913 resultados para Partial Least Squares
Resumo:
This paper proposes a three-stage offline approach to detect, identify, and correct series and shunt branch parameter errors. In Stage 1 the branches suspected of having parameter errors are identified through an Identification Index (II). The II of a branch is the ratio between the number of measurements adjacent to that branch, whose normalized residuals are higher than a specified threshold value, and the total number of measurements adjacent to that branch. Using several measurement snapshots, in Stage 2 the suspicious parameters are estimated, in a simultaneous multiple-state-and-parameter estimation, via an augmented state and parameter estimator which increases the V - theta state vector for the inclusion of suspicious parameters. Stage 3 enables the validation of the estimation obtained in Stage 2, and is performed via a conventional weighted least squares estimator. Several simulation results (with IEEE bus systems) have demonstrated the reliability of the proposed approach to deal with single and multiple parameter errors in adjacent and non-adjacent branches, as well as in parallel transmission lines with series compensation. Finally the proposed approach is confirmed on tests performed on the Hydro-Quebec TransEnergie network.
Resumo:
The applicability of a meshfree approximation method, namely the EFG method, on fully geometrically exact analysis of plates is investigated. Based on a unified nonlinear theory of plates, which allows for arbitrarily large rotations and displacements, a Galerkin approximation via MLS functions is settled. A hybrid method of analysis is proposed, where the solution is obtained by the independent approximation of the generalized internal displacement fields and the generalized boundary tractions. A consistent linearization procedure is performed, resulting in a semi-definite generalized tangent stiffness matrix which, for hyperelastic materials and conservative loadings, is always symmetric (even for configurations far from the generalized equilibrium trajectory). Besides the total Lagrangian formulation, an updated version is also presented, which enables the treatment of rotations beyond the parameterization limit. An extension of the arc-length method that includes the generalized domain displacement fields, the generalized boundary tractions and the load parameter in the constraint equation of the hyper-ellipsis is proposed to solve the resulting nonlinear problem. Extending the hybrid-displacement formulation, a multi-region decomposition is proposed to handle complex geometries. A criterium for the classification of the equilibrium`s stability, based on the Bordered-Hessian matrix analysis, is suggested. Several numerical examples are presented, illustrating the effectiveness of the method. Differently from the standard finite element methods (FEM), the resulting solutions are (arbitrary) smooth generalized displacement and stress fields. (c) 2007 Elsevier Ltd. All rights reserved.
Resumo:
The classical approach for acoustic imaging consists of beamforming, and produces the source distribution of interest convolved with the array point spread function. This convolution smears the image of interest, significantly reducing its effective resolution. Deconvolution methods have been proposed to enhance acoustic images and have produced significant improvements. Other proposals involve covariance fitting techniques, which avoid deconvolution altogether. However, in their traditional presentation, these enhanced reconstruction methods have very high computational costs, mostly because they have no means of efficiently transforming back and forth between a hypothetical image and the measured data. In this paper, we propose the Kronecker Array Transform ( KAT), a fast separable transform for array imaging applications. Under the assumption of a separable array, it enables the acceleration of imaging techniques by several orders of magnitude with respect to the fastest previously available methods, and enables the use of state-of-the-art regularized least-squares solvers. Using the KAT, one can reconstruct images with higher resolutions than was previously possible and use more accurate reconstruction techniques, opening new and exciting possibilities for acoustic imaging.
Distributed Estimation Over an Adaptive Incremental Network Based on the Affine Projection Algorithm
Resumo:
We study the problem of distributed estimation based on the affine projection algorithm (APA), which is developed from Newton`s method for minimizing a cost function. The proposed solution is formulated to ameliorate the limited convergence properties of least-mean-square (LMS) type distributed adaptive filters with colored inputs. The analysis of transient and steady-state performances at each individual node within the network is developed by using a weighted spatial-temporal energy conservation relation and confirmed by computer simulations. The simulation results also verify that the proposed algorithm provides not only a faster convergence rate but also an improved steady-state performance as compared to an LMS-based scheme. In addition, the new approach attains an acceptable misadjustment performance with lower computational and memory cost, provided the number of regressor vectors and filter length parameters are appropriately chosen, as compared to a distributed recursive-least-squares (RLS) based method.
Resumo:
In Part I [""Fast Transforms for Acoustic Imaging-Part I: Theory,"" IEEE TRANSACTIONS ON IMAGE PROCESSING], we introduced the Kronecker array transform (KAT), a fast transform for imaging with separable arrays. Given a source distribution, the KAT produces the spectral matrix which would be measured by a separable sensor array. In Part II, we establish connections between the KAT, beamforming and 2-D convolutions, and show how these results can be used to accelerate classical and state of the art array imaging algorithms. We also propose using the KAT to accelerate general purpose regularized least-squares solvers. Using this approach, we avoid ill-conditioned deconvolution steps and obtain more accurate reconstructions than previously possible, while maintaining low computational costs. We also show how the KAT performs when imaging near-field source distributions, and illustrate the trade-off between accuracy and computational complexity. Finally, we show that separable designs can deliver accuracy competitive with multi-arm logarithmic spiral geometries, while having the computational advantages of the KAT.
