A parametric model for the interval censored survival times of Acacia mangium plantation in a spacing trial

Survival times for the Acacia mangium plantation in the Segaliud Lokan Project, Sabah, East Malaysia were analysed based on 20 permanent sample plots (PSPs) established in 1988 as a spacing experiment. The PSPs were established following a complete randomized block design with five levels of spacing randomly assigned to units within four blocks at different sites. The survival times of trees in years are of interest. Since the inventories were only conducted annually, the actual survival time for each tree was not observed. Hence, the data set comprises censored survival times. Initial analysis of the survival of the Acacia mangium plantation suggested there is block by spacing interaction; a Weibull model gives a reasonable fit to the replicate survival times within each PSP; but a standard Weibull regression model is inappropriate because the shape parameter differs between PSPs. In this paper we investigate the form of the non-constant Weibull shape parameter. Parsimonious models for the Weibull survival times have been derived using maximum likelihood methods. The factor selection for the parameters is based on a backward elimination procedure. The models are compared using likelihood ratio statistics. The results suggest that both Weibull parameters depend on spacing and block.

Temporal constraints on linear BRDF model parameters

Linear models of bidirectional reflectance distribution are useful tools for understanding the angular variability of surface reflectance as observed by medium-resolution sensors such as the Moderate Resolution Imaging Spectrometer. These models are operationally used to normalize data to common view and illumination geometries and to calculate integral quantities such as albedo. Currently, to compensate for noise in observed reflectance, these models are inverted against data collected during some temporal window for which the model parameters are assumed to be constant. Despite this, the retrieved parameters are often noisy for regions where sufficient observations are not available. This paper demonstrates the use of Lagrangian multipliers to allow arbitrarily large windows and, at the same time, produce individual parameter sets for each day even for regions where only sparse observations are available.

A refined parametric model for short term load forecasting

Abstract We present a refined parametric model for forecasting electricity demand which performed particularly well in the recent Global Energy Forecasting Competition (GEFCom 2012). We begin by motivating and presenting a simple parametric model, treating the electricity demand as a function of the temperature and day of the data. We then set out a series of refinements of the model, explaining the rationale for each, and using the competition scores to demonstrate that each successive refinement step increases the accuracy of the model’s predictions. These refinements include combining models from multiple weather stations, removing outliers from the historical data, and special treatments of public holidays.

Spatial analysis of the error in a model of soil nitrogen

Models of the dynamics of nitrogen in soil (soil-N) can be used to aid the fertilizer management of a crop. The predictions of soil-N models can be validated by comparison with observed data. Validation generally involves calculating non-spatial statistics of the observations and predictions, such as their means, their mean squared-difference, and their correlation. However, when the model predictions are spatially distributed across a landscape the model requires validation with spatial statistics. There are three reasons for this: (i) the model may be more or less successful at reproducing the variance of the observations at different spatial scales; (ii) the correlation of the predictions with the observations may be different at different spatial scales; (iii) the spatial pattern of model error may be informative. In this study we used a model, parameterized with spatially variable input information about the soil, to predict the mineral-N content of soil in an arable field, and compared the results with observed data. We validated the performance of the N model spatially with a linear mixed model of the observations and model predictions, estimated by residual maximum likelihood. This novel approach allowed us to describe the joint variation of the observations and predictions as: (i) independent random variation that occurred at a fine spatial scale; (ii) correlated random variation that occurred at a coarse spatial scale; (iii) systematic variation associated with a spatial trend. The linear mixed model revealed that, in general, the performance of the N model changed depending on the spatial scale of interest. At the scales associated with random variation, the N model underestimated the variance of the observations, and the predictions were correlated poorly with the observations. At the scale of the trend, the predictions and observations shared a common surface. The spatial pattern of the error of the N model suggested that the observations were affected by the local soil condition, but this was not accounted for by the N model. In summary, the N model would be well-suited to field-scale management of soil nitrogen, but suited poorly to management at finer spatial scales. This information was not apparent with a non-spatial validation. (c),2007 Elsevier B.V. All rights reserved.

Inclusion of nonlinear demand-supply relationships within large-scale partial equilibrium linear programming models

This paper presents a new method for the inclusion of nonlinear demand and supply relationships within a linear programming model. An existing method for this purpose is described first and its shortcomings are pointed out before showing how the new approach overcomes those difficulties and how it provides a more accurate and 'smooth' (rather than a kinked) approximation of the nonlinear functions as well as dealing with equilibrium under perfect competition instead of handling just the monopolistic situation. The workings of the proposed method are illustrated by extending a previously available sectoral model for the UK agriculture.

Linkage disequilibrium assessment via log-linear modeling of SNP haplotype frequencies

Analyses of high-density single-nucleotide polymorphism (SNP) data, such as genetic mapping and linkage disequilibrium (LD) studies, require phase-known haplotypes to allow for the correlation between tightly linked loci. However, current SNP genotyping technology cannot determine phase, which must be inferred statistically. In this paper, we present a new Bayesian Markov chain Monte Carlo (MCMC) algorithm for population haplotype frequency estimation, particulary in the context of LD assessment. The novel feature of the method is the incorporation of a log-linear prior model for population haplotype frequencies. We present simulations to suggest that 1) the log-linear prior model is more appropriate than the standard coalescent process in the presence of recombination (>0.02cM between adjacent loci), and 2) there is substantial inflation in measures of LD obtained by a "two-stage" approach to the analysis by treating the "best" haplotype configuration as correct, without regard to uncertainty in the recombination process. Genet Epidemiol 25:106-114, 2003. (C) 2003 Wiley-Liss, Inc.

