixed models for continuous longitudinal data. Next to model formulation, this edition puts major emphasis on exploratory data analysis for all aspects of the model, such as the marginal model, subject-specific profiles, and residual covariance structure. Further, model diagnostics and missing data receive extensive treatment. Sensitivity analysis for incomplete data is given a prominent place. Several variations to the conventional linear mixed model are discussed (a heterogeity model, conditional linear mixed models). This book will be of interest to applied statisticians and biomedical researchers in industry, public health organizations, contract research organizations, and academia. The book is explanatory rather than mathematically rigorous. Most analyses were done with the MIXED procedure of the SAS software package, and many of its features are clearly elucidated. However, some other commerc...
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...
Parallel symbolic state-space exploration is difficult, but what is the alternative?
Directory of Open Access Journals (Sweden)
Gianfranco Ciardo
2009-12-01
Full Text Available State-space exploration is an essential step in many modeling and analysis problems. Its goal is to find the states reachable from the initial state of a discrete-state model described. The state space can used to answer important questions, e.g., "Is there a dead state?" and "Can N become negative?", or as a starting point for sophisticated investigations expressed in temporal logic. Unfortunately, the state space is often so large that ordinary explicit data structures and sequential algorithms cannot cope, prompting the exploration of (1 parallel approaches using multiple processors, from simple workstation networks to shared-memory supercomputers, to satisfy large memory and runtime requirements and (2 symbolic approaches using decision diagrams to encode the large structured sets and relations manipulated during state-space generation. Both approaches have merits and limitations. Parallel explicit state-space generation is challenging, but almost linear speedup can be achieved; however, the analysis is ultimately limited by the memory and processors available. Symbolic methods are a heuristic that can efficiently encode many, but not all, functions over a structured and exponentially large domain; here the pitfalls are subtler: their performance varies widely depending on the class of decision diagram chosen, the state variable order, and obscure algorithmic parameters. As symbolic approaches are often much more efficient than explicit ones for many practical models, we argue for the need to parallelize symbolic state-space generation algorithms, so that we can realize the advantage of both approaches. This is a challenging endeavor, as the most efficient symbolic algorithm, Saturation, is inherently sequential. We conclude by discussing challenges, efforts, and promising directions toward this goal.
Linear causal modeling with structural equations
Mulaik, Stanley A
2009-01-01
Emphasizing causation as a functional relationship between variables that describe objects, Linear Causal Modeling with Structural Equations integrates a general philosophical theory of causation with structural equation modeling (SEM) that concerns the special case of linear causal relations. In addition to describing how the functional relation concept may be generalized to treat probabilistic causation, the book reviews historical treatments of causation and explores recent developments in experimental psychology on studies of the perception of causation. It looks at how to perceive causal
Statistical Tests for Mixed Linear Models
Khuri, André I; Sinha, Bimal K
2011-01-01
An advanced discussion of linear models with mixed or random effects. In recent years a breakthrough has occurred in our ability to draw inferences from exact and optimum tests of variance component models, generating much research activity that relies on linear models with mixed and random effects. This volume covers the most important research of the past decade as well as the latest developments in hypothesis testing. It compiles all currently available results in the area of exact and optimum tests for variance component models and offers the only comprehensive treatment for these models a
Matrix Tricks for Linear Statistical Models
Puntanen, Simo; Styan, George PH
2011-01-01
In teaching linear statistical models to first-year graduate students or to final-year undergraduate students there is no way to proceed smoothly without matrices and related concepts of linear algebra; their use is really essential. Our experience is that making some particular matrix tricks very familiar to students can substantially increase their insight into linear statistical models (and also multivariate statistical analysis). In matrix algebra, there are handy, sometimes even very simple "tricks" which simplify and clarify the treatment of a problem - both for the student and
Rizvi, S.Z.; Mohammadpour, J.; Toth, R.; Meskin, N.
2015-01-01
This paper first describes the development of a nonparametric identification method for linear parameter-varying (LPV) state-space models and then applies it to a nonlinear process system. The proposed method uses kernel-based least-squares support vector machines (LS-SVM). While parametric
Modeling digital switching circuits with linear algebra
Thornton, Mitchell A
2014-01-01
Modeling Digital Switching Circuits with Linear Algebra describes an approach for modeling digital information and circuitry that is an alternative to Boolean algebra. While the Boolean algebraic model has been wildly successful and is responsible for many advances in modern information technology, the approach described in this book offers new insight and different ways of solving problems. Modeling the bit as a vector instead of a scalar value in the set {0, 1} allows digital circuits to be characterized with transfer functions in the form of a linear transformation matrix. The use of transf
Updating Linear Schedules with Lowest Cost: a Linear Programming Model
Biruk, Sławomir; Jaśkowski, Piotr; Czarnigowska, Agata
2017-10-01
Many civil engineering projects involve sets of tasks repeated in a predefined sequence in a number of work areas along a particular route. A useful graphical representation of schedules of such projects is time-distance diagrams that clearly show what process is conducted at a particular point of time and in particular location. With repetitive tasks, the quality of project performance is conditioned by the ability of the planner to optimize workflow by synchronizing the works and resources, which usually means that resources are planned to be continuously utilized. However, construction processes are prone to risks, and a fully synchronized schedule may expire if a disturbance (bad weather, machine failure etc.) affects even one task. In such cases, works need to be rescheduled, and another optimal schedule should be built for the changed circumstances. This typically means that, to meet the fixed completion date, durations of operations have to be reduced. A number of measures are possible to achieve such reduction: working overtime, employing more resources or relocating resources from less to more critical tasks, but they all come at a considerable cost and affect the whole project. The paper investigates the problem of selecting the measures that reduce durations of tasks of a linear project so that the cost of these measures is kept to the minimum and proposes an algorithm that could be applied to find optimal solutions as the need to reschedule arises. Considering that civil engineering projects, such as road building, usually involve less process types than construction projects, the complexity of scheduling problems is lower, and precise optimization algorithms can be applied. Therefore, the authors put forward a linear programming model of the problem and illustrate its principle of operation with an example.
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
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…
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 ...
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
Dissipative differential systems and the state space H∞ control problem
Trentelman, H.L.; Willems, J.C.
2000-01-01
The purpose of this paper is to apply our very recent results on the synthesis of dissipative linear differential systems to the 'classical' state space H∞ control problem. We first review our general problem set-up, where the problem of rendering a given plant dissipative by general
Modelling female fertility traits in beef cattle using linear and non-linear models.
Naya, H; Peñagaricano, F; Urioste, J I
2017-06-01
Female fertility traits are key components of the profitability of beef cattle production. However, these traits are difficult and expensive to measure, particularly under extensive pastoral conditions, and consequently, fertility records are in general scarce and somehow incomplete. Moreover, fertility traits are usually dominated by the effects of herd-year environment, and it is generally assumed that relatively small margins are kept for genetic improvement. New ways of modelling genetic variation in these traits are needed. Inspired in the methodological developments made by Prof. Daniel Gianola and co-workers, we assayed linear (Gaussian), Poisson, probit (threshold), censored Poisson and censored Gaussian models to three different kinds of endpoints, namely calving success (CS), number of days from first calving (CD) and number of failed oestrus (FE). For models involving FE and CS, non-linear models overperformed their linear counterparts. For models derived from CD, linear versions displayed better adjustment than the non-linear counterparts. Non-linear models showed consistently higher estimates of heritability and repeatability in all cases (h 2 linear models; h 2 > 0.23 and r > 0.24, for non-linear models). While additive and permanent environment effects showed highly favourable correlations between all models (>0.789), consistency in selecting the 10% best sires showed important differences, mainly amongst the considered endpoints (FE, CS and CD). In consequence, endpoints should be considered as modelling different underlying genetic effects, with linear models more appropriate to describe CD and non-linear models better for FE and CS. © 2017 Blackwell Verlag GmbH.
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....
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....
Optimal designs for linear mixture models
Mendieta, E.J.; Linssen, H.N.; Doornbos, R.
1975-01-01
In a recent paper Snee and Marquardt [8] considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of this
Optimal designs for linear mixture models
Mendieta, E.J.; Linssen, H.N.; Doornbos, R.
1975-01-01
In a recent paper Snee and Marquardt (1974) considered designs for linear mixture models, where the components are subject to individual lower and/or upper bounds. When the number of components is large their algorithm XVERT yields designs far too extensive for practical purposes. The purpose of
Linear factor copula models and their properties
Krupskii, Pavel; Genton, Marc G.
2018-01-01
We consider a special case of factor copula models with additive common factors and independent components. These models are flexible and parsimonious with O(d) parameters where d is the dimension. The linear structure allows one to obtain closed form expressions for some copulas and their extreme‐value limits. These copulas can be used to model data with strong tail dependencies, such as extreme data. We study the dependence properties of these linear factor copula models and derive the corresponding limiting extreme‐value copulas with a factor structure. We show how parameter estimates can be obtained for these copulas and apply one of these copulas to analyse a financial data set.
Linear factor copula models and their properties
Krupskii, Pavel
2018-04-25
We consider a special case of factor copula models with additive common factors and independent components. These models are flexible and parsimonious with O(d) parameters where d is the dimension. The linear structure allows one to obtain closed form expressions for some copulas and their extreme‐value limits. These copulas can be used to model data with strong tail dependencies, such as extreme data. We study the dependence properties of these linear factor copula models and derive the corresponding limiting extreme‐value copulas with a factor structure. We show how parameter estimates can be obtained for these copulas and apply one of these copulas to analyse a financial data set.
Diagnostics for Linear Models With Functional Responses
Xu, Hongquan; Shen, Qing
2005-01-01
Linear models where the response is a function and the predictors are vectors are useful in analyzing data from designed experiments and other situations with functional observations. Residual analysis and diagnostics are considered for such models. Studentized residuals are defined and their properties are studied. Chi-square quantile-quantile plots are proposed to check the assumption of Gaussian error process and outliers. Jackknife residuals and an associated test are proposed to det...
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....
DEFF Research Database (Denmark)
Sokoler, Leo Emil; Standardi, Laura; Edlund, Kristian
2014-01-01
This paper presents a warm-started Dantzig–Wolfe decomposition algorithm tailored to economic model predictive control of dynamically decoupled subsystems. We formulate the constrained optimal control problem solved at each sampling instant as a linear program with state space constraints, input...... limits, input rate limits, and soft output limits. The objective function of the linear program is related directly to the cost of operating the subsystems, and the cost of violating the soft output constraints. Simulations for large-scale economic power dispatch problems show that the proposed algorithm...... is significantly faster than both state-of-the-art linear programming solvers, and a structure exploiting implementation of the alternating direction method of multipliers. It is also demonstrated that the control strategy presented in this paper can be tuned using a weighted ℓ1-regularization term...
[From clinical judgment to linear regression model.
Palacios-Cruz, Lino; Pérez, Marcela; Rivas-Ruiz, Rodolfo; Talavera, Juan O
2013-01-01
When we think about mathematical models, such as linear regression model, we think that these terms are only used by those engaged in research, a notion that is far from the truth. Legendre described the first mathematical model in 1805, and Galton introduced the formal term in 1886. Linear regression is one of the most commonly used regression models in clinical practice. It is useful to predict or show the relationship between two or more variables as long as the dependent variable is quantitative and has normal distribution. Stated in another way, the regression is used to predict a measure based on the knowledge of at least one other variable. Linear regression has as it's first objective to determine the slope or inclination of the regression line: Y = a + bx, where "a" is the intercept or regression constant and it is equivalent to "Y" value when "X" equals 0 and "b" (also called slope) indicates the increase or decrease that occurs when the variable "x" increases or decreases in one unit. In the regression line, "b" is called regression coefficient. The coefficient of determination (R 2 ) indicates the importance of independent variables in the outcome.
State Space Methods for Timed Petri Nets
DEFF Research Database (Denmark)
Christensen, Søren; Jensen, Kurt; Mailund, Thomas
2001-01-01
it possible to condense the usually infinite state space of a timed Petri net into a finite condensed state space without loosing analysis power. The second method supports on-the-fly verification of certain safety properties of timed systems. We discuss the application of the two methods in a number......We present two recently developed state space methods for timed Petri nets. The two methods reconciles state space methods and time concepts based on the introduction of a global clock and associating time stamps to tokens. The first method is based on an equivalence relation on states which makes...
Testing Parametric versus Semiparametric Modelling in Generalized Linear Models
Härdle, W.K.; Mammen, E.; Müller, M.D.
1996-01-01
We consider a generalized partially linear model E(Y|X,T) = G{X'b + m(T)} where G is a known function, b is an unknown parameter vector, and m is an unknown function.The paper introduces a test statistic which allows to decide between a parametric and a semiparametric model: (i) m is linear, i.e.
Modeling of Volatility with Non-linear Time Series Model
Kim Song Yon; Kim Mun Chol
2013-01-01
In this paper, non-linear time series models are used to describe volatility in financial time series data. To describe volatility, two of the non-linear time series are combined into form TAR (Threshold Auto-Regressive Model) with AARCH (Asymmetric Auto-Regressive Conditional Heteroskedasticity) error term and its parameter estimation is studied.
Nguyen, Ngoc Minh; Corff, Sylvain Le; Moulines, Éric
2017-12-01
This paper focuses on sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use Rao-Blackwellization: particle approximation is used to sample sequences of hidden regimes while the Gaussian states are explicitly integrated conditional on the sequence of regimes and observations, using variants of the Kalman filter/smoother. The first successful attempt to use Rao-Blackwellization for smoothing extends the Bryson-Frazier smoother for Gaussian linear state space models using the generalized two-filter formula together with Kalman filters/smoothers. More recently, a forward-backward decomposition of smoothing distributions mimicking the Rauch-Tung-Striebel smoother for the regimes combined with backward Kalman updates has been introduced. This paper investigates the benefit of introducing additional rejuvenation steps in all these algorithms to sample at each time instant new regimes conditional on the forward and backward particles. This defines particle-based approximations of the smoothing distributions whose support is not restricted to the set of particles sampled in the forward or backward filter. These procedures are applied to commodity markets which are described using a two-factor model based on the spot price and a convenience yield for crude oil data.
Thresholding projection estimators in functional linear models
Cardot, Hervé; Johannes, Jan
2010-01-01
We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule allows to get consistency under broad assumptions as well as minimax rates of convergence under additional regularity hypotheses. We also consider the particular case of Sobolev spaces generated by the trigonometric basis which permits to get easily mean squ...
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.
State-space prediction of spring discharge in a karst catchment in southwest China
Li, Zhenwei; Xu, Xianli; Liu, Meixian; Li, Xuezhang; Zhang, Rongfei; Wang, Kelin; Xu, Chaohao
2017-06-01
Southwest China represents one of the largest continuous karst regions in the world. It is estimated that around 1.7 million people are heavily dependent on water derived from karst springs in southwest China. However, there is a limited amount of water supply in this region. Moreover, there is not enough information on temporal patterns of spring discharge in the area. In this context, it is essential to accurately predict spring discharge, as well as understand karst hydrological processes in a thorough manner, so that water shortages in this area could be predicted and managed efficiently. The objectives of this study were to determine the primary factors that govern spring discharge patterns and to develop a state-space model to predict spring discharge. Spring discharge, precipitation (PT), relative humidity (RD), water temperature (WD), and electrical conductivity (EC) were the variables analyzed in the present work, and they were monitored at two different locations (referred to as karst springs A and B, respectively, in this paper) in a karst catchment area in southwest China from May to November 2015. Results showed that a state-space model using any combinations of variables outperformed a classical linear regression, a back-propagation artificial neural network model, and a least square support vector machine in modeling spring discharge time series for karst spring A. The best state-space model was obtained by using PT and RD, which accounted for 99.9% of the total variation in spring discharge. This model was then applied to an independent data set obtained from karst spring B, and it provided accurate spring discharge estimates. Therefore, state-space modeling was a useful tool for predicting spring discharge in karst regions in southwest China, and this modeling procedure may help researchers to obtain accurate results in other karst regions.
From spiking neuron models to linear-nonlinear models.
Ostojic, Srdjan; Brunel, Nicolas
2011-01-20
Neurons transform time-varying inputs into action potentials emitted stochastically at a time dependent rate. The mapping from current input to output firing rate is often represented with the help of phenomenological models such as the linear-nonlinear (LN) cascade, in which the output firing rate is estimated by applying to the input successively a linear temporal filter and a static non-linear transformation. These simplified models leave out the biophysical details of action potential generation. It is not a priori clear to which extent the input-output mapping of biophysically more realistic, spiking neuron models can be reduced to a simple linear-nonlinear cascade. Here we investigate this question for the leaky integrate-and-fire (LIF), exponential integrate-and-fire (EIF) and conductance-based Wang-Buzsáki models in presence of background synaptic activity. We exploit available analytic results for these models to determine the corresponding linear filter and static non-linearity in a parameter-free form. We show that the obtained functions are identical to the linear filter and static non-linearity determined using standard reverse correlation analysis. We then quantitatively compare the output of the corresponding linear-nonlinear cascade with numerical simulations of spiking neurons, systematically varying the parameters of input signal and background noise. We find that the LN cascade provides accurate estimates of the firing rates of spiking neurons in most of parameter space. For the EIF and Wang-Buzsáki models, we show that the LN cascade can be reduced to a firing rate model, the timescale of which we determine analytically. Finally we introduce an adaptive timescale rate model in which the timescale of the linear filter depends on the instantaneous firing rate. This model leads to highly accurate estimates of instantaneous firing rates.
Stochastic linear programming models, theory, and computation
Kall, Peter
2011-01-01
This new edition of Stochastic Linear Programming: Models, Theory and Computation has been brought completely up to date, either dealing with or at least referring to new material on models and methods, including DEA with stochastic outputs modeled via constraints on special risk functions (generalizing chance constraints, ICC’s and CVaR constraints), material on Sharpe-ratio, and Asset Liability Management models involving CVaR in a multi-stage setup. To facilitate use as a text, exercises are included throughout the book, and web access is provided to a student version of the authors’ SLP-IOR software. Additionally, the authors have updated the Guide to Available Software, and they have included newer algorithms and modeling systems for SLP. The book is thus suitable as a text for advanced courses in stochastic optimization, and as a reference to the field. From Reviews of the First Edition: "The book presents a comprehensive study of stochastic linear optimization problems and their applications. … T...
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
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.
Forecasting the Global Mean Sea Level, a Continuous-Time State-Space Approach
DEFF Research Database (Denmark)
Boldrini, Lorenzo
In this paper we propose a continuous-time, Gaussian, linear, state-space system to model the relation between global mean sea level (GMSL) and the global mean temperature (GMT), with the aim of making long-term projections for the GMSL. We provide a justification for the model specification based......) and the temperature reconstruction from Hansen et al. (2010). We compare the forecasting performance of the proposed specification to the procedures developed in Rahmstorf (2007b) and Vermeer and Rahmstorf (2009). Finally, we compute projections for the sea-level rise conditional on the 21st century SRES temperature...
An Embeddable Virtual Machine for State Space Generation
Weber, M.; Bosnacki, D.; Edelkamp, S.
2007-01-01
The semantics of modelling languages are not always specified in a precise and formal way, and their rather complex underlying models make it a non-trivial exercise to reuse them in newly developed tools. We report on experiments with a virtual machine-based approach for state space generation. The
Aspects of general linear modelling of migration.
Congdon, P
1992-01-01
"This paper investigates the application of general linear modelling principles to analysing migration flows between areas. Particular attention is paid to specifying the form of the regression and error components, and the nature of departures from Poisson randomness. Extensions to take account of spatial and temporal correlation are discussed as well as constrained estimation. The issue of specification bears on the testing of migration theories, and assessing the role migration plays in job and housing markets: the direction and significance of the effects of economic variates on migration depends on the specification of the statistical model. The application is in the context of migration in London and South East England in the 1970s and 1980s." excerpt
Reversibility and the structure of the local state space
International Nuclear Information System (INIS)
Al-Safi, Sabri W; Richens, Jonathan
2015-01-01
The richness of quantum theory’s reversible dynamics is one of its unique operational characteristics, with recent results suggesting deep links between the theory’s reversible dynamics, its local state space and the degree of non-locality it permits. We explore the delicate interplay between these features, demonstrating that reversibility places strong constraints on both the local and global state space. Firstly, we show that all reversible dynamics are trivial (composed of local transformations and permutations of subsytems) in maximally non-local theories whose local state spaces satisfy a dichotomy criterion; this applies to a range of operational models that have previously been studied, such as d-dimensional ‘hyperballs’ and almost all regular polytope systems. By separately deriving a similar result for odd-sided polygons, we show that classical systems are the only regular polytope state spaces whose maximally non-local composites allow for non-trivial reversible dynamics. Secondly, we show that non-trivial reversible dynamics do exist in maximally non-local theories whose state spaces are reducible into two or more smaller spaces. We conjecture that this is a necessary condition for the existence of such dynamics, but that reversible entanglement generation remains impossible even in this scenario. (paper)
Model Selection with the Linear Mixed Model for Longitudinal Data
Ryoo, Ji Hoon
2011-01-01
Model building or model selection with linear mixed models (LMMs) is complicated by the presence of both fixed effects and random effects. The fixed effects structure and random effects structure are codependent, so selection of one influences the other. Most presentations of LMM in psychology and education are based on a multilevel or…
Modelling and Predicting Backstroke Start Performance Using Non-Linear and Linear Models.
de Jesus, Karla; Ayala, Helon V H; de Jesus, Kelly; Coelho, Leandro Dos S; Medeiros, Alexandre I A; Abraldes, José A; Vaz, Mário A P; Fernandes, Ricardo J; Vilas-Boas, João Paulo
2018-03-01
Our aim was to compare non-linear and linear mathematical model responses for backstroke start performance prediction. Ten swimmers randomly completed eight 15 m backstroke starts with feet over the wedge, four with hands on the highest horizontal and four on the vertical handgrip. Swimmers were videotaped using a dual media camera set-up, with the starts being performed over an instrumented block with four force plates. Artificial neural networks were applied to predict 5 m start time using kinematic and kinetic variables and to determine the accuracy of the mean absolute percentage error. Artificial neural networks predicted start time more robustly than the linear model with respect to changing training to the validation dataset for the vertical handgrip (3.95 ± 1.67 vs. 5.92 ± 3.27%). Artificial neural networks obtained a smaller mean absolute percentage error than the linear model in the horizontal (0.43 ± 0.19 vs. 0.98 ± 0.19%) and vertical handgrip (0.45 ± 0.19 vs. 1.38 ± 0.30%) using all input data. The best artificial neural network validation revealed a smaller mean absolute error than the linear model for the horizontal (0.007 vs. 0.04 s) and vertical handgrip (0.01 vs. 0.03 s). Artificial neural networks should be used for backstroke 5 m start time prediction due to the quite small differences among the elite level performances.
