906 resultados para Classical measurement error model
Resumo:
A model for comparing the inventory costs of purchasing under the economic order quantity (EOQ) system and the just-in-time (JIT) order purchasing system in existing literature concluded that JIT purchasing was virtually always the preferable inventory ordering system especially at high level of annual demand. By expanding the classical EOQ model, this paper shows that it is possible for the EOQ system to be more cost effective than the JIT system once the inventory demand approaches the EOQ-JIT cost indifference point. The case study conducted in the ready-mixed concrete industry in Singapore supported this proposition.
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Individuals with elevated levels of plasma low density lipoprotein (LDL) cholesterol (LDL-C) are considered to be at risk of developing coronary heart disease. LDL particles are removed from the blood by a process known as receptor-mediated endocytosis, which occurs mainly in the liver. A series of classical experiments delineated the major steps in the endocytotic process; apolipoprotein B-100 present on LDL particles binds to a specific receptor (LDL receptor, LDL-R) in specialized areas of the cell surface called clathrin-coated pits. The pit comprising the LDL-LDL-R complex is internalized forming a cytoplasmic endosome. Fusion of the endosome with a lysosome leads to degradation of the LDL into its constituent parts (that is, cholesterol, fatty acids, and amino acids), which are released for reuse by the cell, or are excreted. In this paper, we formulate a mathematical model of LDL endocytosis, consisting of a system of ordinary differential equations. We validate our model against existing in vitro experimental data, and we use it to explore differences in system behavior when a single bolus of extracellular LDL is supplied to cells, compared to when a continuous supply of LDL particles is available. Whereas the former situation is common to in vitro experimental systems, the latter better reflects the in vivo situation. We use asymptotic analysis and numerical simulations to study the longtime behavior of model solutions. The implications of model-derived insights for experimental design are discussed.
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Using the classical Parzen window estimate as the target function, the kernel density estimation is formulated as a regression problem and the orthogonal forward regression technique is adopted to construct sparse kernel density estimates. The proposed algorithm incrementally minimises a leave-one-out test error score to select a sparse kernel model, and a local regularisation method is incorporated into the density construction process to further enforce sparsity. The kernel weights are finally updated using the multiplicative nonnegative quadratic programming algorithm, which has the ability to reduce the model size further. Except for the kernel width, the proposed algorithm has no other parameters that need tuning, and the user is not required to specify any additional criterion to terminate the density construction procedure. Two examples are used to demonstrate the ability of this regression-based approach to effectively construct a sparse kernel density estimate with comparable accuracy to that of the full-sample optimised Parzen window density estimate.
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A tunable radial basis function (RBF) network model is proposed for nonlinear system identification using particle swarm optimisation (PSO). At each stage of orthogonal forward regression (OFR) model construction, PSO optimises one RBF unit's centre vector and diagonal covariance matrix by minimising the leave-one-out (LOO) mean square error (MSE). This PSO aided OFR automatically determines how many tunable RBF nodes are sufficient for modelling. Compared with the-state-of-the-art local regularisation assisted orthogonal least squares algorithm based on the LOO MSE criterion for constructing fixed-node RBF network models, the PSO tuned RBF model construction produces more parsimonious RBF models with better generalisation performance and is computationally more efficient.
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A quasi-optical technique for characterizing micromachined waveguides is demonstrated with wideband time-resolved terahertz spectroscopy. A transfer-function representation is adopted for the description of the relation between the signals in the input and output port of the waveguides. The time-domain responses were discretized, and the waveguide transfer function was obtained through a parametric approach in the z domain after describing the system with an autoregressive with exogenous input model. The a priori assumption of the number of modes propagating in the structure was inferred from comparisons of the theoretical with the measured characteristic impedance as well as with parsimony arguments. Measurements for a precision WR-8 waveguide-adjustable short as well as for G-band reduced-height micromachined waveguides are presented. (C) 2003 Optical Society of America.
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This correspondence introduces a new orthogonal forward regression (OFR) model identification algorithm using D-optimality for model structure selection and is based on an M-estimators of parameter estimates. M-estimator is a classical robust parameter estimation technique to tackle bad data conditions such as outliers. Computationally, The M-estimator can be derived using an iterative reweighted least squares (IRLS) algorithm. D-optimality is a model structure robustness criterion in experimental design to tackle ill-conditioning in model Structure. The orthogonal forward regression (OFR), often based on the modified Gram-Schmidt procedure, is an efficient method incorporating structure selection and parameter estimation simultaneously. The basic idea of the proposed approach is to incorporate an IRLS inner loop into the modified Gram-Schmidt procedure. In this manner, the OFR algorithm for parsimonious model structure determination is extended to bad data conditions with improved performance via the derivation of parameter M-estimators with inherent robustness to outliers. Numerical examples are included to demonstrate the effectiveness of the proposed algorithm.
