9 resultados para dynamic factor models

em Universitat de Girona, Spain


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The performance of a model-based diagnosis system could be affected by several uncertainty sources, such as,model errors,uncertainty in measurements, and disturbances. This uncertainty can be handled by mean of interval models.The aim of this thesis is to propose a methodology for fault detection, isolation and identification based on interval models. The methodology includes some algorithms to obtain in an automatic way the symbolic expression of the residual generators enhancing the structural isolability of the faults, in order to design the fault detection tests. These algorithms are based on the structural model of the system. The stages of fault detection, isolation, and identification are stated as constraint satisfaction problems in continuous domains and solved by means of interval based consistency techniques. The qualitative fault isolation is enhanced by a reasoning in which the signs of the symptoms are derived from analytical redundancy relations or bond graph models of the system. An initial and empirical analysis regarding the differences between interval-based and statistical-based techniques is presented in this thesis. The performance and efficiency of the contributions are illustrated through several application examples, covering different levels of complexity.

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This thesis presents population dynamics models that can be applied to predict the rate of spread of the Neolithic transition (change from hunter-gathering to farming economics) across the European continent, which took place about 9000 to 5000 years ago. The first models in this thesis provide predictions at a continental scale. We develop population dynamics models with explicit kernels and apply realistic data. We also derive a new time-delayed reaction-diffusion equation which yields speeds about a 10% slower than previous models. We also deal with a regional variability: the slowdown of the Neolithic front when reaching the North of Europe. We develop simple reaction-diffusion models that can predict the measured speeds in terms of the non-homogeneous distribution of pre-Neolithic (Mesolithic) population in Europe, which were present in higher densities at the North of the continent. Such models can explain the observed speeds.

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Hydrogeological research usually includes some statistical studies devised to elucidate mean background state, characterise relationships among different hydrochemical parameters, and show the influence of human activities. These goals are achieved either by means of a statistical approach or by mixing models between end-members. Compositional data analysis has proved to be effective with the first approach, but there is no commonly accepted solution to the end-member problem in a compositional framework. We present here a possible solution based on factor analysis of compositions illustrated with a case study. We find two factors on the compositional bi-plot fitting two non-centered orthogonal axes to the most representative variables. Each one of these axes defines a subcomposition, grouping those variables that lay nearest to it. With each subcomposition a log-contrast is computed and rewritten as an equilibrium equation. These two factors can be interpreted as the isometric log-ratio coordinates (ilr) of three hidden components, that can be plotted in a ternary diagram. These hidden components might be interpreted as end-members. We have analysed 14 molarities in 31 sampling stations all along the Llobregat River and its tributaries, with a monthly measure during two years. We have obtained a bi-plot with a 57% of explained total variance, from which we have extracted two factors: factor G, reflecting geological background enhanced by potash mining; and factor A, essentially controlled by urban and/or farming wastewater. Graphical representation of these two factors allows us to identify three extreme samples, corresponding to pristine waters, potash mining influence and urban sewage influence. To confirm this, we have available analysis of diffused and widespread point sources identified in the area: springs, potash mining lixiviates, sewage, and fertilisers. Each one of these sources shows a clear link with one of the extreme samples, except fertilisers due to the heterogeneity of their composition. This approach is a useful tool to distinguish end-members, and characterise them, an issue generally difficult to solve. It is worth note that the end-member composition cannot be fully estimated but only characterised through log-ratio relationships among components. Moreover, the influence of each endmember in a given sample must be evaluated in relative terms of the other samples. These limitations are intrinsic to the relative nature of compositional data

