31 resultados para Statistical models of Box-Jenkins. Artificial neural networks (ANN). Oil flow curve
em Universidade Federal do Rio Grande do Norte(UFRN)
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
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Coordenação de Aperfeiçoamento de Pessoal de Nível Superior
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LOPES, Jose Soares Batista et al. Application of multivariable control using artificial neural networks in a debutanizer distillation column.In: INTERNATIONAL CONGRESS OF MECHANICAL ENGINEERING - COBEM, 19, 5-9 nov. 2007, Brasilia. Anais... Brasilia, 2007
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LOPES, Jose Soares Batista et al. Application of multivariable control using artificial neural networks in a debutanizer distillation column.In: INTERNATIONAL CONGRESS OF MECHANICAL ENGINEERING - COBEM, 19, 5-9 nov. 2007, Brasilia. Anais... Brasilia, 2007
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The great interest in nonlinear system identification is mainly due to the fact that a large amount of real systems are complex and need to have their nonlinearities considered so that their models can be successfully used in applications of control, prediction, inference, among others. This work evaluates the application of Fuzzy Wavelet Neural Networks (FWNN) to identify nonlinear dynamical systems subjected to noise and outliers. Generally, these elements cause negative effects on the identification procedure, resulting in erroneous interpretations regarding the dynamical behavior of the system. The FWNN combines in a single structure the ability to deal with uncertainties of fuzzy logic, the multiresolution characteristics of wavelet theory and learning and generalization abilities of the artificial neural networks. Usually, the learning procedure of these neural networks is realized by a gradient based method, which uses the mean squared error as its cost function. This work proposes the replacement of this traditional function by an Information Theoretic Learning similarity measure, called correntropy. With the use of this similarity measure, higher order statistics can be considered during the FWNN training process. For this reason, this measure is more suitable for non-Gaussian error distributions and makes the training less sensitive to the presence of outliers. In order to evaluate this replacement, FWNN models are obtained in two identification case studies: a real nonlinear system, consisting of a multisection tank, and a simulated system based on a model of the human knee joint. The results demonstrate that the application of correntropy as the error backpropagation algorithm cost function makes the identification procedure using FWNN models more robust to outliers. However, this is only achieved if the gaussian kernel width of correntropy is properly adjusted.
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Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model
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Forecast is the basis for making strategic, tactical and operational business decisions. In financial economics, several techniques have been used to predict the behavior of assets over the past decades.Thus, there are several methods to assist in the task of time series forecasting, however, conventional modeling techniques such as statistical models and those based on theoretical mathematical models have produced unsatisfactory predictions, increasing the number of studies in more advanced methods of prediction. Among these, the Artificial Neural Networks (ANN) are a relatively new and promising method for predicting business that shows a technique that has caused much interest in the financial environment and has been used successfully in a wide variety of financial modeling systems applications, in many cases proving its superiority over the statistical models ARIMA-GARCH. In this context, this study aimed to examine whether the ANNs are a more appropriate method for predicting the behavior of Indices in Capital Markets than the traditional methods of time series analysis. For this purpose we developed an quantitative study, from financial economic indices, and developed two models of RNA-type feedfoward supervised learning, whose structures consisted of 20 data in the input layer, 90 neurons in one hidden layer and one given as the output layer (Ibovespa). These models used backpropagation, an input activation function based on the tangent sigmoid and a linear output function. Since the aim of analyzing the adherence of the Method of Artificial Neural Networks to carry out predictions of the Ibovespa, we chose to perform this analysis by comparing results between this and Time Series Predictive Model GARCH, developing a GARCH model (1.1).Once applied both methods (ANN and GARCH) we conducted the results' analysis by comparing the results of the forecast with the historical data and by studying the forecast errors by the MSE, RMSE, MAE, Standard Deviation, the Theil's U and forecasting encompassing tests. It was found that the models developed by means of ANNs had lower MSE, RMSE and MAE than the GARCH (1,1) model and Theil U test indicated that the three models have smaller errors than those of a naïve forecast. Although the ANN based on returns have lower precision indicator values than those of ANN based on prices, the forecast encompassing test rejected the hypothesis that this model is better than that, indicating that the ANN models have a similar level of accuracy . It was concluded that for the data series studied the ANN models show a more appropriate Ibovespa forecasting than the traditional models of time series, represented by the GARCH model