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
Electron Model of Linear-Field FFAG
Koscielniak, Shane R
2005-01-01
A fixed-field alternating-gradient accelerator (FFAG) that employs only linear-field elements ushers in a new regime in accelerator design and dynamics. The linear-field machine has the ability to compact an unprecedented range in momenta within a small component aperture. With a tune variation which results from the natural chromaticity, the beam crosses many strong, uncorrec-table, betatron resonances during acceleration. Further, relativistic particles in this machine exhibit a quasi-parabolic time-of-flight that cannot be addressed with a fixed-frequency rf system. This leads to a new concept of bucketless acceleration within a rotation manifold. With a large energy jump per cell, there is possibly strong synchro-betatron coupling. A few-MeV electron model has been proposed to demonstrate the feasibility of these untested acceleration features and to investigate them at length under a wide range of operating conditions. This paper presents a lattice optimized for a 1.3 GHz rf, initial technology choices f...
Linear models in the mathematics of uncertainty
Mordeson, John N; Clark, Terry D; Pham, Alex; Redmond, Michael A
2013-01-01
The purpose of this book is to present new mathematical techniques for modeling global issues. These mathematical techniques are used to determine linear equations between a dependent variable and one or more independent variables in cases where standard techniques such as linear regression are not suitable. In this book, we examine cases where the number of data points is small (effects of nuclear warfare), where the experiment is not repeatable (the breakup of the former Soviet Union), and where the data is derived from expert opinion (how conservative is a political party). In all these cases the data is difficult to measure and an assumption of randomness and/or statistical validity is questionable. We apply our methods to real world issues in international relations such as nuclear deterrence, smart power, and cooperative threat reduction. We next apply our methods to issues in comparative politics such as successful democratization, quality of life, economic freedom, political stability, and fail...
Linear regressive model structures for estimation and prediction of compartmental diffusive systems
Vries, D; Keesman, K.J.; Zwart, Heiko J.
In input-output relations of (compartmental) diffusive systems, physical parameters appear non-linearly, resulting in the use of (constrained) non-linear parameter estimation techniques with its short-comings regarding global optimality and computational effort. Given a LTI system in state space
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.
Rong, Bao; Rui, Xiaoting; Lu, Kun; Tao, Ling; Wang, Guoping; Ni, Xiaojun
2018-05-01
In this paper, an efficient method of dynamics modeling and vibration control design of a linear hybrid multibody system (MS) is studied based on the transfer matrix method. The natural vibration characteristics of a linear hybrid MS are solved by using low-order transfer equations. Then, by constructing the brand-new body dynamics equation, augmented operator and augmented eigenvector, the orthogonality of augmented eigenvector of a linear hybrid MS is satisfied, and its state space model expressed in each independent model space is obtained easily. According to this dynamics model, a robust independent modal space-fuzzy controller is designed for vibration control of a general MS, and the genetic optimization of some critical control parameters of fuzzy tuners is also presented. Two illustrative examples are performed, which results show that this method is computationally efficient and with perfect control performance.
Nonlinear price impact from linear models
Patzelt, Felix; Bouchaud, Jean-Philippe
2017-12-01
The impact of trades on asset prices is a crucial aspect of market dynamics for academics, regulators, and practitioners alike. Recently, universal and highly nonlinear master curves were observed for price impacts aggregated on all intra-day scales (Patzelt and Bouchaud 2017 arXiv:1706.04163). Here we investigate how well these curves, their scaling, and the underlying return dynamics are captured by linear ‘propagator’ models. We find that the classification of trades as price-changing versus non-price-changing can explain the price impact nonlinearities and short-term return dynamics to a very high degree. The explanatory power provided by the change indicator in addition to the order sign history increases with increasing tick size. To obtain these results, several long-standing technical issues for model calibration and testing are addressed. We present new spectral estimators for two- and three-point cross-correlations, removing the need for previously used approximations. We also show when calibration is unbiased and how to accurately reveal previously overlooked biases. Therefore, our results contribute significantly to understanding both recent empirical results and the properties of a popular class of impact models.
A Sweep-Line Method for State Space Exploration
DEFF Research Database (Denmark)
Christensen, Søren; Kristensen, Lars Michael; Mailund, Thomas
2001-01-01
generation, since these states can never be reached again. This in turn reduces the memory used for state space storage during the task of verification. Examples of progress measures are sequence numbers in communication protocols and time in certain models with time. We illustrate the application...
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…
Piecewise Linear-Linear Latent Growth Mixture Models with Unknown Knots
Kohli, Nidhi; Harring, Jeffrey R.; Hancock, Gregory R.
2013-01-01
Latent growth curve models with piecewise functions are flexible and useful analytic models for investigating individual behaviors that exhibit distinct phases of development in observed variables. As an extension of this framework, this study considers a piecewise linear-linear latent growth mixture model (LGMM) for describing segmented change of…
From linear to generalized linear mixed models: A case study in repeated measures
Compared to traditional linear mixed models, generalized linear mixed models (GLMMs) can offer better correspondence between response variables and explanatory models, yielding more efficient estimates and tests in the analysis of data from designed experiments. Using proportion data from a designed...
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
Decomposition of gene expression state space trajectories.
Directory of Open Access Journals (Sweden)
Jessica C Mar
2009-12-01
Full Text Available Representing and analyzing complex networks remains a roadblock to creating dynamic network models of biological processes and pathways. The study of cell fate transitions can reveal much about the transcriptional regulatory programs that underlie these phenotypic changes and give rise to the coordinated patterns in expression changes that we observe. The application of gene expression state space trajectories to capture cell fate transitions at the genome-wide level is one approach currently used in the literature. In this paper, we analyze the gene expression dataset of Huang et al. (2005 which follows the differentiation of promyelocytes into neutrophil-like cells in the presence of inducers dimethyl sulfoxide and all-trans retinoic acid. Huang et al. (2005 build on the work of Kauffman (2004 who raised the attractor hypothesis, stating that cells exist in an expression landscape and their expression trajectories converge towards attractive sites in this landscape. We propose an alternative interpretation that explains this convergent behavior by recognizing that there are two types of processes participating in these cell fate transitions-core processes that include the specific differentiation pathways of promyelocytes to neutrophils, and transient processes that capture those pathways and responses specific to the inducer. Using functional enrichment analyses, specific biological examples and an analysis of the trajectories and their core and transient components we provide a validation of our hypothesis using the Huang et al. (2005 dataset.
Evaluating the double Poisson generalized linear model.
Zou, Yaotian; Geedipally, Srinivas Reddy; Lord, Dominique
2013-10-01
The objectives of this study are to: (1) examine the applicability of the double Poisson (DP) generalized linear model (GLM) for analyzing motor vehicle crash data characterized by over- and under-dispersion and (2) compare the performance of the DP GLM with the Conway-Maxwell-Poisson (COM-Poisson) GLM in terms of goodness-of-fit and theoretical soundness. The DP distribution has seldom been investigated and applied since its first introduction two decades ago. The hurdle for applying the DP is related to its normalizing constant (or multiplicative constant) which is not available in closed form. This study proposed a new method to approximate the normalizing constant of the DP with high accuracy and reliability. The DP GLM and COM-Poisson GLM were developed using two observed over-dispersed datasets and one observed under-dispersed dataset. The modeling results indicate that the DP GLM with its normalizing constant approximated by the new method can handle crash data characterized by over- and under-dispersion. Its performance is comparable to the COM-Poisson GLM in terms of goodness-of-fit (GOF), although COM-Poisson GLM provides a slightly better fit. For the over-dispersed data, the DP GLM performs similar to the NB GLM. Considering the fact that the DP GLM can be easily estimated with inexpensive computation and that it is simpler to interpret coefficients, it offers a flexible and efficient alternative for researchers to model count data. Copyright © 2013 Elsevier Ltd. All rights reserved.
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...
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 ...
Non-linear time variant model intended for polypyrrole-based actuators
Farajollahi, Meisam; Madden, John D. W.; Sassani, Farrokh
2014-03-01
Polypyrrole-based actuators are of interest due to their biocompatibility, low operation voltage and relatively high strain and force. Modeling and simulation are very important to predict the behaviour of each actuator. To develop an accurate model, we need to know the electro-chemo-mechanical specifications of the Polypyrrole. In this paper, the non-linear time-variant model of Polypyrrole film is derived and proposed using a combination of an RC transmission line model and a state space representation. The model incorporates the potential dependent ionic conductivity. A function of ionic conductivity of Polypyrrole vs. local charge is proposed and implemented in the non-linear model. Matching of the measured and simulated electrical response suggests that ionic conductivity of Polypyrrole decreases significantly at negative potential vs. silver/silver chloride and leads to reduced current in the cyclic voltammetry (CV) tests. The next stage is to relate the distributed charging of the polymer to actuation via the strain to charge ratio. Further work is also needed to identify ionic and electronic conductivities as well as capacitance as a function of oxidation state so that a fully predictive model can be created.
Dos Santos, P Lopes; Deshpande, Sunil; Rivera, Daniel E; Azevedo-Perdicoúlis, T-P; Ramos, J A; Younger, Jarred
2013-12-31
There is good evidence that naltrexone, an opioid antagonist, has a strong neuroprotective role and may be a potential drug for the treatment of fibromyalgia. In previous work, some of the authors used experimental clinical data to identify input-output linear time invariant models that were used to extract useful information about the effect of this drug on fibromyalgia symptoms. Additional factors such as anxiety, stress, mood, and headache, were considered as additive disturbances. However, it seems reasonable to think that these factors do not affect the drug actuation, but only the way in which a participant perceives how the drug actuates on herself. Under this hypothesis the linear time invariant models can be replaced by State-Space Affine Linear Parameter Varying models where the disturbances are seen as a scheduling signal signal only acting at the parameters of the output equation. In this paper a new algorithm for identifying such a model is proposed. This algorithm minimizes a quadratic criterion of the output error. Since the output error is a linear function of some parameters, the Affine Linear Parameter Varying system identification is formulated as a separable nonlinear least squares problem. Likewise other identification algorithms using gradient optimization methods several parameter derivatives are dynamical systems that must be simulated. In order to increase time efficiency a canonical parametrization that minimizes the number of systems to be simulated is chosen. The effectiveness of the algorithm is assessed in a case study where an Affine Parameter Varying Model is identified from the experimental data used in the previous study and compared with the time-invariant model.
International Nuclear Information System (INIS)
Paul, Subhanker; Singh, Suneet
2015-01-01
The prime objective of the presented work is to develop a Nodalized Reduced Order Model (NROM) to carry linear stability analysis of flow instabilities in a two-phase flow system. The model is developed by dividing the single phase and two-phase region of a uniformly heated channel into N number of nodes followed by time dependent spatial linear approximations for single phase enthalpy and two-phase quality between the consecutive nodes. Moving boundary scheme has been adopted in the model, where all the node boundaries vary with time due to the variation of boiling boundary inside the heated channel. Using a state space approach, the instability thresholds are delineated by stability maps plotted in parameter planes of phase change number (N pch ) and subcooling number (N sub ). The prime feature of the present model is that, though the model equations are simpler due to presence of linear-linear approximations for single phase enthalpy and two-phase quality, yet the results are in good agreement with the existing models (Karve [33]; Dokhane [34]) where the model equations run for several pages and experimental data (Solberg [41]). Unlike the existing ROMs, different two-phase friction factor multiplier correlations have been incorporated in the model. The applicability of various two-phase friction factor multipliers and their effects on stability behaviour have been depicted by carrying a comparative study. It is also observed that the Friedel model for friction factor calculations produces the most accurate results with respect to the available experimental data. (authors)
Linear regression crash prediction models : issues and proposed solutions.
2010-05-01
The paper develops a linear regression model approach that can be applied to : crash data to predict vehicle crashes. The proposed approach involves novice data aggregation : to satisfy linear regression assumptions; namely error structure normality ...
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.
Distributed Graph-Based State Space Generation
Blom, Stefan; Kant, Gijs; Rensink, Arend; De Lara, J.; Varro, D.
LTSMIN provides a framework in which state space generation can be distributed easily over many cores on a single compute node, as well as over multiple compute nodes. The tool works on the basis of a vector representation of the states; the individual cores are assigned the task of computing all
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...
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.
Equivalent linear damping characterization in linear and nonlinear force-stiffness muscle models.
Ovesy, Marzieh; Nazari, Mohammad Ali; Mahdavian, Mohammad
2016-02-01
In the current research, the muscle equivalent linear damping coefficient which is introduced as the force-velocity relation in a muscle model and the corresponding time constant are investigated. In order to reach this goal, a 1D skeletal muscle model was used. Two characterizations of this model using a linear force-stiffness relationship (Hill-type model) and a nonlinear one have been implemented. The OpenSim platform was used for verification of the model. The isometric activation has been used for the simulation. The equivalent linear damping and the time constant of each model were extracted by using the results obtained from the simulation. The results provide a better insight into the characteristics of each model. It is found that the nonlinear models had a response rate closer to the reality compared to the Hill-type models.
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...
Tried and True: Springing into Linear Models
Darling, Gerald
2012-01-01
In eighth grade, students usually learn about forces in science class and linear relationships in math class, crucial topics that form the foundation for further study in science and engineering. An activity that links these two fundamental concepts involves measuring the distance a spring stretches as a function of how much weight is suspended…
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.
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.
Recent Updates to the GEOS-5 Linear Model
Holdaway, Dan; Kim, Jong G.; Errico, Ron; Gelaro, Ronald; Mahajan, Rahul
2014-01-01
Global Modeling and Assimilation Office (GMAO) is close to having a working 4DVAR system and has developed a linearized version of GEOS-5.This talk outlines a series of improvements made to the linearized dynamics, physics and trajectory.Of particular interest is the development of linearized cloud microphysics, which provides the framework for 'all-sky' data assimilation.
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....
Determining Predictor Importance in Hierarchical Linear Models Using Dominance Analysis
Luo, Wen; Azen, Razia
2013-01-01
Dominance analysis (DA) is a method used to evaluate the relative importance of predictors that was originally proposed for linear regression models. This article proposes an extension of DA that allows researchers to determine the relative importance of predictors in hierarchical linear models (HLM). Commonly used measures of model adequacy in…
Multi input single output model predictive control of non-linear bio-polymerization process
Energy Technology Data Exchange (ETDEWEB)
Arumugasamy, Senthil Kumar; Ahmad, Z. [School of Chemical Engineering, Univerisiti Sains Malaysia, Engineering Campus, Seri Ampangan,14300 Nibong Tebal, Seberang Perai Selatan, Pulau Pinang (Malaysia)
2015-05-15
This paper focuses on Multi Input Single Output (MISO) Model Predictive Control of bio-polymerization process in which mechanistic model is developed and linked with the feedforward neural network model to obtain a hybrid model (Mechanistic-FANN) of lipase-catalyzed ring-opening polymerization of ε-caprolactone (ε-CL) for Poly (ε-caprolactone) production. In this research, state space model was used, in which the input to the model were the reactor temperatures and reactor impeller speeds and the output were the molecular weight of polymer (M{sub n}) and polymer polydispersity index. State space model for MISO created using System identification tool box of Matlab™. This state space model is used in MISO MPC. Model predictive control (MPC) has been applied to predict the molecular weight of the biopolymer and consequently control the molecular weight of biopolymer. The result shows that MPC is able to track reference trajectory and give optimum movement of manipulated variable.
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...
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.
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...
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.
Condensed State Spaces for Symmetrical Coloured Petri Nets
DEFF Research Database (Denmark)
Jensen, Kurt
1996-01-01
equivalence classes of states and equivalence classes of state changes. It is then possible to construct a condensed state space where each node represents an equivalence class of states while each arc represents an equivalence class of state changes. Such a condensed state space is often much smaller than...... the full state space and it is also much faster to construct. Nevertheless, it is possible to use the condensed state space to verify the same kind of behavioural properties as the full state space. Hence, we do not lose analytic power. We define state spaces and condensed state spaces for a language......-nets (or Petri nets in general) - although such knowledge will, of course, be a help. The first four sections of the paper introduce the basic concepts of CP-nets. The next three sections deal with state spaces, condensed state spaces and computer tools for state space analysis. Finally, there is a short...
Projective loop quantum gravity. I. State space
Lanéry, Suzanne; Thiemann, Thomas
2016-12-01
Instead of formulating the state space of a quantum field theory over one big Hilbert space, it has been proposed by Kijowski to describe quantum states as projective families of density matrices over a collection of smaller, simpler Hilbert spaces. Beside the physical motivations for this approach, it could help designing a quantum state space holding the states we need. In a latter work by Okolów, the description of a theory of Abelian connections within this framework was developed, an important insight being to use building blocks labeled by combinations of edges and surfaces. The present work generalizes this construction to an arbitrary gauge group G (in particular, G is neither assumed to be Abelian nor compact). This involves refining the definition of the label set, as well as deriving explicit formulas to relate the Hilbert spaces attached to different labels. If the gauge group happens to be compact, we also have at our disposal the well-established Ashtekar-Lewandowski Hilbert space, which is defined as an inductive limit using building blocks labeled by edges only. We then show that the quantum state space presented here can be thought as a natural extension of the space of density matrices over this Hilbert space. In addition, it is manifest from the classical counterparts of both formalisms that the projective approach allows for a more balanced treatment of the holonomy and flux variables, so it might pave the way for the development of more satisfactory coherent states.
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...
A linear model of population dynamics
Lushnikov, A. A.; Kagan, A. I.
2016-08-01
The Malthus process of population growth is reformulated in terms of the probability w(n,t) to find exactly n individuals at time t assuming that both the birth and the death rates are linear functions of the population size. The master equation for w(n,t) is solved exactly. It is shown that w(n,t) strongly deviates from the Poisson distribution and is expressed in terms either of Laguerre’s polynomials or a modified Bessel function. The latter expression allows for considerable simplifications of the asymptotic analysis of w(n,t).
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 ...
Modeling Non-Linear Material Properties in Composite Materials
2016-06-28
Technical Report ARWSB-TR-16013 MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS Michael F. Macri Andrew G...REPORT TYPE Technical 3. DATES COVERED (From - To) 4. TITLE AND SUBTITLE MODELING NON-LINEAR MATERIAL PROPERTIES IN COMPOSITE MATERIALS ...systems are increasingly incorporating composite materials into their design. Many of these systems subject the composites to environmental conditions
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.
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
Latent log-linear models for handwritten digit classification.
Deselaers, Thomas; Gass, Tobias; Heigold, Georg; Ney, Hermann
2012-06-01
We present latent log-linear models, an extension of log-linear models incorporating latent variables, and we propose two applications thereof: log-linear mixture models and image deformation-aware log-linear models. The resulting models are fully discriminative, can be trained efficiently, and the model complexity can be controlled. Log-linear mixture models offer additional flexibility within the log-linear modeling framework. Unlike previous approaches, the image deformation-aware model directly considers image deformations and allows for a discriminative training of the deformation parameters. Both are trained using alternating optimization. For certain variants, convergence to a stationary point is guaranteed and, in practice, even variants without this guarantee converge and find models that perform well. We tune the methods on the USPS data set and evaluate on the MNIST data set, demonstrating the generalization capabilities of our proposed models. Our models, although using significantly fewer parameters, are able to obtain competitive results with models proposed in the literature.
Kinjo, Ken; Uchibe, Eiji; Doya, Kenji
2013-01-01
Linearly solvable Markov Decision Process (LMDP) is a class of optimal control problem in which the Bellman's equation can be converted into a linear equation by an exponential transformation of the state value function (Todorov, 2009b). In an LMDP, the optimal value function and the corresponding control policy are obtained by solving an eigenvalue problem in a discrete state space or an eigenfunction problem in a continuous state using the knowledge of the system dynamics and the action, state, and terminal cost functions. In this study, we evaluate the effectiveness of the LMDP framework in real robot control, in which the dynamics of the body and the environment have to be learned from experience. We first perform a simulation study of a pole swing-up task to evaluate the effect of the accuracy of the learned dynamics model on the derived the action policy. The result shows that a crude linear approximation of the non-linear dynamics can still allow solution of the task, despite with a higher total cost. We then perform real robot experiments of a battery-catching task using our Spring Dog mobile robot platform. The state is given by the position and the size of a battery in its camera view and two neck joint angles. The action is the velocities of two wheels, while the neck joints were controlled by a visual servo controller. We test linear and bilinear dynamic models in tasks with quadratic and Guassian state cost functions. In the quadratic cost task, the LMDP controller derived from a learned linear dynamics model performed equivalently with the optimal linear quadratic regulator (LQR). In the non-quadratic task, the LMDP controller with a linear dynamics model showed the best performance. The results demonstrate the usefulness of the LMDP framework in real robot control even when simple linear models are used for dynamics learning.
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.
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.
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...
