A nonlinear approach to testing the unit root null hypothesis : an application to international health expenditures

In this article, we examine the unit root null hypothesis for per capita total Health Expenditures (HEs), per capita private HEs and per capita public HEs for 29 Organization for Economic Co-operation and Development (OECD) countries. The novelty of our work is that we use a new nonlinear unit root test that allows for one structural break in the data series. We find that for around 45% of the countries, we are able to reject the unit root hypothesis for each of the three HE series. Moreover, using Monte Carlo simulations, we show that our proposed unit root model has better size and power properties than the widely used Augmented Dickey–Fuller (ADF) and Lagrange Multiplier (LM) type tests.

A marginalised Markov Chain Monte Carlo approach for model based analysis of EEG data

The work presented in this paper focuses on fitting of a neural mass model to EEG data. Neurophysiology inspired mathematical models were developed for simulating brain's electrical activity imaged through Electroencephalography (EEG) more than three decades ago. At the present well informative models which even describe the functional integration of cortical regions also exists. However, a very limited amount of work is reported in literature on the subject of model fitting to actual EEG data. Here, we present a Bayesian approach for parameter estimation of the EEG model via a marginalized Markov Chain Monte Carlo (MCMC) approach.

Identification of nonlinear fMRI models using Auxiliary Particle Filter and kernel smoothing method

Hemodynamic models have a high potential in application to understanding the functional differences of the brain. However, full system identification with respect to model fitting to actual functional magnetic resonance imaging (fMRI) data is practically difficult and is still an active area of research. We present a simulation based Bayesian approach for nonlinear model based analysis of the fMRI data. The idea is to do a joint state and parameter estimation within a general filtering framework. One advantage of using Bayesian methods is that they provide a complete description of the posterior distribution, not just a single point estimate. We use an Auxiliary Particle Filter adjoined with a kernel smoothing approach to address this joint estimation problem.

Nonlinear dynamic modeling of ionic polymer conductive network composite actuators using rigid finite element method

Ionic polymer conductive network composite (IPCNC) actuators are a class of electroactive polymer composites that exhibit some interesting electromechanical characteristics such as low voltage actuation, large displacements, and benefit from low density and elastic modulus. Thus, these emerging materials have potential applications in biomimetic and biomedical devices. Whereas significant efforts have been directed toward the development of IPMC actuators, the establishment of a proper mathematical model that could effectively predict the actuators' dynamic behavior is still a key challenge. This paper presents development of an effective modeling strategy for dynamic analysis of IPCNC actuators undergoing large bending deformations. The proposed model is composed of two parts, namely electrical and mechanical dynamic models. The electrical model describes the actuator as a resistive-capacitive (RC) transmission line, whereas the mechanical model describes the actuator as a system of rigid links connected by spring-damping elements. The proposed modeling approach is validated by experimental data, and the results are discussed. © 2014 Elsevier B.V. All rights reserved.

Performance analysis of three advanced controllers for polymerization batch reactor: an experimental investigation

The performances of three advanced non-linear controllers are analyzed for the optimal set point tracking of styrene free radical polymerization (FRP) in batch reactors. The three controllers are the artificial neural network-based MPC (NN-MPC), the artificial fuzzy logic controller (FLC) as well as the generic model controller (GMC). A recently developed hybrid model (Hosen et al., 2011a. Asia-Pac. J. Chem. Eng. 6(2), 274) is utilized in the control study to design and tune the proposed controllers. The optimal minimum temperature profiles are determined using the Hamiltonian maximum principle. Different types of disturbances are introduced and applied to examine the stability of controller performance. The experimental studies revealed that the performance of the NN-MPC is superior to that of FLC and GMC. © 2013 The Institution of Chemical Engineers.

Anisotropic hardening model based on non-associated flow rule and combined nonlinear kinematic hardening for sheet materials

 A material model for more effective analysis of plastic deformation of sheet materials is presented in this paper. The model is capable of considering the following aspects of plastic deformation behavior of sheet materials: the anisotropy in yielding stresses in different directions by using a quadratic yield function (based on Hill’s 1948 model and stress ratios), the anisotropy in work hardening by introducing non-constant flow stress hardening in different directions, the anisotropy in plastic strains in different directions by using a quadratic plastic potential function and non-associated flow rule (based on Hill’s 1948 model and plastic strain ratios, r-values), and finally some of the cyclic hardening phenomena such as Bauschinger’s effect and transient behavior for reverse loading by using a coupled nonlinear kinematic hardening (so-called Armstrong-Frederick-Chaboche model). Basic fundamentals of the plasticity of the model are presented in a general framework. Then, the model adjustment procedure is derived for the plasticity formulations. Also, a generic numerical stress integration procedure is developed based on backward-Euler method (so-called multistage return mapping algorithm). Different aspects of the model are verified for DP600 steel sheet. Results show that the new model is able to predict the sheet material behavior in both anisotropic hardening and cyclic hardening regimes more accurately. By featuring the above-mentioned facts in the presented constitutive model, it is expected that more accurate results can be obtained by implementing this model in computational simulations of sheet material forming processes. For instance, more precise results of springback prediction of the parts formed from highly anisotropic hardened materials or that of determining the forming limit diagrams is highly expected by using the developed material model.

