62 resultados para Generalized Least Squares


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The identification of nonlinear dynamic systems using linear-in-the-parameters models is studied. A fast recursive algorithm (FRA) is proposed to select both the model structure and to estimate the model parameters. Unlike orthogonal least squares (OLS) method, FRA solves the least-squares problem recursively over the model order without requiring matrix decomposition. The computational complexity of both algorithms is analyzed, along with their numerical stability. The new method is shown to require much less computational effort and is also numerically more stable than OLS.

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We present a fast and efficient hybrid algorithm for selecting exoplanetary candidates from wide-field transit surveys. Our method is based on the widely used SysRem and Box Least-Squares (BLS) algorithms. Patterns of systematic error that are common to all stars on the frame are mapped and eliminated using the SysRem algorithm. The remaining systematic errors caused by spatially localized flat-fielding and other errors are quantified using a boxcar-smoothing method. We show that the dimensions of the search-parameter space can be reduced greatly by carrying out an initial BLS search on a coarse grid of reduced dimensions, followed by Newton-Raphson refinement of the transit parameters in the vicinity of the most significant solutions. We illustrate the method's operation by applying it to data from one field of the SuperWASP survey, comprising 2300 observations of 7840 stars brighter than V = 13.0. We identify 11 likely transit candidates. We reject stars that exhibit significant ellipsoidal variations caused indicative of a stellar-mass companion. We use colours and proper motions from the Two Micron All Sky Survey and USNO-B1.0 surveys to estimate the stellar parameters and the companion radius. We find that two stars showing unambiguous transit signals pass all these tests, and so qualify for detailed high-resolution spectroscopic follow-up.

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An effective ellipsometric technique to determine parameters that characterize second-harmonic optical and magneto-optical effects in centrosymmetric media within the electric-dipole approximation is proposed and outlined in detail. The parameters, which are ratios of components of the nonlinear-surface-susceptibility tensors, are obtained from experimental data related to the state of polarization of the second-harmonic-generated radiation as a function of the angle between the plane of incidence and the polarization plane of the incident, linearly polarized, fundamental radiation. Experimental details of the technique are described. A corresponding theoretical model is given as an example for a single isotropic surface assuming polycrystalline samples. The surfaces of air-Au and air-Ni (in magnetized and demagnetized states) have been investigated ex situ in ambient air, and the results are presented. A nonlinear, least-squares-minimization fitting procedure between experimental data and theoretical formulas has been shown to yield realistic, unambiguous results for the ratios corresponding to each of the above materials. Independent methods for verifying the validity of the fitting parameters are also presented. The influence of temporal variations at the surfaces on the state of polarization (due to adsorption, contamination, or oxidation) is also illustrated for the demagnetized air-Ni surface. (C) 2005 Optical Society of America

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The analysis of chironomid taxa and environmental datasets from 46 New Zealand lakes identified temperature (February mean air temperature) and lake production (chlorophyll a (Chl a)) as the main drivers of chironomid distribution. Temperature was the strongest driver of chironomid distribution and consequently produced the most robust inference models. We present two possible temperature transfer functions from this dataset. The most robust model (weighted averaging-partial least squares (WA-PLS), n = 36) was based on a dataset with the most productive (Chl a > 10 lg l)1) lakes removed. This model produced a coefficient of determination (r2 jack) of 0.77, and a root mean squared error of prediction (RMSEPjack) of 1.31C. The Chl a transfer function (partial least squares (PLS), n = 37) was far less reliable, with an r2 jack of 0.49 and an RMSEPjack of 0.46 Log10lg l)1. Both of these transfer functions could be improved by a revision of the taxonomy for the New Zealand chironomid taxa, particularly the genus Chironomus. The Chironomus morphotype was common in high altitude, cool, oligotrophic lakes and lowland, warm, eutrophic lakes. This could reflect the widespread distribution of one eurythermic species, or the collective distribution of a number of different Chironomus species with more limited tolerances. The Chl a transfer function could also be improved by inputting mean Chl a values into the inference model rather than the spot measurements that were available for this study.

