982 resultados para Prediction Error
Resumo:
Modeling nonlinear systems using Volterra series is a century old method but practical realizations were hampered by inadequate hardware to handle the increased computational complexity stemming from its use. But interest is renewed recently, in designing and implementing filters which can model much of the polynomial nonlinearities inherent in practical systems. The key advantage in resorting to Volterra power series for this purpose is that nonlinear filters so designed can be made to work in parallel with the existing LTI systems, yielding improved performance. This paper describes the inclusion of a quadratic predictor (with nonlinearity order 2) with a linear predictor in an analog source coding system. Analog coding schemes generally ignore the source generation mechanisms but focuses on high fidelity reconstruction at the receiver. The widely used method of differential pnlse code modulation (DPCM) for speech transmission uses a linear predictor to estimate the next possible value of the input speech signal. But this linear system do not account for the inherent nonlinearities in speech signals arising out of multiple reflections in the vocal tract. So a quadratic predictor is designed and implemented in parallel with the linear predictor to yield improved mean square error performance. The augmented speech coder is tested on speech signals transmitted over an additive white gaussian noise (AWGN) channel.
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Grass-based diets are of increasing social-economic importance in dairy cattle farming, but their low supply of glucogenic nutrients may limit the production of milk. Current evaluation systems that assess the energy supply and requirements are based on metabolisable energy (ME) or net energy (NE). These systems do not consider the characteristics of the energy delivering nutrients. In contrast, mechanistic models take into account the site of digestion, the type of nutrient absorbed and the type of nutrient required for production of milk constituents, and may therefore give a better prediction of supply and requirement of nutrients. The objective of the present study is to compare the ability of three energy evaluation systems, viz. the Dutch NE system, the agricultural and food research council (AFRC) ME system, and the feed into milk (FIM) ME system, and of a mechanistic model based on Dijkstra et al. [Simulation of digestion in cattle fed sugar cane: prediction of nutrient supply for milk production with locally available supplements. J. Agric. Sci., Cambridge 127, 247-60] and Mills et al. [A mechanistic model of whole-tract digestion and methanogenesis in the lactating dairy cow: model development, evaluation and application. J. Anim. Sci. 79, 1584-97] to predict the feed value of grass-based diets for milk production. The dataset for evaluation consists of 41 treatments of grass-based diets (at least 0.75 g ryegrass/g diet on DM basis). For each model, the predicted energy or nutrient supply, based on observed intake, was compared with predicted requirement based on observed performance. Assessment of the error of energy or nutrient supply relative to requirement is made by calculation of mean square prediction error (MSPE) and by concordance correlation coefficient (CCC). All energy evaluation systems predicted energy requirement to be lower (6-11%) than energy supply. The root MSPE (expressed as a proportion of the supply) was lowest for the mechanistic model (0.061), followed by the Dutch NE system (0.082), FIM ME system (0.097) and AFRCME system(0.118). For the energy evaluation systems, the error due to overall bias of prediction dominated the MSPE, whereas for the mechanistic model, proportionally 0.76 of MSPE was due to random variation. CCC analysis confirmed the higher accuracy and precision of the mechanistic model compared with energy evaluation systems. The error of prediction was positively related to grass protein content for the Dutch NE system, and was also positively related to grass DMI level for all models. In conclusion, current energy evaluation systems overestimate energy supply relative to energy requirement on grass-based diets for dairy cattle. The mechanistic model predicted glucogenic nutrients to limit performance of dairy cattle on grass-based diets, and proved to be more accurate and precise than the energy systems. The mechanistic model could be improved by allowing glucose maintenance and utilization requirements parameters to be variable. (C) 2007 Elsevier B.V. All rights reserved.
Resumo:
Previous attempts to apply statistical models, which correlate nutrient intake with methane production, have been of limited. value where predictions are obtained for nutrient intakes and diet types outside those. used in model construction. Dynamic mechanistic models have proved more suitable for extrapolation, but they remain computationally expensive and are not applied easily in practical situations. The first objective of this research focused on employing conventional techniques to generate statistical models of methane production appropriate to United Kingdom dairy systems. The second objective was to evaluate these models and a model published previously using both United Kingdom and North American data sets. Thirdly, nonlinear models were considered as alternatives to the conventional linear regressions. The United Kingdom calorimetry data used to construct the linear models also were used to develop the three. nonlinear alternatives that were ball of modified Mitscherlich (monomolecular) form. Of the linear models tested,, an equation from the literature proved most reliable across the full range of evaluation data (root mean square prediction error = 21.3%). However, the Mitscherlich models demonstrated the greatest degree of adaptability across diet types and intake level. The most successful model for simulating the independent data was a modified Mitscherlich equation with the steepness parameter set to represent dietary starch-to-ADF ratio (root mean square prediction error = 20.6%). However, when such data were unavailable, simpler Mitscherlich forms relating dry matter or metabolizable energy intake to methane production remained better alternatives relative to their linear counterparts.
