3 resultados para identifiability
em CentAUR: Central Archive University of Reading - UK
Resumo:
Water quality models generally require a relatively large number of parameters to define their functional relationships, and since prior information on parameter values is limited, these are commonly defined by fitting the model to observed data. In this paper, the identifiability of water quality parameters and the associated uncertainty in model simulations are investigated. A modification to the water quality model `Quality Simulation Along River Systems' is presented in which an improved flow component is used within the existing water quality model framework. The performance of the model is evaluated in an application to the Bedford Ouse river, UK, using a Monte-Carlo analysis toolbox. The essential framework of the model proved to be sound, and calibration and validation performance was generally good. However some supposedly important water quality parameters associated with algal activity were found to be completely insensitive, and hence non-identifiable, within the model structure, while others (nitrification and sedimentation) had optimum values at or close to zero, indicating that those processes were not detectable from the data set examined. (C) 2003 Elsevier Science B.V. All rights reserved.
Resumo:
The problem of estimating the individual probabilities of a discrete distribution is considered. The true distribution of the independent observations is a mixture of a family of power series distributions. First, we ensure identifiability of the mixing distribution assuming mild conditions. Next, the mixing distribution is estimated by non-parametric maximum likelihood and an estimator for individual probabilities is obtained from the corresponding marginal mixture density. We establish asymptotic normality for the estimator of individual probabilities by showing that, under certain conditions, the difference between this estimator and the empirical proportions is asymptotically negligible. Our framework includes Poisson, negative binomial and logarithmic series as well as binomial mixture models. Simulations highlight the benefit in achieving normality when using the proposed marginal mixture density approach instead of the empirical one, especially for small sample sizes and/or when interest is in the tail areas. A real data example is given to illustrate the use of the methodology.
Resumo:
This paper introduces a new neurofuzzy model construction and parameter estimation algorithm from observed finite data sets, based on a Takagi and Sugeno (T-S) inference mechanism and a new extended Gram-Schmidt orthogonal decomposition algorithm, for the modeling of a priori unknown dynamical systems in the form of a set of fuzzy rules. The first contribution of the paper is the introduction of a one to one mapping between a fuzzy rule-base and a model matrix feature subspace using the T-S inference mechanism. This link enables the numerical properties associated with a rule-based matrix subspace, the relationships amongst these matrix subspaces, and the correlation between the output vector and a rule-base matrix subspace, to be investigated and extracted as rule-based knowledge to enhance model transparency. The matrix subspace spanned by a fuzzy rule is initially derived as the input regression matrix multiplied by a weighting matrix that consists of the corresponding fuzzy membership functions over the training data set. Model transparency is explored by the derivation of an equivalence between an A-optimality experimental design criterion of the weighting matrix and the average model output sensitivity to the fuzzy rule, so that rule-bases can be effectively measured by their identifiability via the A-optimality experimental design criterion. The A-optimality experimental design criterion of the weighting matrices of fuzzy rules is used to construct an initial model rule-base. An extended Gram-Schmidt algorithm is then developed to estimate the parameter vector for each rule. This new algorithm decomposes the model rule-bases via an orthogonal subspace decomposition approach, so as to enhance model transparency with the capability of interpreting the derived rule-base energy level. This new approach is computationally simpler than the conventional Gram-Schmidt algorithm for resolving high dimensional regression problems, whereby it is computationally desirable to decompose complex models into a few submodels rather than a single model with large number of input variables and the associated curse of dimensionality problem. Numerical examples are included to demonstrate the effectiveness of the proposed new algorithm.