Skovgaard`s adjustment to likelihood ratio tests in exponential family nonlinear models

Likelihood ratio tests can be substantially size distorted in small- and moderate-sized samples. In this paper, we apply Skovgaard`s [Skovgaard, I.M., 2001. Likelihood asymptotics. Scandinavian journal of Statistics 28, 3-321] adjusted likelihood ratio statistic to exponential family nonlinear models. We show that the adjustment term has a simple compact form that can be easily implemented from standard statistical software. The adjusted statistic is approximately distributed as X(2) with high degree of accuracy. It is applicable in wide generality since it allows both the parameter of interest and the nuisance parameter to be vector-valued. Unlike the modified profile likelihood ratio statistic obtained from Cox and Reid [Cox, D.R., Reid, N., 1987. Parameter orthogonality and approximate conditional inference. journal of the Royal Statistical Society B49, 1-39], the adjusted statistic proposed here does not require an orthogonal parameterization. Numerical comparison of likelihood-based tests of varying dispersion favors the test we propose and a Bartlett-corrected version of the modified profile likelihood ratio test recently obtained by Cysneiros and Ferrari [Cysneiros, A.H.M.A., Ferrari, S.L.P., 2006. An improved likelihood ratio test for varying dispersion in exponential family nonlinear models. Statistics and Probability Letters 76 (3), 255-265]. (C) 2008 Elsevier B.V. All rights reserved.

Local power of some tests in exponential family nonlinear models

In this paper we obtain asymptotic expansions up to order n(-1/2) for the nonnull distribution functions of the likelihood ratio, Wald, score and gradient test statistics in exponential family nonlinear models (Cordeiro and Paula, 1989), under a sequence of Pitman alternatives. The asymptotic distributions of all four statistics are obtained for testing a subset of regression parameters and for testing the dispersion parameter, thus generalising the results given in Cordeiro et al. (1994) and Ferrari et al. (1997). We also present Monte Carlo simulations in order to compare the finite-sample performance of these tests. (C) 2010 Elsevier B.V. All rights reserved.

Egg production curve fitting using nonlinear models for selected and nonselected lines of White Leghorn hens

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A neural system to robust Nonlinear optimization subject to disjoint and constrained sets

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel method using artificial neural networks to solve robust parameter estimation problems for nonlinear models with unknown-but-bounded errors and uncertainties. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.

Asymptotic soliton train solutions of the defocusing nonlinear Schrodinger equation

Asymptotic behavior of initially large and smooth pulses is investigated at two typical stages of their evolution governed by the defocusing nonlinear Schrodinger equation. At first, wave breaking phenomenon is studied in the limit of small dispersion. A solution of the Whitham modulational equations is found for the case of dissipationless shock wave arising after the wave breaking point. Then, asymptotic soliton trains arising eventually from a large and smooth initial pulse are studied by means of a semiclassical method. The parameter varying along the soliton train is calculated from the generalized Bohr-Sommerfeld quantization rule, so that the distribution of eigenvalues depends on two functions-intensity rho(0)(x) of the initial pulse and its initial chirp v(0)(x). The influence of the initial chirp on the asymptotic state is investigated. Excellent agreement of the numerical solution of the defocusing NLS equation with predictions of the asymptotic theory is found.

Studying nonlinear effects on the early stage of phase ordering using a decomposition method

Nonlinear effects on the early stage of phase ordering are studied using Adomian's decomposition method for the Ginzburg-Landau equation for a nonconserved order parameter. While the long-time regime and the linear behavior at short times of the theory are well understood, the onset of nonlinearities at short times and the breaking of the linear theory at different length scales are less understood. In the Adomians decomposition method, the solution is systematically calculated in the form of a polynomial expansion for the order parameter, with a time dependence given as a series expansion. The method is very accurate for short times, which allows to incorporate the short-time dynamics of the nonlinear terms in a analytical and controllable way. (c) 2005 Elsevier B.V. All rights reserved.

Analytical study of the nonlinear behavior of a shape memory oscillator: Part I-primary resonance and free response at low temperatures

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Parameter space for a dissipative Fermi-Ulam model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Analysis of beef cattle longitudinal data applying a nonlinear model

The objective of this work was to evaluate the Nelore beef cattle, growth curve parameters using the Von Bertalanffy function in a nested Bayesian procedure that allowed estimation of the joint posterior distribution of growth curve parameters, their (co)variance components, and the environmental and additive genetic components affecting them. A hierarchical model was applied; each individual had a growth trajectory described by the nonlinear function, and each parameter of this function was considered to be affected by genetic and environmental effects that were described by an animal model. Random samples of the posterior distributions were drawn using Gibbs sampling and Metropolis-Hastings algorithms. The data set consisted of a total of 145,961 BW recorded from 15,386 animals. Even though the curve parameters were estimated for animals with few records, given that the information from related animals and the structure of systematic effects were considered in the curve fitting, all mature BW predicted were suitable. A large additive genetic variance for mature BW was observed. The parameter a of growth curves, which represents asymptotic adult BW, could be used as a selection criterion to control increases in adult BW when selecting for growth rate. The effect of maternal environment on growth was carried through to maturity and should be considered when evaluating adult BW. Other growth curve parameters showed small additive genetic and maternal effects. Mature BW and parameter k, related to the slope of the curve, presented a large, positive genetic correlation. The results indicated that selection for growth rate would increase adult BW without substantially changing the shape of the growth curve. Selection to change the slope of the growth curve without modifying adult BW would be inefficient because their genetic correlation is large. However, adult BW could be considered in a selection index with its corresponding economic weight to improve the overall efficiency of beef cattle production.