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The primary purpose of this study was to model the partitioning of evapotranspiration in a maize-sunflower intercrop at various canopy covers. The Shuttleworth-Wallace (SW) model was extended for intercropping systems to include both crop transpiration and soil evaporation and allowing interaction between the two. To test the accuracy of the extended SW model, two field experiments of maize-sunflower intercrop were conducted in 1998 and 1999. Plant transpiration and soil evaporation were measured using sap flow gauges and lysimeters, respectively. The mean prediction error (simulated minus measured values) for transpiration was zero (which indicated no overall bias in estimation error), and its accuracy was not affected by the plant growth stages, but simulated transpiration during high measured transpiration rates tended to be slightly underestimated. Overall, the predictions for daily soil evaporation were also accurate. Model estimation errors were probably due to the simplified modelling of soil water content, stomatal resistances and soil heat flux as well as due to the uncertainties in characterising the 2 micrometeorological conditions. The SW’s prediction of transpiration was most sensitive to parameters most directly related to the canopy characteristics such as the partitioning of captured solar radiation, canopy resistance, and bulk boundary layer resistance.
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This paper proposes a new iterative algorithm for OFDM joint data detection and phase noise (PHN) cancellation based on minimum mean square prediction error. We particularly highlight the problem of "overfitting" such that the iterative approach may converge to a trivial solution. Although it is essential for this joint approach, the overfitting problem was relatively less studied in existing algorithms. In this paper, specifically, we apply a hard decision procedure at every iterative step to overcome the overfitting. Moreover, compared with existing algorithms, a more accurate Pade approximation is used to represent the phase noise, and finally a more robust and compact fast process based on Givens rotation is proposed to reduce the complexity to a practical level. Numerical simulations are also given to verify the proposed algorithm.
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This correspondence proposes a new algorithm for the OFDM joint data detection and phase noise (PHN) cancellation for constant modulus modulations. We highlight that it is important to address the overfitting problem since this is a major detrimental factor impairing the joint detection process. In order to attack the overfitting problem we propose an iterative approach based on minimum mean square prediction error (MMSPE) subject to the constraint that the estimated data symbols have constant power. The proposed constrained MMSPE algorithm (C-MMSPE) significantly improves the performance of existing approaches with little extra complexity being imposed. Simulation results are also given to verify the proposed algorithm.
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A common problem in many data based modelling algorithms such as associative memory networks is the problem of the curse of dimensionality. In this paper, a new two-stage neurofuzzy system design and construction algorithm (NeuDeC) for nonlinear dynamical processes is introduced to effectively tackle this problem. A new simple preprocessing method is initially derived and applied to reduce the rule base, followed by a fine model detection process based on the reduced rule set by using forward orthogonal least squares model structure detection. In both stages, new A-optimality experimental design-based criteria we used. In the preprocessing stage, a lower bound of the A-optimality design criterion is derived and applied as a subset selection metric, but in the later stage, the A-optimality design criterion is incorporated into a new composite cost function that minimises model prediction error as well as penalises the model parameter variance. The utilisation of NeuDeC leads to unbiased model parameters with low parameter variance and the additional benefit of a parsimonious model structure. Numerical examples are included to demonstrate the effectiveness of this new modelling approach for high dimensional inputs.
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A new parameter-estimation algorithm, which minimises the cross-validated prediction error for linear-in-the-parameter models, is proposed, based on stacked regression and an evolutionary algorithm. It is initially shown that cross-validation is very important for prediction in linear-in-the-parameter models using a criterion called the mean dispersion error (MDE). Stacked regression, which can be regarded as a sophisticated type of cross-validation, is then introduced based on an evolutionary algorithm, to produce a new parameter-estimation algorithm, which preserves the parsimony of a concise model structure that is determined using the forward orthogonal least-squares (OLS) algorithm. The PRESS prediction errors are used for cross-validation, and the sunspot and Canadian lynx time series are used to demonstrate the new algorithms.