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Several methods have been suggested to estimate non-linear models with interaction terms in the presence of measurement error. Structural equation models eliminate measurement error bias, but require large samples. Ordinary least squares regression on summated scales, regression on factor scores and partial least squares are appropriate for small samples but do not correct measurement error bias. Two stage least squares regression does correct measurement error bias but the results strongly depend on the instrumental variable choice. This article discusses the old disattenuated regression method as an alternative for correcting measurement error in small samples. The method is extended to the case of interaction terms and is illustrated on a model that examines the interaction effect of innovation and style of use of budgets on business performance. Alternative reliability estimates that can be used to disattenuate the estimates are discussed. A comparison is made with the alternative methods. Methods that do not correct for measurement error bias perform very similarly and considerably worse than disattenuated regression

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In the context of the digital business ecosystems, small organizations cooperate between them in order to achieve common goals or offer new services for expanding their markets. There are different approaches for these cooperation models such as virtual enterprises, virtual organizations or dynamic electronic institutions which in their lifecycle have in common a dissolution phase. However this phase has not been studied deeply in the current literature and it lacks formalization. In this paper a first approach for achieving and managing the dissolution phase is proposed, as well as a CBR process in order to support it in a multi-agent system

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The paper discusses maintenance challenges of organisations with a huge number of devices and proposes the use of probabilistic models to assist monitoring and maintenance planning. The proposal assumes connectivity of instruments to report relevant features for monitoring. Also, the existence of enough historical registers with diagnosed breakdowns is required to make probabilistic models reliable and useful for predictive maintenance strategies based on them. Regular Markov models based on estimated failure and repair rates are proposed to calculate the availability of the instruments and Dynamic Bayesian Networks are proposed to model cause-effect relationships to trigger predictive maintenance services based on the influence between observed features and previously documented diagnostics

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Applicaciò d'un model de hydrodinàmica i de qualitat de l'aigua als embassaments de Sau i Boadella

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Se ha estudiado la dinámica del fitoplancton en las lagunas costeras de Aiguamolls de l'Empordà. El fitoplancton esta sujeto principalmente al control "bottom-up", la variabilidad hidrológica y la disponibilidad de nutrientes tienen una mayor influencia en la composición y distribución de tamaños del fitoplancton, que el zooplancton. La concentración de materia orgánica disuelta es el factor ambiental más correlacionado con el crecimiento de la biomasa fitoplanctónica. Dada la proximidad entre las lagunas costeras y el mar, donde la ocurrencia de Proliferaciones de Algas Nocivas es cada vez más frecuente, se realizan un inventario general de las especies más abundantes del fitoplancton y se llevan a cabo análisis extensivos de la toxicidad. La mayoría de especies de dinoflagelados encontradas son potencialmente nocivas. Hay pocas especies en común entre el mar y las lagunas, sin embargo, existen especies productoras de PANs características de los ambientes lagunares.

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Els models matemàtics quantitatius són simplificacions de la realitat i per tant el comportament obtingut per simulació d'aquests models difereix dels reals. L'ús de models quantitatius complexes no és una solució perquè en la majoria dels casos hi ha alguna incertesa en el sistema real que no pot ser representada amb aquests models. Una forma de representar aquesta incertesa és mitjançant models qualitatius o semiqualitatius. Un model d'aquest tipus de fet representa un conjunt de models. La simulació del comportament de models quantitatius genera una trajectòria en el temps per a cada variable de sortida. Aquest no pot ser el resultat de la simulació d'un conjunt de models. Una forma de representar el comportament en aquest cas és mitjançant envolupants. L'envolupant exacta és complete, és a dir, inclou tots els possibles comportaments del model, i correcta, és a dir, tots els punts dins de l'envolupant pertanyen a la sortida de, com a mínim, una instància del model. La generació d'una envolupant així normalment és una tasca molt dura que es pot abordar, per exemple, mitjançant algorismes d'optimització global o comprovació de consistència. Per aquesta raó, en molts casos s'obtenen aproximacions a l'envolupant exacta. Una aproximació completa però no correcta a l'envolupant exacta és una envolupant sobredimensionada, mentre que una envolupant correcta però no completa és subdimensionada. Aquestes propietats s'han estudiat per diferents simuladors per a sistemes incerts.