A non-associated plasticity model with anisotropic and nonlinear kinematic hardening for simulation of sheet metal forming

A material model for more thorough analysis of plastic deformation of sheet materials is presented in this paper. This model considers the following aspects of plastic deformation behavior of sheet materials: (1) the anisotropy in yield stresses and in work hardening by using Hill's 1948 quadratic yield function and non-constant stress ratios which leads to different flow stress hardening in different directions, (2) the anisotropy in plastic strains by using a quadratic plastic potential function and non-associated flow rule, also based on Hill's 1948 model and r-values, and (3) the cyclic hardening phenomena such as the Bauschinger effect, permanent softening and transient behavior for reverse loading by using a coupled nonlinear kinematic hardening model. Plasticity fundamentals of the model were derived in a general framework and the model calibration procedure was presented for the plasticity formulations. Also, a generic numerical stress integration procedure was developed based on backward-Euler method, so-called multi-stage return mapping algorithm. The model was implemented in the framework of the finite element method to evaluate the simulation results of sheet metal forming processes. Different aspects of the model were verified for two sheet metals, namely DP600 steel and AA6022 aluminum alloy. Results show that the new model is able to accurately predict the sheet material behavior for both anisotropic hardening and cyclic hardening conditions. The drawing of channel sections and the subsequent springback were also simulated with this model for different drawbead configurations. Simulation results show that the current non-associated anisotropic hardening model is able to accurately predict the sidewall curl in the drawn channel sections.

Agriculture, trade openness and emissions: an empirical analysis and policy options

This article investigates the impact of sectoral production allocation, energy usage patterns and trade openness on pollutant emissions in a panel consisting of high-, medium- and low-income countries. Extended STIRPAT (Stochastic Impact by Regression on Population, Affluence and Technology) and EKC (Environmental Kuznets Curve) models are conducted to systematically identify these factors driving CO2 emissions in these countries during the period 1980–2010. To this end, the studyemploys three different heterogeneous, dynamic mean group-type linear panel modelsand one nonlinear panel data estimation procedure that allows for cross-sectionaldependence. While affluence, nonrenewable energy consumption and energy intensity variables are found to drive pollutant emissions in linear models, population is also found to be a significant driver in the nonlinear model. Both service sector and agricultural value-added levels play a significant role in reducing pollution levels, whereas industrialisation increases pollution levels. Although the linear model fails totrack any significant impact of trade openness, the nonlinear model finds trade liberalisation to significantly affect emission reduction levels. All of these results suggest that economic development, and especially industrialisation strategies and environmental policies, need to be coordinated to play a greater role in emission reduction due to trade liberalisation.

Analysis of fetal heart rate asymmetry before and after 35 weeks of gestation

In this study, we have investigated the evidence of fetal heart rate asymmetry and how the fetal heart rate asymmetry changes before and after 35 weeks of gestation. Noninvasive fetal electrocardiogram (fECG) signals from 45 pregnant women at the gestational age from16 to 41 weeks with normal single pregnancies were analysed. A nonlinear parameter called heart rate asymmetry (HRA) index that measures time asymmetry of RR interval time-series signal was used to understand the changes of HRA in early and late fetus groups. Results indicate that fetal HRA measured by Porta's Index (PI) consistently increases after 35 weeks gestation compared to foetus before 32 weeks of gestation. It might be due to significant changes of sympatho-vagal balance towards delivery with more sympathetic surge. On the other hand, Guzik's Index (GI) showed a mixed effect i.e., increases at lower lags and decreases at higher lags. Finally, fHRA could potentially help identify normal and the pathological autonomic nervous system development.

