123 resultados para dynamic factor models

em Queensland University of Technology - ePrints Archive


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In this work a biomechanical model is used for simulation of muscle forces necessary to maintain the posture in a car seat under different support conditions.

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Many model-based investigation techniques, such as sensitivity analysis, optimization, and statistical inference, require a large number of model evaluations to be performed at different input and/or parameter values. This limits the application of these techniques to models that can be implemented in computationally efficient computer codes. Emulators, by providing efficient interpolation between outputs of deterministic simulation models, can considerably extend the field of applicability of such computationally demanding techniques. So far, the dominant techniques for developing emulators have been priors in the form of Gaussian stochastic processes (GASP) that were conditioned with a design data set of inputs and corresponding model outputs. In the context of dynamic models, this approach has two essential disadvantages: (i) these emulators do not consider our knowledge of the structure of the model, and (ii) they run into numerical difficulties if there are a large number of closely spaced input points as is often the case in the time dimension of dynamic models. To address both of these problems, a new concept of developing emulators for dynamic models is proposed. This concept is based on a prior that combines a simplified linear state space model of the temporal evolution of the dynamic model with Gaussian stochastic processes for the innovation terms as functions of model parameters and/or inputs. These innovation terms are intended to correct the error of the linear model at each output step. Conditioning this prior to the design data set is done by Kalman smoothing. This leads to an efficient emulator that, due to the consideration of our knowledge about dominant mechanisms built into the simulation model, can be expected to outperform purely statistical emulators at least in cases in which the design data set is small. The feasibility and potential difficulties of the proposed approach are demonstrated by the application to a simple hydrological model.

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Confirmatory factor analyses were conducted to evaluate the factorial validity of the Toronto Alexithymia Scale in an alcohol-dependent sample. Several factor models were examined, but all models were rejected given their poor fit. A revision of the TAS-20 in alcohol-dependent populations may be needed.

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Many industrial processes and systems can be modelled mathematically by a set of Partial Differential Equations (PDEs). Finding a solution to such a PDF model is essential for system design, simulation, and process control purpose. However, major difficulties appear when solving PDEs with singularity. Traditional numerical methods, such as finite difference, finite element, and polynomial based orthogonal collocation, not only have limitations to fully capture the process dynamics but also demand enormous computation power due to the large number of elements or mesh points for accommodation of sharp variations. To tackle this challenging problem, wavelet based approaches and high resolution methods have been recently developed with successful applications to a fixedbed adsorption column model. Our investigation has shown that recent advances in wavelet based approaches and high resolution methods have the potential to be adopted for solving more complicated dynamic system models. This chapter will highlight the successful applications of these new methods in solving complex models of simulated-moving-bed (SMB) chromatographic processes. A SMB process is a distributed parameter system and can be mathematically described by a set of partial/ordinary differential equations and algebraic equations. These equations are highly coupled; experience wave propagations with steep front, and require significant numerical effort to solve. To demonstrate the numerical computing power of the wavelet based approaches and high resolution methods, a single column chromatographic process modelled by a Transport-Dispersive-Equilibrium linear model is investigated first. Numerical solutions from the upwind-1 finite difference, wavelet-collocation, and high resolution methods are evaluated by quantitative comparisons with the analytical solution for a range of Peclet numbers. After that, the advantages of the wavelet based approaches and high resolution methods are further demonstrated through applications to a dynamic SMB model for an enantiomers separation process. This research has revealed that for a PDE system with a low Peclet number, all existing numerical methods work well, but the upwind finite difference method consumes the most time for the same degree of accuracy of the numerical solution. The high resolution method provides an accurate numerical solution for a PDE system with a medium Peclet number. The wavelet collocation method is capable of catching up steep changes in the solution, and thus can be used for solving PDE models with high singularity. For the complex SMB system models under consideration, both the wavelet based approaches and high resolution methods are good candidates in terms of computation demand and prediction accuracy on the steep front. The high resolution methods have shown better stability in achieving steady state in the specific case studied in this Chapter.

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Rail steel bridges are vulnerable to high impact forces due to the passage of trains; unfortunately the determination of these transient impact forces is not straightforward as these are affected by a large number of parameters, including the wagon design, the wheel-rail contact and the design parameters of the bridge deck and track, as well as the operational parameters – wheel load and speed. To determine these impact forces, a detailed rail train-track/bridge dynamic interaction model has been developed, which includes a comprehensive train model using multi-body dynamics approach and a flexible track/bridge model using Euler– Bernoulli beam theory. Single and multi-span bridges have been modelled to examine their dynamic characteristics. From the single span bridge, the train critical speed is determined; the minimum distance of two peak loadings is found to affect the train critical speed. The impact factor and the dynamic characteristics are discussed.

