An evaluation of bias in propensity score-adjusted non-linear regression models.

Science.gov (United States)

Wan, Fei; Mitra, Nandita

2018-03-01

Propensity score methods are commonly used to adjust for observed confounding when estimating the conditional treatment effect in observational studies. One popular method, covariate adjustment of the propensity score in a regression model, has been empirically shown to be biased in non-linear models. However, no compelling underlying theoretical reason has been presented. We propose a new framework to investigate bias and consistency of propensity score-adjusted treatment effects in non-linear models that uses a simple geometric approach to forge a link between the consistency of the propensity score estimator and the collapsibility of non-linear models. Under this framework, we demonstrate that adjustment of the propensity score in an outcome model results in the decomposition of observed covariates into the propensity score and a remainder term. Omission of this remainder term from a non-collapsible regression model leads to biased estimates of the conditional odds ratio and conditional hazard ratio, but not for the conditional rate ratio. We further show, via simulation studies, that the bias in these propensity score-adjusted estimators increases with larger treatment effect size, larger covariate effects, and increasing dissimilarity between the coefficients of the covariates in the treatment model versus the outcome model.

An Excel Solver Exercise to Introduce Nonlinear Regression

Science.gov (United States)

Pinder, Jonathan P.

2013-01-01

Business students taking business analytics courses that have significant predictive modeling components, such as marketing research, data mining, forecasting, and advanced financial modeling, are introduced to nonlinear regression using application software that is a "black box" to the students. Thus, although correct models are…

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

Science.gov (United States)

Drzewiecki, Wojciech

2016-12-01

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

Determination of regression laws: Linear and nonlinear

International Nuclear Information System (INIS)

Onishchenko, A.M.

1994-01-01

A detailed mathematical determination of regression laws is presented in the article. Particular emphasis is place on determining the laws of X j on X l to account for source nuclei decay and detector errors in nuclear physics instrumentation. Both linear and nonlinear relations are presented. Linearization of 19 functions is tabulated, including graph, relation, variable substitution, obtained linear function, and remarks. 6 refs., 1 tab

Nonlinear Approaches in Engineering Applications

CERN Document Server

Jazar, Reza

2012-01-01

Nonlinear Approaches in Engineering Applications focuses on nonlinear phenomena that are common in the engineering field. The nonlinear approaches described in this book provide a sound theoretical base and practical tools to design and analyze engineering systems with high efficiency and accuracy and with less energy and downtime. Presented here are nonlinear approaches in areas such as dynamic systems, optimal control and approaches in nonlinear dynamics and acoustics. Coverage encompasses a wide range of applications and fields including mathematical modeling and nonlinear behavior as applied to microresonators, nanotechnologies, nonlinear behavior in soil erosion,nonlinear population dynamics, and optimization in reducing vibration and noise as well as vibration in triple-walled carbon nanotubes. This book also: Provides a complete introduction to nonlinear behavior of systems and the advantages of nonlinearity as a tool for solving engineering problems Includes applications and examples drawn from the el...

Nonlinear regression analysis for evaluating tracer binding parameters using the programmable K1003 desk computer

International Nuclear Information System (INIS)

Sarrach, D.; Strohner, P.

1986-01-01

The Gauss-Newton algorithm has been used to evaluate tracer binding parameters of RIA by nonlinear regression analysis. The calculations were carried out on the K1003 desk computer. Equations for simple binding models and its derivatives are presented. The advantages of nonlinear regression analysis over linear regression are demonstrated

A comparative study between nonlinear regression and artificial neural network approaches for modelling wild oat (Avena fatua) field emergence

Science.gov (United States)

Non-linear regression techniques are used widely to fit weed field emergence patterns to soil microclimatic indices using S-type functions. Artificial neural networks present interesting and alternative features for such modeling purposes. In this work, a univariate hydrothermal-time based Weibull m...

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

Science.gov (United States)

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

2008-02-18

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

Bayesian approach to errors-in-variables in regression models

Science.gov (United States)

Rozliman, Nur Aainaa; Ibrahim, Adriana Irawati Nur; Yunus, Rossita Mohammad

2017-05-01

In many applications and experiments, data sets are often contaminated with error or mismeasured covariates. When at least one of the covariates in a model is measured with error, Errors-in-Variables (EIV) model can be used. Measurement error, when not corrected, would cause misleading statistical inferences and analysis. Therefore, our goal is to examine the relationship of the outcome variable and the unobserved exposure variable given the observed mismeasured surrogate by applying the Bayesian formulation to the EIV model. We shall extend the flexible parametric method proposed by Hossain and Gustafson (2009) to another nonlinear regression model which is the Poisson regression model. We shall then illustrate the application of this approach via a simulation study using Markov chain Monte Carlo sampling methods.

Prediction accuracy and stability of regression with optimal scaling transformations

NARCIS (Netherlands)

Kooij, van der Anita J.

2007-01-01

The central topic of this thesis is the CATREG approach to nonlinear regression. This approach finds optimal quantifications for categorical variables and/or nonlinear transformations for numerical variables in regression analysis. (CATREG is implemented in SPSS Categories by the author of the

Learning Inverse Rig Mappings by Nonlinear Regression.

Science.gov (United States)

Holden, Daniel; Saito, Jun; Komura, Taku

2017-03-01

We present a framework to design inverse rig-functions-functions that map low level representations of a character's pose such as joint positions or surface geometry to the representation used by animators called the animation rig. Animators design scenes using an animation rig, a framework widely adopted in animation production which allows animators to design character poses and geometry via intuitive parameters and interfaces. Yet most state-of-the-art computer animation techniques control characters through raw, low level representations such as joint angles, joint positions, or vertex coordinates. This difference often stops the adoption of state-of-the-art techniques in animation production. Our framework solves this issue by learning a mapping between the low level representations of the pose and the animation rig. We use nonlinear regression techniques, learning from example animation sequences designed by the animators. When new motions are provided in the skeleton space, the learned mapping is used to estimate the rig controls that reproduce such a motion. We introduce two nonlinear functions for producing such a mapping: Gaussian process regression and feedforward neural networks. The appropriate solution depends on the nature of the rig and the amount of data available for training. We show our framework applied to various examples including articulated biped characters, quadruped characters, facial animation rigs, and deformable characters. With our system, animators have the freedom to apply any motion synthesis algorithm to arbitrary rigging and animation pipelines for immediate editing. This greatly improves the productivity of 3D animation, while retaining the flexibility and creativity of artistic input.

A stepwise regression tree for nonlinear approximation: applications to estimating subpixel land cover

Science.gov (United States)

Huang, C.; Townshend, J.R.G.

2003-01-01

A stepwise regression tree (SRT) algorithm was developed for approximating complex nonlinear relationships. Based on the regression tree of Breiman et al . (BRT) and a stepwise linear regression (SLR) method, this algorithm represents an improvement over SLR in that it can approximate nonlinear relationships and over BRT in that it gives more realistic predictions. The applicability of this method to estimating subpixel forest was demonstrated using three test data sets, on all of which it gave more accurate predictions than SLR and BRT. SRT also generated more compact trees and performed better than or at least as well as BRT at all 10 equal forest proportion interval ranging from 0 to 100%. This method is appealing to estimating subpixel land cover over large areas.

Nonlinear approaches in engineering applications 2

CERN Document Server

Jazar, Reza N

2013-01-01

Provides updated principles and applications of the nonlinear approaches in solving engineering and physics problems Demonstrates how nonlinear approaches may open avenues to better, safer, cheaper systems with less energy consumption Has a strong emphasis on the application, physical meaning, and methodologies of nonlinear approaches in different engineering and science problems

Regression of non-linear coupling of noise in LIGO detectors

Science.gov (United States)

Da Silva Costa, C. F.; Billman, C.; Effler, A.; Klimenko, S.; Cheng, H.-P.

2018-03-01

In 2015, after their upgrade, the advanced Laser Interferometer Gravitational-Wave Observatory (LIGO) detectors started acquiring data. The effort to improve their sensitivity has never stopped since then. The goal to achieve design sensitivity is challenging. Environmental and instrumental noise couple to the detector output with different, linear and non-linear, coupling mechanisms. The noise regression method we use is based on the Wiener–Kolmogorov filter, which uses witness channels to make noise predictions. We present here how this method helped to determine complex non-linear noise couplings in the output mode cleaner and in the mirror suspension system of the LIGO detector.

FEM-based neural-network approach to nonlinear modeling with application to longitudinal vehicle dynamics control.

Science.gov (United States)

Kalkkuhl, J; Hunt, K J; Fritz, H

1999-01-01

An finite-element methods (FEM)-based neural-network approach to Nonlinear AutoRegressive with eXogenous input (NARX) modeling is presented. The method uses multilinear interpolation functions on C0 rectangular elements. The local and global structure of the resulting model is analyzed. It is shown that the model can be interpreted both as a local model network and a single layer feedforward neural network. The main aim is to use the model for nonlinear control design. The proposed FEM NARX description is easily accessible to feedback linearizing control techniques. Its use with a two-degrees of freedom nonlinear internal model controller is discussed. The approach is applied to modeling of the nonlinear longitudinal dynamics of an experimental lorry, using measured data. The modeling results are compared with local model network and multilayer perceptron approaches. A nonlinear speed controller was designed based on the identified FEM model. The controller was implemented in a test vehicle, and several experimental results are presented.

Prediction of Mind-Wandering with Electroencephalogram and Non-linear Regression Modeling.

Science.gov (United States)

Kawashima, Issaku; Kumano, Hiroaki

2017-01-01

Mind-wandering (MW), task-unrelated thought, has been examined by researchers in an increasing number of articles using models to predict whether subjects are in MW, using numerous physiological variables. However, these models are not applicable in general situations. Moreover, they output only binary classification. The current study suggests that the combination of electroencephalogram (EEG) variables and non-linear regression modeling can be a good indicator of MW intensity. We recorded EEGs of 50 subjects during the performance of a Sustained Attention to Response Task, including a thought sampling probe that inquired the focus of attention. We calculated the power and coherence value and prepared 35 patterns of variable combinations and applied Support Vector machine Regression (SVR) to them. Finally, we chose four SVR models: two of them non-linear models and the others linear models; two of the four models are composed of a limited number of electrodes to satisfy model usefulness. Examination using the held-out data indicated that all models had robust predictive precision and provided significantly better estimations than a linear regression model using single electrode EEG variables. Furthermore, in limited electrode condition, non-linear SVR model showed significantly better precision than linear SVR model. The method proposed in this study helps investigations into MW in various little-examined situations. Further, by measuring MW with a high temporal resolution EEG, unclear aspects of MW, such as time series variation, are expected to be revealed. Furthermore, our suggestion that a few electrodes can also predict MW contributes to the development of neuro-feedback studies.

Prediction of Mind-Wandering with Electroencephalogram and Non-linear Regression Modeling

Directory of Open Access Journals (Sweden)

Issaku Kawashima

2017-07-01

Full Text Available Mind-wandering (MW, task-unrelated thought, has been examined by researchers in an increasing number of articles using models to predict whether subjects are in MW, using numerous physiological variables. However, these models are not applicable in general situations. Moreover, they output only binary classification. The current study suggests that the combination of electroencephalogram (EEG variables and non-linear regression modeling can be a good indicator of MW intensity. We recorded EEGs of 50 subjects during the performance of a Sustained Attention to Response Task, including a thought sampling probe that inquired the focus of attention. We calculated the power and coherence value and prepared 35 patterns of variable combinations and applied Support Vector machine Regression (SVR to them. Finally, we chose four SVR models: two of them non-linear models and the others linear models; two of the four models are composed of a limited number of electrodes to satisfy model usefulness. Examination using the held-out data indicated that all models had robust predictive precision and provided significantly better estimations than a linear regression model using single electrode EEG variables. Furthermore, in limited electrode condition, non-linear SVR model showed significantly better precision than linear SVR model. The method proposed in this study helps investigations into MW in various little-examined situations. Further, by measuring MW with a high temporal resolution EEG, unclear aspects of MW, such as time series variation, are expected to be revealed. Furthermore, our suggestion that a few electrodes can also predict MW contributes to the development of neuro-feedback studies.

Fault prediction for nonlinear stochastic system with incipient faults based on particle filter and nonlinear regression.

Science.gov (United States)

Ding, Bo; Fang, Huajing

2017-05-01

This paper is concerned with the fault prediction for the nonlinear stochastic system with incipient faults. Based on the particle filter and the reasonable assumption about the incipient faults, the modified fault estimation algorithm is proposed, and the system state is estimated simultaneously. According to the modified fault estimation, an intuitive fault detection strategy is introduced. Once each of the incipient fault is detected, the parameters of which are identified by a nonlinear regression method. Then, based on the estimated parameters, the future fault signal can be predicted. Finally, the effectiveness of the proposed method is verified by the simulations of the Three-tank system. Copyright © 2017 ISA. Published by Elsevier Ltd. All rights reserved.

Recursive and non-linear logistic regression: moving on from the original EuroSCORE and EuroSCORE II methodologies.

Science.gov (United States)

Poullis, Michael

2014-11-01

EuroSCORE II, despite improving on the original EuroSCORE system, has not solved all the calibration and predictability issues. Recursive, non-linear and mixed recursive and non-linear regression analysis were assessed with regard to sensitivity, specificity and predictability of the original EuroSCORE and EuroSCORE II systems. The original logistic EuroSCORE, EuroSCORE II and recursive, non-linear and mixed recursive and non-linear regression analyses of these risk models were assessed via receiver operator characteristic curves (ROC) and Hosmer-Lemeshow statistic analysis with regard to the accuracy of predicting in-hospital mortality. Analysis was performed for isolated coronary artery bypass grafts (CABGs) (n = 2913), aortic valve replacement (AVR) (n = 814), mitral valve surgery (n = 340), combined AVR and CABG (n = 517), aortic (n = 350), miscellaneous cases (n = 642), and combinations of the above cases (n = 5576). The original EuroSCORE had an ROC below 0.7 for isolated AVR and combined AVR and CABG. None of the methods described increased the ROC above 0.7. The EuroSCORE II risk model had an ROC below 0.7 for isolated AVR only. Recursive regression, non-linear regression, and mixed recursive and non-linear regression all increased the ROC above 0.7 for isolated AVR. The original EuroSCORE had a Hosmer-Lemeshow statistic that was above 0.05 for all patients and the subgroups analysed. All of the techniques markedly increased the Hosmer-Lemeshow statistic. The EuroSCORE II risk model had a Hosmer-Lemeshow statistic that was significant for all patients (P linear regression failed to improve on the original Hosmer-Lemeshow statistic. The mixed recursive and non-linear regression using the EuroSCORE II risk model was the only model that produced an ROC of 0.7 or above for all patients and procedures and had a Hosmer-Lemeshow statistic that was highly non-significant. The original EuroSCORE and the EuroSCORE II risk models do not have adequate ROC and Hosmer

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

Directory of Open Access Journals (Sweden)

Drzewiecki Wojciech

2016-12-01

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

Bayesian nonlinear regression for large small problems

KAUST Repository

Chakraborty, Sounak; Ghosh, Malay; Mallick, Bani K.

2012-01-01

Statistical modeling and inference problems with sample sizes substantially smaller than the number of available covariates are challenging. This is known as large p small n problem. Furthermore, the problem is more complicated when we have multiple correlated responses. We develop multivariate nonlinear regression models in this setup for accurate prediction. In this paper, we introduce a full Bayesian support vector regression model with Vapnik's ε-insensitive loss function, based on reproducing kernel Hilbert spaces (RKHS) under the multivariate correlated response setup. This provides a full probabilistic description of support vector machine (SVM) rather than an algorithm for fitting purposes. We have also introduced a multivariate version of the relevance vector machine (RVM). Instead of the original treatment of the RVM relying on the use of type II maximum likelihood estimates of the hyper-parameters, we put a prior on the hyper-parameters and use Markov chain Monte Carlo technique for computation. We have also proposed an empirical Bayes method for our RVM and SVM. Our methods are illustrated with a prediction problem in the near-infrared (NIR) spectroscopy. A simulation study is also undertaken to check the prediction accuracy of our models. © 2012 Elsevier Inc.

Bayesian nonlinear regression for large small problems

KAUST Repository

Chakraborty, Sounak

2012-07-01

Statistical modeling and inference problems with sample sizes substantially smaller than the number of available covariates are challenging. This is known as large p small n problem. Furthermore, the problem is more complicated when we have multiple correlated responses. We develop multivariate nonlinear regression models in this setup for accurate prediction. In this paper, we introduce a full Bayesian support vector regression model with Vapnik\\'s ε-insensitive loss function, based on reproducing kernel Hilbert spaces (RKHS) under the multivariate correlated response setup. This provides a full probabilistic description of support vector machine (SVM) rather than an algorithm for fitting purposes. We have also introduced a multivariate version of the relevance vector machine (RVM). Instead of the original treatment of the RVM relying on the use of type II maximum likelihood estimates of the hyper-parameters, we put a prior on the hyper-parameters and use Markov chain Monte Carlo technique for computation. We have also proposed an empirical Bayes method for our RVM and SVM. Our methods are illustrated with a prediction problem in the near-infrared (NIR) spectroscopy. A simulation study is also undertaken to check the prediction accuracy of our models. © 2012 Elsevier Inc.

Using Recursive Regression to Explore Nonlinear Relationships and Interactions: A Tutorial Applied to a Multicultural Education Study

Directory of Open Access Journals (Sweden)

Kenneth David Strang

2009-03-01

Full Text Available This paper discusses how a seldom-used statistical procedure, recursive regression (RR, can numerically and graphically illustrate data-driven nonlinear relationships and interaction of variables. This routine falls into the family of exploratory techniques, yet a few interesting features make it a valuable compliment to factor analysis and multiple linear regression for method triangulation. By comparison, nonlinear cluster analysis also generates graphical dendrograms to visually depict relationships, but RR (as implemented here uses multiple combinations of nominal and interval predictors regressed on a categorical or ratio dependent variable. In similar fashion, multidimensional scaling, multiple discriminant analysis and conjoint analysis are constrained at best to predicting an ordinal dependent variable (as currently implemented in popular software. A flexible capability of RR (again as implemented here is the transformation of factor data (for substituting codes. One powerful RR feature is the ability to treat missing data as a theoretically important predictor value (useful for survey questions that respondents do not wish to answer. For practitioners, the paper summarizes how this technique fits within the generally-accepted statistical methods. Popular software such as SPSS, SAS or LISREL can be used, while sample data can be imported in common formats including ASCII text, comma delimited, Excel XLS, and SPSS SAV. A tutorial approach is applied here using RR in LISREL. The tutorial leverages a partial sample from a study that used recursive regression to predict grades from international student learning styles. Some tutorial portions are technical, to improve the ambiguous RR literature.

A Comparison Between Mıcrosoft Excel Solver and Ncss, Spss Routines for Nonlinear Regression Models

Directory of Open Access Journals (Sweden)

Didem Tetik Küçükelçi

2018-02-01

Full Text Available In this study we have tried to compare the results obtained by Microsoft Excel Solver program with those of NCSS and SPSS in some nonlinear regression models. We fit some nonlinear models to data present in http//itl.nist.gov/div898/strd/nls/nls_main.shtml by the three packages. Although EXCEL did not succeed as well as the other packages, we conclude that Microsoft Excel Solver provides us a cheaper and a more interactive way of studying nonlinear models.

An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

International Nuclear Information System (INIS)

Harlim, John; Mahdi, Adam; Majda, Andrew J.

2014-01-01

A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partial noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model

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

Science.gov (United States)

Shi, Jinfei; Zhu, Songqing; Chen, Ruwen

2017-12-01

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

Boosted beta regression.

Directory of Open Access Journals (Sweden)

Matthias Schmid

Full Text Available Regression analysis with a bounded outcome is a common problem in applied statistics. Typical examples include regression models for percentage outcomes and the analysis of ratings that are measured on a bounded scale. In this paper, we consider beta regression, which is a generalization of logit models to situations where the response is continuous on the interval (0,1. Consequently, beta regression is a convenient tool for analyzing percentage responses. The classical approach to fit a beta regression model is to use maximum likelihood estimation with subsequent AIC-based variable selection. As an alternative to this established - yet unstable - approach, we propose a new estimation technique called boosted beta regression. With boosted beta regression estimation and variable selection can be carried out simultaneously in a highly efficient way. Additionally, both the mean and the variance of a percentage response can be modeled using flexible nonlinear covariate effects. As a consequence, the new method accounts for common problems such as overdispersion and non-binomial variance structures.

Short-term electricity prices forecasting based on support vector regression and Auto-regressive integrated moving average modeling

International Nuclear Information System (INIS)

Che Jinxing; Wang Jianzhou

2010-01-01

In this paper, we present the use of different mathematical models to forecast electricity price under deregulated power. A successful prediction tool of electricity price can help both power producers and consumers plan their bidding strategies. Inspired by that the support vector regression (SVR) model, with the ε-insensitive loss function, admits of the residual within the boundary values of ε-tube, we propose a hybrid model that combines both SVR and Auto-regressive integrated moving average (ARIMA) models to take advantage of the unique strength of SVR and ARIMA models in nonlinear and linear modeling, which is called SVRARIMA. A nonlinear analysis of the time-series indicates the convenience of nonlinear modeling, the SVR is applied to capture the nonlinear patterns. ARIMA models have been successfully applied in solving the residuals regression estimation problems. The experimental results demonstrate that the model proposed outperforms the existing neural-network approaches, the traditional ARIMA models and other hybrid models based on the root mean square error and mean absolute percentage error.

Alternative Methods of Regression

CERN Document Server

Birkes, David

2011-01-01

Of related interest. Nonlinear Regression Analysis and its Applications Douglas M. Bates and Donald G. Watts ".an extraordinary presentation of concepts and methods concerning the use and analysis of nonlinear regression models.highly recommend[ed].for anyone needing to use and/or understand issues concerning the analysis of nonlinear regression models." --Technometrics This book provides a balance between theory and practice supported by extensive displays of instructive geometrical constructs. Numerous in-depth case studies illustrate the use of nonlinear regression analysis--with all data s

Comparison of Linear and Non-linear Regression Analysis to Determine Pulmonary Pressure in Hyperthyroidism.

Science.gov (United States)

Scarneciu, Camelia C; Sangeorzan, Livia; Rus, Horatiu; Scarneciu, Vlad D; Varciu, Mihai S; Andreescu, Oana; Scarneciu, Ioan

2017-01-01

This study aimed at assessing the incidence of pulmonary hypertension (PH) at newly diagnosed hyperthyroid patients and at finding a simple model showing the complex functional relation between pulmonary hypertension in hyperthyroidism and the factors causing it. The 53 hyperthyroid patients (H-group) were evaluated mainly by using an echocardiographical method and compared with 35 euthyroid (E-group) and 25 healthy people (C-group). In order to identify the factors causing pulmonary hypertension the statistical method of comparing the values of arithmetical means is used. The functional relation between the two random variables (PAPs and each of the factors determining it within our research study) can be expressed by linear or non-linear function. By applying the linear regression method described by a first-degree equation the line of regression (linear model) has been determined; by applying the non-linear regression method described by a second degree equation, a parabola-type curve of regression (non-linear or polynomial model) has been determined. We made the comparison and the validation of these two models by calculating the determination coefficient (criterion 1), the comparison of residuals (criterion 2), application of AIC criterion (criterion 3) and use of F-test (criterion 4). From the H-group, 47% have pulmonary hypertension completely reversible when obtaining euthyroidism. The factors causing pulmonary hypertension were identified: previously known- level of free thyroxin, pulmonary vascular resistance, cardiac output; new factors identified in this study- pretreatment period, age, systolic blood pressure. According to the four criteria and to the clinical judgment, we consider that the polynomial model (graphically parabola- type) is better than the linear one. The better model showing the functional relation between the pulmonary hypertension in hyperthyroidism and the factors identified in this study is given by a polynomial equation of second

FATAL, General Experiment Fitting Program by Nonlinear Regression Method

International Nuclear Information System (INIS)

Salmon, L.; Budd, T.; Marshall, M.

1982-01-01

1 - Description of problem or function: A generalized fitting program with a free-format keyword interface to the user. It permits experimental data to be fitted by non-linear regression methods to any function describable by the user. The user requires the minimum of computer experience but needs to provide a subroutine to define his function. Some statistical output is included as well as 'best' estimates of the function's parameters. 2 - Method of solution: The regression method used is based on a minimization technique devised by Powell (Harwell Subroutine Library VA05A, 1972) which does not require the use of analytical derivatives. The method employs a quasi-Newton procedure balanced with a steepest descent correction. Experience shows this to be efficient for a very wide range of application. 3 - Restrictions on the complexity of the problem: The current version of the program permits functions to be defined with up to 20 parameters. The function may be fitted to a maximum of 400 points, preferably with estimated values of weight given

Fuzzy multiple linear regression: A computational approach

Science.gov (United States)

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

1992-01-01

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

Short-term wind speed prediction using an unscented Kalman filter based state-space support vector regression approach

International Nuclear Information System (INIS)

Chen, Kuilin; Yu, Jie

2014-01-01

Highlights: • A novel hybrid modeling method is proposed for short-term wind speed forecasting. • Support vector regression model is constructed to formulate nonlinear state-space framework. • Unscented Kalman filter is adopted to recursively update states under random uncertainty. • The new SVR–UKF approach is compared to several conventional methods for short-term wind speed prediction. • The proposed method demonstrates higher prediction accuracy and reliability. - Abstract: Accurate wind speed forecasting is becoming increasingly important to improve and optimize renewable wind power generation. Particularly, reliable short-term wind speed prediction can enable model predictive control of wind turbines and real-time optimization of wind farm operation. However, this task remains challenging due to the strong stochastic nature and dynamic uncertainty of wind speed. In this study, unscented Kalman filter (UKF) is integrated with support vector regression (SVR) based state-space model in order to precisely update the short-term estimation of wind speed sequence. In the proposed SVR–UKF approach, support vector regression is first employed to formulate a nonlinear state-space model and then unscented Kalman filter is adopted to perform dynamic state estimation recursively on wind sequence with stochastic uncertainty. The novel SVR–UKF method is compared with artificial neural networks (ANNs), SVR, autoregressive (AR) and autoregressive integrated with Kalman filter (AR-Kalman) approaches for predicting short-term wind speed sequences collected from three sites in Massachusetts, USA. The forecasting results indicate that the proposed method has much better performance in both one-step-ahead and multi-step-ahead wind speed predictions than the other approaches across all the locations

A new approach to nonlinear constrained Tikhonov regularization

KAUST Repository

Ito, Kazufumi

2011-09-16

We present a novel approach to nonlinear constrained Tikhonov regularization from the viewpoint of optimization theory. A second-order sufficient optimality condition is suggested as a nonlinearity condition to handle the nonlinearity of the forward operator. The approach is exploited to derive convergence rate results for a priori as well as a posteriori choice rules, e.g., discrepancy principle and balancing principle, for selecting the regularization parameter. The idea is further illustrated on a general class of parameter identification problems, for which (new) source and nonlinearity conditions are derived and the structural property of the nonlinearity term is revealed. A number of examples including identifying distributed parameters in elliptic differential equations are presented. © 2011 IOP Publishing Ltd.

The Chaotic Prediction for Aero-Engine Performance Parameters Based on Nonlinear PLS Regression

Directory of Open Access Journals (Sweden)

Chunxiao Zhang

2012-01-01

Full Text Available The prediction of the aero-engine performance parameters is very important for aero-engine condition monitoring and fault diagnosis. In this paper, the chaotic phase space of engine exhaust temperature (EGT time series which come from actual air-borne ACARS data is reconstructed through selecting some suitable nearby points. The partial least square (PLS based on the cubic spline function or the kernel function transformation is adopted to obtain chaotic predictive function of EGT series. The experiment results indicate that the proposed PLS chaotic prediction algorithm based on biweight kernel function transformation has significant advantage in overcoming multicollinearity of the independent variables and solve the stability of regression model. Our predictive NMSE is 16.5 percent less than that of the traditional linear least squares (OLS method and 10.38 percent less than that of the linear PLS approach. At the same time, the forecast error is less than that of nonlinear PLS algorithm through bootstrap test screening.

A simple approach to nonlinear oscillators

International Nuclear Information System (INIS)

Ren Zhongfu; He Jihuan

2009-01-01

A very simple and effective approach to nonlinear oscillators is suggested. Anyone with basic knowledge of advanced calculus can apply the method to finding approximately the amplitude-frequency relationship of a nonlinear oscillator. Some examples are given to illustrate its extremely simple solution procedure and an acceptable accuracy of the obtained solutions.

Repetitive Identification of Structural Systems Using a Nonlinear Model Parameter Refinement Approach

Directory of Open Access Journals (Sweden)

Jeng-Wen Lin

2009-01-01

Full Text Available This paper proposes a statistical confidence interval based nonlinear model parameter refinement approach for the health monitoring of structural systems subjected to seismic excitations. The developed model refinement approach uses the 95% confidence interval of the estimated structural parameters to determine their statistical significance in a least-squares regression setting. When the parameters' confidence interval covers the zero value, it is statistically sustainable to truncate such parameters. The remaining parameters will repetitively undergo such parameter sifting process for model refinement until all the parameters' statistical significance cannot be further improved. This newly developed model refinement approach is implemented for the series models of multivariable polynomial expansions: the linear, the Taylor series, and the power series model, leading to a more accurate identification as well as a more controllable design for system vibration control. Because the statistical regression based model refinement approach is intrinsically used to process a “batch” of data and obtain an ensemble average estimation such as the structural stiffness, the Kalman filter and one of its extended versions is introduced to the refined power series model for structural health monitoring.

Algorithms for non-linear M-estimation

DEFF Research Database (Denmark)

Madsen, Kaj; Edlund, O; Ekblom, H

1997-01-01

In non-linear regression, the least squares method is most often used. Since this estimator is highly sensitive to outliers in the data, alternatives have became increasingly popular during the last decades. We present algorithms for non-linear M-estimation. A trust region approach is used, where...

bayesQR: A Bayesian Approach to Quantile Regression

Directory of Open Access Journals (Sweden)

Dries F. Benoit

2017-01-01

Full Text Available After its introduction by Koenker and Basset (1978, quantile regression has become an important and popular tool to investigate the conditional response distribution in regression. The R package bayesQR contains a number of routines to estimate quantile regression parameters using a Bayesian approach based on the asymmetric Laplace distribution. The package contains functions for the typical quantile regression with continuous dependent variable, but also supports quantile regression for binary dependent variables. For both types of dependent variables, an approach to variable selection using the adaptive lasso approach is provided. For the binary quantile regression model, the package also contains a routine that calculates the fitted probabilities for each vector of predictors. In addition, functions for summarizing the results, creating traceplots, posterior histograms and drawing quantile plots are included. This paper starts with a brief overview of the theoretical background of the models used in the bayesQR package. The main part of this paper discusses the computational problems that arise in the implementation of the procedure and illustrates the usefulness of the package through selected examples.

Streamflow disaggregation: a nonlinear deterministic approach

Directory of Open Access Journals (Sweden)

B. Sivakumar

2004-01-01

Full Text Available This study introduces a nonlinear deterministic approach for streamflow disaggregation. According to this approach, the streamflow transformation process from one scale to another is treated as a nonlinear deterministic process, rather than a stochastic process as generally assumed. The approach follows two important steps: (1 reconstruction of the scalar (streamflow series in a multi-dimensional phase-space for representing the transformation dynamics; and (2 use of a local approximation (nearest neighbor method for disaggregation. The approach is employed for streamflow disaggregation in the Mississippi River basin, USA. Data of successively doubled resolutions between daily and 16 days (i.e. daily, 2-day, 4-day, 8-day, and 16-day are studied, and disaggregations are attempted only between successive resolutions (i.e. 2-day to daily, 4-day to 2-day, 8-day to 4-day, and 16-day to 8-day. Comparisons between the disaggregated values and the actual values reveal excellent agreements for all the cases studied, indicating the suitability of the approach for streamflow disaggregation. A further insight into the results reveals that the best results are, in general, achieved for low embedding dimensions (2 or 3 and small number of neighbors (less than 50, suggesting possible presence of nonlinear determinism in the underlying transformation process. A decrease in accuracy with increasing disaggregation scale is also observed, a possible implication of the existence of a scaling regime in streamflow.

Vibrational mechanics nonlinear dynamic effects, general approach, applications

CERN Document Server

Blekhman, Iliya I

2000-01-01

This important book deals with vibrational mechanics - the new, intensively developing section of nonlinear dynamics and the theory of nonlinear oscillations. It offers a general approach to the study of the effect of vibration on nonlinear mechanical systems.The book presents the mathematical apparatus of vibrational mechanics which is used to describe such nonlinear effects as the disappearance and appearance under vibration of stable positions of equilibrium and motions (i.e. attractors), the change of the rheological properties of the media, self-synchronization, self-balancing, the vibrat

Nonlinear Cointegration Approach for Condition Monitoring of Wind Turbines

Directory of Open Access Journals (Sweden)

Konrad Zolna

2015-01-01

Full Text Available Monitoring of trends and removal of undesired trends from operational/process parameters in wind turbines is important for their condition monitoring. This paper presents the homoscedastic nonlinear cointegration for the solution to this problem. The cointegration approach used leads to stable variances in cointegration residuals. The adapted Breusch-Pagan test procedure is developed to test for the presence of heteroscedasticity in cointegration residuals obtained from the nonlinear cointegration analysis. Examples using three different time series data sets—that is, one with a nonlinear quadratic deterministic trend, another with a nonlinear exponential deterministic trend, and experimental data from a wind turbine drivetrain—are used to illustrate the method and demonstrate possible practical applications. The results show that the proposed approach can be used for effective removal of nonlinear trends form various types of data, allowing for possible condition monitoring applications.

Application of nonlinear regression analysis for ammonium exchange by natural (Bigadic) clinoptilolite

International Nuclear Information System (INIS)

Gunay, Ahmet

2007-01-01

The experimental data of ammonium exchange by natural Bigadic clinoptilolite was evaluated using nonlinear regression analysis. Three two-parameters isotherm models (Langmuir, Freundlich and Temkin) and three three-parameters isotherm models (Redlich-Peterson, Sips and Khan) were used to analyse the equilibrium data. Fitting of isotherm models was determined using values of standard normalization error procedure (SNE) and coefficient of determination (R 2 ). HYBRID error function provided lowest sum of normalized error and Khan model had better performance for modeling the equilibrium data. Thermodynamic investigation indicated that ammonium removal by clinoptilolite was favorable at lower temperatures and exothermic in nature

From Hamiltonian chaos to complex systems a nonlinear physics approach

CERN Document Server

Leonetti, Marc

2013-01-01

From Hamiltonian Chaos to Complex Systems: A Nonlinear Physics Approach collects contributions on recent developments in non-linear dynamics and statistical physics with an emphasis on complex systems. This book provides a wide range of state-of-the-art research in these fields. The unifying aspect of this book is a demonstration of how similar tools coming from dynamical systems, nonlinear physics, and statistical dynamics can lead to a large panorama of  research in various fields of physics and beyond, most notably with the perspective of application in complex systems. This book also: Illustrates the broad research influence of tools coming from dynamical systems, nonlinear physics, and statistical dynamics Adopts a pedagogic approach to facilitate understanding by non-specialists and students Presents applications in complex systems Includes 150 illustrations From Hamiltonian Chaos to Complex Systems: A Nonlinear Physics Approach is an ideal book for graduate students and researchers working in applied...

Nonlinear approaches in engineering applications applied mechanics, vibration control, and numerical analysis

CERN Document Server

Jazar, Reza

2015-01-01

This book focuses on the latest applications of nonlinear approaches in different disciplines of engineering. For each selected topic, detailed concept development, derivations, and relevant knowledge are provided for the convenience of the readers. The topics range from dynamic systems and control to optimal approaches in nonlinear dynamics. The volume includes invited chapters from world class experts in the field. The selected topics are of great interest in the fields of engineering and physics and this book is ideal for engineers and researchers working in a broad range of practical topics and approaches. This book also: ·         Explores the most up-to-date applications and underlying principles of nonlinear approaches to problems in engineering and physics, including sections on analytic nonlinearity and practical nonlinearity ·         Enlightens readers to the conceptual significance of nonlinear approaches with examples of applications in scientific and engineering problems from v...

Genomic prediction based on data from three layer lines using non-linear regression models.

Science.gov (United States)

Huang, Heyun; Windig, Jack J; Vereijken, Addie; Calus, Mario P L

2014-11-06

Most studies on genomic prediction with reference populations that include multiple lines or breeds have used linear models. Data heterogeneity due to using multiple populations may conflict with model assumptions used in linear regression methods. In an attempt to alleviate potential discrepancies between assumptions of linear models and multi-population data, two types of alternative models were used: (1) a multi-trait genomic best linear unbiased prediction (GBLUP) model that modelled trait by line combinations as separate but correlated traits and (2) non-linear models based on kernel learning. These models were compared to conventional linear models for genomic prediction for two lines of brown layer hens (B1 and B2) and one line of white hens (W1). The three lines each had 1004 to 1023 training and 238 to 240 validation animals. Prediction accuracy was evaluated by estimating the correlation between observed phenotypes and predicted breeding values. When the training dataset included only data from the evaluated line, non-linear models yielded at best a similar accuracy as linear models. In some cases, when adding a distantly related line, the linear models showed a slight decrease in performance, while non-linear models generally showed no change in accuracy. When only information from a closely related line was used for training, linear models and non-linear radial basis function (RBF) kernel models performed similarly. The multi-trait GBLUP model took advantage of the estimated genetic correlations between the lines. Combining linear and non-linear models improved the accuracy of multi-line genomic prediction. Linear models and non-linear RBF models performed very similarly for genomic prediction, despite the expectation that non-linear models could deal better with the heterogeneous multi-population data. This heterogeneity of the data can be overcome by modelling trait by line combinations as separate but correlated traits, which avoids the occasional

Statistical approach of weakly nonlinear ablative Rayleigh-Taylor instability

International Nuclear Information System (INIS)

Garnier, J.; Masse, L.

2005-01-01

A weakly nonlinear model is proposed for the Rayleigh-Taylor instability in presence of ablation and thermal transport. The nonlinear effects for a single-mode disturbance are computed, included the nonlinear correction to the exponential growth of the fundamental modulation. Mode coupling in the spectrum of a multimode disturbance is thoroughly analyzed by a statistical approach. The exponential growth of the linear regime is shown to be reduced by the nonlinear mode coupling. The saturation amplitude is around 0.1λ for long wavelengths, but higher for short instable wavelengths in the ablative regime

A nonlinear complementarity approach for the national energy modeling system

International Nuclear Information System (INIS)

Gabriel, S.A.; Kydes, A.S.

1995-01-01

The National Energy Modeling System (NEMS) is a large-scale mathematical model that computes equilibrium fuel prices and quantities in the U.S. energy sector. At present, to generate these equilibrium values, NEMS sequentially solves a collection of linear programs and nonlinear equations. The NEMS solution procedure then incorporates the solutions of these linear programs and nonlinear equations in a nonlinear Gauss-Seidel approach. The authors describe how the current version of NEMS can be formulated as a particular nonlinear complementarity problem (NCP), thereby possibly avoiding current convergence problems. In addition, they show that the NCP format is equally valid for a more general form of NEMS. They also describe several promising approaches for solving the NCP form of NEMS based on recent Newton type methods for general NCPs. These approaches share the feature of needing to solve their direction-finding subproblems only approximately. Hence, they can effectively exploit the sparsity inherent in the NEMS NCP

Non-linear auto-regressive models for cross-frequency coupling in neural time series

Science.gov (United States)

Tallot, Lucille; Grabot, Laetitia; Doyère, Valérie; Grenier, Yves; Gramfort, Alexandre

2017-01-01

We address the issue of reliably detecting and quantifying cross-frequency coupling (CFC) in neural time series. Based on non-linear auto-regressive models, the proposed method provides a generative and parametric model of the time-varying spectral content of the signals. As this method models the entire spectrum simultaneously, it avoids the pitfalls related to incorrect filtering or the use of the Hilbert transform on wide-band signals. As the model is probabilistic, it also provides a score of the model “goodness of fit” via the likelihood, enabling easy and legitimate model selection and parameter comparison; this data-driven feature is unique to our model-based approach. Using three datasets obtained with invasive neurophysiological recordings in humans and rodents, we demonstrate that these models are able to replicate previous results obtained with other metrics, but also reveal new insights such as the influence of the amplitude of the slow oscillation. Using simulations, we demonstrate that our parametric method can reveal neural couplings with shorter signals than non-parametric methods. We also show how the likelihood can be used to find optimal filtering parameters, suggesting new properties on the spectrum of the driving signal, but also to estimate the optimal delay between the coupled signals, enabling a directionality estimation in the coupling. PMID:29227989

Support Vector Regression-Based Adaptive Divided Difference Filter for Nonlinear State Estimation Problems

Directory of Open Access Journals (Sweden)

Hongjian Wang

2014-01-01

Full Text Available We present a support vector regression-based adaptive divided difference filter (SVRADDF algorithm for improving the low state estimation accuracy of nonlinear systems, which are typically affected by large initial estimation errors and imprecise prior knowledge of process and measurement noises. The derivative-free SVRADDF algorithm is significantly simpler to compute than other methods and is implemented using only functional evaluations. The SVRADDF algorithm involves the use of the theoretical and actual covariance of the innovation sequence. Support vector regression (SVR is employed to generate the adaptive factor to tune the noise covariance at each sampling instant when the measurement update step executes, which improves the algorithm’s robustness. The performance of the proposed algorithm is evaluated by estimating states for (i an underwater nonmaneuvering target bearing-only tracking system and (ii maneuvering target bearing-only tracking in an air-traffic control system. The simulation results show that the proposed SVRADDF algorithm exhibits better performance when compared with a traditional DDF algorithm.

A seesaw-type approach for enhancing nonlinear energy harvesting

Science.gov (United States)

Deng, Huaxia; Wang, Zhemin; Du, Yu; Zhang, Jin; Ma, Mengchao; Zhong, Xiang

2018-05-01

Harvesting sustainable mechanical energy is the ultimate objective of nonlinear energy harvesters. However, overcoming potential barriers, especially without the use of extra excitations, poses a great challenge for the development of nonlinear generators. In contrast to the existing methods, which typically modify the barrier height or utilize additional excitations, this letter proposes a seesaw-type approach to facilitate escape from potential wells by transfer of internal energy, even under low-intensity excitation. This approach is adopted in the design of a seesaw-type nonlinear piezoelectric energy harvester and the energy transfer process is analyzed by deriving expressions for the energy to reveal the working mechanism. Comparison experiments demonstrate that this approach improves energy harvesting in terms of an increase in the working frequency bandwidth by a factor of 60.14 and an increase in the maximum output voltage by a factor of 5.1. Moreover, the output power is increased by a factor of 51.3, which indicates that this approach significantly improves energy collection efficiency. This seesaw-type approach provides a welcome boost to the development of renewable energy collection methods by improving the efficiency of harvesting of low-intensity ambient mechanical energy.

Forecasting exchange rates: a robust regression approach

OpenAIRE

Preminger, Arie; Franck, Raphael

2005-01-01

The least squares estimation method as well as other ordinary estimation method for regression models can be severely affected by a small number of outliers, thus providing poor out-of-sample forecasts. This paper suggests a robust regression approach, based on the S-estimation method, to construct forecasting models that are less sensitive to data contamination by outliers. A robust linear autoregressive (RAR) and a robust neural network (RNN) models are estimated to study the predictabil...

Fuzzy multinomial logistic regression analysis: A multi-objective programming approach

Science.gov (United States)

Abdalla, Hesham A.; El-Sayed, Amany A.; Hamed, Ramadan

2017-05-01

Parameter estimation for multinomial logistic regression is usually based on maximizing the likelihood function. For large well-balanced datasets, Maximum Likelihood (ML) estimation is a satisfactory approach. Unfortunately, ML can fail completely or at least produce poor results in terms of estimated probabilities and confidence intervals of parameters, specially for small datasets. In this study, a new approach based on fuzzy concepts is proposed to estimate parameters of the multinomial logistic regression. The study assumes that the parameters of multinomial logistic regression are fuzzy. Based on the extension principle stated by Zadeh and Bárdossy's proposition, a multi-objective programming approach is suggested to estimate these fuzzy parameters. A simulation study is used to evaluate the performance of the new approach versus Maximum likelihood (ML) approach. Results show that the new proposed model outperforms ML in cases of small datasets.

Describing Growth Pattern of Bali Cows Using Non-linear Regression Models

Directory of Open Access Journals (Sweden)

Mohd. Hafiz A.W

2016-12-01

Full Text Available The objective of this study was to evaluate the best fit non-linear regression model to describe the growth pattern of Bali cows. Estimates of asymptotic mature weight, rate of maturing and constant of integration were derived from Brody, von Bertalanffy, Gompertz and Logistic models which were fitted to cross-sectional data of body weight taken from 74 Bali cows raised in MARDI Research Station Muadzam Shah Pahang. Coefficient of determination (R2 and residual mean squares (MSE were used to determine the best fit model in describing the growth pattern of Bali cows. Von Bertalanffy model was the best model among the four growth functions evaluated to determine the mature weight of Bali cattle as shown by the highest R2 and lowest MSE values (0.973 and 601.9, respectively, followed by Gompertz (0.972 and 621.2, respectively, Logistic (0.971 and 648.4, respectively and Brody (0.932 and 660.5, respectively models. The correlation between rate of maturing and mature weight was found to be negative in the range of -0.170 to -0.929 for all models, indicating that animals of heavier mature weight had lower rate of maturing. The use of non-linear model could summarize the weight-age relationship into several biologically interpreted parameters compared to the entire lifespan weight-age data points that are difficult and time consuming to interpret.

Regression modeling of ground-water flow

Science.gov (United States)

Cooley, R.L.; Naff, R.L.

1985-01-01

Nonlinear multiple regression methods are developed to model and analyze groundwater flow systems. Complete descriptions of regression methodology as applied to groundwater flow models allow scientists and engineers engaged in flow modeling to apply the methods to a wide range of problems. Organization of the text proceeds from an introduction that discusses the general topic of groundwater flow modeling, to a review of basic statistics necessary to properly apply regression techniques, and then to the main topic: exposition and use of linear and nonlinear regression to model groundwater flow. Statistical procedures are given to analyze and use the regression models. A number of exercises and answers are included to exercise the student on nearly all the methods that are presented for modeling and statistical analysis. Three computer programs implement the more complex methods. These three are a general two-dimensional, steady-state regression model for flow in an anisotropic, heterogeneous porous medium, a program to calculate a measure of model nonlinearity with respect to the regression parameters, and a program to analyze model errors in computed dependent variables such as hydraulic head. (USGS)

Robust stabilization of nonlinear systems: The LMI approach

Directory of Open Access Journals (Sweden)

Šiljak D. D.

2000-01-01

Full Text Available This paper presents a new approach to robust quadratic stabilization of nonlinear systems within the framework of Linear Matrix Inequalities (LMI. The systems are composed of a linear constant part perturbed by an additive nonlinearity which depends discontinuously on both time and state. The only information about the nonlinearity is that it satisfies a quadratic constraint. Our major objective is to show how linear constant feedback laws can be formulated to stabilize this type of systems and, at the same time, maximize the bounds on the nonlinearity which the system can tolerate without going unstable. We shall broaden the new setting to include design of decentralized control laws for robust stabilization of interconnected systems. Again, the LMI methods will be used to maximize the class of uncertain interconnections which leave the overall system connectively stable. It is useful to learn that the proposed LMI formulation “recognizes” the matching conditions by returning a feedback gain matrix for any prescribed bound on the interconnection terms. More importantly, the new formulation provides a suitable setting for robust stabilization of nonlinear systems where the nonlinear perturbations satisfy the generalized matching conditions.

Convex models and probabilistic approach of nonlinear fatigue failure

International Nuclear Information System (INIS)

Qiu Zhiping; Lin Qiang; Wang Xiaojun

2008-01-01

This paper is concerned with the nonlinear fatigue failure problem with uncertainties in the structural systems. In the present study, in order to solve the nonlinear problem by convex models, the theory of ellipsoidal algebra with the help of the thought of interval analysis is applied. In terms of the inclusion monotonic property of ellipsoidal functions, the nonlinear fatigue failure problem with uncertainties can be solved. A numerical example of 25-bar truss structures is given to illustrate the efficiency of the presented method in comparison with the probabilistic approach

Toward Analytic Solution of Nonlinear Differential Difference Equations via Extended Sensitivity Approach

International Nuclear Information System (INIS)

Darmani, G.; Setayeshi, S.; Ramezanpour, H.

