Robust identification for linear-in-the-parameters models

In this paper new robust nonlinear model construction algorithms for a large class of linear-in-the-parameters models are introduced to enhance model robustness, including three algorithms using combined A- or D-optimality or PRESS statistic (Predicted REsidual Sum of Squares) with regularised orthogonal least squares algorithm respectively. A common characteristic of these algorithms is that the inherent computation efficiency associated with the orthogonalisation scheme in orthogonal least squares or regularised orthogonal least squares has been extended such that the new algorithms are computationally efficient. A numerical example is included to demonstrate effectiveness of the algorithms. Copyright (C) 2003 IFAC.

Comparing tube models for predicting the linear rheology of branched polymer melts

The hierarchical and "bob" (or branch-on-branch) models are tube-based computational models recently developed for predicting the linear rheology of general mixtures of polydisperse branched polymers. These two models are based on a similar tube-theory framework but differ in their numerical implementation and details of relaxation mechanisms. We present a detailed overview of the similarities and differences of these models and examine the effects of these differences on the predictions of the linear viscoelastic properties of a set of representative branched polymer samples in order to give a general picture of the performance of these models. Our analysis confirms that the hierarchical and bob models quantitatively predict the linear rheology of a wide range of branched polymer melts but also indicate that there is still no unique solution to cover all types of branched polymers without case-by-case adjustment of parameters such as the dilution exponent alpha and the factor p(2) which defines the hopping distance of a branch point relative to the tube diameter. An updated version of the hierarchical model, which shows improved computational efficiency and refined relaxation mechanisms, is introduced and used in these analyses.

Linear-wavelet models for non-linear identification applied to a pressure plant

A nonlinear regression structure comprising a wavelet network and a linear term is proposed for system identification. The theoretical foundation of the approach is laid by proving that radial wavelets are orthogonal to linear functions. A constructive procedure for building such models is described and the approach is tested with experimental data.

Linear-wavelet models applied to the identification of a two-link manipulator

This paper shows that a wavelet network and a linear term can be advantageously combined for the purpose of non linear system identification. The theoretical foundation of this approach is laid by proving that radial wavelets are orthogonal to linear functions. A constructive procedure for building such nonlinear regression structures, termed linear-wavelet models, is described. For illustration, sim ulation data are used to identify a model for a two-link robotic manipulator. The results show that the introduction of wavelets does improve the prediction ability of a linear model.

Linear-wavelet models for system identification

A model structure comprising a wavelet network and a linear term is proposed for nonlinear system identification. It is shown that under certain conditions wavelets are orthogonal to linear functions and, as a result, the two parts of the model can be identified separately. The linear-wavelet model is compared to a standard wavelet network using data from a simulated fermentation process. The results show that the linear-wavelet model yields a smaller modelling error when compared to a wavelet network using the same number of regressors.

Modeling data with structural and temporal correlation using lower level and higher level multilevel models

Novel imaging techniques are playing an increasingly important role in drug development, providing insight into the mechanism of action of new chemical entities. The data sets obtained by these methods can be large with complex inter-relationships, but the most appropriate statistical analysis for handling this data is often uncertain - precisely because of the exploratory nature of the way the data are collected. We present an example from a clinical trial using magnetic resonance imaging to assess changes in atherosclerotic plaques following treatment with a tool compound with established clinical benefit. We compared two specific approaches to handle the correlations due to physical location and repeated measurements: two-level and four-level multilevel models. The two methods identified similar structural variables, but higher level multilevel models had the advantage of explaining a greater proportion of variation, and the modeling assumptions appeared to be better satisfied.

Superensembles of linear viscoelastic models of polymer melts

The idea of incorporating multiple models of linear rheology into a superensemble, to forge a consensus forecast from the individual model predictions, is investigated. The relative importance of the individual models in the so-called multimodel superensemble (MMSE) was inferred by evaluating their performance on a set of experimental training data, via nonlinear regression. The predictive ability of the MMSE model was tested by comparing its predictions on test data that were similar (in-sample) and dissimilar (out-of-sample) to the training data used in the calibration. For the in-sample forecasts, we found that the MMSE model easily outperformed the best constituent model. The presence of good individual models greatly enhanced the MMSE forecast, while the presence of some bad models in the superensemble also improved the MMSE forecast modestly. While the performance of the MMSE model on the out-of-sample training data was not as spectacular, it demonstrated the robustness of this approach.

Linear viscoelasticity from molecular dynamics simulation of entangled polymers

The linear viscoelastic (LVE) spectrum is one of the primary fingerprints of polymer solutions and melts, carrying information about most relaxation processes in the system. Many single chain theories and models start with predicting the LVE spectrum to validate their assumptions. However, until now, no reliable linear stress relaxation data were available from simulations of multichain systems. In this work, we propose a new efficient way to calculate a wide variety of correlation functions and mean-square displacements during simulations without significant additional CPU cost. Using this method, we calculate stress−stress autocorrelation functions for a simple bead−spring model of polymer melt for a wide range of chain lengths, densities, temperatures, and chain stiffnesses. The obtained stress−stress autocorrelation functions were compared with the single chain slip−spring model in order to obtain entanglement related parameters, such as the plateau modulus or the molecular weight between entanglements. Then, the dependence of the plateau modulus on the packing length is discussed. We have also identified three different contributions to the stress relaxation:  bond length relaxation, colloidal and polymeric. Their dependence on the density and the temperature is demonstrated for short unentangled systems without inertia.

