Random orthogonal matrix simulation

This paper introduces a method for simulating multivariate samples that have exact means, covariances, skewness and kurtosis. We introduce a new class of rectangular orthogonal matrix which is fundamental to the methodology and we call these matrices L matrices. They may be deterministic, parametric or data specific in nature. The target moments determine the L matrix then infinitely many random samples with the same exact moments may be generated by multiplying the L matrix by arbitrary random orthogonal matrices. This methodology is thus termed “ROM simulation”. Considering certain elementary types of random orthogonal matrices we demonstrate that they generate samples with different characteristics. ROM simulation has applications to many problems that are resolved using standard Monte Carlo methods. But no parametric assumptions are required (unless parametric L matrices are used) so there is no sampling error caused by the discrete approximation of a continuous distribution, which is a major source of error in standard Monte Carlo simulations. For illustration, we apply ROM simulation to determine the value-at-risk of a stock portfolio.

An introduction to radial basis functions for system identification: a comparison with other neural network methods

A look is taken at the use of radial basis functions (RBFs), for nonlinear system identification. RBFs are firstly considered in detail themselves and are subsequently compared with a multi-layered perceptron (MLP), in terms of performance and usage.

Belowground biomass functions and expansion factors in high elevation Norway spruce

Biomass allocation to above- and belowground compartments in trees is thought to be affected by growth conditions. To assess the strength of such influences, we sampled six Norway spruce forest stands growing at higher altitudes. Within these stands, we randomly selected a total of 77 Norway spruce trees and measured volume and biomass of stem, above- and belowground stump and all roots over 0.5 cm diameter. A comparison of our observations with models parameterised for lower altitudes shows that models developed for specific conditions may be applicable to other locations. Using our observations, we developed biomass functions (BF) and biomass conversion and expansion factors (BCEF) linking belowground biomass to stem parameters. While both BF and BCEF are accurate in belowground biomass predictions, using BCEF appears more promising as such factors can be readily used with existing forest inventory data to obtain estimates of belowground biomass stock. As an example, we show how BF and BCEF developed for individual trees can be used to estimate belowground biomass at the stand level. In combination with existing aboveground models, our observations can be used to quantify total standing biomass of high altitude Norway spruce stands.

Wiener System identification using B-spline functions with De Boor recursion

A simple and effective algorithm is introduced for the system identification of Wiener system based on the observational input/output data. The B-spline neural network is used to approximate the nonlinear static function in the Wiener system. We incorporate the Gauss-Newton algorithm with De Boor algorithm (both curve and the first order derivatives) for the parameter estimation of the Wiener model, together with the use of a parameter initialization scheme. The efficacy of the proposed approach is demonstrated using an illustrative example.

Asymptotic expansions for Taylor coefficients of the composition of two functions

We give an asymptotic expansion for the Taylor coe±cients of L(P(z)) where L(z) is analytic in the open unit disc whose Taylor coe±cients vary `smoothly' and P(z) is a probability generating function. We show how this result applies to a variety of problems, amongst them obtaining the asymptotics of Bernoulli transforms and weighted renewal sequences.

Biomass functions and expansion factors in young Norway spruce (Picea abies [L.] Karst) trees

Roots, stems, branches and needles of 160 Norway spruce trees younger than 10 years were sampled in seven forest stands in central Slovakia in order to establish their biomassfunctions (BFs) and biomassexpansionfactors (BEFs). We tested three models for each biomass pool based on the stem base diameter, tree height and the two parameters combined. BEF values decreased for all spruce components with increasing height and diameter, which was most evident in very young trees under 1 m in height. In older trees, the values of BEFs did tend to stabilise at the height of 3–4 m. We subsequently used the BEFs to calculate dry biomass of the stands based on average stem base diameter and tree height. Total stand biomass grew with increasing age of the stands from about 1.0 Mg ha−1 at 1.5 years to 44.3 Mg ha−1 at 9.5 years. The proportion of stem and branch biomass was found to increase with age, while that of needles was fairly constant and the proportion of root biomass did decrease as the stands grew older.

Application of cylindrical distribution functions to wide-angle X-ray scattering from oriented polymers

A systematic approach is presented for obtaining cylindrical distribution functions (CDF's) of noncrystalline polymers which have been oriented by extension. The scattering patterns and CDF's are also sharpened by the method proposed by Deas and by Ruland. Data from atactic poly(methyl methacrylate) and polystyrene are analysed by these techniques. The methods could also be usefully applied to liquid crystals.

A tutorial on pseudospectral methods for computational optimal control

[English] This paper is a tutorial introduction to pseudospectral optimal control. With pseudospectral methods, a function is approximated as a linear combination of smooth basis functions, which are often chosen to be Legendre or Chebyshev polynomials. Collocation of the differential-algebraic equations is performed at orthogonal collocation points, which are selected to yield interpolation of high accuracy. Pseudospectral methods directly discretize the original optimal control problem to recast it into a nonlinear programming format. A numerical optimizer is then employed to find approximate local optimal solutions. The paper also briefly describes the functionality and implementation of PSOPT, an open source software package written in C++ that employs pseudospectral discretization methods to solve multi-phase optimal control problems. The software implements the Legendre and Chebyshev pseudospectral methods, and it has useful features such as automatic differentiation, sparsity detection, and automatic scaling. The use of pseudospectral methods is illustrated in two problems taken from the literature on computational optimal control. [Portuguese] Este artigo e um tutorial introdutorio sobre controle otimo pseudo-espectral. Em metodos pseudo-espectrais, uma funcao e aproximada como uma combinacao linear de funcoes de base suaves, tipicamente escolhidas como polinomios de Legendre ou Chebyshev. A colocacao de equacoes algebrico-diferenciais e realizada em pontos de colocacao ortogonal, que sao selecionados de modo a minimizar o erro de interpolacao. Metodos pseudoespectrais discretizam o problema de controle otimo original de modo a converte-lo em um problema de programa cao nao-linear. Um otimizador numerico e entao empregado para obter solucoes localmente otimas. Este artigo tambem descreve sucintamente a funcionalidade e a implementacao de um pacote computacional de codigo aberto escrito em C++ chamado PSOPT. Tal pacote emprega metodos de discretizacao pseudo-spectrais para resolver problemas de controle otimo com multiplas fase. O PSOPT permite a utilizacao de metodos de Legendre ou Chebyshev, e possui caractersticas uteis tais como diferenciacao automatica, deteccao de esparsidade e escalonamento automatico. O uso de metodos pseudo-espectrais e ilustrado em dois problemas retirados da literatura de controle otimo computacional.

System identification of Wiener systems with B-spline functions using De Boor recursion

In this article a simple and effective algorithm is introduced for the system identification of the Wiener system using observational input/output data. The nonlinear static function in the Wiener system is modelled using a B-spline neural network. The Gauss–Newton algorithm is combined with De Boor algorithm (both curve and the first order derivatives) for the parameter estimation of the Wiener model, together with the use of a parameter initialisation scheme. Numerical examples are utilised to demonstrate the efficacy of the proposed approach.

An elastic net orthogonal forward regression algorithm

In this paper we propose an efficient two-level model identification method for a large class of linear-in-the-parameters models from the observational data. A new elastic net orthogonal forward regression (ENOFR) algorithm is employed at the lower level to carry out simultaneous model selection and elastic net parameter estimation. The two regularization parameters in the elastic net are optimized using a particle swarm optimization (PSO) algorithm at the upper level by minimizing the leave one out (LOO) mean square error (LOOMSE). Illustrative examples are included to demonstrate the effectiveness of the new approaches.