2012-01-01

In this paper an efficient computational method based on extending the sensitivity approach (SA) is proposed to find an analytic exact solution of nonlinear differential difference equations. In this manner we avoid solving the nonlinear problem directly. By extension of sensitivity approach for differential difference equations (DDEs), the nonlinear original problem is transformed into infinite linear differential difference equations, which should be solved in a recursive manner. Then the exact solution is determined in the form of infinite terms series and by intercepting series an approximate solution is obtained. Numerical examples are employed to show the effectiveness of the proposed approach. (general)

Return-Volatility Relationship: Insights from Linear and Non-Linear Quantile Regression

NARCIS (Netherlands)

D.E. Allen (David); A.K. Singh (Abhay); R.J. Powell (Robert); M.J. McAleer (Michael); J. Taylor (James); L. Thomas (Lyn)

2013-01-01

textabstractThe purpose of this paper is to examine the asymmetric relationship between price and implied volatility and the associated extreme quantile dependence using linear and non linear quantile regression approach. Our goal in this paper is to demonstrate that the relationship between the

Nonlinear flowering responses to climate: are species approaching their limits of phenological change?

Science.gov (United States)

Iler, Amy M.; Høye, Toke T.; Inouye, David W.; Schmidt, Niels M.

2013-01-01

Many alpine and subalpine plant species exhibit phenological advancements in association with earlier snowmelt. While the phenology of some plant species does not advance beyond a threshold snowmelt date, the prevalence of such threshold phenological responses within plant communities is largely unknown. We therefore examined the shape of flowering phenology responses (linear versus nonlinear) to climate using two long-term datasets from plant communities in snow-dominated environments: Gothic, CO, USA (1974–2011) and Zackenberg, Greenland (1996–2011). For a total of 64 species, we determined whether a linear or nonlinear regression model best explained interannual variation in flowering phenology in response to increasing temperatures and advancing snowmelt dates. The most common nonlinear trend was for species to flower earlier as snowmelt advanced, with either no change or a slower rate of change when snowmelt was early (average 20% of cases). By contrast, some species advanced their flowering at a faster rate over the warmest temperatures relative to cooler temperatures (average 5% of cases). Thus, some species seem to be approaching their limits of phenological change in response to snowmelt but not temperature. Such phenological thresholds could either be a result of minimum springtime photoperiod cues for flowering or a slower rate of adaptive change in flowering time relative to changing climatic conditions. PMID:23836793

Modeling the kinetics of essential oil hydrodistillation from juniper berries (Juniperus communis L. using non-linear regression

Directory of Open Access Journals (Sweden)

Radosavljević Dragana B.

2017-01-01

Full Text Available This paper presents kinetics modeling of essential oil hydrodistillation from juniper berries (Juniperus communis L. by using a non-linear regression methodology. The proposed model has the polynomial-logarithmic form. The initial equation of the proposed non-linear model is q = q∞•(a•(logt2 + b•logt + c and by substituting a1=q∞•a, b1 = q∞•b and c1 = q∞•c, the final equation is obtained as q = a1•(logt2 + b1•logt + c1. In this equation q is the quantity of the obtained oil at time t, while a1, b1 and c1 are parameters to be determined for each sample. From the final equation it can be seen that the key parameter q∞, which presents the maximal oil quantity obtained after infinite time, is already included in parameters a1, b1 and c1. In this way, experimental determination of this parameter is avoided. Using the proposed model with parameters obtained by regression, the values of oil hydrodistillation in time are calculated for each sample and compared to the experimental values. In addition, two kinetic models previously proposed in literature were applied to the same experimental results. The developed model provided better agreements with the experimental values than the two, generally accepted kinetic models of this process. The average values of error measures (RSS, RSE, AIC and MRPD obtained for our model (0.005; 0.017; –84.33; 1.65 were generally lower than the corresponding values of the other two models (0.025; 0.041; –53.20; 3.89 and (0.0035; 0.015; –86.83; 1.59. Also, parameter estimation for the proposed model was significantly simpler (maximum 2 iterations per sample using the non-linear regression than that for the existing models (maximum 9 iterations per sample. [Project of the Serbian Ministry of Education, Science and Technological Development, Grant no. TR-35026

A simple approach to power and sample size calculations in logistic regression and Cox regression models.

Science.gov (United States)

Vaeth, Michael; Skovlund, Eva

2004-06-15

For a given regression problem it is possible to identify a suitably defined equivalent two-sample problem such that the power or sample size obtained for the two-sample problem also applies to the regression problem. For a standard linear regression model the equivalent two-sample problem is easily identified, but for generalized linear models and for Cox regression models the situation is more complicated. An approximately equivalent two-sample problem may, however, also be identified here. In particular, we show that for logistic regression and Cox regression models the equivalent two-sample problem is obtained by selecting two equally sized samples for which the parameters differ by a value equal to the slope times twice the standard deviation of the independent variable and further requiring that the overall expected number of events is unchanged. In a simulation study we examine the validity of this approach to power calculations in logistic regression and Cox regression models. Several different covariate distributions are considered for selected values of the overall response probability and a range of alternatives. For the Cox regression model we consider both constant and non-constant hazard rates. The results show that in general the approach is remarkably accurate even in relatively small samples. Some discrepancies are, however, found in small samples with few events and a highly skewed covariate distribution. Comparison with results based on alternative methods for logistic regression models with a single continuous covariate indicates that the proposed method is at least as good as its competitors. The method is easy to implement and therefore provides a simple way to extend the range of problems that can be covered by the usual formulas for power and sample size determination. Copyright 2004 John Wiley & Sons, Ltd.

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

Science.gov (United States)

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

2017-04-01

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

The non-linear link between electricity consumption and temperature in Europe: A threshold panel approach

Energy Technology Data Exchange (ETDEWEB)

Bessec, Marie [CGEMP, Universite Paris-Dauphine, Place du Marechal de Lattre de Tassigny Paris (France); Fouquau, Julien [LEO, Universite d' Orleans, Faculte de Droit, d' Economie et de Gestion, Rue de Blois, BP 6739, 45067 Orleans Cedex 2 (France)

2008-09-15

This paper investigates the relationship between electricity demand and temperature in the European Union. We address this issue by means of a panel threshold regression model on 15 European countries over the last two decades. Our results confirm the non-linearity of the link between electricity consumption and temperature found in more limited geographical areas in previous studies. By distinguishing between North and South countries, we also find that this non-linear pattern is more pronounced in the warm countries. Finally, rolling regressions show that the sensitivity of electricity consumption to temperature in summer has increased in the recent period. (author)

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...

Approaches to Low Fuel Regression Rate in Hybrid Rocket Engines

Directory of Open Access Journals (Sweden)

Dario Pastrone

2012-01-01

Full Text Available Hybrid rocket engines are promising propulsion systems which present appealing features such as safety, low cost, and environmental friendliness. On the other hand, certain issues hamper the development hoped for. The present paper discusses approaches addressing improvements to one of the most important among these issues: low fuel regression rate. To highlight the consequence of such an issue and to better understand the concepts proposed, fundamentals are summarized. Two approaches are presented (multiport grain and high mixture ratio which aim at reducing negative effects without enhancing regression rate. Furthermore, fuel material changes and nonconventional geometries of grain and/or injector are presented as methods to increase fuel regression rate. Although most of these approaches are still at the laboratory or concept scale, many of them are promising.

Nonlinear degradation of a visible-light communication link: A Volterra-series approach

Science.gov (United States)

Kamalakis, Thomas; Dede, Georgia

2018-06-01

Visible light communications can be used to provide illumination and data communication at the same time. In this paper, a reverse-engineering approach is presented for assessing the impact of nonlinear signal distortion in visible light communication links. The approach is based on the Volterra series expansion and has the advantage of accurately accounting for memory effects in contrast to the static nonlinear models that are popular in the literature. Volterra kernels describe the end-to-end system response and can be inferred from measurements. Consequently, this approach does not rely on any particular physical models and assumptions regarding the individual link components. We provide the necessary framework for estimating the nonlinear distortion on the symbol estimates of a discrete multitone modulated link. Various design aspects such as waveform clipping and predistortion are also incorporated in the analysis. Using this framework, the nonlinear signal-to-interference is calculated for the system at hand. It is shown that at high signal amplitudes, the nonlinear signal-to-interference can be less than 25 dB.

Applications of Monte Carlo method to nonlinear regression of rheological data

Science.gov (United States)

Kim, Sangmo; Lee, Junghaeng; Kim, Sihyun; Cho, Kwang Soo

2018-02-01

In rheological study, it is often to determine the parameters of rheological models from experimental data. Since both rheological data and values of the parameters vary in logarithmic scale and the number of the parameters is quite large, conventional method of nonlinear regression such as Levenberg-Marquardt (LM) method is usually ineffective. The gradient-based method such as LM is apt to be caught in local minima which give unphysical values of the parameters whenever the initial guess of the parameters is far from the global optimum. Although this problem could be solved by simulated annealing (SA), the Monte Carlo (MC) method needs adjustable parameter which could be determined in ad hoc manner. We suggest a simplified version of SA, a kind of MC methods which results in effective values of the parameters of most complicated rheological models such as the Carreau-Yasuda model of steady shear viscosity, discrete relaxation spectrum and zero-shear viscosity as a function of concentration and molecular weight.

Optimization of nonlinear controller with an enhanced biogeography approach

Directory of Open Access Journals (Sweden)

Mohammed Salem

2014-07-01

Full Text Available This paper is dedicated to the optimization of nonlinear controllers basing of an enhanced Biogeography Based Optimization (BBO approach. Indeed, The BBO is combined to a predator and prey model where several predators are used with introduction of a modified migration operator to increase the diversification along the optimization process so as to avoid local optima and reach the optimal solution quickly. The proposed approach is used in tuning the gains of PID controller for nonlinear systems. Simulations are carried out over a Mass spring damper and an inverted pendulum and has given remarkable results when compared to genetic algorithm and BBO.

Boosting structured additive quantile regression for longitudinal childhood obesity data.

Science.gov (United States)

Fenske, Nora; Fahrmeir, Ludwig; Hothorn, Torsten; Rzehak, Peter; Höhle, Michael

2013-07-25

Childhood obesity and the investigation of its risk factors has become an important public health issue. Our work is based on and motivated by a German longitudinal study including 2,226 children with up to ten measurements on their body mass index (BMI) and risk factors from birth to the age of 10 years. We introduce boosting of structured additive quantile regression as a novel distribution-free approach for longitudinal quantile regression. The quantile-specific predictors of our model include conventional linear population effects, smooth nonlinear functional effects, varying-coefficient terms, and individual-specific effects, such as intercepts and slopes. Estimation is based on boosting, a computer intensive inference method for highly complex models. We propose a component-wise functional gradient descent boosting algorithm that allows for penalized estimation of the large variety of different effects, particularly leading to individual-specific effects shrunken toward zero. This concept allows us to flexibly estimate the nonlinear age curves of upper quantiles of the BMI distribution, both on population and on individual-specific level, adjusted for further risk factors and to detect age-varying effects of categorical risk factors. Our model approach can be regarded as the quantile regression analog of Gaussian additive mixed models (or structured additive mean regression models), and we compare both model classes with respect to our obesity data.

Nonlinear mechanics of non-rigid origami: an efficient computational approach

Science.gov (United States)

Liu, K.; Paulino, G. H.

2017-10-01

Origami-inspired designs possess attractive applications to science and engineering (e.g. deployable, self-assembling, adaptable systems). The special geometric arrangement of panels and creases gives rise to unique mechanical properties of origami, such as reconfigurability, making origami designs well suited for tunable structures. Although often being ignored, origami structures exhibit additional soft modes beyond rigid folding due to the flexibility of thin sheets that further influence their behaviour. Actual behaviour of origami structures usually involves significant geometric nonlinearity, which amplifies the influence of additional soft modes. To investigate the nonlinear mechanics of origami structures with deformable panels, we present a structural engineering approach for simulating the nonlinear response of non-rigid origami structures. In this paper, we propose a fully nonlinear, displacement-based implicit formulation for performing static/quasi-static analyses of non-rigid origami structures based on `bar-and-hinge' models. The formulation itself leads to an efficient and robust numerical implementation. Agreement between real models and numerical simulations demonstrates the ability of the proposed approach to capture key features of origami behaviour.

Modeling the oxygen uptake kinetics during exercise testing of patients with chronic obstructive pulmonary diseases using nonlinear mixed models

DEFF Research Database (Denmark)

Baty, Florent; Ritz, Christian; van Gestel, Arnoldus

2016-01-01

describe functionality of the R package medrc that extends the framework of the commonly used packages drc and nlme and allows fitting nonlinear mixed effects models for automated nonlinear regression modeling. The methodology was applied to a data set including 6MWT [Formula: see text]O2 kinetics from 61...... patients with chronic obstructive pulmonary disease (disease severity stage II to IV). The mixed effects approach was compared to a traditional curve-by-curve approach. RESULTS: A six-parameter nonlinear regression model was jointly fitted to the set of [Formula: see text]O2 kinetics. Significant...

Chaotic particle swarm optimization algorithm in a support vector regression electric load forecasting model

International Nuclear Information System (INIS)

Hong, W.-C.

2009-01-01

Accurate forecasting of electric load has always been the most important issues in the electricity industry, particularly for developing countries. Due to the various influences, electric load forecasting reveals highly nonlinear characteristics. Recently, support vector regression (SVR), with nonlinear mapping capabilities of forecasting, has been successfully employed to solve nonlinear regression and time series problems. However, it is still lack of systematic approaches to determine appropriate parameter combination for a SVR model. This investigation elucidates the feasibility of applying chaotic particle swarm optimization (CPSO) algorithm to choose the suitable parameter combination for a SVR model. The empirical results reveal that the proposed model outperforms the other two models applying other algorithms, genetic algorithm (GA) and simulated annealing algorithm (SA). Finally, it also provides the theoretical exploration of the electric load forecasting support system (ELFSS)

Statistical learning techniques applied to epidemiology: a simulated case-control comparison study with logistic regression

Directory of Open Access Journals (Sweden)

Land Walker H

2011-01-01

Full Text Available Abstract Background When investigating covariate interactions and group associations with standard regression analyses, the relationship between the response variable and exposure may be difficult to characterize. When the relationship is nonlinear, linear modeling techniques do not capture the nonlinear information content. Statistical learning (SL techniques with kernels are capable of addressing nonlinear problems without making parametric assumptions. However, these techniques do not produce findings relevant for epidemiologic interpretations. A simulated case-control study was used to contrast the information embedding characteristics and separation boundaries produced by a specific SL technique with logistic regression (LR modeling representing a parametric approach. The SL technique was comprised of a kernel mapping in combination with a perceptron neural network. Because the LR model has an important epidemiologic interpretation, the SL method was modified to produce the analogous interpretation and generate odds ratios for comparison. Results The SL approach is capable of generating odds ratios for main effects and risk factor interactions that better capture nonlinear relationships between exposure variables and outcome in comparison with LR. Conclusions The integration of SL methods in epidemiology may improve both the understanding and interpretation of complex exposure/disease relationships.

Applications of equivalent linearization approaches to nonlinear piping systems

International Nuclear Information System (INIS)

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

1997-01-01

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

Nonlinear identification and control a neural network approach

CERN Document Server

Liu, G P

2001-01-01

The series Advances in Industrial Control aims to report and encourage technology transfer in control engineering. The rapid development of control technology has an impact on all areas of the control discipline. New theory, new controllers, actuators, sensors, new industrial processes, computer methods, new applications, new philosophies . . . , new challenges. Much of this development work resides in industrial reports, feasibility study papers and the reports of advanced collaborative projects. The series otTers an opportunity for researchers to present an extended exposition of such new work in all aspects of industrial control for wider and rapid dissemination. The time for nonlinear control to enter routine application seems to be approaching. Nonlinear control has had a long gestation period but much ofthe past has been concerned with methods that involve formal nonlinear functional model representations. It seems more likely that the breakthough will come through the use of other more flexible and ame...

A modeling approach to predict acoustic nonlinear field generated by a transmitter with an aluminum lens.

Science.gov (United States)

Fan, Tingbo; Liu, Zhenbo; Chen, Tao; Li, Faqi; Zhang, Dong

2011-09-01

In this work, the authors propose a modeling approach to compute the nonlinear acoustic field generated by a flat piston transmitter with an attached aluminum lens. In this approach, the geometrical parameters (radius and focal length) of a virtual source are initially determined by Snell's refraction law and then adjusted based on the Rayleigh integral result in the linear case. Then, this virtual source is used with the nonlinear spheroidal beam equation (SBE) model to predict the nonlinear acoustic field in the focal region. To examine the validity of this approach, the calculated nonlinear result is compared with those from the Westervelt and (Khokhlov-Zabolotskaya-Kuznetsov) KZK equations for a focal intensity of 7 kW/cm(2). Results indicate that this approach could accurately describe the nonlinear acoustic field in the focal region with less computation time. The proposed modeling approach is shown to accurately describe the nonlinear acoustic field in the focal region. Compared with the Westervelt equation, the computation time of this approach is significantly reduced. It might also be applicable for the widely used concave focused transmitter with a large aperture angle.

Motion Cueing Algorithm Development: Human-Centered Linear and Nonlinear Approaches

Science.gov (United States)

Houck, Jacob A. (Technical Monitor); Telban, Robert J.; Cardullo, Frank M.

2005-01-01

While the performance of flight simulator motion system hardware has advanced substantially, the development of the motion cueing algorithm, the software that transforms simulated aircraft dynamics into realizable motion commands, has not kept pace. Prior research identified viable features from two algorithms: the nonlinear "adaptive algorithm", and the "optimal algorithm" that incorporates human vestibular models. A novel approach to motion cueing, the "nonlinear algorithm" is introduced that combines features from both approaches. This algorithm is formulated by optimal control, and incorporates a new integrated perception model that includes both visual and vestibular sensation and the interaction between the stimuli. Using a time-varying control law, the matrix Riccati equation is updated in real time by a neurocomputing approach. Preliminary pilot testing resulted in the optimal algorithm incorporating a new otolith model, producing improved motion cues. The nonlinear algorithm vertical mode produced a motion cue with a time-varying washout, sustaining small cues for longer durations and washing out large cues more quickly compared to the optimal algorithm. The inclusion of the integrated perception model improved the responses to longitudinal and lateral cues. False cues observed with the NASA adaptive algorithm were absent. The neurocomputing approach was crucial in that the number of presentations of an input vector could be reduced to meet the real time requirement without degrading the quality of the motion cues.

A phenomenological approach to modeling chemical dynamics in nonlinear and two-dimensional spectroscopy.

Science.gov (United States)

Ramasesha, Krupa; De Marco, Luigi; Horning, Andrew D; Mandal, Aritra; Tokmakoff, Andrei

2012-04-07

We present an approach for calculating nonlinear spectroscopic observables, which overcomes the approximations inherent to current phenomenological models without requiring the computational cost of performing molecular dynamics simulations. The trajectory mapping method uses the semi-classical approximation to linear and nonlinear response functions, and calculates spectra from trajectories of the system's transition frequencies and transition dipole moments. It rests on identifying dynamical variables important to the problem, treating the dynamics of these variables stochastically, and then generating correlated trajectories of spectroscopic quantities by mapping from the dynamical variables. This approach allows one to describe non-Gaussian dynamics, correlated dynamics between variables of the system, and nonlinear relationships between spectroscopic variables of the system and the bath such as non-Condon effects. We illustrate the approach by applying it to three examples that are often not adequately treated by existing analytical models--the non-Condon effect in the nonlinear infrared spectra of water, non-Gaussian dynamics inherent to strongly hydrogen bonded systems, and chemical exchange processes in barrier crossing reactions. The methods described are generally applicable to nonlinear spectroscopy throughout the optical, infrared and terahertz regions.

The Whitham approach to dispersive shocks in systems with cubic–quintic nonlinearities

KAUST Repository

Crosta, M

2012-09-12

By employing a rigorous approach based on the Whitham modulation theory, we investigate dispersive shock waves arising in a high-order nonlinear Schrödinger equation with competing cubic and quintic nonlinear responses. This model finds important applications in both nonlinear optics and Bose–Einstein condensates. Our theory predicts the formation of dispersive shocks with totally controllable properties, encompassing both steering and compression effects. Numerical simulations confirm these results perfectly. Quite remarkably, shock tuning can be achieved in the regime of a very small high order, i.e. quintic, nonlinearity.

The Whitham approach to dispersive shocks in systems with cubic–quintic nonlinearities

KAUST Repository

Crosta, M; Trillo, S; Fratalocchi, Andrea

2012-01-01

By employing a rigorous approach based on the Whitham modulation theory, we investigate dispersive shock waves arising in a high-order nonlinear Schrödinger equation with competing cubic and quintic nonlinear responses. This model finds important applications in both nonlinear optics and Bose–Einstein condensates. Our theory predicts the formation of dispersive shocks with totally controllable properties, encompassing both steering and compression effects. Numerical simulations confirm these results perfectly. Quite remarkably, shock tuning can be achieved in the regime of a very small high order, i.e. quintic, nonlinearity.

The mechanical properties of high speed GTAW weld and factors of nonlinear multiple regression model under external transverse magnetic field

Science.gov (United States)

Lu, Lin; Chang, Yunlong; Li, Yingmin; He, Youyou

2013-05-01

A transverse magnetic field was introduced to the arc plasma in the process of welding stainless steel tubes by high-speed Tungsten Inert Gas Arc Welding (TIG for short) without filler wire. The influence of external magnetic field on welding quality was investigated. 9 sets of parameters were designed by the means of orthogonal experiment. The welding joint tensile strength and form factor of weld were regarded as the main standards of welding quality. A binary quadratic nonlinear regression equation was established with the conditions of magnetic induction and flow rate of Ar gas. The residual standard deviation was calculated to adjust the accuracy of regression model. The results showed that, the regression model was correct and effective in calculating the tensile strength and aspect ratio of weld. Two 3D regression models were designed respectively, and then the impact law of magnetic induction on welding quality was researched.

Cointegrating MiDaS Regressions and a MiDaS Test

OpenAIRE

J. Isaac Miller

2011-01-01

This paper introduces cointegrating mixed data sampling (CoMiDaS) regressions, generalizing nonlinear MiDaS regressions in the extant literature. Under a linear mixed-frequency data-generating process, MiDaS regressions provide a parsimoniously parameterized nonlinear alternative when the linear forecasting model is over-parameterized and may be infeasible. In spite of potential correlation of the error term both serially and with the regressors, I find that nonlinear least squares consistent...

Nonlinear Optics Approaches Towards Subdiffraction Resolution in CARS Imaging

NARCIS (Netherlands)

Boller, Klaus J.; Beeker, W.P.; Cleff, C.; Kruse, K.; Lee, Christopher James; Gross, P.; Offerhaus, Herman L.; Fallnich, Carsten; Herek, Jennifer Lynn; Fornasiero, E.F.; Rizzoli, S.O.

2014-01-01

In theoretical investigations, we review several nonlinear optical approaches towards subdiffraction-limited resolution in label-free imaging via coherent anti-Stokes Raman scattering (CARS). Using a density matrix model and numerical integration, we investigate various level schemes and

Support vector methods for survival analysis: a comparison between ranking and regression approaches.

Science.gov (United States)

Van Belle, Vanya; Pelckmans, Kristiaan; Van Huffel, Sabine; Suykens, Johan A K

2011-10-01

To compare and evaluate ranking, regression and combined machine learning approaches for the analysis of survival data. The literature describes two approaches based on support vector machines to deal with censored observations. In the first approach the key idea is to rephrase the task as a ranking problem via the concordance index, a problem which can be solved efficiently in a context of structural risk minimization and convex optimization techniques. In a second approach, one uses a regression approach, dealing with censoring by means of inequality constraints. The goal of this paper is then twofold: (i) introducing a new model combining the ranking and regression strategy, which retains the link with existing survival models such as the proportional hazards model via transformation models; and (ii) comparison of the three techniques on 6 clinical and 3 high-dimensional datasets and discussing the relevance of these techniques over classical approaches fur survival data. We compare svm-based survival models based on ranking constraints, based on regression constraints and models based on both ranking and regression constraints. The performance of the models is compared by means of three different measures: (i) the concordance index, measuring the model's discriminating ability; (ii) the logrank test statistic, indicating whether patients with a prognostic index lower than the median prognostic index have a significant different survival than patients with a prognostic index higher than the median; and (iii) the hazard ratio after normalization to restrict the prognostic index between 0 and 1. Our results indicate a significantly better performance for models including regression constraints above models only based on ranking constraints. This work gives empirical evidence that svm-based models using regression constraints perform significantly better than svm-based models based on ranking constraints. Our experiments show a comparable performance for methods

A nonlinear approach of elastic reflection waveform inversion

KAUST Repository

Guo, Qiang

2016-09-06

Elastic full waveform inversion (EFWI) embodies the original intention of waveform inversion at its inception as it is a better representation of the mostly solid Earth. However, compared with the acoustic P-wave assumption, EFWI for P- and S-wave velocities using multi-component data admitted mixed results. Full waveform inversion (FWI) is a highly nonlinear problem and this nonlinearity only increases under the elastic assumption. Reflection waveform inversion (RWI) can mitigate the nonlinearity by relying on transmissions from reflections focused on inverting low wavenumber components of the model. In our elastic endeavor, we split the P- and S-wave velocities into low wavenumber and perturbation components and propose a nonlinear approach to invert for both of them. The new optimization problem is built on an objective function that depends on both background and perturbation models. We utilize an equivalent stress source based on the model perturbation to generate reflection instead of demigrating from an image, which is applied in conventional RWI. Application on a slice of an ocean-bottom data shows that our method can efficiently update the low wavenumber parts of the model, but more so, obtain perturbations that can be added to the low wavenumbers for a high resolution output.

A nonlinear approach of elastic reflection waveform inversion

KAUST Repository

Guo, Qiang; Alkhalifah, Tariq Ali

2016-01-01

Elastic full waveform inversion (EFWI) embodies the original intention of waveform inversion at its inception as it is a better representation of the mostly solid Earth. However, compared with the acoustic P-wave assumption, EFWI for P- and S-wave velocities using multi-component data admitted mixed results. Full waveform inversion (FWI) is a highly nonlinear problem and this nonlinearity only increases under the elastic assumption. Reflection waveform inversion (RWI) can mitigate the nonlinearity by relying on transmissions from reflections focused on inverting low wavenumber components of the model. In our elastic endeavor, we split the P- and S-wave velocities into low wavenumber and perturbation components and propose a nonlinear approach to invert for both of them. The new optimization problem is built on an objective function that depends on both background and perturbation models. We utilize an equivalent stress source based on the model perturbation to generate reflection instead of demigrating from an image, which is applied in conventional RWI. Application on a slice of an ocean-bottom data shows that our method can efficiently update the low wavenumber parts of the model, but more so, obtain perturbations that can be added to the low wavenumbers for a high resolution output.

Exponential Decay Nonlinear Regression Analysis of Patient Survival Curves: Preliminary Assessment in Non-Small Cell Lung Cancer

Science.gov (United States)

Stewart, David J.; Behrens, Carmen; Roth, Jack; Wistuba, Ignacio I.

2010-01-01

Background For processes that follow first order kinetics, exponential decay nonlinear regression analysis (EDNRA) may delineate curve characteristics and suggest processes affecting curve shape. We conducted a preliminary feasibility assessment of EDNRA of patient survival curves. Methods EDNRA was performed on Kaplan-Meier overall survival (OS) and time-to-relapse (TTR) curves for 323 patients with resected NSCLC and on OS and progression-free survival (PFS) curves from selected publications. Results and Conclusions In our resected patients, TTR curves were triphasic with a “cured” fraction of 60.7% (half-life [t1/2] >100,000 months), a rapidly-relapsing group (7.4%, t1/2=5.9 months) and a slowly-relapsing group (31.9%, t1/2=23.6 months). OS was uniphasic (t1/2=74.3 months), suggesting an impact of co-morbidities; hence, tumor molecular characteristics would more likely predict TTR than OS. Of 172 published curves analyzed, 72 (42%) were uniphasic, 92 (53%) were biphasic, 8 (5%) were triphasic. With first-line chemotherapy in advanced NSCLC, 87.5% of curves from 2-3 drug regimens were uniphasic vs only 20% of those with best supportive care or 1 drug (p<0.001). 54% of curves from 2-3 drug regimens had convex rapid-decay phases vs 0% with fewer agents (p<0.001). Curve convexities suggest that discontinuing chemotherapy after 3-6 cycles “synchronizes” patient progression and death. With postoperative adjuvant chemotherapy, the PFS rapid-decay phase accounted for a smaller proportion of the population than in controls (p=0.02) with no significant difference in rapid-decay t1/2, suggesting adjuvant chemotherapy may move a subpopulation of patients with sensitive tumors from the relapsing group to the cured group, with minimal impact on time to relapse for a larger group of patients with resistant tumors. In untreated patients, the proportion of patients in the rapid-decay phase increased (p=0.04) while rapid-decay t1/2 decreased (p=0.0004) with increasing

Design and analysis of experiments classical and regression approaches with SAS

CERN Document Server

Onyiah, Leonard C

2008-01-01

Introductory Statistical Inference and Regression Analysis Elementary Statistical Inference Regression Analysis Experiments, the Completely Randomized Design (CRD)-Classical and Regression Approaches Experiments Experiments to Compare Treatments Some Basic Ideas Requirements of a Good Experiment One-Way Experimental Layout or the CRD: Design and Analysis Analysis of Experimental Data (Fixed Effects Model) Expected Values for the Sums of Squares The Analysis of Variance (ANOVA) Table Follow-Up Analysis to Check fo

Electric generating capacity planning: A nonlinear programming approach

Energy Technology Data Exchange (ETDEWEB)

Yakin, M.Z.; McFarland, J.W.

1987-02-01

This paper presents a nonlinear programming approach for long-range generating capacity expansion planning in electrical power systems. The objective in the model is the minimization of total cost consisting of investment cost plus generation cost for a multi-year planning horizon. Reliability constraints are imposed by using standard and practical reserve margin requirements. State equations representing the dynamic aspect of the problem are included. The electricity demand (load) and plant availabilities are treated as random variables, and the method of cumulants is used to calculate the expected energy generated by each plant in each year of the planning horizon. The resulting model has a (highly) nonlinear objective function and linear constraints. The planning model is solved over the multiyear planning horizon instead of decomposing it into one-year period problems. This approach helps the utility decision maker to carry out extensive sensitivity analysis easily. A case study example is provided using EPRI test data. Relationships among the reserve margin, total cost and surplus energy generating capacity over the planning horizon are explored by analyzing the model.

Statistical analysis of sediment toxicity by additive monotone regression splines

NARCIS (Netherlands)

Boer, de W.J.; Besten, den P.J.; Braak, ter C.J.F.

2002-01-01

Modeling nonlinearity and thresholds in dose-effect relations is a major challenge, particularly in noisy data sets. Here we show the utility of nonlinear regression with additive monotone regression splines. These splines lead almost automatically to the estimation of thresholds. We applied this

Forecasting the daily power output of a grid-connected photovoltaic system based on multivariate adaptive regression splines

International Nuclear Information System (INIS)

Li, Yanting; He, Yong; Su, Yan; Shu, Lianjie

2016-01-01

Highlights: • Suggests a nonparametric model based on MARS for output power prediction. • Compare the MARS model with a wide variety of prediction models. • Show that the MARS model is able to provide an overall good performance in both the training and testing stages. - Abstract: Both linear and nonlinear models have been proposed for forecasting the power output of photovoltaic systems. Linear models are simple to implement but less flexible. Due to the stochastic nature of the power output of PV systems, nonlinear models tend to provide better forecast than linear models. Motivated by this, this paper suggests a fairly simple nonlinear regression model known as multivariate adaptive regression splines (MARS), as an alternative to forecasting of solar power output. The MARS model is a data-driven modeling approach without any assumption about the relationship between the power output and predictors. It maintains simplicity of the classical multiple linear regression (MLR) model while possessing the capability of handling nonlinearity. It is simpler in format than other nonlinear models such as ANN, k-nearest neighbors (KNN), classification and regression tree (CART), and support vector machine (SVM). The MARS model was applied on the daily output of a grid-connected 2.1 kW PV system to provide the 1-day-ahead mean daily forecast of the power output. The comparisons with a wide variety of forecast models show that the MARS model is able to provide reliable forecast performance.

Nonlinear Trimodal Regression Analysis of Radiodensitometric Distributions to Quantify Sarcopenic and Sequelae Muscle Degeneration

Science.gov (United States)

Árnadóttir, Í.; Gíslason, M. K.; Carraro, U.

2016-01-01

Muscle degeneration has been consistently identified as an independent risk factor for high mortality in both aging populations and individuals suffering from neuromuscular pathology or injury. While there is much extant literature on its quantification and correlation to comorbidities, a quantitative gold standard for analyses in this regard remains undefined. Herein, we hypothesize that rigorously quantifying entire radiodensitometric distributions elicits more muscle quality information than average values reported in extant methods. This study reports the development and utility of a nonlinear trimodal regression analysis method utilized on radiodensitometric distributions of upper leg muscles from CT scans of a healthy young adult, a healthy elderly subject, and a spinal cord injury patient. The method was then employed with a THA cohort to assess pre- and postsurgical differences in their healthy and operative legs. Results from the initial representative models elicited high degrees of correlation to HU distributions, and regression parameters highlighted physiologically evident differences between subjects. Furthermore, results from the THA cohort echoed physiological justification and indicated significant improvements in muscle quality in both legs following surgery. Altogether, these results highlight the utility of novel parameters from entire HU distributions that could provide insight into the optimal quantification of muscle degeneration. PMID:28115982

Nonlinear Trimodal Regression Analysis of Radiodensitometric Distributions to Quantify Sarcopenic and Sequelae Muscle Degeneration

Directory of Open Access Journals (Sweden)

K. J. Edmunds

2016-01-01

Full Text Available Muscle degeneration has been consistently identified as an independent risk factor for high mortality in both aging populations and individuals suffering from neuromuscular pathology or injury. While there is much extant literature on its quantification and correlation to comorbidities, a quantitative gold standard for analyses in this regard remains undefined. Herein, we hypothesize that rigorously quantifying entire radiodensitometric distributions elicits more muscle quality information than average values reported in extant methods. This study reports the development and utility of a nonlinear trimodal regression analysis method utilized on radiodensitometric distributions of upper leg muscles from CT scans of a healthy young adult, a healthy elderly subject, and a spinal cord injury patient. The method was then employed with a THA cohort to assess pre- and postsurgical differences in their healthy and operative legs. Results from the initial representative models elicited high degrees of correlation to HU distributions, and regression parameters highlighted physiologically evident differences between subjects. Furthermore, results from the THA cohort echoed physiological justification and indicated significant improvements in muscle quality in both legs following surgery. Altogether, these results highlight the utility of novel parameters from entire HU distributions that could provide insight into the optimal quantification of muscle degeneration.

Two-step superresolution approach for surveillance face image through radial basis function-partial least squares regression and locality-induced sparse representation

Science.gov (United States)

Jiang, Junjun; Hu, Ruimin; Han, Zhen; Wang, Zhongyuan; Chen, Jun

2013-10-01

Face superresolution (SR), or face hallucination, refers to the technique of generating a high-resolution (HR) face image from a low-resolution (LR) one with the help of a set of training examples. It aims at transcending the limitations of electronic imaging systems. Applications of face SR include video surveillance, in which the individual of interest is often far from cameras. A two-step method is proposed to infer a high-quality and HR face image from a low-quality and LR observation. First, we establish the nonlinear relationship between LR face images and HR ones, according to radial basis function and partial least squares (RBF-PLS) regression, to transform the LR face into the global face space. Then, a locality-induced sparse representation (LiSR) approach is presented to enhance the local facial details once all the global faces for each LR training face are constructed. A comparison of some state-of-the-art SR methods shows the superiority of the proposed two-step approach, RBF-PLS global face regression followed by LiSR-based local patch reconstruction. Experiments also demonstrate the effectiveness under both simulation conditions and some real conditions.

Simple Planar Truss (Linear, Nonlinear and Stochastic Approach

Directory of Open Access Journals (Sweden)

Frydrýšek Karel

2016-11-01

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

Support vector machine regression (SVR/LS-SVM)--an alternative to neural networks (ANN) for analytical chemistry? Comparison of nonlinear methods on near infrared (NIR) spectroscopy data.

Science.gov (United States)

Balabin, Roman M; Lomakina, Ekaterina I

2011-04-21

In this study, we make a general comparison of the accuracy and robustness of five multivariate calibration models: partial least squares (PLS) regression or projection to latent structures, polynomial partial least squares (Poly-PLS) regression, artificial neural networks (ANNs), and two novel techniques based on support vector machines (SVMs) for multivariate data analysis: support vector regression (SVR) and least-squares support vector machines (LS-SVMs). The comparison is based on fourteen (14) different datasets: seven sets of gasoline data (density, benzene content, and fractional composition/boiling points), two sets of ethanol gasoline fuel data (density and ethanol content), one set of diesel fuel data (total sulfur content), three sets of petroleum (crude oil) macromolecules data (weight percentages of asphaltenes, resins, and paraffins), and one set of petroleum resins data (resins content). Vibrational (near-infrared, NIR) spectroscopic data are used to predict the properties and quality coefficients of gasoline, biofuel/biodiesel, diesel fuel, and other samples of interest. The four systems presented here range greatly in composition, properties, strength of intermolecular interactions (e.g., van der Waals forces, H-bonds), colloid structure, and phase behavior. Due to the high diversity of chemical systems studied, general conclusions about SVM regression methods can be made. We try to answer the following question: to what extent can SVM-based techniques replace ANN-based approaches in real-world (industrial/scientific) applications? The results show that both SVR and LS-SVM methods are comparable to ANNs in accuracy. Due to the much higher robustness of the former, the SVM-based approaches are recommended for practical (industrial) application. This has been shown to be especially true for complicated, highly nonlinear objects.

An alternative approach to the determination of scaling law expressions for the L–H transition in Tokamaks utilizing classification tools instead of regression

International Nuclear Information System (INIS)

Gaudio, P; Gelfusa, M; Lupelli, I; Murari, A; Vega, J

2014-01-01

A new approach to determine the power law expressions for the threshold between the H and L mode of confinement is presented. The method is based on two powerful machine learning tools for classification: neural networks and support vector machines. Using as inputs clear examples of the systems on either side of the transition, the machine learning tools learn the input–output mapping corresponding to the equations of the boundary separating the confinement regimes. Systematic tests with synthetic data show that the machine learning tools provide results competitive with traditional statistical regression and more robust against random noise and systematic errors. The developed tools have then been applied to the multi-machine International Tokamak Physics Activity International Global Threshold Database of validated ITER-like Tokamak discharges. The machine learning tools converge on the same scaling law parameters obtained with non-linear regression. On the other hand, the developed tools allow a reduction of 50% of the uncertainty in the extrapolations to ITER. Therefore the proposed approach can effectively complement traditional regression since its application poses much less stringent requirements on the experimental data, to be used to determine the scaling laws, because they do not require examples exactly at the moment of the transition. (paper)

A computational approach to compare regression modelling strategies in prediction research.

Science.gov (United States)

Pajouheshnia, Romin; Pestman, Wiebe R; Teerenstra, Steven; Groenwold, Rolf H H

2016-08-25

It is often unclear which approach to fit, assess and adjust a model will yield the most accurate prediction model. We present an extension of an approach for comparing modelling strategies in linear regression to the setting of logistic regression and demonstrate its application in clinical prediction research. A framework for comparing logistic regression modelling strategies by their likelihoods was formulated using a wrapper approach. Five different strategies for modelling, including simple shrinkage methods, were compared in four empirical data sets to illustrate the concept of a priori strategy comparison. Simulations were performed in both randomly generated data and empirical data to investigate the influence of data characteristics on strategy performance. We applied the comparison framework in a case study setting. Optimal strategies were selected based on the results of a priori comparisons in a clinical data set and the performance of models built according to each strategy was assessed using the Brier score and calibration plots. The performance of modelling strategies was highly dependent on the characteristics of the development data in both linear and logistic regression settings. A priori comparisons in four empirical data sets found that no strategy consistently outperformed the others. The percentage of times that a model adjustment strategy outperformed a logistic model ranged from 3.9 to 94.9 %, depending on the strategy and data set. However, in our case study setting the a priori selection of optimal methods did not result in detectable improvement in model performance when assessed in an external data set. The performance of prediction modelling strategies is a data-dependent process and can be highly variable between data sets within the same clinical domain. A priori strategy comparison can be used to determine an optimal logistic regression modelling strategy for a given data set before selecting a final modelling approach.

Time series modeling by a regression approach based on a latent process.

Science.gov (United States)

Chamroukhi, Faicel; Samé, Allou; Govaert, Gérard; Aknin, Patrice

2009-01-01

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It consists of a regression model incorporating a discrete hidden logistic process allowing for activating smoothly or abruptly different polynomial regression models. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The M step of the EM algorithm uses a multi-class Iterative Reweighted Least-Squares (IRLS) algorithm to estimate the hidden process parameters. To evaluate the proposed approach, an experimental study on simulated data and real world data was performed using two alternative approaches: a heteroskedastic piecewise regression model using a global optimization algorithm based on dynamic programming, and a Hidden Markov Regression Model whose parameters are estimated by the Baum-Welch algorithm. Finally, in the context of the remote monitoring of components of the French railway infrastructure, and more particularly the switch mechanism, the proposed approach has been applied to modeling and classifying time series representing the condition measurements acquired during switch operations.

tgp: An R Package for Bayesian Nonstationary, Semiparametric Nonlinear Regression and Design by Treed Gaussian Process Models

Directory of Open Access Journals (Sweden)

Robert B. Gramacy

2007-06-01

Full Text Available The tgp package for R is a tool for fully Bayesian nonstationary, semiparametric nonlinear regression and design by treed Gaussian processes with jumps to the limiting linear model. Special cases also implemented include Bayesian linear models, linear CART, stationary separable and isotropic Gaussian processes. In addition to inference and posterior prediction, the package supports the (sequential design of experiments under these models paired with several objective criteria. 1-d and 2-d plotting, with higher dimension projection and slice capabilities, and tree drawing functions (requiring maptree and combinat packages, are also provided for visualization of tgp objects.

Nonlinear relativistic plasma resonance: Renormalization group approach

Energy Technology Data Exchange (ETDEWEB)

Metelskii, I. I., E-mail: metelski@lebedev.ru [Russian Academy of Sciences, Lebedev Physical Institute (Russian Federation); Kovalev, V. F., E-mail: vfkvvfkv@gmail.com [Dukhov All-Russian Research Institute of Automatics (Russian Federation); Bychenkov, V. Yu., E-mail: bychenk@lebedev.ru [Russian Academy of Sciences, Lebedev Physical Institute (Russian Federation)

2017-02-15

An analytical solution to the nonlinear set of equations describing the electron dynamics and electric field structure in the vicinity of the critical density in a nonuniform plasma is constructed using the renormalization group approach with allowance for relativistic effects of electron motion. It is demonstrated that the obtained solution describes two regimes of plasma oscillations in the vicinity of the plasma resonance— stationary and nonstationary. For the stationary regime, the spatiotemporal and spectral characteristics of the resonantly enhanced electric field are investigated in detail and the effect of the relativistic nonlinearity on the spatial localization of the energy of the plasma relativistic field is considered. The applicability limits of the obtained solution, which are determined by the conditions of plasma wave breaking in the vicinity of the resonance, are established and analyzed in detail for typical laser and plasma parameters. The applicability limits of the earlier developed nonrelativistic theories are refined.

A step-by-step guide to non-linear regression analysis of experimental data using a Microsoft Excel spreadsheet.

Science.gov (United States)

Brown, A M

2001-06-01

The objective of this present study was to introduce a simple, easily understood method for carrying out non-linear regression analysis based on user input functions. While it is relatively straightforward to fit data with simple functions such as linear or logarithmic functions, fitting data with more complicated non-linear functions is more difficult. Commercial specialist programmes are available that will carry out this analysis, but these programmes are expensive and are not intuitive to learn. An alternative method described here is to use the SOLVER function of the ubiquitous spreadsheet programme Microsoft Excel, which employs an iterative least squares fitting routine to produce the optimal goodness of fit between data and function. The intent of this paper is to lead the reader through an easily understood step-by-step guide to implementing this method, which can be applied to any function in the form y=f(x), and is well suited to fast, reliable analysis of data in all fields of biology.

Modeling Personalized Email Prioritization: Classification-based and Regression-based Approaches

Energy Technology Data Exchange (ETDEWEB)

Yoo S.; Yang, Y.; Carbonell, J.

2011-10-24

Email overload, even after spam filtering, presents a serious productivity challenge for busy professionals and executives. One solution is automated prioritization of incoming emails to ensure the most important are read and processed quickly, while others are processed later as/if time permits in declining priority levels. This paper presents a study of machine learning approaches to email prioritization into discrete levels, comparing ordinal regression versus classier cascades. Given the ordinal nature of discrete email priority levels, SVM ordinal regression would be expected to perform well, but surprisingly a cascade of SVM classifiers significantly outperforms ordinal regression for email prioritization. In contrast, SVM regression performs well -- better than classifiers -- on selected UCI data sets. This unexpected performance inversion is analyzed and results are presented, providing core functionality for email prioritization systems.

Nonlinear approaches in engineering applications advanced analysis of vehicle related technologies

CERN Document Server

Dai, Liming

2016-01-01

This book looks at the broad field of engineering science through the lens of nonlinear approaches. Examples focus on issues in vehicle technology, including vehicle dynamics, vehicle-road interaction, steering, and control for electric and hybrid vehicles. Also included are discussions on train and tram systems, aerial vehicles, robot-human interaction, and contact and scratch analysis at the micro/nanoscale. Chapters are based on invited contributions from world-class experts in the field who advance the future of engineering by discussing the development of more optimal, accurate, efficient, and cost and energy effective systems. This book is appropriate for researchers, students, and practicing engineers who are interested in the applications of nonlinear approaches to solving engineering and science problems.

New approaches and solutions of the nonlinear force-free field

International Nuclear Information System (INIS)

Xie Baisong; Yin Xintao; Luo Xia

2006-01-01

New approaches to nonlinear force-free field equations are presented and new exact solutions are found analytically. Examples are given and some implications of the results to astrophysical solar plasmas as well as tokamak plasmas are discussed

Application of semi-empirical modeling and non-linear regression to unfolding fast neutron spectra from integral reaction rate data

International Nuclear Information System (INIS)

Harker, Y.D.

1976-01-01

A semi-empirical analytical expression representing a fast reactor neutron spectrum has been developed. This expression was used in a non-linear regression computer routine to obtain from measured multiple foil integral reaction data the neutron spectrum inside the Coupled Fast Reactivity Measurement Facility. In this application six parameters in the analytical expression for neutron spectrum were adjusted in the non-linear fitting process to maximize consistency between calculated and measured integral reaction rates for a set of 15 dosimetry detector foils. In two-thirds of the observations the calculated integral agreed with its respective measured value to within the experimental standard deviation, and in all but one case agreement within two standard deviations was obtained. Based on this quality of fit the estimated 70 to 75 percent confidence intervals for the derived spectrum are 10 to 20 percent for the energy range 100 eV to 1 MeV, 10 to 50 percent for 1 MeV to 10 MeV and 50 to 90 percent for 10 MeV to 18 MeV. The analytical model has demonstrated a flexibility to describe salient features of neutron spectra of the fast reactor type. The use of regression analysis with this model has produced a stable method to derive neutron spectra from a limited amount of integral data

A Unified Approach to Adaptive Neural Control for Nonlinear Discrete-Time Systems With Nonlinear Dead-Zone Input.

Science.gov (United States)

Liu, Yan-Jun; Gao, Ying; Tong, Shaocheng; Chen, C L Philip

2016-01-01

In this paper, an effective adaptive control approach is constructed to stabilize a class of nonlinear discrete-time systems, which contain unknown functions, unknown dead-zone input, and unknown control direction. Different from linear dead zone, the dead zone, in this paper, is a kind of nonlinear dead zone. To overcome the noncausal problem, which leads to the control scheme infeasible, the systems can be transformed into a m -step-ahead predictor. Due to nonlinear dead-zone appearance, the transformed predictor still contains the nonaffine function. In addition, it is assumed that the gain function of dead-zone input and the control direction are unknown. These conditions bring about the difficulties and the complicacy in the controller design. Thus, the implicit function theorem is applied to deal with nonaffine dead-zone appearance, the problem caused by the unknown control direction can be resolved through applying the discrete Nussbaum gain, and the neural networks are used to approximate the unknown function. Based on the Lyapunov theory, all the signals of the resulting closed-loop system are proved to be semiglobal uniformly ultimately bounded. Moreover, the tracking error is proved to be regulated to a small neighborhood around zero. The feasibility of the proposed approach is demonstrated by a simulation example.

ON REGRESSION REPRESENTATIONS OF STOCHASTIC-PROCESSES

NARCIS (Netherlands)

RUSCHENDORF, L; DEVALK, [No Value

We construct a.s. nonlinear regression representations of general stochastic processes (X(n))n is-an-element-of N. As a consequence we obtain in particular special regression representations of Markov chains and of certain m-dependent sequences. For m-dependent sequences we obtain a constructive

A Differential Geometric Approach to Nonlinear Filtering: The Projection Filter

NARCIS (Netherlands)

Brigo, D.; Hanzon, B.; LeGland, F.

