Bayesian Analysis for Nonlinear Regression Model Under Skewed Errors, with Application in Growth Curves

We have considered a Bayesian approach for the nonlinear regression model by replacing the normal distribution on the error term by some skewed distributions, which account for both skewness and heavy tails or skewness alone. The type of data considered in this paper concerns repeated measurements taken in time on a set of individuals. Such multiple observations on the same individual generally produce serially correlated outcomes. Thus, additionally, our model does allow for a correlation between observations made from the same individual. We have illustrated the procedure using a data set to study the growth curves of a clinic measurement of a group of pregnant women from an obstetrics clinic in Santiago, Chile. Parameter estimation and prediction were carried out using appropriate posterior simulation schemes based in Markov Chain Monte Carlo methods. Besides the deviance information criterion (DIC) and the conditional predictive ordinate (CPO), we suggest the use of proper scoring rules based on the posterior predictive distribution for comparing models. For our data set, all these criteria chose the skew-t model as the best model for the errors. These DIC and CPO criteria are also validated, for the model proposed here, through a simulation study. As a conclusion of this study, the DIC criterion is not trustful for this kind of complex model.

Simplified Mathematical Model for an Anaerobic Sequencing Batch Biofilm Reactor Treating Lipid-Rich Wastewater Subject to Rising Organic Loading Rates

This study proposes a simplified mathematical model to describe the processes occurring in an anaerobic sequencing batch biofilm reactor (ASBBR) treating lipid-rich wastewater. The reactor, subjected to rising organic loading rates, contained biomass immobilized cubic polyurethane foam matrices, and was operated at 32 degrees C +/- 2 degrees C, using 24-h batch cycles. In the adaptation period, the reactor was fed with synthetic substrate for 46 days and was operated without agitation. Whereas agitation was raised to 500 rpm, the organic loading rate (OLR) rose from 0.3 g chemical oxygen demand (COD) . L(-1) . day(-1) to 1.2 g COD . L(-1) . day(-1). The ASBBR was fed fat-rich wastewater (dairy wastewater), in an operation period lasting for 116 days, during which four operational conditions (OCs) were tested: 1.1 +/- 0.2 g COD . L(-1) . day(-1) (OC1), 4.5 +/- 0.4 g COD . L(-1) . day(-1) (OC2), 8.0 +/- 0.8 g COD . L(-1) . day(-1) (OC3), and 12.1 +/- 2.4 g COD . L(-1) . day(-1) (OC4). The bicarbonate alkalinity (BA)/COD supplementation ratio was 1:1 at OC1, 1:2 at OC2, and 1:3 at OC3 and OC4. Total COD removal efficiencies were higher than 90%, with a constant production of bicarbonate alkalinity, in all OCs tested. After the process reached stability, temporal profiles of substrate consumption were obtained. Based on these experimental data a simplified first-order model was fit, making possible the inference of kinetic parameters. A simplified mathematical model correlating soluble COD with volatile fatty acids (VFA) was also proposed, and through it the consumption rates of intermediate products as propionic and acetic acid were inferred. Results showed that the microbial consortium worked properly and high efficiencies were obtained, even with high initial substrate concentrations, which led to the accumulation of intermediate metabolites and caused low specific consumption rates.

Deterministic mathematical model for the prediction of the as-cast macrostructure

A multiphase deterministic mathematical model was implemented to predict the formation of the grain macrostructure during unidirectional solidification. The model consists of macroscopic equations of energy, mass, and species conservation coupled with dendritic growth models. A grain nucleation model based on a Gaussian distribution of nucleation undercoolings was also adopted. At some solidification conditions, the cooling curves calculated with the model showed oscillations (""wiggles""), which prevented the correct prediction of the average grain size along the structure. Numerous simulations were carried out at nucleation conditions where the oscillations are absent, enabling an assessment of the effect of the heat transfer coefficient on the average grain size and columnar-to-equiaxed transition.

Valve friction and nonlinear process model closed-loop identification

Among several process variability sources, valve friction and inadequate controller tuning are supposed to be two of the most prevalent. Friction quantification methods can be applied to the development of model-based compensators or to diagnose valves that need repair, whereas accurate process models can be used in controller retuning. This paper extends existing methods that jointly estimate the friction and process parameters, so that a nonlinear structure is adopted to represent the process model. The developed estimation algorithm is tested with three different data sources: a simulated first order plus dead time process, a hybrid setup (composed of a real valve and a simulated pH neutralization process) and from three industrial datasets corresponding to real control loops. The results demonstrate that the friction is accurately quantified, as well as ""good"" process models are estimated in several situations. Furthermore, when a nonlinear process model is considered, the proposed extension presents significant advantages: (i) greater accuracy for friction quantification and (ii) reasonable estimates of the nonlinear steady-state characteristics of the process. (C) 2010 Elsevier Ltd. All rights reserved.