Model Order Reduction for Non Linear Mechanics
Pinillo, Rubén
2017-01-01
Context: Automotive industry is moving towards a new generation of cars. Main idea: Cars are furnished with radars, cameras, sensors, etc… providing useful information about the environment surrounding the car. Goals: Provide an efficient model for the radar input/output. Reducing computational costs by means of big data techniques.
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.
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.)
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...
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
Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
Liang, Faming
2013-06-01
This article presents a new prior setting for high-dimensional generalized linear models, which leads to a Bayesian subset regression (BSR) with the maximum a posteriori model approximately equivalent to the minimum extended Bayesian information criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening and consistency with the existing sure independence screening (SIS) and iterative sure independence screening (ISIS) procedures. However, since the proposed procedure makes use of joint information from all predictors, it generally outperforms SIS and ISIS in real applications. This article also makes extensive comparisons of BSR with the popular penalized likelihood methods, including Lasso, elastic net, SIS, and ISIS. The numerical results indicate that BSR can generally outperform the penalized likelihood methods. The models selected by BSR tend to be sparser and, more importantly, of higher prediction ability. In addition, the performance of the penalized likelihood methods tends to deteriorate as the number of predictors increases, while this is not significant for BSR. Supplementary materials for this article are available online. © 2013 American Statistical Association.
Generalized Linear Models with Applications in Engineering and the Sciences
Myers, Raymond H; Vining, G Geoffrey; Robinson, Timothy J
2012-01-01
Praise for the First Edition "The obvious enthusiasm of Myers, Montgomery, and Vining and their reliance on their many examples as a major focus of their pedagogy make Generalized Linear Models a joy to read. Every statistician working in any area of applied science should buy it and experience the excitement of these new approaches to familiar activities."-Technometrics Generalized Linear Models: With Applications in Engineering and the Sciences, Second Edition continues to provide a clear introduction to the theoretical foundations and key applications of generalized linear models (GLMs). Ma
Modelling a linear PM motor including magnetic saturation
Polinder, H.; Slootweg, J.G.; Compter, J.C.; Hoeijmakers, M.J.
2002-01-01
The use of linear permanent-magnet (PM) actuators increases in a wide variety of applications because of the high force density, robustness and accuracy. The paper describes the modelling of a linear PM motor applied in, for example, wafer steppers, including magnetic saturation. This is important
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 ...
Genetic parameters for racing records in trotters using linear and generalized linear models.
Suontama, M; van der Werf, J H J; Juga, J; Ojala, M
2012-09-01
Heritability and repeatability and genetic and phenotypic correlations were estimated for trotting race records with linear and generalized linear models using 510,519 records on 17,792 Finnhorses and 513,161 records on 25,536 Standardbred trotters. Heritability and repeatability were estimated for single racing time and earnings traits with linear models, and logarithmic scale was used for racing time and fourth-root scale for earnings to correct for nonnormality. Generalized linear models with a gamma distribution were applied for single racing time and with a multinomial distribution for single earnings traits. In addition, genetic parameters for annual earnings were estimated with linear models on the observed and fourth-root scales. Racing success traits of single placings, winnings, breaking stride, and disqualifications were analyzed using generalized linear models with a binomial distribution. Estimates of heritability were greatest for racing time, which ranged from 0.32 to 0.34. Estimates of heritability were low for single earnings with all distributions, ranging from 0.01 to 0.09. Annual earnings were closer to normal distribution than single earnings. Heritability estimates were moderate for annual earnings on the fourth-root scale, 0.19 for Finnhorses and 0.27 for Standardbred trotters. Heritability estimates for binomial racing success variables ranged from 0.04 to 0.12, being greatest for winnings and least for breaking stride. Genetic correlations among racing traits were high, whereas phenotypic correlations were mainly low to moderate, except correlations between racing time and earnings were high. On the basis of a moderate heritability and moderate to high repeatability for racing time and annual earnings, selection of horses for these traits is effective when based on a few repeated records. Because of high genetic correlations, direct selection for racing time and annual earnings would also result in good genetic response in racing success.
A state space approach for the eigenvalue problem of marine risers
Alfosail, Feras; Nayfeh, Ali H.; Younis, Mohammad I.
2017-01-01
A numerical state-space approach is proposed to examine the natural frequencies and critical buckling limits of marine risers. A large axial tension in the riser model causes numerical limitations. These limitations are overcome by using
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: ...
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)
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
Optimization for decision making linear and quadratic models
Murty, Katta G
2010-01-01
While maintaining the rigorous linear programming instruction required, Murty's new book is unique in its focus on developing modeling skills to support valid decision-making for complex real world problems, and includes solutions to brand new algorithms.
Study of linear induction motor characteristics : the Mosebach model
1976-05-31
This report covers the Mosebach theory of the double-sided linear induction motor, starting with the ideallized model and accompanying assumptions, and ending with relations for thrust, airgap power, and motor efficiency. Solutions of the magnetic in...
Study of linear induction motor characteristics : the Oberretl model
1975-05-30
The Oberretl theory of the double-sided linear induction motor (LIM) is examined, starting with the idealized model and accompanying assumptions, and ending with relations for predicted thrust, airgap power, and motor efficiency. The effect of varyin...
Directory of Open Access Journals (Sweden)
Ken eKinjo
2013-04-01
Full Text Available Linearly solvable Markov Decision Process (LMDP is a class of optimal control problem in whichthe Bellman’s equation can be converted into a linear equation by an exponential transformation ofthe state value function (Todorov, 2009. In an LMDP, the optimal value function and the correspondingcontrol policy are obtained by solving an eigenvalue problem in a discrete state space or an eigenfunctionproblem in a continuous state using the knowledge of the system dynamics and the action, state, andterminal cost functions.In this study, we evaluate the effectiveness of the LMDP framework in real robot control, in whichthe dynamics of the body and the environment have to be learned from experience. We first perform asimulation study of a pole swing-up task to evaluate the effect of the accuracy of the learned dynam-ics model on the derived the action policy. The result shows that a crude linear approximation of thenonlinear dynamics can still allow solution of the task, despite with a higher total cost.We then perform real robot experiments of a battery-catching task using our Spring Dog mobile robotplatform. The state is given by the position and the size of a battery in its camera view and two neck jointangles. The action is the velocities of two wheels, while the neck joints were controlled by a visual servocontroller. We test linear and bilinear dynamic models in tasks with quadratic and Guassian state costfunctions. In the quadratic cost task, the LMDP controller derived from a learned linear dynamics modelperformed equivalently with the optimal linear quadratic controller (LQR. In the non-quadratic task, theLMDP controller with a linear dynamics model showed the best performance. The results demonstratethe usefulness of the LMDP framework in real robot control even when simple linear models are usedfor dynamics learning.
Optimization Research of Generation Investment Based on Linear Programming Model
Wu, Juan; Ge, Xueqian
Linear programming is an important branch of operational research and it is a mathematical method to assist the people to carry out scientific management. GAMS is an advanced simulation and optimization modeling language and it will combine a large number of complex mathematical programming, such as linear programming LP, nonlinear programming NLP, MIP and other mixed-integer programming with the system simulation. In this paper, based on the linear programming model, the optimized investment decision-making of generation is simulated and analyzed. At last, the optimal installed capacity of power plants and the final total cost are got, which provides the rational decision-making basis for optimized investments.
Generalized linear mixed models modern concepts, methods and applications
Stroup, Walter W
2012-01-01
PART I The Big PictureModeling BasicsWhat Is a Model?Two Model Forms: Model Equation and Probability DistributionTypes of Model EffectsWriting Models in Matrix FormSummary: Essential Elements for a Complete Statement of the ModelDesign MattersIntroductory Ideas for Translating Design and Objectives into ModelsDescribing ""Data Architecture"" to Facilitate Model SpecificationFrom Plot Plan to Linear PredictorDistribution MattersMore Complex Example: Multiple Factors with Different Units of ReplicationSetting the StageGoals for Inference with Models: OverviewBasic Tools of InferenceIssue I: Data
A comparison of linear tyre models for analysing shimmy
Besselink, I.J.M.; Maas, J.W.L.H.; Nijmeijer, H.
2011-01-01
A comparison is made between three linear, dynamic tyre models using low speed step responses and yaw oscillation tests. The match with the measurements improves with increasing complexity of the tyre model. Application of the different tyre models to a two degree of freedom trailing arm suspension
Unification of three linear models for the transient visual system
Brinker, den A.C.
1989-01-01
Three different linear filters are considered as a model describing the experimentally determined triphasic impulse responses of discs. These impulse responses arc associated with the transient visual system. Each model reveals a different feature of the system. Unification of the models is
A BEHAVIORAL-APPROACH TO LINEAR EXACT MODELING
ANTOULAS, AC; WILLEMS, JC
1993-01-01
The behavioral approach to system theory provides a parameter-free framework for the study of the general problem of linear exact modeling and recursive modeling. The main contribution of this paper is the solution of the (continuous-time) polynomial-exponential time series modeling problem. Both
Hybrid state-space time integration of rotating beams
DEFF Research Database (Denmark)
Krenk, Steen; Nielsen, Martin Bjerre
2012-01-01
An efficient time integration algorithm for the dynamic equations of flexible beams in a rotating frame of reference is presented. The equations of motion are formulated in a hybrid state-space format in terms of local displacements and local components of the absolute velocity. With inspiration...... of the system rotation enter via global operations with the angular velocity vector. The algorithm is based on an integrated form of the equations of motion with energy and momentum conserving properties, if a kinematically consistent non-linear formulation is used. A consistent monotonic scheme for algorithmic...... energy dissipation in terms of local displacements and velocities, typical of structural vibrations, is developed and implemented in the form of forward weighting of appropriate mean value terms in the algorithm. The algorithm is implemented for a beam theory with consistent quadratic non...
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...
Non-linear Growth Models in Mplus and SAS
Grimm, Kevin J.; Ram, Nilam
2013-01-01
Non-linear growth curves or growth curves that follow a specified non-linear function in time enable researchers to model complex developmental patterns with parameters that are easily interpretable. In this paper we describe how a variety of sigmoid curves can be fit using the Mplus structural modeling program and the non-linear mixed-effects modeling procedure NLMIXED in SAS. Using longitudinal achievement data collected as part of a study examining the effects of preschool instruction on academic gain we illustrate the procedures for fitting growth models of logistic, Gompertz, and Richards functions. Brief notes regarding the practical benefits, limitations, and choices faced in the fitting and estimation of such models are included. PMID:23882134
Variance Function Partially Linear Single-Index Models1.
Lian, Heng; Liang, Hua; Carroll, Raymond J
2015-01-01
We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.
State-Space Realization of the Wave-Radiation Force within FAST: Preprint
Energy Technology Data Exchange (ETDEWEB)
Duarte, T.; Sarmento, A.; Alves, M.; Jonkman, J.
2013-06-01
Several methods have been proposed in the literature to find a state-space model for the wave-radiation forces. In this paper, four methods were compared, two in the frequency domain and two in the time domain. The frequency-response function and the impulse response of the resulting state-space models were compared against the ones derived by the numerical code WAMIT. The implementation of the state-space module within the FAST offshore wind turbine computer-aided engineering (CAE) tool was verified, comparing the results against the previously implemented numerical convolution method. The results agreed between the two methods, with a significant reduction in required computational time when using the state-space module.
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
Phylogenetic mixtures and linear invariants for equal input models.
Casanellas, Marta; Steel, Mike
2017-04-01
The reconstruction of phylogenetic trees from molecular sequence data relies on modelling site substitutions by a Markov process, or a mixture of such processes. In general, allowing mixed processes can result in different tree topologies becoming indistinguishable from the data, even for infinitely long sequences. However, when the underlying Markov process supports linear phylogenetic invariants, then provided these are sufficiently informative, the identifiability of the tree topology can be restored. In this paper, we investigate a class of processes that support linear invariants once the stationary distribution is fixed, the 'equal input model'. This model generalizes the 'Felsenstein 1981' model (and thereby the Jukes-Cantor model) from four states to an arbitrary number of states (finite or infinite), and it can also be described by a 'random cluster' process. We describe the structure and dimension of the vector spaces of phylogenetic mixtures and of linear invariants for any fixed phylogenetic tree (and for all trees-the so called 'model invariants'), on any number n of leaves. We also provide a precise description of the space of mixtures and linear invariants for the special case of [Formula: see text] leaves. By combining techniques from discrete random processes and (multi-) linear algebra, our results build on a classic result that was first established by James Lake (Mol Biol Evol 4:167-191, 1987).
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...
Estimation and variable selection for generalized additive partial linear models
Wang, Li
2011-08-01
We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish asymptotic normality for the estimators of the parametric components. The procedure avoids solving large systems of equations as in kernel-based procedures and thus results in gains in computational simplicity. We further develop a class of variable selection procedures for the linear parameters by employing a nonconcave penalized quasi-likelihood, which is shown to have an asymptotic oracle property. Monte Carlo simulations and an empirical example are presented for illustration. © Institute of Mathematical Statistics, 2011.
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)
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)
TENSOR DECOMPOSITIONS AND SPARSE LOG-LINEAR MODELS
Johndrow, James E.; Bhattacharya, Anirban; Dunson, David B.
2017-01-01
Contingency table analysis routinely relies on log-linear models, with latent structure analysis providing a common alternative. Latent structure models lead to a reduced rank tensor factorization of the probability mass function for multivariate categorical data, while log-linear models achieve dimensionality reduction through sparsity. Little is known about the relationship between these notions of dimensionality reduction in the two paradigms. We derive several results relating the support of a log-linear model to nonnegative ranks of the associated probability tensor. Motivated by these findings, we propose a new collapsed Tucker class of tensor decompositions, which bridge existing PARAFAC and Tucker decompositions, providing a more flexible framework for parsimoniously characterizing multivariate categorical data. Taking a Bayesian approach to inference, we illustrate empirical advantages of the new decompositions. PMID:29332971
Linear mixed models a practical guide using statistical software
West, Brady T; Galecki, Andrzej T
2006-01-01
Simplifying the often confusing array of software programs for fitting linear mixed models (LMMs), Linear Mixed Models: A Practical Guide Using Statistical Software provides a basic introduction to primary concepts, notation, software implementation, model interpretation, and visualization of clustered and longitudinal data. This easy-to-navigate reference details the use of procedures for fitting LMMs in five popular statistical software packages: SAS, SPSS, Stata, R/S-plus, and HLM. The authors introduce basic theoretical concepts, present a heuristic approach to fitting LMMs based on bo
Inverse Modelling Problems in Linear Algebra Undergraduate Courses
Martinez-Luaces, Victor E.
2013-01-01
This paper will offer an analysis from a theoretical point of view of mathematical modelling, applications and inverse problems of both causation and specification types. Inverse modelling problems give the opportunity to establish connections between theory and practice and to show this fact, a simple linear algebra example in two different…
Optical linear algebra processors - Noise and error-source modeling
Casasent, D.; Ghosh, A.
1985-01-01
The modeling of system and component noise and error sources in optical linear algebra processors (OLAPs) are considered, with attention to the frequency-multiplexed OLAP. General expressions are obtained for the output produced as a function of various component errors and noise. A digital simulator for this model is discussed.
Optical linear algebra processors: noise and error-source modeling.
Casasent, D; Ghosh, A
1985-06-01
The modeling of system and component noise and error sources in optical linear algebra processors (OLAP's) are considered, with attention to the frequency-multiplexed OLAP. General expressions are obtained for the output produced as a function of various component errors and noise. A digital simulator for this model is discussed.
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
Linear and Nonlinear Career Models: Metaphors, Paradigms, and Ideologies.
Buzzanell, Patrice M.; Goldzwig, Steven R.
1991-01-01
Examines the linear or bureaucratic career models (dominant in career research, metaphors, paradigms, and ideologies) which maintain career myths of flexibility and individualized routes to success in organizations incapable of offering such versatility. Describes nonlinear career models which offer suggestive metaphors for re-visioning careers…
State-Space Estimation of Soil Organic Carbon Stock
Ogunwole, Joshua O.; Timm, Luis C.; Obidike-Ugwu, Evelyn O.; Gabriels, Donald M.
2014-04-01
Understanding soil spatial variability and identifying soil parameters most determinant to soil organic carbon stock is pivotal to precision in ecological modelling, prediction, estimation and management of soil within a landscape. This study investigates and describes field soil variability and its structural pattern for agricultural management decisions. The main aim was to relate variation in soil organic carbon stock to soil properties and to estimate soil organic carbon stock from the soil properties. A transect sampling of 100 points at 3 m intervals was carried out. Soils were sampled and analyzed for soil organic carbon and other selected soil properties along with determination of dry aggregate and water-stable aggregate fractions. Principal component analysis, geostatistics, and state-space analysis were conducted on the analyzed soil properties. The first three principal components explained 53.2% of the total variation; Principal Component 1 was dominated by soil exchange complex and dry sieved macroaggregates clusters. Exponential semivariogram model described the structure of soil organic carbon stock with a strong dependence indicating that soil organic carbon values were correlated up to 10.8m.Neighbouring values of soil organic carbon stock, all waterstable aggregate fractions, and dithionite and pyrophosphate iron gave reliable estimate of soil organic carbon stock by state-space.
Volumes of conditioned bipartite state spaces
International Nuclear Information System (INIS)
Milz, Simon; Strunz, Walter T
2015-01-01
We analyze the metric properties of conditioned quantum state spaces M η (n×m) . These spaces are the convex sets of nm×nm density matrices that, when partially traced over m degrees of freedom, respectively yield the given n × n density matrix η. For the case n = 2, the volume of M η (2×m) equipped with the Hilbert–Schmidt measure can be conjectured to be a simple polynomial of the radius of η in the Bloch-ball. Remarkably, for m=2,3 we find numerically that the probability p sep (2×m) (η) to find a separable state in M η (2×m) is independent of η (except for η pure). For m>3, the same holds for p PosPart (2×m) (η), the probability to find a state with a positive partial transpose in M η (2×m) . These results are proven analytically for the case of the family of 4 × 4 X-states, and thoroughly numerically investigated for the general case. The important implications of these findings for the clarification of open problems in quantum theory are pointed out and discussed. (paper)
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.)
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.
Estimating linear temporal trends from aggregated environmental monitoring data
Erickson, Richard A.; Gray, Brian R.; Eager, Eric A.
2017-01-01
Trend estimates are often used as part of environmental monitoring programs. These trends inform managers (e.g., are desired species increasing or undesired species decreasing?). Data collected from environmental monitoring programs is often aggregated (i.e., averaged), which confounds sampling and process variation. State-space models allow sampling variation and process variations to be separated. We used simulated time-series to compare linear trend estimations from three state-space models, a simple linear regression model, and an auto-regressive model. We also compared the performance of these five models to estimate trends from a long term monitoring program. We specifically estimated trends for two species of fish and four species of aquatic vegetation from the Upper Mississippi River system. We found that the simple linear regression had the best performance of all the given models because it was best able to recover parameters and had consistent numerical convergence. Conversely, the simple linear regression did the worst job estimating populations in a given year. The state-space models did not estimate trends well, but estimated population sizes best when the models converged. We found that a simple linear regression performed better than more complex autoregression and state-space models when used to analyze aggregated environmental monitoring data.
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
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.
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
A General State-Space Formulation for Online Scheduling
Directory of Open Access Journals (Sweden)
Dhruv Gupta
2017-11-01
Full Text Available We present a generalized state-space model formulation particularly motivated by an online scheduling perspective, which allows modeling (1 task-delays and unit breakdowns; (2 fractional delays and unit downtimes, when using discrete-time grid; (3 variable batch-sizes; (4 robust scheduling through the use of conservative yield estimates and processing times; (5 feedback on task-yield estimates before the task finishes; (6 task termination during its execution; (7 post-production storage of material in unit; and (8 unit capacity degradation and maintenance. Through these proposed generalizations, we enable a natural way to handle routinely encountered disturbances and a rich set of corresponding counter-decisions. Thereby, greatly simplifying and extending the possible application of mathematical programming based online scheduling solutions to diverse application settings. Finally, we demonstrate the effectiveness of this model on a case study from the field of bio-manufacturing.
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...
Defining a Family of Cognitive Diagnosis Models Using Log-Linear Models with Latent Variables
Henson, Robert A.; Templin, Jonathan L.; Willse, John T.
2009-01-01
This paper uses log-linear models with latent variables (Hagenaars, in "Loglinear Models with Latent Variables," 1993) to define a family of cognitive diagnosis models. In doing so, the relationship between many common models is explicitly defined and discussed. In addition, because the log-linear model with latent variables is a general model for…
Functional linear models for association analysis of quantitative traits.
Fan, Ruzong; Wang, Yifan; Mills, James L; Wilson, Alexander F; Bailey-Wilson, Joan E; Xiong, Momiao
2013-11-01
Functional linear models are developed in this paper for testing associations between quantitative traits and genetic variants, which can be rare variants or common variants or the combination of the two. By treating multiple genetic variants of an individual in a human population as a realization of a stochastic process, the genome of an individual in a chromosome region is a continuum of sequence data rather than discrete observations. The genome of an individual is viewed as a stochastic function that contains both linkage and linkage disequilibrium (LD) information of the genetic markers. By using techniques of functional data analysis, both fixed and mixed effect functional linear models are built to test the association between quantitative traits and genetic variants adjusting for covariates. After extensive simulation analysis, it is shown that the F-distributed tests of the proposed fixed effect functional linear models have higher power than that of sequence kernel association test (SKAT) and its optimal unified test (SKAT-O) for three scenarios in most cases: (1) the causal variants are all rare, (2) the causal variants are both rare and common, and (3) the causal variants are common. The superior performance of the fixed effect functional linear models is most likely due to its optimal utilization of both genetic linkage and LD information of multiple genetic variants in a genome and similarity among different individuals, while SKAT and SKAT-O only model the similarities and pairwise LD but do not model linkage and higher order LD information sufficiently. In addition, the proposed fixed effect models generate accurate type I error rates in simulation studies. We also show that the functional kernel score tests of the proposed mixed effect functional linear models are preferable in candidate gene analysis and small sample problems. The methods are applied to analyze three biochemical traits in data from the Trinity Students Study. © 2013 WILEY
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...
