989 resultados para computational estimation
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Two Kalman-filter formulations are presented for the estimation of spacecraft sensor misalignments from inflight data. In the first the sensor misalignments are part of the filter state variable; in the second, which we call HYLIGN, the state vector contains only dynamical variables, but the sensitivities of the filter innovations to the misalignments are calculated within the Kalman filter. This procedure permits the misalignments to be estimated in batch mode as well as a much smaller dimension for the Kalman filter state vector. This results not only in a significantly smaller computational burden but also in a smaller sensitivity of the misalignment estimates to outliers in the data. Numerical simulations of the filter performance are presented.
Resumo:
Two Kalman-filter formulations are presented for the estimation of spacecraft sensor misalignments from inflight data. In the first the sensor misalignments are part of the filter state variable; in the second the state vector contains only dynamical variables, but the sensitivities of the filter innovations to the misalignments are calculated within the Kalman filter. This procedure permits the misalignments to be estimated in batch mode as well as a much smaller dimension for the Kalman filter state vector. This results not only in a significantly smaller computational burden but also in a smaller sensitivity of the misalignment estimates to outliers in the data. Numerical simulations of the filter performance are presented.
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In this paper, a methodology based on Unconstrained Binary Programming (UBP) model and Genetic Algorithms (GAs) is proposed for estimating fault sections in automated distribution substations. The UBP model, established by using the parsimonious set covering theory, looks for the match between the relays' protective alarms informed by the SCADA system and their expected states. The GA is developed to minimize the UBP model and estimate the fault sections in a swift and reliable manner. The proposed methodology is tested by utilizing a real-life automated distribution substation. Control parameters of the GA are tuned to achieve maximum computational efficiency and reduction of processing time. Results show the potential and efficiency of the methodology for estimating fault section in real-time at Distribution Control Centers. ©2009 IEEE.
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Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
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Ceramic parts are increasingly replacing metal parts due to their excellent physical, chemical and mechanical properties, however they also make them difficult to manufacture by traditional machining methods. The developments carried out in this work are used to estimate tool wear during the grinding of advanced ceramics. The learning process was fed with data collected from a surface grinding machine with tangential diamond wheel and alumina ceramic test specimens, in three cutting configurations: with depths of cut of 120 mu m, 70 mu m and 20 mu m. The grinding wheel speed was 35m/s and the table speed 2.3m/s. Four neural models were evaluated, namely: Multilayer Perceptron, Radial Basis Function, Generalized Regression Neural Networks and the Adaptive Neuro-Fuzzy Inference System. The models'performance evaluation routines were executed automatically, testing all the possible combinations of inputs, number of neurons, number of layers, and spreading. The computational results reveal that the neural models were highly successful in estimating tool wear, since the errors were lower than 4%.
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In this paper we use Markov chain Monte Carlo (MCMC) methods in order to estimate and compare GARCH models from a Bayesian perspective. We allow for possibly heavy tailed and asymmetric distributions in the error term. We use a general method proposed in the literature to introduce skewness into a continuous unimodal and symmetric distribution. For each model we compute an approximation to the marginal likelihood, based on the MCMC output. From these approximations we compute Bayes factors and posterior model probabilities. (C) 2012 IMACS. Published by Elsevier B.V. All rights reserved.
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Several recent studies in literature have identified brain morphological alterations associated to Borderline Personality Disorder (BPD) patients. These findings are reported by studies based on voxel-based-morphometry analysis of structural MRI data, comparing mean gray-matter concentration between groups of BPD patients and healthy controls. On the other hand, mean differences between groups are not informative about the discriminative value of neuroimaging data to predict the group of individual subjects. In this paper, we go beyond mean differences analyses, and explore to what extent individual BPD patients can be differentiated from controls (25 subjects in each group), using a combination of automated-morphometric tools for regional cortical thickness/volumetric estimation and Support Vector Machine classifier. The approach included a feature selection step in order to identify the regions containing most discriminative information. The accuracy of this classifier was evaluated using the leave-one-subject-out procedure. The brain regions indicated as containing relevant information to discriminate groups were the orbitofrontal, rostral anterior cingulate, posterior cingulate, middle temporal cortices, among others. These areas, which are distinctively involved in emotional and affect regulation of BPD patients, were the most informative regions to achieve both sensitivity and specificity values of 80% in SVM classification. The findings suggest that this new methodology can add clinical and potential diagnostic value to neuroimaging of psychiatric disorders. (C) 2012 Elsevier Ltd. All rights reserved.
