Conditional mean functions of non-linear models of US output

We compare a number of models of post War US output growth in terms of the degree and pattern of non-linearity they impart to the conditional mean, where we condition on either the previous period's growth rate, or the previous two periods' growth rates. The conditional means are estimated non-parametrically using a nearest-neighbour technique on data simulated from the models. In this way, we condense the complex, dynamic, responses that may be present in to graphical displays of the implied conditional mean.

Forecasting economic and financial time series with non-linear models

In this paper we discuss the current state-of-the-art in estimating, evaluating, and selecting among non-linear forecasting models for economic and financial time series. We review theoretical and empirical issues, including predictive density, interval and point evaluation and model selection, loss functions, data-mining, and aggregation. In addition, we argue that although the evidence in favor of constructing forecasts using non-linear models is rather sparse, there is reason to be optimistic. However, much remains to be done. Finally, we outline a variety of topics for future research, and discuss a number of areas which have received considerable attention in the recent literature, but where many questions remain.

Forecasting US output growth with non-linear models in the presence of data uncertainty

We consider the impact of data revisions on the forecast performance of a SETAR regime-switching model of U.S. output growth. The impact of data uncertainty in real-time forecasting will affect a model's forecast performance via the effect on the model parameter estimates as well as via the forecast being conditioned on data measured with error. We find that benchmark revisions do affect the performance of the non-linear model of the growth rate, and that the performance relative to a linear comparator deteriorates in real-time compared to a pseudo out-of-sample forecasting exercise.

Estimating the development of the fennel aphid, Hyadaphis foeniculi (Passerini) (Hemiptera: Aphiididae), using non-linear models

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Some recent applications of non-linear models to the engineering practice

The Department of Structural Analysis of the University of Santander has been for a longtime involved in the solution of the country´s practical engineering problems. Some of these have required the use of non-conventional methods of analysis, in order to achieve adequate engineering answers. As an example of the increasing application of non-linear computer codes in the nowadays engineering practice, some cases will be briefly presented. In each case, only the main features of the problem involved and the solution used to solve it will be shown

Weather and cardiovascular mortality.

Already in ancient Greece, Hippocrates postulated that disease showed a seasonal pattern characterised by excess winter mortality. Since then, several studies have confirmed this finding, and it was generally accepted that the increase in winter mortality was mostly due to respiratory infections and seasonal influenza. More recently, it was shown that cardiovascular disease (CVD) mortality also displayed such seasonality, and that the magnitude of the seasonal effect increased from the poles to the equator. The recent study by Yang et al assessed CVD mortality attributable to ambient temperature using daily data from 15 cities in China for years 2007-2013, including nearly two million CVD deaths. A high temperature variability between and within cities can be observed (figure 1). They used sophisticated statistical methodology to account for the complex temperature-mortality relationship; first, distributed lag non-linear models combined with quasi-Poisson regression to obtain city-specific estimates, taking into account temperature, relative humidity and atmospheric pressure; then, a meta-analysis to obtain the pooled estimates. The results confirm the winter excess mortality as reported by the Eurowinter3 and other4 groups, but they show that the magnitude of ambient temperature.

The effect of extreme cold temperatures on the risk of death in the two major Portuguese cities

It is well known that meteorological conditions influence the comfort and human health. Southern European countries, including Portugal, show the highest mortality rates during winter, but the effects of extreme cold temperatures in Portugal have never been estimated. The objective of this study was the estimation of the effect of extreme cold temperatures on the risk of death in Lisbon and Oporto, aiming the production of scientific evidence for the development of a real-time health warning system. Poisson regression models combined with distributed lag non-linear models were applied to assess the exposure-response relation and lag patterns of the association between minimum temperature and all-causes mortality and between minimum temperature and circulatory and respiratory system diseases mortality from 1992 to 2012, stratified by age, for the period from November to March. The analysis was adjusted for over dispersion and population size, for the confounding effect of influenza epidemics and controlled for long-term trend, seasonality and day of the week. Results showed that the effect of cold temperatures in mortality was not immediate, presenting a 1–2-day delay, reaching maximumincreased risk of death after 6–7 days and lasting up to 20–28 days. The overall effect was generally higher and more persistent in Lisbon than in Oporto, particularly for circulatory and respiratory mortality and for the elderly. Exposure to cold temperatures is an important public health problem for a relevant part of the Portuguese population, in particular in Lisbon.