1998-01-01

This paper presents a new and systematic method of approximating exact nonlinear filters with finite dimensional filters, using the differential geometric approach to statistics. The projection filter is defined rigorously in the case of exponential families. A convenient exponential family is

Stabilization and regulation of nonlinear systems a robust and adaptive approach

CERN Document Server

Chen, Zhiyong

2015-01-01

The core of this textbook is a systematic and self-contained treatment of the nonlinear stabilization and output regulation problems. Its coverage embraces both fundamental concepts and advanced research outcomes and includes many numerical and practical examples. Several classes of important uncertain nonlinear systems are discussed. The state-of-the art solution presented uses robust and adaptive control design ideas in an integrated approach which demonstrates connections between global stabilization and global output regulation allowing both to be treated as stabilization problems. Stabilization and Regulation of Nonlinear Systems takes advantage of rich new results to give students up-to-date instruction in the central design problems of nonlinear control, problems which are a driving force behind the furtherance of modern control theory and its application. The diversity of systems in which stabilization and output regulation become significant concerns in the mathematical formulation of practical contr...

Model-free inference of direct network interactions from nonlinear collective dynamics.

Science.gov (United States)

Casadiego, Jose; Nitzan, Mor; Hallerberg, Sarah; Timme, Marc

2017-12-19

The topology of interactions in network dynamical systems fundamentally underlies their function. Accelerating technological progress creates massively available data about collective nonlinear dynamics in physical, biological, and technological systems. Detecting direct interaction patterns from those dynamics still constitutes a major open problem. In particular, current nonlinear dynamics approaches mostly require to know a priori a model of the (often high dimensional) system dynamics. Here we develop a model-independent framework for inferring direct interactions solely from recording the nonlinear collective dynamics generated. Introducing an explicit dependency matrix in combination with a block-orthogonal regression algorithm, the approach works reliably across many dynamical regimes, including transient dynamics toward steady states, periodic and non-periodic dynamics, and chaos. Together with its capabilities to reveal network (two point) as well as hypernetwork (e.g., three point) interactions, this framework may thus open up nonlinear dynamics options of inferring direct interaction patterns across systems where no model is known.

A nonlinear approach to modelling the residential electricity consumption in Ethiopia

International Nuclear Information System (INIS)

Gabreyohannes, Emmanuel

2010-01-01

In this paper an attempt is made to model, analyze and forecast the residential electricity consumption in Ethiopia using the self-exciting threshold autoregressive (SETAR) model and the smooth transition regression (STR) model. For comparison purposes, the application was also extended to standard linear models. During the empirical presentation of both models, significant nonlinear effects were found and linearity was rejected. The SETAR model was found out to be relatively better than the linear autoregressive model in out-of-sample point and interval (density) forecasts. Results from our STR model showed that the residual variance of the fitted STR model was only about 65.7% of that of the linear ARX model. Thus, we can conclude that the inclusion of the nonlinear part, which basically accounts for the arrival of extreme price events, leads to improvements in the explanatory abilities of the model for electricity consumption in Ethiopia. (author)

A nonlinear approach to modelling the residential electricity consumption in Ethiopia

Energy Technology Data Exchange (ETDEWEB)

Gabreyohannes, Emmanuel [Ethiopian Civil Service College, P.O.Box 5648, Addis Ababa (Ethiopia)

2010-05-15

In this paper an attempt is made to model, analyze and forecast the residential electricity consumption in Ethiopia using the self-exciting threshold autoregressive (SETAR) model and the smooth transition regression (STR) model. For comparison purposes, the application was also extended to standard linear models. During the empirical presentation of both models, significant nonlinear effects were found and linearity was rejected. The SETAR model was found out to be relatively better than the linear autoregressive model in out-of-sample point and interval (density) forecasts. Results from our STR model showed that the residual variance of the fitted STR model was only about 65.7% of that of the linear ARX model. Thus, we can conclude that the inclusion of the nonlinear part, which basically accounts for the arrival of extreme price events, leads to improvements in the explanatory abilities of the model for electricity consumption in Ethiopia. (author)

Asymptotic approach for the nonlinear equatorial long wave interactions

International Nuclear Information System (INIS)

Ramirez Gutierrez, Enver; Silva Dias, Pedro L; Raupp, Carlos

2011-01-01

In the present work we use an asymptotic approach to obtain the long wave equations. The shallow water equation is put as a function of an external parameter that is a measure of both the spatial scales anisotropy and the fast to slow time ratio. The values given to the external parameters are consistent with those computed using typical values of the perturbations in tropical dynamics. Asymptotically, the model converge toward the long wave model. Thus, it is possible to go toward the long wave approximation through intermediate realizable states. With this approach, the resonant nonlinear wave interactions are studied. To simplify, the reduced dynamics of a single resonant triad is used for some selected equatorial trios. It was verified by both theoretical and numerical results that the nonlinear energy exchange period increases smoothly as we move toward the long wave approach. The magnitude of the energy exchanges is also modified, but in this case depends on the particular triad used and also on the initial energy partition among the triad components. Some implications of the results for the tropical dynamics are discussed. In particular, we discuss the implications of the results for El Nino and the Madden-Julian in connection with other scales of time and spatial variability.

A genuine nonlinear approach for controller design of a boiler-turbine system.

Science.gov (United States)

Yang, Shizhong; Qian, Chunjiang; Du, Haibo

2012-05-01

This paper proposes a genuine nonlinear approach for controller design of a drum-type boiler-turbine system. Based on a second order nonlinear model, a finite-time convergent controller is first designed to drive the states to their setpoints in a finite time. In the case when the state variables are unmeasurable, the system will be regulated using a constant controller or an output feedback controller. An adaptive controller is also designed to stabilize the system since the model parameters may vary under different operating points. The novelty of the proposed controller design approach lies in fully utilizing the system nonlinearities instead of linearizing or canceling them. In addition, the newly developed techniques for finite-time convergent controller are used to guarantee fast convergence of the system. Simulations are conducted under different cases and the results are presented to illustrate the performance of the proposed controllers. Copyright © 2011 ISA. Published by Elsevier Ltd. All rights reserved.

Minimax Regression Quantiles

DEFF Research Database (Denmark)

Bache, Stefan Holst

A new and alternative quantile regression estimator is developed and it is shown that the estimator is root n-consistent and asymptotically normal. The estimator is based on a minimax ‘deviance function’ and has asymptotically equivalent properties to the usual quantile regression estimator. It is......, however, a different and therefore new estimator. It allows for both linear- and nonlinear model specifications. A simple algorithm for computing the estimates is proposed. It seems to work quite well in practice but whether it has theoretical justification is still an open question....

Nonlinear regression and ARIMA models for precipitation chemistry in East Central Florida from 1978 to 1997

International Nuclear Information System (INIS)

Nickerson, David M.; Madsen, Brooks C.

2005-01-01

Continuous monitoring of precipitation in East Central Florida has occurred since 1978 at a sampling site located on the University of Central Florida (UCF) campus. Monthly volume-weighted average (VWA) concentration for several major analytes that are present in precipitation samples was calculated from samples collected daily. Monthly VWA concentration and wet deposition of H + , NH 4 + , Ca 2+ , Mg 2+ , NO 3 - , Cl - and SO 4 2- were evaluated by a nonlinear regression (NLR) model that considered 10-year data (from 1978 to 1987) and 20-year data (from 1978 to 1997). Little change in the NLR parameter estimates was indicated among the 10-year and 20-year evaluations except for general decreases in the predicted trends from the 10-year to the 20-year fits. Box-Jenkins autoregressive integrated moving average (ARIMA) models with linear trend were considered as an alternative to the NLR models for these data. The NLR and ARIMA model forecasts for 1998 were compared to the actual 1998 data. For monthly VWA concentration values, the two models gave similar results. For the wet deposition values, the ARIMA models performed considerably better. - Autoregressive integrated moving average models of precipitation data are an improvement over nonlinear models for the prediction of precipitation chemistry composition

Approaches to the Optimal Nonlinear Analysis of Microcalorimeter Pulses

Science.gov (United States)

Fowler, J. W.; Pappas, C. G.; Alpert, B. K.; Doriese, W. B.; O'Neil, G. C.; Ullom, J. N.; Swetz, D. S.

2018-03-01

We consider how to analyze microcalorimeter pulses for quantities that are nonlinear in the data, while preserving the signal-to-noise advantages of linear optimal filtering. We successfully apply our chosen approach to compute the electrothermal feedback energy deficit (the "Joule energy") of a pulse, which has been proposed as a linear estimator of the deposited photon energy.

Non-Linear Relationship between Economic Growth and CO₂ Emissions in China: An Empirical Study Based on Panel Smooth Transition Regression Models.

Science.gov (United States)

Wang, Zheng-Xin; Hao, Peng; Yao, Pei-Yi

2017-12-13

The non-linear relationship between provincial economic growth and carbon emissions is investigated by using panel smooth transition regression (PSTR) models. The research indicates that, on the condition of separately taking Gross Domestic Product per capita (GDPpc), energy structure (Es), and urbanisation level (Ul) as transition variables, three models all reject the null hypothesis of a linear relationship, i.e., a non-linear relationship exists. The results show that the three models all contain only one transition function but different numbers of location parameters. The model taking GDPpc as the transition variable has two location parameters, while the other two models separately considering Es and Ul as the transition variables both contain one location parameter. The three models applied in the study all favourably describe the non-linear relationship between economic growth and CO₂ emissions in China. It also can be seen that the conversion rate of the influence of Ul on per capita CO₂ emissions is significantly higher than those of GDPpc and Es on per capita CO₂ emissions.

The use of nonlinear regression analysis for integrating pollutant concentration measurements with atmospheric dispersion modeling for source term estimation

International Nuclear Information System (INIS)

Edwards, L.L.; Freis, R.P.; Peters, L.G.; Gudiksen, P.H.; Pitovranov, S.E.

1993-01-01

The accuracy associated with assessing the environmental consequences of an accidental release of radioactivity is highly dependent on the knowledge of the source term characteristics, which are generally poorly known. The development of an automated numerical technique that integrates the radiological measurements with atmospheric dispersion modeling for more accurate source term estimation is reported. Often, this process of parameter estimation is performed by an emergency response assessor, who takes an intelligent first guess at the model parameters, then, comparing the model results with whatever measurements are available, makes an intuitive, informed next guess of the model parameters. This process may be repeated any number of times until the assessor feels that the model results are reasonable in terms of the measured observations. A new approach, based on a nonlinear least-squares regression scheme coupled with the existing Atmospheric Release Advisory Capability three-dimensional atmospheric dispersion models, is to supplement the assessor's intuition with automated mathematical methods that do not significantly increase the response time of the existing predictive models. The viability of the approach is evaluated by estimation of the known SF 6 tracer release rates associated with the Mesoscale Atmospheric Transport Studies tracer experiments conducted at the Savannah River Laboratory during 1983. These 19 experiments resulted in 14 successful, separate tracer releases with sampling of the tracer plumes along the cross-plume arc situated ∼30 km from the release site

Least Squares Adjustment: Linear and Nonlinear Weighted Regression Analysis

DEFF Research Database (Denmark)

Nielsen, Allan Aasbjerg

2007-01-01

This note primarily describes the mathematics of least squares regression analysis as it is often used in geodesy including land surveying and satellite positioning applications. In these fields regression is often termed adjustment. The note also contains a couple of typical land surveying...... and satellite positioning application examples. In these application areas we are typically interested in the parameters in the model typically 2- or 3-D positions and not in predictive modelling which is often the main concern in other regression analysis applications. Adjustment is often used to obtain...... the clock error) and to obtain estimates of the uncertainty with which the position is determined. Regression analysis is used in many other fields of application both in the natural, the technical and the social sciences. Examples may be curve fitting, calibration, establishing relationships between...

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

Science.gov (United States)

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

2016-04-01

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

Nonlinear optics an analytical approach

CERN Document Server

Mandel, Paul

2010-01-01

Based on the author's extensive teaching experience and lecture notes, this textbook provides a substantially analytical rather than descriptive presentation of nonlinear optics. Divided into five parts, with most chapters corresponding to a two-hour lecture, the book begins with a unique account of the historical development from Kirchhoff's law for the black-body radiation to Planck's quantum hypothesis and Einstein's discovery of spontaneous emission - providing all the explicit proofs. The subsequent sections deal with matter quantization, ultrashort pulse propagation in 2-level media, cavity nonlinear optics, chi(2) and chi(3) media. For graduate and PhD students in nonlinear optics or photonics, while also representing a valuable reference for researchers in these fields.

A comparative analysis of alternative approaches for quantifying nonlinear dynamics in cardiovascular system.

Science.gov (United States)

Chen, Yun; Yang, Hui

2013-01-01

Heart rate variability (HRV) analysis has emerged as an important research topic to evaluate autonomic cardiac function. However, traditional time and frequency-domain analysis characterizes and quantify only linear and stationary phenomena. In the present investigation, we made a comparative analysis of three alternative approaches (i.e., wavelet multifractal analysis, Lyapunov exponents and multiscale entropy analysis) for quantifying nonlinear dynamics in heart rate time series. Note that these extracted nonlinear features provide information about nonlinear scaling behaviors and the complexity of cardiac systems. To evaluate the performance, we used 24-hour HRV recordings from 54 healthy subjects and 29 heart failure patients, available in PhysioNet. Three nonlinear methods are evaluated not only individually but also in combination using three classification algorithms, i.e., linear discriminate analysis, quadratic discriminate analysis and k-nearest neighbors. Experimental results show that three nonlinear methods capture nonlinear dynamics from different perspectives and the combined feature set achieves the best performance, i.e., sensitivity 97.7% and specificity 91.5%. Collectively, nonlinear HRV features are shown to have the promise to identify the disorders in autonomic cardiovascular function.

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

OpenAIRE

Leibov Roman

2017-01-01

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

Nonlinear PDEs a dynamical systems approach

CERN Document Server

Schneider, Guido

2017-01-01

This is an introductory textbook about nonlinear dynamics of PDEs, with a focus on problems over unbounded domains and modulation equations. The presentation is example-oriented, and new mathematical tools are developed step by step, giving insight into some important classes of nonlinear PDEs and nonlinear dynamics phenomena which may occur in PDEs. The book consists of four parts. Parts I and II are introductions to finite- and infinite-dimensional dynamics defined by ODEs and by PDEs over bounded domains, respectively, including the basics of bifurcation and attractor theory. Part III introduces PDEs on the real line, including the Korteweg-de Vries equation, the Nonlinear Schrödinger equation and the Ginzburg-Landau equation. These examples often occur as simplest possible models, namely as amplitude or modulation equations, for some real world phenomena such as nonlinear waves and pattern formation. Part IV explores in more detail the connections between such complicated physical systems and the reduced...

A nonlinear dynamics approach for incorporating wind-speed patterns into wind-power project evaluation.

Science.gov (United States)

Huffaker, Ray; Bittelli, Marco

2015-01-01

Wind-energy production may be expanded beyond regions with high-average wind speeds (such as the Midwest U.S.A.) to sites with lower-average speeds (such as the Southeast U.S.A.) by locating favorable regional matches between natural wind-speed and energy-demand patterns. A critical component of wind-power evaluation is to incorporate wind-speed dynamics reflecting documented diurnal and seasonal behavioral patterns. Conventional probabilistic approaches remove patterns from wind-speed data. These patterns must be restored synthetically before they can be matched with energy-demand patterns. How to accurately restore wind-speed patterns is a vexing problem spurring an expanding line of papers. We propose a paradigm shift in wind power evaluation that employs signal-detection and nonlinear-dynamics techniques to empirically diagnose whether synthetic pattern restoration can be avoided altogether. If the complex behavior of observed wind-speed records is due to nonlinear, low-dimensional, and deterministic system dynamics, then nonlinear dynamics techniques can reconstruct wind-speed dynamics from observed wind-speed data without recourse to conventional probabilistic approaches. In the first study of its kind, we test a nonlinear dynamics approach in an application to Sugarland Wind-the first utility-scale wind project proposed in Florida, USA. We find empirical evidence of a low-dimensional and nonlinear wind-speed attractor characterized by strong temporal patterns that match up well with regular daily and seasonal electricity demand patterns.

Hyperspectral Unmixing with Robust Collaborative Sparse Regression

Directory of Open Access Journals (Sweden)

Chang Li

2016-07-01

Full Text Available Recently, sparse unmixing (SU of hyperspectral data has received particular attention for analyzing remote sensing images. However, most SU methods are based on the commonly admitted linear mixing model (LMM, which ignores the possible nonlinear effects (i.e., nonlinearity. In this paper, we propose a new method named robust collaborative sparse regression (RCSR based on the robust LMM (rLMM for hyperspectral unmixing. The rLMM takes the nonlinearity into consideration, and the nonlinearity is merely treated as outlier, which has the underlying sparse property. The RCSR simultaneously takes the collaborative sparse property of the abundance and sparsely distributed additive property of the outlier into consideration, which can be formed as a robust joint sparse regression problem. The inexact augmented Lagrangian method (IALM is used to optimize the proposed RCSR. The qualitative and quantitative experiments on synthetic datasets and real hyperspectral images demonstrate that the proposed RCSR is efficient for solving the hyperspectral SU problem compared with the other four state-of-the-art algorithms.

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

Science.gov (United States)

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

2017-12-01

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

Multiple regression approach to predict turbine-generator output for Chinshan nuclear power plant

International Nuclear Information System (INIS)

Chan, Yea-Kuang; Tsai, Yu-Ching

2017-01-01

The objective of this study is to develop a turbine cycle model using the multiple regression approach to estimate the turbine-generator output for the Chinshan Nuclear Power Plant (NPP). The plant operating data was verified using a linear regression model with a corresponding 95% confidence interval for the operating data. In this study, the key parameters were selected as inputs for the multiple regression based turbine cycle model. The proposed model was used to estimate the turbine-generator output. The effectiveness of the proposed turbine cycle model was demonstrated by using plant operating data obtained from the Chinshan NPP Unit 2. The results show that this multiple regression based turbine cycle model can be used to accurately estimate the turbine-generator output. In addition, this study also provides an alternative approach with simple and easy features to evaluate the thermal performance for nuclear power plants.

Multiple regression approach to predict turbine-generator output for Chinshan nuclear power plant

Energy Technology Data Exchange (ETDEWEB)

Chan, Yea-Kuang; Tsai, Yu-Ching [Institute of Nuclear Energy Research, Taoyuan City, Taiwan (China). Nuclear Engineering Division

2017-03-15

The objective of this study is to develop a turbine cycle model using the multiple regression approach to estimate the turbine-generator output for the Chinshan Nuclear Power Plant (NPP). The plant operating data was verified using a linear regression model with a corresponding 95% confidence interval for the operating data. In this study, the key parameters were selected as inputs for the multiple regression based turbine cycle model. The proposed model was used to estimate the turbine-generator output. The effectiveness of the proposed turbine cycle model was demonstrated by using plant operating data obtained from the Chinshan NPP Unit 2. The results show that this multiple regression based turbine cycle model can be used to accurately estimate the turbine-generator output. In addition, this study also provides an alternative approach with simple and easy features to evaluate the thermal performance for nuclear power plants.

Bayesian Nonparametric Regression Analysis of Data with Random Effects Covariates from Longitudinal Measurements

KAUST Repository

Ryu, Duchwan

2010-09-28

We consider nonparametric regression analysis in a generalized linear model (GLM) framework for data with covariates that are the subject-specific random effects of longitudinal measurements. The usual assumption that the effects of the longitudinal covariate processes are linear in the GLM may be unrealistic and if this happens it can cast doubt on the inference of observed covariate effects. Allowing the regression functions to be unknown, we propose to apply Bayesian nonparametric methods including cubic smoothing splines or P-splines for the possible nonlinearity and use an additive model in this complex setting. To improve computational efficiency, we propose the use of data-augmentation schemes. The approach allows flexible covariance structures for the random effects and within-subject measurement errors of the longitudinal processes. The posterior model space is explored through a Markov chain Monte Carlo (MCMC) sampler. The proposed methods are illustrated and compared to other approaches, the "naive" approach and the regression calibration, via simulations and by an application that investigates the relationship between obesity in adulthood and childhood growth curves. © 2010, The International Biometric Society.

A universal approach to the study of nonlinear systems

Science.gov (United States)

Hwa, Rudolph C.

2004-07-01

A large variety of nonlinear systems have been treated by a common approach that emphasizes the fluctuation of spatial patterns. By using the same method of analysis it is possible to discuss the chaotic behaviors of quark jets and logistic map in the same language. Critical behaviors of quark-hadron phase transition in heavy-ion collisions and of photon production at the threshold of lasing can also be described by a common scaling behavior. The universal approach also makes possible an insight into the recently discovered phenomenon of wind reversal in cryogenic turbulence as a manifestation of self-organized criticality.

Time series regression model for infectious disease and weather.

Science.gov (United States)

Imai, Chisato; Armstrong, Ben; Chalabi, Zaid; Mangtani, Punam; Hashizume, Masahiro

2015-10-01

Time series regression has been developed and long used to evaluate the short-term associations of air pollution and weather with mortality or morbidity of non-infectious diseases. The application of the regression approaches from this tradition to infectious diseases, however, is less well explored and raises some new issues. We discuss and present potential solutions for five issues often arising in such analyses: changes in immune population, strong autocorrelations, a wide range of plausible lag structures and association patterns, seasonality adjustments, and large overdispersion. The potential approaches are illustrated with datasets of cholera cases and rainfall from Bangladesh and influenza and temperature in Tokyo. Though this article focuses on the application of the traditional time series regression to infectious diseases and weather factors, we also briefly introduce alternative approaches, including mathematical modeling, wavelet analysis, and autoregressive integrated moving average (ARIMA) models. Modifications proposed to standard time series regression practice include using sums of past cases as proxies for the immune population, and using the logarithm of lagged disease counts to control autocorrelation due to true contagion, both of which are motivated from "susceptible-infectious-recovered" (SIR) models. The complexity of lag structures and association patterns can often be informed by biological mechanisms and explored by using distributed lag non-linear models. For overdispersed models, alternative distribution models such as quasi-Poisson and negative binomial should be considered. Time series regression can be used to investigate dependence of infectious diseases on weather, but may need modifying to allow for features specific to this context. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Comparison between linear and non-parametric regression models for genome-enabled prediction in wheat.

Science.gov (United States)

Pérez-Rodríguez, Paulino; Gianola, Daniel; González-Camacho, Juan Manuel; Crossa, José; Manès, Yann; Dreisigacker, Susanne

2012-12-01

In genome-enabled prediction, parametric, semi-parametric, and non-parametric regression models have been used. This study assessed the predictive ability of linear and non-linear models using dense molecular markers. The linear models were linear on marker effects and included the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B. The non-linear models (this refers to non-linearity on markers) were reproducing kernel Hilbert space (RKHS) regression, Bayesian regularized neural networks (BRNN), and radial basis function neural networks (RBFNN). These statistical models were compared using 306 elite wheat lines from CIMMYT genotyped with 1717 diversity array technology (DArT) markers and two traits, days to heading (DTH) and grain yield (GY), measured in each of 12 environments. It was found that the three non-linear models had better overall prediction accuracy than the linear regression specification. Results showed a consistent superiority of RKHS and RBFNN over the Bayesian LASSO, Bayesian ridge regression, Bayes A, and Bayes B models.

Effects produced by oscillations applied to nonlinear dynamic systems: a general approach and examples

DEFF Research Database (Denmark)

Blekhman, I. I.; Sorokin, V. S.

2016-01-01

A general approach to study effects produced by oscillations applied to nonlinear dynamic systems is developed. It implies a transition from initial governing equations of motion to much more simple equations describing only the main slow component of motions (the vibro-transformed dynamics.......g., the requirement for the involved nonlinearities to be weak. The approach is illustrated by several relevant examples from various fields of science, e.g., mechanics, physics, chemistry and biophysics....... equations). The approach is named as the oscillatory strobodynamics, since motions are perceived as under a stroboscopic light. The vibro-transformed dynamics equations comprise terms that capture the averaged effect of oscillations. The method of direct separation of motions appears to be an efficient...

New variable separation approach: application to nonlinear diffusion equations

International Nuclear Information System (INIS)

Zhang Shunli; Lou, S Y; Qu Changzheng

2003-01-01

The concept of the derivative-dependent functional separable solution (DDFSS), as a generalization to the functional separable solution, is proposed. As an application, it is used to discuss the generalized nonlinear diffusion equations based on the generalized conditional symmetry approach. As a consequence, a complete list of canonical forms for such equations which admit the DDFSS is obtained and some exact solutions to the resulting equations are described

Data-driven methods towards learning the highly nonlinear inverse kinematics of tendon-driven surgical manipulators.

Science.gov (United States)

Xu, Wenjun; Chen, Jie; Lau, Henry Y K; Ren, Hongliang

2017-09-01

Accurate motion control of flexible surgical manipulators is crucial in tissue manipulation tasks. The tendon-driven serpentine manipulator (TSM) is one of the most widely adopted flexible mechanisms in minimally invasive surgery because of its enhanced maneuverability in torturous environments. TSM, however, exhibits high nonlinearities and conventional analytical kinematics model is insufficient to achieve high accuracy. To account for the system nonlinearities, we applied a data driven approach to encode the system inverse kinematics. Three regression methods: extreme learning machine (ELM), Gaussian mixture regression (GMR) and K-nearest neighbors regression (KNNR) were implemented to learn a nonlinear mapping from the robot 3D position states to the control inputs. The performance of the three algorithms was evaluated both in simulation and physical trajectory tracking experiments. KNNR performed the best in the tracking experiments, with the lowest RMSE of 2.1275 mm. The proposed inverse kinematics learning methods provide an alternative and efficient way to accurately model the tendon driven flexible manipulator. Copyright © 2016 John Wiley & Sons, Ltd.

Novel Approach for Prediction of Localized Necking in Case of Nonlinear Strain Paths

Science.gov (United States)

Drotleff, K.; Liewald, M.

2017-09-01

Rising customer expectations regarding design complexity and weight reduction of sheet metal components alongside with further reduced time to market implicate increased demand for process validation using numerical forming simulation. Formability prediction though often is still based on the forming limit diagram first presented in the 1960s. Despite many drawbacks in case of nonlinear strain paths and major advances in research in the recent years, the forming limit curve (FLC) is still one of the most commonly used criteria for assessing formability of sheet metal materials. Especially when forming complex part geometries nonlinear strain paths may occur, which cannot be predicted using the conventional FLC-Concept. In this paper a novel approach for calculation of FLCs for nonlinear strain paths is presented. Combining an interesting approach for prediction of FLC using tensile test data and IFU-FLC-Criterion a model for prediction of localized necking for nonlinear strain paths can be derived. Presented model is purely based on experimental tensile test data making it easy to calibrate for any given material. Resulting prediction of localized necking is validated using an experimental deep drawing specimen made of AA6014 material having a sheet thickness of 1.04 mm. The results are compared to IFU-FLC-Criterion based on data of pre-stretched Nakajima specimen.

Trace analysis of acids and bases by conductometric titration with multiparametric non-linear regression.

Science.gov (United States)

Coelho, Lúcia H G; Gutz, Ivano G R

2006-03-15

A chemometric method for analysis of conductometric titration data was introduced to extend its applicability to lower concentrations and more complex acid-base systems. Auxiliary pH measurements were made during the titration to assist the calculation of the distribution of protonable species on base of known or guessed equilibrium constants. Conductivity values of each ionized or ionizable species possibly present in the sample were introduced in a general equation where the only unknown parameters were the total concentrations of (conjugated) bases and of strong electrolytes not involved in acid-base equilibria. All these concentrations were adjusted by a multiparametric nonlinear regression (NLR) method, based on the Levenberg-Marquardt algorithm. This first conductometric titration method with NLR analysis (CT-NLR) was successfully applied to simulated conductometric titration data and to synthetic samples with multiple components at concentrations as low as those found in rainwater (approximately 10 micromol L(-1)). It was possible to resolve and quantify mixtures containing a strong acid, formic acid, acetic acid, ammonium ion, bicarbonate and inert electrolyte with accuracy of 5% or better.

Are Current Accounts of Asian Economies Mean-reverting?: Nonlinear Unit Root Test Approach

Directory of Open Access Journals (Sweden)

Bonghan Kim

2005-12-01

Full Text Available This paper tests the mean reverting property of current account in the financial crisis-affected 5 counties of southeast Asia using nonlinear unit root tests of Park and shintani(2004. Our approach is based on the idea that a conventional unit root test has lower power in detecting the nonlinear mean reverting behavior if the current account follows a nonlinear mean reversion process. We obtained following empirical results. First, for the pre-crisis period (1981Q1-1996Q4, the current accounts of Indonesia, Malaysia and Philippines are mean-reverting but those of Korea and Thailand are not mean-reverting. Second, for the full sample period (1981Q1-2003Q4, the ADF test fails to reject the unit root of the current account in all countries except Philippines. However, unit root is rejected in favor of nonlinear mean reversion except Thailand. This nonlinear unit root test result implies that crisis-affected Asian countries except Thailand have sustainable paths of current accounts. Third, when the current accounts of East Asian countries are nonlinear mean-reverting, the mean reverting process can be well described by the ESTAR model, instead of the DTAR or DLSTAR model. The nonlinear unit root test results imply smooth nonlinear mean-reversion behaviors of East Asian current accounts. Finally, the shape of estimated impulse response functions becomes steeper as the size of shock increases, which is the very characteristic of the nonlinear process.

Local interaction simulation approach to modelling nonclassical, nonlinear elastic behavior in solids.

Science.gov (United States)

Scalerandi, Marco; Agostini, Valentina; Delsanto, Pier Paolo; Van Den Abeele, Koen; Johnson, Paul A

2003-06-01

Recent studies show that a broad category of materials share "nonclassical" nonlinear elastic behavior much different from "classical" (Landau-type) nonlinearity. Manifestations of "nonclassical" nonlinearity include stress-strain hysteresis and discrete memory in quasistatic experiments, and specific dependencies of the harmonic amplitudes with respect to the drive amplitude in dynamic wave experiments, which are remarkably different from those predicted by the classical theory. These materials have in common soft "bond" elements, where the elastic nonlinearity originates, contained in hard matter (e.g., a rock sample). The bond system normally comprises a small fraction of the total material volume, and can be localized (e.g., a crack in a solid) or distributed, as in a rock. In this paper a model is presented in which the soft elements are treated as hysteretic or reversible elastic units connected in a one-dimensional lattice to elastic elements (grains), which make up the hard matrix. Calculations are performed in the framework of the local interaction simulation approach (LISA). Experimental observations are well predicted by the model, which is now ready both for basic investigations about the physical origins of nonlinear elasticity and for applications to material damage diagnostics.

Predictive modelling of chromium removal using multiple linear and nonlinear regression with special emphasis on operating parameters of bioelectrochemical reactor.

Science.gov (United States)

More, Anand Govind; Gupta, Sunil Kumar

2018-03-24

Bioelectrochemical system (BES) is a novel, self-sustaining metal removal technology functioning on the utilization of chemical energy of organic matter with the help of microorganisms. Experimental trials of two chambered BES reactor were conducted with varying substrate concentration using sodium acetate (500 mg/L to 2000 mg/L COD) and different initial chromium concentration (Cr i ) (10-100 mg/L) at different cathode pH (pH 1-7). In the current study mathematical models based on multiple linear regression (MLR) and non-linear regression (NLR) approach were developed using laboratory experimental data for determining chromium removal efficiency (CRE) in the cathode chamber of BES. Substrate concentration, rate of substrate consumption, Cr i , pH, temperature and hydraulic retention time (HRT) were the operating process parameters of the reactor considered for development of the proposed models. MLR showed a better correlation coefficient (0.972) as compared to NLR (0.952). Validation of the models using t-test analysis revealed unbiasedness of both the models, with t critical value (2.04) greater than t-calculated values for MLR (-0.708) and NLR (-0.86). The root-mean-square error (RMSE) for MLR and NLR were 5.06 % and 7.45 %, respectively. Comparison between both models suggested MLR to be best suited model for predicting the chromium removal behavior using the BES technology to specify a set of operating conditions for BES. Modelling the behavior of CRE will be helpful for scale up of BES technology at industrial level. Copyright © 2018 The Society for Biotechnology, Japan. Published by Elsevier B.V. All rights reserved.

Does the Magnitude of the Link between Unemployment and Crime Depend on the Crime Level? A Quantile Regression Approach

Directory of Open Access Journals (Sweden)

Horst Entorf

2015-07-01

Full Text Available Two alternative hypotheses – referred to as opportunity- and stigma-based behavior – suggest that the magnitude of the link between unemployment and crime also depends on preexisting local crime levels. In order to analyze conjectured nonlinearities between both variables, we use quantile regressions applied to German district panel data. While both conventional OLS and quantile regressions confirm the positive link between unemployment and crime for property crimes, results for assault differ with respect to the method of estimation. Whereas conventional mean regressions do not show any significant effect (which would confirm the usual result found for violent crimes in the literature, quantile regression reveals that size and importance of the relationship are conditional on the crime rate. The partial effect is significantly positive for moderately low and median quantiles of local assault rates.

Model selection in kernel ridge regression

DEFF Research Database (Denmark)

Exterkate, Peter

2013-01-01

Kernel ridge regression is a technique to perform ridge regression with a potentially infinite number of nonlinear transformations of the independent variables as regressors. This method is gaining popularity as a data-rich nonlinear forecasting tool, which is applicable in many different contexts....... The influence of the choice of kernel and the setting of tuning parameters on forecast accuracy is investigated. Several popular kernels are reviewed, including polynomial kernels, the Gaussian kernel, and the Sinc kernel. The latter two kernels are interpreted in terms of their smoothing properties......, and the tuning parameters associated to all these kernels are related to smoothness measures of the prediction function and to the signal-to-noise ratio. Based on these interpretations, guidelines are provided for selecting the tuning parameters from small grids using cross-validation. A Monte Carlo study...

Solar cycle in current reanalyses: (non)linear attribution study

Science.gov (United States)

Kuchar, A.; Sacha, P.; Miksovsky, J.; Pisoft, P.

2014-12-01

This study focusses on the variability of temperature, ozone and circulation characteristics in the stratosphere and lower mesosphere with regard to the influence of the 11 year solar cycle. It is based on attribution analysis using multiple nonlinear techniques (Support Vector Regression, Neural Networks) besides the traditional linear approach. The analysis was applied to several current reanalysis datasets for the 1979-2013 period, including MERRA, ERA-Interim and JRA-55, with the aim to compare how this type of data resolves especially the double-peaked solar response in temperature and ozone variables and the consequent changes induced by these anomalies. Equatorial temperature signals in the lower and upper stratosphere were found to be sufficiently robust and in qualitative agreement with previous observational studies. The analysis also pointed to the solar signal in the ozone datasets (i.e. MERRA and ERA-Interim) not being consistent with the observed double-peaked ozone anomaly extracted from satellite measurements. Consequently the results obtained by linear regression were confirmed by the nonlinear approach through all datasets, suggesting that linear regression is a relevant tool to sufficiently resolve the solar signal in the middle atmosphere. Furthermore, the seasonal dependence of the solar response was also discussed, mainly as a source of dynamical causalities in the wave propagation characteristics in the zonal wind and the induced meridional circulation in the winter hemispheres. The hypothetical mechanism of a weaker Brewer Dobson circulation was reviewed together with discussion of polar vortex stability.

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

International Nuclear Information System (INIS)

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

2006-01-01

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

Least square regression based integrated multi-parameteric demand modeling for short term load forecasting

International Nuclear Information System (INIS)

Halepoto, I.A.; Uqaili, M.A.

2014-01-01

Nowadays, due to power crisis, electricity demand forecasting is deemed an important area for socioeconomic development and proper anticipation of the load forecasting is considered essential step towards efficient power system operation, scheduling and planning. In this paper, we present STLF (Short Term Load Forecasting) using multiple regression techniques (i.e. linear, multiple linear, quadratic and exponential) by considering hour by hour load model based on specific targeted day approach with temperature variant parameter. The proposed work forecasts the future load demand correlation with linear and non-linear parameters (i.e. considering temperature in our case) through different regression approaches. The overall load forecasting error is 2.98% which is very much acceptable. From proposed regression techniques, Quadratic Regression technique performs better compared to than other techniques because it can optimally fit broad range of functions and data sets. The work proposed in this paper, will pave a path to effectively forecast the specific day load with multiple variance factors in a way that optimal accuracy can be maintained. (author)

Crime Modeling using Spatial Regression Approach

Science.gov (United States)

Saleh Ahmar, Ansari; Adiatma; Kasim Aidid, M.

2018-01-01

Act of criminality in Indonesia increased both variety and quantity every year. As murder, rape, assault, vandalism, theft, fraud, fencing, and other cases that make people feel unsafe. Risk of society exposed to crime is the number of reported cases in the police institution. The higher of the number of reporter to the police institution then the number of crime in the region is increasing. In this research, modeling criminality in South Sulawesi, Indonesia with the dependent variable used is the society exposed to the risk of crime. Modelling done by area approach is the using Spatial Autoregressive (SAR) and Spatial Error Model (SEM) methods. The independent variable used is the population density, the number of poor population, GDP per capita, unemployment and the human development index (HDI). Based on the analysis using spatial regression can be shown that there are no dependencies spatial both lag or errors in South Sulawesi.

Approaches to nonlinear cointegration with a view towards applications in SHM

Science.gov (United States)

Cross, E. J.; Worden, K.

2011-07-01

One of the major problems confronting the application of Structural Health Monitoring (SHM) to real structures is that of divorcing the effect of environmental changes from those imposed by damage. A recent development in this area is the import of the technique of cointegration from the field of econometrics. While cointegration is a mature technology within economics, its development has been largely concerned with linear time-series analysis and this places a severe constraint on its application - particularly in the new context of SHM where damage can often make a given structure nonlinear. The objective of the current paper is to introduce two possible approaches to nonlinear cointegration: the first is an optimisation-based method; the second is a variation of the established Johansen procedure based on the use of an augmented basis. Finally, the ideas of nonlinear cointegration will be explored through application to real SHM data from the benchmark project on the Z24 Highway Bridge.

Approaches to nonlinear cointegration with a view towards applications in SHM

International Nuclear Information System (INIS)

Cross, E J; Worden, K

2011-01-01

One of the major problems confronting the application of Structural Health Monitoring (SHM) to real structures is that of divorcing the effect of environmental changes from those imposed by damage. A recent development in this area is the import of the technique of cointegration from the field of econometrics. While cointegration is a mature technology within economics, its development has been largely concerned with linear time-series analysis and this places a severe constraint on its application - particularly in the new context of SHM where damage can often make a given structure nonlinear. The objective of the current paper is to introduce two possible approaches to nonlinear cointegration: the first is an optimisation-based method; the second is a variation of the established Johansen procedure based on the use of an augmented basis. Finally, the ideas of nonlinear cointegration will be explored through application to real SHM data from the benchmark project on the Z24 Highway Bridge.

Ordinary least square regression, orthogonal regression, geometric mean regression and their applications in aerosol science

International Nuclear Information System (INIS)

Leng Ling; Zhang Tianyi; Kleinman, Lawrence; Zhu Wei

2007-01-01

Regression analysis, especially the ordinary least squares method which assumes that errors are confined to the dependent variable, has seen a fair share of its applications in aerosol science. The ordinary least squares approach, however, could be problematic due to the fact that atmospheric data often does not lend itself to calling one variable independent and the other dependent. Errors often exist for both measurements. In this work, we examine two regression approaches available to accommodate this situation. They are orthogonal regression and geometric mean regression. Comparisons are made theoretically as well as numerically through an aerosol study examining whether the ratio of organic aerosol to CO would change with age

The Current and Future Use of Ridge Regression for Prediction in Quantitative Genetics

Directory of Open Access Journals (Sweden)

Ronald de Vlaming

2015-01-01

Full Text Available In recent years, there has been a considerable amount of research on the use of regularization methods for inference and prediction in quantitative genetics. Such research mostly focuses on selection of markers and shrinkage of their effects. In this review paper, the use of ridge regression for prediction in quantitative genetics using single-nucleotide polymorphism data is discussed. In particular, we consider (i the theoretical foundations of ridge regression, (ii its link to commonly used methods in animal breeding, (iii the computational feasibility, and (iv the scope for constructing prediction models with nonlinear effects (e.g., dominance and epistasis. Based on a simulation study we gauge the current and future potential of ridge regression for prediction of human traits using genome-wide SNP data. We conclude that, for outcomes with a relatively simple genetic architecture, given current sample sizes in most cohorts (i.e., N<10,000 the predictive accuracy of ridge regression is slightly higher than the classical genome-wide association study approach of repeated simple regression (i.e., one regression per SNP. However, both capture only a small proportion of the heritability. Nevertheless, we find evidence that for large-scale initiatives, such as biobanks, sample sizes can be achieved where ridge regression compared to the classical approach improves predictive accuracy substantially.

Dynamical System and Nonlinear Regression for Estimate Host-Parasitoid Relationship

Directory of Open Access Journals (Sweden)

Ileana Miranda Cabrera

2010-01-01

Full Text Available The complex relationships of a crop with the pest, its natural enemies, and the climate factors exist in all the ecosystems, but the mathematic models has studied only some components to know the relation cause-effect. The most studied system has been concerned with the relationship pest-natural enemies such as prey-predator or host-parasitoid. The present paper shows a dynamical system for studying the relationship host-parasitoid (Diaphorina citri, Tamarixia radiata and shows that a nonlinear model permits the estimation of the parasite nymphs using nymphs healthy as the known variable. The model showed the functional answer of the parasitoid, in which a point arrives that its density is not augmented although the number host increases, and it becomes necessary to intervene in the ecosystem. A simple algorithm is used to estimate the parasitoids level using the priori relationship between the host and the climate factors and then the nonlinear model.

Dual Regression

OpenAIRE

Spady, Richard; Stouli, Sami

2012-01-01

We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the quantile regression process while avoiding the need for repairing the intersecting conditional quantile surfaces that quantile regression often produces in practice. Our approach introduces a mathematical programming characterization of conditional distribution f...

Modeling of Volatility with Non-linear Time Series Model

OpenAIRE

Kim Song Yon; Kim Mun Chol

2013-01-01

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

Applied Regression Modeling A Business Approach

CERN Document Server

Pardoe, Iain

2012-01-01

An applied and concise treatment of statistical regression techniques for business students and professionals who have little or no background in calculusRegression analysis is an invaluable statistical methodology in business settings and is vital to model the relationship between a response variable and one or more predictor variables, as well as the prediction of a response value given values of the predictors. In view of the inherent uncertainty of business processes, such as the volatility of consumer spending and the presence of market uncertainty, business professionals use regression a

Estimating nonlinear selection gradients using quadratic regression coefficients: double or nothing?

Science.gov (United States)

Stinchcombe, John R; Agrawal, Aneil F; Hohenlohe, Paul A; Arnold, Stevan J; Blows, Mark W

2008-09-01

The use of regression analysis has been instrumental in allowing evolutionary biologists to estimate the strength and mode of natural selection. Although directional and correlational selection gradients are equal to their corresponding regression coefficients, quadratic regression coefficients must be doubled to estimate stabilizing/disruptive selection gradients. Based on a sample of 33 papers published in Evolution between 2002 and 2007, at least 78% of papers have not doubled quadratic regression coefficients, leading to an appreciable underestimate of the strength of stabilizing and disruptive selection. Proper treatment of quadratic regression coefficients is necessary for estimation of fitness surfaces and contour plots, canonical analysis of the gamma matrix, and modeling the evolution of populations on an adaptive landscape.

Piecewise linear regression splines with hyperbolic covariates

International Nuclear Information System (INIS)

Cologne, John B.; Sposto, Richard

1992-09-01

Consider the problem of fitting a curve to data that exhibit a multiphase linear response with smooth transitions between phases. We propose substituting hyperbolas as covariates in piecewise linear regression splines to obtain curves that are smoothly joined. The method provides an intuitive and easy way to extend the two-phase linear hyperbolic response model of Griffiths and Miller and Watts and Bacon to accommodate more than two linear segments. The resulting regression spline with hyperbolic covariates may be fit by nonlinear regression methods to estimate the degree of curvature between adjoining linear segments. The added complexity of fitting nonlinear, as opposed to linear, regression models is not great. The extra effort is particularly worthwhile when investigators are unwilling to assume that the slope of the response changes abruptly at the join points. We can also estimate the join points (the values of the abscissas where the linear segments would intersect if extrapolated) if their number and approximate locations may be presumed known. An example using data on changing age at menarche in a cohort of Japanese women illustrates the use of the method for exploratory data analysis. (author)

The quantile regression approach to efficiency measurement: insights from Monte Carlo simulations.

Science.gov (United States)

Liu, Chunping; Laporte, Audrey; Ferguson, Brian S

2008-09-01

In the health economics literature there is an ongoing debate over approaches used to estimate the efficiency of health systems at various levels, from the level of the individual hospital - or nursing home - up to that of the health system as a whole. The two most widely used approaches to evaluating the efficiency with which various units deliver care are non-parametric data envelopment analysis (DEA) and parametric stochastic frontier analysis (SFA). Productivity researchers tend to have very strong preferences over which methodology to use for efficiency estimation. In this paper, we use Monte Carlo simulation to compare the performance of DEA and SFA in terms of their ability to accurately estimate efficiency. We also evaluate quantile regression as a potential alternative approach. A Cobb-Douglas production function, random error terms and a technical inefficiency term with different distributions are used to calculate the observed output. The results, based on these experiments, suggest that neither DEA nor SFA can be regarded as clearly dominant, and that, depending on the quantile estimated, the quantile regression approach may be a useful addition to the armamentarium of methods for estimating technical efficiency.

Mixed-integer nonlinear approach for the optimal scheduling of a head-dependent hydro chain

Energy Technology Data Exchange (ETDEWEB)

Catalao, J.P.S.; Pousinho, H.M.I. [Department of Electromechanical Engineering, University of Beira Interior, R. Fonte do Lameiro, 6201-001 Covilha (Portugal); Mendes, V.M.F. [Department of Electrical Engineering and Automation, Instituto Superior de Engenharia de Lisboa, R. Conselheiro Emidio Navarro, 1950-062 Lisbon (Portugal)

2010-08-15

This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning a head-dependent hydro chain. We propose a novel mixed-integer nonlinear programming (MINLP) approach, considering hydroelectric power generation as a nonlinear function of water discharge and of the head. As a new contribution to earlier studies, we model the on-off behavior of the hydro plants using integer variables, in order to avoid water discharges at forbidden areas. Thus, an enhanced STHS is provided due to the more realistic modeling presented in this paper. Our approach has been applied successfully to solve a test case based on one of the Portuguese cascaded hydro systems with a negligible computational time requirement. (author)

Combined genetic algorithm and multiple linear regression (GA-MLR) optimizer: Application to multi-exponential fluorescence decay surface.

Science.gov (United States)

Fisz, Jacek J

2006-12-07

The optimization approach based on the genetic algorithm (GA) combined with multiple linear regression (MLR) method, is discussed. The GA-MLR optimizer is designed for the nonlinear least-squares problems in which the model functions are linear combinations of nonlinear functions. GA optimizes the nonlinear parameters, and the linear parameters are calculated from MLR. GA-MLR is an intuitive optimization approach and it exploits all advantages of the genetic algorithm technique. This optimization method results from an appropriate combination of two well-known optimization methods. The MLR method is embedded in the GA optimizer and linear and nonlinear model parameters are optimized in parallel. The MLR method is the only one strictly mathematical "tool" involved in GA-MLR. The GA-MLR approach simplifies and accelerates considerably the optimization process because the linear parameters are not the fitted ones. Its properties are exemplified by the analysis of the kinetic biexponential fluorescence decay surface corresponding to a two-excited-state interconversion process. A short discussion of the variable projection (VP) algorithm, designed for the same class of the optimization problems, is presented. VP is a very advanced mathematical formalism that involves the methods of nonlinear functionals, algebra of linear projectors, and the formalism of Fréchet derivatives and pseudo-inverses. Additional explanatory comments are added on the application of recently introduced the GA-NR optimizer to simultaneous recovery of linear and weakly nonlinear parameters occurring in the same optimization problem together with nonlinear parameters. The GA-NR optimizer combines the GA method with the NR method, in which the minimum-value condition for the quadratic approximation to chi(2), obtained from the Taylor series expansion of chi(2), is recovered by means of the Newton-Raphson algorithm. The application of the GA-NR optimizer to model functions which are multi

Practical application of equivalent linearization approaches to nonlinear piping systems

International Nuclear Information System (INIS)

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

1995-01-01

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

A non-linear regression analysis program for describing electrophysiological data with multiple functions using Microsoft Excel.

