858 resultados para Robust Statistics


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A model predictive controller (MPC) is proposed, which is robustly stable for some classes of model uncertainty and to unknown disturbances. It is considered as the case of open-loop stable systems, where only the inputs and controlled outputs are measured. It is assumed that the controller will work in a scenario where target tracking is also required. Here, it is extended to the nominal infinite horizon MPC with output feedback. The method considers an extended cost function that can be made globally convergent for any finite input horizon considered for the uncertain system. The method is based on the explicit inclusion of cost contracting constraints in the control problem. The controller considers the output feedback case through a non-minimal state-space model that is built using past output measurements and past input increments. The application of the robust output feedback MPC is illustrated through the simulation of a low-order multivariable system.

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Model predictive control (MPC) is usually implemented as a control strategy where the system outputs are controlled within specified zones, instead of fixed set points. One strategy to implement the zone control is by means of the selection of different weights for the output error in the control cost function. A disadvantage of this approach is that closed-loop stability cannot be guaranteed, as a different linear controller may be activated at each time step. A way to implement a stable zone control is by means of the use of an infinite horizon cost in which the set point is an additional variable of the control problem. In this case, the set point is restricted to remain inside the output zone and an appropriate output slack variable is included in the optimisation problem to assure the recursive feasibility of the control optimisation problem. Following this approach, a robust MPC is developed for the case of multi-model uncertainty of open-loop stable systems. The controller is devoted to maintain the outputs within their corresponding feasible zone, while reaching the desired optimal input target. Simulation of a process of the oil re. ning industry illustrates the performance of the proposed strategy.

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We present a fast method for finding optimal parameters for a low-resolution (threading) force field intended to distinguish correct from incorrect folds for a given protein sequence. In contrast to other methods, the parameterization uses information from >10(7) misfolded structures as well as a set of native sequence-structure pairs. In addition to testing the resulting force field's performance on the protein sequence threading problem, results are shown that characterize the number of parameters necessary for effective structure recognition.

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This note considers the value of surface response equations which can be used to calculate critical values for a range of unit root and cointegration tests popular in applied economic research.

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Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

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Hemichordates were traditionally allied to the chordates, but recent molecular analyses have suggested that hemichordates are a sister group to the echinoderms, a relationship that has important consequences for the interpretation of the evolution of deuterostome body plans. However, the molecular phylogenetic analyses to date have not provided robust support for the hemichordate + echinoderm clade. We use a maximum likelihood framework, including the parametric bootstrap, to reanalyze DNA data from complete mitochondrial genomes and nuclear 18S rRNA. This approach provides the first statistically significant support for the hemichordate + echinoderm clade from molecular data. This grouping implies that the ancestral deuterostome had features that included an adult with a pharynx and a dorsal nerve cord and an indirectly developing dipleurula-like larva.

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The evolution of event time and size statistics in two heterogeneous cellular automaton models of earthquake behavior are studied and compared to the evolution of these quantities during observed periods of accelerating seismic energy release Drier to large earthquakes. The two automata have different nearest neighbor laws, one of which produces self-organized critical (SOC) behavior (PSD model) and the other which produces quasi-periodic large events (crack model). In the PSD model periods of accelerating energy release before large events are rare. In the crack model, many large events are preceded by periods of accelerating energy release. When compared to randomized event catalogs, accelerating energy release before large events occurs more often than random in the crack model but less often than random in the PSD model; it is easier to tell the crack and PSD model results apart from each other than to tell either model apart from a random catalog. The evolution of event sizes during the accelerating energy release sequences in all models is compared to that of observed sequences. The accelerating energy release sequences in the crack model consist of an increase in the rate of events of all sizes, consistent with observations from a small number of natural cases, however inconsistent with a larger number of cases in which there is an increase in the rate of only moderate-sized events. On average, no increase in the rate of events of any size is seen before large events in the PSD model.

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The acquisition of HI Parkes All Shy Survey (HIPASS) southern sky data commenced at the Australia Telescope National Facility's Parkes 64-m telescope in 1997 February, and was completed in 2000 March. HIPASS is the deepest HI survey yet of the sky south of declination +2 degrees, and is sensitive to emission out to 170 h(75)(-1) Mpc. The characteristic root mean square noise in the survey images is 13.3 mJy. This paper describes the survey observations, which comprise 23 020 eight-degree scans of 9-min duration, and details the techniques used to calibrate and image the data. The processing algorithms are successfully designed to be statistically robust to the presence of interference signals, and are particular to imaging point (or nearly point) sources. Specifically, a major improvement in image quality is obtained by designing a median-gridding algorithm which uses the median estimator in place of the mean estimator.

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This paper uses a unique new data set on manufacturing firms in Brazil and India to estimate production functions, augmented by information and communications technology (ICT). We find a strong positive association between ICT capital and productivity in both countries that is robust to several different specification tests. The paper also breaks new ground when using the Indian data to investigate the effect of the institutional and policy environment on ICT capital investment and productivity. We find that poorer infrastructure quality and labor market policy are associated with lower levels of ICT adoption, while poorer infrastructure is also associated with lower returns to investment.