Stochastic modeling of mode interactions via linear parabolized stability equations
Ran, Wei; Zare, Armin; Hack, M. J. Philipp; Jovanovic, Mihailo
2017-11-01
Low-complexity approximations of the Navier-Stokes equations have been widely used in the analysis of wall-bounded shear flows. In particular, the parabolized stability equations (PSE) and Floquet theory have been employed to capture the evolution of primary and secondary instabilities in spatially-evolving flows. We augment linear PSE with Floquet analysis to formally treat modal interactions and the evolution of secondary instabilities in the transitional boundary layer via a linear progression. To this end, we leverage Floquet theory by incorporating the primary instability into the base flow and accounting for different harmonics in the flow state. A stochastic forcing is introduced into the resulting linear dynamics to model the effect of nonlinear interactions on the evolution of modes. We examine the H-type transition scenario to demonstrate how our approach can be used to model nonlinear effects and capture the growth of the fundamental and subharmonic modes observed in direct numerical simulations and experiments.
ASAP: An Extensible Platform for State Space Analysis
DEFF Research Database (Denmark)
Westergaard, Michael; Evangelista, Sami; Kristensen, Lars Michael
2009-01-01
The ASCoVeCo State space Analysis Platform (ASAP) is a tool for performing explicit state space analysis of coloured Petri nets (CPNs) and other formalisms. ASAP supports a wide range of state space reduction techniques and is intended to be easy to extend and to use, making it a suitable tool fo...... for students, researchers, and industrial users that would like to analyze protocols and/or experiment with different algorithms. This paper presents ASAP from these two perspectives....
Musso, Francesco; Konrad, Andreas; Vucurevic, Goran; Schäffner, Cornelius; Friedrich, Britta; Frech, Peter; Stoeter, Peter; Winterer, Georg
2006-02-15
Human cortical information processing is thought to be dominated by distributed activity in vector state space (Churchland, P.S., Sejnowski, T.J., 1992. The Computational Brain. MIT Press, Cambridge.). In principle, it should be possible to quantify distributed brain activation with independent component analysis (ICA) through vector-based decomposition, i.e., through a separation of a mixture of sources. Using event-related functional magnetic resonance imaging (fMRI) during a selective attention-requiring task (visual oddball), we explored how the number of independent components within activated cortical areas is related to reaction time. Prior to ICA, the activated cortical areas were determined on the basis of a General linear model (GLM) voxel-by-voxel analysis of the target stimuli (checkerboard reversal). Two activated cortical areas (temporoparietal cortex, medial prefrontal cortex) were further investigated as these cortical regions are known to be the sites of simultaneously active electromagnetic generators which give rise to the compound event-related potential P300 during oddball task conditions. We found that the number of independent components more strongly predicted reaction time than the overall level of "activation" (GLM BOLD-response) in the left temporoparietal area whereas in the medial prefrontal cortex both ICA and GLM predicted reaction time equally well. Comparable correlations were not seen when principle components were used instead of independent components. These results indicate that the number of independently activated components, i.e., a high level of cortical activation complexity in cortical vector state space, may index particularly efficient information processing during selective attention-requiring tasks. To our best knowledge, this is the first report describing a potential relationship between neuronal generators of cognitive processes, the associated electrophysiological evidence for the existence of distributed networks
Linear modeling of possible mechanisms for parkinson tremor generation
Lohnberg, P.
1978-01-01
The power of Parkinson tremor is expressed in terms of possibly changed frequency response functions between relevant variables in the neuromuscular system. The derivation starts out from a linear loopless equivalent model of mechanisms for general tremor generation. Hypothetical changes in this
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.)
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.
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
Confidence Intervals for Assessing Heterogeneity in Generalized Linear Mixed Models
Wagler, Amy E.
2014-01-01
Generalized linear mixed models are frequently applied to data with clustered categorical outcomes. The effect of clustering on the response is often difficult to practically assess partly because it is reported on a scale on which comparisons with regression parameters are difficult to make. This article proposes confidence intervals for…
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...
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
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...
Plane answers to complex questions the theory of linear models
Christensen, Ronald
1987-01-01
This book was written to rigorously illustrate the practical application of the projective approach to linear models. To some, this may seem contradictory. I contend that it is possible to be both rigorous and illustrative and that it is possible to use the projective approach in practical applications. Therefore, unlike many other books on linear models, the use of projections and sub spaces does not stop after the general theory. They are used wherever I could figure out how to do it. Solving normal equations and using calculus (outside of maximum likelihood theory) are anathema to me. This is because I do not believe that they contribute to the understanding of linear models. I have similar feelings about the use of side conditions. Such topics are mentioned when appropriate and thenceforward avoided like the plague. On the other side of the coin, I just as strenuously reject teaching linear models with a coordinate free approach. Although Joe Eaton assures me that the issues in complicated problems freq...
A simulation model of a coordinated decentralized linear supply chain
Ashayeri, Jalal; Cannella, S.; Lopez Campos, M.; Miranda, P.A.
2015-01-01
This paper presents a simulation-based study of a coordinated, decentralized linear supply chain (SC) system. In the proposed model, any supply tier considers its successors as part of its inventory system and generates replenishment orders on the basis of its partners’ operational information. We
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.
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 ...
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 ...
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/
Modeling and verifying non-linearities in heterodyne displacement interferometry
Cosijns, S.J.A.G.; Haitjema, H.; Schellekens, P.H.J.
2002-01-01
The non-linearities in a heterodyne laser interferometer system occurring from the phase measurement system of the interferometer andfrom non-ideal polarization effects of the optics are modeled into one analytical expression which includes the initial polarization state ofthe laser source, the
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....
Identifiability Results for Several Classes of Linear Compartment Models.
Meshkat, Nicolette; Sullivant, Seth; Eisenberg, Marisa
2015-08-01
Identifiability concerns finding which unknown parameters of a model can be estimated, uniquely or otherwise, from given input-output data. If some subset of the parameters of a model cannot be determined given input-output data, then we say the model is unidentifiable. In this work, we study linear compartment models, which are a class of biological models commonly used in pharmacokinetics, physiology, and ecology. In past work, we used commutative algebra and graph theory to identify a class of linear compartment models that we call identifiable cycle models, which are unidentifiable but have the simplest possible identifiable functions (so-called monomial cycles). Here we show how to modify identifiable cycle models by adding inputs, adding outputs, or removing leaks, in such a way that we obtain an identifiable model. We also prove a constructive result on how to combine identifiable models, each corresponding to strongly connected graphs, into a larger identifiable model. We apply these theoretical results to several real-world biological models from physiology, cell biology, and ecology.
Finite element modeling of nanotube structures linear and non-linear models
Awang, Mokhtar; Muhammad, Ibrahim Dauda
2016-01-01
This book presents a new approach to modeling carbon structures such as graphene and carbon nanotubes using finite element methods, and addresses the latest advances in numerical studies for these materials. Based on the available findings, the book develops an effective finite element approach for modeling the structure and the deformation of grapheme-based materials. Further, modeling processing for single-walled and multi-walled carbon nanotubes is demonstrated in detail.
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.
Deterministic operations research models and methods in linear optimization
Rader, David J
2013-01-01
Uniquely blends mathematical theory and algorithm design for understanding and modeling real-world problems Optimization modeling and algorithms are key components to problem-solving across various fields of research, from operations research and mathematics to computer science and engineering. Addressing the importance of the algorithm design process. Deterministic Operations Research focuses on the design of solution methods for both continuous and discrete linear optimization problems. The result is a clear-cut resource for understanding three cornerstones of deterministic operations resear
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)
Artificial Neural Network versus Linear Models Forecasting Doha Stock Market
Yousif, Adil; Elfaki, Faiz
2017-12-01
The purpose of this study is to determine the instability of Doha stock market and develop forecasting models. Linear time series models are used and compared with a nonlinear Artificial Neural Network (ANN) namely Multilayer Perceptron (MLP) Technique. It aims to establish the best useful model based on daily and monthly data which are collected from Qatar exchange for the period starting from January 2007 to January 2015. Proposed models are for the general index of Qatar stock exchange and also for the usages in other several sectors. With the help of these models, Doha stock market index and other various sectors were predicted. The study was conducted by using various time series techniques to study and analyze data trend in producing appropriate results. After applying several models, such as: Quadratic trend model, double exponential smoothing model, and ARIMA, it was concluded that ARIMA (2,2) was the most suitable linear model for the daily general index. However, ANN model was found to be more accurate than time series models.
A linearized dispersion relation for orthorhombic pseudo-acoustic modeling
Song, Xiaolei; Alkhalifah, Tariq Ali
2012-01-01
Wavefield extrapolation in acoustic orthorhombic anisotropic media suffers from wave-mode coupling and stability limitations in the parameter range. We introduce a linearized form of the dispersion relation for acoustic orthorhombic media to model acoustic wavefields. We apply the lowrank approximation approach to handle the corresponding space-wavenumber mixed-domain operator. Numerical experiments show that the proposed wavefield extrapolator is accurate and practically free of dispersions. Further, there is no coupling of qSv and qP waves, because we use the analytical dispersion relation. No constraints on Thomsen's parameters are required for stability. The linearized expression may provide useful application for parameter estimation in orthorhombic media.
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)
Optimal difference-based estimation for partially linear models
Zhou, Yuejin; Cheng, Yebin; Dai, Wenlin; Tong, Tiejun
2017-01-01
Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.
Modeling and analysis of linear hyperbolic systems of balance laws
Bartecki, Krzysztof
2016-01-01
This monograph focuses on the mathematical modeling of distributed parameter systems in which mass/energy transport or wave propagation phenomena occur and which are described by partial differential equations of hyperbolic type. The case of linear (or linearized) 2 x 2 hyperbolic systems of balance laws is considered, i.e., systems described by two coupled linear partial differential equations with two variables representing physical quantities, depending on both time and one-dimensional spatial variable. Based on practical examples of a double-pipe heat exchanger and a transportation pipeline, two typical configurations of boundary input signals are analyzed: collocated, wherein both signals affect the system at the same spatial point, and anti-collocated, in which the input signals are applied to the two different end points of the system. The results of this book emerge from the practical experience of the author gained during his studies conducted in the experimental installation of a heat exchange cente...
Optimal difference-based estimation for partially linear models
Zhou, Yuejin
2017-12-16
Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.
A penalized framework for distributed lag non-linear models.
Gasparrini, Antonio; Scheipl, Fabian; Armstrong, Ben; Kenward, Michael G
2017-09-01
Distributed lag non-linear models (DLNMs) are a modelling tool for describing potentially non-linear and delayed dependencies. Here, we illustrate an extension of the DLNM framework through the use of penalized splines within generalized additive models (GAM). This extension offers built-in model selection procedures and the possibility of accommodating assumptions on the shape of the lag structure through specific penalties. In addition, this framework includes, as special cases, simpler models previously proposed for linear relationships (DLMs). Alternative versions of penalized DLNMs are compared with each other and with the standard unpenalized version in a simulation study. Results show that this penalized extension to the DLNM class provides greater flexibility and improved inferential properties. The framework exploits recent theoretical developments of GAMs and is implemented using efficient routines within freely available software. Real-data applications are illustrated through two reproducible examples in time series and survival analysis. © 2017 The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.
General mirror pairs for gauged linear sigma models
Energy Technology Data Exchange (ETDEWEB)
Aspinwall, Paul S.; Plesser, M. Ronen [Departments of Mathematics and Physics, Duke University,Box 90320, Durham, NC 27708-0320 (United States)
2015-11-05
We carefully analyze the conditions for an abelian gauged linear σ-model to exhibit nontrivial IR behavior described by a nonsingular superconformal field theory determining a superstring vacuum. This is done without reference to a geometric phase, by associating singular behavior to a noncompact space of (semi-)classical vacua. We find that models determined by reflexive combinatorial data are nonsingular for generic values of their parameters. This condition has the pleasant feature that the mirror of a nonsingular gauged linear σ-model is another such model, but it is clearly too strong and we provide an example of a non-reflexive mirror pair. We discuss a weaker condition inspired by considering extremal transitions, which is also mirror symmetric and which we conjecture to be sufficient. We apply these ideas to extremal transitions and to understanding the way in which both Berglund-Hübsch mirror symmetry and the Vafa-Witten mirror orbifold with discrete torsion can be seen as special cases of the general combinatorial duality of gauged linear σ-models. In the former case we encounter an example showing that our weaker condition is still not necessary.
General mirror pairs for gauged linear sigma models
International Nuclear Information System (INIS)
Aspinwall, Paul S.; Plesser, M. Ronen
2015-01-01
We carefully analyze the conditions for an abelian gauged linear σ-model to exhibit nontrivial IR behavior described by a nonsingular superconformal field theory determining a superstring vacuum. This is done without reference to a geometric phase, by associating singular behavior to a noncompact space of (semi-)classical vacua. We find that models determined by reflexive combinatorial data are nonsingular for generic values of their parameters. This condition has the pleasant feature that the mirror of a nonsingular gauged linear σ-model is another such model, but it is clearly too strong and we provide an example of a non-reflexive mirror pair. We discuss a weaker condition inspired by considering extremal transitions, which is also mirror symmetric and which we conjecture to be sufficient. We apply these ideas to extremal transitions and to understanding the way in which both Berglund-Hübsch mirror symmetry and the Vafa-Witten mirror orbifold with discrete torsion can be seen as special cases of the general combinatorial duality of gauged linear σ-models. In the former case we encounter an example showing that our weaker condition is still not necessary.
Robust Linear Models for Cis-eQTL Analysis.
Rantalainen, Mattias; Lindgren, Cecilia M; Holmes, Christopher C
2015-01-01
Expression Quantitative Trait Loci (eQTL) analysis enables characterisation of functional genetic variation influencing expression levels of individual genes. In outbread populations, including humans, eQTLs are commonly analysed using the conventional linear model, adjusting for relevant covariates, assuming an allelic dosage model and a Gaussian error term. However, gene expression data generally have noise that induces heavy-tailed errors relative to the Gaussian distribution and often include atypical observations, or outliers. Such departures from modelling assumptions can lead to an increased rate of type II errors (false negatives), and to some extent also type I errors (false positives). Careful model checking can reduce the risk of type-I errors but often not type II errors, since it is generally too time-consuming to carefully check all models with a non-significant effect in large-scale and genome-wide studies. Here we propose the application of a robust linear model for eQTL analysis to reduce adverse effects of deviations from the assumption of Gaussian residuals. We present results from a simulation study as well as results from the analysis of real eQTL data sets. Our findings suggest that in many situations robust models have the potential to provide more reliable eQTL results compared to conventional linear models, particularly in respect to reducing type II errors due to non-Gaussian noise. Post-genomic data, such as that generated in genome-wide eQTL studies, are often noisy and frequently contain atypical observations. Robust statistical models have the potential to provide more reliable results and increased statistical power under non-Gaussian conditions. The results presented here suggest that robust models should be considered routinely alongside other commonly used methodologies for eQTL analysis.
Complexity in Simplicity: Flexible Agent-based State Space Exploration
DEFF Research Database (Denmark)
Rasmussen, Jacob Illum; Larsen, Kim Guldstrand
2007-01-01
In this paper, we describe a new flexible framework for state space exploration based on cooperating agents. The idea is to let various agents with different search patterns explore the state space individually and communicate information about fruitful subpaths of the search tree to each other...
Adaptive importance sampling of random walks on continuous state spaces
International Nuclear Information System (INIS)
Baggerly, K.; Cox, D.; Picard, R.
1998-01-01
The authors consider adaptive importance sampling for a random walk with scoring in a general state space. Conditions under which exponential convergence occurs to the zero-variance solution are reviewed. These results generalize previous work for finite, discrete state spaces in Kollman (1993) and in Kollman, Baggerly, Cox, and Picard (1996). This paper is intended for nonstatisticians and includes considerable explanatory material
A Database Approach to Distributed State Space Generation
Blom, Stefan; Lisser, Bert; van de Pol, Jan Cornelis; Weber, M.
2007-01-01
We study distributed state space generation on a cluster of workstations. It is explained why state space partitioning by a global hash function is problematic when states contain variables from unbounded domains, such as lists or other recursive datatypes. Our solution is to introduce a database
A Compositional Sweep-Line State Space Exploration Method
DEFF Research Database (Denmark)
Kristensen, Lars Michael; Mailund, Thomas
2002-01-01
State space exploration is a main approach to verification of finite-state systems. The sweep-line method exploits a certain kind of progress present in many systems to reduce peak memory usage during state space exploration. We present a new sweep-line algorithm for a compositional setting where...
A Database Approach to Distributed State Space Generation
Blom, Stefan; Lisser, Bert; van de Pol, Jan Cornelis; Weber, M.; Cerna, I.; Haverkort, Boudewijn R.H.M.
2008-01-01
We study distributed state space generation on a cluster of workstations. It is explained why state space partitioning by a global hash function is problematic when states contain variables from unbounded domains, such as lists or other recursive datatypes. Our solution is to introduce a database
Linear models for joint association and linkage QTL mapping
Directory of Open Access Journals (Sweden)
Fernando Rohan L
2009-09-01
Full Text Available Abstract Background Populational linkage disequilibrium and within-family linkage are commonly used for QTL mapping and marker assisted selection. The combination of both results in more robust and accurate locations of the QTL, but models proposed so far have been either single marker, complex in practice or well fit to a particular family structure. Results We herein present linear model theory to come up with additive effects of the QTL alleles in any member of a general pedigree, conditional to observed markers and pedigree, accounting for possible linkage disequilibrium among QTLs and markers. The model is based on association analysis in the founders; further, the additive effect of the QTLs transmitted to the descendants is a weighted (by the probabilities of transmission average of the substitution effects of founders' haplotypes. The model allows for non-complete linkage disequilibrium QTL-markers in the founders. Two submodels are presented: a simple and easy to implement Haley-Knott type regression for half-sib families, and a general mixed (variance component model for general pedigrees. The model can use information from all markers. The performance of the regression method is compared by simulation with a more complex IBD method by Meuwissen and Goddard. Numerical examples are provided. Conclusion The linear model theory provides a useful framework for QTL mapping with dense marker maps. Results show similar accuracies but a bias of the IBD method towards the center of the region. Computations for the linear regression model are extremely simple, in contrast with IBD methods. Extensions of the model to genomic selection and multi-QTL mapping are straightforward.
A Graphical User Interface to Generalized Linear Models in MATLAB
Directory of Open Access Journals (Sweden)
Peter Dunn
1999-07-01
Full Text Available Generalized linear models unite a wide variety of statistical models in a common theoretical framework. This paper discusses GLMLAB-software that enables such models to be fitted in the popular mathematical package MATLAB. It provides a graphical user interface to the powerful MATLAB computational engine to produce a program that is easy to use but with many features, including offsets, prior weights and user-defined distributions and link functions. MATLAB's graphical capacities are also utilized in providing a number of simple residual diagnostic plots.
On classical state space realizability of bilinear inout-output differential equations
Kotta, U.; Mullari, T.; Kotta, P.; Zinober, A.S.I.
2006-01-01
This paper studies the realizability property of continuous-time bilinear i/o equations in the classical state space form. Constraints on the parameters of the bilinear i/o model are suggested that lead to realizable models. The paper proves that the 2nd order bilinear i/o differential equation, unlike the discrete-time case, is always realizable in the classical state space form. The complete list of 3rd and 4th order realizable i/o bilinear models is given and two subclasses of realizable i...
MAGDM linear-programming models with distinct uncertain preference structures.
Xu, Zeshui S; Chen, Jian
2008-10-01
Group decision making with preference information on alternatives is an interesting and important research topic which has been receiving more and more attention in recent years. The purpose of this paper is to investigate multiple-attribute group decision-making (MAGDM) problems with distinct uncertain preference structures. We develop some linear-programming models for dealing with the MAGDM problems, where the information about attribute weights is incomplete, and the decision makers have their preferences on alternatives. The provided preference information can be represented in the following three distinct uncertain preference structures: 1) interval utility values; 2) interval fuzzy preference relations; and 3) interval multiplicative preference relations. We first establish some linear-programming models based on decision matrix and each of the distinct uncertain preference structures and, then, develop some linear-programming models to integrate all three structures of subjective uncertain preference information provided by the decision makers and the objective information depicted in the decision matrix. Furthermore, we propose a simple and straightforward approach in ranking and selecting the given alternatives. It is worth pointing out that the developed models can also be used to deal with the situations where the three distinct uncertain preference structures are reduced to the traditional ones, i.e., utility values, fuzzy preference relations, and multiplicative preference relations. Finally, we use a practical example to illustrate in detail the calculation process of the developed approach.
DEFF Research Database (Denmark)
Kooths, Stefan; Mitze, Timo Friedel; Ringhut, Eric
2004-01-01
This paper compares the predictive power of linear econometric and non-linear computational models for forecasting the inflation rate in the European Monetary Union (EMU). Various models of both types are developed using different monetary and real activity indicators. They are compared according...