Science.gov (United States)

Brown, Angus M

2006-04-01

The objective of this present study was to demonstrate a method for fitting complex electrophysiological data with multiple functions using the SOLVER add-in of the ubiquitous spreadsheet Microsoft Excel. SOLVER minimizes the difference between the sum of the squares of the data to be fit and the function(s) describing the data using an iterative generalized reduced gradient method. While it is a straightforward procedure to fit data with linear functions, and we have previously demonstrated a method of non-linear regression analysis of experimental data based upon a single function, it is more complex to fit data with multiple functions, usually requiring specialized expensive computer software. In this paper we describe an easily understood program for fitting experimentally acquired data, in this case the stimulus-evoked compound action potential from the mouse optic nerve, with multiple Gaussian functions. The program is flexible and can be applied to describe data with a wide variety of user-input functions.

A spline-based regression parameter set for creating customized DARTEL MRI brain templates from infancy to old age

Directory of Open Access Journals (Sweden)

Marko Wilke

2018-02-01

Full Text Available This dataset contains the regression parameters derived by analyzing segmented brain MRI images (gray matter and white matter from a large population of healthy subjects, using a multivariate adaptive regression splines approach. A total of 1919 MRI datasets ranging in age from 1–75 years from four publicly available datasets (NIH, C-MIND, fCONN, and IXI were segmented using the CAT12 segmentation framework, writing out gray matter and white matter images normalized using an affine-only spatial normalization approach. These images were then subjected to a six-step DARTEL procedure, employing an iterative non-linear registration approach and yielding increasingly crisp intermediate images. The resulting six datasets per tissue class were then analyzed using multivariate adaptive regression splines, using the CerebroMatic toolbox. This approach allows for flexibly modelling smoothly varying trajectories while taking into account demographic (age, gender as well as technical (field strength, data quality predictors. The resulting regression parameters described here can be used to generate matched DARTEL or SHOOT templates for a given population under study, from infancy to old age. The dataset and the algorithm used to generate it are publicly available at https://irc.cchmc.org/software/cerebromatic.php. Keywords: MRI template creation, Multivariate adaptive regression splines, DARTEL, Structural MRI

Seasonal prediction of winter extreme precipitation over Canada by support vector regression

Directory of Open Access Journals (Sweden)

Z. Zeng

2011-01-01

Full Text Available For forecasting the maximum 5-day accumulated precipitation over the winter season at lead times of 3, 6, 9 and 12 months over Canada from 1950 to 2007, two nonlinear and two linear regression models were used, where the models were support vector regression (SVR (nonlinear and linear versions, nonlinear Bayesian neural network (BNN and multiple linear regression (MLR. The 118 stations were grouped into six geographic regions by K-means clustering. For each region, the leading principal components of the winter maximum 5-d accumulated precipitation anomalies were the predictands. Potential predictors included quasi-global sea surface temperature anomalies and 500 hPa geopotential height anomalies over the Northern Hemisphere, as well as six climate indices (the Niño-3.4 region sea surface temperature, the North Atlantic Oscillation, the Pacific-North American teleconnection, the Pacific Decadal Oscillation, the Scandinavia pattern, and the East Atlantic pattern. The results showed that in general the two robust SVR models tended to have better forecast skills than the two non-robust models (MLR and BNN, and the nonlinear SVR model tended to forecast slightly better than the linear SVR model. Among the six regions, the Prairies region displayed the highest forecast skills, and the Arctic region the second highest. The strongest nonlinearity was manifested over the Prairies and the weakest nonlinearity over the Arctic.

A spline-based regression parameter set for creating customized DARTEL MRI brain templates from infancy to old age.

Science.gov (United States)

Wilke, Marko

2018-02-01

This dataset contains the regression parameters derived by analyzing segmented brain MRI images (gray matter and white matter) from a large population of healthy subjects, using a multivariate adaptive regression splines approach. A total of 1919 MRI datasets ranging in age from 1-75 years from four publicly available datasets (NIH, C-MIND, fCONN, and IXI) were segmented using the CAT12 segmentation framework, writing out gray matter and white matter images normalized using an affine-only spatial normalization approach. These images were then subjected to a six-step DARTEL procedure, employing an iterative non-linear registration approach and yielding increasingly crisp intermediate images. The resulting six datasets per tissue class were then analyzed using multivariate adaptive regression splines, using the CerebroMatic toolbox. This approach allows for flexibly modelling smoothly varying trajectories while taking into account demographic (age, gender) as well as technical (field strength, data quality) predictors. The resulting regression parameters described here can be used to generate matched DARTEL or SHOOT templates for a given population under study, from infancy to old age. The dataset and the algorithm used to generate it are publicly available at https://irc.cchmc.org/software/cerebromatic.php.

Nonlinear Time Series Prediction Using LS-SVM with Chaotic Mutation Evolutionary Programming for Parameter Optimization

International Nuclear Information System (INIS)

Xu Ruirui; Chen Tianlun; Gao Chengfeng

2006-01-01

Nonlinear time series prediction is studied by using an improved least squares support vector machine (LS-SVM) regression based on chaotic mutation evolutionary programming (CMEP) approach for parameter optimization. We analyze how the prediction error varies with different parameters (σ, γ) in LS-SVM. In order to select appropriate parameters for the prediction model, we employ CMEP algorithm. Finally, Nasdaq stock data are predicted by using this LS-SVM regression based on CMEP, and satisfactory results are obtained.

A Quantile Regression Approach to Estimating the Distribution of Anesthetic Procedure Time during Induction.

Directory of Open Access Journals (Sweden)

Hsin-Lun Wu

Full Text Available Although procedure time analyses are important for operating room management, it is not easy to extract useful information from clinical procedure time data. A novel approach was proposed to analyze procedure time during anesthetic induction. A two-step regression analysis was performed to explore influential factors of anesthetic induction time (AIT. Linear regression with stepwise model selection was used to select significant correlates of AIT and then quantile regression was employed to illustrate the dynamic relationships between AIT and selected variables at distinct quantiles. A total of 1,060 patients were analyzed. The first and second-year residents (R1-R2 required longer AIT than the third and fourth-year residents and attending anesthesiologists (p = 0.006. Factors prolonging AIT included American Society of Anesthesiologist physical status ≧ III, arterial, central venous and epidural catheterization, and use of bronchoscopy. Presence of surgeon before induction would decrease AIT (p < 0.001. Types of surgery also had significant influence on AIT. Quantile regression satisfactorily estimated extra time needed to complete induction for each influential factor at distinct quantiles. Our analysis on AIT demonstrated the benefit of quantile regression analysis to provide more comprehensive view of the relationships between procedure time and related factors. This novel two-step regression approach has potential applications to procedure time analysis in operating room management.

An efficient nonlinear finite-difference approach in the computational modeling of the dynamics of a nonlinear diffusion-reaction equation in microbial ecology.

Science.gov (United States)

Macías-Díaz, J E; Macías, Siegfried; Medina-Ramírez, I E

2013-12-01

In this manuscript, we present a computational model to approximate the solutions of a partial differential equation which describes the growth dynamics of microbial films. The numerical technique reported in this work is an explicit, nonlinear finite-difference methodology which is computationally implemented using Newton's method. Our scheme is compared numerically against an implicit, linear finite-difference discretization of the same partial differential equation, whose computer coding requires an implementation of the stabilized bi-conjugate gradient method. Our numerical results evince that the nonlinear approach results in a more efficient approximation to the solutions of the biofilm model considered, and demands less computer memory. Moreover, the positivity of initial profiles is preserved in the practice by the nonlinear scheme proposed. Copyright © 2013 Elsevier Ltd. All rights reserved.

Comparison of ν-support vector regression and logistic equation for ...

African Journals Online (AJOL)

Due to the complexity and high non-linearity of bioprocess, most simple mathematical models fail to describe the exact behavior of biochemistry systems. As a novel type of learning method, support vector regression (SVR) owns the powerful capability to characterize problems via small sample, nonlinearity, high dimension ...

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

International Nuclear Information System (INIS)

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

2010-01-01

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

An enhanced nonlinear damping approach accounting for system constraints in active mass dampers

Science.gov (United States)

Venanzi, Ilaria; Ierimonti, Laura; Ubertini, Filippo

2015-11-01

Active mass dampers are a viable solution for mitigating wind-induced vibrations in high-rise buildings and improve occupants' comfort. Such devices suffer particularly when they reach force saturation of the actuators and maximum extension of their stroke, which may occur in case of severe loading conditions (e.g. wind gust and earthquake). Exceeding actuators' physical limits can impair the control performance of the system or even lead to devices damage, with consequent need for repair or substitution of part of the control system. Controllers for active mass dampers should account for their technological limits. Prior work of the authors was devoted to stroke issues and led to the definition of a nonlinear damping approach, very easy to implement in practice. It consisted of a modified skyhook algorithm complemented with a nonlinear braking force to reverse the direction of the mass before reaching the stroke limit. This paper presents an enhanced version of this approach, also accounting for force saturation of the actuator and keeping the simplicity of implementation. This is achieved by modulating the control force by a nonlinear smooth function depending on the ratio between actuator's force and saturation limit. Results of a numerical investigation show that the proposed approach provides similar results to the method of the State Dependent Riccati Equation, a well-established technique for designing optimal controllers for constrained systems, yet very difficult to apply in practice.

Journal Afrika Statistika ISSN 0852-0305 Nonlinear wavelet ...

African Journals Online (AJOL)

mator; Nonparametric regression; Strong mixing condition. ... In this paper we consider the right censorship model and we introduce a new nonlinear ... provide excellent selective review article on nonlinear wavelet methods in nonparametric.

A novel method to produce nonlinear empirical physical formulas for experimental nonlinear electro-optical responses of doped nematic liquid crystals: Feedforward neural network approach

Energy Technology Data Exchange (ETDEWEB)

Yildiz, Nihat, E-mail: nyildiz@cumhuriyet.edu.t [Cumhuriyet University, Faculty of Science and Literature, Department of Physics, 58140 Sivas (Turkey); San, Sait Eren; Okutan, Mustafa [Department of Physics, Gebze Institute of Technology, P.O. Box 141, Gebze 41400, Kocaeli (Turkey); Kaya, Hueseyin [Cumhuriyet University, Faculty of Science and Literature, Department of Physics, 58140 Sivas (Turkey)

2010-04-15

Among other significant obstacles, inherent nonlinearity in experimental physical response data poses severe difficulty in empirical physical formula (EPF) construction. In this paper, we applied a novel method (namely layered feedforward neural network (LFNN) approach) to produce explicit nonlinear EPFs for experimental nonlinear electro-optical responses of doped nematic liquid crystals (NLCs). Our motivation was that, as we showed in a previous theoretical work, an appropriate LFNN, due to its exceptional nonlinear function approximation capabilities, is highly relevant to EPF construction. Therefore, in this paper, we obtained excellently produced LFNN approximation functions as our desired EPFs for above-mentioned highly nonlinear response data of NLCs. In other words, by using suitable LFNNs, we successfully fitted the experimentally measured response and predicted the new (yet-to-be measured) response data. The experimental data (response versus input) were diffraction and dielectric properties versus bias voltage; and they were all taken from our previous experimental work. We conclude that in general, LFNN can be applied to construct various types of EPFs for the corresponding various nonlinear physical perturbation (thermal, electronic, molecular, electric, optical, etc.) data of doped NLCs.

A novel method to produce nonlinear empirical physical formulas for experimental nonlinear electro-optical responses of doped nematic liquid crystals: Feedforward neural network approach

International Nuclear Information System (INIS)

Yildiz, Nihat; San, Sait Eren; Okutan, Mustafa; Kaya, Hueseyin

2010-01-01

Among other significant obstacles, inherent nonlinearity in experimental physical response data poses severe difficulty in empirical physical formula (EPF) construction. In this paper, we applied a novel method (namely layered feedforward neural network (LFNN) approach) to produce explicit nonlinear EPFs for experimental nonlinear electro-optical responses of doped nematic liquid crystals (NLCs). Our motivation was that, as we showed in a previous theoretical work, an appropriate LFNN, due to its exceptional nonlinear function approximation capabilities, is highly relevant to EPF construction. Therefore, in this paper, we obtained excellently produced LFNN approximation functions as our desired EPFs for above-mentioned highly nonlinear response data of NLCs. In other words, by using suitable LFNNs, we successfully fitted the experimentally measured response and predicted the new (yet-to-be measured) response data. The experimental data (response versus input) were diffraction and dielectric properties versus bias voltage; and they were all taken from our previous experimental work. We conclude that in general, LFNN can be applied to construct various types of EPFs for the corresponding various nonlinear physical perturbation (thermal, electronic, molecular, electric, optical, etc.) data of doped NLCs.

Poisson regression approach for modeling fatal injury rates amongst Malaysian workers

International Nuclear Information System (INIS)

Kamarulzaman Ibrahim; Heng Khai Theng

2005-01-01

Many safety studies are based on the analysis carried out on injury surveillance data. The injury surveillance data gathered for the analysis include information on number of employees at risk of injury in each of several strata where the strata are defined in terms of a series of important predictor variables. Further insight into the relationship between fatal injury rates and predictor variables may be obtained by the poisson regression approach. Poisson regression is widely used in analyzing count data. In this study, poisson regression is used to model the relationship between fatal injury rates and predictor variables which are year (1995-2002), gender, recording system and industry type. Data for the analysis were obtained from PERKESO and Jabatan Perangkaan Malaysia. It is found that the assumption that the data follow poisson distribution has been violated. After correction for the problem of over dispersion, the predictor variables that are found to be significant in the model are gender, system of recording, industry type, two interaction effects (interaction between recording system and industry type and between year and industry type). Introduction Regression analysis is one of the most popular

Fault detection for nonlinear systems - A standard problem approach

DEFF Research Database (Denmark)

Stoustrup, Jakob; Niemann, Hans Henrik

1998-01-01

The paper describes a general method for designing (nonlinear) fault detection and isolation (FDI) systems for nonlinear processes. For a rich class of nonlinear systems, a nonlinear FDI system can be designed using convex optimization procedures. The proposed method is a natural extension...

Nonlinear Damping Identification in Nonlinear Dynamic System Based on Stochastic Inverse Approach

Directory of Open Access Journals (Sweden)

S. L. Han

2012-01-01

Full Text Available The nonlinear model is crucial to prepare, supervise, and analyze mechanical system. In this paper, a new nonparametric and output-only identification procedure for nonlinear damping is studied. By introducing the concept of the stochastic state space, we formulate a stochastic inverse problem for a nonlinear damping. The solution of the stochastic inverse problem is designed as probabilistic expression via the hierarchical Bayesian formulation by considering various uncertainties such as the information insufficiency in parameter of interests or errors in measurement. The probability space is estimated using Markov chain Monte Carlo (MCMC. The applicability of the proposed method is demonstrated through numerical experiment and particular application to a realistic problem related to ship roll motion.

Angular spectrum approach for fast simulation of pulsed non-linear ultrasound fields

DEFF Research Database (Denmark)

Du, Yigang; Jensen, Henrik; Jensen, Jørgen Arendt

2011-01-01

The paper presents an Angular Spectrum Approach (ASA) for simulating pulsed non-linear ultrasound fields. The source of the ASA is generated by Field II, which can simulate array transducers of any arbitrary geometry and focusing. The non-linear ultrasound simulation program - Abersim, is used...... as the reference. A linear array transducer with 64 active elements is simulated by both Field II and Abersim. The excitation is a 2-cycle sine wave with a frequency of 5 MHz. The second harmonic field in the time domain is simulated using ASA. Pulse inversion is used in the Abersim simulation to remove...... the fundamental and keep the second harmonic field, since Abersim simulates non-linear fields with all harmonic components. ASA and Abersim are compared for the pulsed fundamental and second harmonic fields in the time domain at depths of 30 mm, 40 mm (focal depth) and 60 mm. Full widths at -6 dB (FWHM) are f0...

A thermodynamic approach to nonlinear ultrasonics for material state awareness and prognosis

Science.gov (United States)

Chillara, Vamshi Krishna

2017-11-01

We develop a thermodynamic framework for modeling nonlinear ultrasonic damage sensing and prognosis in materials undergoing progressive damage. The framework is based on the internal variable approach and relies on the construction of a pseudo-elastic strain energy function that captures the energetics associated with the damage progression. The pseudo-elastic strain energy function is composed of two energy functions—one that describes how a material stores energy in an elastic fashion and the other describes how material dissipates energy or stores it in an inelastic fashion. Experimental motivation for the choice of the above two functionals is discussed and some specific choices pertaining to damage progression during fatigue and creep are presented. The thermodynamic framework is employed to model the nonlinear response of material undergoing stress relaxation and creep-like degradation. For each of the above cases, evolution of the nonlinearity parameter with damage as well as with macroscopic measurables like accumulated plastic strain is obtained.

A sampling approach to constructing Lyapunov functions for nonlinear continuous–time systems

NARCIS (Netherlands)

Bobiti, R.V.; Lazar, M.

2016-01-01

The problem of constructing a Lyapunov function for continuous-time nonlinear dynamical systems is tackled in this paper via a sampling-based approach. The main idea of the sampling-based method is to verify a Lyapunov-type inequality for a finite number of points (known state vectors) in the

A Two-Step Hybrid Approach for Modeling the Nonlinear Dynamic Response of Piezoelectric Energy Harvesters

Directory of Open Access Journals (Sweden)

Claudio Maruccio

2018-01-01

Full Text Available An effective hybrid computational framework is described here in order to assess the nonlinear dynamic response of piezoelectric energy harvesting devices. The proposed strategy basically consists of two steps. First, fully coupled multiphysics finite element (FE analyses are performed to evaluate the nonlinear static response of the device. An enhanced reduced-order model is then derived, where the global dynamic response is formulated in the state-space using lumped coefficients enriched with the information derived from the FE simulations. The electromechanical response of piezoelectric beams under forced vibrations is studied by means of the proposed approach, which is also validated by comparing numerical predictions with some experimental results. Such numerical and experimental investigations have been carried out with the main aim of studying the influence of material and geometrical parameters on the global nonlinear response. The advantage of the presented approach is that the overall computational and experimental efforts are significantly reduced while preserving a satisfactory accuracy in the assessment of the global behavior.

Does intense monitoring matter? A quantile regression approach

Directory of Open Access Journals (Sweden)

Fekri Ali Shawtari

2017-06-01

Full Text Available Corporate governance has become a centre of attention in corporate management at both micro and macro levels due to adverse consequences and repercussion of insufficient accountability. In this study, we include the Malaysian stock market as sample to explore the impact of intense monitoring on the relationship between intellectual capital performance and market valuation. The objectives of the paper are threefold: i to investigate whether intense monitoring affects the intellectual capital performance of listed companies; ii to explore the impact of intense monitoring on firm value; iii to examine the extent to which the directors serving more than two board committees affects the linkage between intellectual capital performance and firms' value. We employ two approaches, namely, the Ordinary Least Square (OLS and the quantile regression approach. The purpose of the latter is to estimate and generate inference about conditional quantile functions. This method is useful when the conditional distribution does not have a standard shape such as an asymmetric, fat-tailed, or truncated distribution. In terms of variables, the intellectual capital is measured using the value added intellectual coefficient (VAIC, while the market valuation is proxied by firm's market capitalization. The findings of the quantile regression shows that some of the results do not coincide with the results of OLS. We found that intensity of monitoring does not influence the intellectual capital of all firms. It is also evident that intensity of monitoring does not influence the market valuation. However, to some extent, it moderates the relationship between intellectual capital performance and market valuation. This paper contributes to the existing literature as it presents new empirical evidences on the moderating effects of the intensity of monitoring of the board committees on the relationship between performance and intellectual capital.

An Efficient Numerical Approach for Solving Nonlinear Coupled Hyperbolic Partial Differential Equations with Nonlocal Conditions

Directory of Open Access Journals (Sweden)

A. H. Bhrawy

2014-01-01

Full Text Available One of the most important advantages of collocation method is the possibility of dealing with nonlinear partial differential equations (PDEs as well as PDEs with variable coefficients. A numerical solution based on a Jacobi collocation method is extended to solve nonlinear coupled hyperbolic PDEs with variable coefficients subject to initial-boundary nonlocal conservation conditions. This approach, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled hyperbolic PDEs with variable coefficients to a system of nonlinear ordinary differential equation which is far easier to solve. In fact, we deal with initial-boundary coupled hyperbolic PDEs with variable coefficients as well as initial-nonlocal conditions. Using triangular, soliton, and exponential-triangular solutions as exact solutions, the obtained results show that the proposed numerical algorithm is efficient and very accurate.

The dynamics of a nonlinear relationship between crude oil spot and futures prices. A multivariate threshold regression approach

International Nuclear Information System (INIS)

Huang, Bwo-Nung; Yang, C.W.; Hwang, M.J.

2009-01-01

This paper segments daily data from January of 1986 to April of 2007 into three periods based on certain important events. Both periods I and II indicate that the spot prices in general are higher than futures prices as was well-known in the literature. Only period-III (2001/9/11-2007/4/30) displays a reverse phenomenon: futures prices, in general, exceed spot prices. When the absolute value of a basis (futures-spot) is greater than the threshold value in the arbitrage area (regime 1 and 3), at least one of the error correction coefficients, representing adjustment towards equilibrium, is statistically significant. That is, there exists a tendency in the oil market in which prices move toward equilibrium. With respect to the short-run dynamic interaction between spot price change ((delta)s t ) and futures price change ((delta)f t ), our results indicate that when the spot price is higher than futures price, and the basis is less than certain threshold value (regime 3), there exists at least one causal relationship between (delta)s t and (delta)f t . Conversely, when the futures price is higher than spot price and the basis is higher than certain threshold value (regime 1), there exists at least one causal relationship between (delta)s t and (delta)f t . Finally, we use the method suggested by Diebold and Mariano [Diebold, Francis X., Mariano, Roberto S., 1995. Comparing predictive accuracy. Journal of Business and Economic Statistics 13 (3), 253-263] to compare the predictive power between the linear and nonlinear models. Our empirical results indicate that the in-sample prediction of the nonlinear model is clearly superior to that of the linear model. (author)

Regression analysis with categorized regression calibrated exposure: some interesting findings

Directory of Open Access Journals (Sweden)

Hjartåker Anette

2006-07-01

Full Text Available Abstract Background Regression calibration as a method for handling measurement error is becoming increasingly well-known and used in epidemiologic research. However, the standard version of the method is not appropriate for exposure analyzed on a categorical (e.g. quintile scale, an approach commonly used in epidemiologic studies. A tempting solution could then be to use the predicted continuous exposure obtained through the regression calibration method and treat it as an approximation to the true exposure, that is, include the categorized calibrated exposure in the main regression analysis. Methods We use semi-analytical calculations and simulations to evaluate the performance of the proposed approach compared to the naive approach of not correcting for measurement error, in situations where analyses are performed on quintile scale and when incorporating the original scale into the categorical variables, respectively. We also present analyses of real data, containing measures of folate intake and depression, from the Norwegian Women and Cancer study (NOWAC. Results In cases where extra information is available through replicated measurements and not validation data, regression calibration does not maintain important qualities of the true exposure distribution, thus estimates of variance and percentiles can be severely biased. We show that the outlined approach maintains much, in some cases all, of the misclassification found in the observed exposure. For that reason, regression analysis with the corrected variable included on a categorical scale is still biased. In some cases the corrected estimates are analytically equal to those obtained by the naive approach. Regression calibration is however vastly superior to the naive method when applying the medians of each category in the analysis. Conclusion Regression calibration in its most well-known form is not appropriate for measurement error correction when the exposure is analyzed on a

An integrated unscented kalman filter and relevance vector regression approach for lithium-ion battery remaining useful life and short-term capacity prediction

International Nuclear Information System (INIS)

Zheng, Xiujuan; Fang, Huajing

2015-01-01

The gradual decreasing capacity of lithium-ion batteries can serve as a health indicator for tracking the degradation of lithium-ion batteries. It is important to predict the capacity of a lithium-ion battery for future cycles to assess its health condition and remaining useful life (RUL). In this paper, a novel method is developed using unscented Kalman filter (UKF) with relevance vector regression (RVR) and applied to RUL and short-term capacity prediction of batteries. A RVR model is employed as a nonlinear time-series prediction model to predict the UKF future residuals which otherwise remain zero during the prediction period. Taking the prediction step into account, the predictive value through the RVR method and the latest real residual value constitute the future evolution of the residuals with a time-varying weighting scheme. Next, the future residuals are utilized by UKF to recursively estimate the battery parameters for predicting RUL and short-term capacity. Finally, the performance of the proposed method is validated and compared to other predictors with the experimental data. According to the experimental and analysis results, the proposed approach has high reliability and prediction accuracy, which can be applied to battery monitoring and prognostics, as well as generalized to other prognostic applications. - Highlights: • An integrated method is proposed for RUL prediction as well as short-term capacity prediction. • Relevance vector regression model is employed as a nonlinear time-series prediction model. • Unscented Kalman filter is used to recursively update the states for battery model parameters during the prediction. • A time-varying weighting scheme is utilized to improve the accuracy of the RUL prediction. • The proposed method demonstrates high reliability and prediction accuracy.

A Novel Imbalanced Data Classification Approach Based on Logistic Regression and Fisher Discriminant

Directory of Open Access Journals (Sweden)

Baofeng Shi

2015-01-01

Full Text Available We introduce an imbalanced data classification approach based on logistic regression significant discriminant and Fisher discriminant. First of all, a key indicators extraction model based on logistic regression significant discriminant and correlation analysis is derived to extract features for customer classification. Secondly, on the basis of the linear weighted utilizing Fisher discriminant, a customer scoring model is established. And then, a customer rating model where the customer number of all ratings follows normal distribution is constructed. The performance of the proposed model and the classical SVM classification method are evaluated in terms of their ability to correctly classify consumers as default customer or nondefault customer. Empirical results using the data of 2157 customers in financial engineering suggest that the proposed approach better performance than the SVM model in dealing with imbalanced data classification. Moreover, our approach contributes to locating the qualified customers for the banks and the bond investors.

Quantitative Assessment of Arrhythmia Using Non-linear Approach: A Non-invasive Prognostic Tool

Science.gov (United States)

Chakraborty, Monisha; Ghosh, Dipak

2018-04-01

Accurate prognostic tool to identify severity of Arrhythmia is yet to be investigated, owing to the complexity of the ECG signal. In this paper, we have shown that quantitative assessment of Arrhythmia is possible using non-linear technique based on "Hurst Rescaled Range Analysis". Although the concept of applying "non-linearity" for studying various cardiac dysfunctions is not entirely new, the novel objective of this paper is to identify the severity of the disease, monitoring of different medicine and their dose, and also to assess the efficiency of different medicine. The approach presented in this work is simple which in turn will help doctors in efficient disease management. In this work, Arrhythmia ECG time series are collected from MIT-BIH database. Normal ECG time series are acquired using POLYPARA system. Both time series are analyzed in thelight of non-linear approach following the method "Rescaled Range Analysis". The quantitative parameter, "Fractal Dimension" (D) is obtained from both types of time series. The major finding is that Arrhythmia ECG poses lower values of D as compared to normal. Further, this information can be used to access the severity of Arrhythmia quantitatively, which is a new direction of prognosis as well as adequate software may be developed for the use of medical practice.

Correlation and simple linear regression.

Science.gov (United States)

Zou, Kelly H; Tuncali, Kemal; Silverman, Stuart G

2003-06-01

In this tutorial article, the concepts of correlation and regression are reviewed and demonstrated. The authors review and compare two correlation coefficients, the Pearson correlation coefficient and the Spearman rho, for measuring linear and nonlinear relationships between two continuous variables. In the case of measuring the linear relationship between a predictor and an outcome variable, simple linear regression analysis is conducted. These statistical concepts are illustrated by using a data set from published literature to assess a computed tomography-guided interventional technique. These statistical methods are important for exploring the relationships between variables and can be applied to many radiologic studies.

Estimating monotonic rates from biological data using local linear regression.

Science.gov (United States)

Olito, Colin; White, Craig R; Marshall, Dustin J; Barneche, Diego R

2017-03-01

Accessing many fundamental questions in biology begins with empirical estimation of simple monotonic rates of underlying biological processes. Across a variety of disciplines, ranging from physiology to biogeochemistry, these rates are routinely estimated from non-linear and noisy time series data using linear regression and ad hoc manual truncation of non-linearities. Here, we introduce the R package LoLinR, a flexible toolkit to implement local linear regression techniques to objectively and reproducibly estimate monotonic biological rates from non-linear time series data, and demonstrate possible applications using metabolic rate data. LoLinR provides methods to easily and reliably estimate monotonic rates from time series data in a way that is statistically robust, facilitates reproducible research and is applicable to a wide variety of research disciplines in the biological sciences. © 2017. Published by The Company of Biologists Ltd.

Robust methods and asymptotic theory in nonlinear econometrics

CERN Document Server

Bierens, Herman J

1981-01-01

This Lecture Note deals with asymptotic properties, i.e. weak and strong consistency and asymptotic normality, of parameter estimators of nonlinear regression models and nonlinear structural equations under various assumptions on the distribution of the data. The estimation methods involved are nonlinear least squares estimation (NLLSE), nonlinear robust M-estimation (NLRME) and non­ linear weighted robust M-estimation (NLWRME) for the regression case and nonlinear two-stage least squares estimation (NL2SLSE) and a new method called minimum information estimation (MIE) for the case of structural equations. The asymptotic properties of the NLLSE and the two robust M-estimation methods are derived from further elaborations of results of Jennrich. Special attention is payed to the comparison of the asymptotic efficiency of NLLSE and NLRME. It is shown that if the tails of the error distribution are fatter than those of the normal distribution NLRME is more efficient than NLLSE. The NLWRME method is appropriate ...

Nonlinear dynamical system approaches towards neural prosthesis

International Nuclear Information System (INIS)

Torikai, Hiroyuki; Hashimoto, Sho

2011-01-01

An asynchronous discrete-state spiking neurons is a wired system of shift registers that can mimic nonlinear dynamics of an ODE-based neuron model. The control parameter of the neuron is the wiring pattern among the registers and thus they are suitable for on-chip learning. In this paper an asynchronous discrete-state spiking neuron is introduced and its typical nonlinear phenomena are demonstrated. Also, a learning algorithm for a set of neurons is presented and it is demonstrated that the algorithm enables the set of neurons to reconstruct nonlinear dynamics of another set of neurons with unknown parameter values. The learning function is validated by FPGA experiments.

Confidence Intervals for a Semiparametric Approach to Modeling Nonlinear Relations among Latent Variables

Science.gov (United States)

Pek, Jolynn; Losardo, Diane; Bauer, Daniel J.

2011-01-01

Compared to parametric models, nonparametric and semiparametric approaches to modeling nonlinearity between latent variables have the advantage of recovering global relationships of unknown functional form. Bauer (2005) proposed an indirect application of finite mixtures of structural equation models where latent components are estimated in the…

BOX-COX REGRESSION METHOD IN TIME SCALING

Directory of Open Access Journals (Sweden)

ATİLLA GÖKTAŞ

2013-06-01

Full Text Available Box-Cox regression method with λj, for j = 1, 2, ..., k, power transformation can be used when dependent variable and error term of the linear regression model do not satisfy the continuity and normality assumptions. The situation obtaining the smallest mean square error  when optimum power λj, transformation for j = 1, 2, ..., k, of Y has been discussed. Box-Cox regression method is especially appropriate to adjust existence skewness or heteroscedasticity of error terms for a nonlinear functional relationship between dependent and explanatory variables. In this study, the advantage and disadvantage use of Box-Cox regression method have been discussed in differentiation and differantial analysis of time scale concept.

Fast simulation of non-linear pulsed ultrasound fields using an angular spectrum approach

DEFF Research Database (Denmark)

Du, Yigang; Jensen, Jørgen Arendt

2013-01-01

A fast non-linear pulsed ultrasound field simulation is presented. It is implemented based on an angular spectrum approach (ASA), which analytically solves the non-linear wave equation. The ASA solution to the Westervelt equation is derived in detail. The calculation speed is significantly...... increased compared to a numerical solution using an operator splitting method (OSM). The ASA has been modified and extended to pulsed non-linear ultrasound fields in combination with Field II, where any array transducer with arbitrary geometry, excitation, focusing and apodization can be simulated...... with a center frequency of 5 MHz. The speed is increased approximately by a factor of 140 and the calculation time is 12 min with a standard PC, when simulating the second harmonic pulse at the focal point. For the second harmonic point spread function the full width error is 1.5% at 6 dB and 6.4% at 12 d...

Meta-analytical synthesis of regression coefficients under different categorization scheme of continuous covariates.

Science.gov (United States)

Yoneoka, Daisuke; Henmi, Masayuki

2017-11-30

Recently, the number of clinical prediction models sharing the same regression task has increased in the medical literature. However, evidence synthesis methodologies that use the results of these regression models have not been sufficiently studied, particularly in meta-analysis settings where only regression coefficients are available. One of the difficulties lies in the differences between the categorization schemes of continuous covariates across different studies. In general, categorization methods using cutoff values are study specific across available models, even if they focus on the same covariates of interest. Differences in the categorization of covariates could lead to serious bias in the estimated regression coefficients and thus in subsequent syntheses. To tackle this issue, we developed synthesis methods for linear regression models with different categorization schemes of covariates. A 2-step approach to aggregate the regression coefficient estimates is proposed. The first step is to estimate the joint distribution of covariates by introducing a latent sampling distribution, which uses one set of individual participant data to estimate the marginal distribution of covariates with categorization. The second step is to use a nonlinear mixed-effects model with correction terms for the bias due to categorization to estimate the overall regression coefficients. Especially in terms of precision, numerical simulations show that our approach outperforms conventional methods, which only use studies with common covariates or ignore the differences between categorization schemes. The method developed in this study is also applied to a series of WHO epidemiologic studies on white blood cell counts. Copyright © 2017 John Wiley & Sons, Ltd.

Semiparametric nonlinear quantile regression model for financial returns

Czech Academy of Sciences Publication Activity Database

Avdulaj, Krenar; Baruník, Jozef

2017-01-01

Roč. 21, č. 1 (2017), s. 81-97 ISSN 1081-1826 R&D Projects: GA ČR(CZ) GBP402/12/G097 Institutional support: RVO:67985556 Keywords : copula quantile regression * realized volatility * value-at-risk Subject RIV: AH - Economic s OBOR OECD: Applied Economic s, Econometrics Impact factor: 0.649, year: 2016 http://library.utia.cas.cz/separaty/2017/E/avdulaj-0472346.pdf

Synchronization of delay-coupled nonlinear oscillators : an approach based on the stability analysis of synchronized equilibria

NARCIS (Netherlands)

Michiels, W.; Nijmeijer, H.

2009-01-01

We consider the synchronization problem of an arbitrary number of coupled nonlinear oscillators with delays in the interconnections. The network topology is described by a directed graph. Unlike the conventional approach of deriving directly sufficient synchronization conditions, the approach of the

Stochastic Computational Approach for Complex Nonlinear Ordinary Differential Equations

International Nuclear Information System (INIS)

Khan, Junaid Ali; Raja, Muhammad Asif Zahoor; Qureshi, Ijaz Mansoor

2011-01-01

We present an evolutionary computational approach for the solution of nonlinear ordinary differential equations (NLODEs). The mathematical modeling is performed by a feed-forward artificial neural network that defines an unsupervised error. The training of these networks is achieved by a hybrid intelligent algorithm, a combination of global search with genetic algorithm and local search by pattern search technique. The applicability of this approach ranges from single order NLODEs, to systems of coupled differential equations. We illustrate the method by solving a variety of model problems and present comparisons with solutions obtained by exact methods and classical numerical methods. The solution is provided on a continuous finite time interval unlike the other numerical techniques with comparable accuracy. With the advent of neuroprocessors and digital signal processors the method becomes particularly interesting due to the expected essential gains in the execution speed. (general)

Flow modeling in a porous cylinder with regressing walls using semi analytical approach

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M Azimi

2016-10-01

Full Text Available In this paper, the mathematical modeling of the flow in a porous cylinder with a focus on applications to solid rocket motors is presented. As usual, the cylindrical propellant grain of a solid rocket motor is modeled as a long tube with one end closed at the headwall, while the other remains open. The cylindrical wall is assumed to be permeable so as to simulate the propellant burning and normal gas injection. At first, the problem description and formulation are considered. The Navier-Stokes equations for the viscous flow in a porous cylinder with regressing walls are reduced to a nonlinear ODE by using a similarity transformation in time and space. Application of Differential Transformation Method (DTM as an approximate analytical method has been successfully applied. Finally the results have been presented for various cases.

Nonlinear robust hierarchical control for nonlinear uncertain systems

Directory of Open Access Journals (Sweden)

Leonessa Alexander

1999-01-01

Full Text Available A nonlinear robust control-system design framework predicated on a hierarchical switching controller architecture parameterized over a set of moving nominal system equilibria is developed. Specifically, using equilibria-dependent Lyapunov functions, a hierarchical nonlinear robust control strategy is developed that robustly stabilizes a given nonlinear system over a prescribed range of system uncertainty by robustly stabilizing a collection of nonlinear controlled uncertain subsystems. The robust switching nonlinear controller architecture is designed based on a generalized (lower semicontinuous Lyapunov function obtained by minimizing a potential function over a given switching set induced by the parameterized nominal system equilibria. The proposed framework robustly stabilizes a compact positively invariant set of a given nonlinear uncertain dynamical system with structured parametric uncertainty. Finally, the efficacy of the proposed approach is demonstrated on a jet engine propulsion control problem with uncertain pressure-flow map data.

A nonlinear adaptive backstepping approach applied to a three phase PWM AC-DC converter feeding induction heating

Science.gov (United States)

Hadri-Hamida, A.; Allag, A.; Hammoudi, M. Y.; Mimoune, S. M.; Zerouali, S.; Ayad, M. Y.; Becherif, M.; Miliani, E.; Miraoui, A.

2009-04-01

This paper presents a new control strategy for a three phase PWM converter, which consists of applying an adaptive nonlinear control. The input-output feedback linearization approach is based on the exact cancellation of the nonlinearity, for this reason, this technique is not efficient, because system parameters can vary. First a nonlinear system modelling is derived with state variables of the input current and the output voltage by using power balance of the input and output, the nonlinear adaptive backstepping control can compensate the nonlinearities in the nominal system and the uncertainties. Simulation results are obtained using Matlab/Simulink. These results show how the adaptive backstepping law updates the system parameters and provide an efficient control design both for tracking and regulation in order to improve the power factor.

Analysing inequalities in Germany a structured additive distributional regression approach

CERN Document Server

Silbersdorff, Alexander

2017-01-01

This book seeks new perspectives on the growing inequalities that our societies face, putting forward Structured Additive Distributional Regression as a means of statistical analysis that circumvents the common problem of analytical reduction to simple point estimators. This new approach allows the observed discrepancy between the individuals’ realities and the abstract representation of those realities to be explicitly taken into consideration using the arithmetic mean alone. In turn, the method is applied to the question of economic inequality in Germany.

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

DEFF Research Database (Denmark)

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

2006-01-01

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

Performance of the modified Poisson regression approach for estimating relative risks from clustered prospective data.

Science.gov (United States)

Yelland, Lisa N; Salter, Amy B; Ryan, Philip

2011-10-15

Modified Poisson regression, which combines a log Poisson regression model with robust variance estimation, is a useful alternative to log binomial regression for estimating relative risks. Previous studies have shown both analytically and by simulation that modified Poisson regression is appropriate for independent prospective data. This method is often applied to clustered prospective data, despite a lack of evidence to support its use in this setting. The purpose of this article is to evaluate the performance of the modified Poisson regression approach for estimating relative risks from clustered prospective data, by using generalized estimating equations to account for clustering. A simulation study is conducted to compare log binomial regression and modified Poisson regression for analyzing clustered data from intervention and observational studies. Both methods generally perform well in terms of bias, type I error, and coverage. Unlike log binomial regression, modified Poisson regression is not prone to convergence problems. The methods are contrasted by using example data sets from 2 large studies. The results presented in this article support the use of modified Poisson regression as an alternative to log binomial regression for analyzing clustered prospective data when clustering is taken into account by using generalized estimating equations.

Nonlinear modeling of a rotational MR damper via an enhanced Bouc–Wen model

International Nuclear Information System (INIS)

Miah, Mohammad S; Chatzi, Eleni N; Dertimanis, Vasilis K; Weber, Felix

2015-01-01

The coupling of magnetorheological (MR) dampers with semi-active control schemes has proven to be an effective and failsafe approach for vibration mitigation of low-damped structures. However, due to the nonlinearities inherently relating to such damping devices, the characterization of the associated nonlinear phenomena is still a challenging task. Herein, an enhanced phenomenological modeling approach is proposed for the description of a rotational-type MR damper, which comprises a modified Bouc–Wen model coupled with an appropriately selected sigmoid function. In a first step, parameter optimization is performed on the basis of individual models in an effort to approximate the experimentally observed response for varying current levels and actuator force characteristics. In a second step, based on the previously identified parameters, a generalized best-fit model is proposed by performing a regression analysis. Finally, model validation is carried out via implementation on different sets of experimental data. The proposed model indeed renders an improved representation of the actually observed nonlinear behavior of the tested rotational MR damper. (paper)

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

Energy Technology Data Exchange (ETDEWEB)

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

2010-01-18

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

Frequency domain analysis and design of nonlinear systems based on Volterra series expansion a parametric characteristic approach

CERN Document Server

Jing, Xingjian

2015-01-01

This book is a systematic summary of some new advances in the area of nonlinear analysis and design in the frequency domain, focusing on the application oriented theory and methods based on the GFRF concept, which is mainly done by the author in the past 8 years. The main results are formulated uniformly with a parametric characteristic approach, which provides a convenient and novel insight into nonlinear influence on system output response in terms of characteristic parameters and thus facilitate nonlinear analysis and design in the frequency domain.  The book starts with a brief introduction to the background of nonlinear analysis in the frequency domain, followed by recursive algorithms for computation of GFRFs for different parametric models, and nonlinear output frequency properties. Thereafter the parametric characteristic analysis method is introduced, which leads to the new understanding and formulation of the GFRFs, and nonlinear characteristic output spectrum (nCOS) and the nCOS based analysis a...

Sublinear Expectation Nonlinear Regression for the Financial Risk Measurement and Management

Directory of Open Access Journals (Sweden)

Yunquan Song

2013-01-01

normality of the estimation and the mini-max property of the prediction are obtained. Finally, simulation study and real data analysis are carried out to illustrate the new model and methods. In this paper, the notions and methodological developments are nonclassical and original, and the proposed modeling and inference methods establish the foundations for nonlinear expectation statistics.

Retro-regression--another important multivariate regression improvement.

Science.gov (United States)

Randić, M

2001-01-01

We review the serious problem associated with instabilities of the coefficients of regression equations, referred to as the MRA (multivariate regression analysis) "nightmare of the first kind". This is manifested when in a stepwise regression a descriptor is included or excluded from a regression. The consequence is an unpredictable change of the coefficients of the descriptors that remain in the regression equation. We follow with consideration of an even more serious problem, referred to as the MRA "nightmare of the second kind", arising when optimal descriptors are selected from a large pool of descriptors. This process typically causes at different steps of the stepwise regression a replacement of several previously used descriptors by new ones. We describe a procedure that resolves these difficulties. The approach is illustrated on boiling points of nonanes which are considered (1) by using an ordered connectivity basis; (2) by using an ordering resulting from application of greedy algorithm; and (3) by using an ordering derived from an exhaustive search for optimal descriptors. A novel variant of multiple regression analysis, called retro-regression (RR), is outlined showing how it resolves the ambiguities associated with both "nightmares" of the first and the second kind of MRA.

New methods of testing nonlinear hypothesis using iterative NLLS estimator

Science.gov (United States)

Mahaboob, B.; Venkateswarlu, B.; Mokeshrayalu, G.; Balasiddamuni, P.

2017-11-01

This research paper discusses the method of testing nonlinear hypothesis using iterative Nonlinear Least Squares (NLLS) estimator. Takeshi Amemiya [1] explained this method. However in the present research paper, a modified Wald test statistic due to Engle, Robert [6] is proposed to test the nonlinear hypothesis using iterative NLLS estimator. An alternative method for testing nonlinear hypothesis using iterative NLLS estimator based on nonlinear hypothesis using iterative NLLS estimator based on nonlinear studentized residuals has been proposed. In this research article an innovative method of testing nonlinear hypothesis using iterative restricted NLLS estimator is derived. Pesaran and Deaton [10] explained the methods of testing nonlinear hypothesis. This paper uses asymptotic properties of nonlinear least squares estimator proposed by Jenrich [8]. The main purpose of this paper is to provide very innovative methods of testing nonlinear hypothesis using iterative NLLS estimator, iterative NLLS estimator based on nonlinear studentized residuals and iterative restricted NLLS estimator. Eakambaram et al. [12] discussed least absolute deviation estimations versus nonlinear regression model with heteroscedastic errors and also they studied the problem of heteroscedasticity with reference to nonlinear regression models with suitable illustration. William Grene [13] examined the interaction effect in nonlinear models disused by Ai and Norton [14] and suggested ways to examine the effects that do not involve statistical testing. Peter [15] provided guidelines for identifying composite hypothesis and addressing the probability of false rejection for multiple hypotheses.

Isotherms and thermodynamics by linear and non-linear regression analysis for the sorption of methylene blue onto activated carbon: Comparison of various error functions

International Nuclear Information System (INIS)

Kumar, K. Vasanth; Porkodi, K.; Rocha, F.

2008-01-01

A comparison of linear and non-linear regression method in selecting the optimum isotherm was made to the experimental equilibrium data of methylene blue sorption by activated carbon. The r 2 was used to select the best fit linear theoretical isotherm. In the case of non-linear regression method, six error functions, namely coefficient of determination (r 2 ), hybrid fractional error function (HYBRID), Marquardt's percent standard deviation (MPSD), average relative error (ARE), sum of the errors squared (ERRSQ) and sum of the absolute errors (EABS) were used to predict the parameters involved in the two and three parameter isotherms and also to predict the optimum isotherm. For two parameter isotherm, MPSD was found to be the best error function in minimizing the error distribution between the experimental equilibrium data and predicted isotherms. In the case of three parameter isotherm, r 2 was found to be the best error function to minimize the error distribution structure between experimental equilibrium data and theoretical isotherms. The present study showed that the size of the error function alone is not a deciding factor to choose the optimum isotherm. In addition to the size of error function, the theory behind the predicted isotherm should be verified with the help of experimental data while selecting the optimum isotherm. A coefficient of non-determination, K 2 was explained and was found to be very useful in identifying the best error function while selecting the optimum isotherm

New approaches to nonlinear waves

CERN Document Server

2016-01-01

The book details a few of the novel methods developed in the last few years for studying various aspects of nonlinear wave systems. The introductory chapter provides a general overview, thematically linking the objects described in the book. Two chapters are devoted to wave systems possessing resonances with linear frequencies (Chapter 2) and with nonlinear frequencies (Chapter 3). In the next two chapters modulation instability in the KdV-type of equations is studied using rigorous mathematical methods (Chapter 4) and its possible connection to freak waves is investigated (Chapter 5). The book goes on to demonstrate how the choice of the Hamiltonian (Chapter 6) or the Lagrangian (Chapter 7) framework allows us to gain a deeper insight into the properties of a specific wave system. The final chapter discusses problems encountered when attempting to verify the theoretical predictions using numerical or laboratory experiments. All the chapters are illustrated by ample constructive examples demonstrating the app...

Nonlinear graphene plasmonics

Science.gov (United States)

Ooi, Kelvin J. A.; Tan, Dawn T. H.

2017-10-01

The rapid development of graphene has opened up exciting new fields in graphene plasmonics and nonlinear optics. Graphene's unique two-dimensional band structure provides extraordinary linear and nonlinear optical properties, which have led to extreme optical confinement in graphene plasmonics and ultrahigh nonlinear optical coefficients, respectively. The synergy between graphene's linear and nonlinear optical properties gave rise to nonlinear graphene plasmonics, which greatly augments graphene-based nonlinear device performance beyond a billion-fold. This nascent field of research will eventually find far-reaching revolutionary technological applications that require device miniaturization, low power consumption and a broad range of operating wavelengths approaching the far-infrared, such as optical computing, medical instrumentation and security applications.