Resumo:
As is well known, Hessian-based adaptive filters (such as the recursive-least squares algorithm (RLS) for supervised adaptive filtering, or the Shalvi-Weinstein algorithm (SWA) for blind equalization) converge much faster than gradient-based algorithms [such as the least-mean-squares algorithm (LMS) or the constant-modulus algorithm (CMA)]. However, when the problem is tracking a time-variant filter, the issue is not so clear-cut: there are environments for which each family presents better performance. Given this, we propose the use of a convex combination of algorithms of different families to obtain an algorithm with superior tracking capability. We show the potential of this combination and provide a unified theoretical model for the steady-state excess mean-square error for convex combinations of gradient- and Hessian-based algorithms, assuming a random-walk model for the parameter variations. The proposed model is valid for algorithms of the same or different families, and for supervised (LMS and RLS) or blind (CMA and SWA) algorithms.
Resumo:
Data from 9 studies were compiled to evaluate the effects of 20 yr of selection for postweaning weight (PWW) on carcass characteristics and meat quality in experimental herds of control Nellore (NeC) and selected Nellore (NeS), Caracu (CaS), Guzerah (GuS), and Gir (GiS) breeds. These studies were conducted with animals from a genetic selection program at the Experimental Station of Sertaozinho, Sao Paulo State, Brazil. After the performance test (168 d postweaning), bulls (n = 490) from the calf crops born between 1992 and 2000 were finished and slaughtered to evaluate carcass traits and meat quality. Treatments were different across studies. A meta-analysis was conducted with a random coefficients model in which herd was considered a fixed effect and treatments within year and year were considered as random effects. Either calculated maturity degree or initial BW was used interchangeably as the covariate, and least squares means were used in the multiple-comparison analysis. The CaS and NeS had heavier (P = 0.002) carcasses than the NeC and GiS; GuS were intermediate. The CaS had the longest carcass (P < 0.001) and heaviest spare ribs (P < 0.001), striploin (P < 0.001), and beef plate (P = 0.013). Although the body, carcass, and quarter weights of NeS were similar to those of CaS, NeS had more edible meat in the leg region than did CaS bulls. Selection for PWW increased rib-eye area in Nellore bulls. Selected Caracu had the lowest (most favorable) shear force values compared with the NeS (P = 0.003), NeC (P = 0.005), GuS (P = 0.003), and GiS (P = 0.008). Selection for PWW increased body, carcass, and meat retail weights in the Nellore without altering dressing percentage and body fat percentage.
Resumo:
OctVCE is a cartesian cell CFD code produced especially for numerical simulations of shock and blast wave interactions with complex geometries, in particular, from explosions. Virtual Cell Embedding (VCE) was chosen as its cartesian cell kernel for its simplicity and sufficiency for practical engineering design problems. The code uses a finite-volume formulation of the unsteady Euler equations with a second order explicit Runge-Kutta Godonov (MUSCL) scheme. Gradients are calculated using a least-squares method with a minmod limiter. Flux solvers used are AUSM, AUSMDV and EFM. No fluid-structure coupling or chemical reactions are allowed, but gas models can be perfect gas and JWL or JWLB for the explosive products. This report also describes the code’s ‘octree’ mesh adaptive capability and point-inclusion query procedures for the VCE geometry engine. Finally, some space will also be devoted to describing code parallelization using the shared-memory OpenMP paradigm. The user manual to the code is to be found in the companion report 2007/13.
Resumo:
The problem of extracting pore size distributions from characterization data is solved here with particular reference to adsorption. The technique developed is based on a finite element collocation discretization of the adsorption integral, with fitting of the isotherm data by least squares using regularization. A rapid and simple technique for ensuring non-negativity of the solutions is also developed which modifies the original solution having some negativity. The technique yields stable and converged solutions, and is implemented in a package RIDFEC. The package is demonstrated to be robust, yielding results which are less sensitive to experimental error than conventional methods, with fitting errors matching the known data error. It is shown that the choice of relative or absolute error norm in the least-squares analysis is best based on the kind of error in the data. (C) 1998 Elsevier Science Ltd. All rights reserved.
Resumo:
Residence time distribution studies of gas through a rotating drum bioreactor for solid-state fermentation were performed using carbon monoxide as a tracer gas. The exit concentration as a function of time differed considerably from profiles expected for plug flow, plug flow with axial dispersion, and continuous stirred tank reactor (CSTR) models. The data were then fitted by least-squares analysis to mathematical models describing a central plug flow region surrounded by either one dead region (a three-parameter model) or two dead regions (a five-parameter model). Model parameters were the dispersion coefficient in the central plug flow region, the volumes of the dead regions, and the exchange rates between the different regions. The superficial velocity of the gas through the reactor has a large effect on parameter values. Increased superficial velocity tends to decrease dead region volumes, interregion transfer rates, and axial dispersion. The significant deviation from CSTR, plug flow, and plug flow with axial dispersion of the residence time distribution of gas within small-scale reactors can lead to underestimation of the calculation of mass and heat transfer coefficients and hence has implications for reactor design and scaleup. (C) 2001 John Wiley & Sons, Inc.
