918 resultados para least squares method
Resumo:
This study investigated the potential application of mid-infrared spectroscopy (MIR 4,000–900 cm−1) for the determination of milk coagulation properties (MCP), titratable acidity (TA), and pH in Brown Swiss milk samples (n = 1,064). Because MCP directly influence the efficiency of the cheese-making process, there is strong industrial interest in developing a rapid method for their assessment. Currently, the determination of MCP involves time-consuming laboratory-based measurements, and it is not feasible to carry out these measurements on the large numbers of milk samples associated with milk recording programs. Mid-infrared spectroscopy is an objective and nondestructive technique providing rapid real-time analysis of food compositional and quality parameters. Analysis of milk rennet coagulation time (RCT, min), curd firmness (a30, mm), TA (SH°/50 mL; SH° = Soxhlet-Henkel degree), and pH was carried out, and MIR data were recorded over the spectral range of 4,000 to 900 cm−1. Models were developed by partial least squares regression using untreated and pretreated spectra. The MCP, TA, and pH prediction models were improved by using the combined spectral ranges of 1,600 to 900 cm−1, 3,040 to 1,700 cm−1, and 4,000 to 3,470 cm−1. The root mean square errors of cross-validation for the developed models were 2.36 min (RCT, range 24.9 min), 6.86 mm (a30, range 58 mm), 0.25 SH°/50 mL (TA, range 3.58 SH°/50 mL), and 0.07 (pH, range 1.15). The most successfully predicted attributes were TA, RCT, and pH. The model for the prediction of TA provided approximate prediction (R2 = 0.66), whereas the predictive models developed for RCT and pH could discriminate between high and low values (R2 = 0.59 to 0.62). It was concluded that, although the models require further development to improve their accuracy before their application in industry, MIR spectroscopy has potential application for the assessment of RCT, TA, and pH during routine milk analysis in the dairy industry. The implementation of such models could be a means of improving MCP through phenotypic-based selection programs and to amend milk payment systems to incorporate MCP into their payment criteria.
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The problem of state estimation occurs in many applications of fluid flow. For example, to produce a reliable weather forecast it is essential to find the best possible estimate of the true state of the atmosphere. To find this best estimate a nonlinear least squares problem has to be solved subject to dynamical system constraints. Usually this is solved iteratively by an approximate Gauss–Newton method where the underlying discrete linear system is in general unstable. In this paper we propose a new method for deriving low order approximations to the problem based on a recently developed model reduction method for unstable systems. To illustrate the theoretical results, numerical experiments are performed using a two-dimensional Eady model – a simple model of baroclinic instability, which is the dominant mechanism for the growth of storms at mid-latitudes. It is a suitable test model to show the benefit that may be obtained by using model reduction techniques to approximate unstable systems within the state estimation problem.
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It is well known that there is a dynamic relationship between cerebral blood flow (CBF) and cerebral blood volume (CBV). With increasing applications of functional MRI, where the blood oxygen-level-dependent signals are recorded, the understanding and accurate modeling of the hemodynamic relationship between CBF and CBV becomes increasingly important. This study presents an empirical and data-based modeling framework for model identification from CBF and CBV experimental data. It is shown that the relationship between the changes in CBF and CBV can be described using a parsimonious autoregressive with exogenous input model structure. It is observed that neither the ordinary least-squares (LS) method nor the classical total least-squares (TLS) method can produce accurate estimates from the original noisy CBF and CBV data. A regularized total least-squares (RTLS) method is thus introduced and extended to solve such an error-in-the-variables problem. Quantitative results show that the RTLS method works very well on the noisy CBF and CBV data. Finally, a combination of RTLS with a filtering method can lead to a parsimonious but very effective model that can characterize the relationship between the changes in CBF and CBV.