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This work has as main objective the application of Artificial Neural Networks, ANN, in the resolution of problems of RF /microwaves devices, as for example the prediction of the frequency response of some structures in an interest region. Artificial Neural Networks, are presently a alternative to the current methods of analysis of microwaves structures. Therefore they are capable to learn, and the more important to generalize the acquired knowledge, from any type of available data, keeping the precision of the original technique and adding the low computational cost of the neural models. For this reason, artificial neural networks are being increasily used for modeling microwaves devices. Multilayer Perceptron and Radial Base Functions models are used in this work. The advantages/disadvantages of these models and the referring algorithms of training of each one are described. Microwave planar devices, as Frequency Selective Surfaces and microstrip antennas, are in evidence due the increasing necessities of filtering and separation of eletromagnetic waves and the miniaturization of RF devices. Therefore, it is of fundamental importance the study of the structural parameters of these devices in a fast and accurate way. The presented results, show to the capacities of the neural techniques for modeling both Frequency Selective Surfaces and antennas
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Expanded Bed Adsorption (EBA) is an integrative process that combines concepts of chromatography and fluidization of solids. The many parameters involved and their synergistic effects complicate the optimization of the process. Fortunately, some mathematical tools have been developed in order to guide the investigation of the EBA system. In this work the application of experimental design, phenomenological modeling and artificial neural networks (ANN) in understanding chitosanases adsorption on ion exchange resin Streamline® DEAE have been investigated. The strain Paenibacillus ehimensis NRRL B-23118 was used for chitosanase production. EBA experiments were carried out using a column of 2.6 cm inner diameter with 30.0 cm in height that was coupled to a peristaltic pump. At the bottom of the column there was a distributor of glass beads having a height of 3.0 cm. Assays for residence time distribution (RTD) revelead a high degree of mixing, however, the Richardson-Zaki coefficients showed that the column was on the threshold of stability. Isotherm models fitted the adsorption equilibrium data in the presence of lyotropic salts. The results of experiment design indicated that the ionic strength and superficial velocity are important to the recovery and purity of chitosanases. The molecular mass of the two chitosanases were approximately 23 kDa and 52 kDa as estimated by SDS-PAGE. The phenomenological modeling was aimed to describe the operations in batch and column chromatography. The simulations were performed in Microsoft Visual Studio. The kinetic rate constant model set to kinetic curves efficiently under conditions of initial enzyme activity 0.232, 0.142 e 0.079 UA/mL. The simulated breakthrough curves showed some differences with experimental data, especially regarding the slope. Sensitivity tests of the model on the surface velocity, axial dispersion and initial concentration showed agreement with the literature. The neural network was constructed in MATLAB and Neural Network Toolbox. The cross-validation was used to improve the ability of generalization. The parameters of ANN were improved to obtain the settings 6-6 (enzyme activity) and 9-6 (total protein), as well as tansig transfer function and Levenberg-Marquardt training algorithm. The neural Carlos Eduardo de Araújo Padilha dezembro/2013 9 networks simulations, including all the steps of cycle, showed good agreement with experimental data, with a correlation coefficient of approximately 0.974. The effects of input variables on profiles of the stages of loading, washing and elution were consistent with the literature
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This work develops a robustness analysis with respect to the modeling errors, being applied to the strategies of indirect control using Artificial Neural Networks - ANN s, belong to the multilayer feedforward perceptron class with on-line training based on gradient method (backpropagation). The presented schemes are called Indirect Hybrid Control and Indirect Neural Control. They are presented two Robustness Theorems, being one for each proposed indirect control scheme, which allow the computation of the maximum steady-state control error that will occur due to the modeling error what is caused by the neural identifier, either for the closed loop configuration having a conventional controller - Indirect Hybrid Control, or for the closed loop configuration having a neural controller - Indirect Neural Control. Considering that the robustness analysis is restrict only to the steady-state plant behavior, this work also includes a stability analysis transcription that is suitable for multilayer perceptron class of ANN s trained with backpropagation algorithm, to assure the convergence and stability of the used neural systems. By other side, the boundness of the initial transient behavior is assured by the assumption that the plant is BIBO (Bounded Input, Bounded Output) stable. The Robustness Theorems were tested on the proposed indirect control strategies, while applied to regulation control of simulated examples using nonlinear plants, and its results are presented