Modelling of Asphalt Concrete Stiffness in the Linear Viscoelastic Region
Mazurek, Grzegorz; Iwański, Marek
2017-10-01
Stiffness modulus is a fundamental parameter used in the modelling of the viscoelastic behaviour of bituminous mixtures. On the basis of the master curve in the linear viscoelasticity range, the mechanical properties of asphalt concrete at different loading times and temperatures can be predicted. This paper discusses the construction of master curves under rheological mathematical models i.e. the sigmoidal function model (MEPDG), the fractional model, and Bahia and co-workers’ model in comparison to the results from mechanistic rheological models i.e. the generalized Huet-Sayegh model, the generalized Maxwell model and the Burgers model. For the purposes of this analysis, the reference asphalt concrete mix (denoted as AC16W) intended for the binder coarse layer and for traffic category KR3 (5×105 controlled strain mode. The fixed strain level was set at 25με to guarantee that the stiffness modulus of the asphalt concrete would be tested in a linear viscoelasticity range. The master curve was formed using the time-temperature superposition principle (TTSP). The stiffness modulus of asphalt concrete was determined at temperatures 10°C, 20°C and 40°C and at loading times (frequency) of 0.1, 0.3, 1, 3, 10, 20 Hz. The model parameters were fitted to the rheological models using the original programs based on the nonlinear least squares sum method. All the rheological models under analysis were found to be capable of predicting changes in the stiffness modulus of the reference asphalt concrete to satisfactory accuracy. In the cases of the fractional model and the generalized Maxwell model, their accuracy depends on a number of elements in series. The best fit was registered for Bahia and co-workers model, generalized Maxwell model and fractional model. As for predicting the phase angle parameter, the largest discrepancies between experimental and modelled results were obtained using the fractional model. Except the Burgers model, the model matching quality was
A Non-Gaussian Spatial Generalized Linear Latent Variable Model
Irincheeva, Irina
2012-08-03
We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.
Linear Model for Optimal Distributed Generation Size Predication
Directory of Open Access Journals (Sweden)
Ahmed Al Ameri
2017-01-01
Full Text Available This article presents a linear model predicting optimal size of Distributed Generation (DG that addresses the minimum power loss. This method is based fundamentally on strong coupling between active power and voltage angle as well as between reactive power and voltage magnitudes. This paper proposes simplified method to calculate the total power losses in electrical grid for different distributed generation sizes and locations. The method has been implemented and tested on several IEEE bus test systems. The results show that the proposed method is capable of predicting approximate optimal size of DG when compared with precision calculations. The method that linearizes a complex model showed a good result, which can actually reduce processing time required. The acceptable accuracy with less time and memory required can help the grid operator to assess power system integrated within large-scale distribution generation.
A non-linear model of economic production processes
Ponzi, A.; Yasutomi, A.; Kaneko, K.
2003-06-01
We present a new two phase model of economic production processes which is a non-linear dynamical version of von Neumann's neoclassical model of production, including a market price-setting phase as well as a production phase. The rate of an economic production process is observed, for the first time, to depend on the minimum of its input supplies. This creates highly non-linear supply and demand dynamics. By numerical simulation, production networks are shown to become unstable when the ratio of different products to total processes increases. This provides some insight into observed stability of competitive capitalist economies in comparison to monopolistic economies. Capitalist economies are also shown to have low unemployment.
A Non-Gaussian Spatial Generalized Linear Latent Variable Model
Irincheeva, Irina; Cantoni, Eva; Genton, Marc G.
2012-01-01
We consider a spatial generalized linear latent variable model with and without normality distributional assumption on the latent variables. When the latent variables are assumed to be multivariate normal, we apply a Laplace approximation. To relax the assumption of marginal normality in favor of a mixture of normals, we construct a multivariate density with Gaussian spatial dependence and given multivariate margins. We use the pairwise likelihood to estimate the corresponding spatial generalized linear latent variable model. The properties of the resulting estimators are explored by simulations. In the analysis of an air pollution data set the proposed methodology uncovers weather conditions to be a more important source of variability than air pollution in explaining all the causes of non-accidental mortality excluding accidents. © 2012 International Biometric Society.
NON-LINEAR FINITE ELEMENT MODELING OF DEEP DRAWING PROCESS
Directory of Open Access Journals (Sweden)
Hasan YILDIZ
2004-03-01
Full Text Available Deep drawing process is one of the main procedures used in different branches of industry. Finding numerical solutions for determination of the mechanical behaviour of this process will save time and money. In die surfaces, which have complex geometries, it is hard to determine the effects of parameters of sheet metal forming. Some of these parameters are wrinkling, tearing, and determination of the flow of the thin sheet metal in the die and thickness change. However, the most difficult one is determination of material properties during plastic deformation. In this study, the effects of all these parameters are analyzed before producing the dies. The explicit non-linear finite element method is chosen to be used in the analysis. The numerical results obtained for non-linear material and contact models are also compared with the experiments. A good agreement between the numerical and the experimental results is obtained. The results obtained for the models are given in detail.
Dynamic generalized linear models for monitoring endemic diseases
DEFF Research Database (Denmark)
Lopes Antunes, Ana Carolina; Jensen, Dan; Hisham Beshara Halasa, Tariq
2016-01-01
The objective was to use a Dynamic Generalized Linear Model (DGLM) based on abinomial distribution with a linear trend, for monitoring the PRRS (Porcine Reproductive and Respiratory Syndrome sero-prevalence in Danish swine herds. The DGLM was described and its performance for monitoring control...... and eradication programmes based on changes in PRRS sero-prevalence was explored. Results showed a declining trend in PRRS sero-prevalence between 2007 and 2014 suggesting that Danish herds are slowly eradicating PRRS. The simulation study demonstrated the flexibility of DGLMs in adapting to changes intrends...... in sero-prevalence. Based on this, it was possible to detect variations in the growth model component. This study is a proof-of-concept, demonstrating the use of DGLMs for monitoring endemic diseases. In addition, the principles stated might be useful in general research on monitoring and surveillance...
Estimation and Inference for Very Large Linear Mixed Effects Models
Gao, K.; Owen, A. B.
2016-01-01
Linear mixed models with large imbalanced crossed random effects structures pose severe computational problems for maximum likelihood estimation and for Bayesian analysis. The costs can grow as fast as $N^{3/2}$ when there are N observations. Such problems arise in any setting where the underlying factors satisfy a many to many relationship (instead of a nested one) and in electronic commerce applications, the N can be quite large. Methods that do not account for the correlation structure can...
Using Quartile-Quartile Lines as Linear Models
Gordon, Sheldon P.
2015-01-01
This article introduces the notion of the quartile-quartile line as an alternative to the regression line and the median-median line to produce a linear model based on a set of data. It is based on using the first and third quartiles of a set of (x, y) data. Dynamic spreadsheets are used as exploratory tools to compare the different approaches and…
NON-LINEAR MODELING OF THE RHIC INTERACTION REGIONS
International Nuclear Information System (INIS)
TOMAS, R.; FISCHER, W.; JAIN, A.; LUO, Y.; PILAT, F.
2004-01-01
For RHIC's collision lattices the dominant sources of transverse non-linearities are located in the interaction regions. The field quality is available for most of the magnets in the interaction regions from the magnetic measurements, or from extrapolations of these measurements. We discuss the implementation of these measurements in the MADX models of the Blue and the Yellow rings and their impact on beam stability
Electromagnetic axial anomaly in a generalized linear sigma model
Fariborz, Amir H.; Jora, Renata
2017-06-01
We construct the electromagnetic anomaly effective term for a generalized linear sigma model with two chiral nonets, one with a quark-antiquark structure, the other one with a four-quark content. We compute in the leading order of this framework the decays into two photons of six pseudoscalars: π0(137 ), π0(1300 ), η (547 ), η (958 ), η (1295 ) and η (1760 ). Our results agree well with the available experimental data.
Comparison of Linear Prediction Models for Audio Signals
Directory of Open Access Journals (Sweden)
2009-03-01
Full Text Available While linear prediction (LP has become immensely popular in speech modeling, it does not seem to provide a good approach for modeling audio signals. This is somewhat surprising, since a tonal signal consisting of a number of sinusoids can be perfectly predicted based on an (all-pole LP model with a model order that is twice the number of sinusoids. We provide an explanation why this result cannot simply be extrapolated to LP of audio signals. If noise is taken into account in the tonal signal model, a low-order all-pole model appears to be only appropriate when the tonal components are uniformly distributed in the Nyquist interval. Based on this observation, different alternatives to the conventional LP model can be suggested. Either the model should be changed to a pole-zero, a high-order all-pole, or a pitch prediction model, or the conventional LP model should be preceded by an appropriate frequency transform, such as a frequency warping or downsampling. By comparing these alternative LP models to the conventional LP model in terms of frequency estimation accuracy, residual spectral flatness, and perceptual frequency resolution, we obtain several new and promising approaches to LP-based audio modeling.
A quasi-linear gyrokinetic transport model for tokamak plasmas
International Nuclear Information System (INIS)
Casati, A.
2009-10-01
After a presentation of some basics around nuclear fusion, this research thesis introduces the framework of the tokamak strategy to deal with confinement, hence the main plasma instabilities which are responsible for turbulent transport of energy and matter in such a system. The author also briefly introduces the two principal plasma representations, the fluid and the kinetic ones. He explains why the gyro-kinetic approach has been preferred. A tokamak relevant case is presented in order to highlight the relevance of a correct accounting of the kinetic wave-particle resonance. He discusses the issue of the quasi-linear response. Firstly, the derivation of the model, called QuaLiKiz, and its underlying hypotheses to get the energy and the particle turbulent flux are presented. Secondly, the validity of the quasi-linear response is verified against the nonlinear gyro-kinetic simulations. The saturation model that is assumed in QuaLiKiz, is presented and discussed. Then, the author qualifies the global outcomes of QuaLiKiz. Both the quasi-linear energy and the particle flux are compared to the expectations from the nonlinear simulations, across a wide scan of tokamak relevant parameters. Therefore, the coupling of QuaLiKiz within the integrated transport solver CRONOS is presented: this procedure allows the time-dependent transport problem to be solved, hence the direct application of the model to the experiment. The first preliminary results regarding the experimental analysis are finally discussed
Projective limits of state spaces II. Quantum formalism
Lanéry, Suzanne; Thiemann, Thomas
2017-06-01
In this series of papers, we investigate the projective framework initiated by Kijowski (1977) and Okołów (2009, 2014, 2013), which describes the states of a quantum theory as projective families of density matrices. A short reading guide to the series can be found in Lanéry (2016). After discussing the formalism at the classical level in a first paper (Lanéry, 2017), the present second paper is devoted to the quantum theory. In particular, we inspect in detail how such quantum projective state spaces relate to inductive limit Hilbert spaces and to infinite tensor product constructions (Lanéry, 2016, subsection 3.1) [1]. Regarding the quantization of classical projective structures into quantum ones, we extend the results by Okołów (2013), that were set up in the context of linear configuration spaces, to configuration spaces given by simply-connected Lie groups, and to holomorphic quantization of complex phase spaces (Lanéry, 2016, subsection 2.2) [1].
Linear theory for filtering nonlinear multiscale systems with model error.
Berry, Tyrus; Harlim, John
2014-07-08
In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online , as part of a filtering
Technical note: A linear model for predicting δ13 Cprotein.
Pestle, William J; Hubbe, Mark; Smith, Erin K; Stevenson, Joseph M
2015-08-01
Development of a model for the prediction of δ(13) Cprotein from δ(13) Ccollagen and Δ(13) Cap-co . Model-generated values could, in turn, serve as "consumer" inputs for multisource mixture modeling of paleodiet. Linear regression analysis of previously published controlled diet data facilitated the development of a mathematical model for predicting δ(13) Cprotein (and an experimentally generated error term) from isotopic data routinely generated during the analysis of osseous remains (δ(13) Cco and Δ(13) Cap-co ). Regression analysis resulted in a two-term linear model (δ(13) Cprotein (%) = (0.78 × δ(13) Cco ) - (0.58× Δ(13) Cap-co ) - 4.7), possessing a high R-value of 0.93 (r(2) = 0.86, P analysis of human osseous remains. These predicted values are ideal for use in multisource mixture modeling of dietary protein source contribution. © 2015 Wiley Periodicals, Inc.
Neutron stars in non-linear coupling models
International Nuclear Information System (INIS)
Taurines, Andre R.; Vasconcellos, Cesar A.Z.; Malheiro, Manuel; Chiapparini, Marcelo
2001-01-01
We present a class of relativistic models for nuclear matter and neutron stars which exhibits a parameterization, through mathematical constants, of the non-linear meson-baryon couplings. For appropriate choices of the parameters, it recovers current QHD models found in the literature: Walecka, ZM and ZM3 models. We have found that the ZM3 model predicts a very small maximum neutron star mass, ∼ 0.72M s un. A strong similarity between the results of ZM-like models and those with exponential couplings is noted. Finally, we discuss the very intense scalar condensates found in the interior of neutron stars which may lead to negative effective masses. (author)
Neutron stars in non-linear coupling models
Energy Technology Data Exchange (ETDEWEB)
Taurines, Andre R.; Vasconcellos, Cesar A.Z. [Rio Grande do Sul Univ., Porto Alegre, RS (Brazil); Malheiro, Manuel [Universidade Federal Fluminense, Niteroi, RJ (Brazil); Chiapparini, Marcelo [Universidade do Estado, Rio de Janeiro, RJ (Brazil)
2001-07-01
We present a class of relativistic models for nuclear matter and neutron stars which exhibits a parameterization, through mathematical constants, of the non-linear meson-baryon couplings. For appropriate choices of the parameters, it recovers current QHD models found in the literature: Walecka, ZM and ZM3 models. We have found that the ZM3 model predicts a very small maximum neutron star mass, {approx} 0.72M{sub s}un. A strong similarity between the results of ZM-like models and those with exponential couplings is noted. Finally, we discuss the very intense scalar condensates found in the interior of neutron stars which may lead to negative effective masses. (author)
Modelling of Rotational Capacity in Reinforced Linear Elements
DEFF Research Database (Denmark)
Hestbech, Lars; Hagsten, Lars German; Fisker, Jakob
2011-01-01
on the rotational capacity of the plastic hinges. The documentation of ductility can be a difficult task as modelling of rotational capacity in plastic hinges of frames is not fully developed. On the basis of the Theory of Plasticity a model is developed to determine rotational capacity in plastic hinges in linear......The Capacity Design Method forms the basis of several seismic design codes. This design philosophy allows plastic deformations in order to decrease seismic demands in structures. However, these plastic deformations must be localized in certain zones where ductility requirements can be documented...... reinforced concrete elements. The model is taking several important parameters into account. Empirical values is avoided which is considered an advantage compared to previous models. Furthermore, the model includes force variations in the reinforcement due to moment distributions and shear as well...
Sahin, Rubina; Tapadia, Kavita
2015-01-01
The three widely used isotherms Langmuir, Freundlich and Temkin were examined in an experiment using fluoride (F⁻) ion adsorption on a geo-material (limonite) at four different temperatures by linear and non-linear models. Comparison of linear and non-linear regression models were given in selecting the optimum isotherm for the experimental results. The coefficient of determination, r², was used to select the best theoretical isotherm. The four Langmuir linear equations (1, 2, 3, and 4) are discussed. Langmuir isotherm parameters obtained from the four Langmuir linear equations using the linear model differed but they were the same when using the nonlinear model. Langmuir-2 isotherm is one of the linear forms, and it had the highest coefficient of determination (r² = 0.99) compared to the other Langmuir linear equations (1, 3 and 4) in linear form, whereas, for non-linear, Langmuir-4 fitted best among all the isotherms because it had the highest coefficient of determination (r² = 0.99). The results showed that the non-linear model may be a better way to obtain the parameters. In the present work, the thermodynamic parameters show that the absorption of fluoride onto limonite is both spontaneous (ΔG 0). Scanning electron microscope and X-ray diffraction images also confirm the adsorption of F⁻ ion onto limonite. The isotherm and kinetic study reveals that limonite can be used as an adsorbent for fluoride removal. In future we can develop new technology for fluoride removal in large scale by using limonite which is cost-effective, eco-friendly and is easily available in the study area.
Network Traffic Monitoring Using Poisson Dynamic Linear Models
Energy Technology Data Exchange (ETDEWEB)
Merl, D. M. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
2011-05-09
In this article, we discuss an approach for network forensics using a class of nonstationary Poisson processes with embedded dynamic linear models. As a modeling strategy, the Poisson DLM (PoDLM) provides a very flexible framework for specifying structured effects that may influence the evolution of the underlying Poisson rate parameter, including diurnal and weekly usage patterns. We develop a novel particle learning algorithm for online smoothing and prediction for the PoDLM, and demonstrate the suitability of the approach to real-time deployment settings via a new application to computer network traffic monitoring.
On the chiral phase transition in the linear sigma model
International Nuclear Information System (INIS)
Tran Huu Phat; Nguyen Tuan Anh; Le Viet Hoa
2003-01-01
The Cornwall- Jackiw-Tomboulis (CJT) effective action for composite operators at finite temperature is used to investigate the chiral phase transition within the framework of the linear sigma model as the low-energy effective model of quantum chromodynamics (QCD). A new renormalization prescription for the CJT effective action in the Hartree-Fock (HF) approximation is proposed. A numerical study, which incorporates both thermal and quantum effect, shows that in this approximation the phase transition is of first order. However, taking into account the higher-loop diagrams contribution the order of phase transition is unchanged. (author)
Bayesian Subset Modeling for High-Dimensional Generalized Linear Models
Liang, Faming; Song, Qifan; Yu, Kai
2013-01-01
criterion model. The consistency of the resulting posterior is established under mild conditions. Further, a variable screening procedure is proposed based on the marginal inclusion probability, which shares the same properties of sure screening
Application of linearized model to the stability analysis of the pressurized water reactor
International Nuclear Information System (INIS)
Li Haipeng; Huang Xiaojin; Zhang Liangju
2008-01-01
A Linear Time-Invariant model of the Pressurized Water Reactor is formulated through the linearization of the nonlinear model. The model simulation results show that the linearized model agrees well with the nonlinear model under small perturbation. Based upon the Lyapunov's First Method, the linearized model is applied to the stability analysis of the Pressurized Water Reactor. The calculation results show that the methodology of linearization to stability analysis is conveniently feasible. (authors)
Esteley, Cristina B.; Villarreal, Monica E.; Alagia, Humberto R.
2010-01-01
Over the past several years, we have been exploring and researching a phenomenon that occurs among undergraduate students that we called extension of linear models to non-linear contexts or overgeneralization of linear models. This phenomenon appears when some students use linear representations in situations that are non-linear. In a first phase,…
A Linear Viscoelastic Model Calibration of Sylgard 184.
Energy Technology Data Exchange (ETDEWEB)
Long, Kevin Nicholas; Brown, Judith Alice
2017-04-01
We calibrate a linear thermoviscoelastic model for solid Sylgard 184 (90-10 formulation), a lightly cross-linked, highly flexible isotropic elastomer for use both in Sierra / Solid Mechanics via the Universal Polymer Model as well as in Sierra / Structural Dynamics (Salinas) for use as an isotropic viscoelastic material. Material inputs for the calibration in both codes are provided. The frequency domain master curve of oscillatory shear was obtained from a report from Los Alamos National Laboratory (LANL). However, because the form of that data is different from the constitutive models in Sierra, we also present the mapping of the LANL data onto Sandia’s constitutive models. Finally, blind predictions of cyclic tension and compression out to moderate strains of 40 and 20% respectively are compared with Sandia’s legacy cure schedule material. Although the strain rate of the data is unknown, the linear thermoviscoelastic model accurately predicts the experiments out to moderate strains for the slower strain rates, which is consistent with the expectation that quasistatic test procedures were likely followed. This good agreement comes despite the different cure schedules between the Sandia and LANL data.
Predicting Madura cattle growth curve using non-linear model
Widyas, N.; Prastowo, S.; Widi, T. S. M.; Baliarti, E.
2018-03-01
Madura cattle is Indonesian native. It is a composite breed that has undergone hundreds of years of selection and domestication to reach nowadays remarkable uniformity. Crossbreeding has reached the isle of Madura and the Madrasin, a cross between Madura cows and Limousine semen emerged. This paper aimed to compare the growth curve between Madrasin and one type of pure Madura cows, the common Madura cattle (Madura) using non-linear models. Madura cattles are kept traditionally thus reliable records are hardly available. Data were collected from small holder farmers in Madura. Cows from different age classes (5years) were observed, and body measurements (chest girth, body length and wither height) were taken. In total 63 Madura and 120 Madrasin records obtained. Linear model was built with cattle sub-populations and age as explanatory variables. Body weights were estimated based on the chest girth. Growth curves were built using logistic regression. Results showed that within the same age, Madrasin has significantly larger body compared to Madura (plogistic models fit better for Madura and Madrasin cattle data; with the estimated MSE for these models were 39.09 and 759.28 with prediction accuracy of 99 and 92% for Madura and Madrasin, respectively. Prediction of growth curve using logistic regression model performed well in both types of Madura cattle. However, attempts to administer accurate data on Madura cattle are necessary to better characterize and study these cattle.
A non-linear model of information seeking behaviour
Directory of Open Access Journals (Sweden)
Allen E. Foster
2005-01-01
Full Text Available The results of a qualitative, naturalistic, study of information seeking behaviour are reported in this paper. The study applied the methods recommended by Lincoln and Guba for maximising credibility, transferability, dependability, and confirmability in data collection and analysis. Sampling combined purposive and snowball methods, and led to a final sample of 45 inter-disciplinary researchers from the University of Sheffield. In-depth semi-structured interviews were used to elicit detailed examples of information seeking. Coding of interview transcripts took place in multiple iterations over time and used Atlas-ti software to support the process. The results of the study are represented in a non-linear Model of Information Seeking Behaviour. The model describes three core processes (Opening, Orientation, and Consolidation and three levels of contextual interaction (Internal Context, External Context, and Cognitive Approach, each composed of several individual activities and attributes. The interactivity and shifts described by the model show information seeking to be non-linear, dynamic, holistic, and flowing. The paper concludes by describing the whole model of behaviours as analogous to an artist's palette, in which activities remain available throughout information seeking. A summary of key implications of the model and directions for further research are included.
