A new adaptive multiple modelling approach for non-linear and non-stationary systems

This paper proposes a novel adaptive multiple modelling algorithm for non-linear and non-stationary systems. This simple modelling paradigm comprises K candidate sub-models which are all linear. With data available in an online fashion, the performance of all candidate sub-models are monitored based on the most recent data window, and M best sub-models are selected from the K candidates. The weight coefficients of the selected sub-model are adapted via the recursive least square (RLS) algorithm, while the coefficients of the remaining sub-models are unchanged. These M model predictions are then optimally combined to produce the multi-model output. We propose to minimise the mean square error based on a recent data window, and apply the sum to one constraint to the combination parameters, leading to a closed-form solution, so that maximal computational efficiency can be achieved. In addition, at each time step, the model prediction is chosen from either the resultant multiple model or the best sub-model, whichever is the best. Simulation results are given in comparison with some typical alternatives, including the linear RLS algorithm and a number of online non-linear approaches, in terms of modelling performance and time consumption.

An analytical relation between entropy production and quantum Lyapunov exponents for Gaussian bipartite systems

We study and compare the information loss of a large class of Gaussian bipartite systems. It includes the usual Caldeira-Leggett-type model as well as Anosov models ( parametric oscillators, the inverted oscillator environment, etc), which exhibit instability, one of the most important characteristics of chaotic systems. We establish a rigorous connection between the quantum Lyapunov exponents and coherence loss, and show that in the case of unstable environments coherence loss is completely determined by the upper quantum Lyapunov exponent, a behavior which is more universal than that of the Caldeira-Leggett-type model.

Heteroscedastic controlled calibration model applied to analytical chemistry

In chemical analyses performed by laboratories, one faces the problem of determining the concentration of a chemical element in a sample. In practice, one deals with the problem using the so-called linear calibration model, which considers that the errors associated with the independent variables are negligible compared with the former variable. In this work, a new linear calibration model is proposed assuming that the independent variables are subject to heteroscedastic measurement errors. A simulation study is carried out in order to verify some properties of the estimators derived for the new model and it is also considered the usual calibration model to compare it with the new approach. Three applications are considered to verify the performance of the new approach. Copyright (C) 2010 John Wiley & Sons, Ltd.

Skew-normal linear calibration: a Bayesian perspective

In this paper, we present a Bayesian approach for estimation in the skew-normal calibration model, as well as the conditional posterior distributions which are useful for implementing the Gibbs sampler. Data transformation is thus avoided by using the methodology proposed. Model fitting is implemented by proposing the asymmetric deviance information criterion, ADIC, a modification of the ordinary DIC. We also report an application of the model studied by using a real data set, related to the relationship between the resistance and the elasticity of a sample of concrete beams. Copyright (C) 2008 John Wiley & Sons, Ltd.

Analytical Assessment of a Home Made Capillary Electrophoresis Equipment with Linear Charge Coupled Device for Visible Light Absorption Detection in the Determination of Food Dyes

The performance of modular home made capillary electrophoresis equipment with spectrophotometric detection, at a visible region by means of a miniaturized linear charge coupled device, was evaluated for the determination of four food dyes. This system presents a simple but efficient home made cell detection scheme. A computer program that converts the spectral data after each run into the electropherograms was developed to evaluate the analytical parameters. The dyes selected for analytical evaluation of the system were Brilliant Blue FCF, Fast Green FCF, Sunset Yellow FCF, and Amaranth. Separation was carried out in a 29cm length and 75 mu m I.D fused silica capillary, using 10mmolL-1 borate buffer at pH 9, with separation voltage of 7.5kV. The detection limits for the dyes were between 0.3 and 1.5mgL-1 and the method presented adequate linearity over the ranges studied, with correlation coefficients greater than 0.99. The method was applied for determination and quantification of these dyes in fruit juices and candies.