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The use of non-human primates in scientific research has contributed significantly to the biomedical area and, in the case of Callithrix jacchus, has provided important evidence on physiological mechanisms that help explain its biology, making the species a valuable experimental model in different pathologies. However, raising non-human primates in captivity for long periods of time is accompanied by behavioral disorders and chronic diseases, as well as progressive weight loss in most of the animals. The Primatology Center of the Universidade Federal do Rio Grande do Norte (UFRN) has housed a colony of C. jacchus for nearly 30 years and during this period these animals have been weighed systematically to detect possible alterations in their clinical conditions. This procedure has generated a volume of data on the weight of animals at different age ranges. These data are of great importance in the study of this variable from different perspectives. Accordingly, this paper presents three studies using weight data collected over 15 years (1985-2000) as a way of verifying the health status and development of the animals. The first study produced the first article, which describes the histopathological findings of animals with probable diagnosis of permanent wasting marmoset syndrome (WMS). All the animals were carriers of trematode parasites (Platynosomum spp) and had obstruction in the hepatobiliary system; it is suggested that this agent is one of the etiological factors of the syndrome. In the second article, the analysis focused on comparing environmental profile and cortisol levels between the animals with normal weight curve evolution and those with WMS. We observed a marked decrease in locomotion, increased use of lower cage extracts and hypocortisolemia. The latter is likely associated to an adaptation of the mechanisms that make up the hypothalamus-hypophysis-adrenal axis, as observed in other mammals under conditions of chronic malnutrition. Finally, in the third study, the animals with weight alterations were excluded from the sample and, using computational tools (K-means and SOM) in a non-supervised way, we suggest found new ontogenetic development classes for C. jacchus. These were redimensioned from five to eight classes: infant I, infant II, infant III, juvenile I, juvenile II, sub-adult, young adult and elderly adult, in order to provide a more suitable classification for more detailed studies that require better control over the animal development
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Diesel fuel is one of leading petroleum products marketed in Brazil, and has its quality monitored by specialized laboratories linked to the National Agency of Petroleum, Natural Gas and Biofuels - ANP. The main trial evaluating physicochemical properties of diesel are listed in the resolutions ANP Nº 65 of December 9th, 2011 and Nº 45 of December 20th, 2012 that determine the specification limits for each parameter and methodologies of analysis that should be adopted. However the methods used although quite consolidated, require dedicated equipment with high cost of acquisition and maintenance, as well as technical expertise for completion of these trials. Studies for development of more rapid alternative methods and lower cost have been the focus of many researchers. In this same perspective, this work conducted an assessment of the applicability of existing specialized literature on mathematical equations and artificial neural networks (ANN) for the determination of parameters of specification diesel fuel. 162 samples of diesel with a maximum sulfur content of 50, 500 and 1800 ppm, which were analyzed in a specialized laboratory using ASTM methods recommended by the ANP, with a total of 810 trials were used for this study. Experimental results atmospheric distillation (ASTM D86), and density (ASTM D4052) of diesel samples were used as basic input variables to the equations evaluated. The RNAs were applied to predict the flash point, cetane number and sulfur content (S50, S500, S1800), in which were tested network architectures feed-forward backpropagation and generalized regression varying the parameters of the matrix input in order to determine the set of variables and the best type of network for the prediction of variables of interest. The results obtained by the equations and RNAs were compared with experimental results using the nonparametric Wilcoxon test and Student's t test, at a significance level of 5%, as well as the coefficient of determination and percentage error, an error which was obtained 27, 61% for the flash point using a specific equation. The cetane number was obtained by three equations, and both showed good correlation coefficients, especially equation based on aniline point, with the lowest error of 0,816%. ANNs for predicting the flash point and the index cetane showed quite superior results to those observed with the mathematical equations, respectively, with errors of 2,55% and 0,23%. Among the samples with different sulfur contents, the RNAs were better able to predict the S1800 with error of 1,557%. Generally, networks of the type feedforward proved superior to generalized regression.