Effect Displays in R for Generalised Linear Models
Directory of Open Access Journals (Sweden)
John Fox
2003-07-01
Full Text Available This paper describes the implementation in R of a method for tabular or graphical display of terms in a complex generalised linear model. By complex, I mean a model that contains terms related by marginality or hierarchy, such as polynomial terms, or main effects and interactions. I call these tables or graphs effect displays. Effect displays are constructed by identifying high-order terms in a generalised linear model. Fitted values under the model are computed for each such term. The lower-order "relatives" of a high-order term (e.g., main effects marginal to an interaction are absorbed into the term, allowing the predictors appearing in the high-order term to range over their values. The values of other predictors are fixed at typical values: for example, a covariate could be fixed at its mean or median, a factor at its proportional distribution in the data, or to equal proportions in its several levels. Variations of effect displays are also described, including representation of terms higher-order to any appearing in the model.
Global numerical modeling of magnetized plasma in a linear device
DEFF Research Database (Denmark)
Magnussen, Michael Løiten
Understanding the turbulent transport in the plasma-edge in fusion devices is of utmost importance in order to make precise predictions for future fusion devices. The plasma turbulence observed in linear devices shares many important features with the turbulence observed in the edge of fusion dev...... with simulations performed at different ionization levels, using a simple model for plasma interaction with neutrals. It is found that the steady state and the saturated state of the system bifurcates when the neutral interaction dominates the electron-ion collisions.......Understanding the turbulent transport in the plasma-edge in fusion devices is of utmost importance in order to make precise predictions for future fusion devices. The plasma turbulence observed in linear devices shares many important features with the turbulence observed in the edge of fusion...... devices, and are easier to diagnose due to lower temperatures and a better access to the plasma. In order to gain greater insight into this complex turbulent behavior, numerical simulations of plasma in a linear device are performed in this thesis. Here, a three-dimensional drift-fluid model is derived...
Predicting birth weight with conditionally linear transformation models.
Möst, Lisa; Schmid, Matthias; Faschingbauer, Florian; Hothorn, Torsten
2016-12-01
Low and high birth weight (BW) are important risk factors for neonatal morbidity and mortality. Gynecologists must therefore accurately predict BW before delivery. Most prediction formulas for BW are based on prenatal ultrasound measurements carried out within one week prior to birth. Although successfully used in clinical practice, these formulas focus on point predictions of BW but do not systematically quantify uncertainty of the predictions, i.e. they result in estimates of the conditional mean of BW but do not deliver prediction intervals. To overcome this problem, we introduce conditionally linear transformation models (CLTMs) to predict BW. Instead of focusing only on the conditional mean, CLTMs model the whole conditional distribution function of BW given prenatal ultrasound parameters. Consequently, the CLTM approach delivers both point predictions of BW and fetus-specific prediction intervals. Prediction intervals constitute an easy-to-interpret measure of prediction accuracy and allow identification of fetuses subject to high prediction uncertainty. Using a data set of 8712 deliveries at the Perinatal Centre at the University Clinic Erlangen (Germany), we analyzed variants of CLTMs and compared them to standard linear regression estimation techniques used in the past and to quantile regression approaches. The best-performing CLTM variant was competitive with quantile regression and linear regression approaches in terms of conditional coverage and average length of the prediction intervals. We propose that CLTMs be used because they are able to account for possible heteroscedasticity, kurtosis, and skewness of the distribution of BWs. © The Author(s) 2014.
Wavefront Sensing for WFIRST with a Linear Optical Model
Jurling, Alden S.; Content, David A.
2012-01-01
In this paper we develop methods to use a linear optical model to capture the field dependence of wavefront aberrations in a nonlinear optimization-based phase retrieval algorithm for image-based wavefront sensing. The linear optical model is generated from a ray trace model of the system and allows the system state to be described in terms of mechanical alignment parameters rather than wavefront coefficients. This approach allows joint optimization over images taken at different field points and does not require separate convergence of phase retrieval at individual field points. Because the algorithm exploits field diversity, multiple defocused images per field point are not required for robustness. Furthermore, because it is possible to simultaneously fit images of many stars over the field, it is not necessary to use a fixed defocus to achieve adequate signal-to-noise ratio despite having images with high dynamic range. This allows high performance wavefront sensing using in-focus science data. We applied this technique in a simulation model based on the Wide Field Infrared Survey Telescope (WFIRST) Intermediate Design Reference Mission (IDRM) imager using a linear optical model with 25 field points. We demonstrate sub-thousandth-wave wavefront sensing accuracy in the presence of noise and moderate undersampling for both monochromatic and polychromatic images using 25 high-SNR target stars. Using these high-quality wavefront sensing results, we are able to generate upsampled point-spread functions (PSFs) and use them to determine PSF ellipticity to high accuracy in order to reduce the systematic impact of aberrations on the accuracy of galactic ellipticity determination for weak-lensing science.
A linearized dispersion relation for orthorhombic pseudo-acoustic modeling
Song, Xiaolei
2012-11-04
Wavefield extrapolation in acoustic orthorhombic anisotropic media suffers from wave-mode coupling and stability limitations in the parameter range. We introduce a linearized form of the dispersion relation for acoustic orthorhombic media to model acoustic wavefields. We apply the lowrank approximation approach to handle the corresponding space-wavenumber mixed-domain operator. Numerical experiments show that the proposed wavefield extrapolator is accurate and practically free of dispersions. Further, there is no coupling of qSv and qP waves, because we use the analytical dispersion relation. No constraints on Thomsen\\'s parameters are required for stability. The linearized expression may provide useful application for parameter estimation in orthorhombic media.
Linearized vector radiative transfer model MCC++ for a spherical atmosphere
International Nuclear Information System (INIS)
Postylyakov, O.V.
2004-01-01
Application of radiative transfer models has shown that optical remote sensing requires extra characteristics of radiance field in addition to the radiance intensity itself. Simulation of spectral measurements, analysis of retrieval errors and development of retrieval algorithms are in need of derivatives of radiance with respect to atmospheric constituents under investigation. The presented vector spherical radiative transfer model MCC++ was linearized, which allows the calculation of derivatives of all elements of the Stokes vector with respect to the volume absorption coefficient simultaneously with radiance calculation. The model MCC++ employs Monte Carlo algorithm for radiative transfer simulation and takes into account aerosol and molecular scattering, gas and aerosol absorption, and Lambertian surface albedo. The model treats a spherically symmetrical atmosphere. Relation of the estimated derivatives with other forms of radiance derivatives: the weighting functions used in gas retrieval and the air mass factors used in the DOAS retrieval algorithms, is obtained. Validation of the model against other radiative models is overviewed. The computing time of the intensity for the MCC++ model is about that for radiative models treating sphericity of the atmosphere approximately and is significantly shorter than that for the full spherical models used in the comparisons. The simultaneous calculation of all derivatives (i.e. with respect to absorption in all model atmosphere layers) and the intensity is only 1.2-2 times longer than the calculation of the intensity only
Hamid, Ka; Yusoff, An; Rahman, Mza; Mohamad, M; Hamid, Aia
2012-04-01
This fMRI study is about modelling the effective connectivity between Heschl's gyrus (HG) and the superior temporal gyrus (STG) in human primary auditory cortices. MATERIALS #ENTITYSTARTX00026; Ten healthy male participants were required to listen to white noise stimuli during functional magnetic resonance imaging (fMRI) scans. Statistical parametric mapping (SPM) was used to generate individual and group brain activation maps. For input region determination, two intrinsic connectivity models comprising bilateral HG and STG were constructed using dynamic causal modelling (DCM). The models were estimated and inferred using DCM while Bayesian Model Selection (BMS) for group studies was used for model comparison and selection. Based on the winning model, six linear and six non-linear causal models were derived and were again estimated, inferred, and compared to obtain a model that best represents the effective connectivity between HG and the STG, balancing accuracy and complexity. Group results indicated significant asymmetrical activation (p(uncorr) Model comparison results showed strong evidence of STG as the input centre. The winning model is preferred by 6 out of 10 participants. The results were supported by BMS results for group studies with the expected posterior probability, r = 0.7830 and exceedance probability, ϕ = 0.9823. One-sample t-tests performed on connection values obtained from the winning model indicated that the valid connections for the winning model are the unidirectional parallel connections from STG to bilateral HG (p model comparison between linear and non-linear models using BMS prefers non-linear connection (r = 0.9160, ϕ = 1.000) from which the connectivity between STG and the ipsi- and contralateral HG is gated by the activity in STG itself. We are able to demonstrate that the effective connectivity between HG and STG while listening to white noise for the respective participants can be explained by a non-linear dynamic causal model with
International Nuclear Information System (INIS)
Díaz, Guzmán; Gómez-Aleixandre, Javier; Coto, José
2016-01-01
Highlights: • State space representations for simulating wind power plant output are proposed. • The representation of wind speed in state space allows structural analysis. • The joint model incorporates the temporal and spatial dependence structure. • The models are easily integrable into a backward/forward sweep algorithm. • Results evidence the remarkable differences between joint and marginal models. - Abstract: This paper proposes the use of state space models to generate scenarios for the analysis of wind power plant (WPP) generation capabilities. The proposal is rooted on the advantages that state space models present for dealing with stochastic processes; mainly their structural definition and the use of Kalman filter to naturally tackle some involved operations. The specification proposed in this paper comprises a structured representation of individual Box–Jenkins models, with indications about further improvements that can be easily performed. These marginal models are combined to form a joint model in which the dependence structure is easily handled. Indications about the procedure to calibrate and check the model, as well as a validation of its statistical appropriateness, are provided. Application of the proposed state space models provides insight on the need to properly specify the structural dependence between wind speeds. In this paper the joint and marginal models are smoothly integrated into a backward–forward sweep algorithm to determine the performance indicators (voltages and powers) of a WPP through simulation. As a result, visibly heavy tails emerge in the generated power probability distribution through the use of the joint model—incorporating a detailed description of the dependence structure—in contrast with the normally distributed power yielded by the margin-based model.
Exactly soluble two-state quantum models with linear couplings
International Nuclear Information System (INIS)
Torosov, B T; Vitanov, N V
2008-01-01
A class of exact analytic solutions of the time-dependent Schroedinger equation is presented for a two-state quantum system coherently driven by a nonresonant external field. The coupling is a linear function of time with a finite duration and the detuning is constant. Four special models are considered in detail, namely the shark, double-shark, tent and zigzag models. The exact solution is derived by rotation of the Landau-Zener propagator at an angle of π/4 and is expressed in terms of Weber's parabolic cylinder function. Approximations for the transition probabilities are derived for all four models by using the asymptotics of the Weber function; these approximations demonstrate various effects of physical interest for each model
Parametric Linear Hybrid Automata for Complex Environmental Systems Modeling
Directory of Open Access Journals (Sweden)
Samar Hayat Khan Tareen
2015-07-01
Full Text Available Environmental systems, whether they be weather patterns or predator-prey relationships, are dependent on a number of different variables, each directly or indirectly affecting the system at large. Since not all of these factors are known, these systems take on non-linear dynamics, making it difficult to accurately predict meaningful behavioral trends far into the future. However, such dynamics do not warrant complete ignorance of different efforts to understand and model close approximations of these systems. Towards this end, we have applied a logical modeling approach to model and analyze the behavioral trends and systematic trajectories that these systems exhibit without delving into their quantification. This approach, formalized by René Thomas for discrete logical modeling of Biological Regulatory Networks (BRNs and further extended in our previous studies as parametric biological linear hybrid automata (Bio-LHA, has been previously employed for the analyses of different molecular regulatory interactions occurring across various cells and microbial species. As relationships between different interacting components of a system can be simplified as positive or negative influences, we can employ the Bio-LHA framework to represent different components of the environmental system as positive or negative feedbacks. In the present study, we highlight the benefits of hybrid (discrete/continuous modeling which lead to refinements among the fore-casted behaviors in order to find out which ones are actually possible. We have taken two case studies: an interaction of three microbial species in a freshwater pond, and a more complex atmospheric system, to show the applications of the Bio-LHA methodology for the timed hybrid modeling of environmental systems. Results show that the approach using the Bio-LHA is a viable method for behavioral modeling of complex environmental systems by finding timing constraints while keeping the complexity of the model
Linear models for multivariate, time series, and spatial data
Christensen, Ronald
1991-01-01
This is a companion volume to Plane Answers to Complex Questions: The Theory 0/ Linear Models. It consists of six additional chapters written in the same spirit as the last six chapters of the earlier book. Brief introductions are given to topics related to linear model theory. No attempt is made to give a comprehensive treatment of the topics. Such an effort would be futile. Each chapter is on a topic so broad that an in depth discussion would require a book-Iength treatment. People need to impose structure on the world in order to understand it. There is a limit to the number of unrelated facts that anyone can remem ber. If ideas can be put within a broad, sophisticatedly simple structure, not only are they easier to remember but often new insights become avail able. In fact, sophisticatedly simple models of the world may be the only ones that work. I have often heard Arnold Zellner say that, to the best of his knowledge, this is true in econometrics. The process of modeling is fundamental to understand...
Linear mixed models a practical guide using statistical software
West, Brady T; Galecki, Andrzej T
2014-01-01
Highly recommended by JASA, Technometrics, and other journals, the first edition of this bestseller showed how to easily perform complex linear mixed model (LMM) analyses via a variety of software programs. Linear Mixed Models: A Practical Guide Using Statistical Software, Second Edition continues to lead readers step by step through the process of fitting LMMs. This second edition covers additional topics on the application of LMMs that are valuable for data analysts in all fields. It also updates the case studies using the latest versions of the software procedures and provides up-to-date information on the options and features of the software procedures available for fitting LMMs in SAS, SPSS, Stata, R/S-plus, and HLM.New to the Second Edition A new chapter on models with crossed random effects that uses a case study to illustrate software procedures capable of fitting these models Power analysis methods for longitudinal and clustered study designs, including software options for power analyses and suggest...
Yang, Kangjian; Yang, Ping; Wang, Shuai; Dong, Lizhi; Xu, Bing
2018-05-01
We propose a method to identify tip-tilt disturbance model for Linear Quadratic Gaussian control. This identification method based on Levenberg-Marquardt method conducts with a little prior information and no auxiliary system and it is convenient to identify the tip-tilt disturbance model on-line for real-time control. This identification method makes it easy that Linear Quadratic Gaussian control runs efficiently in different adaptive optics systems for vibration mitigation. The validity of the Linear Quadratic Gaussian control associated with this tip-tilt disturbance model identification method is verified by experimental data, which is conducted in replay mode by simulation.
Bayesian uncertainty quantification in linear models for diffusion MRI.
Sjölund, Jens; Eklund, Anders; Özarslan, Evren; Herberthson, Magnus; Bånkestad, Maria; Knutsson, Hans
2018-03-29
Diffusion MRI (dMRI) is a valuable tool in the assessment of tissue microstructure. By fitting a model to the dMRI signal it is possible to derive various quantitative features. Several of the most popular dMRI signal models are expansions in an appropriately chosen basis, where the coefficients are determined using some variation of least-squares. However, such approaches lack any notion of uncertainty, which could be valuable in e.g. group analyses. In this work, we use a probabilistic interpretation of linear least-squares methods to recast popular dMRI models as Bayesian ones. This makes it possible to quantify the uncertainty of any derived quantity. In particular, for quantities that are affine functions of the coefficients, the posterior distribution can be expressed in closed-form. We simulated measurements from single- and double-tensor models where the correct values of several quantities are known, to validate that the theoretically derived quantiles agree with those observed empirically. We included results from residual bootstrap for comparison and found good agreement. The validation employed several different models: Diffusion Tensor Imaging (DTI), Mean Apparent Propagator MRI (MAP-MRI) and Constrained Spherical Deconvolution (CSD). We also used in vivo data to visualize maps of quantitative features and corresponding uncertainties, and to show how our approach can be used in a group analysis to downweight subjects with high uncertainty. In summary, we convert successful linear models for dMRI signal estimation to probabilistic models, capable of accurate uncertainty quantification. Copyright © 2018 Elsevier Inc. All rights reserved.
Modelling non-linear effects of dark energy
Bose, Benjamin; Baldi, Marco; Pourtsidou, Alkistis
2018-04-01
We investigate the capabilities of perturbation theory in capturing non-linear effects of dark energy. We test constant and evolving w models, as well as models involving momentum exchange between dark energy and dark matter. Specifically, we compare perturbative predictions at 1-loop level against N-body results for four non-standard equations of state as well as varying degrees of momentum exchange between dark energy and dark matter. The interaction is modelled phenomenologically using a time dependent drag term in the Euler equation. We make comparisons at the level of the matter power spectrum and the redshift space monopole and quadrupole. The multipoles are modelled using the Taruya, Nishimichi and Saito (TNS) redshift space spectrum. We find perturbation theory does very well in capturing non-linear effects coming from dark sector interaction. We isolate and quantify the 1-loop contribution coming from the interaction and from the non-standard equation of state. We find the interaction parameter ξ amplifies scale dependent signatures in the range of scales considered. Non-standard equations of state also give scale dependent signatures within this same regime. In redshift space the match with N-body is improved at smaller scales by the addition of the TNS free parameter σv. To quantify the importance of modelling the interaction, we create mock data sets for varying values of ξ using perturbation theory. This data is given errors typical of Stage IV surveys. We then perform a likelihood analysis using the first two multipoles on these sets and a ξ=0 modelling, ignoring the interaction. We find the fiducial growth parameter f is generally recovered even for very large values of ξ both at z=0.5 and z=1. The ξ=0 modelling is most biased in its estimation of f for the phantom w=‑1.1 case.
Spatial generalised linear mixed models based on distances.
Melo, Oscar O; Mateu, Jorge; Melo, Carlos E
2016-10-01
Risk models derived from environmental data have been widely shown to be effective in delineating geographical areas of risk because they are intuitively easy to understand. We present a new method based on distances, which allows the modelling of continuous and non-continuous random variables through distance-based spatial generalised linear mixed models. The parameters are estimated using Markov chain Monte Carlo maximum likelihood, which is a feasible and a useful technique. The proposed method depends on a detrending step built from continuous or categorical explanatory variables, or a mixture among them, by using an appropriate Euclidean distance. The method is illustrated through the analysis of the variation in the prevalence of Loa loa among a sample of village residents in Cameroon, where the explanatory variables included elevation, together with maximum normalised-difference vegetation index and the standard deviation of normalised-difference vegetation index calculated from repeated satellite scans over time. © The Author(s) 2013.
Linear mixing model applied to AVHRR LAC data
Holben, Brent N.; Shimabukuro, Yosio E.
1993-01-01
A linear mixing model was applied to coarse spatial resolution data from the NOAA Advanced Very High Resolution Radiometer. The reflective component of the 3.55 - 3.93 microns channel was extracted and used with the two reflective channels 0.58 - 0.68 microns and 0.725 - 1.1 microns to run a Constraine Least Squares model to generate vegetation, soil, and shade fraction images for an area in the Western region of Brazil. The Landsat Thematic Mapper data covering the Emas National park region was used for estimating the spectral response of the mixture components and for evaluating the mixing model results. The fraction images were compared with an unsupervised classification derived from Landsat TM data acquired on the same day. The relationship between the fraction images and normalized difference vegetation index images show the potential of the unmixing techniques when using coarse resolution data for global studies.
Accelerating transient simulation of linear reduced order models.
Energy Technology Data Exchange (ETDEWEB)
Thornquist, Heidi K.; Mei, Ting; Keiter, Eric Richard; Bond, Brad
2011-10-01
Model order reduction (MOR) techniques have been used to facilitate the analysis of dynamical systems for many years. Although existing model reduction techniques are capable of providing huge speedups in the frequency domain analysis (i.e. AC response) of linear systems, such speedups are often not obtained when performing transient analysis on the systems, particularly when coupled with other circuit components. Reduced system size, which is the ostensible goal of MOR methods, is often insufficient to improve transient simulation speed on realistic circuit problems. It can be shown that making the correct reduced order model (ROM) implementation choices is crucial to the practical application of MOR methods. In this report we investigate methods for accelerating the simulation of circuits containing ROM blocks using the circuit simulator Xyce.
Behavioral modeling of the dominant dynamics in input-output transfer of linear(ized) circuits
Beelen, T.G.J.; Maten, ter E.J.W.; Sihaloho, H.J.; Eijndhoven, van S.J.L.
2010-01-01
We present a powerful procedure for determining both the dominant dynamics of the inputoutput transfer and the corresponding most influential circuit parameters of a linear(ized) circuit. The procedure consists of several steps in which a specific (sub)problem is solved and its solution is used in
Modeling Pan Evaporation for Kuwait by Multiple Linear Regression
Almedeij, Jaber
2012-01-01
Evaporation is an important parameter for many projects related to hydrology and water resources systems. This paper constitutes the first study conducted in Kuwait to obtain empirical relations for the estimation of daily and monthly pan evaporation as functions of available meteorological data of temperature, relative humidity, and wind speed. The data used here for the modeling are daily measurements of substantial continuity coverage, within a period of 17 years between January 1993 and December 2009, which can be considered representative of the desert climate of the urban zone of the country. Multiple linear regression technique is used with a procedure of variable selection for fitting the best model forms. The correlations of evaporation with temperature and relative humidity are also transformed in order to linearize the existing curvilinear patterns of the data by using power and exponential functions, respectively. The evaporation models suggested with the best variable combinations were shown to produce results that are in a reasonable agreement with observation values. PMID:23226984
A linear model for flow over complex terrain
Energy Technology Data Exchange (ETDEWEB)
Frank, H P [Risoe National Lab., Wind Energy and Atmospheric Physics Dept., Roskilde (Denmark)
1999-03-01
A linear flow model similar to WA{sup s}P or LINCOM has been developed. Major differences are an isentropic temperature equation which allows internal gravity waves, and vertical advection of the shear of the mean flow. The importance of these effects are illustrated by examples. Resource maps are calculated from a distribution of geostrophic winds and stratification for Pyhaetunturi Fell in northern Finland and Acqua Spruzza in Italy. Stratification becomes important if the inverse Froude number formulated with the width of the hill becomes of order one or greater. (au) EU-JOULE-3. 16 refs.