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We propose a new sparse model construction method aimed at maximizing a model’s generalisation capability for a large class of linear-in-the-parameters models. The coordinate descent optimization algorithm is employed with a modified l1- penalized least squares cost function in order to estimate a single parameter and its regularization parameter simultaneously based on the leave one out mean square error (LOOMSE). Our original contribution is to derive a closed form of optimal LOOMSE regularization parameter for a single term model, for which we show that the LOOMSE can be analytically computed without actually splitting the data set leading to a very simple parameter estimation method. We then integrate the new results within the coordinate descent optimization algorithm to update model parameters one at the time for linear-in-the-parameters models. Consequently a fully automated procedure is achieved without resort to any other validation data set for iterative model evaluation. Illustrative examples are included to demonstrate the effectiveness of the new approaches.
Resumo:
Many communication signal processing applications involve modelling and inverting complex-valued (CV) Hammerstein systems. We develops a new CV B-spline neural network approach for efficient identification of the CV Hammerstein system and effective inversion of the estimated CV Hammerstein model. Specifically, the CV nonlinear static function in the Hammerstein system is represented using the tensor product from two univariate B-spline neural networks. An efficient alternating least squares estimation method is adopted for identifying the CV linear dynamic model’s coefficients and the CV B-spline neural network’s weights, which yields the closed-form solutions for both the linear dynamic model’s coefficients and the B-spline neural network’s weights, and this estimation process is guaranteed to converge very fast to a unique minimum solution. Furthermore, an accurate inversion of the CV Hammerstein system can readily be obtained using the estimated model. In particular, the inversion of the CV nonlinear static function in the Hammerstein system can be calculated effectively using a Gaussian-Newton algorithm, which naturally incorporates the efficient De Boor algorithm with both the B-spline curve and first order derivative recursions. The effectiveness of our approach is demonstrated using the application to equalisation of Hammerstein channels.
Resumo:
4-Dimensional Variational Data Assimilation (4DVAR) assimilates observations through the minimisation of a least-squares objective function, which is constrained by the model flow. We refer to 4DVAR as strong-constraint 4DVAR (sc4DVAR) in this thesis as it assumes the model is perfect. Relaxing this assumption gives rise to weak-constraint 4DVAR (wc4DVAR), leading to a different minimisation problem with more degrees of freedom. We consider two wc4DVAR formulations in this thesis, the model error formulation and state estimation formulation. The 4DVAR objective function is traditionally solved using gradient-based iterative methods. The principle method used in Numerical Weather Prediction today is the Gauss-Newton approach. This method introduces a linearised `inner-loop' objective function, which upon convergence, updates the solution of the non-linear `outer-loop' objective function. This requires many evaluations of the objective function and its gradient, which emphasises the importance of the Hessian. The eigenvalues and eigenvectors of the Hessian provide insight into the degree of convexity of the objective function, while also indicating the difficulty one may encounter while iterative solving 4DVAR. The condition number of the Hessian is an appropriate measure for the sensitivity of the problem to input data. The condition number can also indicate the rate of convergence and solution accuracy of the minimisation algorithm. This thesis investigates the sensitivity of the solution process minimising both wc4DVAR objective functions to the internal assimilation parameters composing the problem. We gain insight into these sensitivities by bounding the condition number of the Hessians of both objective functions. We also precondition the model error objective function and show improved convergence. We show that both formulations' sensitivities are related to error variance balance, assimilation window length and correlation length-scales using the bounds. We further demonstrate this through numerical experiments on the condition number and data assimilation experiments using linear and non-linear chaotic toy models.
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We use sunspot group observations from the Royal Greenwich Observatory (RGO) to investigate the effects of intercalibrating data from observers with different visual acuities. The tests are made by counting the number of groups RB above a variable cut-off threshold of observed total whole-spot area (uncorrected for foreshortening) to simulate what a lower acuity observer would have seen. The synthesised annual means of RB are then re-scaled to the full observed RGO group number RA using a variety of regression techniques. It is found that a very high correlation between RA and RB (rAB > 0.98) does not prevent large errors in the intercalibration (for example sunspot maximum values can be over 30 % too large even for such levels of rAB). In generating the backbone sunspot number (RBB), Svalgaard and Schatten (2015, this issue) force regression fits to pass through the scatter plot origin which generates unreliable fits (the residuals do not form a normal distribution) and causes sunspot cycle amplitudes to be exaggerated in the intercalibrated data. It is demonstrated that the use of Quantile-Quantile (“Q Q”) plots to test for a normal distribution is a useful indicator of erroneous and misleading regression fits. Ordinary least squares linear fits, not forced to pass through the origin, are sometimes reliable (although the optimum method used is shown to be different when matching peak and average sunspot group numbers). However, other fits are only reliable if non-linear regression is used. From these results it is entirely possible that the inflation of solar cycle amplitudes in the backbone group sunspot number as one goes back in time, relative to related solar-terrestrial parameters, is entirely caused by the use of inappropriate and non-robust regression techniques to calibrate the sunspot data.
