21 resultados para Log-linear model


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This work addresses the solution to the problem of robust model predictive control (MPC) of systems with model uncertainty. The case of zone control of multi-variable stable systems with multiple time delays is considered. The usual approach of dealing with this kind of problem is through the inclusion of non-linear cost constraint in the control problem. The control action is then obtained at each sampling time as the solution to a non-linear programming (NLP) problem that for high-order systems can be computationally expensive. Here, the robust MPC problem is formulated as a linear matrix inequality problem that can be solved in real time with a fraction of the computer effort. The proposed approach is compared with the conventional robust MPC and tested through the simulation of a reactor system of the process industry.

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The log-Burr XII regression model for grouped survival data is evaluated in the presence of many ties. The methodology for grouped survival data is based on life tables, where the times are grouped in k intervals, and we fit discrete lifetime regression models to the data. The model parameters are estimated by maximum likelihood and jackknife methods. To detect influential observations in the proposed model, diagnostic measures based on case deletion, so-called global influence, and influence measures based on small perturbations in the data or in the model, referred to as local influence, are used. In addition to these measures, the total local influence and influential estimates are also used. We conduct Monte Carlo simulation studies to assess the finite sample behavior of the maximum likelihood estimators of the proposed model for grouped survival. A real data set is analyzed using a regression model for grouped data.

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This paper introduces a skewed log-Birnbaum-Saunders regression model based on the skewed sinh-normal distribution proposed by Leiva et al. [A skewed sinh-normal distribution and its properties and application to air pollution, Comm. Statist. Theory Methods 39 (2010), pp. 426-443]. Some influence methods, such as the local influence and generalized leverage, are presented. Additionally, we derived the normal curvatures of local influence under some perturbation schemes. An empirical application to a real data set is presented in order to illustrate the usefulness of the proposed model.

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For the first time, we introduce a generalized form of the exponentiated generalized gamma distribution [Cordeiro et al. The exponentiated generalized gamma distribution with application to lifetime data, J. Statist. Comput. Simul. 81 (2011), pp. 827-842.] that is the baseline for the log-exponentiated generalized gamma regression model. The new distribution can accommodate increasing, decreasing, bathtub- and unimodal-shaped hazard functions. A second advantage is that it includes classical distributions reported in the lifetime literature as special cases. We obtain explicit expressions for the moments of the baseline distribution of the new regression model. The proposed model can be applied to censored data since it includes as sub-models several widely known regression models. It therefore can be used more effectively in the analysis of survival data. We obtain maximum likelihood estimates for the model parameters by considering censored data. We show that our extended regression model is very useful by means of two applications to real data.

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This paper addresses the numerical solution of random crack propagation problems using the coupling boundary element method (BEM) and reliability algorithms. Crack propagation phenomenon is efficiently modelled using BEM, due to its mesh reduction features. The BEM model is based on the dual BEM formulation, in which singular and hyper-singular integral equations are adopted to construct the system of algebraic equations. Two reliability algorithms are coupled with BEM model. The first is the well known response surface method, in which local, adaptive polynomial approximations of the mechanical response are constructed in search of the design point. Different experiment designs and adaptive schemes are considered. The alternative approach direct coupling, in which the limit state function remains implicit and its gradients are calculated directly from the numerical mechanical response, is also considered. The performance of both coupling methods is compared in application to some crack propagation problems. The investigation shows that direct coupling scheme converged for all problems studied, irrespective of the problem nonlinearity. The computational cost of direct coupling has shown to be a fraction of the cost of response surface solutions, regardless of experiment design or adaptive scheme considered. (C) 2012 Elsevier Ltd. All rights reserved.

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In this paper, we propose a random intercept Poisson model in which the random effect is assumed to follow a generalized log-gamma (GLG) distribution. This random effect accommodates (or captures) the overdispersion in the counts and induces within-cluster correlation. We derive the first two moments for the marginal distribution as well as the intraclass correlation. Even though numerical integration methods are, in general, required for deriving the marginal models, we obtain the multivariate negative binomial model from a particular parameter setting of the hierarchical model. An iterative process is derived for obtaining the maximum likelihood estimates for the parameters in the multivariate negative binomial model. Residual analysis is proposed and two applications with real data are given for illustration. (C) 2011 Elsevier B.V. All rights reserved.