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1. Cluster analysis of reference sites with similar biota is the initial step in creating River Invertebrate Prediction and Classification System (RIVPACS) and similar river bioassessment models such as Australian River Assessment System (AUSRIVAS). This paper describes and tests an alternative prediction method, Assessment by Nearest Neighbour Analysis (ANNA), based on the same philosophy as RIVPACS and AUSRIVAS but without the grouping step that some people view as artificial. 2. The steps in creating ANNA models are: (i) weighting the predictor variables using a multivariate approach analogous to principal axis correlations, (ii) calculating the weighted Euclidian distance from a test site to the reference sites based on the environmental predictors, (iii) predicting the faunal composition based on the nearest reference sites and (iv) calculating an observed/expected (O/E) analogous to RIVPACS/AUSRIVAS. 3. The paper compares AUSRIVAS and ANNA models on 17 datasets representing a variety of habitats and seasons. First, it examines each model's regressions for Observed versus Expected number of taxa, including the r(2), intercept and slope. Second, the two models' assessments of 79 test sites in New Zealand are compared. Third, the models are compared on test and presumed reference sites along a known trace metal gradient. Fourth, ANNA models are evaluated for western Australia, a geographically distinct region of Australia. The comparisons demonstrate that ANNA and AUSRIVAS are generally equivalent in performance, although ANNA turns out to be potentially more robust for the O versus E regressions and is potentially more accurate on the trace metal gradient sites. 4. The ANNA method is recommended for use in bioassessment of rivers, at least for corroborating the results of the well established AUSRIVAS- and RIVPACS-type models, if not to replace them.

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Background: The presence of coronary artery calcium (CAC) is an independent marker of increased risk of cardiovascular disease (CVD) events and mortality. However, the predictive value of thoracic aorta calcification (TAC), which can be additionally identified without further scanning during assessment of CAC, is unknown. Methods: We followed a cohort of 8401 asymptomatic individuals (mean age: 53 +/- 10 years, 69% men) undergoing cardiac risk factor evaluation and TAC and CAC testing with electron beam computed tomography. Multivariable Cox proportional hazards models were developed to predict all-cause mortality based on the presence of TAC. Results: During a median follow-up period of 5 years, 124 (1.5%) deaths were observed. Overall survival was 96.9% and 98.9% for those with and without detectable TAC, respectively (p < 0.0001). Compared to those with no TAC, the hazard ratio for mortality in the presence of TAC was 3.25 (95% CI: 2.28-4.65, p < 0.0001) in unadjusted analysis. After adjusting for age, gender, hypertension, dyslipidemia, diabetes mellitus, smoking and family history of premature coronary artery disease, and presence of CAC the relationship remained robust (HR 1.61, 95% CI: 1.10-2.27, p = 0.015). Likelihood ratio chi(2) statistics demonstrated that the addition of TAC contributed significantly in predicting mortality to traditional risk factors alone (chi(2) = 13.62, p = 0.002) as well as risk factors + CAC (chi(2) = 5.84, p = 0.02) models. Conclusion: In conclusion, the presence of TAC was associated with all-cause mortality in our study; this relationship was independent of conventional CVD risk factors as well as the presence of CAC. (C) 2009 Elsevier Ireland Ltd. All rights reserved.

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To investigate the nutrition-related habits (NRH) of Brazilian adolescents and evaluate the associations with risk factors. Cross-sectional school-based was carried out among high school adolescents aged 14-18 years (n = 1,759) from public and private schools from two cities. The NRH were investigated by the weekly consumption of vegetables, fruit, sweet food and fried food. Risk factors investigated were: city, sex, age, socioeconomic status and nutritional status. In statistics, Poisson regression was used with robust variance adjustment. Data indicated low consumption of fruits and vegetables, 70.0 and 71.0%, respectively, and high consumption of sweets and fried food, 66.7 and 63%, respectively. Boys showed risk of inadequate intake of vegetables [prevalence ratios (PR) 1.10, 95% CI 1.01-1.16] and fruit (PR 1.09, 95% CI 1.01-1.16). Furthermore, adolescents who live in Maringa had greater likelihood of consuming vegetables and fruit (20 and 25%, respectively). However, they presented risk of inadequate consumption of sweets (PR 1.19, 95% CI 1.11-1.28) for adolescents who live in Presidente Prudente. We concluded that inadequate NRH show high prevalence among adolescents and indicate the need to employ educational strategies that promote the adoption of more healthy habits and behaviors.

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A robust semi-implicit central partial difference algorithm for the numerical solution of coupled stochastic parabolic partial differential equations (PDEs) is described. This can be used for calculating correlation functions of systems of interacting stochastic fields. Such field equations can arise in the description of Hamiltonian and open systems in the physics of nonlinear processes, and may include multiplicative noise sources. The algorithm can be used for studying the properties of nonlinear quantum or classical field theories. The general approach is outlined and applied to a specific example, namely the quantum statistical fluctuations of ultra-short optical pulses in chi((2)) parametric waveguides. This example uses a non-diagonal coherent state representation, and correctly predicts the sub-shot noise level spectral fluctuations observed in homodyne detection measurements. It is expected that the methods used wilt be applicable for higher-order correlation functions and other physical problems as well. A stochastic differencing technique for reducing sampling errors is also introduced. This involves solving nonlinear stochastic parabolic PDEs in combination with a reference process, which uses the Wigner representation in the example presented here. A computer implementation on MIMD parallel architectures is discussed. (C) 1997 Academic Press.