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The Artificial Neural Networks (ANN), which is one of the branches of Artificial Intelligence (AI), are being employed as a solution to many complex problems existing in several areas. To solve these problems, it is essential that its implementation is done in hardware. Among the strategies to be adopted and met during the design phase and implementation of RNAs in hardware, connections between neurons are the ones that need more attention. Recently, are RNAs implemented both in application specific integrated circuits's (Application Specific Integrated Circuits - ASIC) and in integrated circuits configured by the user, like the Field Programmable Gate Array (FPGA), which have the ability to be partially rewritten, at runtime, forming thus a system Partially Reconfigurable (SPR), the use of which provides several advantages, such as flexibility in implementation and cost reduction. It has been noted a considerable increase in the use of FPGAs for implementing ANNs. Given the above, it is proposed to implement an array of reconfigurable neurons for topologies Description of artificial neural network multilayer perceptrons (MLPs) in FPGA, in order to encourage feedback and reuse of neural processors (perceptrons) used in the same area of the circuit. It is further proposed, a communication network capable of performing the reuse of artificial neurons. The architecture of the proposed system will configure various topologies MLPs networks through partial reconfiguration of the FPGA. To allow this flexibility RNAs settings, a set of digital components (datapath), and a controller were developed to execute instructions that define each topology for MLP neural network.
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The Artificial Neural Networks (ANN), which is one of the branches of Artificial Intelligence (AI), are being employed as a solution to many complex problems existing in several areas. To solve these problems, it is essential that its implementation is done in hardware. Among the strategies to be adopted and met during the design phase and implementation of RNAs in hardware, connections between neurons are the ones that need more attention. Recently, are RNAs implemented both in application specific integrated circuits's (Application Specific Integrated Circuits - ASIC) and in integrated circuits configured by the user, like the Field Programmable Gate Array (FPGA), which have the ability to be partially rewritten, at runtime, forming thus a system Partially Reconfigurable (SPR), the use of which provides several advantages, such as flexibility in implementation and cost reduction. It has been noted a considerable increase in the use of FPGAs for implementing ANNs. Given the above, it is proposed to implement an array of reconfigurable neurons for topologies Description of artificial neural network multilayer perceptrons (MLPs) in FPGA, in order to encourage feedback and reuse of neural processors (perceptrons) used in the same area of the circuit. It is further proposed, a communication network capable of performing the reuse of artificial neurons. The architecture of the proposed system will configure various topologies MLPs networks through partial reconfiguration of the FPGA. To allow this flexibility RNAs settings, a set of digital components (datapath), and a controller were developed to execute instructions that define each topology for MLP neural network.
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In last decades, neural networks have been established as a major tool for the identification of nonlinear systems. Among the various types of networks used in identification, one that can be highlighted is the wavelet neural network (WNN). This network combines the characteristics of wavelet multiresolution theory with learning ability and generalization of neural networks usually, providing more accurate models than those ones obtained by traditional networks. An extension of WNN networks is to combine the neuro-fuzzy ANFIS (Adaptive Network Based Fuzzy Inference System) structure with wavelets, leading to generate the Fuzzy Wavelet Neural Network - FWNN structure. This network is very similar to ANFIS networks, with the difference that traditional polynomials present in consequent of this network are replaced by WNN networks. This paper proposes the identification of nonlinear dynamical systems from a network FWNN modified. In the proposed structure, functions only wavelets are used in the consequent. Thus, it is possible to obtain a simplification of the structure, reducing the number of adjustable parameters of the network. To evaluate the performance of network FWNN with this modification, an analysis of network performance is made, verifying advantages, disadvantages and cost effectiveness when compared to other existing FWNN structures in literature. The evaluations are carried out via the identification of two simulated systems traditionally found in the literature and a real nonlinear system, consisting of a nonlinear multi section tank. Finally, the network is used to infer values of temperature and humidity inside of a neonatal incubator. The execution of such analyzes is based on various criteria, like: mean squared error, number of training epochs, number of adjustable parameters, the variation of the mean square error, among others. The results found show the generalization ability of the modified structure, despite the simplification performed