Impact of mass lumping on gravity and Rossby waves in 2D finite-element shallow-water models

The goal of this study is to evaluate the effect of mass lumping on the dispersion properties of four finite-element velocity/surface-elevation pairs that are used to approximate the linear shallow-water equations. For each pair, the dispersion relation, obtained using the mass lumping technique, is computed and analysed for both gravity and Rossby waves. The dispersion relations are compared with those obtained for the consistent schemes (without lumping) and the continuous case. The P0-P1, RT0 and P-P1 pairs are shown to preserve good dispersive properties when the mass matrix is lumped. Test problems to simulate fast gravity and slow Rossby waves are in good agreement with the analytical results.

On the energetics of stratified turbulent mixing, irreversible thermodynamics, Boussinesq models and the ocean heat engine controversy

In this paper, the available potential energy (APE) framework of Winters et al. (J. Fluid Mech., vol. 289, 1995, p. 115) is extended to the fully compressible Navier– Stokes equations, with the aims of clarifying (i) the nature of the energy conversions taking place in turbulent thermally stratified fluids; and (ii) the role of surface buoyancy fluxes in the Munk & Wunsch (Deep-Sea Res., vol. 45, 1998, p. 1977) constraint on the mechanical energy sources of stirring required to maintain diapycnal mixing in the oceans. The new framework reveals that the observed turbulent rate of increase in the background gravitational potential energy GPEr , commonly thought to occur at the expense of the diffusively dissipated APE, actually occurs at the expense of internal energy, as in the laminar case. The APE dissipated by molecular diffusion, on the other hand, is found to be converted into internal energy (IE), similar to the viscously dissipated kinetic energy KE. Turbulent stirring, therefore, does not introduce a new APE/GPEr mechanical-to-mechanical energy conversion, but simply enhances the existing IE/GPEr conversion rate, in addition to enhancing the viscous dissipation and the entropy production rates. This, in turn, implies that molecular diffusion contributes to the dissipation of the available mechanical energy ME =APE +KE, along with viscous dissipation. This result has important implications for the interpretation of the concepts of mixing efficiency γmixing and flux Richardson number Rf , for which new physically based definitions are proposed and contrasted with previous definitions. The new framework allows for a more rigorous and general re-derivation from the first principles of Munk & Wunsch (1998, hereafter MW98)’s constraint, also valid for a non-Boussinesq ocean: G(KE) ≈ 1 − ξ Rf ξ Rf Wr, forcing = 1 + (1 − ξ )γmixing ξ γmixing Wr, forcing , where G(KE) is the work rate done by the mechanical forcing, Wr, forcing is the rate of loss of GPEr due to high-latitude cooling and ξ is a nonlinearity parameter such that ξ =1 for a linear equation of state (as considered by MW98), but ξ <1 otherwise. The most important result is that G(APE), the work rate done by the surface buoyancy fluxes, must be numerically as large as Wr, forcing and, therefore, as important as the mechanical forcing in stirring and driving the oceans. As a consequence, the overall mixing efficiency of the oceans is likely to be larger than the value γmixing =0.2 presently used, thereby possibly eliminating the apparent shortfall in mechanical stirring energy that results from using γmixing =0.2 in the above formula.

A comparison of diatom phosphorus transfer functions and export coefficient models as tools for reconstructing lake nutrient histories

1. We compared the baseline phosphorus (P) concentrations inferred by diatom-P transfer functions and export coefficient models at 62 lakes in Great Britain to assess whether the techniques produce similar estimates of historical nutrient status. 2. There was a strong linear relationship between the two sets of values over the whole total P (TP) gradient (2-200 mu g TP L-1). However, a systematic bias was observed with the diatom model producing the higher values in 46 lakes (of which values differed by more than 10 mu g TP L-1 in 21). The export coefficient model gave the higher values in 10 lakes (of which the values differed by more than 10 mu g TP L-1 in only 4). 3. The difference between baseline and present-day TP concentrations was calculated to compare the extent of eutrophication inferred by the two sets of model output. There was generally poor agreement between the amounts of change estimated by the two approaches. The discrepancy in both the baseline values and the degree of change inferred by the models was greatest in the shallow and more productive sites. 4. Both approaches were applied to two lakes in the English Lake District where long-term P data exist, to assess how well the models track measured P concentrations since approximately 1850. There was good agreement between the pre-enrichment TP concentrations generated by the models. The diatom model paralleled the steeper rise in maximum soluble reactive P (SRP) more closely than the gradual increase in annual mean TP in both lakes. The export coefficient model produced a closer fit to observed annual mean TP concentrations for both sites, tracking the changes in total external nutrient loading. 5. A combined approach is recommended, with the diatom model employed to reflect the nature and timing of the in-lake response to changes in nutrient loading, and the export coefficient model used to establish the origins and extent of changes in the external load and to assess potential reduction in loading under different management scenarios. 6. However, caution must be exercised when applying these models to shallow lakes where the export coefficient model TP estimate will not include internal P loading from lake sediments and where the diatom TP inferences may over-estimate TP concentrations because of the high abundance of benthic taxa, many of which are poor indicators of trophic state.

Bayesian estimation and selection of nonlinear vector error correction models: The case of the sugar-ethanol-oil nexus in Brazil

Nonlinear adjustment toward long-run price equilibrium relationships in the sugar-ethanol-oil nexus in Brazil is examined. We develop generalized bivariate error correction models that allow for cointegration between sugar, ethanol, and oil prices, where dynamic adjustments are potentially nonlinear functions of the disequilibrium errors. A range of models are estimated using Bayesian Monte Carlo Markov Chain algorithms and compared using Bayesian model selection methods. The results suggest that the long-run drivers of Brazilian sugar prices are oil prices and that there are nonlinearities in the adjustment processes of sugar and ethanol prices to oil price but linear adjustment between ethanol and sugar prices.