Resumo:
The majority of past and current individual-tree growth modelling methodologies have failed to characterise and incorporate structured stochastic components. Rather, they have relied on deterministic predictions or have added an unstructured random component to predictions. In particular, spatial stochastic structure has been neglected, despite being present in most applications of individual-tree growth models. Spatial stochastic structure (also called spatial dependence or spatial autocorrelation) eventuates when spatial influences such as competition and micro-site effects are not fully captured in models. Temporal stochastic structure (also called temporal dependence or temporal autocorrelation) eventuates when a sequence of measurements is taken on an individual-tree over time, and variables explaining temporal variation in these measurements are not included in the model. Nested stochastic structure eventuates when measurements are combined across sampling units and differences among the sampling units are not fully captured in the model. This review examines spatial, temporal, and nested stochastic structure and instances where each has been characterised in the forest biometry and statistical literature. Methodologies for incorporating stochastic structure in growth model estimation and prediction are described. Benefits from incorporation of stochastic structure include valid statistical inference, improved estimation efficiency, and more realistic and theoretically sound predictions. It is proposed in this review that individual-tree modelling methodologies need to characterise and include structured stochasticity. Possibilities for future research are discussed. (C) 2001 Elsevier Science B.V. All rights reserved.
Resumo:
The small sample performance of Granger causality tests under different model dimensions, degree of cointegration, direction of causality, and system stability are presented. Two tests based on maximum likelihood estimation of error-correction models (LR and WALD) are compared to a Wald test based on multivariate least squares estimation of a modified VAR (MWALD). In large samples all test statistics perform well in terms of size and power. For smaller samples, the LR and WALD tests perform better than the MWALD test. Overall, the LR test outperforms the other two in terms of size and power in small samples.
Resumo:
When linear equality constraints are invariant through time they can be incorporated into estimation by restricted least squares. If, however, the constraints are time-varying, this standard methodology cannot be applied. In this paper we show how to incorporate linear time-varying constraints into the estimation of econometric models. The method involves the augmentation of the observation equation of a state-space model prior to estimation by the Kalman filter. Numerical optimisation routines are used for the estimation. A simple example drawn from demand analysis is used to illustrate the method and its application.
Resumo:
This article examines the efficiency of the National Football League (NFL) betting market. The standard ordinary least squares (OLS) regression methodology is replaced by a probit model. This circumvents potential econometric problems, and allows us to implement more sophisticated betting strategies where bets are placed only when there is a relatively high probability of success. In-sample tests indicate that probit-based betting strategies generate statistically significant profits. Whereas the profitability of a number of these betting strategies is confirmed by out-of-sample testing, there is some inconsistency among the remaining out-of-sample predictions. Our results also suggest that widely documented inefficiencies in this market tend to dissipate over time.
Resumo:
Previous studies have suggested that abnormal corneal wound healing in patients after photorefractive keratectomy (PRK) is associated with the appearance of myofibroblasts in the stroma between two and four weeks after surgery. The purpose of this study was to examine potential myofibroblast progenitor cells that might express other filament markers prior to completion of the differentiation pathway that yields alpha-smooth muscle actin (SMA)-expressing myofibroblasts associated with haze localized beneath the epithelial basement membrane after PRK. Twenty-four female rabbits that had -9 diopter PRK were sacrificed at 1 week, 2 weeks, 3 weeks or 4 weeks after surgery. Corneal rims were collected, frozen at -80 degrees C, and analyzed by immunocytochemistry using anti-vimentin, anti-desmin, and anti-SMA antibodies. Double immunostaining was performed for the co-localization of SMA with vimentin or desmin with SMA. An increase in vimentin expression in stromal cells is noted as early as 1 week after PRK in the rabbit cornea. As the healing response continues at two or three weeks after surgery, many stromal cells expressing vimentin also begin to express desmin and SMA. By 4 weeks after the surgery most, if not all, myofibroblasts express vimentin, desmin and SMA. Generalized least squares regression analysis showed that there was strong evidence that each of the marker groups differed in expression over time compared to the other two (p < 0.01). Intermediate filaments - vimentin and desmin co-exist in myofibroblasts along with SMA and may play an important role in corneal remodeling after photorefractive keratectomy. The earliest precursors of myofibroblasts destined to express SMA and desmin are detectible by staining for vimentin at 1 week after surgery. (C) 2009 Elsevier Ltd. All rights reserved.