Linear-quadratic model predictions for tumor control probability
International Nuclear Information System (INIS)
Yaes, R.J.
1987-01-01
Sigmoid dose-response curves for tumor control are calculated from the linear-quadratic model parameters α and Β, obtained from human epidermoid carcinoma cell lines, and are much steeper than the clinical dose-response curves for head and neck cancers. One possible explanation is the presence of small radiation-resistant clones arising from mutations in an initially homogeneous tumor. Using the mutation theory of Delbruck and Luria and of Goldie and Coldman, the authors discuss the implications of such radiation-resistant clones for clinical radiation therapy
Inventory model using bayesian dynamic linear model for demand forecasting
Directory of Open Access Journals (Sweden)
Marisol Valencia-Cárdenas
2014-12-01
Full Text Available An important factor of manufacturing process is the inventory management of terminated product. Constantly, industry is looking for better alternatives to establish an adequate plan of production and stored quantities, with optimal cost, getting quantities in a time horizon, which permits to define resources and logistics with anticipation, needed to distribute products on time. Total absence of historical data, required by many statistical models to forecast, demands the search for other kind of accurate techniques. This work presents an alternative that not only permits to forecast, in an adjusted way, but also, to provide optimal quantities to produce and store with an optimal cost, using Bayesian statistics. The proposal is illustrated with real data. Palabras clave: estadística bayesiana, optimización, modelo de inventarios, modelo lineal dinámico bayesiano. Keywords: Bayesian statistics, opti
Automatic Design of a Maglev Controller in State Space
1991-12-01
Design of a Maglev Controller in State Space Feng Zhao Richard Thornton Abstract We describe the automatic synthesis of a global nonlinear controller for...the global switching points of the controller is presented. The synthesized control system can stabilize the maglev vehicle with large initial displace...NUMBERS Automation Desing of a Maglev Controller in State Space N00014-89-J-3202 MIP-9001651 6. AUTHOR(S) Feng Zhao and Richard Thornton 7. PERFORMING
Phenomenology of non-minimal supersymmetric models at linear colliders
International Nuclear Information System (INIS)
Porto, Stefano
2015-06-01
The focus of this thesis is on the phenomenology of several non-minimal supersymmetric models in the context of future linear colliders (LCs). Extensions of the minimal supersymmetric Standard Model (MSSM) may accommodate the observed Higgs boson mass at about 125 GeV in a more natural way than the MSSM, with a richer phenomenology. We consider both F-term extensions of the MSSM, as for instance the non-minimal supersymmetric Standard Model (NMSSM), as well as D-terms extensions arising at low energies from gauge extended supersymmetric models. The NMSSM offers a solution to the μ-problem with an additional gauge singlet supermultiplet. The enlarged neutralino sector of the NMSSM can be accurately studied at a LC and used to distinguish the model from the MSSM. We show that exploiting the power of the polarised beams of a LC can be used to reconstruct the neutralino and chargino sector and eventually distinguish the NMSSM even considering challenging scenarios that resemble the MSSM. Non-decoupling D-terms extensions of the MSSM can raise the tree-level Higgs mass with respect to the MSSM. This is done through additional contributions to the Higgs quartic potential, effectively generated by an extended gauge group. We study how this can happen and we show how these additional non-decoupling D-terms affect the SM-like Higgs boson couplings to fermions and gauge bosons. We estimate how the deviations from the SM couplings can be spotted at the Large Hadron Collider (LHC) and at the International Linear Collider (ILC), showing how the ILC would be suitable for the model identication. Since our results prove that a linear collider is a fundamental machine for studying supersymmetry phenomenology at a high level of precision, we argue that also a thorough comprehension of the physics at the interaction point (IP) of a LC is needed. Therefore, we finally consider the possibility of observing intense electromagnetic field effects and nonlinear quantum electrodynamics
Non-Linear Slosh Damping Model Development and Validation
Yang, H. Q.; West, Jeff
2015-01-01
Propellant tank slosh dynamics are typically represented by a mechanical model of spring mass damper. This mechanical model is then included in the equation of motion of the entire vehicle for Guidance, Navigation and Control (GN&C) analysis. For a partially-filled smooth wall propellant tank, the critical damping based on classical empirical correlation is as low as 0.05%. Due to this low value of damping, propellant slosh is potential sources of disturbance critical to the stability of launch and space vehicles. It is postulated that the commonly quoted slosh damping is valid only under the linear regime where the slosh amplitude is small. With the increase of slosh amplitude, the critical damping value should also increase. If this nonlinearity can be verified and validated, the slosh stability margin can be significantly improved, and the level of conservatism maintained in the GN&C analysis can be lessened. The purpose of this study is to explore and to quantify the dependence of slosh damping with slosh amplitude. Accurately predicting the extremely low damping value of a smooth wall tank is very challenging for any Computational Fluid Dynamics (CFD) tool. One must resolve thin boundary layers near the wall and limit numerical damping to minimum. This computational study demonstrates that with proper grid resolution, CFD can indeed accurately predict the low damping physics from smooth walls under the linear regime. Comparisons of extracted damping values with experimental data for different tank sizes show very good agreements. Numerical simulations confirm that slosh damping is indeed a function of slosh amplitude. When slosh amplitude is low, the damping ratio is essentially constant, which is consistent with the empirical correlation. Once the amplitude reaches a critical value, the damping ratio becomes a linearly increasing function of the slosh amplitude. A follow-on experiment validated the developed nonlinear damping relationship. This discovery can
Non linear permanent magnets modelling with the finite element method
International Nuclear Information System (INIS)
Chavanne, J.; Meunier, G.; Sabonnadiere, J.C.
1989-01-01
In order to perform the calculation of permanent magnets with the finite element method, it is necessary to take into account the anisotropic behaviour of hard magnetic materials (Ferrites, NdFeB, SmCo5). In linear cases, the permeability of permanent magnets is a tensor. This one is fully described with the permeabilities parallel and perpendicular to the easy axis of the magnet. In non linear cases, the model uses a texture function which represents the distribution of the local easy axis of the cristallytes of the magnet. This function allows a good representation of the angular dependance of the coercitive field of the magnet. As a result, it is possible to express the magnetic induction B and the tensor as functions of the field and the texture parameter. This model has been implemented in the software FLUX3D where the tensor is used for the Newton-Raphson procedure. 3D demagnetization of a ferrite magnet by a NdFeB magnet is a suitable representative example. They analyze the results obtained for an ideally oriented ferrite magnet and a real one using a measured texture parameter
Linear collider signal of anomaly mediated supersymmetry breaking model
International Nuclear Information System (INIS)
Ghosh Dilip Kumar; Kundu, Anirban; Roy, Probir; Roy, Sourov
2001-01-01
Though the minimal model of anomaly mediated supersymmetry breaking has been significantly constrained by recent experimental and theoretical work, there are still allowed regions of the parameter space for moderate to large values of tan β. We show that these regions will be comprehensively probed in a √s = 1 TeV e + e - linear collider. Diagnostic signals to this end are studied by zeroing in on a unique and distinct feature of a large class of models in this genre: a neutral winolike Lightest Supersymmetric Particle closely degenerate in mass with a winolike chargino. The pair production processes e + e - → e tilde L ± e tilde L ± , e tilde R ± e tilde R ± , e tilde L ± e tilde R ± , ν tilde anti ν tilde, χ tilde 1 0 χ tilde 2 0 , χ tilde 2 0 χ tilde 2 0 are all considered at √s = 1 TeV corresponding to the proposed TESLA linear collider in two natural categories of mass ordering in the sparticle spectra. The signals analysed comprise multiple combinations of fast charged leptons (any of which can act as the trigger) plus displaced vertices X D (any of which can be identified by a heavy ionizing track terminating in the detector) and/or associated soft pions with characteristic momentum distributions. (author)
Linear versus quadratic portfolio optimization model with transaction cost
Razak, Norhidayah Bt Ab; Kamil, Karmila Hanim; Elias, Siti Masitah
2014-06-01
Optimization model is introduced to become one of the decision making tools in investment. Hence, it is always a big challenge for investors to select the best model that could fulfill their goal in investment with respect to risk and return. In this paper we aims to discuss and compare the portfolio allocation and performance generated by quadratic and linear portfolio optimization models namely of Markowitz and Maximin model respectively. The application of these models has been proven to be significant and popular among others. However transaction cost has been debated as one of the important aspects that should be considered for portfolio reallocation as portfolio return could be significantly reduced when transaction cost is taken into consideration. Therefore, recognizing the importance to consider transaction cost value when calculating portfolio' return, we formulate this paper by using data from Shariah compliant securities listed in Bursa Malaysia. It is expected that, results from this paper will effectively justify the advantage of one model to another and shed some lights in quest to find the best decision making tools in investment for individual investors.
Determinants of road traffic safety : new evidence from Australia using state-space analysis.
Nghiem, S. Commandeur, J.J.F. & Connelly, L.B.
2016-01-01
This paper examines the determinants of road traffic crash fatalities in Queensland for the period 1958–2007 using a state-space time-series model. In particular, we investigate the effects of policies that aimed to reduce drink-driving on traffic fatalities, as well as indicators of the economic
Probabilistic model of ligaments and tendons: Quasistatic linear stretching
Bontempi, M.
2009-03-01
Ligaments and tendons have a significant role in the musculoskeletal system and are frequently subjected to injury. This study presents a model of collagen fibers, based on the study of a statistical distribution of fibers when they are subjected to quasistatic linear stretching. With respect to other methodologies, this model is able to describe the behavior of the bundle using less ad hoc hypotheses and is able to describe all the quasistatic stretch-load responses of the bundle, including the yield and failure regions described in the literature. It has two other important results: the first is that it is able to correlate the mechanical behavior of the bundle with its internal structure, and it suggests a methodology to deduce the fibers population distribution directly from the tensile-test data. The second is that it can follow fibers’ structure evolution during the stretching and it is possible to study the internal adaptation of fibers in physiological and pathological conditions.
Linear mixing model applied to coarse resolution satellite data
Holben, Brent N.; Shimabukuro, Yosio E.
1992-01-01
A linear mixing model typically applied to high resolution data such as Airborne Visible/Infrared Imaging Spectrometer, Thematic Mapper, and Multispectral Scanner System is applied to the NOAA Advanced Very High Resolution Radiometer coarse resolution satellite data. The reflective portion extracted from the middle IR channel 3 (3.55 - 3.93 microns) is used with channels 1 (0.58 - 0.68 microns) and 2 (0.725 - 1.1 microns) to run the Constrained Least Squares model to generate fraction images for an area in the west central region of Brazil. The derived fraction images are compared with an unsupervised classification and the fraction images derived from Landsat TM data acquired in the same day. In addition, the relationship betweeen these fraction images and the well known NDVI images are presented. The results show the great potential of the unmixing techniques for applying to coarse resolution data for global studies.
Relating Cohesive Zone Model to Linear Elastic Fracture Mechanics
Wang, John T.
2010-01-01
The conditions required for a cohesive zone model (CZM) to predict a failure load of a cracked structure similar to that obtained by a linear elastic fracture mechanics (LEFM) analysis are investigated in this paper. This study clarifies why many different phenomenological cohesive laws can produce similar fracture predictions. Analytical results for five cohesive zone models are obtained, using five different cohesive laws that have the same cohesive work rate (CWR-area under the traction-separation curve) but different maximum tractions. The effect of the maximum traction on the predicted cohesive zone length and the remote applied load at fracture is presented. Similar to the small scale yielding condition for an LEFM analysis to be valid. the cohesive zone length also needs to be much smaller than the crack length. This is a necessary condition for a CZM to obtain a fracture prediction equivalent to an LEFM result.
Locally supersymmetric D=3 non-linear sigma models
International Nuclear Information System (INIS)
Wit, B. de; Tollsten, A.K.; Nicolai, H.
1993-01-01
We study non-linear sigma models with N local supersymmetries in three space-time dimensions. For N=1 and 2 the target space of these models is riemannian or Kaehler, respectively. All N>2 theories are associated with Einstein spaces. For N=3 the target space is quaternionic, while for N=4 it generally decomposes, into two separate quaternionic spaces, associated with inequivalent supermultiplets. For N=5, 6, 8 there is a unique (symmetric) space for any given number of supermultiplets. Beyond that there are only theories based on a single supermultiplet for N=9, 10, 12 and 16, associated with coset spaces with the exceptional isometry groups F 4(-20) , E 6(-14) , E 7(-5) and E 8(+8) , respectively. For N=3 and N ≥ 5 the D=2 theories obtained by dimensional reduction are two-loop finite. (orig.)
Explicit estimating equations for semiparametric generalized linear latent variable models
Ma, Yanyuan
2010-07-05
We study generalized linear latent variable models without requiring a distributional assumption of the latent variables. Using a geometric approach, we derive consistent semiparametric estimators. We demonstrate that these models have a property which is similar to that of a sufficient complete statistic, which enables us to simplify the estimating procedure and explicitly to formulate the semiparametric estimating equations. We further show that the explicit estimators have the usual root n consistency and asymptotic normality. We explain the computational implementation of our method and illustrate the numerical performance of the estimators in finite sample situations via extensive simulation studies. The advantage of our estimators over the existing likelihood approach is also shown via numerical comparison. We employ the method to analyse a real data example from economics. © 2010 Royal Statistical Society.
Synthetic Domain Theory and Models of Linear Abadi & Plotkin Logic
DEFF Research Database (Denmark)
Møgelberg, Rasmus Ejlers; Birkedal, Lars; Rosolini, Guiseppe
2008-01-01
Plotkin suggested using a polymorphic dual intuitionistic/linear type theory (PILLY) as a metalanguage for parametric polymorphism and recursion. In recent work the first two authors and R.L. Petersen have defined a notion of parametric LAPL-structure, which are models of PILLY, in which one can...... reason using parametricity and, for example, solve a large class of domain equations, as suggested by Plotkin.In this paper, we show how an interpretation of a strict version of Bierman, Pitts and Russo's language Lily into synthetic domain theory presented by Simpson and Rosolini gives rise...... to a parametric LAPL-structure. This adds to the evidence that the notion of LAPL-structure is a general notion, suitable for treating many different parametric models, and it provides formal proofs of consequences of parametricity expected to hold for the interpretation. Finally, we show how these results...
Solving large mixed linear models using preconditioned conjugate gradient iteration.
Strandén, I; Lidauer, M
1999-12-01
Continuous evaluation of dairy cattle with a random regression test-day model requires a fast solving method and algorithm. A new computing technique feasible in Jacobi and conjugate gradient based iterative methods using iteration on data is presented. In the new computing technique, the calculations in multiplication of a vector by a matrix were recorded to three steps instead of the commonly used two steps. The three-step method was implemented in a general mixed linear model program that used preconditioned conjugate gradient iteration. Performance of this program in comparison to other general solving programs was assessed via estimation of breeding values using univariate, multivariate, and random regression test-day models. Central processing unit time per iteration with the new three-step technique was, at best, one-third that needed with the old technique. Performance was best with the test-day model, which was the largest and most complex model used. The new program did well in comparison to other general software. Programs keeping the mixed model equations in random access memory required at least 20 and 435% more time to solve the univariate and multivariate animal models, respectively. Computations of the second best iteration on data took approximately three and five times longer for the animal and test-day models, respectively, than did the new program. Good performance was due to fast computing time per iteration and quick convergence to the final solutions. Use of preconditioned conjugate gradient based methods in solving large breeding value problems is supported by our findings.
On infinite-dimensional state spaces
International Nuclear Information System (INIS)
Fritz, Tobias
2013-01-01
It is well known that the canonical commutation relation [x, p]=i can be realized only on an infinite-dimensional Hilbert space. While any finite set of experimental data can also be explained in terms of a finite-dimensional Hilbert space by approximating the commutation relation, Occam's razor prefers the infinite-dimensional model in which [x, p]=i holds on the nose. This reasoning one will necessarily have to make in any approach which tries to detect the infinite-dimensionality. One drawback of using the canonical commutation relation for this purpose is that it has unclear operational meaning. Here, we identify an operationally well-defined context from which an analogous conclusion can be drawn: if two unitary transformations U, V on a quantum system satisfy the relation V −1 U 2 V=U 3 , then finite-dimensionality entails the relation UV −1 UV=V −1 UVU; this implication strongly fails in some infinite-dimensional realizations. This is a result from combinatorial group theory for which we give a new proof. This proof adapts to the consideration of cases where the assumed relation V −1 U 2 V=U 3 holds only up to ε and then yields a lower bound on the dimension.
On infinite-dimensional state spaces
Fritz, Tobias
2013-05-01
It is well known that the canonical commutation relation [x, p] = i can be realized only on an infinite-dimensional Hilbert space. While any finite set of experimental data can also be explained in terms of a finite-dimensional Hilbert space by approximating the commutation relation, Occam's razor prefers the infinite-dimensional model in which [x, p] = i holds on the nose. This reasoning one will necessarily have to make in any approach which tries to detect the infinite-dimensionality. One drawback of using the canonical commutation relation for this purpose is that it has unclear operational meaning. Here, we identify an operationally well-defined context from which an analogous conclusion can be drawn: if two unitary transformations U, V on a quantum system satisfy the relation V-1U2V = U3, then finite-dimensionality entails the relation UV-1UV = V-1UVU; this implication strongly fails in some infinite-dimensional realizations. This is a result from combinatorial group theory for which we give a new proof. This proof adapts to the consideration of cases where the assumed relation V-1U2V = U3 holds only up to ɛ and then yields a lower bound on the dimension.
Linear mixed-effects modeling approach to FMRI group analysis.
Chen, Gang; Saad, Ziad S; Britton, Jennifer C; Pine, Daniel S; Cox, Robert W
2013-06-01
Conventional group analysis is usually performed with Student-type t-test, regression, or standard AN(C)OVA in which the variance-covariance matrix is presumed to have a simple structure. Some correction approaches are adopted when assumptions about the covariance structure is violated. However, as experiments are designed with different degrees of sophistication, these traditional methods can become cumbersome, or even be unable to handle the situation at hand. For example, most current FMRI software packages have difficulty analyzing the following scenarios at group level: (1) taking within-subject variability into account when there are effect estimates from multiple runs or sessions; (2) continuous explanatory variables (covariates) modeling in the presence of a within-subject (repeated measures) factor, multiple subject-grouping (between-subjects) factors, or the mixture of both; (3) subject-specific adjustments in covariate modeling; (4) group analysis with estimation of hemodynamic response (HDR) function by multiple basis functions; (5) various cases of missing data in longitudinal studies; and (6) group studies involving family members or twins. Here we present a linear mixed-effects modeling (LME) methodology that extends the conventional group analysis approach to analyze many complicated cases, including the six prototypes delineated above, whose analyses would be otherwise either difficult or unfeasible under traditional frameworks such as AN(C)OVA and general linear model (GLM). In addition, the strength of the LME framework lies in its flexibility to model and estimate the variance-covariance structures for both random effects and residuals. The intraclass correlation (ICC) values can be easily obtained with an LME model with crossed random effects, even at the presence of confounding fixed effects. The simulations of one prototypical scenario indicate that the LME modeling keeps a balance between the control for false positives and the sensitivity
Direction of Effects in Multiple Linear Regression Models.
Wiedermann, Wolfgang; von Eye, Alexander
2015-01-01
Previous studies analyzed asymmetric properties of the Pearson correlation coefficient using higher than second order moments. These asymmetric properties can be used to determine the direction of dependence in a linear regression setting (i.e., establish which of two variables is more likely to be on the outcome side) within the framework of cross-sectional observational data. Extant approaches are restricted to the bivariate regression case. The present contribution extends the direction of dependence methodology to a multiple linear regression setting by analyzing distributional properties of residuals of competing multiple regression models. It is shown that, under certain conditions, the third central moments of estimated regression residuals can be used to decide upon direction of effects. In addition, three different approaches for statistical inference are discussed: a combined D'Agostino normality test, a skewness difference test, and a bootstrap difference test. Type I error and power of the procedures are assessed using Monte Carlo simulations, and an empirical example is provided for illustrative purposes. In the discussion, issues concerning the quality of psychological data, possible extensions of the proposed methods to the fourth central moment of regression residuals, and potential applications are addressed.
Linear model applied to the evaluation of pharmaceutical stability data
Directory of Open Access Journals (Sweden)
Renato Cesar Souza
2013-09-01
Full Text Available The expiry date on the packaging of a product gives the consumer the confidence that the product will retain its identity, content, quality and purity throughout the period of validity of the drug. The definition of this term in the pharmaceutical industry is based on stability data obtained during the product registration. By the above, this work aims to apply the linear regression according to the guideline ICH Q1E, 2003, to evaluate some aspects of a product undergoing in a registration phase in Brazil. With this propose, the evaluation was realized with the development center of a multinational company in Brazil, with samples of three different batches composed by two active principal ingredients in two different packages. Based on the preliminary results obtained, it was possible to observe the difference of degradation tendency of the product in two different packages and the relationship between the variables studied, added knowledge so new models of linear equations can be applied and developed for other products.
Fourth standard model family neutrino at future linear colliders
International Nuclear Information System (INIS)
Ciftci, A.K.; Ciftci, R.; Sultansoy, S.
