4 resultados para variance function
em CentAUR: Central Archive University of Reading - UK
Resumo:
New construction algorithms for radial basis function (RBF) network modelling are introduced based on the A-optimality and D-optimality experimental design criteria respectively. We utilize new cost functions, based on experimental design criteria, for model selection that simultaneously optimizes model approximation, parameter variance (A-optimality) or model robustness (D-optimality). The proposed approaches are based on the forward orthogonal least-squares (OLS) algorithm, such that the new A-optimality- and D-optimality-based cost functions are constructed on the basis of an orthogonalization process that gains computational advantages and hence maintains the inherent computational efficiency associated with the conventional forward OLS approach. The proposed approach enhances the very popular forward OLS-algorithm-based RBF model construction method since the resultant RBF models are constructed in a manner that the system dynamics approximation capability, model adequacy and robustness are optimized simultaneously. The numerical examples provided show significant improvement based on the D-optimality design criterion, demonstrating that there is significant room for improvement in modelling via the popular RBF neural network.
Resumo:
An alternative blind deconvolution algorithm for white-noise driven minimum phase systems is presented and verified by computer simulation. This algorithm uses a cost function based on a novel idea: variance approximation and series decoupling (VASD), and suggests that not all autocorrelation function values are necessary to implement blind deconvolution.
Resumo:
The detection of long-range dependence in time series analysis is an important task to which this paper contributes by showing that whilst the theoretical definition of a long-memory (or long-range dependent) process is based on the autocorrelation function, it is not possible for long memory to be identified using the sum of the sample autocorrelations, as usually defined. The reason for this is that the sample sum is a predetermined constant for any stationary time series; a result that is independent of the sample size. Diagnostic or estimation procedures, such as those in the frequency domain, that embed this sum are equally open to this criticism. We develop this result in the context of long memory, extending it to the implications for the spectral density function and the variance of partial sums of a stationary stochastic process. The results are further extended to higher order sample autocorrelations and the bispectral density. The corresponding result is that the sum of the third order sample (auto) bicorrelations at lags h,k≥1, is also a predetermined constant, different from that in the second order case, for any stationary time series of arbitrary length.
Resumo:
There is an increasing body of research investigating whether abnormal glucose tolerance is associated with cognitive impairments, the evidence from which is equivocal. A systematic search of the literature identified twenty-three studies which assessed either clinically defined impaired glucose tolerance (IGT) or variance in glucose tolerance within the clinically defined normal range (NGT). The findings suggest that poor glucose tolerance is associated with cognitive impairments, with decrements in verbal memory being most prevalent. However, the evidence for decrements in other domains was weak. The NGT studies report a stronger glucose tolerance-cognition association than the IGT studies, which is likely to be due to the greater number of glucose tolerance parameters and the more sensitive cognitive tests in the NGT studies compared to the IGT studies. It is also speculated that the negative cognitive impact of abnormalities in glucose tolerance increases with age, and that glucose consumption is most beneficial to individuals with poor glucose tolerance compared to individuals with normal glucose tolerance. The role of potential mechanisms are discussed.