A nonlinear regression model with skew-normal errors

In this paper we have discussed inference aspects of the skew-normal nonlinear regression models following both, a classical and Bayesian approach, extending the usual normal nonlinear regression models. The univariate skew-normal distribution that will be used in this work was introduced by Sahu et al. (Can J Stat 29:129-150, 2003), which is attractive because estimation of the skewness parameter does not present the same degree of difficulty as in the case with Azzalini (Scand J Stat 12:171-178, 1985) one and, moreover, it allows easy implementation of the EM-algorithm. As illustration of the proposed methodology, we consider a data set previously analyzed in the literature under normality.

Modeling, control and experimental validation of a novel actuator based on shape memory alloys

The paper presents the development of a mechanical actuator using a shape memory alloy with a cooling system based on the thermoelectric effect (Seebeck-Peltier effect). Such a method has the advantage of reduced weight and requires a simpler control strategy as compared to other forced cooling systems. A complete mathematical model of the actuator was derived, and an experimental prototype was implemented. Several experiments are used to validate the model and to identify all parameters. A robust and nonlinear controller, based on sliding-mode theory, was derived and implemented. Experiments were used to evaluate the actuator closed-loop performance, stability, and robustness properties. The results showed that the proposed cooling system and controller are able to improve the dynamic response of the actuator. (C) 2009 Elsevier Ltd. All rights reserved.

Phase-Locked Loop design applied to frequency-modulated atomic force microscope

The atomic force microscope (AFM) introduced the surface investigation with true atomic resolution. In the frequency modulation technique (FM-AFM) both the amplitude and the frequency of oscillation of the micro-cantilever must be kept constant even in the presence of tip-surface interaction forces. For that reason, the proper design of the Phase-Locked Loop (PLL) used in FM-AFM is vital to system performance. Here, the mathematical model of the FM-AFM control system is derived considering high order PLL In addition a method to design stable third-order Phase-Locked Loops is presented. (C) 2010 Elsevier B.V. All rights reserved.

Three-dimensional electrical impedance, tomography: A topology optimization approach

Electrical impedance tomography is a technique to estimate the impedance distribution within a domain, based on measurements on its boundary. In other words, given the mathematical model of the domain, its geometry and boundary conditions, a nonlinear inverse problem of estimating the electric impedance distribution can be solved. Several impedance estimation algorithms have been proposed to solve this problem. In this paper, we present a three-dimensional algorithm, based on the topology optimization method, as an alternative. A sequence of linear programming problems, allowing for constraints, is solved utilizing this method. In each iteration, the finite element method provides the electric potential field within the model of the domain. An electrode model is also proposed (thus, increasing the accuracy of the finite element results). The algorithm is tested using numerically simulated data and also experimental data, and absolute resistivity values are obtained. These results, corresponding to phantoms with two different conductive materials, exhibit relatively well-defined boundaries between them, and show that this is a practical and potentially useful technique to be applied to monitor lung aeration, including the possibility of imaging a pneumothorax.

An optimization model for antibiotic use

There is a positive correlation between the intensity of use of a given antibiotic and the prevalence of resistant strains. The more you treat, more patients infected with resistant strains appears and, as a consequence, the higher the mortality due to the infection and the longer the hospitalization time. In contrast, the less you treat, the higher the mortality rates and the longer the hospitalization time of patients infected with sensitive strains that could be successfully treated. The hypothesis proposed in this paper is an attempt to solve such a conflict: there must be an optimum treatment intensity that minimizes both the additional mortality and hospitalization time due to the infection by both sensitive and resistant bacteria strains. In order to test this hypothesis we applied a simple mathematical model that allowed us to estimate the optimum proportion of patients to be treated in order to minimize the total number of deaths and hospitalization time due to the infection in a hospital setting. (C) 2007 Elsevier Inc. All rights reserved.

A singular integro-differential equation model for dryout in LMFBR boiler tubes

A 2D steady model for the annular two-phase flow of water and steam in the steam-generating boiler pipes of a liquid metal fast breeder reactor is proposed The model is based on thin-layer lubrication theory and thin aerofoil theory. The exchange of mass between the vapour core and the liquid film due to evaporation of the liquid film is accounted for using some simple thermodynamics models, and the resultant change of phase is modelled by proposing a suitable Stefan problem Appropriate boundary conditions for the now are discussed The resulting non-lineal singular integro-differential equation for the shape of the liquid film free surface is solved both asymptotically and numerically (using some regularization techniques) Predictions for the length to the dryout point from the entry of the annular regime are made The influence of both the traction tau provided by the fast-flowing vapour core on the liquid layer and the mass transfer parameter eta on the dryout length is investigated

A hybrid heuristic for the multi-plant capacitated lot sizing problem with setup carry-over

This paper addresses the capacitated lot sizing problem (CLSP) with a single stage composed of multiple plants, items and periods with setup carry-over among the periods. The CLSP is well studied and many heuristics have been proposed to solve it. Nevertheless, few researches explored the multi-plant capacitated lot sizing problem (MPCLSP), which means that few solution methods were proposed to solve it. Furthermore, to our knowledge, no study of the MPCLSP with setup carry-over was found in the literature. This paper presents a mathematical model and a GRASP (Greedy Randomized Adaptive Search Procedure) with path relinking to the MPCLSP with setup carry-over. This solution method is an extension and adaptation of a previously adopted methodology without the setup carry-over. Computational tests showed that the improvement of the setup carry-over is significant in terms of the solution value with a low increase in computational time.