Three-parameter soil-water transient equations in horizontal water-transport analysis

For data obtained from horizontal soil column experiments, the determination of soil-water transport characteristics and functions would be aided by a single-form equation capable of objectively describing water content theta vs. time t at given position x(f). Our study was conducted to evaluate two such possible equations, one having the form of the Weibull frequency distribution, and the other being called a bipower form. Each equation contained three parameters, and was fitted by nonlinear least squares to the experimental data from three separate columns of a single soil. Across the theta range containing the measured data points obtained by gamma-ray attenuation, the two equations were in close agreement. The resulting family of theta(x(f),t) transients, as obtained from either equation, enabled the evaluation of exponent n in the t(n) dependence of the positional advance of a given theta. Not only was n found to be <0.5 at low theta values, but it also increased with theta and tended toward 0.5 as theta approached its sated (near-saturated) value. Some quantitative uncertainty in n(theta) does arise due to the reduced number of data points available at the higher water contents. Without claiming non-Boltzmann behavior (n < 0.5) as necessarily representative of all soils, we nonetheless consider n(theta) to be worthy of further study for evaluating its significance and implications.

New phenomenon of nonlinear Regge trajectory and quantum dual string theory

The relation between the spin and the mass of an infinite number of particles in a q-deformed dual string theory is studied. For the deformation parameter q a root of unity, in addition to the relation of such values of q with the rational conformal field theory, the Fock space of each oscillator mode in the Fubini-Veneziano operator formulation becomes truncated. Thus, based on general physical grounds, the resulting spin-(mass)2 relation is expected to be below the usual linear trajectory. For such specific values of q, we find that the linear Regge trajectory turns into a square-root trajectory as the mass increases.

A barrier method for constrained nonlinear optimization using a modified Hopfield network

The ability of neural networks to realize some complex nonlinear function makes them attractive for system identification. This paper describes a novel barrier method using artificial neural networks to solve robust parameter estimation problems for nonlinear model with unknown-but-bounded errors and uncertainties. This problem can be represented by a typical constrained optimization problem. More specifically, a modified Hopfield network is developed and its internal parameters are computed using the valid-subspace technique. These parameters guarantee the network convergence to the equilibrium points. A solution for the robust estimation problem with unknown-but-bounded error corresponds to an equilibrium point of the network. Simulation results are presented as an illustration of the proposed approach.

Asymptotic approach for the nonlinear equatorial long wave interactions

In the present work we use an asymptotic approach to obtain the long wave equations. The shallow water equation is put as a function of an external parameter that is a measure of both the spatial scales anisotropy and the fast to slow time ratio. The values given to the external parameters are consistent with those computed using typical values of the perturbations in tropical dynamics. Asymptotically, the model converge toward the long wave model. Thus, it is possible to go toward the long wave approximation through intermediate realizable states. With this approach, the resonant nonlinear wave interactions are studied. To simplify, the reduced dynamics of a single resonant triad is used for some selected equatorial trios. It was verified by both theoretical and numerical results that the nonlinear energy exchange period increases smoothly as we move toward the long wave approach. The magnitude of the energy exchanges is also modified, but in this case depends on the particular triad used and also on the initial energy partition among the triad components. Some implications of the results for the tropical dynamics are disccussed. In particular, we discuss the implications of the results for El Nĩo and the Madden-Julian in connection with other scales of time and spatial variability. © Published under licence by IOP Publishing Ltd.

One-dimensional Fermi accelerator model with moving wall described by a nonlinear van der Pol oscillator

A modification of the one-dimensional Fermi accelerator model is considered in this work. The dynamics of a classical particle of mass m, confined to bounce elastically between two rigid walls where one is described by a nonlinear van der Pol type oscillator while the other one is fixed, working as a reinjection mechanism of the particle for a next collision, is carefully made by the use of a two-dimensional nonlinear mapping. Two cases are considered: (i) the situation where the particle has mass negligible as compared to the mass of the moving wall and does not affect the motion of it; and (ii) the case where collisions of the particle do affect the movement of the moving wall. For case (i) the phase space is of mixed type leading us to observe a scaling of the average velocity as a function of the parameter (χ) controlling the nonlinearity of the moving wall. For large χ, a diffusion on the velocity is observed leading to the conclusion that Fermi acceleration is taking place. On the other hand, for case (ii), the motion of the moving wall is affected by collisions with the particle. However, due to the properties of the van der Pol oscillator, the moving wall relaxes again to a limit cycle. Such kind of motion absorbs part of the energy of the particle leading to a suppression of the unlimited energy gain as observed in case (i). The phase space shows a set of attractors of different periods whose basin of attraction has a complicated organization. © 2013 American Physical Society.

A note on non-linear phenomena in a non-ideal oscillator, with a snap-through truss absorber, including parameter uncertainties

This work considers the vibrating system that consists of a snap-through truss absorber coupled to an oscillator under excitation of an electric motor with an eccentricity and limited power, characterizing a non-ideal oscillator. It is aimed to use the non-linearity and quasi-zero stiffness of absorber (snap-through truss absorber) to obtain a significantly attenuation the jump phenomenon. There is also an interest to exhibit the reduction of Sommerfeld effect, to confirm the saturation phenomenon occurrence and show the power transfer in a non-linear structure, evidencing the pumping energy. As shown by simulations in this work, this absorber allows the energy pumping before and during the jump phenomenon, decreasing the higher amplitudes of considered system. Additionally, the occurrence of saturation phenomenon due use of snap-through truss absorber is verified. The analysis of parameter uncertainties was introduced. Sensitivity of system with parametric errors demonstrated a trustable system. © IMechE 2012.