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We study synaptic plasticity in a complex neuronal cell model where NMDA-spikes can arise in certain dendritic zones. In the context of reinforcement learning, two kinds of plasticity rules are derived, zone reinforcement (ZR) and cell reinforcement (CR), which both optimize the expected reward by stochastic gradient ascent. For ZR, the synaptic plasticity response to the external reward signal is modulated exclusively by quantities which are local to the NMDA-spike initiation zone in which the synapse is situated. CR, in addition, uses nonlocal feedback from the soma of the cell, provided by mechanisms such as the backpropagating action potential. Simulation results show that, compared to ZR, the use of nonlocal feedback in CR can drastically enhance learning performance. We suggest that the availability of nonlocal feedback for learning is a key advantage of complex neurons over networks of simple point neurons, which have previously been found to be largely equivalent with regard to computational capability.
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Generalized linear mixed models (GLMMs) provide an elegant framework for the analysis of correlated data. Due to the non-closed form of the likelihood, GLMMs are often fit by computational procedures like penalized quasi-likelihood (PQL). Special cases of these models are generalized linear models (GLMs), which are often fit using algorithms like iterative weighted least squares (IWLS). High computational costs and memory space constraints often make it difficult to apply these iterative procedures to data sets with very large number of cases. This paper proposes a computationally efficient strategy based on the Gauss-Seidel algorithm that iteratively fits sub-models of the GLMM to subsetted versions of the data. Additional gains in efficiency are achieved for Poisson models, commonly used in disease mapping problems, because of their special collapsibility property which allows data reduction through summaries. Convergence of the proposed iterative procedure is guaranteed for canonical link functions. The strategy is applied to investigate the relationship between ischemic heart disease, socioeconomic status and age/gender category in New South Wales, Australia, based on outcome data consisting of approximately 33 million records. A simulation study demonstrates the algorithm's reliability in analyzing a data set with 12 million records for a (non-collapsible) logistic regression model.
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In the simultaneous estimation of a large number of related quantities, multilevel models provide a formal mechanism for efficiently making use of the ensemble of information for deriving individual estimates. In this article we investigate the ability of the likelihood to identify the relationship between signal and noise in multilevel linear mixed models. Specifically, we consider the ability of the likelihood to diagnose conjugacy or independence between the signals and noises. Our work was motivated by the analysis of data from high-throughput experiments in genomics. The proposed model leads to a more flexible family. However, we further demonstrate that adequately capitalizing on the benefits of a well fitting fully-specified likelihood in the terms of gene ranking is difficult.
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Amplifications and deletions of chromosomal DNA, as well as copy-neutral loss of heterozygosity have been associated with diseases processes. High-throughput single nucleotide polymorphism (SNP) arrays are useful for making genome-wide estimates of copy number and genotype calls. Because neighboring SNPs in high throughput SNP arrays are likely to have dependent copy number and genotype due to the underlying haplotype structure and linkage disequilibrium, hidden Markov models (HMM) may be useful for improving genotype calls and copy number estimates that do not incorporate information from nearby SNPs. We improve previous approaches that utilize a HMM framework for inference in high throughput SNP arrays by integrating copy number, genotype calls, and the corresponding confidence scores when available. Using simulated data, we demonstrate how confidence scores control smoothing in a probabilistic framework. Software for fitting HMMs to SNP array data is available in the R package ICE.