Resumo:
Optimal state estimation is a method that requires minimising a weighted, nonlinear, least-squares objective function in order to obtain the best estimate of the current state of a dynamical system. Often the minimisation is non-trivial due to the large scale of the problem, the relative sparsity of the observations and the nonlinearity of the objective function. To simplify the problem the solution is often found via a sequence of linearised objective functions. The condition number of the Hessian of the linearised problem is an important indicator of the convergence rate of the minimisation and the expected accuracy of the solution. In the standard formulation the convergence is slow, indicating an ill-conditioned objective function. A transformation to different variables is often used to ameliorate the conditioning of the Hessian by changing, or preconditioning, the Hessian. There is only sparse information in the literature for describing the causes of ill-conditioning of the optimal state estimation problem and explaining the effect of preconditioning on the condition number. This paper derives descriptive theoretical bounds on the condition number of both the unpreconditioned and preconditioned system in order to better understand the conditioning of the problem. We use these bounds to explain why the standard objective function is often ill-conditioned and why a standard preconditioning reduces the condition number. We also use the bounds on the preconditioned Hessian to understand the main factors that affect the conditioning of the system. We illustrate the results with simple numerical experiments.
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Sea surface gradients derived from the Geosat and ERS-1 satellite altimetry geodetic missions were integrated with marine gravity data from the National Geophysical Data Center and Brazilian national surveys. Using the least squares collocation method, models of free-air gravity anomaly and geoid height were calculated for the coast of Brazil with a resolution of 2` x 2`. The integration of satellite and shipborne data showed better statistical results in regions near the coast than using satellite data only, suggesting an improvement when compared to the state-of-the-art global gravity models. Furthermore, these results were obtained with considerably less input information than was used by those reference models. The least squares collocation presented a very low content of high-frequency noise in the predicted gravity anomalies. This may be considered essential to improve the high resolution representation of the gravity field in regions of ocean-continent transition. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
Partition of Unity Implicits (PUI) has been recently introduced for surface reconstruction from point clouds. In this work, we propose a PUI method that employs a set of well-observed solutions in order to produce geometrically pleasant results without requiring time consuming or mathematically overloaded computations. One feature of our technique is the use of multivariate orthogonal polynomials in the least-squares approximation, which allows the recursive refinement of the local fittings in terms of the degree of the polynomial. However, since the use of high-order approximations based only on the number of available points is not reliable, we introduce the concept of coverage domain. In addition, the method relies on the use of an algebraically defined triangulation to handle two important tasks in PUI: the spatial decomposition and an adaptive polygonization. As the spatial subdivision is based on tetrahedra, the generated mesh may present poorly-shaped triangles that are improved in this work by means a specific vertex displacement technique. Furthermore, we also address sharp features and raw data treatment. A further contribution is based on the PUI locality property that leads to an intuitive scheme for improving or repairing the surface by means of editing local functions.
Resumo:
Semi-empirical weighted oscillator strengths (gf) and lifetimes presented in this work for all experimentally known electric dipole P XII spectral lines and energy levels were computed within a multiconfiguration Hartree-Fock relativistic approach. In this calculation, the electrostatic parameters were optimized by a least-squares procedure in order to improve the adjustment to experimental energy levels. The method produces lifetime and gf values that are in agreement with intensity observations used for the interpretation of spectrograms of solar and laboratory plasmas.
