Composite control of non-linear singularly perturbed systems: a geometric approach

Using a geometric approach, a composite control—the sum of a slow control and a fast control—is derived for a general class of non-linear singularly perturbed systems. A new and simpler method of composite control design is proposed whereby the fast control is completely designed at the outset. The slow control is then free to be chosen such that the slow integral manifold of the original system approximates a desired design manifold to within any specified order of ε accuracy.

Superfast non-linear diffusion: capillary transport in particulate porous media

The migration of liquids in porous media, such as sand, has been commonly considered at high saturation levels with liquid pathways at pore dimensions. In this letter we reveal a low saturation regime observed in our experiments with droplets of extremely low volatility liquids deposited on sand. In this regime the liquid is mostly found within the grain surface roughness and in the capillary bridges formed at the contacts between the grains. The bridges act as variable-volume reservoirs and the flow is driven by the capillary pressure arising at the wetting front according to the roughness length scales. We propose that this migration (spreading) is the result of interplay between the bridge volume adjustment to this pressure distribution and viscous losses of a creeping flow within the roughness. The net macroscopic result is a special case of non-linear diffusion described by a superfast diffusion equation (SFDE) for saturation with distinctive mathematical character. We obtain solutions to a moving boundary problem defined by SFDE that robustly convey a time power law of spreading as seen in our experiments.

Retrieval characteristics of non-linear sea surface temperature from the Advanced Very High Resolution Radiometer

Criteria are proposed for evaluating sea surface temperature (SST) retrieved from satellite infra-red imagery: bias should be small on regional scales; sensitivity to atmospheric humidity should be small; and sensitivity of retrieved SST to surface temperature should be close to 1 K K−1. Their application is illustrated for non-linear sea surface temperature (NLSST) estimates. 233929 observations from the Advanced Very High Resolution Radiometer (AVHRR) on Metop-A are matched with in situ data and numerical weather prediction (NWP) fields. NLSST coefficients derived from these matches have regional biases from −0.5 to +0.3 K. Using radiative transfer modelling we find that a 10% increase in humidity alone can change the retrieved NLSST by between −0.5 K and +0.1 K. A 1 K increase in SST changes NLSST by <0.5 K in extreme cases. The validity of estimates of sensitivity by radiative transfer modelling is confirmed empirically.

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.

A comparison of tests of non-linear cointegration with an application to the predictability of US interest rates using the term structure

We test whether there are nonlinearities in the response of short- and long-term interest rates to the spread in interest rates, and assess the out-of-sample predictability of interest rates using linear and nonlinear models. We find strong evidence of nonlinearities in the response of interest rates to the spread. Nonlinearities are shown to result in more accurate short-horizon forecasts, especially of the spread.

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.

Linear and non-linear transmission of equity return volatility: evidence from the US, Japan and Australia

This paper models the transmission of shocks between the US, Japanese and Australian equity markets. Tests for the existence of linear and non-linear transmission of volatility across the markets are performed using parametric and non-parametric techniques. In particular the size and sign of return innovations are important factors in determining the degree of spillovers in volatility. It is found that a multivariate asymmetric GARCH formulation can explain almost all of the non-linear causality between markets. These results have important implications for the construction of models and forecasts of international equity returns.

Linear and non-linear (non-)forecastability of high-frequency exchange rates

This paper forecasts Daily Sterling exchange rate returns using various naive, linear and non-linear univariate time-series models. The accuracy of the forecasts is evaluated using mean squared error and sign prediction criteria. These show only a very modest improvement over forecasts generated by a random walk model. The Pesaran–Timmerman test and a comparison with forecasts generated artificially shows that even the best models have no evidence of market timing ability.

Fractional order and non-linear system identification algorithms for biomedical applications

We discuss the modelling of dielectric responses of amorphous biological samples. Such samples are commonly encountered in impedance spectroscopy studies as well as in UV, IR, optical and THz transient spectroscopy experiments and in pump-probe studies. In many occasions, the samples may display quenched absorption bands. A systems identification framework may be developed to provide parsimonious representations of such responses. To achieve this, it is appropriate to augment the standard models found in the identification literature to incorporate fractional order dynamics. Extensions of models using the forward shift operator, state space models as well as their non-linear Hammerstein-Wiener counterpart models are highlighted. We also discuss the need to extend the theory of electromagnetically excited networks which can account for fractional order behaviour in the non-linear regime by incorporating nonlinear elements to account for the observed non-linearities. The proposed approach leads to the development of a range of new chemometrics tools for biomedical data analysis and classification.

Targeting medication non-adherence behavior in selected autoimmune diseases: a systematic approach to digital health program development

Background 29 autoimmune diseases, including Rheumatoid Arthritis, gout, Crohn’s Disease, and Systematic Lupus Erythematosus affect 7.6-9.4% of the population. While effective therapy is available, many patients do not follow treatment or use medications as directed. Digital health and Web 2.0 interventions have demonstrated much promise in increasing medication and treatment adherence, but to date many Internet tools have proven disappointing. In fact, most digital interventions continue to suffer from high attrition in patient populations, are burdensome for healthcare professionals, and have relatively short life spans. Objective Digital health tools have traditionally centered on the transformation of existing interventions (such as diaries, trackers, stage-based or cognitive behavioral therapy programs, coupons, or symptom checklists) to electronic format. Advanced digital interventions have also incorporated attributes of Web 2.0 such as social networking, text messaging, and the use of video. Despite these efforts, there has not been little measurable impact in non-adherence for illnesses that require medical interventions, and research must look to other strategies or development methodologies. As a first step in investigating the feasibility of developing such a tool, the objective of the current study is to systematically rate factors of non-adherence that have been reported in past research studies. Methods Grounded Theory, recognized as a rigorous method that facilitates the emergence of new themes through systematic analysis, data collection and coding, was used to analyze quantitative, qualitative and mixed method studies addressing the following autoimmune diseases: Rheumatoid Arthritis, gout, Crohn’s Disease, Systematic Lupus Erythematosus, and inflammatory bowel disease. Studies were only included if they contained primary data addressing the relationship with non-adherence. Results Out of the 27 studies, four non-modifiable and 11 modifiable risk factors were discovered. Over one third of articles identified the following risk factors as common contributors to medication non-adherence (percent of studies reporting): patients not understanding treatment (44%), side effects (41%), age (37%), dose regimen (33%), and perceived medication ineffectiveness (33%). An unanticipated finding that emerged was the need for risk stratification tools (81%) with patient-centric approaches (67%). Conclusions This study systematically identifies and categorizes medication non-adherence risk factors in select autoimmune diseases. Findings indicate that patients understanding of their disease and the role of medication are paramount. An unexpected finding was that the majority of research articles called for the creation of tailored, patient-centric interventions that dispel personal misconceptions about disease, pharmacotherapy, and how the body responds to treatment. To our knowledge, these interventions do not yet exist in digital format. Rather than adopting a systems level approach, digital health programs should focus on cohorts with heterogeneous needs, and develop tailored interventions based on individual non-adherence patterns.