Evapotranspiration Modeling by Linear, Nonlinear Regression and Artificial Neural Network in Greenhouse (Case study Reference Crop, Cucumber and Tomato

Directory of Open Access Journals (Sweden)

vahid Rezaverdinejad

2017-01-01

important models to estimate ETc in greenhouse. The inputs of these models are net radiation, temperature, day after planting and air vapour pressure deficit (or relative humidity. Materials and Methods: In this study, daily ETc of reference crop, greenhouse tomato and cucumber crops were measured using lysimeter method in Urmia region. Several linear, nonlinear regressions and artificial neural networks were considered for ETc modelling in greenhouse. For this purpose, the effective meteorological parameters on ETc process includes: air temperature (T, air humidity (RH, air pressure (P, air vapour pressure deficit (VPD, day after planting (N and greenhouse net radiation (SR were considered and measured. According to the goodness of fit, different models of artificial neural networks and regression were compared and evaluated. Furthermore, based on partial derivatives of regression models, sensitivity analysis was conducted. The accuracy and performance of the employed models was judged by ten statistical indices namely root mean square error (RMSE, normalized root mean square error (NRMSE and coefficient of determination (R2. Results and Discussion: Based on the results, the most accurate regression model to reference ETc prediction was obtained three variables exponential function of VPD, RH and SR with RMSE=0.378 mm day-1. The RMSE of optimal artificial neural network to reference ET prediction for train and test data sets were obtained 0.089 and 0.365 mm day-1, respectively. The performance of logarithmic and exponential functions to prediction of cucumber ETc were proper, with high dependent variables especially, and the most accurate regression model to cucumber ET prediction was obtained for exponential function of five variables: VPD, N, T, RH and SR with RMSE=0.353 mm day-1. In addition, for tomato ET prediction, the most accurate regression model was obtained for exponential function of four variables: VPD, N, RH and SR with RMSE= 0.329 mm day-1. The best

Nonlinear dynamics and complexity

CERN Document Server

Luo, Albert; Fu, Xilin

2014-01-01

This important collection presents recent advances in nonlinear dynamics including analytical solutions, chaos in Hamiltonian systems, time-delay, uncertainty, and bio-network dynamics. Nonlinear Dynamics and Complexity equips readers to appreciate this increasingly main-stream approach to understanding complex phenomena in nonlinear systems as they are examined in a broad array of disciplines. The book facilitates a better understanding of the mechanisms and phenomena in nonlinear dynamics and develops the corresponding mathematical theory to apply nonlinear design to practical engineering.

Towards modeling of nonlinear laser-plasma interactions with hydrocodes: The thick-ray approach

Science.gov (United States)

Colaïtis, A.; Duchateau, G.; Nicolaï, P.; Tikhonchuk, V.

2014-03-01

This paper deals with the computation of laser beam intensity in large-scale radiative hydrocodes applied to the modeling of nonlinear laser-plasma interactions (LPIs) in inertial confinement fusion (ICF). The paraxial complex geometrical optics (PCGO) is adapted for light waves in an inhomogeneous medium and modified to include the inverse bremsstrahlung absorption and the ponderomotive force. This thick-ray model is compared to the standard ray-tracing (RT) approach, both in the chic code. The PCGO model leads to different power deposition patterns and better diffraction modeling compared to standard RT codes. The intensity-reconstruction technique used in RT codes to model nonlinear LPI leads to artificial filamentation and fails to reproduce realistic ponderomotive self-focusing distances, intensity amplifications, and density channel depletions, whereas PCGO succeeds. Bundles of Gaussian thick rays can be used to model realistic non-Gaussian ICF beams. The PCGO approach is expected to improve the accuracy of ICF simulations and serve as a basis to implement diverse LPI effects in large-scale hydrocodes.

The constructive approach to nonlinear quantum field theory

International Nuclear Information System (INIS)

Segal, I.

1976-01-01

The general situation in nonlinear quantum field theory is outlined. The author discusses a reversion to the canonical quantization formalism and develops it to the maximal level attainable on the basis of advances in the past decade in nonlinear scattering and functional integration. (B.R.H.)

Noise model based ν-support vector regression with its application to short-term wind speed forecasting.

Science.gov (United States)

Hu, Qinghua; Zhang, Shiguang; Xie, Zongxia; Mi, Jusheng; Wan, Jie

2014-09-01

Support vector regression (SVR) techniques are aimed at discovering a linear or nonlinear structure hidden in sample data. Most existing regression techniques take the assumption that the error distribution is Gaussian. However, it was observed that the noise in some real-world applications, such as wind power forecasting and direction of the arrival estimation problem, does not satisfy Gaussian distribution, but a beta distribution, Laplacian distribution, or other models. In these cases the current regression techniques are not optimal. According to the Bayesian approach, we derive a general loss function and develop a technique of the uniform model of ν-support vector regression for the general noise model (N-SVR). The Augmented Lagrange Multiplier method is introduced to solve N-SVR. Numerical experiments on artificial data sets, UCI data and short-term wind speed prediction are conducted. The results show the effectiveness of the proposed technique. Copyright © 2014 Elsevier Ltd. All rights reserved.

Support Vector Regression Model Based on Empirical Mode Decomposition and Auto Regression for Electric Load Forecasting

Directory of Open Access Journals (Sweden)

Hong-Juan Li

2013-04-01

Full Text Available Electric load forecasting is an important issue for a power utility, associated with the management of daily operations such as energy transfer scheduling, unit commitment, and load dispatch. Inspired by strong non-linear learning capability of support vector regression (SVR, this paper presents a SVR model hybridized with the empirical mode decomposition (EMD method and auto regression (AR for electric load forecasting. The electric load data of the New South Wales (Australia market are employed for comparing the forecasting performances of different forecasting models. The results confirm the validity of the idea that the proposed model can simultaneously provide forecasting with good accuracy and interpretability.

Identification and estimation of nonlinear models using two samples with nonclassical measurement errors

KAUST Repository

Carroll, Raymond J.

2010-05-01

This paper considers identification and estimation of a general nonlinear Errors-in-Variables (EIV) model using two samples. Both samples consist of a dependent variable, some error-free covariates, and an error-prone covariate, for which the measurement error has unknown distribution and could be arbitrarily correlated with the latent true values; and neither sample contains an accurate measurement of the corresponding true variable. We assume that the regression model of interest - the conditional distribution of the dependent variable given the latent true covariate and the error-free covariates - is the same in both samples, but the distributions of the latent true covariates vary with observed error-free discrete covariates. We first show that the general latent nonlinear model is nonparametrically identified using the two samples when both could have nonclassical errors, without either instrumental variables or independence between the two samples. When the two samples are independent and the nonlinear regression model is parameterized, we propose sieve Quasi Maximum Likelihood Estimation (Q-MLE) for the parameter of interest, and establish its root-n consistency and asymptotic normality under possible misspecification, and its semiparametric efficiency under correct specification, with easily estimated standard errors. A Monte Carlo simulation and a data application are presented to show the power of the approach.

Nonlinear approaches for phase retrieval in the Fresnel region for hard X-ray imaging

International Nuclear Information System (INIS)

Davidoiu, Valentina

2013-01-01

The development of highly coherent X-ray sources offers new possibilities to image biological structures at different scales exploiting the refraction of X-rays. The coherence properties of the third-generation synchrotron radiation sources enables efficient implementations of phase contrast techniques. One of the first measurements of the intensity variations due to phase contrast has been reported in 1995 at the European Synchrotron Radiation Facility (ESRF). Phase imaging coupled to tomography acquisition allows three dimensional imaging with an increased sensitivity compared to absorption CT. This technique is particularly attractive to image samples with low absorption constituents. Phase contrast has many applications, ranging from material science, paleontology, bone research to medicine and biology. Several methods to achieve X-ray phase contrast have been proposed during the last years. In propagation based phase contrast, the measurements are made at different sample-to-detector distances. While the intensity data can be acquired and recorded, the phase information of the signal has to be 'retrieved' from the modulus data only. Phase retrieval is thus an ill-posed nonlinear problem and regularization techniques including a priori knowledge are necessary to obtain stable solutions. Several phase recovery methods have been developed in recent years. These approaches generally formulate the phase retrieval problem as a linear one. Nonlinear treatments have not been much investigated. The main purpose of this work was to propose and evaluate new algorithms, in particularly taking into account the nonlinearity of the direct problem. In the first part of this work, we present a Landweber type nonlinear iterative scheme to solve the propagation based phase retrieval problem. This approach uses the analytic expression of the Frechet derivative of the phase-intensity relationship and of its adjoint, which are presented in detail. We also study the effect of

Characterization of acid functional groups of carbon dots by nonlinear regression data fitting of potentiometric titration curves

Science.gov (United States)

Alves, Larissa A.; de Castro, Arthur H.; de Mendonça, Fernanda G.; de Mesquita, João P.

2016-05-01

The oxygenated functional groups present on the surface of carbon dots with an average size of 2.7 ± 0.5 nm were characterized by a variety of techniques. In particular, we discussed the fit data of potentiometric titration curves using a nonlinear regression method based on the Levenberg-Marquardt algorithm. The results obtained by statistical treatment of the titration curve data showed that the best fit was obtained considering the presence of five Brønsted-Lowry acids on the surface of the carbon dots with constant ionization characteristics of carboxylic acids, cyclic ester, phenolic and pyrone-like groups. The total number of oxygenated acid groups obtained was 5 mmol g-1, with approximately 65% (∼2.9 mmol g-1) originating from groups with pKa titrated and initial concentration of HCl solution. Finally, we believe that the methodology used here, together with other characterization techniques, is a simple, fast and powerful tool to characterize the complex acid-base properties of these so interesting and intriguing nanoparticles.

An integrated fuzzy regression algorithm for energy consumption estimation with non-stationary data: A case study of Iran

Energy Technology Data Exchange (ETDEWEB)

Azadeh, A; Seraj, O [Department of Industrial Engineering and Research Institute of Energy Management and Planning, Center of Excellence for Intelligent-Based Experimental Mechanics, College of Engineering, University of Tehran, P.O. Box 11365-4563 (Iran); Saberi, M [Department of Industrial Engineering, University of Tafresh (Iran); Institute for Digital Ecosystems and Business Intelligence, Curtin University of Technology, Perth (Australia)

2010-06-15

This study presents an integrated fuzzy regression and time series framework to estimate and predict electricity demand for seasonal and monthly changes in electricity consumption especially in developing countries such as China and Iran with non-stationary data. Furthermore, it is difficult to model uncertain behavior of energy consumption with only conventional fuzzy regression (FR) or time series and the integrated algorithm could be an ideal substitute for such cases. At First, preferred Time series model is selected from linear or nonlinear models. For this, after selecting preferred Auto Regression Moving Average (ARMA) model, Mcleod-Li test is applied to determine nonlinearity condition. When, nonlinearity condition is satisfied, the preferred nonlinear model is selected and defined as preferred time series model. At last, the preferred model from fuzzy regression and time series model is selected by the Granger-Newbold. Also, the impact of data preprocessing on the fuzzy regression performance is considered. Monthly electricity consumption of Iran from March 1994 to January 2005 is considered as the case of this study. The superiority of the proposed algorithm is shown by comparing its results with other intelligent tools such as Genetic Algorithm (GA) and Artificial Neural Network (ANN). (author)

Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range

NARCIS (Netherlands)

C.W.S. Chen (Cathy); R. Gerlach (Richard); B.B.K. Hwang (Bruce); M.J. McAleer (Michael)

2011-01-01

textabstractValue-at-Risk (VaR) is commonly used for financial risk measurement. It has recently become even more important, especially during the 2008-09 global financial crisis. We propose some novel nonlinear threshold conditional autoregressive VaR (CAViar) models that incorporate intra-day

Fouling resistance prediction using artificial neural network nonlinear auto-regressive with exogenous input model based on operating conditions and fluid properties correlations

Energy Technology Data Exchange (ETDEWEB)

Biyanto, Totok R. [Department of Engineering Physics, Institute Technology of Sepuluh Nopember Surabaya, Surabaya, Indonesia 60111 (Indonesia)

2016-06-03

Fouling in a heat exchanger in Crude Preheat Train (CPT) refinery is an unsolved problem that reduces the plant efficiency, increases fuel consumption and CO{sub 2} emission. The fouling resistance behavior is very complex. It is difficult to develop a model using first principle equation to predict the fouling resistance due to different operating conditions and different crude blends. In this paper, Artificial Neural Networks (ANN) MultiLayer Perceptron (MLP) with input structure using Nonlinear Auto-Regressive with eXogenous (NARX) is utilized to build the fouling resistance model in shell and tube heat exchanger (STHX). The input data of the model are flow rates and temperatures of the streams of the heat exchanger, physical properties of product and crude blend data. This model serves as a predicting tool to optimize operating conditions and preventive maintenance of STHX. The results show that the model can capture the complexity of fouling characteristics in heat exchanger due to thermodynamic conditions and variations in crude oil properties (blends). It was found that the Root Mean Square Error (RMSE) are suitable to capture the nonlinearity and complexity of the STHX fouling resistance during phases of training and validation.

An equivalent frequency approach for determining non-linear effects on pre-tensioned-cable cross-braced structures

Science.gov (United States)

Giaccu, Gian Felice

2018-05-01

Pre-tensioned cable braces are widely used as bracing systems in various structural typologies. This technology is fundamentally utilized for stiffening purposes in the case of steel and timber structures. The pre-stressing force imparted to the braces provides to the system a remarkable increment of stiffness. On the other hand, the pre-tensioning force in the braces must be properly calibrated in order to satisfactorily meet both serviceability and ultimate limit states. Dynamic properties of these systems are however affected by non-linear behavior due to potential slackening of the pre-tensioned brace. In the recent years the author has been working on a similar problem regarding the non-linear response of cables in cable-stayed bridges and braced structures. In the present paper a displacement-based approach is used to examine the non-linear behavior of a building system. The methodology operates through linearization and allows obtaining an equivalent linearized frequency to approximately characterize, mode by mode, the dynamic behavior of the system. The equivalent frequency depends on both the mechanical characteristics of the system, the pre-tensioning level assigned to the braces and a characteristic vibration amplitude. The proposed approach can be used as a simplified technique, capable of linearizing the response of structural systems, characterized by non-linearity induced by the slackening of pre-tensioned braces.

Corporate Social Responsibility and Financial Performance: A Two Least Regression Approach

Directory of Open Access Journals (Sweden)

Alexander Olawumi Dabor

2017-12-01

Full Text Available The objective of this study is to investigate the casuality between corporate social responsibility and firm financial performance. The study employed two least square regression approaches. Fifty-two firms were selected using the scientific method. The findings revealed that corporate social responsibility and firm performance in manufacturing sector are mutually related at 5%. The study recommended that management of manufacturing companies in Nigeria should expend on CSR to boost profitability and corporate image.

An Adaptive Nonlinear Aircraft Maneuvering Envelope Estimation Approach for Online Applications

Science.gov (United States)

Schuet, Stefan R.; Lombaerts, Thomas Jan; Acosta, Diana; Wheeler, Kevin; Kaneshige, John

2014-01-01

A nonlinear aircraft model is presented and used to develop an overall unified robust and adaptive approach to passive trim and maneuverability envelope estimation with uncertainty quantification. The concept of time scale separation makes this method suitable for the online characterization of altered safe maneuvering limitations after impairment. The results can be used to provide pilot feedback and/or be combined with flight planning, trajectory generation, and guidance algorithms to help maintain safe aircraft operations in both nominal and off-nominal scenarios.

Understanding child stunting in India: a comprehensive analysis of socio-economic, nutritional and environmental determinants using additive quantile regression.

Directory of Open Access Journals (Sweden)

Nora Fenske

Full Text Available BACKGROUND: Most attempts to address undernutrition, responsible for one third of global child deaths, have fallen behind expectations. This suggests that the assumptions underlying current modelling and intervention practices should be revisited. OBJECTIVE: We undertook a comprehensive analysis of the determinants of child stunting in India, and explored whether the established focus on linear effects of single risks is appropriate. DESIGN: Using cross-sectional data for children aged 0-24 months from the Indian National Family Health Survey for 2005/2006, we populated an evidence-based diagram of immediate, intermediate and underlying determinants of stunting. We modelled linear, non-linear, spatial and age-varying effects of these determinants using additive quantile regression for four quantiles of the Z-score of standardized height-for-age and logistic regression for stunting and severe stunting. RESULTS: At least one variable within each of eleven groups of determinants was significantly associated with height-for-age in the 35% Z-score quantile regression. The non-modifiable risk factors child age and sex, and the protective factors household wealth, maternal education and BMI showed the largest effects. Being a twin or multiple birth was associated with dramatically decreased height-for-age. Maternal age, maternal BMI, birth order and number of antenatal visits influenced child stunting in non-linear ways. Findings across the four quantile and two logistic regression models were largely comparable. CONCLUSIONS: Our analysis confirms the multifactorial nature of child stunting. It emphasizes the need to pursue a systems-based approach and to consider non-linear effects, and suggests that differential effects across the height-for-age distribution do not play a major role.

Understanding child stunting in India: a comprehensive analysis of socio-economic, nutritional and environmental determinants using additive quantile regression.

Science.gov (United States)

Fenske, Nora; Burns, Jacob; Hothorn, Torsten; Rehfuess, Eva A

2013-01-01

Most attempts to address undernutrition, responsible for one third of global child deaths, have fallen behind expectations. This suggests that the assumptions underlying current modelling and intervention practices should be revisited. We undertook a comprehensive analysis of the determinants of child stunting in India, and explored whether the established focus on linear effects of single risks is appropriate. Using cross-sectional data for children aged 0-24 months from the Indian National Family Health Survey for 2005/2006, we populated an evidence-based diagram of immediate, intermediate and underlying determinants of stunting. We modelled linear, non-linear, spatial and age-varying effects of these determinants using additive quantile regression for four quantiles of the Z-score of standardized height-for-age and logistic regression for stunting and severe stunting. At least one variable within each of eleven groups of determinants was significantly associated with height-for-age in the 35% Z-score quantile regression. The non-modifiable risk factors child age and sex, and the protective factors household wealth, maternal education and BMI showed the largest effects. Being a twin or multiple birth was associated with dramatically decreased height-for-age. Maternal age, maternal BMI, birth order and number of antenatal visits influenced child stunting in non-linear ways. Findings across the four quantile and two logistic regression models were largely comparable. Our analysis confirms the multifactorial nature of child stunting. It emphasizes the need to pursue a systems-based approach and to consider non-linear effects, and suggests that differential effects across the height-for-age distribution do not play a major role.

The 11-year solar cycle in current reanalyses: a (non)linear attribution study of the middle atmosphere

Science.gov (United States)

Kuchar, A.; Sacha, P.; Miksovsky, J.; Pisoft, P.

2015-06-01

This study focusses on the variability of temperature, ozone and circulation characteristics in the stratosphere and lower mesosphere with regard to the influence of the 11-year solar cycle. It is based on attribution analysis using multiple nonlinear techniques (support vector regression, neural networks) besides the multiple linear regression approach. The analysis was applied to several current reanalysis data sets for the 1979-2013 period, including MERRA, ERA-Interim and JRA-55, with the aim to compare how these types of data resolve especially the double-peaked solar response in temperature and ozone variables and the consequent changes induced by these anomalies. Equatorial temperature signals in the tropical stratosphere were found to be in qualitative agreement with previous attribution studies, although the agreement with observational results was incomplete, especially for JRA-55. The analysis also pointed to the solar signal in the ozone data sets (i.e. MERRA and ERA-Interim) not being consistent with the observed double-peaked ozone anomaly extracted from satellite measurements. The results obtained by linear regression were confirmed by the nonlinear approach through all data sets, suggesting that linear regression is a relevant tool to sufficiently resolve the solar signal in the middle atmosphere. The seasonal evolution of the solar response was also discussed in terms of dynamical causalities in the winter hemispheres. The hypothetical mechanism of a weaker Brewer-Dobson circulation at solar maxima was reviewed together with a discussion of polar vortex behaviour.

Status of the Monte Carlo library least-squares (MCLLS) approach for non-linear radiation analyzer problems

Science.gov (United States)

Gardner, Robin P.; Xu, Libai

2009-10-01

The Center for Engineering Applications of Radioisotopes (CEAR) has been working for over a decade on the Monte Carlo library least-squares (MCLLS) approach for treating non-linear radiation analyzer problems including: (1) prompt gamma-ray neutron activation analysis (PGNAA) for bulk analysis, (2) energy-dispersive X-ray fluorescence (EDXRF) analyzers, and (3) carbon/oxygen tool analysis in oil well logging. This approach essentially consists of using Monte Carlo simulation to generate the libraries of all the elements to be analyzed plus any other required background libraries. These libraries are then used in the linear library least-squares (LLS) approach with unknown sample spectra to analyze for all elements in the sample. Iterations of this are used until the LLS values agree with the composition used to generate the libraries. The current status of the methods (and topics) necessary to implement the MCLLS approach is reported. This includes: (1) the Monte Carlo codes such as CEARXRF, CEARCPG, and CEARCO for forward generation of the necessary elemental library spectra for the LLS calculation for X-ray fluorescence, neutron capture prompt gamma-ray analyzers, and carbon/oxygen tools; (2) the correction of spectral pulse pile-up (PPU) distortion by Monte Carlo simulation with the code CEARIPPU; (3) generation of detector response functions (DRF) for detectors with linear and non-linear responses for Monte Carlo simulation of pulse-height spectra; and (4) the use of the differential operator (DO) technique to make the necessary iterations for non-linear responses practical. In addition to commonly analyzed single spectra, coincidence spectra or even two-dimensional (2-D) coincidence spectra can also be used in the MCLLS approach and may provide more accurate results.

Gas Path Health Monitoring for a Turbofan Engine Based on a Nonlinear Filtering Approach

Directory of Open Access Journals (Sweden)

Yiqiu Lv

2013-01-01

Full Text Available Different approaches for gas path performance estimation of dynamic systems are commonly used, the most common being the variants of the Kalman filter. The extended Kalman filter (EKF method is a popular approach for nonlinear systems which combines the traditional Kalman filtering and linearization techniques to effectively deal with weakly nonlinear and non-Gaussian problems. Its mathematical formulation is based on the assumption that the probability density function (PDF of the state vector can be approximated to be Gaussian. Recent investigations have focused on the particle filter (PF based on Monte Carlo sampling algorithms for tackling strong nonlinear and non-Gaussian models. Considering the aircraft engine is a complicated machine, operating under a harsh environment, and polluted by complex noises, the PF might be an available way to monitor gas path health for aircraft engines. Up to this point in time a number of Kalman filtering approaches have been used for aircraft turbofan engine gas path health estimation, but the particle filters have not been used for this purpose and a systematic comparison has not been published. This paper presents gas path health monitoring based on the PF and the constrained extend Kalman particle filter (cEKPF, and then compares the estimation accuracy and computational effort of these filters to the EKF for aircraft engine performance estimation under rapid faults and general deterioration. Finally, the effects of the constraint mechanism and particle number on the cEKPF are discussed. We show in this paper that the cEKPF outperforms the EKF, PF and EKPF, and conclude that the cEKPF is the best choice for turbofan engine health monitoring.

Novel approach of wavelet analysis for nonlinear ultrasonic measurements and fatigue assessment of jet engine components

Science.gov (United States)

Bunget, Gheorghe; Tilmon, Brevin; Yee, Andrew; Stewart, Dylan; Rogers, James; Webster, Matthew; Farinholt, Kevin; Friedersdorf, Fritz; Pepi, Marc; Ghoshal, Anindya

2018-04-01

Widespread damage in aging aircraft is becoming an increasing concern as both civil and military fleet operators are extending the service lifetime of their aircraft. Metallic components undergoing variable cyclic loadings eventually fatigue and form dislocations as precursors to ultimate failure. In order to characterize the progression of fatigue damage precursors (DP), the acoustic nonlinearity parameter is measured as the primary indicator. However, using proven standard ultrasonic technology for nonlinear measurements presents limitations for settings outside of the laboratory environment. This paper presents an approach for ultrasonic inspection through automated immersion scanning of hot section engine components where mature ultrasonic technology is used during periodic inspections. Nonlinear ultrasonic measurements were analyzed using wavelet analysis to extract multiple harmonics from the received signals. Measurements indicated strong correlations of nonlinearity coefficients and levels of fatigue in aluminum and Ni-based superalloys. This novel wavelet cross-correlation (WCC) algorithm is a potential technique to scan for fatigue damage precursors and identify critical locations for remaining life prediction.

Uncertainty Modeling and Robust Output Feedback Control of Nonlinear Discrete Systems: A Mathematical Programming Approach

Directory of Open Access Journals (Sweden)

Olav Slupphaug

2001-01-01

Full Text Available We present a mathematical programming approach to robust control of nonlinear systems with uncertain, possibly time-varying, parameters. The uncertain system is given by different local affine parameter dependent models in different parts of the state space. It is shown how this representation can be obtained from a nonlinear uncertain system by solving a set of continuous linear semi-infinite programming problems, and how each of these problems can be solved as a (finite series of ordinary linear programs. Additionally, the system representation includes control- and state constraints. The controller design method is derived from Lyapunov stability arguments and utilizes an affine parameter dependent quadratic Lyapunov function. The controller has a piecewise affine output feedback structure, and the design amounts to finding a feasible solution to a set of linear matrix inequalities combined with one spectral radius constraint on the product of two positive definite matrices. A local solution approach to this nonconvex feasibility problem is proposed. Complexity of the design method and some special cases such as state- feedback are discussed. Finally, an application of the results is given by proposing an on-line computationally feasible algorithm for constrained nonlinear state- feedback model predictive control with robust stability.

Nonlinear Bayesian Algorithms for Gas Plume Detection and Estimation from Hyper-spectral Thermal Image Data

Energy Technology Data Exchange (ETDEWEB)

Heasler, Patrick G.; Posse, Christian; Hylden, Jeff L.; Anderson, Kevin K.

2007-06-13

This paper presents a nonlinear Bayesian regression algorithm for the purpose of detecting and estimating gas plume content from hyper-spectral data. Remote sensing data, by its very nature, is collected under less controlled conditions than laboratory data. As a result, the physics-based model that is used to describe the relationship between the observed remotesensing spectra, and the terrestrial (or atmospheric) parameters that we desire to estimate, is typically littered with many unknown "nuisance" parameters (parameters that we are not interested in estimating, but also appear in the model). Bayesian methods are well-suited for this context as they automatically incorporate the uncertainties associated with all nuisance parameters into the error estimates of the parameters of interest. The nonlinear Bayesian regression methodology is illustrated on realistic simulated data from a three-layer model for longwave infrared (LWIR) measurements from a passive instrument. This shows that this approach should permit more accurate estimation as well as a more reasonable description of estimate uncertainty.

A multi-scale relevance vector regression approach for daily urban water demand forecasting

Science.gov (United States)

Bai, Yun; Wang, Pu; Li, Chuan; Xie, Jingjing; Wang, Yin

2014-09-01

Water is one of the most important resources for economic and social developments. Daily water demand forecasting is an effective measure for scheduling urban water facilities. This work proposes a multi-scale relevance vector regression (MSRVR) approach to forecast daily urban water demand. The approach uses the stationary wavelet transform to decompose historical time series of daily water supplies into different scales. At each scale, the wavelet coefficients are used to train a machine-learning model using the relevance vector regression (RVR) method. The estimated coefficients of the RVR outputs for all of the scales are employed to reconstruct the forecasting result through the inverse wavelet transform. To better facilitate the MSRVR forecasting, the chaos features of the daily water supply series are analyzed to determine the input variables of the RVR model. In addition, an adaptive chaos particle swarm optimization algorithm is used to find the optimal combination of the RVR model parameters. The MSRVR approach is evaluated using real data collected from two waterworks and is compared with recently reported methods. The results show that the proposed MSRVR method can forecast daily urban water demand much more precisely in terms of the normalized root-mean-square error, correlation coefficient, and mean absolute percentage error criteria.

Nonlinear System Identification Using Quasi-ARX RBFN Models with a Parameter-Classified Scheme

Directory of Open Access Journals (Sweden)

Lan Wang

2017-01-01

Full Text Available Quasi-linear autoregressive with exogenous inputs (Quasi-ARX models have received considerable attention for their usefulness in nonlinear system identification and control. In this paper, identification methods of quasi-ARX type models are reviewed and categorized in three main groups, and a two-step learning approach is proposed as an extension of the parameter-classified methods to identify the quasi-ARX radial basis function network (RBFN model. Firstly, a clustering method is utilized to provide statistical properties of the dataset for determining the parameters nonlinear to the model, which are interpreted meaningfully in the sense of interpolation parameters of a local linear model. Secondly, support vector regression is used to estimate the parameters linear to the model; meanwhile, an explicit kernel mapping is given in terms of the nonlinear parameter identification procedure, in which the model is transformed from the nonlinear-in-nature to the linear-in-parameter. Numerical and real cases are carried out finally to demonstrate the effectiveness and generalization ability of the proposed method.

Understanding poisson regression.

Science.gov (United States)

Hayat, Matthew J; Higgins, Melinda

2014-04-01

Nurse investigators often collect study data in the form of counts. Traditional methods of data analysis have historically approached analysis of count data either as if the count data were continuous and normally distributed or with dichotomization of the counts into the categories of occurred or did not occur. These outdated methods for analyzing count data have been replaced with more appropriate statistical methods that make use of the Poisson probability distribution, which is useful for analyzing count data. The purpose of this article is to provide an overview of the Poisson distribution and its use in Poisson regression. Assumption violations for the standard Poisson regression model are addressed with alternative approaches, including addition of an overdispersion parameter or negative binomial regression. An illustrative example is presented with an application from the ENSPIRE study, and regression modeling of comorbidity data is included for illustrative purposes. Copyright 2014, SLACK Incorporated.

AucPR: an AUC-based approach using penalized regression for disease prediction with high-dimensional omics data.

Science.gov (United States)

Yu, Wenbao; Park, Taesung

2014-01-01

It is common to get an optimal combination of markers for disease classification and prediction when multiple markers are available. Many approaches based on the area under the receiver operating characteristic curve (AUC) have been proposed. Existing works based on AUC in a high-dimensional context depend mainly on a non-parametric, smooth approximation of AUC, with no work using a parametric AUC-based approach, for high-dimensional data. We propose an AUC-based approach using penalized regression (AucPR), which is a parametric method used for obtaining a linear combination for maximizing the AUC. To obtain the AUC maximizer in a high-dimensional context, we transform a classical parametric AUC maximizer, which is used in a low-dimensional context, into a regression framework and thus, apply the penalization regression approach directly. Two kinds of penalization, lasso and elastic net, are considered. The parametric approach can avoid some of the difficulties of a conventional non-parametric AUC-based approach, such as the lack of an appropriate concave objective function and a prudent choice of the smoothing parameter. We apply the proposed AucPR for gene selection and classification using four real microarray and synthetic data. Through numerical studies, AucPR is shown to perform better than the penalized logistic regression and the nonparametric AUC-based method, in the sense of AUC and sensitivity for a given specificity, particularly when there are many correlated genes. We propose a powerful parametric and easily-implementable linear classifier AucPR, for gene selection and disease prediction for high-dimensional data. AucPR is recommended for its good prediction performance. Beside gene expression microarray data, AucPR can be applied to other types of high-dimensional omics data, such as miRNA and protein data.

Performance improvement of shunt active power filter based on non-linear least-square approach

DEFF Research Database (Denmark)

Terriche, Yacine

2018-01-01

. This paper proposes an improved open loop strategy which is unconditionally stable and flexible. The proposed method which is based on non-linear least square (NLS) approach can extract the fundamental voltage and estimates its phase within only half cycle, even in the presence of odd harmonics and dc offset......). The synchronous reference frame (SRF) approach is widely used for generating the RCC due to its simplicity and computation efficiency. However, the SRF approach needs precise information of the voltage phase which becomes a challenge under adverse grid conditions. A typical solution to answer this need...

A non-linear state space approach to model groundwater fluctuations

NARCIS (Netherlands)

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

Nonlinear optics quantum computing with circuit QED.

Science.gov (United States)

Adhikari, Prabin; Hafezi, Mohammad; Taylor, J M

2013-02-08

One approach to quantum information processing is to use photons as quantum bits and rely on linear optical elements for most operations. However, some optical nonlinearity is necessary to enable universal quantum computing. Here, we suggest a circuit-QED approach to nonlinear optics quantum computing in the microwave regime, including a deterministic two-photon phase gate. Our specific example uses a hybrid quantum system comprising a LC resonator coupled to a superconducting flux qubit to implement a nonlinear coupling. Compared to the self-Kerr nonlinearity, we find that our approach has improved tolerance to noise in the qubit while maintaining fast operation.

Comparative analysis of neural network and regression based condition monitoring approaches for wind turbine fault detection

DEFF Research Database (Denmark)

Schlechtingen, Meik; Santos, Ilmar

2011-01-01

This paper presents the research results of a comparison of three different model based approaches for wind turbine fault detection in online SCADA data, by applying developed models to five real measured faults and anomalies. The regression based model as the simplest approach to build a normal...

Mixed kernel function support vector regression for global sensitivity analysis

Science.gov (United States)

Cheng, Kai; Lu, Zhenzhou; Wei, Yuhao; Shi, Yan; Zhou, Yicheng

2017-11-01

Global sensitivity analysis (GSA) plays an important role in exploring the respective effects of input variables on an assigned output response. Amongst the wide sensitivity analyses in literature, the Sobol indices have attracted much attention since they can provide accurate information for most models. In this paper, a mixed kernel function (MKF) based support vector regression (SVR) model is employed to evaluate the Sobol indices at low computational cost. By the proposed derivation, the estimation of the Sobol indices can be obtained by post-processing the coefficients of the SVR meta-model. The MKF is constituted by the orthogonal polynomials kernel function and Gaussian radial basis kernel function, thus the MKF possesses both the global characteristic advantage of the polynomials kernel function and the local characteristic advantage of the Gaussian radial basis kernel function. The proposed approach is suitable for high-dimensional and non-linear problems. Performance of the proposed approach is validated by various analytical functions and compared with the popular polynomial chaos expansion (PCE). Results demonstrate that the proposed approach is an efficient method for global sensitivity analysis.

Parameter Estimation of Nonlinear Models in Forestry.

OpenAIRE

Fekedulegn, Desta; Mac Siúrtáin, Máirtín Pádraig; Colbert, Jim J.

1999-01-01

Partial derivatives of the negative exponential, monomolecular, Mitcherlich, Gompertz, logistic, Chapman-Richards, von Bertalanffy, Weibull and the Richard’s nonlinear growth models are presented. The application of these partial derivatives in estimating the model parameters is illustrated. The parameters are estimated using the Marquardt iterative method of nonlinear regression relating top height to age of Norway spruce (Picea abies L.) from the Bowmont Norway Spruce Thinnin...

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

DEFF Research Database (Denmark)

Andreasen, Martin Møller; Christensen, Bent Jesper

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

LDRD report nonlinear model reduction

Energy Technology Data Exchange (ETDEWEB)

Segalman, D.; Heinstein, M.

1997-09-01

The very general problem of model reduction of nonlinear systems was made tractable by focusing on the very large subclass consisting of linear subsystems connected by nonlinear interfaces. Such problems constitute a large part of the nonlinear structural problems encountered in addressing the Sandia missions. A synthesis approach to this class of problems was developed consisting of: detailed modeling of the interface mechanics; collapsing the interface simulation results into simple nonlinear interface models; constructing system models by assembling model approximations of the linear subsystems and the nonlinear interface models. These system models, though nonlinear, would have very few degrees of freedom. A paradigm problem, that of machine tool vibration, was selected for application of the reduction approach outlined above. Research results achieved along the way as well as the overall modeling of a specific machine tool have been very encouraging. In order to confirm the interface models resulting from simulation, it was necessary to develop techniques to deduce interface mechanics from experimental data collected from the overall nonlinear structure. A program to develop such techniques was also pursued with good success.

Comparison of beta-binomial regression model approaches to analyze health-related quality of life data.

Science.gov (United States)

Najera-Zuloaga, Josu; Lee, Dae-Jin; Arostegui, Inmaculada

2017-01-01

Health-related quality of life has become an increasingly important indicator of health status in clinical trials and epidemiological research. Moreover, the study of the relationship of health-related quality of life with patients and disease characteristics has become one of the primary aims of many health-related quality of life studies. Health-related quality of life scores are usually assumed to be distributed as binomial random variables and often highly skewed. The use of the beta-binomial distribution in the regression context has been proposed to model such data; however, the beta-binomial regression has been performed by means of two different approaches in the literature: (i) beta-binomial distribution with a logistic link; and (ii) hierarchical generalized linear models. None of the existing literature in the analysis of health-related quality of life survey data has performed a comparison of both approaches in terms of adequacy and regression parameter interpretation context. This paper is motivated by the analysis of a real data application of health-related quality of life outcomes in patients with Chronic Obstructive Pulmonary Disease, where the use of both approaches yields to contradictory results in terms of covariate effects significance and consequently the interpretation of the most relevant factors in health-related quality of life. We present an explanation of the results in both methodologies through a simulation study and address the need to apply the proper approach in the analysis of health-related quality of life survey data for practitioners, providing an R package.

Multi-step polynomial regression method to model and forecast malaria incidence.

Directory of Open Access Journals (Sweden)

Chandrajit Chatterjee

Full Text Available Malaria is one of the most severe problems faced by the world even today. Understanding the causative factors such as age, sex, social factors, environmental variability etc. as well as underlying transmission dynamics of the disease is important for epidemiological research on malaria and its eradication. Thus, development of suitable modeling approach and methodology, based on the available data on the incidence of the disease and other related factors is of utmost importance. In this study, we developed a simple non-linear regression methodology in modeling and forecasting malaria incidence in Chennai city, India, and predicted future disease incidence with high confidence level. We considered three types of data to develop the regression methodology: a longer time series data of Slide Positivity Rates (SPR of malaria; a smaller time series data (deaths due to Plasmodium vivax of one year; and spatial data (zonal distribution of P. vivax deaths for the city along with the climatic factors, population and previous incidence of the disease. We performed variable selection by simple correlation study, identification of the initial relationship between variables through non-linear curve fitting and used multi-step methods for induction of variables in the non-linear regression analysis along with applied Gauss-Markov models, and ANOVA for testing the prediction, validity and constructing the confidence intervals. The results execute the applicability of our method for different types of data, the autoregressive nature of forecasting, and show high prediction power for both SPR and P. vivax deaths, where the one-lag SPR values plays an influential role and proves useful for better prediction. Different climatic factors are identified as playing crucial role on shaping the disease curve. Further, disease incidence at zonal level and the effect of causative factors on different zonal clusters indicate the pattern of malaria prevalence in the city

Spurious Solutions Of Nonlinear Differential Equations

Science.gov (United States)

Yee, H. C.; Sweby, P. K.; Griffiths, D. F.

1992-01-01

Report utilizes nonlinear-dynamics approach to investigate possible sources of errors and slow convergence and non-convergence of steady-state numerical solutions when using time-dependent approach for problems containing nonlinear source terms. Emphasizes implications for development of algorithms in CFD and computational sciences in general. Main fundamental conclusion of study is that qualitative features of nonlinear differential equations cannot be adequately represented by finite-difference method and vice versa.

Real-Time Fault Detection Approach for Nonlinear Systems and its Asynchronous T-S Fuzzy Observer-Based Implementation.

Science.gov (United States)

Li, Linlin; Ding, Steven X; Qiu, Jianbin; Yang, Ying

2017-02-01

This paper is concerned with a real-time observer-based fault detection (FD) approach for a general type of nonlinear systems in the presence of external disturbances. To this end, in the first part of this paper, we deal with the definition and the design condition for an L ∞ / L 2 type of nonlinear observer-based FD systems. This analytical framework is fundamental for the development of real-time nonlinear FD systems with the aid of some well-established techniques. In the second part, we address the integrated design of the L ∞ / L 2 observer-based FD systems by applying Takagi-Sugeno (T-S) fuzzy dynamic modeling technique as the solution tool. This fuzzy observer-based FD approach is developed via piecewise Lyapunov functions, and can be applied to the case that the premise variables of the FD system is nonsynchronous with the premise variables of the fuzzy model of the plant. In the end, a case study on the laboratory setup of three-tank system is given to show the efficiency of the proposed results.

A Dual Super-Element Domain Decomposition Approach for Parallel Nonlinear Finite Element Analysis

Science.gov (United States)

Jokhio, G. A.; Izzuddin, B. A.

2015-05-01

This article presents a new domain decomposition method for nonlinear finite element analysis introducing the concept of dual partition super-elements. The method extends ideas from the displacement frame method and is ideally suited for parallel nonlinear static/dynamic analysis of structural systems. In the new method, domain decomposition is realized by replacing one or more subdomains in a "parent system," each with a placeholder super-element, where the subdomains are processed separately as "child partitions," each wrapped by a dual super-element along the partition boundary. The analysis of the overall system, including the satisfaction of equilibrium and compatibility at all partition boundaries, is realized through direct communication between all pairs of placeholder and dual super-elements. The proposed method has particular advantages for matrix solution methods based on the frontal scheme, and can be readily implemented for existing finite element analysis programs to achieve parallelization on distributed memory systems with minimal intervention, thus overcoming memory bottlenecks typically faced in the analysis of large-scale problems. Several examples are presented in this article which demonstrate the computational benefits of the proposed parallel domain decomposition approach and its applicability to the nonlinear structural analysis of realistic structural systems.

Quantile Regression Methods

DEFF Research Database (Denmark)

Fitzenberger, Bernd; Wilke, Ralf Andreas

2015-01-01

if the mean regression model does not. We provide a short informal introduction into the principle of quantile regression which includes an illustrative application from empirical labor market research. This is followed by briefly sketching the underlying statistical model for linear quantile regression based......Quantile regression is emerging as a popular statistical approach, which complements the estimation of conditional mean models. While the latter only focuses on one aspect of the conditional distribution of the dependent variable, the mean, quantile regression provides more detailed insights...... by modeling conditional quantiles. Quantile regression can therefore detect whether the partial effect of a regressor on the conditional quantiles is the same for all quantiles or differs across quantiles. Quantile regression can provide evidence for a statistical relationship between two variables even...

Linear differential equations to solve nonlinear mechanical problems: A novel approach

OpenAIRE

Nair, C. Radhakrishnan

2004-01-01

Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential equation is known. Using the known solution of the non-linear differential equation, linear differential equations are set up. The solutions of these linear differential equations are found using standard techniques. Then the solutions of the linear differe...

Analysis of radiocardiographic first pass activity versus time data using models of the central circulation and nonlinear regression analysis

International Nuclear Information System (INIS)

Felix, A.C.

1988-01-01

In this study mathematical models of the central circulation, containing as undetermined parameters both chamber volumes and crosstalk coefficients, relating region-of-interest count rates to activity no only in the corresponding chamber but also overlapping and contiguous anatomical chambers, were used to identify contaminating crosstalk contributions to the various time-activity curves of interest. The identification of these crosstalks was essential for the creation of decontaminated region-of-interest time-activity curves which could be used for further model analysis. The decontaminated curves represent what the region-of-interest time-activity curves would look like in the absence of crosstalks. An optimal sampling route in was added to the nonlinear regression least squares fit program so that the region-of-interest time-activity curves could be analyzed to determine which data points contributed most toward decreasing the standard error or each parameter. A biplane model was investigated for use in analyzing radionuclide angiocardiographic first pass data

Regression Benchmarking: An Approach to Quality Assurance in Performance

OpenAIRE

Bulej, Lubomír

2005-01-01

The paper presents a short summary of our work in the area of regression benchmarking and its application to software development. Specially, we explain the concept of regression benchmarking, the requirements for employing regression testing in a software project, and methods used for analyzing the vast amounts of data resulting from repeated benchmarking. We present the application of regression benchmarking on a real software project and conclude with a glimpse at the challenges for the fu...

Regression Models and Fuzzy Logic Prediction of TBM Penetration Rate

Directory of Open Access Journals (Sweden)

Minh Vu Trieu

2017-03-01

Full Text Available This paper presents statistical analyses of rock engineering properties and the measured penetration rate of tunnel boring machine (TBM based on the data of an actual project. The aim of this study is to analyze the influence of rock engineering properties including uniaxial compressive strength (UCS, Brazilian tensile strength (BTS, rock brittleness index (BI, the distance between planes of weakness (DPW, and the alpha angle (Alpha between the tunnel axis and the planes of weakness on the TBM rate of penetration (ROP. Four (4 statistical regression models (two linear and two nonlinear are built to predict the ROP of TBM. Finally a fuzzy logic model is developed as an alternative method and compared to the four statistical regression models. Results show that the fuzzy logic model provides better estimations and can be applied to predict the TBM performance. The R-squared value (R2 of the fuzzy logic model scores the highest value of 0.714 over the second runner-up of 0.667 from the multiple variables nonlinear regression model.

Regression Models and Fuzzy Logic Prediction of TBM Penetration Rate

Science.gov (United States)

Minh, Vu Trieu; Katushin, Dmitri; Antonov, Maksim; Veinthal, Renno

2017-03-01

This paper presents statistical analyses of rock engineering properties and the measured penetration rate of tunnel boring machine (TBM) based on the data of an actual project. The aim of this study is to analyze the influence of rock engineering properties including uniaxial compressive strength (UCS), Brazilian tensile strength (BTS), rock brittleness index (BI), the distance between planes of weakness (DPW), and the alpha angle (Alpha) between the tunnel axis and the planes of weakness on the TBM rate of penetration (ROP). Four (4) statistical regression models (two linear and two nonlinear) are built to predict the ROP of TBM. Finally a fuzzy logic model is developed as an alternative method and compared to the four statistical regression models. Results show that the fuzzy logic model provides better estimations and can be applied to predict the TBM performance. The R-squared value (R2) of the fuzzy logic model scores the highest value of 0.714 over the second runner-up of 0.667 from the multiple variables nonlinear regression model.

Modelling the return distribution of salmon farming companies : a quantile regression approach

OpenAIRE

Jacobsen, Fredrik

2017-01-01

The salmon farming industry has gained increased attention from investors, portfolio managers, financial analysts and other stakeholders the recent years. Despite this development, very little is known about the risk and return of salmon farming company stocks, and especially how the relationship between risk and return varies under different market conditions, given the volatile nature of the salmon farming industry. We approach this problem by using quantile regression to examine the relati...

Regression analysis using dependent Polya trees.

Science.gov (United States)

Schörgendorfer, Angela; Branscum, Adam J

2013-11-30

Many commonly used models for linear regression analysis force overly simplistic shape and scale constraints on the residual structure of data. We propose a semiparametric Bayesian model for regression analysis that produces data-driven inference by using a new type of dependent Polya tree prior to model arbitrary residual distributions that are allowed to evolve across increasing levels of an ordinal covariate (e.g., time, in repeated measurement studies). By modeling residual distributions at consecutive covariate levels or time points using separate, but dependent Polya tree priors, distributional information is pooled while allowing for broad pliability to accommodate many types of changing residual distributions. We can use the proposed dependent residual structure in a wide range of regression settings, including fixed-effects and mixed-effects linear and nonlinear models for cross-sectional, prospective, and repeated measurement data. A simulation study illustrates the flexibility of our novel semiparametric regression model to accurately capture evolving residual distributions. In an application to immune development data on immunoglobulin G antibodies in children, our new model outperforms several contemporary semiparametric regression models based on a predictive model selection criterion. Copyright © 2013 John Wiley & Sons, Ltd.

Neurobiologically Inspired Approaches to Nonlinear Process Control and Modeling

Science.gov (United States)

1999-12-31

incorporates second messenger reaction kinetics and calcium dynamics to represent the nonlinear dynamics and the crucial role of neuromodulation in local...reflex). The dynamic neuromodulation as a mechanism for the nonlinear attenuation is the novel result of this study. Ear- lier simulations have shown

Does the high–tech industry consistently reduce CO{sub 2} emissions? Results from nonparametric additive regression model

Energy Technology Data Exchange (ETDEWEB)

Xu, Bin [School of Statistics, Jiangxi University of Finance and Economics, Nanchang, Jiangxi 330013 (China); Research Center of Applied Statistics, Jiangxi University of Finance and Economics, Nanchang, Jiangxi 330013 (China); Lin, Boqiang, E-mail: bqlin@xmu.edu.cn [Collaborative Innovation Center for Energy Economics and Energy Policy, China Institute for Studies in Energy Policy, Xiamen University, Xiamen, Fujian 361005 (China)

2017-03-15

China is currently the world's largest carbon dioxide (CO{sub 2}) emitter. Moreover, total energy consumption and CO{sub 2} emissions in China will continue to increase due to the rapid growth of industrialization and urbanization. Therefore, vigorously developing the high–tech industry becomes an inevitable choice to reduce CO{sub 2} emissions at the moment or in the future. However, ignoring the existing nonlinear links between economic variables, most scholars use traditional linear models to explore the impact of the high–tech industry on CO{sub 2} emissions from an aggregate perspective. Few studies have focused on nonlinear relationships and regional differences in China. Based on panel data of 1998–2014, this study uses the nonparametric additive regression model to explore the nonlinear effect of the high–tech industry from a regional perspective. The estimated results show that the residual sum of squares (SSR) of the nonparametric additive regression model in the eastern, central and western regions are 0.693, 0.054 and 0.085 respectively, which are much less those that of the traditional linear regression model (3.158, 4.227 and 7.196). This verifies that the nonparametric additive regression model has a better fitting effect. Specifically, the high–tech industry produces an inverted “U–shaped” nonlinear impact on CO{sub 2} emissions in the eastern region, but a positive “U–shaped” nonlinear effect in the central and western regions. Therefore, the nonlinear impact of the high–tech industry on CO{sub 2} emissions in the three regions should be given adequate attention in developing effective abatement policies. - Highlights: • The nonlinear effect of the high–tech industry on CO{sub 2} emissions was investigated. • The high–tech industry yields an inverted “U–shaped” effect in the eastern region. • The high–tech industry has a positive “U–shaped” nonlinear effect in other regions. • The linear impact

A New Approach for Studying Nonlinear Dynamic Response of a Thin Plate with Internal Resonance in a Fractional Viscoelastic Medium

Directory of Open Access Journals (Sweden)

Yury A. Rossikhin

2015-01-01

Full Text Available In the previous analysis, the dynamic behaviour of a nonlinear plate embedded into a fractional derivative viscoelastic medium has been studied by the method of multiple time scales under the conditions of the internal resonances two-to-one and one-to-one, as well as the internal combinational resonances for the case when the linear parts of nonlinear equations of motion occur to be coupled. A new approach proposed in this paper allows one to uncouple the linear parts of equations of motion of the plate, while the same method, the method of multiple time scales, has been utilized for solving nonlinear equations. The influence of viscosity on the energy exchange mechanism between interacting nonlinear modes has been analyzed. It has been shown that for some internal resonances there exist such particular cases when it is possible to obtain two first integrals, namely, the energy integral and the stream function, which allows one to reduce the problem to the calculation of elliptic integrals. The new approach enables one to solve the problems of vibrations of thin bodies more efficiently.