Exact penalties for variational inequalities with applications to nonlinear complementarity problems
Resumo:
In this paper, we present a new reformulation of the KKT system associated to a variational inequality as a semismooth equation. The reformulation is derived from the concept of differentiable exact penalties for nonlinear programming. The best theoretical results are presented for nonlinear complementarity problems, where simple, verifiable, conditions ensure that the penalty is exact. We close the paper with some preliminary computational tests on the use of a semismooth Newton method to solve the equation derived from the new reformulation. We also compare its performance with the Newton method applied to classical reformulations based on the Fischer-Burmeister function and on the minimum. The new reformulation combines the best features of the classical ones, being as easy to solve as the reformulation that uses the Fischer-Burmeister function while requiring as few Newton steps as the one that is based on the minimum.
Resumo:
A new method is presented for spectrophotometric determination of total polyphenols content in wine. The procedure is a modified CUPRAC method based on the reduction of Cu(II), in hydroethanolic medium (pH 7.0) in the presence of neocuproine (2,9-dimethyl-1,10-phenanthroline), by polyphenols, yielding a Cu(I) complexes with maximum absorption peak at 450 nm. The absorbance values are linear (r = 0.998, n = 6) with tannic acid concentrations from 0.4 to 3.6 mu mol L(-1). The limit of detection obtained was 0.41 mu mol L(-1) and relative standard deviation 1.2% (1 mu mol L(-1); n = 8). Recoveries between 80% and 110% (mean value of 95%) were calculated for total polyphenols determination in 14 commercials and 2 synthetic wine samples (with and without sulphite). The proposed procedure is about 1.5 more sensitive than the official Folin-Ciocalteu method. The sensitivities of both methods were compared by the analytical responses of several polyphenols tested in each method. (C) 2010 Elsevier Ltd. All rights reserved.
Resumo:
Molecular orbital calculations were carried out on a set of 28 non-imidazole H(3) antihistamine compounds using the Hartree-Fock method in order to investigate the possible relationships between electronic structural properties and binding affinity for H3 receptors (pK(i)). It was observed that the frontier effective-for-reaction molecular orbital (FERMO) energies were better correlated with pK(i) values than highest occupied molecular orbital (HOMO) and lowest unoccupied molecular orbital (LUMO) energy values. Exploratory data analysis through hierarchical cluster (HCA) and principal component analysis (PCA) showed a separation of the compounds in two sets, one grouping the molecules with high pK(i) values, the other gathering low pK(i) value compounds. This separation was obtained with the use of the following descriptors: FERMO energies (epsilon(FERMO)), charges derived from the electrostatic potential on the nitrogen atom (N(1)), electronic density indexes for FERMO on the N(1) atom (Sigma((FERMO))c(i)(2)). and electrophilicity (omega`). These electronic descriptors were used to construct a quantitative structure-activity relationship (QSAR) model through the partial least-squares (PLS) method with three principal components. This model generated Q(2) = 0.88 and R(2) = 0.927 values obtained from a training set and external validation of 23 and 5 molecules, respectively. After the analysis of the PLS regression equation and the values for the selected electronic descriptors, it is suggested that high values of FERMO energies and of Sigma((FERMO))c(i)(2), together with low values of electrophilicity and pronounced negative charges on N(1) appear as desirable properties for the conception of new molecules which might have high binding affinity. 2010 Elsevier Inc. All rights reserved.
Resumo:
The study aims to assess the empirical adherence of the permanent income theory and the consumption smoothing view in Latin America. Two present value models are considered, one describing household behavior and the other open economy macroeconomics. Following the methodology developed in Campbell and Schiller (1987), Bivariate Vector Autoregressions are estimated for the saving ratio and the real growth rate of income concerning the household behavior model and for the current account and the change in national cash ‡ow regarding the open economy model. The countries in the sample are considered separately in the estimation process (individual system estimation) as well as jointly (joint system estimation). Ordinary Least Squares (OLS) and Seemingly Unrelated Regressions (SURE) estimates of the coe¢cients are generated. Wald Tests are then conducted to verify if the VAR coe¢cient estimates are in conformity with those predicted by the theory. While the empirical results are sensitive to the estimation method and discount factors used, there is only weak evidence in favor of the permanent income theory and consumption smoothing view in the group of countries analyzed.