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Abstract: Raman spectroscopy has been used for the first time to predict the FA composition of unextracted adipose tissue of pork, beef, lamb, and chicken. It was found that the bulk unsaturation parameters could be predicted successfully [R-2 = 0.97, root mean square error of prediction (RMSEP) = 4.6% of 4 sigma], with cis unsaturation, which accounted for the majority of the unsaturation, giving similar correlations. The combined abundance of all measured PUFA (>= 2 double bonds per chain) was also well predicted with R-2 = 0.97 and RMSEP = 4.0% of 4 sigma. Trans unsaturation was not as well modeled (R-2 = 0.52, RMSEP = 18% of 4 sigma); this reduced prediction ability can be attributed to the low levels of trans FA found in adipose tissue (0.035 times the cis unsaturation level). For the individual FA, the average partial least squares (PLS) regression coefficient of the 18 most abundant FA (relative abundances ranging from 0.1 to 38.6% of the total FA content) was R-2 = 0.73; the average RMSEP = 11.9% of 4 sigma. Regression coefficients and prediction errors for the five most abundant FA were all better than the average value (in some cases as low as RMSEP = 4.7% of 4 sigma). Cross-correlation between the abundances of the minor FA and more abundant acids could be determined by principal component analysis methods, and the resulting groups of correlated compounds were also well-predicted using PLS. The accuracy of the prediction of individual FA was at least as good as other spectroscopic methods, and the extremely straightforward sampling method meant that very rapid analysis of samples at ambient temperature was easily achieved. This work shows that Raman profiling of hundreds of samples per day is easily achievable with an automated sampling system.

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Raman spectroscopy has been used to predict the abundance of the FA in clarified butterfat that was obtained from dairy cows fed a range of levels of rapeseed oil in their diet. Partial least squares regression of the Raman spectra against FA compositions obtained by GC showed good prediction for the five major (abundance >5%) FA with R-2=0.74-0.92 and a root mean SE of prediction (RMSEP) that was 5-7% of the mean. In general, the prediction accuracy fell with decreasing abundance in the sample, but the RMSEP was 1.25%. The Raman method has the best prediction ability for unsaturated FA (R-2=0.85-0.92), and in particular trans unsaturated FA (best-predicted FA was 18:1 tDelta9). This enhancement was attributed to the isolation of the unsaturated modes from the saturated modes and the significantly higher spectral response of unsaturated bonds compared with saturated bonds. Raman spectra of the melted butter samples could also be used to predict bulk parameters calculated from standard analyzes, such as iodine value (R-2=0.80) and solid fat content at low temperature (R-2=0.87). For solid fat contents determined at higher temperatures, the prediction ability was significantly reduced (R-2=0.42), and this decrease in performance was attributed to the smaller range of values in solid fat content at the higher temperatures. Finally, although the prediction errors for the abundances of each of the FA in a given sample are much larger with Raman than with full GC analysis, the accuracy is acceptably high for quality control applications. This, combined with the fact that Raman spectra can be obtained with no sample preparation and with 60-s data collection times, means that high-throughput, on-line Raman analysis of butter samples should be possible.

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We have performed photometric observations of nearly seven million stars with 8 <V <15 with the SuperWASP-North instrument from La Palma between 2004 May to September. Fields in the right ascension range 17-18h, yielding over 185000 stars with sufficient quality data, have been searched for transits using a modified box least-squares (BLS) algorithm. We find a total of 58 initial transiting candidates which have high signal-to-noise ratio in the BLS, show multiple transit-like dips and have passed visual inspection. Analysis of the blending and the inferred planetary radii for these candidates leave, a total of seven transiting planet candidates which pass all the tests plus four which pass the majority. We discuss the derived parameters for these candidates and their properties and comment on the implications for future transit searches.

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The use of image processing techniques to assess the performance of airport landing lighting using images of it collected from an aircraft-mounted camera is documented. In order to assess the performance of the lighting, it is necessary to uniquely identify each luminaire within an image and then track the luminaires through the entire sequence and store the relevant information for each luminaire, that is, the total number of pixels that each luminaire covers and the total grey level of these pixels. This pixel grey level can then be used for performance assessment. The authors propose a robust model-based (MB) featurematching technique by which the performance is assessed. The development of this matching technique is the key to the automated performance assessment of airport lighting. The MB matching technique utilises projective geometry in addition to accurate template of the 3D model of a landing-lighting system. The template is projected onto the image data and an optimum match found, using nonlinear least-squares optimisation. The MB matching software is compared with standard feature extraction and tracking techniques known within the community, these being the Kanade–Lucus–Tomasi (KLT) and scaleinvariant feature transform (SIFT) techniques. The new MB matching technique compares favourably with the SIFT and KLT feature-tracking alternatives. As such, it provides a solid foundation to achieve the central aim of this research which is to automatically assess the performance of airport lighting.