Direct approach for solving nonlinear evolution and two-point

Indian Academy of Sciences (India)

Time-delayed nonlinear evolution equations and boundary value problems have a wide range of applications in science and engineering. In this paper, we implement the differential transform method to solve the nonlinear delay differential equation and boundary value problems. Also, we present some numerical examples ...

On structure-exploiting trust-region regularized nonlinear least squares algorithms for neural-network learning.

Science.gov (United States)

Mizutani, Eiji; Demmel, James W

2003-01-01

This paper briefly introduces our numerical linear algebra approaches for solving structured nonlinear least squares problems arising from 'multiple-output' neural-network (NN) models. Our algorithms feature trust-region regularization, and exploit sparsity of either the 'block-angular' residual Jacobian matrix or the 'block-arrow' Gauss-Newton Hessian (or Fisher information matrix in statistical sense) depending on problem scale so as to render a large class of NN-learning algorithms 'efficient' in both memory and operation costs. Using a relatively large real-world nonlinear regression application, we shall explain algorithmic strengths and weaknesses, analyzing simulation results obtained by both direct and iterative trust-region algorithms with two distinct NN models: 'multilayer perceptrons' (MLP) and 'complementary mixtures of MLP-experts' (or neuro-fuzzy modular networks).

Mechanisms of neuroblastoma regression

Science.gov (United States)

Brodeur, Garrett M.; Bagatell, Rochelle

2014-01-01

Recent genomic and biological studies of neuroblastoma have shed light on the dramatic heterogeneity in the clinical behaviour of this disease, which spans from spontaneous regression or differentiation in some patients, to relentless disease progression in others, despite intensive multimodality therapy. This evidence also suggests several possible mechanisms to explain the phenomena of spontaneous regression in neuroblastomas, including neurotrophin deprivation, humoral or cellular immunity, loss of telomerase activity and alterations in epigenetic regulation. A better understanding of the mechanisms of spontaneous regression might help to identify optimal therapeutic approaches for patients with these tumours. Currently, the most druggable mechanism is the delayed activation of developmentally programmed cell death regulated by the tropomyosin receptor kinase A pathway. Indeed, targeted therapy aimed at inhibiting neurotrophin receptors might be used in lieu of conventional chemotherapy or radiation in infants with biologically favourable tumours that require treatment. Alternative approaches consist of breaking immune tolerance to tumour antigens or activating neurotrophin receptor pathways to induce neuronal differentiation. These approaches are likely to be most effective against biologically favourable tumours, but they might also provide insights into treatment of biologically unfavourable tumours. We describe the different mechanisms of spontaneous neuroblastoma regression and the consequent therapeutic approaches. PMID:25331179

Rapid assessment of nonlinear optical propagation effects in dielectrics

Science.gov (United States)

Hoyo, J. Del; de La Cruz, A. Ruiz; Grace, E.; Ferrer, A.; Siegel, J.; Pasquazi, A.; Assanto, G.; Solis, J.

2015-01-01

Ultrafast laser processing applications need fast approaches to assess the nonlinear propagation of the laser beam in order to predict the optimal range of processing parameters in a wide variety of cases. We develop here a method based on the simple monitoring of the nonlinear beam shaping against numerical prediction. The numerical code solves the nonlinear Schrödinger equation with nonlinear absorption under simplified conditions by employing a state-of-the art computationally efficient approach. By comparing with experimental results we can rapidly estimate the nonlinear refractive index and nonlinear absorption coefficients of the material. The validity of this approach has been tested in a variety of experiments where nonlinearities play a key role, like spatial soliton shaping or fs-laser waveguide writing. The approach provides excellent results for propagated power densities for which free carrier generation effects can be neglected. Above such a threshold, the peculiarities of the nonlinear propagation of elliptical beams enable acquiring an instantaneous picture of the deposition of energy inside the material realistic enough to estimate the effective nonlinear refractive index and nonlinear absorption coefficients that can be used for predicting the spatial distribution of energy deposition inside the material and controlling the beam in the writing process.

An optimal approach to active damping of nonlinear vibrations in composite plates using piezoelectric patches

International Nuclear Information System (INIS)

Saviz, M R

2015-01-01

In this paper a nonlinear approach to studying the vibration characteristic of laminated composite plate with surface-bonded piezoelectric layer/patch is formulated, based on the Green Lagrange type of strain–displacements relations, by incorporating higher-order terms arising from nonlinear relations of kinematics into mathematical formulations. The equations of motion are obtained through the energy method, based on Lagrange equations and by using higher-order shear deformation theories with von Karman–type nonlinearities, so that transverse shear strains vanish at the top and bottom surfaces of the plate. An isoparametric finite element model is provided to model the nonlinear dynamics of the smart plate with piezoelectric layer/ patch. Different boundary conditions are investigated. Optimal locations of piezoelectric patches are found using a genetic algorithm to maximize spatial controllability/observability and considering the effect of residual modes to reduce spillover effect. Active attenuation of vibration of laminated composite plate is achieved through an optimal control law with inequality constraint, which is related to the maximum and minimum values of allowable voltage in the piezoelectric elements. To keep the voltages of actuator pairs in an allowable limit, the Pontryagin’s minimum principle is implemented in a system with multi-inequality constraint of control inputs. The results are compared with similar ones, proving the accuracy of the model especially for the structures undergoing large deformations. The convergence is studied and nonlinear frequencies are obtained for different thickness ratios. The structural coupling between plate and piezoelectric actuators is analyzed. Some examples with new features are presented, indicating that the piezo-patches significantly improve the damping characteristics of the plate for suppressing the geometrically nonlinear transient vibrations. (paper)

Posterior consistency for Bayesian inverse problems through stability and regression results

International Nuclear Information System (INIS)

Vollmer, Sebastian J

2013-01-01

In the Bayesian approach, the a priori knowledge about the input of a mathematical model is described via a probability measure. The joint distribution of the unknown input and the data is then conditioned, using Bayes’ formula, giving rise to the posterior distribution on the unknown input. In this setting we prove posterior consistency for nonlinear inverse problems: a sequence of data is considered, with diminishing fluctuations around a single truth and it is then of interest to show that the resulting sequence of posterior measures arising from this sequence of data concentrates around the truth used to generate the data. Posterior consistency justifies the use of the Bayesian approach very much in the same way as error bounds and convergence results for regularization techniques do. As a guiding example, we consider the inverse problem of reconstructing the diffusion coefficient from noisy observations of the solution to an elliptic PDE in divergence form. This problem is approached by splitting the forward operator into the underlying continuum model and a simpler observation operator based on the output of the model. In general, these splittings allow us to conclude posterior consistency provided a deterministic stability result for the underlying inverse problem and a posterior consistency result for the Bayesian regression problem with the push-forward prior. Moreover, we prove posterior consistency for the Bayesian regression problem based on the regularity, the tail behaviour and the small ball probabilities of the prior. (paper)

Bayesian logistic regression approaches to predict incorrect DRG assignment.

Science.gov (United States)

Suleiman, Mani; Demirhan, Haydar; Boyd, Leanne; Girosi, Federico; Aksakalli, Vural

2018-05-07

Episodes of care involving similar diagnoses and treatments and requiring similar levels of resource utilisation are grouped to the same Diagnosis-Related Group (DRG). In jurisdictions which implement DRG based payment systems, DRGs are a major determinant of funding for inpatient care. Hence, service providers often dedicate auditing staff to the task of checking that episodes have been coded to the correct DRG. The use of statistical models to estimate an episode's probability of DRG error can significantly improve the efficiency of clinical coding audits. This study implements Bayesian logistic regression models with weakly informative prior distributions to estimate the likelihood that episodes require a DRG revision, comparing these models with each other and to classical maximum likelihood estimates. All Bayesian approaches had more stable model parameters than maximum likelihood. The best performing Bayesian model improved overall classification per- formance by 6% compared to maximum likelihood, with a 34% gain compared to random classification, respectively. We found that the original DRG, coder and the day of coding all have a significant effect on the likelihood of DRG error. Use of Bayesian approaches has improved model parameter stability and classification accuracy. This method has already lead to improved audit efficiency in an operational capacity.

Probing hysteretic elasticity in weakly nonlinear materials

Energy Technology Data Exchange (ETDEWEB)

Johnson, Paul A [Los Alamos National Laboratory; Haupert, Sylvain [UPMC UNIV PARIS; Renaud, Guillaume [UPMC UNIV PARIS; Riviere, Jacques [UPMC UNIV PARIS; Talmant, Maryline [UPMC UNIV PARIS; Laugier, Pascal [UPMC UNIV PARIS

2010-12-07

Our work is aimed at assessing the elastic and dissipative hysteretic nonlinear parameters' repeatability (precision) using several classes of materials with weak, intermediate and high nonlinear properties. In this contribution, we describe an optimized Nonlinear Resonant Ultrasound Spectroscopy (NRUS) measuring and data processing protocol applied to small samples. The protocol is used to eliminate the effects of environmental condition changes that take place during an experiment, and that may mask the intrinsic elastic nonlinearity. As an example, in our experiments, we identified external temperature fluctuation as a primary source of material resonance frequency and elastic modulus variation. A variation of 0.1 C produced a frequency variation of 0.01 %, which is similar to the expected nonlinear frequency shift for weakly nonlinear materials. In order to eliminate environmental effects, the variation in f{sub 0} (the elastically linear resonance frequency proportional to modulus) is fit with the appropriate function, and that function is used to correct the NRUS calculation of nonlinear parameters. With our correction procedure, we measured relative resonant frequency shifts of 10{sup -5} , which are below 10{sup -4}, often considered the limit to NRUS sensitivity under common experimental conditions. Our results show that the procedure is an alternative to the stringent control of temperature often applied. Applying the approach, we report nonlinear parameters for several materials, some with very small nonclassical nonlinearity. The approach has broad application to NRUS and other Nonlinear Elastic Wave Spectroscopy approaches.

Quantifying non-linear dynamics of mass-springs in series oscillators via asymptotic approach

Science.gov (United States)

Starosta, Roman; Sypniewska-Kamińska, Grażyna; Awrejcewicz, Jan

2017-05-01

Dynamical regular response of an oscillator with two serially connected springs with nonlinear characteristics of cubic type and governed by a set of differential-algebraic equations (DAEs) is studied. The classical approach of the multiple scales method (MSM) in time domain has been employed and appropriately modified to solve the governing DAEs of two systems, i.e. with one- and two degrees-of-freedom. The approximate analytical solutions have been verified by numerical simulations.

Nonlinear Statistical Signal Processing: A Particle Filtering Approach

International Nuclear Information System (INIS)

Candy, J.

2007-01-01

A introduction to particle filtering is discussed starting with an overview of Bayesian inference from batch to sequential processors. Once the evolving Bayesian paradigm is established, simulation-based methods using sampling theory and Monte Carlo realizations are discussed. Here the usual limitations of nonlinear approximations and non-gaussian processes prevalent in classical nonlinear processing algorithms (e.g. Kalman filters) are no longer a restriction to perform Bayesian inference. It is shown how the underlying hidden or state variables are easily assimilated into this Bayesian construct. Importance sampling methods are then discussed and shown how they can be extended to sequential solutions implemented using Markovian state-space models as a natural evolution. With this in mind, the idea of a particle filter, which is a discrete representation of a probability distribution, is developed and shown how it can be implemented using sequential importance sampling/resampling methods. Finally, an application is briefly discussed comparing the performance of the particle filter designs with classical nonlinear filter implementations

A Nonlinear Unit Root Test in the Presence of an Unknown Break

OpenAIRE

Popp, Stephan

2008-01-01

The Perron test is the most commonly applied procedure to test for a unit root in the presence of a structural break of unknown timing in the trend function. Deriving the Perron-type test regression from an unobserved component model, it is shown that the test regression in fact is nonlinear in coefficient. Taking account of the nonlinearity leads to a test with properties that are exclusively assigned to Schmidt-Phillips LM-type unit root tests.

A Comparison of Two-Stage Approaches for Fitting Nonlinear Ordinary Differential Equation Models with Mixed Effects.

Science.gov (United States)

Chow, Sy-Miin; Bendezú, Jason J; Cole, Pamela M; Ram, Nilam

2016-01-01

Several approaches exist for estimating the derivatives of observed data for model exploration purposes, including functional data analysis (FDA; Ramsay & Silverman, 2005 ), generalized local linear approximation (GLLA; Boker, Deboeck, Edler, & Peel, 2010 ), and generalized orthogonal local derivative approximation (GOLD; Deboeck, 2010 ). These derivative estimation procedures can be used in a two-stage process to fit mixed effects ordinary differential equation (ODE) models. While the performance and utility of these routines for estimating linear ODEs have been established, they have not yet been evaluated in the context of nonlinear ODEs with mixed effects. We compared properties of the GLLA and GOLD to an FDA-based two-stage approach denoted herein as functional ordinary differential equation with mixed effects (FODEmixed) in a Monte Carlo (MC) study using a nonlinear coupled oscillators model with mixed effects. Simulation results showed that overall, the FODEmixed outperformed both the GLLA and GOLD across all the embedding dimensions considered, but a novel use of a fourth-order GLLA approach combined with very high embedding dimensions yielded estimation results that almost paralleled those from the FODEmixed. We discuss the strengths and limitations of each approach and demonstrate how output from each stage of FODEmixed may be used to inform empirical modeling of young children's self-regulation.

Multi-frequency Defect Selective Imaging via Nonlinear Ultrasound

Science.gov (United States)

Solodov, Igor; Busse, Gerd

The concept of defect-selective ultrasonic nonlinear imaging is based on visualization of strongly nonlinear inclusions in the form of localized cracked defects. For intense excitation, the ultrasonic response of defects is affected by mechanical constraint between their fragments that makes their vibrations extremely nonlinear. The cracked flaws, therefore, efficiently generate multiple new frequencies, which can be used as a nonlinear "tag" to detect and image them. In this paper, the methodologies of nonlinear scanning laser vibrometry (NSLV) and nonlinear air-coupled emission (NACE) are applied for nonlinear imaging of various defects in hi-tech and constructional materials. A broad database obtained demonstrates evident advantages of the nonlinear approach over its linear counterpart. The higher-order nonlinear frequencies provide increase in signal-to-noise ratio and enhance the contrast of imaging. Unlike conventional ultrasonic instruments, the nonlinear approach yields abundant multi-frequency information on defect location. The application of image recognition and processing algorithms is described and shown to improve reliability and quality of ultrasonic imaging.

Homotopy analysis approach for nonlinear piezoelectric vibration energy harvesting

Directory of Open Access Journals (Sweden)

Shahlaei-Far Shahram

2016-01-01

Full Text Available Piezoelectric energy harvesting from a vertical geometrically nonlinear cantilever beam with a tip mass subject to transverse harmonic base excitations is analyzed. One piezoelectric patch is placed on the slender beam to convert the tension and compression into electrical voltage. Applying the homotopy analysis method to the coupled electromechanical governing equations, we derive analytical solutions for the horizontal displacement of the tip mass and consequently the output voltage from the piezoelectric patch. Analytical approximation for the frequency response and phase of the geometrically forced nonlinear vibration system are also obtained. The research aims at a rigorous analytical perspective on a nonlinear problem which has previously been solely investigated by numerical and experimental methods.

A Volterra series approach to the approximation of stochastic nonlinear dynamics

NARCIS (Netherlands)

Wouw, van de N.; Nijmeijer, H.; Campen, van D.H.

2002-01-01

A response approximation method for stochastically excited, nonlinear, dynamic systems is presented. Herein, the output of the nonlinear system isapproximated by a finite-order Volterra series. The original nonlinear system is replaced by a bilinear system in order to determine the kernels of this

A normal form approach to the theory of nonlinear betatronic motion

International Nuclear Information System (INIS)

Bazzani, A.; Todesco, E.; Turchetti, G.; Servizi, G.

1994-01-01

The betatronic motion of a particle in a circular accelerator is analysed using the transfer map description of the magnetic lattice. In the linear case the transfer matrix approach is shown to be equivalent to the Courant-Snyder theory: In the normal coordinates' representation the transfer matrix is a pure rotation. When the nonlinear effects due to the multipolar components of the magnetic field are taken into account, a similar procedure is used: a nonlinear change of coordinates provides a normal form representation of the map, which exhibits explicit symmetry properties depending on the absence or presence of resonance relations among the linear tunes. The use of normal forms is illustrated in the simplest but significant model of a cell with a sextupolar nonlinearity which is described by the quadratic Henon map. After recalling the basic theoretical results in Hamiltonian dynamics, we show how the normal forms describe the different topological structures of phase space such as KAM tori, chains of islands and chaotic regions; a critical comparison with the usual perturbation theory for Hamilton equations is given. The normal form theory is applied to compute the tune shift and deformation of the orbits for the lattices of the SPS and LHC accelerators, and scaling laws are obtained. Finally, the correction procedure of the multipolar errors of the LHC, based on the analytic minimization of the tune shift computed via the normal forms, is described and the results for a model of the LHC are presented. This application, relevant for the lattice design, focuses on the advantages of normal forms with respect to tracking when parametric dependences have to be explored. (orig.)

A Gaussian mixture copula model based localized Gaussian process regression approach for long-term wind speed prediction

International Nuclear Information System (INIS)

Yu, Jie; Chen, Kuilin; Mori, Junichi; Rashid, Mudassir M.

2013-01-01

Optimizing wind power generation and controlling the operation of wind turbines to efficiently harness the renewable wind energy is a challenging task due to the intermittency and unpredictable nature of wind speed, which has significant influence on wind power production. A new approach for long-term wind speed forecasting is developed in this study by integrating GMCM (Gaussian mixture copula model) and localized GPR (Gaussian process regression). The time series of wind speed is first classified into multiple non-Gaussian components through the Gaussian mixture copula model and then Bayesian inference strategy is employed to incorporate the various non-Gaussian components using the posterior probabilities. Further, the localized Gaussian process regression models corresponding to different non-Gaussian components are built to characterize the stochastic uncertainty and non-stationary seasonality of the wind speed data. The various localized GPR models are integrated through the posterior probabilities as the weightings so that a global predictive model is developed for the prediction of wind speed. The proposed GMCM–GPR approach is demonstrated using wind speed data from various wind farm locations and compared against the GMCM-based ARIMA (auto-regressive integrated moving average) and SVR (support vector regression) methods. In contrast to GMCM–ARIMA and GMCM–SVR methods, the proposed GMCM–GPR model is able to well characterize the multi-seasonality and uncertainty of wind speed series for accurate long-term prediction. - Highlights: • A novel predictive modeling method is proposed for long-term wind speed forecasting. • Gaussian mixture copula model is estimated to characterize the multi-seasonality. • Localized Gaussian process regression models can deal with the random uncertainty. • Multiple GPR models are integrated through Bayesian inference strategy. • The proposed approach shows higher prediction accuracy and reliability

Structural stability of nonlinear population dynamics.

Science.gov (United States)

Cenci, Simone; Saavedra, Serguei

2018-01-01

In population dynamics, the concept of structural stability has been used to quantify the tolerance of a system to environmental perturbations. Yet, measuring the structural stability of nonlinear dynamical systems remains a challenging task. Focusing on the classic Lotka-Volterra dynamics, because of the linearity of the functional response, it has been possible to measure the conditions compatible with a structurally stable system. However, the functional response of biological communities is not always well approximated by deterministic linear functions. Thus, it is unclear the extent to which this linear approach can be generalized to other population dynamics models. Here, we show that the same approach used to investigate the classic Lotka-Volterra dynamics, which is called the structural approach, can be applied to a much larger class of nonlinear models. This class covers a large number of nonlinear functional responses that have been intensively investigated both theoretically and experimentally. We also investigate the applicability of the structural approach to stochastic dynamical systems and we provide a measure of structural stability for finite populations. Overall, we show that the structural approach can provide reliable and tractable information about the qualitative behavior of many nonlinear dynamical systems.

Structural stability of nonlinear population dynamics

Science.gov (United States)

Cenci, Simone; Saavedra, Serguei

2018-01-01

In population dynamics, the concept of structural stability has been used to quantify the tolerance of a system to environmental perturbations. Yet, measuring the structural stability of nonlinear dynamical systems remains a challenging task. Focusing on the classic Lotka-Volterra dynamics, because of the linearity of the functional response, it has been possible to measure the conditions compatible with a structurally stable system. However, the functional response of biological communities is not always well approximated by deterministic linear functions. Thus, it is unclear the extent to which this linear approach can be generalized to other population dynamics models. Here, we show that the same approach used to investigate the classic Lotka-Volterra dynamics, which is called the structural approach, can be applied to a much larger class of nonlinear models. This class covers a large number of nonlinear functional responses that have been intensively investigated both theoretically and experimentally. We also investigate the applicability of the structural approach to stochastic dynamical systems and we provide a measure of structural stability for finite populations. Overall, we show that the structural approach can provide reliable and tractable information about the qualitative behavior of many nonlinear dynamical systems.

A Visual Analytics Approach for Correlation, Classification, and Regression Analysis

Energy Technology Data Exchange (ETDEWEB)

Steed, Chad A [ORNL; SwanII, J. Edward [Mississippi State University (MSU); Fitzpatrick, Patrick J. [Mississippi State University (MSU); Jankun-Kelly, T.J. [Mississippi State University (MSU)

2012-02-01

New approaches that combine the strengths of humans and machines are necessary to equip analysts with the proper tools for exploring today's increasing complex, multivariate data sets. In this paper, a novel visual data mining framework, called the Multidimensional Data eXplorer (MDX), is described that addresses the challenges of today's data by combining automated statistical analytics with a highly interactive parallel coordinates based canvas. In addition to several intuitive interaction capabilities, this framework offers a rich set of graphical statistical indicators, interactive regression analysis, visual correlation mining, automated axis arrangements and filtering, and data classification techniques. The current work provides a detailed description of the system as well as a discussion of key design aspects and critical feedback from domain experts.

Higher-order Multivariable Polynomial Regression to Estimate Human Affective States

Science.gov (United States)

Wei, Jie; Chen, Tong; Liu, Guangyuan; Yang, Jiemin

2016-03-01

From direct observations, facial, vocal, gestural, physiological, and central nervous signals, estimating human affective states through computational models such as multivariate linear-regression analysis, support vector regression, and artificial neural network, have been proposed in the past decade. In these models, linear models are generally lack of precision because of ignoring intrinsic nonlinearities of complex psychophysiological processes; and nonlinear models commonly adopt complicated algorithms. To improve accuracy and simplify model, we introduce a new computational modeling method named as higher-order multivariable polynomial regression to estimate human affective states. The study employs standardized pictures in the International Affective Picture System to induce thirty subjects’ affective states, and obtains pure affective patterns of skin conductance as input variables to the higher-order multivariable polynomial model for predicting affective valence and arousal. Experimental results show that our method is able to obtain efficient correlation coefficients of 0.98 and 0.96 for estimation of affective valence and arousal, respectively. Moreover, the method may provide certain indirect evidences that valence and arousal have their brain’s motivational circuit origins. Thus, the proposed method can serve as a novel one for efficiently estimating human affective states.

Nonlinear optical systems

CERN Document Server

Lugiato, Luigi; Brambilla, Massimo

2015-01-01

Guiding graduate students and researchers through the complex world of laser physics and nonlinear optics, this book provides an in-depth exploration of the dynamics of lasers and other relevant optical systems, under the umbrella of a unitary spatio-temporal vision. Adopting a balanced approach, the book covers traditional as well as special topics in laser physics, quantum electronics and nonlinear optics, treating them from the viewpoint of nonlinear dynamical systems. These include laser emission, frequency generation, solitons, optically bistable systems, pulsations and chaos and optical pattern formation. It also provides a coherent and up-to-date treatment of the hierarchy of nonlinear optical models and of the rich variety of phenomena they describe, helping readers to understand the limits of validity of each model and the connections among the phenomena. It is ideal for graduate students and researchers in nonlinear optics, quantum electronics, laser physics and photonics.

A fuzzy regression with support vector machine approach to the estimation of horizontal global solar radiation

International Nuclear Information System (INIS)

Baser, Furkan; Demirhan, Haydar

2017-01-01

Accurate estimation of the amount of horizontal global solar radiation for a particular field is an important input for decision processes in solar radiation investments. In this article, we focus on the estimation of yearly mean daily horizontal global solar radiation by using an approach that utilizes fuzzy regression functions with support vector machine (FRF-SVM). This approach is not seriously affected by outlier observations and does not suffer from the over-fitting problem. To demonstrate the utility of the FRF-SVM approach in the estimation of horizontal global solar radiation, we conduct an empirical study over a dataset collected in Turkey and applied the FRF-SVM approach with several kernel functions. Then, we compare the estimation accuracy of the FRF-SVM approach to an adaptive neuro-fuzzy system and a coplot supported-genetic programming approach. We observe that the FRF-SVM approach with a Gaussian kernel function is not affected by both outliers and over-fitting problem and gives the most accurate estimates of horizontal global solar radiation among the applied approaches. Consequently, the use of hybrid fuzzy functions and support vector machine approaches is found beneficial in long-term forecasting of horizontal global solar radiation over a region with complex climatic and terrestrial characteristics. - Highlights: • A fuzzy regression functions with support vector machines approach is proposed. • The approach is robust against outlier observations and over-fitting problem. • Estimation accuracy of the model is superior to several existent alternatives. • A new solar radiation estimation model is proposed for the region of Turkey. • The model is useful under complex terrestrial and climatic conditions.

Assessing the human cardiovascular response to moderate exercise: feature extraction by support vector regression

International Nuclear Information System (INIS)

Wang, Lu; Su, Steven W; Celler, Branko G; Chan, Gregory S H; Cheng, Teddy M; Savkin, Andrey V

2009-01-01

This study aims to quantitatively describe the steady-state relationships among percentage changes in key central cardiovascular variables (i.e. stroke volume, heart rate (HR), total peripheral resistance and cardiac output), measured using non-invasive means, in response to moderate exercise, and the oxygen uptake rate, using a new nonlinear regression approach—support vector regression. Ten untrained normal males exercised in an upright position on an electronically braked cycle ergometer with constant workloads ranging from 25 W to 125 W. Throughout the experiment, .VO 2 was determined breath by breath and the HR was monitored beat by beat. During the last minute of each exercise session, the cardiac output was measured beat by beat using a novel non-invasive ultrasound-based device and blood pressure was measured using a tonometric measurement device. Based on the analysis of experimental data, nonlinear steady-state relationships between key central cardiovascular variables and .VO 2 were qualitatively observed except for the HR which increased linearly as a function of increasing .VO 2 . Quantitative descriptions of these complex nonlinear behaviour were provided by nonparametric models which were obtained by using support vector regression

Modeling Linguistic Variables With Regression Models: Addressing Non-Gaussian Distributions, Non-independent Observations, and Non-linear Predictors With Random Effects and Generalized Additive Models for Location, Scale, and Shape

Directory of Open Access Journals (Sweden)

Christophe Coupé

2018-04-01

Full Text Available As statistical approaches are getting increasingly used in linguistics, attention must be paid to the choice of methods and algorithms used. This is especially true since they require assumptions to be satisfied to provide valid results, and because scientific articles still often fall short of reporting whether such assumptions are met. Progress is being, however, made in various directions, one of them being the introduction of techniques able to model data that cannot be properly analyzed with simpler linear regression models. We report recent advances in statistical modeling in linguistics. We first describe linear mixed-effects regression models (LMM, which address grouping of observations, and generalized linear mixed-effects models (GLMM, which offer a family of distributions for the dependent variable. Generalized additive models (GAM are then introduced, which allow modeling non-linear parametric or non-parametric relationships between the dependent variable and the predictors. We then highlight the possibilities offered by generalized additive models for location, scale, and shape (GAMLSS. We explain how they make it possible to go beyond common distributions, such as Gaussian or Poisson, and offer the appropriate inferential framework to account for ‘difficult’ variables such as count data with strong overdispersion. We also demonstrate how they offer interesting perspectives on data when not only the mean of the dependent variable is modeled, but also its variance, skewness, and kurtosis. As an illustration, the case of phonemic inventory size is analyzed throughout the article. For over 1,500 languages, we consider as predictors the number of speakers, the distance from Africa, an estimation of the intensity of language contact, and linguistic relationships. We discuss the use of random effects to account for genealogical relationships, the choice of appropriate distributions to model count data, and non-linear relationships

Modeling Linguistic Variables With Regression Models: Addressing Non-Gaussian Distributions, Non-independent Observations, and Non-linear Predictors With Random Effects and Generalized Additive Models for Location, Scale, and Shape.

Science.gov (United States)

Coupé, Christophe

2018-01-01

As statistical approaches are getting increasingly used in linguistics, attention must be paid to the choice of methods and algorithms used. This is especially true since they require assumptions to be satisfied to provide valid results, and because scientific articles still often fall short of reporting whether such assumptions are met. Progress is being, however, made in various directions, one of them being the introduction of techniques able to model data that cannot be properly analyzed with simpler linear regression models. We report recent advances in statistical modeling in linguistics. We first describe linear mixed-effects regression models (LMM), which address grouping of observations, and generalized linear mixed-effects models (GLMM), which offer a family of distributions for the dependent variable. Generalized additive models (GAM) are then introduced, which allow modeling non-linear parametric or non-parametric relationships between the dependent variable and the predictors. We then highlight the possibilities offered by generalized additive models for location, scale, and shape (GAMLSS). We explain how they make it possible to go beyond common distributions, such as Gaussian or Poisson, and offer the appropriate inferential framework to account for 'difficult' variables such as count data with strong overdispersion. We also demonstrate how they offer interesting perspectives on data when not only the mean of the dependent variable is modeled, but also its variance, skewness, and kurtosis. As an illustration, the case of phonemic inventory size is analyzed throughout the article. For over 1,500 languages, we consider as predictors the number of speakers, the distance from Africa, an estimation of the intensity of language contact, and linguistic relationships. We discuss the use of random effects to account for genealogical relationships, the choice of appropriate distributions to model count data, and non-linear relationships. Relying on GAMLSS, we

A discontinuous Galerkin approach for conservative modeling of fully nonlinear and weakly dispersive wave transformations

Science.gov (United States)

Sharifian, Mohammad Kazem; Kesserwani, Georges; Hassanzadeh, Yousef

2018-05-01

This work extends a robust second-order Runge-Kutta Discontinuous Galerkin (RKDG2) method to solve the fully nonlinear and weakly dispersive flows, within a scope to simultaneously address accuracy, conservativeness, cost-efficiency and practical needs. The mathematical model governing such flows is based on a variant form of the Green-Naghdi (GN) equations decomposed as a hyperbolic shallow water system with an elliptic source term. Practical features of relevance (i.e. conservative modeling over irregular terrain with wetting and drying and local slope limiting) have been restored from an RKDG2 solver to the Nonlinear Shallow Water (NSW) equations, alongside new considerations to integrate elliptic source terms (i.e. via a fourth-order local discretization of the topography) and to enable local capturing of breaking waves (i.e. via adding a detector for switching off the dispersive terms). Numerical results are presented, demonstrating the overall capability of the proposed approach in achieving realistic prediction of nearshore wave processes involving both nonlinearity and dispersion effects within a single model.

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....

On generalized elliptical quantiles in the nonlinear quantile regression setup

Czech Academy of Sciences Publication Activity Database

Hlubinka, D.; Šiman, Miroslav

2015-01-01

Roč. 24, č. 2 (2015), s. 249-264 ISSN 1133-0686 R&D Projects: GA ČR GA14-07234S Institutional support: RVO:67985556 Keywords : multivariate quantile * elliptical quantile * quantile regression * multivariate statistical inference * portfolio optimization Subject RIV: BA - General Mathematics Impact factor: 1.207, year: 2015 http://library.utia.cas.cz/separaty/2014/SI/siman-0434510.pdf

A pertinent approach to solve nonlinear fuzzy integro-differential equations.

Science.gov (United States)

Narayanamoorthy, S; Sathiyapriya, S P

2016-01-01

Fuzzy integro-differential equations is one of the important parts of fuzzy analysis theory that holds theoretical as well as applicable values in analytical dynamics and so an appropriate computational algorithm to solve them is in essence. In this article, we use parametric forms of fuzzy numbers and suggest an applicable approach for solving nonlinear fuzzy integro-differential equations using homotopy perturbation method. A clear and detailed description of the proposed method is provided. Our main objective is to illustrate that the construction of appropriate convex homotopy in a proper way leads to highly accurate solutions with less computational work. The efficiency of the approximation technique is expressed via stability and convergence analysis so as to guarantee the efficiency and performance of the methodology. Numerical examples are demonstrated to verify the convergence and it reveals the validity of the presented numerical technique. Numerical results are tabulated and examined by comparing the obtained approximate solutions with the known exact solutions. Graphical representations of the exact and acquired approximate fuzzy solutions clarify the accuracy of the approach.

Estimation of Nonlinear DC-Motor Models Using a Sensitivity Approach

DEFF Research Database (Denmark)

Knudsen, Morten; Jensen, J.G.

1995-01-01

A nonlinear model structure for a permanent magnet DC-motor, appropriate for simulation and controller design, is developed.......A nonlinear model structure for a permanent magnet DC-motor, appropriate for simulation and controller design, is developed....

Algebraic and group treatments to nonlinear displaced number states and their nonclassicality features: A new approach

International Nuclear Information System (INIS)

Asili Firouzabadi, N; Tavassoly, M K; Faghihi, M J

2015-01-01

Recently, nonlinear displaced number states (NDNSs) have been manually introduced, in which the deformation function f(n) has been artificially added to the previously well-known displaced number states (DNSs). Indeed, just a simple comparison has been performed between the standard coherent state and nonlinear coherent state for the formation of NDNSs. In the present paper, after expressing enough physical motivation of our procedure, four distinct classes of NDNSs are presented by applying algebraic and group treatments. To achieve this purpose, by considering the DNSs and recalling the nonlinear coherent states formalism, the NDNSs are logically defined through an algebraic consideration. In addition, by using a particular class of Gilmore–Perelomov-type of SU(1, 1) and a class of SU(2) coherent states, the NDNSs are introduced via group-theoretical approach. Then, in order to examine the nonclassical behavior of these states, sub-Poissonian statistics by evaluating Mandel parameter and Wigner quasi-probability distribution function associated with the obtained NDNSs are discussed, in detail. (paper)

Stochastic development regression using method of moments

DEFF Research Database (Denmark)

Kühnel, Line; Sommer, Stefan Horst

2017-01-01

This paper considers the estimation problem arising when inferring parameters in the stochastic development regression model for manifold valued non-linear data. Stochastic development regression captures the relation between manifold-valued response and Euclidean covariate variables using...... the stochastic development construction. It is thereby able to incorporate several covariate variables and random effects. The model is intrinsically defined using the connection of the manifold, and the use of stochastic development avoids linearizing the geometry. We propose to infer parameters using...... the Method of Moments procedure that matches known constraints on moments of the observations conditional on the latent variables. The performance of the model is investigated in a simulation example using data on finite dimensional landmark manifolds....

Nonlinear surface Alfven waves

International Nuclear Information System (INIS)

Cramer, N.F.

1991-01-01

The problem of nonlinear surface Alfven waves propagating on an interface between a plasma and a vacuum is discussed, with dispersion provided by the finite-frequency effect, i.e. the finite ratio of the frequency to the ion-cyclotron frequency. A set of simplified nonlinear wave equations is derived using the method of stretched co-ordinates, and another approach uses the generation of a second-harmonic wave and its interaction with the first harmonic to obtain a nonlinear dispersion relation. A nonlinear Schroedinger equation is then derived, and soliton solutions found that propagate as solitary pulses in directions close to parallel and antiparallel to the background magnetic field. (author)

Using Edge Voxel Information to Improve Motion Regression for rs-fMRI Connectivity Studies.

Science.gov (United States)

Patriat, Rémi; Molloy, Erin K; Birn, Rasmus M

2015-11-01

Recent fMRI studies have outlined the critical impact of in-scanner head motion, particularly on estimates of functional connectivity. Common strategies to reduce the influence of motion include realignment as well as the inclusion of nuisance regressors, such as the 6 realignment parameters, their first derivatives, time-shifted versions of the realignment parameters, and the squared parameters. However, these regressors have limited success at noise reduction. We hypothesized that using nuisance regressors consisting of the principal components (PCs) of edge voxel time series would be better able to capture slice-specific and nonlinear signal changes, thus explaining more variance, improving data quality (i.e., lower DVARS and temporal SNR), and reducing the effect of motion on default-mode network connectivity. Functional MRI data from 22 healthy adult subjects were preprocessed using typical motion regression approaches as well as nuisance regression derived from edge voxel time courses. Results were evaluated in the presence and absence of both global signal regression and motion censoring. Nuisance regressors derived from signal intensity time courses at the edge of the brain significantly improved motion correction compared to using only the realignment parameters and their derivatives. Of the models tested, only the edge voxel regression models were able to eliminate significant differences in default-mode network connectivity between high- and low-motion subjects regardless of the use of global signal regression or censoring.

Steganalysis using logistic regression

Science.gov (United States)

Lubenko, Ivans; Ker, Andrew D.

2011-02-01

We advocate Logistic Regression (LR) as an alternative to the Support Vector Machine (SVM) classifiers commonly used in steganalysis. LR offers more information than traditional SVM methods - it estimates class probabilities as well as providing a simple classification - and can be adapted more easily and efficiently for multiclass problems. Like SVM, LR can be kernelised for nonlinear classification, and it shows comparable classification accuracy to SVM methods. This work is a case study, comparing accuracy and speed of SVM and LR classifiers in detection of LSB Matching and other related spatial-domain image steganography, through the state-of-art 686-dimensional SPAM feature set, in three image sets.

Computer software for linear and nonlinear regression in organic NMR

International Nuclear Information System (INIS)

Canto, Eduardo Leite do; Rittner, Roberto

1991-01-01

Calculation involving two variable linear regressions, require specific procedures generally not familiar to chemist. For attending the necessity of fast and efficient handling of NMR data, a self explained and Pc portable software has been developed, which allows user to produce and use diskette recorded tables, containing chemical shift or any other substituent physical-chemical measurements and constants (σ T , σ o R , E s , ...)

Nonlinear control and filtering using differential flatness approaches applications to electromechanical systems

CERN Document Server

Rigatos, Gerasimos G

2015-01-01

This monograph presents recent advances in differential flatness theory and analyzes its use for nonlinear control and estimation. It shows how differential flatness theory can provide solutions to complicated control problems, such as those appearing in highly nonlinear multivariable systems and distributed-parameter systems. Furthermore, it shows that differential flatness theory makes it possible to perform filtering and state estimation for a wide class of nonlinear dynamical systems and provides several descriptive test cases. The book focuses on the design of nonlinear adaptive controllers and nonlinear filters, using exact linearization based on differential flatness theory. The adaptive controllers obtained can be applied to a wide class of nonlinear systems with unknown dynamics, and assure reliable functioning of the control loop under uncertainty and varying operating conditions. The filters obtained outperform other nonlinear filters in terms of accuracy of estimation and computation speed. The bo...

Social inequality, lifestyles and health - a non-linear canonical correlation analysis based on the approach of Pierre Bourdieu.

Science.gov (United States)

Grosse Frie, Kirstin; Janssen, Christian

2009-01-01

Based on the theoretical and empirical approach of Pierre Bourdieu, a multivariate non-linear method is introduced as an alternative way to analyse the complex relationships between social determinants and health. The analysis is based on face-to-face interviews with 695 randomly selected respondents aged 30 to 59. Variables regarding socio-economic status, life circumstances, lifestyles, health-related behaviour and health were chosen for the analysis. In order to determine whether the respondents can be differentiated and described based on these variables, a non-linear canonical correlation analysis (OVERALS) was performed. The results can be described on three dimensions; Eigenvalues add up to the fit of 1.444, which can be interpreted as approximately 50 % of explained variance. The three-dimensional space illustrates correspondences between variables and provides a framework for interpretation based on latent dimensions, which can be described by age, education, income and gender. Using non-linear canonical correlation analysis, health characteristics can be analysed in conjunction with socio-economic conditions and lifestyles. Based on Bourdieus theoretical approach, the complex correlations between these variables can be more substantially interpreted and presented.

Efficient simulation of multimodal nonlinear propagation in step-index fibers

DEFF Research Database (Denmark)

Lægsgaard, Jesper

2017-01-01

A numerical approach to nonlinear propagation in waveguides based on real-space Gaussian quadrature integration of the nonlinear polarization during propagation is investigated and compared with the more conventional approach based on expressing the nonlinear polarization by a sum of mode overlap...

Logarithmic Transformations in Regression: Do You Transform Back Correctly?

Science.gov (United States)

Dambolena, Ismael G.; Eriksen, Steven E.; Kopcso, David P.

2009-01-01

The logarithmic transformation is often used in regression analysis for a variety of purposes such as the linearization of a nonlinear relationship between two or more variables. We have noticed that when this transformation is applied to the response variable, the computation of the point estimate of the conditional mean of the original response…

Nonlinear wave equations

CERN Document Server

Li, Tatsien

2017-01-01

This book focuses on nonlinear wave equations, which are of considerable significance from both physical and theoretical perspectives. It also presents complete results on the lower bound estimates of lifespan (including the global existence), which are established for classical solutions to the Cauchy problem of nonlinear wave equations with small initial data in all possible space dimensions and with all possible integer powers of nonlinear terms. Further, the book proposes the global iteration method, which offers a unified and straightforward approach for treating these kinds of problems. Purely based on the properties of solut ions to the corresponding linear problems, the method simply applies the contraction mapping principle.

Nonlinear filtering for LIDAR signal processing

Directory of Open Access Journals (Sweden)

D. G. Lainiotis

1996-01-01

Full Text Available LIDAR (Laser Integrated Radar is an engineering problem of great practical importance in environmental monitoring sciences. Signal processing for LIDAR applications involves highly nonlinear models and consequently nonlinear filtering. Optimal nonlinear filters, however, are practically unrealizable. In this paper, the Lainiotis's multi-model partitioning methodology and the related approximate but effective nonlinear filtering algorithms are reviewed and applied to LIDAR signal processing. Extensive simulation and performance evaluation of the multi-model partitioning approach and its application to LIDAR signal processing shows that the nonlinear partitioning methods are very effective and significantly superior to the nonlinear extended Kalman filter (EKF, which has been the standard nonlinear filter in past engineering applications.

Nonlinear seismic response analysis of embedded reactor buildings based on the substructure approach in time domain

International Nuclear Information System (INIS)

Hasegawa, M.; Nakai, S.; Watanabe, T.

1985-01-01

A practical method for elasto-plastic seismic response analysis is described under considerations of nonlinear material law of a structure and dynamic soil-structure interaction. The method is essentially based on the substructure approach of time domain analysis. Verification of the present method is carried out for typical BWR-MARK II type reactor building which is embedded in a soil, and the results are compared with those of the frequency response analysis which gives good accuracy for linear system. As a result, the present method exhibits sufficient accuracy. Furthermore, elasto-plastic analyses considering the soil-structure interaction are made as an application of the present method, and nonlinear behaviors of the structure and embedment effects are discussed. (orig.)

Microscopic cascading of second-order molecular nonlinearity: New design principles for enhancing third-order nonlinearity.

Science.gov (United States)

Baev, Alexander; Autschbach, Jochen; Boyd, Robert W; Prasad, Paras N

2010-04-12

Herein, we develop a phenomenological model for microscopic cascading and substantiate it with ab initio calculations. It is shown that the concept of local microscopic cascading of a second-order nonlinearity can lead to a third-order nonlinearity, without introducing any new loss mechanisms that could limit the usefulness of our approach. This approach provides a new molecular design protocol, in which the current great successes achieved in producing molecules with extremely large second-order nonlinearity can be used in a supra molecular organization in a preferred orientation to generate very large third-order response magnitudes. The results of density functional calculations for a well-known second-order molecule, (para)nitroaniline, show that a head-to-tail dimer configuration exhibits enhanced third-order nonlinearity, in agreement with the phenomenological model which suggests that such an arrangement will produce cascading due to local field effects.

A nonlinear optimal control approach to stabilization of a macroeconomic development model

Science.gov (United States)

Rigatos, G.; Siano, P.; Ghosh, T.; Sarno, D.

2017-11-01

A nonlinear optimal (H-infinity) control approach is proposed for the problem of stabilization of the dynamics of a macroeconomic development model that is known as the Grossman-Helpman model of endogenous product cycles. The dynamics of the macroeconomic development model is divided in two parts. The first one describes economic activities in a developed country and the second part describes variation of economic activities in a country under development which tries to modify its production so as to serve the needs of the developed country. The article shows that through control of the macroeconomic model of the developed country, one can finally control the dynamics of the economy in the country under development. The control method through which this is achieved is the nonlinear H-infinity control. The macroeconomic model for the country under development undergoes approximate linearization round a temporary operating point. This is defined at each time instant by the present value of the system's state vector and the last value of the control input vector that was exerted on it. The linearization is based on Taylor series expansion and the computation of the associated Jacobian matrices. For the linearized model an H-infinity feedback controller is computed. The controller's gain is calculated by solving an algebraic Riccati equation at each iteration of the control method. The asymptotic stability of the control approach is proven through Lyapunov analysis. This assures that the state variables of the macroeconomic model of the country under development will finally converge to the designated reference values.

Modeling of fatigue crack induced nonlinear ultrasonics using a highly parallelized explicit local interaction simulation approach

Science.gov (United States)

Shen, Yanfeng; Cesnik, Carlos E. S.

2016-04-01

This paper presents a parallelized modeling technique for the efficient simulation of nonlinear ultrasonics introduced by the wave interaction with fatigue cracks. The elastodynamic wave equations with contact effects are formulated using an explicit Local Interaction Simulation Approach (LISA). The LISA formulation is extended to capture the contact-impact phenomena during the wave damage interaction based on the penalty method. A Coulomb friction model is integrated into the computation procedure to capture the stick-slip contact shear motion. The LISA procedure is coded using the Compute Unified Device Architecture (CUDA), which enables the highly parallelized supercomputing on powerful graphic cards. Both the explicit contact formulation and the parallel feature facilitates LISA's superb computational efficiency over the conventional finite element method (FEM). The theoretical formulations based on the penalty method is introduced and a guideline for the proper choice of the contact stiffness is given. The convergence behavior of the solution under various contact stiffness values is examined. A numerical benchmark problem is used to investigate the new LISA formulation and results are compared with a conventional contact finite element solution. Various nonlinear ultrasonic phenomena are successfully captured using this contact LISA formulation, including the generation of nonlinear higher harmonic responses. Nonlinear mode conversion of guided waves at fatigue cracks is also studied.

A Two-Stage Penalized Logistic Regression Approach to Case-Control Genome-Wide Association Studies

Directory of Open Access Journals (Sweden)

Jingyuan Zhao

2012-01-01

Full Text Available We propose a two-stage penalized logistic regression approach to case-control genome-wide association studies. This approach consists of a screening stage and a selection stage. In the screening stage, main-effect and interaction-effect features are screened by using L1-penalized logistic like-lihoods. In the selection stage, the retained features are ranked by the logistic likelihood with the smoothly clipped absolute deviation (SCAD penalty (Fan and Li, 2001 and Jeffrey’s Prior penalty (Firth, 1993, a sequence of nested candidate models are formed, and the models are assessed by a family of extended Bayesian information criteria (J. Chen and Z. Chen, 2008. The proposed approach is applied to the analysis of the prostate cancer data of the Cancer Genetic Markers of Susceptibility (CGEMS project in the National Cancer Institute, USA. Simulation studies are carried out to compare the approach with the pair-wise multiple testing approach (Marchini et al. 2005 and the LASSO-patternsearch algorithm (Shi et al. 2007.