Steady-state global optimization of metabolic non-linear dynamic models through recasting into power-law canonical models

Background: Design of newly engineered microbial strains for biotechnological purposes would greatly benefit from the development of realistic mathematical models for the processes to be optimized. Such models can then be analyzed and, with the development and application of appropriate optimization techniques, one could identify the modifications that need to be made to the organism in order to achieve the desired biotechnological goal. As appropriate models to perform such an analysis are necessarily non-linear and typically non-convex, finding their global optimum is a challenging task. Canonical modeling techniques, such as Generalized Mass Action (GMA) models based on the power-law formalism, offer a possible solution to this problem because they have a mathematical structure that enables the development of specific algorithms for global optimization. Results: Based on the GMA canonical representation, we have developed in previous works a highly efficient optimization algorithm and a set of related strategies for understanding the evolution of adaptive responses in cellular metabolism. Here, we explore the possibility of recasting kinetic non-linear models into an equivalent GMA model, so that global optimization on the recast GMA model can be performed. With this technique, optimization is greatly facilitated and the results are transposable to the original non-linear problem. This procedure is straightforward for a particular class of non-linear models known as Saturable and Cooperative (SC) models that extend the power-law formalism to deal with saturation and cooperativity. Conclusions: Our results show that recasting non-linear kinetic models into GMA models is indeed an appropriate strategy that helps overcoming some of the numerical difficulties that arise during the global optimization task.

Non-linear growth models for bullfrog tadpoles

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Model selection approaches for non-linear system identification: a review

The identification of non-linear systems using only observed finite datasets has become a mature research area over the last two decades. A class of linear-in-the-parameter models with universal approximation capabilities have been intensively studied and widely used due to the availability of many linear-learning algorithms and their inherent convergence conditions. This article presents a systematic overview of basic research on model selection approaches for linear-in-the-parameter models. One of the fundamental problems in non-linear system identification is to find the minimal model with the best model generalisation performance from observational data only. The important concepts in achieving good model generalisation used in various non-linear system-identification algorithms are first reviewed, including Bayesian parameter regularisation and models selective criteria based on the cross validation and experimental design. A significant advance in machine learning has been the development of the support vector machine as a means for identifying kernel models based on the structural risk minimisation principle. The developments on the convex optimisation-based model construction algorithms including the support vector regression algorithms are outlined. Input selection algorithms and on-line system identification algorithms are also included in this review. Finally, some industrial applications of non-linear models are discussed.

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.

Non-linear modal analysis for beams subjected to axial loads: Analytical and finite-element solutions

A rigorous derivation of non-linear equations governing the dynamics of an axially loaded beam is given with a clear focus to develop robust low-dimensional models. Two important loading scenarios were considered, where a structure is subjected to a uniformly distributed axial and a thrust force. These loads are to mimic the main forces acting on an offshore riser, for which an analytical methodology has been developed and applied. In particular, non-linear normal modes (NNMs) and non-linear multi-modes (NMMs) have been constructed by using the method of multiple scales. This is to effectively analyse the transversal vibration responses by monitoring the modal responses and mode interactions. The developed analytical models have been crosschecked against the results from FEM simulation. The FEM model having 26 elements and 77 degrees-of-freedom gave similar results as the low-dimensional (one degree-of-freedom) non-linear oscillator, which was developed by constructing a so-called invariant manifold. The comparisons of the dynamical responses were made in terms of time histories, phase portraits and mode shapes. (C) 2008 Elsevier Ltd. All rights reserved.

Non-linear time series models

The last three decades have seen quite dramatic changes the way we modeled time dependent data. Linear processes have been in the center stage in modeling time series. As far as the second order properties are concerned, the theory and the methodology are very adequate.However, there are more and more evidences that linear models are not sufficiently flexible and rich enough for modeling purposes and that failure to account for non-linearities can be very misleading and have undesired consequences.