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This paper deals with Takagi-Sugeno (TS) fuzzy model identification of nonlinear systems using fuzzy clustering. In particular, an extended fuzzy Gustafson-Kessel (EGK) clustering algorithm, using robust competitive agglomeration (RCA), is developed for automatically constructing a TS fuzzy model from system input-output data. The EGK algorithm can automatically determine the 'optimal' number of clusters from the training data set. It is shown that the EGK approach is relatively insensitive to initialization and is less susceptible to local minima, a benefit derived from its agglomerate property. This issue is often overlooked in the current literature on nonlinear identification using conventional fuzzy clustering. Furthermore, the robust statistical concepts underlying the EGK algorithm help to alleviate the difficulty of cluster identification in the construction of a TS fuzzy model from noisy training data. A new hybrid identification strategy is then formulated, which combines the EGK algorithm with a locally weighted, least-squares method for the estimation of local sub-model parameters. The efficacy of this new approach is demonstrated through function approximation examples and also by application to the identification of an automatic voltage regulation (AVR) loop for a simulated 3 kVA laboratory micro-machine system.

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Context: The masses previously obtained for the X-ray binary 2S 0921-630 inferred a compact object that was either a high-mass neutron star or low-mass black-hole, but used a previously published value for the rotational broadening (v sin i) with large uncertainties. Aims: We aim to determine an accurate mass for the compact object through an improved measurement of the secondary star's projected equatorial rotational velocity. Methods: We have used UVES echelle spectroscopy to determine the v sin i of the secondary star (V395 Car) in the low-mass X-ray binary 2S 0921-630 by comparison to an artificially broadened spectral-type template star. In addition, we have also measured v sin i from a single high signal-to-noise ratio absorption line profile calculated using the method of Least-Squares Deconvolution (LSD). Results: We determine v sin i to lie between 31.3±0.5 km s-1 to 34.7±0.5 km s-1 (assuming zero and continuum limb darkening, respectively) in disagreement with previous results based on intermediate resolution spectroscopy obtained with the 3.6 m NTT. Using our revised v sin i value in combination with the secondary star's radial velocity gives a binary mass ratio of 0.281±0.034. Furthermore, assuming a binary inclination angle of 75° gives a compact object mass of 1.37±0.13 M_?. Conclusions: We find that using relatively low-resolution spectroscopy can result in systemic uncertainties in the measured v sin i values obtained using standard methods. We suggest the use of LSD as a secondary, reliable check of the results as LSD allows one to directly discern the shape of the absorption line profile. In the light of the new v sin i measurement, we have revised down the compact object's mass, such that it is now compatible with a canonical neutron star mass.

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This paper introduces the application of linear multivariate statistical techniques, including partial least squares (PLS), canonical correlation analysis (CCA) and reduced rank regression (RRR), into the area of Systems Biology. This new approach aims to extract the important proteins embedded in complex signal transduction pathway models.The analysis is performed on a model of intracellular signalling along the janus-associated kinases/signal transducers and transcription factors (JAK/STAT) and mitogen activated protein kinases (MAPK) signal transduction pathways in interleukin-6 (IL6) stimulated hepatocytes, which produce signal transducer and activator of transcription factor 3 (STAT3).A region of redundancy within the MAPK pathway that does not affect the STAT3 transcription was identified using CCA. This is the core finding of this analysis and cannot be obtained by inspecting the model by eye. In addition, RRR was found to isolate terms that do not significantly contribute to changes in protein concentrations, while the application of PLS does not provide such a detailed picture by virtue of its construction.This analysis has a similar objective to conventional model reduction techniques with the advantage of maintaining the meaning of the states prior to and after the reduction process. A significant model reduction is performed, with a marginal loss in accuracy, offering a more concise model while maintaining the main influencing factors on the STAT3 transcription.The findings offer a deeper understanding of the reaction terms involved, confirm the relevance of several proteins to the production of Acute Phase Proteins and complement existing findings regarding cross-talk between the two signalling pathways.