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BACKGROUND CONTEXT: The Neck Disability Index frequently is used to measure outcomes of the neck. The statistical rigor of the Neck Disability Index has been assessed with conflicting outcomes. To date, Confirmatory Factor Analysis of the Neck Disability Index has not been reported for a suitably large population study. Because the Neck Disability Index is not a condition-specific measure of neck function, initial Confirmatory Factor Analysis should consider problematic neck patients as a homogenous group. PURPOSE: We sought to analyze the factor structure of the Neck Disability Index through Confirmatory Factor Analysis in a symptomatic, homogeneous, neck population, with respect to pooled populations and gender subgroups. STUDY DESIGN: This was a secondary analysis of pooled data. PATIENT SAMPLE: A total of 1,278 symptomatic neck patients (67.5% female, median age 41 years), 803 nonspecific and 475 with whiplash-associated disorder. OUTCOME MEASURES: The Neck Disability Index was used to measure outcomes. METHODS: We analyzed pooled baseline data from six independent studies of patients with neck problems who completed Neck Disability Index questionnaires at baseline. The Confirmatory Factor Analysis was considered in three scenarios: the full sample and separate sexes. Models were compared empirically for best fit. RESULTS: Two-factor models have good psychometric properties across both the pooled and sex subgroups. However, according to these analyses, the one-factor solution is preferable from both a statistical perspective and parsimony. The two-factor model was close to significant for the male subgroup (p<.07) where questions separated into constructs of mental function (pain, reading headaches and concentration) and physical function (personal care, lifting, work, driving, sleep, and recreation). CONCLUSIONS: The Neck Disability Index demonstrated a one-factor structure when analyzed by Confirmatory Factor Analysis in a pooled, homogenous sample of neck problem patients. However, a two-factor model did approach significance for male subjects where questions separated into constructs of mental and physical function. Further investigations in different conditions, subgroup and sex-specific populations are warranted.

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This thesis was a step forward in improving the stability of power systems by applying new control and modelling techniques. The developed methods use the data obtained from voltage angle measurement devices which are synchronized with GPS signals to stabilize the system and avoid system-wide blackouts in the event of severe faults. New approaches were developed in this research for identifying and estimating reduced dynamic system models using phasor measurement units. The main goal of this research is achieved by integrating the developed methods to obtain a feasible wide-area control system for stabilizing the power systems.

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Objective Psychotic-like experiences (PLEs) are common, and are markers of poor mental health. This study examined the internal structure of a screening test, the Community Assessment of Psychic Experiences-Positive scale (CAPE-P) in a young Australian sample. Method A cross-sectional online survey, which included the CAPE-P, was completed by 1610 university students aged between 18 and 25 years. Confirmatory factor analyses compared 1-, 4-, and 5-factor models, and examined effects of omitting selected items. Results A 3-factor model, omitting items on magical thinking, grandiosity, paranormal beliefs and a cross-loading item produced the best fit. The resultant 15-item CAPE (CAPE-P15) had three subscales - Persecutory Ideation, Perceptual Abnormalities and Bizarre Experiences, all with high levels of internal consistency. Conclusion The CAPE-P15 shows promise as a measure of positive, psychosis-like experiences, but further validation of this measure is required in community samples.

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Multidimensional data are getting increasing attention from researchers for creating better recommender systems in recent years. Additional metadata provides algorithms with more details for better understanding the interaction between users and items. While neighbourhood-based Collaborative Filtering (CF) approaches and latent factor models tackle this task in various ways effectively, they only utilize different partial structures of data. In this paper, we seek to delve into different types of relations in data and to understand the interaction between users and items more holistically. We propose a generic multidimensional CF fusion approach for top-N item recommendations. The proposed approach is capable of incorporating not only localized relations of user-user and item-item but also latent interaction between all dimensions of the data. Experimental results show significant improvements by the proposed approach in terms of recommendation accuracy.

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Cycloidal drives are compact, high-ratio gear transmission systems used in a wide range of mechanical applications from conveyor drives to articulated robots. This research hypothesises that these drives can be successfully applied in dynamic loading situations and thereby focuses on the understanding of differences between static and dynamic loading conditions where load varies with time. New methods of studying the behaviour of these drives under static and dynamic loading circumstances were developed, leading to novel understanding and knowledge. A new model was developed to facilitate research and development on Cycloidal drives with potential benefits for manufacturing, robotics and mechanical-process-industries worldwide.

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Internationally there is a growing interest in the mental wellbeing of young people. However, it is unclear whether mental wellbeing is best conceptualized as a general wellbeing factor or a multidimensional construct. This paper investigated whether mental wellbeing, measured by the Mental Health Continuum-Short Form (MHC-SF), is best represented by: (1) a single-factor general model; (2) a three-factor multidimensional model or (3) a combination of both (bifactor model). 2,220 young Australians aged between 16 and 25 years completed an online survey including the MHC-SF and a range of other wellbeing and mental ill-health measures. Exploratory factor analysis supported a bifactor solution, comprised of a general wellbeing factor, and specific group factors of psychological, social and emotional wellbeing. Confirmatory factor analysis indicated that the bifactor model had a better fit than competing single and three-factor models. The MHC-SF total score was more strongly associated with other wellbeing and mental ill-health measures than the social, emotional or psychological subscale scores. Findings indicate that the mental wellbeing of young people is best conceptualized as an overarching latent construct (general wellbeing) to which emotional, social and psychological domains contribute. The MHC-SF total score is a valid and reliable measure of this general wellbeing factor.

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The term structure of interest rates is often summarized using a handful of yield factors that capture shifts in the shape of the yield curve. In this paper, we develop a comprehensive model for volatility dynamics in the level, slope, and curvature of the yield curve that simultaneously includes level and GARCH effects along with regime shifts. We show that the level of the short rate is useful in modeling the volatility of the three yield factors and that there are significant GARCH effects present even after including a level effect. Further, we find that allowing for regime shifts in the factor volatilities dramatically improves the model’s fit and strengthens the level effect. We also show that a regime-switching model with level and GARCH effects provides the best out-of-sample forecasting performance of yield volatility. We argue that the auxiliary models often used to estimate term structure models with simulation-based estimation techniques should be consistent with the main features of the yield curve that are identified by our model.