Explicit invariant solutions associated with nonlinear atmospheric flows in a thin rotating spherical shell with and without west-to-east jets perturbations

A class of non-stationary exact solutions of two-dimensional nonlinear Navier–Stokes (NS) equations within a thin rotating spherical shell were found as invariant and approximately invariant solutions. The model is used to describe a simple zonally averaged atmospheric circulation caused by the difference in temperature between the equator and the poles. Coriolis effects are generated by pseudoforces, which support the stable west-to-east flows providing the achievable meteorological flows. The model is superimposed by a stationary latitude dependent flow. Under the assumption of no friction, the perturbed model describes zonal west-to-east flows in the upper atmosphere between the Ferrel and Polar cells. In terms of nonlinear modeling for the NS equations, two small parameters are chosen for the viscosity and the rate of the earth’s rotation and exact solutions in terms of elementary functions are found using approximate symmetry analysis. It is shown that approximately invariant solutions are also valid in the absence of the flow perturbation to a zonally averaged mean flow.

Distribution entropy analysis of epileptic EEG signals

It is an open-ended challenge to accurately detect the epileptic seizures through electroencephalogram (EEG) signals. Recently published studies have made elaborate attempts to distinguish between the normal and epileptic EEG signals by advanced nonlinear entropy methods, such as the approximate entropy, sample entropy, fuzzy entropy, and permutation entropy, etc. Most recently, a novel distribution entropy (DistEn) has been reported to have superior performance compared with the conventional entropy methods for especially short length data. We thus aimed, in the present study, to show the potential of DistEn in the analysis of epileptic EEG signals. The publicly-accessible Bonn database which consisted of normal, interictal, and ictal EEG signals was used in this study. Three different measurement protocols were set for better understanding the performance of DistEn, which are: i) calculate the DistEn of a specific EEG signal using the full recording; ii) calculate the DistEn by averaging the results for all its possible non-overlapped 5 second segments; and iii) calculate it by averaging the DistEn values for all the possible non-overlapped segments of 1 second length, respectively. Results for all three protocols indicated a statistically significantly increased DistEn for the ictal class compared with both the normal and interictal classes. Besides, the results obtained under the third protocol, which only used very short segments (1 s) of EEG recordings showed a significantly (p <; 0.05) increased DistEn for the interictal class in compassion with the normal class, whereas both analyses using relatively long EEG signals failed in tracking this difference between them, which may be due to a nonstationarity effect on entropy algorithm. The capability of discriminating between the normal and interictal EEG signals is of great clinical relevance since it may provide helpful tools for the detection of a seizure onset. Therefore, our study suggests that the DistEn analysis of EEG signals is very promising for clinical and even portable EEG monitoring.

R1SVM: a randomised nonlinear approach to large-scale anomaly detection

The problem of unsupervised anomaly detection arises in a wide variety of practical applications. While one-class support vector machines have demonstrated their effectiveness as an anomaly detection technique, their ability to model large datasets is limited due to their memory and time complexity for training. To address this issue for supervised learning of kernel machines, there has been growing interest in random projection methods as an alternative to the computationally expensive problems of kernel matrix construction and support vector optimisation. In this paper we leverage the theory of nonlinear random projections and propose the Randomised One-class SVM (R1SVM), which is an efficient and scalable anomaly detection technique that can be trained on large-scale datasets. Our empirical analysis on several real-life and synthetic datasets shows that our randomised 1SVM algorithm achieves comparable or better accuracy to deep autoen-coder and traditional kernelised approaches for anomaly detection, while being approximately 100 times faster in training and testing.

Process capability analysis in non normal linear regression profiles

When the distribution of a process characterized by a profile is non normal, process capability analysis using normal assumption often leads to erroneous interpretations of the process performance. Profile monitoring is a relatively new set of techniques in quality control that is used in situations where the state of product or process is represented by a function of two or more quality characteristics. Such profiles can be modeled using linear or nonlinear regression models. In some applications, it is assumed that the quality characteristics follow a normal distribution; however, in certain applications this assumption may fail to hold and may yield misleading results. In this article, we consider process capability analysis of non normal linear profiles. We investigate and compare five methods to estimate non normal process capability index (PCI) in profiles. In three of the methods, an estimation of the cumulative distribution function (cdf) of the process is required to analyze process capability in profiles. In order to estimate cdf of the process, we use a Burr XII distribution as well as empirical distributions. However, the resulted PCI with estimating cdf of the process is sometimes far from its true value. So, here we apply artificial neural network with supervised learning which allows the estimation of PCIs in profiles without the need to estimate cdf of the process. Box-Cox transformation technique is also developed to deal with non normal situations. Finally, a comparison study is performed through the simulation of Gamma, Weibull, Lognormal, Beta and student-t data.