Modelagem matemática do controle de brucelose bovina por vacinação

As fêmeas bovinas, por sua importância na transmissão e na manutenção da brucelose, constituíram o alvo dos inquéritos do Programa Nacional de Controle e Erradicação da Brucelose e da Tuberculose Animal. Com base em informações obtidas em unidades federativas onde foram realizados inquéritos sorológicos e observadas prevalências de animais acima de 2%, elaborou-se um modelo para simular a dinâmica da brucelose em rebanhos bovinos formados exclusivamente por fêmeas, analisando o efeito de estratégias de vacinação. Para baixa cobertura vacinal, da ordem de 30%, o tempo para reduzir a prevalência a 2%, valor adotado como referência, pode ser longo, aproximando-se do dobro do tempo necessário para uma cobertura mais alta, de 90%. De acordo com o modelo, o tempo para reduzir a prevalência a 1% ou 2%, que permitam passar à fase de erradicação, pode chegar a uma década. Recomenda-se a intensificação do esforço para a vacinação de fêmeas, procurando atingir alta cobertura vacinal.

O arroz no varejo e os fatores que influenciam o dispêndio das famílias consumidoras

Apesar da idéia consagrada de que arroz é uma commodity e, portanto, pouco passível de diferenciação, há um grande número de produtos, com variação de tipo, classe, padrão, embalagem, marca etc. Observa-se significativa variabilidade nos preços, tanto entre diferentes marcas, fabricantes, lojas, como também para um mesmo produto, em um curto intervalo de tempo. Diante dessas constatações, questiona-se qual o efeito da estratégia de compra de arroz por parte dos consumidores sobre seus dispêndios. Este trabalho utiliza modelos matemáticos para simular o processo de decisão de compra dos consumidores com diferentes perfis de preferência, diante dos produtos nas gôndolas dos supermercados em uma cidade no estado do Rio Grande do Sul e outra em São Paulo.

Modelagem e gestão das perdas no suprimento de tomates para processamento industrial

O suprimento de tomates para processamento industrial é uma atividade relativamente complexa. Plantas industriais de larga escala necessitam de elevados volumes diários de matéria-prima. Por outro lado, há alta perecibilidade dos frutos e a colheita ainda é predominantemente manual. Um modelo matemático foi desenvolvido com o propósito de entender objetivamente o processo de suprimento de tomate e, também, vislumbrar possibilidades de sua otimização. A simulação a partir do modelo pode gerar cenários que, quando comparados com o desempenho efetivamente observado em campo, evidenciam a importância da gestão acurada, com a presença de potenciais ganhos financeiros expressivos na cadeia de suprimentos a partir da redução de tempos, perdas e custos. As perdas de produto poderiam ser reduzidas de mais de 2% para algo inferior a 1%. A menor capacidade ociosa traduzir-se-ia em um menor custo de oportunidade e aumento de receita. Para uma fábrica com um consumo de tomates de 336 mil toneladas por ano, a melhoria no suprimento de matéria-prima poderia resultar em ganhos estimados em R$ 6 milhões por ano.

Ventilation behavior in trained and untrained men during incremental test: evidence of one metabolic transition point

This study aimed to describe and compare the ventilation behavior during an incremental test utilizing three mathematical models and to compare the feature of ventilation curve fitted by the best mathematical model between aerobically trained (TR) and untrained ( UT) men. Thirty five subjects underwent a treadmill test with 1 km.h(-1) increases every minute until exhaustion. Ventilation averages of 20 seconds were plotted against time and fitted by: bi-segmental regression model (2SRM); three-segmental regression model (3SRM); and growth exponential model (GEM). Residual sum of squares (RSS) and mean square error (MSE) were calculated for each model. The correlations between peak VO2 (VO2PEAK), peak speed (Speed(PEAK)), ventilatory threshold identified by the best model (VT2SRM) and the first derivative calculated for workloads below (moderate intensity) and above (heavy intensity) VT2SRM were calculated. The RSS and MSE for GEM were significantly higher (p < 0.01) than for 2SRM and 3SRM in pooled data and in UT, but no significant difference was observed among the mathematical models in TR. In the pooled data, the first derivative of moderate intensities showed significant negative correlations with VT2SRM (r = -0.58; p < 0.01) and Speed(PEAK) (r = -0.46; p < 0.05) while the first derivative of heavy intensities showed significant negative correlation with VT2SRM (r = -0.43; p < 0.05). In UT group the first derivative of moderate intensities showed significant negative correlations with VT2SRM (r = -0.65; p < 0.05) and Speed(PEAK) (r = -0.61; p < 0.05), while the first derivative of heavy intensities showed significant negative correlation with VT2SRM (r= -0.73; p < 0.01), Speed(PEAK) (r = -0.73; p < 0.01) and VO2PEAK (r = -0.61; p < 0.05) in TR group. The ventilation behavior during incremental treadmill test tends to show only one threshold. UT subjects showed a slower ventilation increase during moderate intensities while TR subjects showed a slower ventilation increase during heavy intensities.