Design and analysis of climate model experiments for the efficient estimation of anthropogenic signals

Presented herein is an experimental design that allows the effects of several radiative forcing factors on climate to be estimated as precisely as possible from a limited suite of atmosphere-only general circulation model (GCM) integrations. The forcings include the combined effect of observed changes in sea surface temperatures, sea ice extent, stratospheric (volcanic) aerosols, and solar output, plus the individual effects of several anthropogenic forcings. A single linear statistical model is used to estimate the forcing effects, each of which is represented by its global mean radiative forcing. The strong colinearity in time between the various anthropogenic forcings provides a technical problem that is overcome through the design of the experiment. This design uses every combination of anthropogenic forcing rather than having a few highly replicated ensembles, which is more commonly used in climate studies. Not only is this design highly efficient for a given number of integrations, but it also allows the estimation of (nonadditive) interactions between pairs of anthropogenic forcings. The simulated land surface air temperature changes since 1871 have been analyzed. The changes in natural and oceanic forcing, which itself contains some forcing from anthropogenic and natural influences, have the most influence. For the global mean, increasing greenhouse gases and the indirect aerosol effect had the largest anthropogenic effects. It was also found that an interaction between these two anthropogenic effects in the atmosphere-only GCM exists. This interaction is similar in magnitude to the individual effects of changing tropospheric and stratospheric ozone concentrations or to the direct (sulfate) aerosol effect. Various diagnostics are used to evaluate the fit of the statistical model. For the global mean, this shows that the land temperature response is proportional to the global mean radiative forcing, reinforcing the use of radiative forcing as a measure of climate change. The diagnostic tests also show that the linear model was suitable for analyses of land surface air temperature at each GCM grid point. Therefore, the linear model provides precise estimates of the space time signals for all forcing factors under consideration. For simulated 50-hPa temperatures, results show that tropospheric ozone increases have contributed to stratospheric cooling over the twentieth century almost as much as changes in well-mixed greenhouse gases.

Hammerstein model identification algorithm using Bezier-Bernstein approximation

A new identification algorithm is introduced for the Hammerstein model consisting of a nonlinear static function followed by a linear dynamical model. The nonlinear static function is characterised by using the Bezier-Bernstein approximation. The identification method is based on a hybrid scheme including the applications of the inverse of de Casteljau's algorithm, the least squares algorithm and the Gauss-Newton algorithm subject to constraints. The related work and the extension of the proposed algorithm to multi-input multi-output systems are discussed. Numerical examples including systems with some hard nonlinearities are used to illustrate the efficacy of the proposed approach through comparisons with other approaches.

Power properties if invariant tests for spatial autocorrelation in linear regression

This paper derives some exact power properties of tests for spatial autocorrelation in the context of a linear regression model. In particular, we characterize the circumstances in which the power vanishes as the autocorrelation increases, thus extending the work of Krämer (2005). More generally, the analysis in the paper sheds new light on how the power of tests for spatial autocorrelation is affected by the matrix of regressors and by the spatial structure. We mainly focus on the problem of residual spatial autocorrelation, in which case it is appropriate to restrict attention to the class of invariant tests, but we also consider the case when the autocorrelation is due to the presence of a spatially lagged dependent variable among the regressors. A numerical study aimed at assessing the practical relevance of the theoretical results is included

A stable one-step-ahead predictive control of non-linear systems

In this paper stability of one-step ahead predictive controllers based on non-linear models is established. It is shown that, under conditions which can be fulfilled by most industrial plants, the closed-loop system is robustly stable in the presence of plant uncertainties and input–output constraints. There is no requirement that the plant should be open-loop stable and the analysis is valid for general forms of non-linear system representation including the case out when the problem is constraint-free. The effectiveness of controllers designed according to the algorithm analyzed in this paper is demonstrated on a recognized benchmark problem and on a simulation of a continuous-stirred tank reactor (CSTR). In both examples a radial basis function neural network is employed as the non-linear system 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.

Are property prices non-linear? An investigation of the behaviour of US REITs and UK property company shares

Linear models of market performance may be misspecified if the market is subdivided into distinct regimes exhibiting different behaviour. Price movements in the US Real Estate Investment Trusts and UK Property Companies Markets are explored using a Threshold Autoregressive (TAR) model with regimes defined by the real rate of interest. In both US and UK markets, distinctive behaviour emerges, with the TAR model offering better predictive power than a more conventional linear autoregressive model. The research points to the possibility of developing trading rules to exploit the systematically different behaviour across regimes.

A dynamic model of neurovascular coupling: Implications for blood vessel dilation and constriction

Neurovascular coupling in response to stimulation of the rat barrel cortex was investigated using concurrent multichannel electrophysiology and laser Doppler flowmetry. The data were used to build a linear dynamic model relating neural activity to blood flow. Local field potential time series were subject to current source density analysis, and the time series of a layer IV sink of the barrel cortex was used as the input to the model. The model output was the time series of the changes in regional cerebral blood flow (CBF). We show that this model can provide excellent fit of the CBF responses for stimulus durations of up to 16 s. The structure of the model consisted of two coupled components representing vascular dilation and constriction. The complex temporal characteristics of the CBF time series were reproduced by the relatively simple balance of these two components. We show that the impulse response obtained under the 16-s duration stimulation condition generalised to provide a good prediction to the data from the shorter duration stimulation conditions. Furthermore, by optimising three out of the total of nine model parameters, the variability in the data can be well accounted for over a wide range of stimulus conditions. By establishing linearity, classic system analysis methods can be used to generate and explore a range of equivalent model structures (e.g., feed-forward or feedback) to guide the experimental investigation of the control of vascular dilation and constriction following stimulation.