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A dynamic, mechanistic model of enteric fermentation was used to investigate the effect of type and quality of grass forage, dry matter intake (DMI) and proportion of concentrates in dietary dry matter (DM) on variation in methane (CH(4)) emission from enteric fermentation in dairy cows. The model represents substrate degradation and microbial fermentation processes in rumen and hindgut and, in particular, the effects of type of substrate fermented and of pH oil the production of individual volatile fatty acids and CH, as end-products of fermentation. Effects of type and quality of fresh and ensiled grass were evaluated by distinguishing two N fertilization rates of grassland and two stages of grass maturity. Simulation results indicated a strong impact of the amount and type of grass consumed oil CH(4) emission, with a maximum difference (across all forage types and all levels of DM 1) of 49 and 77% in g CH(4)/kg fat and protein corrected milk (FCM) for diets with a proportion of concentrates in dietary DM of 0.1 and 0.4, respectively (values ranging from 10.2 to 19.5 g CH(4)/kg FCM). The lowest emission was established for early Cut, high fertilized grass silage (GS) and high fertilized grass herbage (GH). The highest emission was found for late cut, low-fertilized GS. The N fertilization rate had the largest impact, followed by stage of grass maturity at harvesting and by the distinction between GH and GS. Emission expressed in g CH(4)/kg FCM declined oil average 14% with an increase of DMI from 14 to 18 kg/day for grass forage diets with a proportion of concentrates of 0.1, and on average 29% with an increase of DMI from 14 to 23 kg/day for diets with a proportion of concentrates of 0.4. Simulation results indicated that a high proportion of concentrates in dietary DM may lead to a further reduction of CH, emission per kg FCM mainly as a result of a higher DM I and milk yield, in comparison to low concentrate diets. Simulation results were evaluated against independent data obtained at three different laboratories in indirect calorimetry trials with COWS consuming GH mainly. The model predicted the average of observed values reasonably, but systematic deviations remained between individual laboratories and root mean squared prediction error was a proportion of 0.12 of the observed mean. Both observed and predicted emission expressed in g CH(4)/kg DM intake decreased upon an increase in dietary N:organic matter (OM) ratio. The model reproduced reasonably well the variation in measured CH, emission in cattle sheds oil Dutch dairy farms and indicated that oil average a fraction of 0.28 of the total emissions must have originated from manure under these circumstances.
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Current feed evaluation systems for ruminants are too imprecise to describe diets in terms of their acidosis risk. The dynamic mechanistic model described herein arises from the integration of a lactic acid (La) metabolism module into an extant model of whole-rumen function. The model was evaluated using published data from cows and sheep fed a range of diets or infused with various doses of La. The model performed well in simulating peak rumen La concentrations (coefficient of determination = 0.96; root mean square prediction error = 16.96% of observed mean), although frequency of sampling for the published data prevented a comprehensive comparison of prediction of time to peak La accumulation. The model showed a tendency for increased La accumulation following feeding of diets rich in nonstructural carbohydrates, although less-soluble starch sources such as corn tended to limit rumen La concentration. Simulated La absorption from the rumen remained low throughout the feeding cycle. The competition between bacteria and protozoa for rumen La suggests a variable contribution of protozoa to total La utilization. However, the model was unable to simulate the effects of defaunation on rumen La metabolism, indicating a need for a more detailed description of protozoal metabolism. The model could form the basis of a feed evaluation system with regard to rumen La metabolism.