Method and Excel VBA Algorithm for Modeling Master Recession Curve Using Trigonometry Approach.

Science.gov (United States)

Posavec, Kristijan; Giacopetti, Marco; Materazzi, Marco; Birk, Steffen

2017-11-01

A new method was developed and implemented into an Excel Visual Basic for Applications (VBAs) algorithm utilizing trigonometry laws in an innovative way to overlap recession segments of time series and create master recession curves (MRCs). Based on a trigonometry approach, the algorithm horizontally translates succeeding recession segments of time series, placing their vertex, that is, the highest recorded value of each recession segment, directly onto the appropriate connection line defined by measurement points of a preceding recession segment. The new method and algorithm continues the development of methods and algorithms for the generation of MRC, where the first published method was based on a multiple linear/nonlinear regression model approach (Posavec et al. 2006). The newly developed trigonometry-based method was tested on real case study examples and compared with the previously published multiple linear/nonlinear regression model-based method. The results show that in some cases, that is, for some time series, the trigonometry-based method creates narrower overlaps of the recession segments, resulting in higher coefficients of determination R 2 , while in other cases the multiple linear/nonlinear regression model-based method remains superior. The Excel VBA algorithm for modeling MRC using the trigonometry approach is implemented into a spreadsheet tool (MRCTools v3.0 written by and available from Kristijan Posavec, Zagreb, Croatia) containing the previously published VBA algorithms for MRC generation and separation. All algorithms within the MRCTools v3.0 are open access and available free of charge, supporting the idea of running science on available, open, and free of charge software. © 2017, National Ground Water Association.

A deep learning approach to estimate chemically-treated collagenous tissue nonlinear anisotropic stress-strain responses from microscopy images.

Science.gov (United States)

Liang, Liang; Liu, Minliang; Sun, Wei

2017-11-01

Biological collagenous tissues comprised of networks of collagen fibers are suitable for a broad spectrum of medical applications owing to their attractive mechanical properties. In this study, we developed a noninvasive approach to estimate collagenous tissue elastic properties directly from microscopy images using Machine Learning (ML) techniques. Glutaraldehyde-treated bovine pericardium (GLBP) tissue, widely used in the fabrication of bioprosthetic heart valves and vascular patches, was chosen to develop a representative application. A Deep Learning model was designed and trained to process second harmonic generation (SHG) images of collagen networks in GLBP tissue samples, and directly predict the tissue elastic mechanical properties. The trained model is capable of identifying the overall tissue stiffness with a classification accuracy of 84%, and predicting the nonlinear anisotropic stress-strain curves with average regression errors of 0.021 and 0.031. Thus, this study demonstrates the feasibility and great potential of using the Deep Learning approach for fast and noninvasive assessment of collagenous tissue elastic properties from microstructural images. In this study, we developed, to our best knowledge, the first Deep Learning-based approach to estimate the elastic properties of collagenous tissues directly from noninvasive second harmonic generation images. The success of this study holds promise for the use of Machine Learning techniques to noninvasively and efficiently estimate the mechanical properties of many structure-based biological materials, and it also enables many potential applications such as serving as a quality control tool to select tissue for the manufacturing of medical devices (e.g. bioprosthetic heart valves). Copyright © 2017 Acta Materialia Inc. Published by Elsevier Ltd. All rights reserved.

Regional trends in short-duration precipitation extremes: a flexible multivariate monotone quantile regression approach

Science.gov (United States)

Cannon, Alex

2017-04-01

Estimating historical trends in short-duration rainfall extremes at regional and local scales is challenging due to low signal-to-noise ratios and the limited availability of homogenized observational data. In addition to being of scientific interest, trends in rainfall extremes are of practical importance, as their presence calls into question the stationarity assumptions that underpin traditional engineering and infrastructure design practice. Even with these fundamental challenges, increasingly complex questions are being asked about time series of extremes. For instance, users may not only want to know whether or not rainfall extremes have changed over time, they may also want information on the modulation of trends by large-scale climate modes or on the nonstationarity of trends (e.g., identifying hiatus periods or periods of accelerating positive trends). Efforts have thus been devoted to the development and application of more robust and powerful statistical estimators for regional and local scale trends. While a standard nonparametric method like the regional Mann-Kendall test, which tests for the presence of monotonic trends (i.e., strictly non-decreasing or non-increasing changes), makes fewer assumptions than parametric methods and pools information from stations within a region, it is not designed to visualize detected trends, include information from covariates, or answer questions about the rate of change in trends. As a remedy, monotone quantile regression (MQR) has been developed as a nonparametric alternative that can be used to estimate a common monotonic trend in extremes at multiple stations. Quantile regression makes efficient use of data by directly estimating conditional quantiles based on information from all rainfall data in a region, i.e., without having to precompute the sample quantiles. The MQR method is also flexible and can be used to visualize and analyze the nonlinearity of the detected trend. However, it is fundamentally a

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

Science.gov (United States)

Lee, Cameron C; Sheridan, Scott C

2018-07-01

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

Background stratified Poisson regression analysis of cohort data.

Science.gov (United States)

Richardson, David B; Langholz, Bryan

2012-03-01

Background stratified Poisson regression is an approach that has been used in the analysis of data derived from a variety of epidemiologically important studies of radiation-exposed populations, including uranium miners, nuclear industry workers, and atomic bomb survivors. We describe a novel approach to fit Poisson regression models that adjust for a set of covariates through background stratification while directly estimating the radiation-disease association of primary interest. The approach makes use of an expression for the Poisson likelihood that treats the coefficients for stratum-specific indicator variables as 'nuisance' variables and avoids the need to explicitly estimate the coefficients for these stratum-specific parameters. Log-linear models, as well as other general relative rate models, are accommodated. This approach is illustrated using data from the Life Span Study of Japanese atomic bomb survivors and data from a study of underground uranium miners. The point estimate and confidence interval obtained from this 'conditional' regression approach are identical to the values obtained using unconditional Poisson regression with model terms for each background stratum. Moreover, it is shown that the proposed approach allows estimation of background stratified Poisson regression models of non-standard form, such as models that parameterize latency effects, as well as regression models in which the number of strata is large, thereby overcoming the limitations of previously available statistical software for fitting background stratified Poisson regression models.

Nonlinear optics principles and applications

CERN Document Server

Rottwitt, Karsten

2014-01-01

IntroductionReview of linear opticsInduced polarizationHarmonic oscillator modelLocal field correctionsEstimated nonlinear responseSummaryTime-domain material responseThe polarization time-response functionThe Born-Oppenheimer approximationRaman scattering response function of silicaSummaryMaterial response in the frequency domain, susceptibility tensorsThe susceptibility tensorThe induced polarization in the frequency domainSum of monochromatic fieldsThe prefactor to the induced polarizationThird-order polarization in the Born-Oppenheimer approximation in the frequency domainKramers-Kronig relationsSummarySymmetries in nonlinear opticsSpatial symmetriesSecond-order materialsThird-order nonlinear materialsCyclic coordinate-systemContracted notation for second-order susceptibility tensorsSummaryThe nonlinear wave equationMono and quasi-monochromatic beamsPlane waves - the transverse problemWaveguidesVectorial approachNonlinear birefringenceSummarySecond-order nonlinear effectsGeneral theoryCoupled wave theoryP...

Modeling vector nonlinear time series using POLYMARS

NARCIS (Netherlands)

de Gooijer, J.G.; Ray, B.K.

2003-01-01

A modified multivariate adaptive regression splines method for modeling vector nonlinear time series is investigated. The method results in models that can capture certain types of vector self-exciting threshold autoregressive behavior, as well as provide good predictions for more general vector

A semi-analytical approach for solving of nonlinear systems of functional differential equations with delay

Science.gov (United States)

Rebenda, Josef; Šmarda, Zdeněk

2017-07-01

In the paper, we propose a correct and efficient semi-analytical approach to solve initial value problem for systems of functional differential equations with delay. The idea is to combine the method of steps and differential transformation method (DTM). In the latter, formulas for proportional arguments and nonlinear terms are used. An example of using this technique for a system with constant and proportional delays is presented.

Detection of epistatic effects with logic regression and a classical linear regression model.

Science.gov (United States)

Malina, Magdalena; Ickstadt, Katja; Schwender, Holger; Posch, Martin; Bogdan, Małgorzata

2014-02-01

To locate multiple interacting quantitative trait loci (QTL) influencing a trait of interest within experimental populations, usually methods as the Cockerham's model are applied. Within this framework, interactions are understood as the part of the joined effect of several genes which cannot be explained as the sum of their additive effects. However, if a change in the phenotype (as disease) is caused by Boolean combinations of genotypes of several QTLs, this Cockerham's approach is often not capable to identify them properly. To detect such interactions more efficiently, we propose a logic regression framework. Even though with the logic regression approach a larger number of models has to be considered (requiring more stringent multiple testing correction) the efficient representation of higher order logic interactions in logic regression models leads to a significant increase of power to detect such interactions as compared to a Cockerham's approach. The increase in power is demonstrated analytically for a simple two-way interaction model and illustrated in more complex settings with simulation study and real data analysis.

Performance and separation occurrence of binary probit regression estimator using maximum likelihood method and Firths approach under different sample size

Science.gov (United States)

Lusiana, Evellin Dewi

2017-12-01

The parameters of binary probit regression model are commonly estimated by using Maximum Likelihood Estimation (MLE) method. However, MLE method has limitation if the binary data contains separation. Separation is the condition where there are one or several independent variables that exactly grouped the categories in binary response. It will result the estimators of MLE method become non-convergent, so that they cannot be used in modeling. One of the effort to resolve the separation is using Firths approach instead. This research has two aims. First, to identify the chance of separation occurrence in binary probit regression model between MLE method and Firths approach. Second, to compare the performance of binary probit regression model estimator that obtained by MLE method and Firths approach using RMSE criteria. Those are performed using simulation method and under different sample size. The results showed that the chance of separation occurrence in MLE method for small sample size is higher than Firths approach. On the other hand, for larger sample size, the probability decreased and relatively identic between MLE method and Firths approach. Meanwhile, Firths estimators have smaller RMSE than MLEs especially for smaller sample sizes. But for larger sample sizes, the RMSEs are not much different. It means that Firths estimators outperformed MLE estimator.

A study of single multiplicative neuron model with nonlinear filters for hourly wind speed prediction

International Nuclear Information System (INIS)

Wu, Xuedong; Zhu, Zhiyu; Su, Xunliang; Fan, Shaosheng; Du, Zhaoping; Chang, Yanchao; Zeng, Qingjun

2015-01-01

Wind speed prediction is one important methods to guarantee the wind energy integrated into the whole power system smoothly. However, wind power has a non–schedulable nature due to the strong stochastic nature and dynamic uncertainty nature of wind speed. Therefore, wind speed prediction is an indispensable requirement for power system operators. Two new approaches for hourly wind speed prediction are developed in this study by integrating the single multiplicative neuron model and the iterated nonlinear filters for updating the wind speed sequence accurately. In the presented methods, a nonlinear state–space model is first formed based on the single multiplicative neuron model and then the iterated nonlinear filters are employed to perform dynamic state estimation on wind speed sequence with stochastic uncertainty. The suggested approaches are demonstrated using three cases wind speed data and are compared with autoregressive moving average, artificial neural network, kernel ridge regression based residual active learning and single multiplicative neuron model methods. Three types of prediction errors, mean absolute error improvement ratio and running time are employed for different models’ performance comparison. Comparison results from Tables 1–3 indicate that the presented strategies have much better performance for hourly wind speed prediction than other technologies. - Highlights: • Developed two novel hybrid modeling methods for hourly wind speed prediction. • Uncertainty and fluctuations of wind speed can be better explained by novel methods. • Proposed strategies have online adaptive learning ability. • Proposed approaches have shown better performance compared with existed approaches. • Comparison and analysis of two proposed novel models for three cases are provided

Parameter Estimation and Prediction of a Nonlinear Storage Model: an algebraic approach

NARCIS (Netherlands)

Doeswijk, T.G.; Keesman, K.J.

2005-01-01

Generally, parameters that are nonlinear in system models are estimated by nonlinear least-squares optimization algorithms. In this paper, if a nonlinear discrete-time model with a polynomial quotient structure in input, output, and parameters, a method is proposed to re-parameterize the model such

The nuisance of nuisance regression: spectral misspecification in a common approach to resting-state fMRI preprocessing reintroduces noise and obscures functional connectivity.

Science.gov (United States)

Hallquist, Michael N; Hwang, Kai; Luna, Beatriz

2013-11-15

Recent resting-state functional connectivity fMRI (RS-fcMRI) research has demonstrated that head motion during fMRI acquisition systematically influences connectivity estimates despite bandpass filtering and nuisance regression, which are intended to reduce such nuisance variability. We provide evidence that the effects of head motion and other nuisance signals are poorly controlled when the fMRI time series are bandpass-filtered but the regressors are unfiltered, resulting in the inadvertent reintroduction of nuisance-related variation into frequencies previously suppressed by the bandpass filter, as well as suboptimal correction for noise signals in the frequencies of interest. This is important because many RS-fcMRI studies, including some focusing on motion-related artifacts, have applied this approach. In two cohorts of individuals (n=117 and 22) who completed resting-state fMRI scans, we found that the bandpass-regress approach consistently overestimated functional connectivity across the brain, typically on the order of r=.10-.35, relative to a simultaneous bandpass filtering and nuisance regression approach. Inflated correlations under the bandpass-regress approach were associated with head motion and cardiac artifacts. Furthermore, distance-related differences in the association of head motion and connectivity estimates were much weaker for the simultaneous filtering approach. We recommend that future RS-fcMRI studies ensure that the frequencies of nuisance regressors and fMRI data match prior to nuisance regression, and we advocate a simultaneous bandpass filtering and nuisance regression strategy that better controls nuisance-related variability. Copyright © 2013 Elsevier Inc. All rights reserved.

Nonlinear mechanics of thin-walled structures asymptotics, direct approach and numerical analysis

CERN Document Server

Vetyukov, Yury

2014-01-01

This book presents a hybrid approach to the mechanics of thin bodies. Classical theories of rods, plates and shells with constrained shear are based on asymptotic splitting of the equations and boundary conditions of three-dimensional elasticity. The asymptotic solutions become accurate as the thickness decreases, and the three-dimensional fields of stresses and displacements can be determined. The analysis includes practically important effects of electromechanical coupling and material inhomogeneity. The extension to the geometrically nonlinear range uses the direct approach based on the principle of virtual work. Vibrations and buckling of pre-stressed structures are studied with the help of linearized incremental formulations, and direct tensor calculus rounds out the list of analytical techniques used throughout the book. A novel theory of thin-walled rods of open profile is subsequently developed from the models of rods and shells, and traditionally applied equations are proven to be asymptotically exa...

Background stratified Poisson regression analysis of cohort data

International Nuclear Information System (INIS)

Richardson, David B.; Langholz, Bryan

2012-01-01

Background stratified Poisson regression is an approach that has been used in the analysis of data derived from a variety of epidemiologically important studies of radiation-exposed populations, including uranium miners, nuclear industry workers, and atomic bomb survivors. We describe a novel approach to fit Poisson regression models that adjust for a set of covariates through background stratification while directly estimating the radiation-disease association of primary interest. The approach makes use of an expression for the Poisson likelihood that treats the coefficients for stratum-specific indicator variables as 'nuisance' variables and avoids the need to explicitly estimate the coefficients for these stratum-specific parameters. Log-linear models, as well as other general relative rate models, are accommodated. This approach is illustrated using data from the Life Span Study of Japanese atomic bomb survivors and data from a study of underground uranium miners. The point estimate and confidence interval obtained from this 'conditional' regression approach are identical to the values obtained using unconditional Poisson regression with model terms for each background stratum. Moreover, it is shown that the proposed approach allows estimation of background stratified Poisson regression models of non-standard form, such as models that parameterize latency effects, as well as regression models in which the number of strata is large, thereby overcoming the limitations of previously available statistical software for fitting background stratified Poisson regression models. (orig.)

Advanced statistics: linear regression, part II: multiple linear regression.

Science.gov (United States)

Marill, Keith A

2004-01-01

The applications of simple linear regression in medical research are limited, because in most situations, there are multiple relevant predictor variables. Univariate statistical techniques such as simple linear regression use a single predictor variable, and they often may be mathematically correct but clinically misleading. Multiple linear regression is a mathematical technique used to model the relationship between multiple independent predictor variables and a single dependent outcome variable. It is used in medical research to model observational data, as well as in diagnostic and therapeutic studies in which the outcome is dependent on more than one factor. Although the technique generally is limited to data that can be expressed with a linear function, it benefits from a well-developed mathematical framework that yields unique solutions and exact confidence intervals for regression coefficients. Building on Part I of this series, this article acquaints the reader with some of the important concepts in multiple regression analysis. These include multicollinearity, interaction effects, and an expansion of the discussion of inference testing, leverage, and variable transformations to multivariate models. Examples from the first article in this series are expanded on using a primarily graphic, rather than mathematical, approach. The importance of the relationships among the predictor variables and the dependence of the multivariate model coefficients on the choice of these variables are stressed. Finally, concepts in regression model building are discussed.

AIRLINE ACTIVITY FORECASTING BY REGRESSION MODELS

Directory of Open Access Journals (Sweden)

Н. Білак

2012-04-01

Full Text Available Proposed linear and nonlinear regression models, which take into account the equation of trend and seasonality indices for the analysis and restore the volume of passenger traffic over the past period of time and its prediction for future years, as well as the algorithm of formation of these models based on statistical analysis over the years. The desired model is the first step for the synthesis of more complex models, which will enable forecasting of passenger (income level airline with the highest accuracy and time urgency.

A Highly Accurate Approach for Aeroelastic System with Hysteresis Nonlinearity

Directory of Open Access Journals (Sweden)

C. C. Cui

2017-01-01

Full Text Available We propose an accurate approach, based on the precise integration method, to solve the aeroelastic system of an airfoil with a pitch hysteresis. A major procedure for achieving high precision is to design a predictor-corrector algorithm. This algorithm enables accurate determination of switching points resulting from the hysteresis. Numerical examples show that the results obtained by the presented method are in excellent agreement with exact solutions. In addition, the high accuracy can be maintained as the time step increases in a reasonable range. It is also found that the Runge-Kutta method may sometimes provide quite different and even fallacious results, though the step length is much less than that adopted in the presented method. With such high computational accuracy, the presented method could be applicable in dynamical systems with hysteresis nonlinearities.

Bias and Uncertainty in Regression-Calibrated Models of Groundwater Flow in Heterogeneous Media

DEFF Research Database (Denmark)

Cooley, R.L.; Christensen, Steen

2006-01-01

small. Model error is accounted for in the weighted nonlinear regression methodology developed to estimate θ* and assess model uncertainties by incorporating the second-moment matrix of the model errors into the weight matrix. Techniques developed by statisticians to analyze classical nonlinear...... are reduced in magnitude. Biases, correction factors, and confidence and prediction intervals were obtained for a test problem for which model error is large to test robustness of the methodology. Numerical results conform with the theoretical analysis....

Standards for Standardized Logistic Regression Coefficients

Science.gov (United States)

Menard, Scott

2011-01-01

Standardized coefficients in logistic regression analysis have the same utility as standardized coefficients in linear regression analysis. Although there has been no consensus on the best way to construct standardized logistic regression coefficients, there is now sufficient evidence to suggest a single best approach to the construction of a…

Nonlinear Process Fault Diagnosis Based on Serial Principal Component Analysis.

Science.gov (United States)

Deng, Xiaogang; Tian, Xuemin; Chen, Sheng; Harris, Chris J

2018-03-01

Many industrial processes contain both linear and nonlinear parts, and kernel principal component analysis (KPCA), widely used in nonlinear process monitoring, may not offer the most effective means for dealing with these nonlinear processes. This paper proposes a new hybrid linear-nonlinear statistical modeling approach for nonlinear process monitoring by closely integrating linear principal component analysis (PCA) and nonlinear KPCA using a serial model structure, which we refer to as serial PCA (SPCA). Specifically, PCA is first applied to extract PCs as linear features, and to decompose the data into the PC subspace and residual subspace (RS). Then, KPCA is performed in the RS to extract the nonlinear PCs as nonlinear features. Two monitoring statistics are constructed for fault detection, based on both the linear and nonlinear features extracted by the proposed SPCA. To effectively perform fault identification after a fault is detected, an SPCA similarity factor method is built for fault recognition, which fuses both the linear and nonlinear features. Unlike PCA and KPCA, the proposed method takes into account both linear and nonlinear PCs simultaneously, and therefore, it can better exploit the underlying process's structure to enhance fault diagnosis performance. Two case studies involving a simulated nonlinear process and the benchmark Tennessee Eastman process demonstrate that the proposed SPCA approach is more effective than the existing state-of-the-art approach based on KPCA alone, in terms of nonlinear process fault detection and identification.

Modeling maximum daily temperature using a varying coefficient regression model

Science.gov (United States)

Han Li; Xinwei Deng; Dong-Yum Kim; Eric P. Smith

2014-01-01

Relationships between stream water and air temperatures are often modeled using linear or nonlinear regression methods. Despite a strong relationship between water and air temperatures and a variety of models that are effective for data summarized on a weekly basis, such models did not yield consistently good predictions for summaries such as daily maximum temperature...

Testing Weak Form Market Efficiency for Emerging Economies: A Nonlinear Approach

OpenAIRE

Omay, Nazli C.; Karadagli, Ece C.

2010-01-01

In this paper, we address weak form stock market efficiency of Emerging Economies, by testing whether the price series of these markets contain unit root. Nonlinear behavior of stock prices is well documented in the literature, and thus linear unit root tests may not be appropriate in this case. For this purpose, we employ the nonlinear unit root test procedure recently developed by Kapetanios et al. (2003) and nonlinear panel unit root test Ucar and Omay (2009) that has a better power than s...

Finding-equal regression method and its application in predication of U resources

International Nuclear Information System (INIS)

Cao Huimo

1995-03-01

The commonly adopted deposit model method in mineral resources predication has two main part: one is model data that show up geological mineralization law for deposit, the other is statistics predication method that accords with characters of the data namely pretty regression method. This kind of regression method may be called finding-equal regression, which is made of the linear regression and distribution finding-equal method. Because distribution finding-equal method is a data pretreatment which accords with advanced mathematical precondition for the linear regression namely equal distribution theory, and this kind of data pretreatment is possible of realization. Therefore finding-equal regression not only can overcome nonlinear limitations, that are commonly occurred in traditional linear regression or other regression and always have no solution, but also can distinguish outliers and eliminate its weak influence, which would usually appeared when Robust regression possesses outlier in independent variables. Thus this newly finding-equal regression stands the best status in all kind of regression methods. Finally, two good examples of U resource quantitative predication are provided

Nonlinear analysis of doubly curved shells: An analytical approach

Indian Academy of Sciences (India)

Е10Ж. 0rЕs└1Ж. iY j. И Й0rs. iY j└1 З 0rs. iY jЗ1Кa2jX. Е11Ж. Nonlinearity in the governing equations of motion is due to the product of the dependent variables. The quadratic extrapolation technique is used for the linearization and a typical nonlinear function Gj can be expressed at any step j as,. Gj И Е0rЖJЕ0sЖJ. И. И.

From Nonlinear Optimization to Convex Optimization through Firefly Algorithm and Indirect Approach with Applications to CAD/CAM

Directory of Open Access Journals (Sweden)

Akemi Gálvez

2013-01-01

Full Text Available Fitting spline curves to data points is a very important issue in many applied fields. It is also challenging, because these curves typically depend on many continuous variables in a highly interrelated nonlinear way. In general, it is not possible to compute these parameters analytically, so the problem is formulated as a continuous nonlinear optimization problem, for which traditional optimization techniques usually fail. This paper presents a new bioinspired method to tackle this issue. In this method, optimization is performed through a combination of two techniques. Firstly, we apply the indirect approach to the knots, in which they are not initially the subject of optimization but precomputed with a coarse approximation scheme. Secondly, a powerful bioinspired metaheuristic technique, the firefly algorithm, is applied to optimization of data parameterization; then, the knot vector is refined by using De Boor’s method, thus yielding a better approximation to the optimal knot vector. This scheme converts the original nonlinear continuous optimization problem into a convex optimization problem, solved by singular value decomposition. Our method is applied to some illustrative real-world examples from the CAD/CAM field. Our experimental results show that the proposed scheme can solve the original continuous nonlinear optimization problem very efficiently.

On the Complete Integrability of Nonlinear Dynamical Systems on Discrete Manifolds within the Gradient-Holonomic Approach

International Nuclear Information System (INIS)

Prykarpatsky, Yarema A.; Bogolubov, Nikolai N. Jr.; Prykarpatsky, Anatoliy K.; Samoylenko, Valeriy H.

2010-12-01

A gradient-holonomic approach for the Lax type integrability analysis of differential-discrete dynamical systems is devised. The asymptotical solutions to the related Lax equation are studied and the related gradient identity is stated. The integrability of a discrete nonlinear Schroedinger type dynamical system is treated in detail. The integrability of a generalized Riemann type discrete hydrodynamical system is discussed. (author)

Likelihood Inference of Nonlinear Models Based on a Class of Flexible Skewed Distributions

Directory of Open Access Journals (Sweden)

Xuedong Chen

2014-01-01

Full Text Available This paper deals with the issue of the likelihood inference for nonlinear models with a flexible skew-t-normal (FSTN distribution, which is proposed within a general framework of flexible skew-symmetric (FSS distributions by combining with skew-t-normal (STN distribution. In comparison with the common skewed distributions such as skew normal (SN, and skew-t (ST as well as scale mixtures of skew normal (SMSN, the FSTN distribution can accommodate more flexibility and robustness in the presence of skewed, heavy-tailed, especially multimodal outcomes. However, for this distribution, a usual approach of maximum likelihood estimates based on EM algorithm becomes unavailable and an alternative way is to return to the original Newton-Raphson type method. In order to improve the estimation as well as the way for confidence estimation and hypothesis test for the parameters of interest, a modified Newton-Raphson iterative algorithm is presented in this paper, based on profile likelihood for nonlinear regression models with FSTN distribution, and, then, the confidence interval and hypothesis test are also developed. Furthermore, a real example and simulation are conducted to demonstrate the usefulness and the superiority of our approach.

Nonlinear analysis of pupillary dynamics.

Science.gov (United States)

Onorati, Francesco; Mainardi, Luca Tommaso; Sirca, Fabiola; Russo, Vincenzo; Barbieri, Riccardo

2016-02-01

Pupil size reflects autonomic response to different environmental and behavioral stimuli, and its dynamics have been linked to other autonomic correlates such as cardiac and respiratory rhythms. The aim of this study is to assess the nonlinear characteristics of pupil size of 25 normal subjects who participated in a psychophysiological experimental protocol with four experimental conditions, namely “baseline”, “anger”, “joy”, and “sadness”. Nonlinear measures, such as sample entropy, correlation dimension, and largest Lyapunov exponent, were computed on reconstructed signals of spontaneous fluctuations of pupil dilation. Nonparametric statistical tests were performed on surrogate data to verify that the nonlinear measures are an intrinsic characteristic of the signals. We then developed and applied a piecewise linear regression model to detrended fluctuation analysis (DFA). Two joinpoints and three scaling intervals were identified: slope α0, at slow time scales, represents a persistent nonstationary long-range correlation, whereas α1 and α2, at middle and fast time scales, respectively, represent long-range power-law correlations, similarly to DFA applied to heart rate variability signals. Of the computed complexity measures, α0 showed statistically significant differences among experimental conditions (pnonlinear dynamics, (b) three well-defined and distinct long-memory processes exist at different time scales, and (c) autonomic stimulation is partially reflected in nonlinear dynamics. (c) autonomic stimulation is partially reflected in nonlinear dynamics.

Pathological assessment of liver fibrosis regression

Directory of Open Access Journals (Sweden)

WANG Bingqiong

2017-03-01

Full Text Available Hepatic fibrosis is the common pathological outcome of chronic hepatic diseases. An accurate assessment of fibrosis degree provides an important reference for a definite diagnosis of diseases, treatment decision-making, treatment outcome monitoring, and prognostic evaluation. At present, many clinical studies have proven that regression of hepatic fibrosis and early-stage liver cirrhosis can be achieved by effective treatment, and a correct evaluation of fibrosis regression has become a hot topic in clinical research. Liver biopsy has long been regarded as the gold standard for the assessment of hepatic fibrosis, and thus it plays an important role in the evaluation of fibrosis regression. This article reviews the clinical application of current pathological staging systems in the evaluation of fibrosis regression from the perspectives of semi-quantitative scoring system, quantitative approach, and qualitative approach, in order to propose a better pathological evaluation system for the assessment of fibrosis regression.

Supersymmetric quantum mechanics approach to a nonlinear lattice

International Nuclear Information System (INIS)

Ricotta, Regina Maria; Drigo Filho, Elso

2011-01-01

Full text: DNA is one of the most important macromolecules of all biological system. New discoveries about it have open a vast new field of research, the physics of nonlinear DNA. A particular feature that has attracted a lot of attention is the thermal denaturation, i.e., the spontaneous separation of the two strands upon heating. In 1989 a simple lattice model for the denaturation of the DNA was proposed, the Peyrard-Bishop model, PB. The bio molecule is described by two chains of particles coupled by nonlinear springs, simulating the hydrogen bonds that connect the two basis in a pair. The potential for the hydrogen bonds is usually approximated by a Morse potential. The Hamiltonian system generates a partition function which allows the evaluation of the thermodynamical quantities such as mean strength of the basis pairs. As a byproduct the Hamiltonian system was shown to be a NLSE (nonlinear Schroedinger equation) having soliton solutions. On the other hand, a reflectionless potential with one bound state, constructed using supersymmetric quantum mechanics, SQM, can be shown to be identical to a soliton solution of the KdV equation. Thus, motivated by this Hamiltonian problem and inspired by the PB model, we consider the Hamiltonian of a reflectionless potential through SQM, in order to evaluate thermodynamical quantities of a unidimensional lattice with possible biological applications. (author)

A Bayesian approach for estimating under-reported dengue incidence with a focus on non-linear associations between climate and dengue in Dhaka, Bangladesh.

Science.gov (United States)

Sharmin, Sifat; Glass, Kathryn; Viennet, Elvina; Harley, David

2018-04-01

Determining the relation between climate and dengue incidence is challenging due to under-reporting of disease and consequent biased incidence estimates. Non-linear associations between climate and incidence compound this. Here, we introduce a modelling framework to estimate dengue incidence from passive surveillance data while incorporating non-linear climate effects. We estimated the true number of cases per month using a Bayesian generalised linear model, developed in stages to adjust for under-reporting. A semi-parametric thin-plate spline approach was used to quantify non-linear climate effects. The approach was applied to data collected from the national dengue surveillance system of Bangladesh. The model estimated that only 2.8% (95% credible interval 2.7-2.8) of all cases in the capital Dhaka were reported through passive case reporting. The optimal mean monthly temperature for dengue transmission is 29℃ and average monthly rainfall above 15 mm decreases transmission. Our approach provides an estimate of true incidence and an understanding of the effects of temperature and rainfall on dengue transmission in Dhaka, Bangladesh.

Tunable Resonators for Nonlinear Modal Interactions

KAUST Repository

Ramini, Abdallah; Hajjaj, Amal Z.; Younis, Mohammad I.

2016-01-01

Understanding the various mechanisms of nonlinear mode coupling in micro and nano resonators has become an imminent necessity for their successful implementation in practical applications. However, consistent, repeatable, and flexible experimental procedures to produce nonlinear mode coupling are lacking, and hence research into well-controlled experimental conditions is crucial. Here, we demonstrate well-controlled and repeatable experiments to study nonlinear mode coupling among micro and nano beam resonators. Such experimental approach can be applied to other micro and nano structures to help study their nonlinear interactions and exploit them for higher sensitive and less noisy responses. Using electrothermal tuning and electrostatic excitation, we demonstrate three different kinds of nonlinear interactions among the first and third bending modes of vibrations of slightly curved beams (arches): two-one internal resonance, three-one internal resonance, and mode veering (near crossing). The experimental procedure is repeatable, highly flexible, do not require special or precise fabrication, and is conducted in air and at room temperature. This approach can be applied to other micro and nano structures, which come naturally curved due to fabrication imperfections, such as CNTs, and hence lays the foundation to deeply investigate the nonlinear mode coupling in these structures in a consistent way.

Tunable Resonators for Nonlinear Modal Interactions

KAUST Repository

Ramini, Abdallah

2016-10-04

Understanding the various mechanisms of nonlinear mode coupling in micro and nano resonators has become an imminent necessity for their successful implementation in practical applications. However, consistent, repeatable, and flexible experimental procedures to produce nonlinear mode coupling are lacking, and hence research into well-controlled experimental conditions is crucial. Here, we demonstrate well-controlled and repeatable experiments to study nonlinear mode coupling among micro and nano beam resonators. Such experimental approach can be applied to other micro and nano structures to help study their nonlinear interactions and exploit them for higher sensitive and less noisy responses. Using electrothermal tuning and electrostatic excitation, we demonstrate three different kinds of nonlinear interactions among the first and third bending modes of vibrations of slightly curved beams (arches): two-one internal resonance, three-one internal resonance, and mode veering (near crossing). The experimental procedure is repeatable, highly flexible, do not require special or precise fabrication, and is conducted in air and at room temperature. This approach can be applied to other micro and nano structures, which come naturally curved due to fabrication imperfections, such as CNTs, and hence lays the foundation to deeply investigate the nonlinear mode coupling in these structures in a consistent way.

Model-based bootstrapping when correcting for measurement error with application to logistic regression.

Science.gov (United States)

Buonaccorsi, John P; Romeo, Giovanni; Thoresen, Magne

2018-03-01

When fitting regression models, measurement error in any of the predictors typically leads to biased coefficients and incorrect inferences. A plethora of methods have been proposed to correct for this. Obtaining standard errors and confidence intervals using the corrected estimators can be challenging and, in addition, there is concern about remaining bias in the corrected estimators. The bootstrap, which is one option to address these problems, has received limited attention in this context. It has usually been employed by simply resampling observations, which, while suitable in some situations, is not always formally justified. In addition, the simple bootstrap does not allow for estimating bias in non-linear models, including logistic regression. Model-based bootstrapping, which can potentially estimate bias in addition to being robust to the original sampling or whether the measurement error variance is constant or not, has received limited attention. However, it faces challenges that are not present in handling regression models with no measurement error. This article develops new methods for model-based bootstrapping when correcting for measurement error in logistic regression with replicate measures. The methodology is illustrated using two examples, and a series of simulations are carried out to assess and compare the simple and model-based bootstrap methods, as well as other standard methods. While not always perfect, the model-based approaches offer some distinct improvements over the other methods. © 2017, The International Biometric Society.

A Novel Numerical Approach for a Nonlinear Fractional Dynamical Model of Interpersonal and Romantic Relationships

Directory of Open Access Journals (Sweden)

Jagdev Singh

2017-07-01

Full Text Available In this paper, we propose a new numerical algorithm, namely q-homotopy analysis Sumudu transform method (q-HASTM, to obtain the approximate solution for the nonlinear fractional dynamical model of interpersonal and romantic relationships. The suggested algorithm examines the dynamics of love affairs between couples. The q-HASTM is a creative combination of Sumudu transform technique, q-homotopy analysis method and homotopy polynomials that makes the calculation very easy. To compare the results obtained by using q-HASTM, we solve the same nonlinear problem by Adomian’s decomposition method (ADM. The convergence of the q-HASTM series solution for the model is adapted and controlled by auxiliary parameter ℏ and asymptotic parameter n. The numerical results are demonstrated graphically and in tabular form. The result obtained by employing the proposed scheme reveals that the approach is very accurate, effective, flexible, simple to apply and computationally very nice.

A Semi-Analytical Approach for the Response of Nonlinear Conservative Systems

DEFF Research Database (Denmark)

Kimiaeifar, Amin; Barari, Amin; Fooladi, M

2011-01-01

This work applies Parameter expanding method (PEM) as a powerful analytical technique in order to obtain the exact solution of nonlinear problems in the classical dynamics. Lagrange method is employed to derive the governing equations. The nonlinear governing equations are solved analytically by ...

A Practical pedestrian approach to parsimonious regression with inaccurate inputs

Directory of Open Access Journals (Sweden)

Seppo Karrila

2014-04-01

Full Text Available A measurement result often dictates an interval containing the correct value. Interval data is also created by roundoff, truncation, and binning. We focus on such common interval uncertainty in data. Inaccuracy in model inputs is typically ignored on model fitting. We provide a practical approach for regression with inaccurate data: the mathematics is easy, and the linear programming formulations simple to use even in a spreadsheet. This self-contained elementary presentation introduces interval linear systems and requires only basic knowledge of algebra. Feature selection is automatic; but can be controlled to find only a few most relevant inputs; and joint feature selection is enabled for multiple modeled outputs. With more features than cases, a novel connection to compressed sensing emerges: robustness against interval errors-in-variables implies model parsimony, and the input inaccuracies determine the regularization term. A small numerical example highlights counterintuitive results and a dramatic difference to total least squares.

The effect of nonlinearity in CO2 heating rates on the attribution of stratospheric ozone and temperature changes

Directory of Open Access Journals (Sweden)

T. G. Shepherd

2009-11-01

Full Text Available An analysis of the attribution of past and future changes in stratospheric ozone and temperature to anthropogenic forcings is presented. The analysis is an extension of the study of Shepherd and Jonsson (2008 who analyzed chemistry-climate simulations from the Canadian Middle Atmosphere Model (CMAM and attributed both past and future changes to changes in the external forcings, i.e. the abundances of ozone-depleting substances (ODS and well-mixed greenhouse gases. The current study is based on a new CMAM dataset and includes two important changes. First, we account for the nonlinear radiative response to changes in CO2. It is shown that over centennial time scales the radiative response in the upper stratosphere to CO2 changes is significantly nonlinear and that failure to account for this effect leads to a significant error in the attribution. To our knowledge this nonlinearity has not been considered before in attribution analysis, including multiple linear regression studies. For the regression analysis presented here the nonlinearity was taken into account by using CO2 heating rate, rather than CO2 abundance, as the explanatory variable. This approach yields considerable corrections to the results of the previous study and can be recommended to other researchers. Second, an error in the way the CO2 forcing changes are implemented in the CMAM was corrected, which significantly affects the results for the recent past. As the radiation scheme, based on Fomichev et al. (1998, is used in several other models we provide some description of the problem and how it was fixed.

Regression modeling methods, theory, and computation with SAS

CERN Document Server

Panik, Michael

2009-01-01

Regression Modeling: Methods, Theory, and Computation with SAS provides an introduction to a diverse assortment of regression techniques using SAS to solve a wide variety of regression problems. The author fully documents the SAS programs and thoroughly explains the output produced by the programs.The text presents the popular ordinary least squares (OLS) approach before introducing many alternative regression methods. It covers nonparametric regression, logistic regression (including Poisson regression), Bayesian regression, robust regression, fuzzy regression, random coefficients regression,

Profile-driven regression for modeling and runtime optimization of mobile networks

DEFF Research Database (Denmark)

McClary, Dan; Syrotiuk, Violet; Kulahci, Murat

2010-01-01

Computer networks often display nonlinear behavior when examined over a wide range of operating conditions. There are few strategies available for modeling such behavior and optimizing such systems as they run. Profile-driven regression is developed and applied to modeling and runtime optimization...... of throughput in a mobile ad hoc network, a self-organizing collection of mobile wireless nodes without any fixed infrastructure. The intermediate models generated in profile-driven regression are used to fit an overall model of throughput, and are also used to optimize controllable factors at runtime. Unlike...

A data-driven approach for modeling post-fire debris-flow volumes and their uncertainty

Science.gov (United States)

Friedel, Michael J.

2011-01-01

This study demonstrates the novel application of genetic programming to evolve nonlinear post-fire debris-flow volume equations from variables associated with a data-driven conceptual model of the western United States. The search space is constrained using a multi-component objective function that simultaneously minimizes root-mean squared and unit errors for the evolution of fittest equations. An optimization technique is then used to estimate the limits of nonlinear prediction uncertainty associated with the debris-flow equations. In contrast to a published multiple linear regression three-variable equation, linking basin area with slopes greater or equal to 30 percent, burn severity characterized as area burned moderate plus high, and total storm rainfall, the data-driven approach discovers many nonlinear and several dimensionally consistent equations that are unbiased and have less prediction uncertainty. Of the nonlinear equations, the best performance (lowest prediction uncertainty) is achieved when using three variables: average basin slope, total burned area, and total storm rainfall. Further reduction in uncertainty is possible for the nonlinear equations when dimensional consistency is not a priority and by subsequently applying a gradient solver to the fittest solutions. The data-driven modeling approach can be applied to nonlinear multivariate problems in all fields of study.

A nonlinear dynamical system approach for the yielding behaviour of a viscoplastic material.

Science.gov (United States)

Burghelea, Teodor; Moyers-Gonzalez, Miguel; Sainudiin, Raazesh

2017-03-08

A nonlinear dynamical system model that approximates a microscopic Gibbs field model for the yielding of a viscoplastic material subjected to varying external stresses recently reported in R. Sainudiin, M. Moyers-Gonzalez and T. Burghelea, Soft Matter, 2015, 11(27), 5531-5545 is presented. The predictions of the model are in fair agreement with microscopic simulations and are in very good agreement with the micro-structural semi-empirical model reported in A. M. V. Putz and T. I. Burghelea, Rheol. Acta, 2009, 48, 673-689. With only two internal parameters, the nonlinear dynamical system model captures several key features of the solid-fluid transition observed in experiments: the effect of the interactions between microscopic constituents on the yield point, the abruptness of solid-fluid transition and the emergence of a hysteresis of the micro-structural states upon increasing/decreasing external forces. The scaling behaviour of the magnitude of the hysteresis with the degree of the steadiness of the flow is consistent with previous experimental observations. Finally, the practical usefulness of the approach is demonstrated by fitting a rheological data set measured with an elasto-viscoplastic material.

The Changing Nonlinear Relationship between Income and Terrorism

Science.gov (United States)

Enders, Walter; Hoover, Gary A.

2014-01-01

This article reinvestigates the relationship between real per capita gross domestic product (GDP) and terrorism. We devise a terrorism Lorenz curve to show that domestic and transnational terrorist attacks are each more concentrated in middle-income countries, thereby suggesting a nonlinear income–terrorism relationship. Moreover, this point of concentration shifted to lower income countries after the rising influence of the religious fundamentalist and nationalist/separatist terrorists in the early 1990s. For transnational terrorist attacks, this shift characterized not only the attack venue but also the perpetrators’ nationality. The article then uses nonlinear smooth transition regressions to establish the relationship between real per capita GDP and terrorism for eight alternative terrorism samples, accounting for venue, perpetrators’ nationality, terrorism type, and the period. Our nonlinear estimates are shown to be favored over estimates using linear or quadratic income determinants of terrorism. These nonlinear estimates are robust to additional controls. PMID:28579636

Wave transmission in nonlinear lattices

International Nuclear Information System (INIS)

Hennig, D.; Tsironis, G.P.

1999-01-01

The interplay of nonlinearity with lattice discreteness leads to phenomena and propagation properties quite distinct from those appearing in continuous nonlinear systems. For a large variety of condensed matter and optics applications the continuous wave approximation is not appropriate. In the present review we discuss wave transmission properties in one dimensional nonlinear lattices. Our paradigmatic equations are discrete nonlinear Schroedinger equations and their study is done through a dynamical systems approach. We focus on stationary wave properties and utilize well known results from the theory of dynamical systems to investigate various aspects of wave transmission and wave localization. We analyze in detail the more general dynamical system corresponding to the equation that interpolates between the non-integrable discrete nonlinear Schroedinger equation and the integrable Albowitz-Ladik equation. We utilize this analysis in a nonlinear Kronig-Penney model and investigate transmission and band modification properties. We discuss the modifications that are effected through an electric field and the nonlinear Wannier-Stark localization effects that are induced. Several applications are described, such as polarons in one dimensional lattices, semiconductor superlattices and one dimensional nonlinear photonic band gap systems. (Copyright (c) 1999 Elsevier Science B.V., Amsterdam. All rights reserved.)

Multitask Quantile Regression under the Transnormal Model.

Science.gov (United States)

Fan, Jianqing; Xue, Lingzhou; Zou, Hui

2016-01-01

We consider estimating multi-task quantile regression under the transnormal model, with focus on high-dimensional setting. We derive a surprisingly simple closed-form solution through rank-based covariance regularization. In particular, we propose the rank-based ℓ 1 penalization with positive definite constraints for estimating sparse covariance matrices, and the rank-based banded Cholesky decomposition regularization for estimating banded precision matrices. By taking advantage of alternating direction method of multipliers, nearest correlation matrix projection is introduced that inherits sampling properties of the unprojected one. Our work combines strengths of quantile regression and rank-based covariance regularization to simultaneously deal with nonlinearity and nonnormality for high-dimensional regression. Furthermore, the proposed method strikes a good balance between robustness and efficiency, achieves the "oracle"-like convergence rate, and provides the provable prediction interval under the high-dimensional setting. The finite-sample performance of the proposed method is also examined. The performance of our proposed rank-based method is demonstrated in a real application to analyze the protein mass spectroscopy data.

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

OpenAIRE

浅野, 美代子; マーコ, ユー K.W.

2007-01-01

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

QUANTITATIVE ELECTRONIC STRUCTURE - ACTIVITY RELATIONSHIP OF ANTIMALARIAL COMPOUND OF ARTEMISININ DERIVATIVES USING PRINCIPAL COMPONENT REGRESSION APPROACH

Directory of Open Access Journals (Sweden)

Paul Robert Martin Werfette

2010-06-01

Full Text Available Analysis of quantitative structure - activity relationship (QSAR for a series of antimalarial compound artemisinin derivatives has been done using principal component regression. The descriptors for QSAR study were representation of electronic structure i.e. atomic net charges of the artemisinin skeleton calculated by AM1 semi-empirical method. The antimalarial activity of the compound was expressed in log 1/IC50 which is an experimental data. The main purpose of the principal component analysis approach is to transform a large data set of atomic net charges to simplify into a data set which known as latent variables. The best QSAR equation to analyze of log 1/IC50 can be obtained from the regression method as a linear function of several latent variables i.e. x1, x2, x3, x4 and x5. The best QSAR model is expressed in the following equation,  (;;   Keywords: QSAR, antimalarial, artemisinin, principal component regression

Partitioning of late gestation energy expenditure in ewes using indirect calorimetry and a linear regression approach

DEFF Research Database (Denmark)

Kiani, Alishir; Chwalibog, André; Nielsen, Mette O

2007-01-01

Late gestation energy expenditure (EE(gest)) originates from energy expenditure (EE) of development of conceptus (EE(conceptus)) and EE of homeorhetic adaptation of metabolism (EE(homeorhetic)). Even though EE(gest) is relatively easy to quantify, its partitioning is problematic. In the present...... study metabolizable energy (ME) intake ranges for twin-bearing ewes were 220-440, 350- 700, 350-900 kJ per metabolic body weight (W0.75) at week seven, five, two pre-partum respectively. Indirect calorimetry and a linear regression approach were used to quantify EE(gest) and then partition to EE......(conceptus) and EE(homeorhetic). Energy expenditure of basal metabolism of the non-gravid tissues (EE(bmng)), derived from the intercept of the linear regression equation of retained energy [kJ/W0.75] and ME intake [kJ/W(0.75)], was 298 [kJ/ W0.75]. Values of the intercepts of the regression equations at week seven...

Nonlinear dynamics of quadratically cubic systems

International Nuclear Information System (INIS)

Rudenko, O V

2013-01-01

We propose a modified form of the well-known nonlinear dynamic equations with quadratic relations used to model a cubic nonlinearity. We show that such quadratically cubic equations sometimes allow exact solutions and sometimes make the original problem easier to analyze qualitatively. Occasionally, exact solutions provide a useful tool for studying new phenomena. Examples considered include nonlinear ordinary differential equations and Hopf, Burgers, Korteweg–de Vries, and nonlinear Schrödinger partial differential equations. Some problems are solved exactly in the space–time and spectral representations. Unsolved problems potentially solvable by the proposed approach are listed. (methodological notes)

Ensemble ANNs-PSO-GA Approach for Day-ahead Stock E-exchange Prices Forecasting

Directory of Open Access Journals (Sweden)

Yi Xiao

2013-02-01

Full Text Available Stock e-exchange prices forecasting is an important financial problem that is receiving increasing attention. This study proposes a novel three-stage nonlinear ensemble model. In the proposed model, three different types of neural-network based models, i.e. Elman network, generalized regression neural network (GRNN and wavelet neural network (WNN are constructed by three non-overlapping training sets and are further optimized by improved particle swarm optimization (IPSO. Finally, a neural-network-based nonlinear meta-model is generated by learning three neural-network based models through support vector machines (SVM neural network. The superiority of the proposed approach lies in its flexibility to account for potentially complex nonlinear relationships. Three daily stock indices time series are used for validating the forecasting model. Empirical results suggest the ensemble ANNs-PSO-GA approach can significantly improve the prediction performance over other individual models and linear combination models listed in this study.