2005-01-01
It is known that flavor democracy favors the existence of the fourth standard model (SM) family. In order to give nonzero masses for the first three-family fermions flavor democracy has to be slightly broken. A parametrization for democracy breaking, which gives the correct values for fundamental fermion masses and, at the same time, predicts quark and lepton Cabibbo-Kobayashi-Maskawa (CKM) matrices in a good agreement with the experimental data, is proposed. The pair productions of the fourth SM family Dirac (ν 4 ) and Majorana (N 1 ) neutrinos at future linear colliders with √(s)=500 GeV, 1 TeV, and 3 TeV are considered. The cross section for the process e + e - →ν 4 ν 4 (N 1 N 1 ) and the branching ratios for possible decay modes of the both neutrinos are determined. The decays of the fourth family neutrinos into muon channels (ν 4 (N 1 )→μ ± W ± ) provide cleanest signature at e + e - colliders. Meanwhile, in our parametrization this channel is dominant. W bosons produced in decays of the fourth family neutrinos will be seen in detector as either di-jets or isolated leptons. As an example, we consider the production of 200 GeV mass fourth family neutrinos at √(s)=500 GeV linear colliders by taking into account di-muon plus four jet events as signatures
Influence of the void fraction in the linear reactivity model
International Nuclear Information System (INIS)
Castillo, J.A.; Ramirez, J.R.; Alonso, G.
2003-01-01
The linear reactivity model allows the multicycle analysis in pressurized water reactors in a simple and quick way. In the case of the Boiling water reactors the void fraction it varies axially from 0% of voids in the inferior part of the fuel assemblies until approximately 70% of voids to the exit of the same ones. Due to this it is very important the determination of the average void fraction during different stages of the reactor operation to predict the burnt one appropriately of the same ones to inclination of the pattern of linear reactivity. In this work a pursuit is made of the profile of power for different steps of burnt of a typical operation cycle of a Boiling water reactor. Starting from these profiles it builds an algorithm that allows to determine the voids profile and this way to obtain the average value of the same one. The results are compared against those reported by the CM-PRESTO code that uses another method to carry out this calculation. Finally, the range in which is the average value of the void fraction during a typical cycle is determined and an estimate of the impact that it would have the use of this value in the prediction of the reactivity produced by the fuel assemblies is made. (Author)
Characteristics and Properties of a Simple Linear Regression Model
Directory of Open Access Journals (Sweden)
Kowal Robert
2016-12-01
Full Text Available A simple linear regression model is one of the pillars of classic econometrics. Despite the passage of time, it continues to raise interest both from the theoretical side as well as from the application side. One of the many fundamental questions in the model concerns determining derivative characteristics and studying the properties existing in their scope, referring to the first of these aspects. The literature of the subject provides several classic solutions in that regard. In the paper, a completely new design is proposed, based on the direct application of variance and its properties, resulting from the non-correlation of certain estimators with the mean, within the scope of which some fundamental dependencies of the model characteristics are obtained in a much more compact manner. The apparatus allows for a simple and uniform demonstration of multiple dependencies and fundamental properties in the model, and it does it in an intuitive manner. The results were obtained in a classic, traditional area, where everything, as it might seem, has already been thoroughly studied and discovered.
A simple non-linear model of immune response
International Nuclear Information System (INIS)
Gutnikov, Sergei; Melnikov, Yuri
2003-01-01
It is still unknown why the adaptive immune response in the natural immune system based on clonal proliferation of lymphocytes requires interaction of at least two different cell types with the same antigen. We present a simple mathematical model illustrating that the system with separate types of cells for antigen recognition and patogen destruction provides more robust adaptive immunity than the system where just one cell type is responsible for both recognition and destruction. The model is over-simplified as we did not have an intention of describing the natural immune system. However, our model provides a tool for testing the proposed approach through qualitative analysis of the immune system dynamics in order to construct more sophisticated models of the immune systems that exist in the living nature. It also opens a possibility to explore specific features of highly non-linear dynamics in nature-inspired computational paradigms like artificial immune systems and immunocomputing . We expect this paper to be of interest not only for mathematicians but also for biologists; therefore we made effort to explain mathematics in sufficient detail for readers without professional mathematical background
Non-linear scaling of a musculoskeletal model of the lower limb using statistical shape models.
Nolte, Daniel; Tsang, Chui Kit; Zhang, Kai Yu; Ding, Ziyun; Kedgley, Angela E; Bull, Anthony M J
2016-10-03
Accurate muscle geometry for musculoskeletal models is important to enable accurate subject-specific simulations. Commonly, linear scaling is used to obtain individualised muscle geometry. More advanced methods include non-linear scaling using segmented bone surfaces and manual or semi-automatic digitisation of muscle paths from medical images. In this study, a new scaling method combining non-linear scaling with reconstructions of bone surfaces using statistical shape modelling is presented. Statistical Shape Models (SSMs) of femur and tibia/fibula were used to reconstruct bone surfaces of nine subjects. Reference models were created by morphing manually digitised muscle paths to mean shapes of the SSMs using non-linear transformations and inter-subject variability was calculated. Subject-specific models of muscle attachment and via points were created from three reference models. The accuracy was evaluated by calculating the differences between the scaled and manually digitised models. The points defining the muscle paths showed large inter-subject variability at the thigh and shank - up to 26mm; this was found to limit the accuracy of all studied scaling methods. Errors for the subject-specific muscle point reconstructions of the thigh could be decreased by 9% to 20% by using the non-linear scaling compared to a typical linear scaling method. We conclude that the proposed non-linear scaling method is more accurate than linear scaling methods. Thus, when combined with the ability to reconstruct bone surfaces from incomplete or scattered geometry data using statistical shape models our proposed method is an alternative to linear scaling methods. Copyright © 2016 The Author. Published by Elsevier Ltd.. All rights reserved.
Orra, Kashfull; Choudhury, Sounak K.
2016-12-01
The purpose of this paper is to build an adaptive feedback linear control system to check the variation of cutting force signal to improve the tool life. The paper discusses the use of transfer function approach in improving the mathematical modelling and adaptively controlling the process dynamics of the turning operation. The experimental results shows to be in agreement with the simulation model and error obtained is less than 3%. The state space approach model used in this paper successfully check the adequacy of the control system through controllability and observability test matrix and can be transferred from one state to another by appropriate input control in a finite time. The proposed system can be implemented to other machining process under varying range of cutting conditions to improve the efficiency and observability of the system.
A Non-linear Stochastic Model for an Office Building with Air Infiltration
DEFF Research Database (Denmark)
Thavlov, Anders; Madsen, Henrik
2015-01-01
This paper presents a non-linear heat dynamic model for a multi-room office building with air infiltration. Several linear and non-linear models, with and without air infiltration, are investigated and compared. The models are formulated using stochastic differential equations and the model...
Distributing Correlation Coefficients of Linear Structure-Activity/Property Models
Directory of Open Access Journals (Sweden)
Sorana D. BOLBOACA
2011-12-01
Full Text Available Quantitative structure-activity/property relationships are mathematical relationships linking chemical structure and activity/property in a quantitative manner. These in silico approaches are frequently used to reduce animal testing and risk-assessment, as well as to increase time- and cost-effectiveness in characterization and identification of active compounds. The aim of our study was to investigate the pattern of correlation coefficients distribution associated to simple linear relationships linking the compounds structure with their activities. A set of the most common ordnance compounds found at naval facilities with a limited data set with a range of toxicities on aquatic ecosystem and a set of seven properties was studied. Statistically significant models were selected and investigated. The probability density function of the correlation coefficients was investigated using a series of possible continuous distribution laws. Almost 48% of the correlation coefficients proved fit Beta distribution, 40% fit Generalized Pareto distribution, and 12% fit Pert distribution.
Modeling and analysis of linearized wheel-rail contact dynamics
International Nuclear Information System (INIS)
Soomro, Z.
2014-01-01
The dynamics of the railway vehicles are nonlinear and depend upon several factors including vehicle speed, normal load and adhesion level. The presence of contaminants on the railway track makes them unpredictable too. Therefore in order to develop an effective control strategy it is important to analyze the effect of each factor on dynamic response thoroughly. In this paper a linearized model of a railway wheel-set is developed and is later analyzed by varying the speed and adhesion level by keeping the normal load constant. A wheel-set is the wheel-axle assembly of a railroad car. Patch contact is the study of the deformation of solids that touch each other at one or more points. (author)
Human visual modeling and image deconvolution by linear filtering
International Nuclear Information System (INIS)
Larminat, P. de; Barba, D.; Gerber, R.; Ronsin, J.
1978-01-01
The problem is the numerical restoration of images degraded by passing through a known and spatially invariant linear system, and by the addition of a stationary noise. We propose an improvement of the Wiener's filter to allow the restoration of such images. This improvement allows to reduce the important drawbacks of classical Wiener's filter: the voluminous data processing, the lack of consideration of the vision's characteristivs which condition the perception by the observer of the restored image. In a first paragraph, we describe the structure of the visual detection system and a modelling method of this system. In the second paragraph we explain a restoration method by Wiener filtering that takes the visual properties into account and that can be adapted to the local properties of the image. Then the results obtained on TV images or scintigrams (images obtained by a gamma-camera) are commented [fr
Convergence diagnostics for Eigenvalue problems with linear regression model
International Nuclear Information System (INIS)
Shi, Bo; Petrovic, Bojan
2011-01-01
Although the Monte Carlo method has been extensively used for criticality/Eigenvalue problems, a reliable, robust, and efficient convergence diagnostics method is still desired. Most methods are based on integral parameters (multiplication factor, entropy) and either condense the local distribution information into a single value (e.g., entropy) or even disregard it. We propose to employ the detailed cycle-by-cycle local flux evolution obtained by using mesh tally mechanism to assess the source and flux convergence. By applying a linear regression model to each individual mesh in a mesh tally for convergence diagnostics, a global convergence criterion can be obtained. We exemplify this method on two problems and obtain promising diagnostics results. (author)
A Dynamic Linear Modeling Approach to Public Policy Change
DEFF Research Database (Denmark)
Loftis, Matthew; Mortensen, Peter Bjerre
2017-01-01
Theories of public policy change, despite their differences, converge on one point of strong agreement. The relationship between policy and its causes can and does change over time. This consensus yields numerous empirical implications, but our standard analytical tools are inadequate for testing...... them. As a result, the dynamic and transformative relationships predicted by policy theories have been left largely unexplored in time-series analysis of public policy. This paper introduces dynamic linear modeling (DLM) as a useful statistical tool for exploring time-varying relationships in public...... policy. The paper offers a detailed exposition of the DLM approach and illustrates its usefulness with a time series analysis of U.S. defense policy from 1957-2010. The results point the way for a new attention to dynamics in the policy process and the paper concludes with a discussion of how...
Baryon and meson phenomenology in the extended Linear Sigma Model
Energy Technology Data Exchange (ETDEWEB)
Giacosa, Francesco; Habersetzer, Anja; Teilab, Khaled; Eshraim, Walaa; Divotgey, Florian; Olbrich, Lisa; Gallas, Susanna; Wolkanowski, Thomas; Janowski, Stanislaus; Heinz, Achim; Deinet, Werner; Rischke, Dirk H. [Institute for Theoretical Physics, J. W. Goethe University, Max-von-Laue-Str. 1, 60438 Frankfurt am Main (Germany); Kovacs, Peter; Wolf, Gyuri [Institute for Particle and Nuclear Physics, Wigner Research Center for Physics, Hungarian Academy of Sciences, H-1525 Budapest (Hungary); Parganlija, Denis [Institute for Theoretical Physics, Vienna University of Technology, Wiedner Hauptstr. 8-10, A-1040 Vienna (Austria)
2014-07-01
The vacuum phenomenology obtained within the so-called extended Linear Sigma Model (eLSM) is presented. The eLSM Lagrangian is constructed by including from the very beginning vector and axial-vector d.o.f., and by requiring dilatation invariance and chiral symmetry. After a general introduction of the approach, particular attention is devoted to the latest results. In the mesonic sector the strong decays of the scalar and the pseudoscalar glueballs, the weak decays of the tau lepton into vector and axial-vector mesons, and the description of masses and decays of charmed mesons are shown. In the baryonic sector the omega production in proton-proton scattering and the inclusion of baryons with strangeness are described.
Limits on nonlocal correlations from the structure of the local state space
International Nuclear Information System (INIS)
Janotta, Peter; Gogolin, Christian; Barrett, Jonathan; Brunner, Nicolas
2011-01-01
The outcomes of measurements on entangled quantum systems can be nonlocally correlated. However, while it is easy to write down toy theories allowing arbitrary nonlocal correlations, those allowed in quantum mechanics are limited. Quantum correlations cannot, for example, violate a principle known as macroscopic locality, which implies that they cannot violate Tsirelson's bound. This paper shows that there is a connection between the strength of nonlocal correlations in a physical theory and the structure of the state spaces of individual systems. This is illustrated by a family of models in which local state spaces are regular polygons, where a natural analogue of a maximally entangled state of two systems exists. We characterize the nonlocal correlations obtainable from such states. The family allows us to study the transition between classical, quantum and super-quantum correlations by varying only the local state space. We show that the strength of nonlocal correlations - in particular whether the maximally entangled state violates Tsirelson's bound or not-depends crucially on a simple geometric property of the local state space, known as strong self-duality. This result is seen to be a special case of a general theorem, which states that a broad class of entangled states in probabilistic theories-including, by extension, all bipartite classical and quantum states-cannot violate macroscopic locality. Finally, our results show that models exist that are locally almost indistinguishable from quantum mechanics, but can nevertheless generate maximally nonlocal correlations.
Non Abelian T-duality in Gauged Linear Sigma Models
Bizet, Nana Cabo; Martínez-Merino, Aldo; Zayas, Leopoldo A. Pando; Santos-Silva, Roberto
2018-04-01
Abelian T-duality in Gauged Linear Sigma Models (GLSM) forms the basis of the physical understanding of Mirror Symmetry as presented by Hori and Vafa. We consider an alternative formulation of Abelian T-duality on GLSM's as a gauging of a global U(1) symmetry with the addition of appropriate Lagrange multipliers. For GLSMs with Abelian gauge groups and without superpotential we reproduce the dual models introduced by Hori and Vafa. We extend the construction to formulate non-Abelian T-duality on GLSMs with global non-Abelian symmetries. The equations of motion that lead to the dual model are obtained for a general group, they depend in general on semi-chiral superfields; for cases such as SU(2) they depend on twisted chiral superfields. We solve the equations of motion for an SU(2) gauged group with a choice of a particular Lie algebra direction of the vector superfield. This direction covers a non-Abelian sector that can be described by a family of Abelian dualities. The dual model Lagrangian depends on twisted chiral superfields and a twisted superpotential is generated. We explore some non-perturbative aspects by making an Ansatz for the instanton corrections in the dual theories. We verify that the effective potential for the U(1) field strength in a fixed configuration on the original theory matches the one of the dual theory. Imposing restrictions on the vector superfield, more general non-Abelian dual models are obtained. We analyze the dual models via the geometry of their susy vacua.
A comparison of linear interpolation models for iterative CT reconstruction.
Hahn, Katharina; Schöndube, Harald; Stierstorfer, Karl; Hornegger, Joachim; Noo, Frédéric
2016-12-01
Recent reports indicate that model-based iterative reconstruction methods may improve image quality in computed tomography (CT). One difficulty with these methods is the number of options available to implement them, including the selection of the forward projection model and the penalty term. Currently, the literature is fairly scarce in terms of guidance regarding this selection step, whereas these options impact image quality. Here, the authors investigate the merits of three forward projection models that rely on linear interpolation: the distance-driven method, Joseph's method, and the bilinear method. The authors' selection is motivated by three factors: (1) in CT, linear interpolation is often seen as a suitable trade-off between discretization errors and computational cost, (2) the first two methods are popular with manufacturers, and (3) the third method enables assessing the importance of a key assumption in the other methods. One approach to evaluate forward projection models is to inspect their effect on discretized images, as well as the effect of their transpose on data sets, but significance of such studies is unclear since the matrix and its transpose are always jointly used in iterative reconstruction. Another approach is to investigate the models in the context they are used, i.e., together with statistical weights and a penalty term. Unfortunately, this approach requires the selection of a preferred objective function and does not provide clear information on features that are intrinsic to the model. The authors adopted the following two-stage methodology. First, the authors analyze images that progressively include components of the singular value decomposition of the model in a reconstructed image without statistical weights and penalty term. Next, the authors examine the impact of weights and penalty on observed differences. Image quality metrics were investigated for 16 different fan-beam imaging scenarios that enabled probing various aspects
Optimizing Biorefinery Design and Operations via Linear Programming Models
Energy Technology Data Exchange (ETDEWEB)
Talmadge, Michael; Batan, Liaw; Lamers, Patrick; Hartley, Damon; Biddy, Mary; Tao, Ling; Tan, Eric
2017-03-28
The ability to assess and optimize economics of biomass resource utilization for the production of fuels, chemicals and power is essential for the ultimate success of a bioenergy industry. The team of authors, consisting of members from the National Renewable Energy Laboratory (NREL) and the Idaho National Laboratory (INL), has developed simple biorefinery linear programming (LP) models to enable the optimization of theoretical or existing biorefineries. The goal of this analysis is to demonstrate how such models can benefit the developing biorefining industry. It focuses on a theoretical multi-pathway, thermochemical biorefinery configuration and demonstrates how the biorefinery can use LP models for operations planning and optimization in comparable ways to the petroleum refining industry. Using LP modeling tools developed under U.S. Department of Energy's Bioenergy Technologies Office (DOE-BETO) funded efforts, the authors investigate optimization challenges for the theoretical biorefineries such as (1) optimal feedstock slate based on available biomass and prices, (2) breakeven price analysis for available feedstocks, (3) impact analysis for changes in feedstock costs and product prices, (4) optimal biorefinery operations during unit shutdowns / turnarounds, and (5) incentives for increased processing capacity. These biorefinery examples are comparable to crude oil purchasing and operational optimization studies that petroleum refiners perform routinely using LPs and other optimization models. It is important to note that the analyses presented in this article are strictly theoretical and they are not based on current energy market prices. The pricing structure assigned for this demonstrative analysis is consistent with $4 per gallon gasoline, which clearly assumes an economic environment that would favor the construction and operation of biorefineries. The analysis approach and examples provide valuable insights into the usefulness of analysis tools for
DEFF Research Database (Denmark)
Poulsen, Tjalfe; Møldrup, Per; Nielsen, Don
2003-01-01
and gaseous chemicals in the vadose zone. In this study, three modeling approaches were used to identify the dependence of saturated hydraulic conductivity (K-S) and air permeability at -100 cm H2O soil-water potential (k(a100)) on soil physical properties in undisturbed soil: (i) Multiple regression, (ii......) ARIMA (autoregressive integrated moving average) modeling, and (iii) State-space modeling. In addition to actual soil property values, ARIMA and state-space models account for effects of spatial correlation in soil properties. Measured data along two 70-m-long transects at a 20-year old constructed......Estimates of soil hydraulic conductivity (K) and air permeability (k(a)) at given soil-water potentials are often used as reference points in constitutive models for K and k(a) as functions of moisture content and are, therefore, a prerequisite for predicting migration of water, air, and dissolved...
Linear models for sound from supersonic reacting mixing layers
Chary, P. Shivakanth; Samanta, Arnab
2016-12-01
We perform a linearized reduced-order modeling of the aeroacoustic sound sources in supersonic reacting mixing layers to explore their sensitivities to some of the flow parameters in radiating sound. Specifically, we investigate the role of outer modes as the effective flow compressibility is raised, when some of these are expected to dominate over the traditional Kelvin-Helmholtz (K-H) -type central mode. Although the outer modes are known to be of lesser importance in the near-field mixing, how these radiate to the far-field is uncertain, on which we focus. On keeping the flow compressibility fixed, the outer modes are realized via biasing the respective mean densities of the fast (oxidizer) or slow (fuel) side. Here the mean flows are laminar solutions of two-dimensional compressible boundary layers with an imposed composite (turbulent) spreading rate, which we show to significantly alter the growth of instability waves by saturating them earlier, similar to in nonlinear calculations, achieved here via solving the linear parabolized stability equations. As the flow parameters are varied, instability of the slow modes is shown to be more sensitive to heat release, potentially exceeding equivalent central modes, as these modes yield relatively compact sound sources with lesser spreading of the mixing layer, when compared to the corresponding fast modes. In contrast, the radiated sound seems to be relatively unaffected when the mixture equivalence ratio is varied, except for a lean mixture which is shown to yield a pronounced effect on the slow mode radiation by reducing its modal growth.
Linear programming model can explain respiration of fermentation products
Möller, Philip; Liu, Xiaochen; Schuster, Stefan
2018-01-01
Many differentiated cells rely primarily on mitochondrial oxidative phosphorylation for generating energy in the form of ATP needed for cellular metabolism. In contrast most tumor cells instead rely on aerobic glycolysis leading to lactate to about the same extent as on respiration. Warburg found that cancer cells to support oxidative phosphorylation, tend to ferment glucose or other energy source into lactate even in the presence of sufficient oxygen, which is an inefficient way to generate ATP. This effect also occurs in striated muscle cells, activated lymphocytes and microglia, endothelial cells and several mammalian cell types, a phenomenon termed the “Warburg effect”. The effect is paradoxical at first glance because the ATP production rate of aerobic glycolysis is much slower than that of respiration and the energy demands are better to be met by pure oxidative phosphorylation. We tackle this question by building a minimal model including three combined reactions. The new aspect in extension to earlier models is that we take into account the possible uptake and oxidation of the fermentation products. We examine the case where the cell can allocate protein on several enzymes in a varying distribution and model this by a linear programming problem in which the objective is to maximize the ATP production rate under different combinations of constraints on enzymes. Depending on the cost of reactions and limitation of the substrates, this leads to pure respiration, pure fermentation, and a mixture of respiration and fermentation. The model predicts that fermentation products are only oxidized when glucose is scarce or its uptake is severely limited. PMID:29415045