Automatic nonlinear predictive model-construction algorithm using forward regression and the PRESS statistic

An automatic nonlinear predictive model-construction algorithm is introduced based on forward regression and the predicted-residual-sums-of-squares (PRESS) statistic. The proposed algorithm is based on the fundamental concept of evaluating a model's generalisation capability through crossvalidation. This is achieved by using the PRESS statistic as a cost function to optimise model structure. In particular, the proposed algorithm is developed with the aim of achieving computational efficiency, such that the computational effort, which would usually be extensive in the computation of the PRESS statistic, is reduced or minimised. The computation of PRESS is simplified by avoiding a matrix inversion through the use of the orthogonalisation procedure inherent in forward regression, and is further reduced significantly by the introduction of a forward-recursive formula. Based on the properties of the PRESS statistic, the proposed algorithm can achieve a fully automated procedure without resort to any other validation data set for iterative model evaluation. Numerical examples are used to demonstrate the efficacy of the algorithm.

Case studies to demonstrate the range of applications of the Southampton Hand Assessment Procedure

The Southampton Hand Assessment Procedure (SHAP) was devised to assess quantitatively the functional range of injured and healthy adult hands. It was designed to be a practical tool for use in a busy clinical setting; thus, it was made simple to use and easy to interpret. This paper describes four examples of its use: before and after a surgical procedure, to observe the impact of an injury, use with prostheses, and during recovery following a fracture. The cases show that the SHAP is capable of monitoring progress and recovery, identifying functional abilities in prosthetic hands and comparing the capabilities of different groups of injuries.

The impact of the state of the troposphere on the response to stratospheric heating in a simplified GCM

Previous studies have made use of simplified general circulation models (sGCMs) to investigate the atmospheric response to various forcings. In particular, several studies have investigated the tropospheric response to changes in stratospheric temperature. This is potentially relevant for many climate forcings. Here the impact of changing the tropospheric climatology on the modeled response to perturbations in stratospheric temperature is investigated by the introduction of topography into the model and altering the tropospheric jet structure. The results highlight the need for very long integrations so as to determine accurately the magnitude of response. It is found that introducing topography into the model and thus removing the zonally symmetric nature of the model’s boundary conditions reduces the magnitude of response to stratospheric heating. However, this reduction is of comparable size to the variability in the magnitude of response between different ensemble members of the same 5000-day experiment. Investigations into the impact of varying tropospheric jet structure reveal a trend with lower-latitude/narrower jets having a much larger magnitude response to stratospheric heating than higher-latitude/wider jets. The jet structures that respond more strongly to stratospheric heating also exhibit longer time scale variability in their control run simulations, consistent with the idea that a feedback between the eddies and the mean flow is both responsible for the persistence of the control run variability and important in producing the tropospheric response to stratospheric temperature perturbations.

Simplified recursive identifier for ARMA processes

Symmetrical behaviour of the covariance matrix and the positive-definite criterion are used to simplify identification of single-input/single-output systems using recursive least squares. Simulation results are obtained and these are compared with ordinary recursive least squares. The adaptive nature of the identifier is verified by varying the system parameters on convergence.

Simplified parameter adaptive control

A simple parameter adaptive controller design methodology is introduced in which steady-state servo tracking properties provide the major control objective. This is achieved without cancellation of process zeros and hence the underlying design can be applied to non-minimum phase systems. As with other self-tuning algorithms, the design (user specified) polynomials of the proposed algorithm define the performance capabilities of the resulting controller. However, with the appropriate definition of these polynomials, the synthesis technique can be shown to admit different adaptive control strategies, e.g. self-tuning PID and self-tuning pole-placement controllers. The algorithm can therefore be thought of as an embodiment of other self-tuning design techniques. The performances of some of the resulting controllers are illustrated using simulation examples and the on-line application to an experimental apparatus.

A simplified mathematical model for urban microclimate simulation

Techniques for modelling urban microclimates and urban block surfaces temperatures are desired by urban planners and architects for strategic urban designs at the early design stages. This paper introduces a simplified mathematical model for urban simulations (UMsim) including urban surfaces temperatures and microclimates. The nodal network model has been developed by integrating coupled thermal and airflow model. Direct solar radiation, diffuse radiation, reflected radiation, long-wave radiation, heat convection in air and heat transfer in the exterior walls and ground within the complex have been taken into account. The relevant equations have been solved using the finite difference method under the Matlab platform. Comparisons have been conducted between the data produced from the simulation and that from an urban experimental study carried out in a real architectural complex on the campus of Chongqing University, China in July 2005 and January 2006. The results show a satisfactory agreement between the two sets of data. The UMsim can be used to simulate the microclimates, in particular the surface temperatures of urban blocks, therefore it can be used to assess the impact of urban surfaces properties on urban microclimates. The UMsim will be able to produce robust data and images of urban environments for sustainable urban design.

Optimal control of nonlinear systems represented by differential algebraic equations

An iterative procedure is described for solving nonlinear optimal control problems subject to differential algebraic equations. The procedure iterates on an integrated modified simplified model based problem with parameter updating in such a manner that the correct solution of the original nonlinear problem is achieved.

Simplified PID self-tuning controller for robotic manipulators

The paper describes a self-tuning adaptive PID controller suitable for use in the control of robotic manipulators. The scheme employs a simple recursive estimator which reduces the computational effort to an acceptable level for many applications in robotics.

A simplified pricing model for volatility futures

We develop a general model to price VIX futures contracts. The model is adapted to test both the constant elasticity of variance (CEV) and the Cox–Ingersoll–Ross formulations, with and without jumps. Empirical tests on VIX futures prices provide out-of-sample estimates within 2% of the actual futures price for almost all futures maturities. We show that although jumps are present in the data, the models with jumps do not typically outperform the others; in particular, we demonstrate the important benefits of the CEV feature in pricing futures contracts. We conclude by examining errors in the model relative to the VIX characteristics

A simplified, high-yield synthesis, and crystal structure of [tris{bis(2,4,6-triisopropylphenyl)tin}]

The species [{Sn(C2H2iPr3-2,4,6)2}3] has been obtained in a simple, essentially quantitative, synthesis from SnCl2 and ArLi in diethyl ether at low temperature. The crystal structure analysis confirms the trimeric nature of the molecular units but reveals some unusual features. The crystal contains the unusual feature of an asymmetric unit that consists of three units of [{SnAr2}3] in P21/c; the molecular unit is a scalene triangle, showing high consistency between the three molecules, in contrast to analogous trimeric species of silicon or germanium. The SnSn bonds are lengthened (average value 2.942 Å) owing to steric crowding.