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This paper describes the application of multivariate regression techniques to the Tennessee Eastman benchmark process for modelling and fault detection. Two methods are applied : linear partial least squares, and a nonlinear variant of this procedure using a radial basis function inner relation. The performance of the RBF networks is enhanced through the use of a recently developed training algorithm which uses quasi-Newton optimization to ensure an efficient and parsimonious network; details of this algorithm can be found in this paper. The PLS and PLS/RBF methods are then used to create on-line inferential models of delayed process measurements. As these measurements relate to the final product composition, these models suggest that on-line statistical quality control analysis should be possible for this plant. The generation of `soft sensors' for these measurements has the further effect of introducing a redundant element into the system, redundancy which can then be used to generate a fault detection and isolation scheme for these sensors. This is achieved by arranging the sensors and models in a manner comparable to the dedicated estimator scheme of Clarke et al. 1975, IEEE Trans. Pero. Elect. Sys., AES-14R, 465-473. The effectiveness of this scheme is demonstrated on a series of simulated sensor and process faults, with full detection and isolation shown to be possible for sensor malfunctions, and detection feasible in the case of process faults. Suggestions for enhancing the diagnostic capacity in the latter case are covered towards the end of the paper.

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This paper proposes a new hierarchical learning structure, namely the holistic triple learning (HTL), for extending the binary support vector machine (SVM) to multi-classification problems. For an N-class problem, a HTL constructs a decision tree up to a depth of A leaf node of the decision tree is allowed to be placed with a holistic triple learning unit whose generalisation abilities are assessed and approved. Meanwhile, the remaining nodes in the decision tree each accommodate a standard binary SVM classifier. The holistic triple classifier is a regression model trained on three classes, whose training algorithm is originated from a recently proposed implementation technique, namely the least-squares support vector machine (LS-SVM). A major novelty with the holistic triple classifier is the reduced number of support vectors in the solution. For the resultant HTL-SVM, an upper bound of the generalisation error can be obtained. The time complexity of training the HTL-SVM is analysed, and is shown to be comparable to that of training the one-versus-one (1-vs.-1) SVM, particularly on small-scale datasets. Empirical studies show that the proposed HTL-SVM achieves competitive classification accuracy with a reduced number of support vectors compared to the popular 1-vs-1 alternative.

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Estimation and detection of the hemodynamic response (HDR) are of great importance in functional MRI (fMRI) data analysis. In this paper, we propose the use of three H 8 adaptive filters (finite memory, exponentially weighted, and time-varying) for accurate estimation and detection of the HDR. The H 8 approach is used because it safeguards against the worst case disturbances and makes no assumptions on the (statistical) nature of the signals [B. Hassibi and T. Kailath, in Proc. ICASSP, 1995, vol. 2, pp. 949-952; T. Ratnarajah and S. Puthusserypady, in Proc. 8th IEEE Workshop DSP, 1998, pp. 1483-1487]. Performances of the proposed techniques are compared to the conventional t-test method as well as the well-known LMSs and recursive least squares algorithms. Extensive numerical simulations show that the proposed methods result in better HDR estimations and activation detections.

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The conventional radial basis function (RBF) network optimization methods, such as orthogonal least squares or the two-stage selection, can produce a sparse network with satisfactory generalization capability. However, the RBF width, as a nonlinear parameter in the network, is not easy to determine. In the aforementioned methods, the width is always pre-determined, either by trial-and-error, or generated randomly. Furthermore, all hidden nodes share the same RBF width. This will inevitably reduce the network performance, and more RBF centres may then be needed to meet a desired modelling specification. In this paper we investigate a new two-stage construction algorithm for RBF networks. It utilizes the particle swarm optimization method to search for the optimal RBF centres and their associated widths. Although the new method needs more computation than conventional approaches, it can greatly reduce the model size and improve model generalization performance. The effectiveness of the proposed technique is confirmed by two numerical simulation examples.