Nonlinear optical interactions in silicon waveguides

Directory of Open Access Journals (Sweden)

Kuyken B.

2017-03-01

Full Text Available The strong nonlinear response of silicon photonic nanowire waveguides allows for the integration of nonlinear optical functions on a chip. However, the detrimental nonlinear optical absorption in silicon at telecom wavelengths limits the efficiency of many such experiments. In this review, several approaches are proposed and demonstrated to overcome this fundamental issue. By using the proposed methods, we demonstrate amongst others supercontinuum generation, frequency comb generation, a parametric optical amplifier, and a parametric optical oscillator.

Elastic reflection based waveform inversion with a nonlinear approach

KAUST Repository

Guo, Qiang

2017-08-16

Full waveform inversion (FWI) is a highly nonlinear problem due to the complex reflectivity of the Earth, and this nonlinearity only increases under the more expensive elastic assumption. In elastic media, we need a good initial P-wave velocity and even a better initial S-wave velocity models with accurate representation of the low model wavenumbers for FWI to converge. However, inverting for the low wavenumber components of P- and S-wave velocities using reflection waveform inversion (RWI) with an objective to fit the reflection shape, rather than produce reflections, may mitigate the limitations of FWI. Because FWI, performing as a migration operator, is in preference of the high wavenumber updates along reflectors. We propose a nonlinear elastic RWI that inverts for both the low wavenumber and perturbation components of the P- and S-wave velocities. To generate the full elastic reflection wavefields, we derive an equivalent stress source made up by the inverted model perturbations and incident wavefields. We update both the perturbation and propagation parts of the velocity models in a nested fashion. Applications on synthetic isotropic models and field data show that our method can efficiently update the low and high wavenumber parts of the models.

Elastic reflection based waveform inversion with a nonlinear approach

KAUST Repository

Guo, Qiang; Alkhalifah, Tariq Ali

2017-01-01

Full waveform inversion (FWI) is a highly nonlinear problem due to the complex reflectivity of the Earth, and this nonlinearity only increases under the more expensive elastic assumption. In elastic media, we need a good initial P-wave velocity and even a better initial S-wave velocity models with accurate representation of the low model wavenumbers for FWI to converge. However, inverting for the low wavenumber components of P- and S-wave velocities using reflection waveform inversion (RWI) with an objective to fit the reflection shape, rather than produce reflections, may mitigate the limitations of FWI. Because FWI, performing as a migration operator, is in preference of the high wavenumber updates along reflectors. We propose a nonlinear elastic RWI that inverts for both the low wavenumber and perturbation components of the P- and S-wave velocities. To generate the full elastic reflection wavefields, we derive an equivalent stress source made up by the inverted model perturbations and incident wavefields. We update both the perturbation and propagation parts of the velocity models in a nested fashion. Applications on synthetic isotropic models and field data show that our method can efficiently update the low and high wavenumber parts of the models.

A Simple Approach to Derive a Novel N-Soliton Solution for a (3+1)-Dimensional Nonlinear Evolution Equation

International Nuclear Information System (INIS)

Wu Jianping

2010-01-01

Based on the Hirota bilinear form, a simple approach without employing the standard perturbation technique, is presented for constructing a novel N-soliton solution for a (3+1)-dimensional nonlinear evolution equation. Moreover, the novel N-soliton solution is shown to have resonant behavior with the aid of Mathematica. (general)

High-Dimensional Intrinsic Interpolation Using Gaussian Process Regression and Diffusion Maps

International Nuclear Information System (INIS)

Thimmisetty, Charanraj A.; Ghanem, Roger G.; White, Joshua A.; Chen, Xiao

2017-01-01

This article considers the challenging task of estimating geologic properties of interest using a suite of proxy measurements. The current work recast this task as a manifold learning problem. In this process, this article introduces a novel regression procedure for intrinsic variables constrained onto a manifold embedded in an ambient space. The procedure is meant to sharpen high-dimensional interpolation by inferring non-linear correlations from the data being interpolated. The proposed approach augments manifold learning procedures with a Gaussian process regression. It first identifies, using diffusion maps, a low-dimensional manifold embedded in an ambient high-dimensional space associated with the data. It relies on the diffusion distance associated with this construction to define a distance function with which the data model is equipped. This distance metric function is then used to compute the correlation structure of a Gaussian process that describes the statistical dependence of quantities of interest in the high-dimensional ambient space. The proposed method is applicable to arbitrarily high-dimensional data sets. Here, it is applied to subsurface characterization using a suite of well log measurements. The predictions obtained in original, principal component, and diffusion space are compared using both qualitative and quantitative metrics. Considerable improvement in the prediction of the geological structural properties is observed with the proposed method.

Nonlinear chaos-dynamical approach to analysis of atmospheric ...

Indian Academy of Sciences (India)

false nearest neighbors, Lyapunov's exponents, surrogate data, nonlinear prediction ... Chaotic dynamics; time series of the 222Rn concentration; universal complex ... tems is due to a number of applications, including the ..... Computer Engineering. ... Ternovsky,Quantum Systems in Physics, Chemistry, and. Biology, pp.

Nonlinear dynamics in biological systems

CERN Document Server

Carballido-Landeira, Jorge

2016-01-01

This book presents recent research results relating to applications of nonlinear dynamics, focusing specifically on four topics of wide interest: heart dynamics, DNA/RNA, cell mobility, and proteins. The book derives from the First BCAM Workshop on Nonlinear Dynamics in Biological Systems, held in June 2014 at the Basque Center of Applied Mathematics (BCAM). At this international meeting, researchers from different but complementary backgrounds, including molecular dynamics, physical chemistry, bio-informatics and biophysics, presented their most recent results and discussed the future direction of their studies using theoretical, mathematical modeling and experimental approaches. Such was the level of interest stimulated that the decision was taken to produce this publication, with the organizers of the event acting as editors. All of the contributing authors are researchers working on diverse biological problems that can be approached using nonlinear dynamics. The book will appeal especially to applied math...

A regression approach for Zircaloy-2 in-reactor creep constitutive equations

International Nuclear Information System (INIS)

Yung Liu, Y.; Bement, A.L.

1977-01-01

In this paper the methodology of multiple regressions as applied to Zircaloy-2 in-reactor creep data analysis and construction of constitutive equation are illustrated. While the resulting constitutive equation can be used in creep analysis of in-reactor Zircaloy structural components, the methodology itself is entirely general and can be applied to any creep data analysis. The promising aspects of multiple regression creep data analysis are briefly outlined as follows: (1) When there are more than one variable involved, there is no need to make the assumption that each variable affects the response independently. No separate normalizations are required either and the estimation of parameters is obtained by solving many simultaneous equations. The number of simultaneous equations is equal to the number of data sets. (2) Regression statistics such as R 2 - and F-statistics provide measures of the significance of regression creep equation in correlating the overall data. The relative weights of each variable on the response can also be obtained. (3) Special regression techniques such as step-wise, ridge, and robust regressions and residual plots, etc., provide diagnostic tools for model selections. Multiple regression analysis performed on a set of carefully selected Zircaloy-2 in-reactor creep data leads to a model which provides excellent correlations for the data. (Auth.)

Effective-medium theory for nonlinear magneto-optics in magnetic granular alloys: cubic nonlinearity

International Nuclear Information System (INIS)

Granovsky, Alexander B.; Kuzmichov, Michail V.; Clerc, J.-P.; Inoue, Mitsuteru

2003-01-01

We propose a simple effective-medium approach for calculating the effective dielectric function of a magnetic metal-insulator granular alloy in which there is a weakly nonlinear relation between electric displacement D and electric field E for both constituent materials of the form D i =ε i (0) E i +χ i (3) |E i | 2 E i . We assume that linear ε i (0) and cubic nonlinear χ i (3) dielectric functions are diagonal and linear with magnetization non-diagonal components. For such metal-insulator composite magneto-optical effects depend on a light intensity and the effective cubic dielectric function χ eff (3) can be significantly greater (up to 10 3 times) than that for constituent materials. The calculation scheme is based on the Bergman and Stroud-Hui theory of nonlinear optical properties of granular matter. The giant cubic magneto-optical nonlinearity is found for composites with metallic volume fraction close to the percolation threshold and at a resonance of optical conductivity. It is shown that a composite may exhibit nonlinear magneto-optics even when both constituent materials have no cubic magneto-optical nonlinearity

A multilevel nonlinear mixed-effects approach to model growth in pigs

DEFF Research Database (Denmark)

Strathe, Anders Bjerring; Danfær, Allan Christian; Sørensen, H.

2010-01-01

Growth functions have been used to predict market weight of pigs and maximize return over feed costs. This study was undertaken to compare 4 growth functions and methods of analyzing data, particularly one that considers nonlinear repeated measures. Data were collected from an experiment with 40...... pigs maintained from birth to maturity and their BW measured weekly or every 2 wk up to 1,007 d. Gompertz, logistic, Bridges, and Lopez functions were fitted to the data and compared using information criteria. For each function, a multilevel nonlinear mixed effects model was employed because....... Furthermore, studies should consider adding continuous autoregressive process when analyzing nonlinear mixed models with repeated measures....

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

Science.gov (United States)

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

2016-01-01

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

Photonic single nonlinear-delay dynamical node for information processing

Science.gov (United States)

Ortín, Silvia; San-Martín, Daniel; Pesquera, Luis; Gutiérrez, José Manuel

2012-06-01

An electro-optical system with a delay loop based on semiconductor lasers is investigated for information processing by performing numerical simulations. This system can replace a complex network of many nonlinear elements for the implementation of Reservoir Computing. We show that a single nonlinear-delay dynamical system has the basic properties to perform as reservoir: short-term memory and separation property. The computing performance of this system is evaluated for two prediction tasks: Lorenz chaotic time series and nonlinear auto-regressive moving average (NARMA) model. We sweep the parameters of the system to find the best performance. The results achieved for the Lorenz and the NARMA-10 tasks are comparable to those obtained by other machine learning methods.

Bootstrapped neural nets versus regression kriging in the digital mapping of pedological attributes: the automatic and time-consuming perspectives

Science.gov (United States)

Langella, Giuliano; Basile, Angelo; Bonfante, Antonello; Manna, Piero; Terribile, Fabio

2013-04-01

Digital soil mapping procedures are widespread used to build two-dimensional continuous maps about several pedological attributes. Our work addressed a regression kriging (RK) technique and a bootstrapped artificial neural network approach in order to evaluate and compare (i) the accuracy of prediction, (ii) the susceptibility of being included in automatic engines (e.g. to constitute web processing services), and (iii) the time cost needed for calibrating models and for making predictions. Regression kriging is maybe the most widely used geostatistical technique in the digital soil mapping literature. Here we tried to apply the EBLUP regression kriging as it is deemed to be the most statistically sound RK flavor by pedometricians. An unusual multi-parametric and nonlinear machine learning approach was accomplished, called BAGAP (Bootstrap aggregating Artificial neural networks with Genetic Algorithms and Principal component regression). BAGAP combines a selected set of weighted neural nets having specified characteristics to yield an ensemble response. The purpose of applying these two particular models is to ascertain whether and how much a more cumbersome machine learning method could be much promising in making more accurate/precise predictions. Being aware of the difficulty to handle objects based on EBLUP-RK as well as BAGAP when they are embedded in environmental applications, we explore the susceptibility of them in being wrapped within Web Processing Services. Two further kinds of aspects are faced for an exhaustive evaluation and comparison: automaticity and time of calculation with/without high performance computing leverage.

A Decentralized Approach for Nonlinear Prediction of Time Series Data in Sensor Networks

Directory of Open Access Journals (Sweden)

Richard Cédric

2010-01-01

Full Text Available Wireless sensor networks rely on sensor devices deployed in an environment to support sensing and monitoring, including temperature, humidity, motion, and acoustic. Here, we propose a new approach to model physical phenomena and track their evolution by taking advantage of the recent developments of pattern recognition for nonlinear functional learning. These methods are, however, not suitable for distributed learning in sensor networks as the order of models scales linearly with the number of deployed sensors and measurements. In order to circumvent this drawback, we propose to design reduced order models by using an easy to compute sparsification criterion. We also propose a kernel-based least-mean-square algorithm for updating the model parameters using data collected by each sensor. The relevance of our approach is illustrated by two applications that consist of estimating a temperature distribution and tracking its evolution over time.

Endogenous glucose production from infancy to adulthood: a non-linear regression model

NARCIS (Netherlands)

Huidekoper, Hidde H.; Ackermans, Mariëtte T.; Ruiter, An F. C.; Sauerwein, Hans P.; Wijburg, Frits A.

2014-01-01

To construct a regression model for endogenous glucose production (EGP) as a function of age, and compare this with glucose supplementation using commonly used dextrose-based saline solutions at fluid maintenance rate in children. A model was constructed based on EGP data, as quantified by

Flow Equation Approach to the Statistics of Nonlinear Dynamical Systems

Science.gov (United States)

Marston, J. B.; Hastings, M. B.

2005-03-01

The probability distribution function of non-linear dynamical systems is governed by a linear framework that resembles quantum many-body theory, in which stochastic forcing and/or averaging over initial conditions play the role of non-zero . Besides the well-known Fokker-Planck approach, there is a related Hopf functional methodootnotetextUriel Frisch, Turbulence: The Legacy of A. N. Kolmogorov (Cambridge University Press, 1995) chapter 9.5.; in both formalisms, zero modes of linear operators describe the stationary non-equilibrium statistics. To access the statistics, we investigate the method of continuous unitary transformationsootnotetextS. D. Glazek and K. G. Wilson, Phys. Rev. D 48, 5863 (1993); Phys. Rev. D 49, 4214 (1994). (also known as the flow equation approachootnotetextF. Wegner, Ann. Phys. 3, 77 (1994).), suitably generalized to the diagonalization of non-Hermitian matrices. Comparison to the more traditional cumulant expansion method is illustrated with low-dimensional attractors. The treatment of high-dimensional dynamical systems is also discussed.

An Assessment of Polynomial Regression Techniques for the Relative Radiometric Normalization (RRN of High-Resolution Multi-Temporal Airborne Thermal Infrared (TIR Imagery

Directory of Open Access Journals (Sweden)

Mir Mustafizur Rahman

2014-11-01

Full Text Available Thermal Infrared (TIR remote sensing images of urban environments are increasingly available from airborne and satellite platforms. However, limited access to high-spatial resolution (H-res: ~1 m TIR satellite images requires the use of TIR airborne sensors for mapping large complex urban surfaces, especially at micro-scales. A critical limitation of such H-res mapping is the need to acquire a large scene composed of multiple flight lines and mosaic them together. This results in the same scene components (e.g., roads, buildings, green space and water exhibiting different temperatures in different flight lines. To mitigate these effects, linear relative radiometric normalization (RRN techniques are often applied. However, the Earth’s surface is composed of features whose thermal behaviour is characterized by complexity and non-linearity. Therefore, we hypothesize that non-linear RRN techniques should demonstrate increased radiometric agreement over similar linear techniques. To test this hypothesis, this paper evaluates four (linear and non-linear RRN techniques, including: (i histogram matching (HM; (ii pseudo-invariant feature-based polynomial regression (PIF_Poly; (iii no-change stratified random sample-based linear regression (NCSRS_Lin; and (iv no-change stratified random sample-based polynomial regression (NCSRS_Poly; two of which (ii and iv are newly proposed non-linear techniques. When applied over two adjacent flight lines (~70 km2 of TABI-1800 airborne data, visual and statistical results show that both new non-linear techniques improved radiometric agreement over the previously evaluated linear techniques, with the new fully-automated method, NCSRS-based polynomial regression, providing the highest improvement in radiometric agreement between the master and the slave images, at ~56%. This is ~5% higher than the best previously evaluated linear technique (NCSRS-based linear regression.

Exact solutions for the quintic nonlinear Schroedinger equation with time and space modulated nonlinearities and potentials

International Nuclear Information System (INIS)

Belmonte-Beitia, Juan; Calvo, Gabriel F.

2009-01-01

In this Letter, by means of similarity transformations, we construct explicit solutions to the quintic nonlinear Schroedinger equation with potentials and nonlinearities depending both on time and on the spatial coordinates. We present the general approach and use it to study some examples and find nontrivial explicit solutions such as periodic (breathers), quasiperiodic and bright and dark soliton solutions

Analytical Solutions to Nonlinear Conservative Oscillator with Fifth-Order Nonlinearity

DEFF Research Database (Denmark)

Sfahania, M. G.; Ganji, S. S.; Barari, Amin

2010-01-01

This paper describes analytical and numerical methods to analyze the steady state periodic response of an oscillator with symmetric elastic and inertia nonlinearity. A new implementation of the homotopy perturbation method (HPM) and an ancient Chinese method called the max-min approach are presen...

SOCP relaxation bounds for the optimal subset selection problem applied to robust linear regression

OpenAIRE

Flores, Salvador

2015-01-01

This paper deals with the problem of finding the globally optimal subset of h elements from a larger set of n elements in d space dimensions so as to minimize a quadratic criterion, with an special emphasis on applications to computing the Least Trimmed Squares Estimator (LTSE) for robust regression. The computation of the LTSE is a challenging subset selection problem involving a nonlinear program with continuous and binary variables, linked in a highly nonlinear fashion. The selection of a ...

Degenerate nonlinear diffusion equations

CERN Document Server

Favini, Angelo

2012-01-01

The aim of these notes is to include in a uniform presentation style several topics related to the theory of degenerate nonlinear diffusion equations, treated in the mathematical framework of evolution equations with multivalued m-accretive operators in Hilbert spaces. The problems concern nonlinear parabolic equations involving two cases of degeneracy. More precisely, one case is due to the vanishing of the time derivative coefficient and the other is provided by the vanishing of the diffusion coefficient on subsets of positive measure of the domain. From the mathematical point of view the results presented in these notes can be considered as general results in the theory of degenerate nonlinear diffusion equations. However, this work does not seek to present an exhaustive study of degenerate diffusion equations, but rather to emphasize some rigorous and efficient techniques for approaching various problems involving degenerate nonlinear diffusion equations, such as well-posedness, periodic solutions, asympt...

Introduction to nonlinear science

CERN Document Server

Nicolis, G

1995-01-01

One of the most unexpected results in science in recent years is that quite ordinary systems obeying simple laws can give rise to complex, nonlinear or chaotic, behavior. In this book, the author presents a unified treatment of the concepts and tools needed to analyze nonlinear phenomena and to outline some representative applications drawn from the physical, engineering, and biological sciences. Some of the interesting topics covered include: dynamical systems with a finite number of degrees of freedom, linear stability analysis of fixed points, nonlinear behavior of fixed points, bifurcation analysis, spatially distributed systems, broken symmetries, pattern formation, and chaotic dynamics. The author makes a special effort to provide a logical connection between ordinary dynamical systems and spatially extended systems, and to balance the emphasis on chaotic behavior and more classical nonlinear behavior. He also develops a statistical approach to complex systems and compares it to traditional deterministi...

Detection method of nonlinearity errors by statistical signal analysis in heterodyne Michelson interferometer.

Science.gov (United States)

Hu, Juju; Hu, Haijiang; Ji, Yinghua

2010-03-15

Periodic nonlinearity that ranges from tens of nanometers to a few nanometers in heterodyne interferometer limits its use in high accuracy measurement. A novel method is studied to detect the nonlinearity errors based on the electrical subdivision and the analysis method of statistical signal in heterodyne Michelson interferometer. Under the movement of micropositioning platform with the uniform velocity, the method can detect the nonlinearity errors by using the regression analysis and Jackknife estimation. Based on the analysis of the simulations, the method can estimate the influence of nonlinearity errors and other noises for the dimensions measurement in heterodyne Michelson interferometer.

A review and comparison of Bayesian and likelihood-based inferences in beta regression and zero-or-one-inflated beta regression.

Science.gov (United States)

Liu, Fang; Eugenio, Evercita C

2018-04-01

Beta regression is an increasingly popular statistical technique in medical research for modeling of outcomes that assume values in (0, 1), such as proportions and patient reported outcomes. When outcomes take values in the intervals [0,1), (0,1], or [0,1], zero-or-one-inflated beta (zoib) regression can be used. We provide a thorough review on beta regression and zoib regression in the modeling, inferential, and computational aspects via the likelihood-based and Bayesian approaches. We demonstrate the statistical and practical importance of correctly modeling the inflation at zero/one rather than ad hoc replacing them with values close to zero/one via simulation studies; the latter approach can lead to biased estimates and invalid inferences. We show via simulation studies that the likelihood-based approach is computationally faster in general than MCMC algorithms used in the Bayesian inferences, but runs the risk of non-convergence, large biases, and sensitivity to starting values in the optimization algorithm especially with clustered/correlated data, data with sparse inflation at zero and one, and data that warrant regularization of the likelihood. The disadvantages of the regular likelihood-based approach make the Bayesian approach an attractive alternative in these cases. Software packages and tools for fitting beta and zoib regressions in both the likelihood-based and Bayesian frameworks are also reviewed.

Retrieval of high-order susceptibilities of nonlinear metamaterials

International Nuclear Information System (INIS)

Wang Zhi-Yu; Qiu Jin-Peng; Chen Hua; Mo Jiong-Jiong; Yu Fa-Xin

2017-01-01

Active metamaterials embedded with nonlinear elements are able to exhibit strong nonlinearity in microwave regime. However, existing S -parameter based parameter retrieval approaches developed for linear metamaterials do not apply in nonlinear cases. In this paper, a retrieval algorithm of high-order susceptibilities for nonlinear metamaterials is derived. Experimental demonstration shows that, by measuring the power level of each harmonic while sweeping the incident power, high-order susceptibilities of a thin-layer nonlinear metamaterial can be effectively retrieved. The proposedapproach can be widely used in the research of active metamaterials. (paper)

Modeling Source Water TOC Using Hydroclimate Variables and Local Polynomial Regression.

Science.gov (United States)

Samson, Carleigh C; Rajagopalan, Balaji; Summers, R Scott

2016-04-19

To control disinfection byproduct (DBP) formation in drinking water, an understanding of the source water total organic carbon (TOC) concentration variability can be critical. Previously, TOC concentrations in water treatment plant source waters have been modeled using streamflow data. However, the lack of streamflow data or unimpaired flow scenarios makes it difficult to model TOC. In addition, TOC variability under climate change further exacerbates the problem. Here we proposed a modeling approach based on local polynomial regression that uses climate, e.g. temperature, and land surface, e.g., soil moisture, variables as predictors of TOC concentration, obviating the need for streamflow. The local polynomial approach has the ability to capture non-Gaussian and nonlinear features that might be present in the relationships. The utility of the methodology is demonstrated using source water quality and climate data in three case study locations with surface source waters including river and reservoir sources. The models show good predictive skill in general at these locations, with lower skills at locations with the most anthropogenic influences in their streams. Source water TOC predictive models can provide water treatment utilities important information for making treatment decisions for DBP regulation compliance under future climate scenarios.

Nonlinear operators and nonlinear transformations studied via the differential form of the completeness relation in quantum mechanics

International Nuclear Information System (INIS)

Fan Hongyi; Yu Shenxi

1994-01-01

We show that the differential form of the fundamental completeness relation in quantum mechanics and the technique of differentiation within an ordered product (DWOP) of operators provide a new approach for calculating normal product expansions of some nonlinear operators and study some nonlinear transformations. Their usefulness in perturbative calculations is pointed out. (orig.)

A solution approach for non-linear analysis of concrete members

International Nuclear Information System (INIS)

Hadi, N. M.; Das, S.

1999-01-01

Non-linear solution of reinforced concrete structural members, at and beyond its maximum strength poses complex numerical problems. This is due to the fact that concrete exhibits strain softening behaviour once it reaches its maximum strength. This paper introduces an improved non-linear solution capable to overcome the numerical problems efficiently. The paper also presents a new concept of modeling discrete cracks in concrete members by using gap elements. Gap elements are placed in between two adjacent concrete elements in tensile zone. The magnitude of elongation of gap elements, which represents the width of the crack in concrete, increases edith the increase of tensile stress in those elements. As a result, transfer of local from one concrete element to adjacent elements reduces. Results of non-linear finite element analysis of three concrete beams using this new solution strategy are compared with those obtained by other researchers, and a good agreement is achieved. (authors). 13 refs. 9 figs.,

A topological approach to the existence of solutions for nonlinear differential equations with piecewise constant argument

International Nuclear Information System (INIS)

Huang Zhenkun; Wang Xinghua; Xia Yonghui

2009-01-01

In this paper, we investigate qualitative behavior of nonlinear differential equations with piecewise constant argument (PCA). A topological approach of Wazewski-type which gives sufficient conditions to guarantee that the graph of at least one solution stays in a given domain is formulated. Moreover, our results are also suitable for a class of general system of discrete equations. By using a regular polyfacial set, we apply our developed topological approach to cellular neural networks (CNNs) with PCA. Some new results are attained to reveal dynamic behavior of CNNs with PCA and discrete-time CNNs. Finally, an illustrative example of CNNs with PCA shows usefulness and effectiveness of our results.

Logic regression and its extensions.

Science.gov (United States)

Schwender, Holger; Ruczinski, Ingo

2010-01-01

Logic regression is an adaptive classification and regression procedure, initially developed to reveal interacting single nucleotide polymorphisms (SNPs) in genetic association studies. In general, this approach can be used in any setting with binary predictors, when the interaction of these covariates is of primary interest. Logic regression searches for Boolean (logic) combinations of binary variables that best explain the variability in the outcome variable, and thus, reveals variables and interactions that are associated with the response and/or have predictive capabilities. The logic expressions are embedded in a generalized linear regression framework, and thus, logic regression can handle a variety of outcome types, such as binary responses in case-control studies, numeric responses, and time-to-event data. In this chapter, we provide an introduction to the logic regression methodology, list some applications in public health and medicine, and summarize some of the direct extensions and modifications of logic regression that have been proposed in the literature. Copyright © 2010 Elsevier Inc. All rights reserved.

Oscillations in nonlinear systems

CERN Document Server

Hale, Jack K

2015-01-01

By focusing on ordinary differential equations that contain a small parameter, this concise graduate-level introduction to the theory of nonlinear oscillations provides a unified approach to obtaining periodic solutions to nonautonomous and autonomous differential equations. It also indicates key relationships with other related procedures and probes the consequences of the methods of averaging and integral manifolds.Part I of the text features introductory material, including discussions of matrices, linear systems of differential equations, and stability of solutions of nonlinear systems. Pa

A regression technique for evaluation and quantification for water quality parameters from remote sensing data

International Nuclear Information System (INIS)

Whitlock, C.H.; Kuo, C.Y.

1979-01-01

The paper attempts to define optical physics and/or environmental conditions under which the linear multiple-regression should be applicable. It is reported that investigation of the signal response shows that the exact solution for a number of optical physics conditions is of the same form as a linearized multiple-regression equation, even if nonlinear contributions from surface reflections, atmospheric constituents, or other water pollutants are included. Limitations on achieving this type of solution are defined. Laboratory data are used to demonstrate that the technique is applicable to water mixtures which contain constituents with both linear and nonlinear radiance gradients. Finally, it is concluded that instrument noise, ground-truth placement, and time lapse between remote sensor overpass and water sample operations are serious barriers to successful use of the technique

Linear regression crash prediction models : issues and proposed solutions.

Science.gov (United States)

2010-05-01

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

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

Science.gov (United States)

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

2015-09-10

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

Synchronization of delay-coupled nonlinear oscillators: an approach based on the stability analysis of synchronized equilibria.

Science.gov (United States)

Michiels, Wim; Nijmeijer, Henk

2009-09-01

We consider the synchronization problem of an arbitrary number of coupled nonlinear oscillators with delays in the interconnections. The network topology is described by a directed graph. Unlike the conventional approach of deriving directly sufficient synchronization conditions, the approach of the paper starts from an exact stability analysis in a (gain, delay) parameter space of a synchronized equilibrium and extracts insights from an analysis of its bifurcations and from the corresponding emerging behavior. Instrumental to this analysis a factorization of the characteristic equation is employed that not only facilitates the analysis and reduces computational cost but also allows to determine the precise role of the individual agents and the topology of the network in the (in)stability mechanisms. The study provides an algorithm to perform a stability and bifurcation analysis of synchronized equilibria. Furthermore, it reveals fundamental limitations to synchronization and it explains under which conditions on the topology of the network and on the characteristics of the coupling the systems are expected to synchronize. In the second part of the paper the results are applied to coupled Lorenz systems. The main results show that for sufficiently large coupling gains, delay-coupled Lorenz systems exhibit a generic behavior that does not depend on the number of systems and the topology of the network, as long as some basic assumptions are satisfied, including the strong connectivity of the graph. Here the linearized stability analysis is strengthened by a nonlinear stability analysis which confirms the predictions based on the linearized stability and bifurcation analysis. This illustrates the usefulness of the exact linearized analysis in a situation where a direct nonlinear stability analysis is not possible or where it yields conservative conditions from which it is hard to get qualitative insights in the synchronization mechanisms and their scaling properties

A robust combination approach for short-term wind speed forecasting and analysis – Combination of the ARIMA (Autoregressive Integrated Moving Average), ELM (Extreme Learning Machine), SVM (Support Vector Machine) and LSSVM (Least Square SVM) forecasts using a GPR (Gaussian Process Regression) model

International Nuclear Information System (INIS)

Wang, Jianzhou; Hu, Jianming

2015-01-01

With the increasing importance of wind power as a component of power systems, the problems induced by the stochastic and intermittent nature of wind speed have compelled system operators and researchers to search for more reliable techniques to forecast wind speed. This paper proposes a combination model for probabilistic short-term wind speed forecasting. In this proposed hybrid approach, EWT (Empirical Wavelet Transform) is employed to extract meaningful information from a wind speed series by designing an appropriate wavelet filter bank. The GPR (Gaussian Process Regression) model is utilized to combine independent forecasts generated by various forecasting engines (ARIMA (Autoregressive Integrated Moving Average), ELM (Extreme Learning Machine), SVM (Support Vector Machine) and LSSVM (Least Square SVM)) in a nonlinear way rather than the commonly used linear way. The proposed approach provides more probabilistic information for wind speed predictions besides improving the forecasting accuracy for single-value predictions. The effectiveness of the proposed approach is demonstrated with wind speed data from two wind farms in China. The results indicate that the individual forecasting engines do not consistently forecast short-term wind speed for the two sites, and the proposed combination method can generate a more reliable and accurate forecast. - Highlights: • The proposed approach can make probabilistic modeling for wind speed series. • The proposed approach adapts to the time-varying characteristic of the wind speed. • The hybrid approach can extract the meaningful components from the wind speed series. • The proposed method can generate adaptive, reliable and more accurate forecasting results. • The proposed model combines four independent forecasting engines in a nonlinear way.

Nonlinear Optical Terahertz Technology

Data.gov (United States)

National Aeronautics and Space Administration — We develop a new approach to generation of THz radiation. Our method relies on mixing two optical frequency beams in a nonlinear crystalline Whispering Gallery Mode...

A finite element model for nonlinear shells of revolution

International Nuclear Information System (INIS)

Cook, W.A.

1979-01-01

A shell-of-revolution model was developed to analyze impact problems associated with the safety analysis of nuclear material shipping containers. The nonlinear shell theory presented by Eric Reissner in 1972 was used to develop our model. Reissner's approach includes transverse shear deformation and moments turning about the middle surface normal. With these features, this approach is valid for both thin and thick shells. His theory is formulated in terms of strain and stress resultants that refer to the undeformed geometry. This nonlinear shell model is developed using the virtual work principle associated with Reissner's equilibrium equations. First, the virtual work principle is modified for incremental loading; then it is linearized by assuming that the nonlinear portions of the strains are known. By iteration, equilibrium is then approximated for each increment. A benefit of this approach is that this iteration process makes it possible to use nonlinear material properties. (orig.)

Toward Customer-Centric Organizational Science: A Common Language Effect Size Indicator for Multiple Linear Regressions and Regressions With Higher-Order Terms.

Science.gov (United States)

Krasikova, Dina V; Le, Huy; Bachura, Eric

2018-01-22

To address a long-standing concern regarding a gap between organizational science and practice, scholars called for more intuitive and meaningful ways of communicating research results to users of academic research. In this article, we develop a common language effect size index (CLβ) that can help translate research results to practice. We demonstrate how CLβ can be computed and used to interpret the effects of continuous and categorical predictors in multiple linear regression models. We also elaborate on how the proposed CLβ index is computed and used to interpret interactions and nonlinear effects in regression models. In addition, we test the robustness of the proposed index to violations of normality and provide means for computing standard errors and constructing confidence intervals around its estimates. (PsycINFO Database Record (c) 2018 APA, all rights reserved).

Variable Structure Disturbance Rejection Control for Nonlinear Uncertain Systems with State and Control Delays via Optimal Sliding Mode Surface Approach

Directory of Open Access Journals (Sweden)

Jing Lei

2013-01-01

Full Text Available The paper considers the problem of variable structure control for nonlinear systems with uncertainty and time delays under persistent disturbance by using the optimal sliding mode surface approach. Through functional transformation, the original time-delay system is transformed into a delay-free one. The approximating sequence method is applied to solve the nonlinear optimal sliding mode surface problem which is reduced to a linear two-point boundary value problem of approximating sequences. The optimal sliding mode surface is obtained from the convergent solutions by solving a Riccati equation, a Sylvester equation, and the state and adjoint vector differential equations of approximating sequences. Then, the variable structure disturbance rejection control is presented by adopting an exponential trending law, where the state and control memory terms are designed to compensate the state and control delays, a feedforward control term is designed to reject the disturbance, and an adjoint compensator is designed to compensate the effects generated by the nonlinearity and the uncertainty. Furthermore, an observer is constructed to make the feedforward term physically realizable, and thus the dynamical observer-based dynamical variable structure disturbance rejection control law is produced. Finally, simulations are demonstrated to verify the effectiveness of the presented controller and the simplicity of the proposed approach.

Nonlinear gravitons and curved twistor theory

International Nuclear Information System (INIS)

Penrose, R.

1976-01-01

A new approach to the quantization of general relativity is suggested in which a state consisting of just one graviton can be described, but in a way which involves both the curvature and nonlinearities of Einstein's theory. It is felt that this approach can be justified solely on its own merits but it also receives striking encouragement from another direction: a surprising mathematical result enables one to construct the general such nonlinear gravitation state from a curved twistor space, the construction being given in terms of one arbitrary holomorphic function of three complex variables. In this way, the approach fits naturally into the general twistor program for the description of quantized fields. (U.K.)

Fuzzy model-based servo and model following control for nonlinear systems.

Science.gov (United States)

Ohtake, Hiroshi; Tanaka, Kazuo; Wang, Hua O

2009-12-01

This correspondence presents servo and nonlinear model following controls for a class of nonlinear systems using the Takagi-Sugeno fuzzy model-based control approach. First, the construction method of the augmented fuzzy system for continuous-time nonlinear systems is proposed by differentiating the original nonlinear system. Second, the dynamic fuzzy servo controller and the dynamic fuzzy model following controller, which can make outputs of the nonlinear system converge to target points and to outputs of the reference system, respectively, are introduced. Finally, the servo and model following controller design conditions are given in terms of linear matrix inequalities. Design examples illustrate the utility of this approach.

Variational approaches to conservation laws for a nonlinear ...

African Journals Online (AJOL)

The conservation laws of a nonlinear evolution equation of time dependent variable coefficients of damping and dispersion is studied. The equation under consideration is not derivable from a variational principle which means that one cannot appeal to the Noether theorem to determine the conservation laws. We utilize the ...

Inverse Tasks In The Tsunami Problem: Nonlinear Regression With Inaccurate Input Data

Science.gov (United States)

Lavrentiev, M.; Shchemel, A.; Simonov, K.

A variant of modified training functional that allows considering inaccurate input data is suggested. A limiting case when a part of input data is completely undefined, and, therefore, a problem of reconstruction of hidden parameters should be solved, is also considered. Some numerical experiments are presented. It is assumed that a dependence of known output variables on known input ones should be found is the classic problem definition, which is widely used in the majority of neural nets algorithms. The quality of approximation is evaluated as a performance function. Often the error of the task is evaluated as squared distance between known input data and predicted data multiplied by weighed coefficients. These coefficients may be named "precision coefficients". When inputs are not known exactly, natural generalization of performance function is adding member that responsible for distance between known inputs and shifted inputs, which lessen model's error. It is desirable that the set of variable parameters is compact for training to be con- verging. In the above problem it is possible to choose variants of demands of a priori compactness, which allow meaningful interpretation in the smoothness of the model dependence. Two kinds of regularization was used, first limited squares of coefficients responsible for nonlinearity and second limited multiplication of the above coeffi- cients and linear coefficients. Asymptotic universality of neural net ability to approxi- mate various smooth functions with any accuracy by increase of the number of tunable parameters is often the base for selecting a type of neural net approximation. It is pos- sible to show that used neural net will approach to Fourier integral transform, which approximate abilities are known, with increasing of the number of tunable parameters. In the limiting case, when input data is set with zero precision, the problem of recon- struction of hidden parameters with observed output data appears. The

Effective-medium theory for nonlinear magneto-optics in magnetic granular alloys: cubic nonlinearity

Energy Technology Data Exchange (ETDEWEB)

Granovsky, Alexander B. E-mail: granov@magn.ru; Kuzmichov, Michail V.; Clerc, J.-P.; Inoue, Mitsuteru

2003-03-01

We propose a simple effective-medium approach for calculating the effective dielectric function of a magnetic metal-insulator granular alloy in which there is a weakly nonlinear relation between electric displacement D and electric field E for both constituent materials of the form D{sub i}={epsilon}{sub i}{sup (0)}E{sub i} +{chi}{sub i}{sup (3)}|E{sub i}|{sup 2}E{sub i}. We assume that linear {epsilon}{sub i}{sup (0)} and cubic nonlinear {chi}{sub i}{sup (3)} dielectric functions are diagonal and linear with magnetization non-diagonal components. For such metal-insulator composite magneto-optical effects depend on a light intensity and the effective cubic dielectric function {chi}{sub eff}{sup (3)} can be significantly greater (up to 10{sup 3} times) than that for constituent materials. The calculation scheme is based on the Bergman and Stroud-Hui theory of nonlinear optical properties of granular matter. The giant cubic magneto-optical nonlinearity is found for composites with metallic volume fraction close to the percolation threshold and at a resonance of optical conductivity. It is shown that a composite may exhibit nonlinear magneto-optics even when both constituent materials have no cubic magneto-optical nonlinearity.

Nonlinear model predictive control of a wave energy converter based on differential flatness parameterisation

Science.gov (United States)

Li, Guang

2017-01-01

This paper presents a fast constrained optimization approach, which is tailored for nonlinear model predictive control of wave energy converters (WEC). The advantage of this approach relies on its exploitation of the differential flatness of the WEC model. This can reduce the dimension of the resulting nonlinear programming problem (NLP) derived from the continuous constrained optimal control of WEC using pseudospectral method. The alleviation of computational burden using this approach helps to promote an economic implementation of nonlinear model predictive control strategy for WEC control problems. The method is applicable to nonlinear WEC models, nonconvex objective functions and nonlinear constraints, which are commonly encountered in WEC control problems. Numerical simulations demonstrate the efficacy of this approach.

Development of hybrid genetic-algorithm-based neural networks using regression trees for modeling air quality inside a public transportation bus.

Science.gov (United States)

Kadiyala, Akhil; Kaur, Devinder; Kumar, Ashok

2013-02-01

The present study developed a novel approach to modeling indoor air quality (IAQ) of a public transportation bus by the development of hybrid genetic-algorithm-based neural networks (also known as evolutionary neural networks) with input variables optimized from using the regression trees, referred as the GART approach. This study validated the applicability of the GART modeling approach in solving complex nonlinear systems by accurately predicting the monitored contaminants of carbon dioxide (CO2), carbon monoxide (CO), nitric oxide (NO), sulfur dioxide (SO2), 0.3-0.4 microm sized particle numbers, 0.4-0.5 microm sized particle numbers, particulate matter (PM) concentrations less than 1.0 microm (PM10), and PM concentrations less than 2.5 microm (PM2.5) inside a public transportation bus operating on 20% grade biodiesel in Toledo, OH. First, the important variables affecting each monitored in-bus contaminant were determined using regression trees. Second, the analysis of variance was used as a complimentary sensitivity analysis to the regression tree results to determine a subset of statistically significant variables affecting each monitored in-bus contaminant. Finally, the identified subsets of statistically significant variables were used as inputs to develop three artificial neural network (ANN) models. The models developed were regression tree-based back-propagation network (BPN-RT), regression tree-based radial basis function network (RBFN-RT), and GART models. Performance measures were used to validate the predictive capacity of the developed IAQ models. The results from this approach were compared with the results obtained from using a theoretical approach and a generalized practicable approach to modeling IAQ that included the consideration of additional independent variables when developing the aforementioned ANN models. The hybrid GART models were able to capture majority of the variance in the monitored in-bus contaminants. The genetic

Regression analysis of growth responses to water depth in three wetland plant species

DEFF Research Database (Denmark)

Sorrell, Brian K; Tanner, Chris C; Brix, Hans

2012-01-01

depths from 0 – 0.5 m. Morphological and growth responses to depth were followed for 54 days before harvest, and then analysed by repeated measures analysis of covariance, and non-linear and quantile regression analysis (QRA), to compare flooding tolerances. Principal results Growth responses to depth...

Nonlinear Krylov acceleration of reacting flow codes

Energy Technology Data Exchange (ETDEWEB)

Kumar, S.; Rawat, R.; Smith, P.; Pernice, M. [Univ. of Utah, Salt Lake City, UT (United States)

1996-12-31

We are working on computational simulations of three-dimensional reactive flows in applications encompassing a broad range of chemical engineering problems. Examples of such processes are coal (pulverized and fluidized bed) and gas combustion, petroleum processing (cracking), and metallurgical operations such as smelting. These simulations involve an interplay of various physical and chemical factors such as fluid dynamics with turbulence, convective and radiative heat transfer, multiphase effects such as fluid-particle and particle-particle interactions, and chemical reaction. The governing equations resulting from modeling these processes are highly nonlinear and strongly coupled, thereby rendering their solution by traditional iterative methods (such as nonlinear line Gauss-Seidel methods) very difficult and sometimes impossible. Hence we are exploring the use of nonlinear Krylov techniques (such as CMRES and Bi-CGSTAB) to accelerate and stabilize the existing solver. This strategy allows us to take advantage of the problem-definition capabilities of the existing solver. The overall approach amounts to using the SIMPLE (Semi-Implicit Method for Pressure-Linked Equations) method and its variants as nonlinear preconditioners for the nonlinear Krylov method. We have also adapted a backtracking approach for inexact Newton methods to damp the Newton step in the nonlinear Krylov method. This will be a report on work in progress. Preliminary results with nonlinear GMRES have been very encouraging: in many cases the number of line Gauss-Seidel sweeps has been reduced by about a factor of 5, and increased robustness of the underlying solver has also been observed.

Functional data analysis of generalized regression quantiles

KAUST Repository

Guo, Mengmeng; Zhou, Lan; Huang, Jianhua Z.; Hä rdle, Wolfgang Karl

2013-01-01

Generalized regression quantiles, including the conditional quantiles and expectiles as special cases, are useful alternatives to the conditional means for characterizing a conditional distribution, especially when the interest lies in the tails. We develop a functional data analysis approach to jointly estimate a family of generalized regression quantiles. Our approach assumes that the generalized regression quantiles share some common features that can be summarized by a small number of principal component functions. The principal component functions are modeled as splines and are estimated by minimizing a penalized asymmetric loss measure. An iterative least asymmetrically weighted squares algorithm is developed for computation. While separate estimation of individual generalized regression quantiles usually suffers from large variability due to lack of sufficient data, by borrowing strength across data sets, our joint estimation approach significantly improves the estimation efficiency, which is demonstrated in a simulation study. The proposed method is applied to data from 159 weather stations in China to obtain the generalized quantile curves of the volatility of the temperature at these stations. © 2013 Springer Science+Business Media New York.

Functional data analysis of generalized regression quantiles

KAUST Repository

Guo, Mengmeng

2013-11-05

Generalized regression quantiles, including the conditional quantiles and expectiles as special cases, are useful alternatives to the conditional means for characterizing a conditional distribution, especially when the interest lies in the tails. We develop a functional data analysis approach to jointly estimate a family of generalized regression quantiles. Our approach assumes that the generalized regression quantiles share some common features that can be summarized by a small number of principal component functions. The principal component functions are modeled as splines and are estimated by minimizing a penalized asymmetric loss measure. An iterative least asymmetrically weighted squares algorithm is developed for computation. While separate estimation of individual generalized regression quantiles usually suffers from large variability due to lack of sufficient data, by borrowing strength across data sets, our joint estimation approach significantly improves the estimation efficiency, which is demonstrated in a simulation study. The proposed method is applied to data from 159 weather stations in China to obtain the generalized quantile curves of the volatility of the temperature at these stations. © 2013 Springer Science+Business Media New York.

Identifying Interacting Genetic Variations by Fish-Swarm Logic Regression

Science.gov (United States)

Yang, Aiyuan; Yan, Chunxia; Zhu, Feng; Zhao, Zhongmeng; Cao, Zhi

2013-01-01

Understanding associations between genotypes and complex traits is a fundamental problem in human genetics. A major open problem in mapping phenotypes is that of identifying a set of interacting genetic variants, which might contribute to complex traits. Logic regression (LR) is a powerful multivariant association tool. Several LR-based approaches have been successfully applied to different datasets. However, these approaches are not adequate with regard to accuracy and efficiency. In this paper, we propose a new LR-based approach, called fish-swarm logic regression (FSLR), which improves the logic regression process by incorporating swarm optimization. In our approach, a school of fish agents are conducted in parallel. Each fish agent holds a regression model, while the school searches for better models through various preset behaviors. A swarm algorithm improves the accuracy and the efficiency by speeding up the convergence and preventing it from dropping into local optimums. We apply our approach on a real screening dataset and a series of simulation scenarios. Compared to three existing LR-based approaches, our approach outperforms them by having lower type I and type II error rates, being able to identify more preset causal sites, and performing at faster speeds. PMID:23984382

Identifying Interacting Genetic Variations by Fish-Swarm Logic Regression

Directory of Open Access Journals (Sweden)

Xuanping Zhang

2013-01-01

Full Text Available Understanding associations between genotypes and complex traits is a fundamental problem in human genetics. A major open problem in mapping phenotypes is that of identifying a set of interacting genetic variants, which might contribute to complex traits. Logic regression (LR is a powerful multivariant association tool. Several LR-based approaches have been successfully applied to different datasets. However, these approaches are not adequate with regard to accuracy and efficiency. In this paper, we propose a new LR-based approach, called fish-swarm logic regression (FSLR, which improves the logic regression process by incorporating swarm optimization. In our approach, a school of fish agents are conducted in parallel. Each fish agent holds a regression model, while the school searches for better models through various preset behaviors. A swarm algorithm improves the accuracy and the efficiency by speeding up the convergence and preventing it from dropping into local optimums. We apply our approach on a real screening dataset and a series of simulation scenarios. Compared to three existing LR-based approaches, our approach outperforms them by having lower type I and type II error rates, being able to identify more preset causal sites, and performing at faster speeds.

Prediction of modified Mercalli intensity from PGA, PGV, moment magnitude, and epicentral distance using several nonlinear statistical algorithms

Science.gov (United States)

Alvarez, Diego A.; Hurtado, Jorge E.; Bedoya-Ruíz, Daniel Alveiro

2012-07-01

Despite technological advances in seismic instrumentation, the assessment of the intensity of an earthquake using an observational scale as given, for example, by the modified Mercalli intensity scale is highly useful for practical purposes. In order to link the qualitative numbers extracted from the acceleration record of an earthquake and other instrumental data such as peak ground velocity, epicentral distance, and moment magnitude on the one hand and the modified Mercalli intensity scale on the other, simple statistical regression has been generally employed. In this paper, we will employ three methods of nonlinear regression, namely support vector regression, multilayer perceptrons, and genetic programming in order to find a functional dependence between the instrumental records and the modified Mercalli intensity scale. The proposed methods predict the intensity of an earthquake while dealing with nonlinearity and the noise inherent to the data. The nonlinear regressions with good estimation results have been performed using the "Did You Feel It?" database of the US Geological Survey and the database of the Center for Engineering Strong Motion Data for the California region.