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This paper discusses an important issue related to the implementation and interpretation of the analysis scheme in the ensemble Kalman filter . I t i s shown that the obser vations must be treated as random variables at the analysis steps. That is, one should add random perturbations with the correct statistics to the obser vations and generate an ensemble of obser vations that then is used in updating the ensemble of model states. T raditionally , this has not been done in previous applications of the ensemble Kalman filter and, as will be shown, this has resulted in an updated ensemble with a variance that is too low . This simple modification of the analysis scheme results in a completely consistent approach if the covariance of the ensemble of model states is interpreted as the prediction error covariance, and there are no further requirements on the ensemble Kalman filter method, except for the use of an ensemble of sufficient size. Thus, there is a unique correspondence between the error statistics from the ensemble Kalman filter and the standard Kalman filter approach
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The synthetic control (SC) method has been recently proposed as an alternative method to estimate treatment e ects in comparative case studies. Abadie et al. [2010] and Abadie et al. [2015] argue that one of the advantages of the SC method is that it imposes a data-driven process to select the comparison units, providing more transparency and less discretionary power to the researcher. However, an important limitation of the SC method is that it does not provide clear guidance on the choice of predictor variables used to estimate the SC weights. We show that such lack of speci c guidances provides signi cant opportunities for the researcher to search for speci cations with statistically signi cant results, undermining one of the main advantages of the method. Considering six alternative speci cations commonly used in SC applications, we calculate in Monte Carlo simulations the probability of nding a statistically signi cant result at 5% in at least one speci cation. We nd that this probability can be as high as 13% (23% for a 10% signi cance test) when there are 12 pre-intervention periods and decay slowly with the number of pre-intervention periods. With 230 pre-intervention periods, this probability is still around 10% (18% for a 10% signi cance test). We show that the speci cation that uses the average pre-treatment outcome values to estimate the weights performed particularly bad in our simulations. However, the speci cation-searching problem remains relevant even when we do not consider this speci cation. We also show that this speci cation-searching problem is relevant in simulations with real datasets looking at placebo interventions in the Current Population Survey (CPS). In order to mitigate this problem, we propose a criterion to select among SC di erent speci cations based on the prediction error of each speci cations in placebo estimations
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This work addresses issues related to analysis and development of multivariable predictive controllers based on bilinear multi-models. Linear Generalized Predictive Control (GPC) monovariable and multivariable is shown, and highlighted its properties, key features and applications in industry. Bilinear GPC, the basis for the development of this thesis, is presented by the time-step quasilinearization approach. Some results are presented using this controller in order to show its best performance when compared to linear GPC, since the bilinear models represent better the dynamics of certain processes. Time-step quasilinearization, due to the fact that it is an approximation, causes a prediction error, which limits the performance of this controller when prediction horizon increases. Due to its prediction error, Bilinear GPC with iterative compensation is shown in order to minimize this error, seeking a better performance than the classic Bilinear GPC. Results of iterative compensation algorithm are shown. The use of multi-model is discussed in this thesis, in order to correct the deficiency of controllers based on single model, when they are applied in cases with large operation ranges. Methods of measuring the distance between models, also called metrics, are the main contribution of this thesis. Several application results in simulated distillation columns, which are close enough to actual behaviour of them, are made, and the results have shown satisfactory
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The present work presents the study and implementation of an adaptive bilinear compensated generalized predictive controller. This work uses conventional techniques of predictive control and includes techniques of adaptive control for better results. In order to solve control problems frequently found in the chemical industry, bilinear models are considered to represent the dynamics of the studied systems. Bilinear models are simpler than general nonlinear model, however it can to represent the intrinsic not-linearities of industrial processes. The linearization of the model, by the approach to time step quasilinear , is used to allow the application of the equations of the generalized predictive controller (GPC). Such linearization, however, generates an error of prediction, which is minimized through a compensation term. The term in study is implemented in an adaptive form, due to the nonlinear relationship between the input signal and the prediction error.Simulation results show the efficiency of adaptive predictive bilinear controller in comparison with the conventional.
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Additive and nonadditive genetic effects on preweaning weight gain (PWG) of a commercial crossbred population were estimated using different genetic models and estimation methods. The data set consisted of 103,445 records on purebred and crossbred Nelore-Hereford calves raised under pasture conditions on farms located in south, southeast, and middle west Brazilian regions. In addition to breed additive and dominance effects, the models including different epistasis covariables were tested. Models considering joint additive and environment (latitude) by genetic effects interactions were also applied. In a first step, analyses were carried out under animal models. In a second step, preadjusted records were analyzed using ordinary least squares (OLS) and ridge regression (RR). The results reinforced evidence that breed additive and dominance effects are not sufficient to explain the observed variability in preweaning traits of Bos taurus x Bos indicus calves, and that genotype x environment interaction plays an important role in the evaluation of crossbred calves. Data were ill-conditioned to estimate the effects of genotype x environment interactions. Models including these effects presented multicolinearity problems. In this case, RR seemed to be a powerful tool for obtaining more plausible and stable estimates. Estimated prediction error variances and variance inflation factors were drastically reduced, and many effects that were not significant under ordinary least squares became significant under RR. Predictions of PWG based on RR estimates were more acceptable from a biological perspective. In temperate and subtropical regions, calves with intermediate genetic compositions (close to 1/2 Nelore) exhibited greater predicted PWG. In the tropics, predicted PWG increased linearly as genotype got closer to Nelore. ©2006 American Society of Animal Science. All rights reserved.