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The analysis-error variance of a 3D-FGAT assimilation is examined analytically using a simple scalar equation. It is shown that the analysis-error variance may be greater than the error variances of the inputs. The results are illustrated numerically with a scalar example and a shallow-water model.
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In this paper the meteorological processes responsible for transporting tracer during the second ETEX (European Tracer EXperiment) release are determined using the UK Met Office Unified Model (UM). The UM predicted distribution of tracer is also compared with observations from the ETEX campaign. The dominant meteorological process is a warm conveyor belt which transports large amounts of tracer away from the surface up to a height of 4 km over a 36 h period. Convection is also an important process, transporting tracer to heights of up to 8 km. Potential sources of error when using an operational numerical weather prediction model to forecast air quality are also investigated. These potential sources of error include model dynamics, model resolution and model physics. In the UM a semi-Lagrangian monotonic advection scheme is used with cubic polynomial interpolation. This can predict unrealistic negative values of tracer which are subsequently set to zero, and hence results in an overprediction of tracer concentrations. In order to conserve mass in the UM tracer simulations it was necessary to include a flux corrected transport method. Model resolution can also affect the accuracy of predicted tracer distributions. Low resolution simulations (50 km grid length) were unable to resolve a change in wind direction observed during ETEX 2, this led to an error in the transport direction and hence an error in tracer distribution. High resolution simulations (12 km grid length) captured the change in wind direction and hence produced a tracer distribution that compared better with the observations. The representation of convective mixing was found to have a large effect on the vertical transport of tracer. Turning off the convective mixing parameterisation in the UM significantly reduced the vertical transport of tracer. Finally, air quality forecasts were found to be sensitive to the timing of synoptic scale features. Errors in the position of the cold front relative to the tracer release location of only 1 h resulted in changes in the predicted tracer concentrations that were of the same order of magnitude as the absolute tracer concentrations.
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A low-temperature model is described for infrared multilayer filters containing PbTe (or other semiconductor) and ZnSe (or other II/VI). The model is based on dielectric dispersion with semiconductor carrier dispersion added. It predicts an improved performance on cooling such as would be useful to avoid erroneous signals from optics in spaceflight radiometers. Agreement with measurement is obtained over the initial temperature range 70-400K and wavelength range 2.5-20µm.
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Results from both experimental measurements and 3D numerical simulations of Ground Source Heat Pump systems (GSHP) at a UK climate are presented. Experimental measurements of a horizontal-coupled slinky GSHP were undertaken in Talbot Cottage at Drayton St Leonard site, Oxfordshire, UK. The measured thermophysical properties of in situ soil were used in the CFD model. The thermal performance of slinky heat exchangers for the horizontal-coupled GSHP system for different coil diameters and slinky interval distances was investigated using a validated 3D model. Results from a two month period of monitoring the performance of the GSHP system showed that the COP decreased with the running time. The average COP of the horizontal-coupled GSHP was 2.5. The numerical prediction showed that there was no significant difference in the specific heat extraction of the slinky heat exchanger at different coil diameters. However, the larger the diameter of coil, the higher the heat extraction per meter length of soil. The specific heat extraction also increased, but the heat extraction per meter length of soil decreased with the increase of coil central interval distance.
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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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The hypothesis of a low dimensional martian climate attractor is investigated by the application of the proper orthogonal decomposition (POD) to a simulation of martian atmospheric circulation using the UK Mars general circulation model (UK-MGCM). In this article we focus on a time series of the interval between autumn and winter in the northern hemisphere, when baroclinic activity is intense. The POD is a statistical technique that allows the attribution of total energy (TE) to particular structures embedded in the UK-MGCM time-evolving circulation. These structures are called empirical orthogonal functions (EOFs). Ordering the EOFs according to their associated energy content, we were able to determine the necessary number to account for a chosen amount of atmospheric TE. We show that for Mars a large fraction of TE is explained by just a few EOFs (with 90% TE in 23 EOFs), which apparently support the initial hypothesis. We also show that the resulting EOFs represent classical types of atmospheric motion, such as thermal tides and transient waves. Thus, POD is shown to be an efficient method for the identification of different classes of atmospheric modes. It also provides insight into the non-linear interaction of these modes.
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We present a novel algorithm for joint state-parameter estimation using sequential three dimensional variational data assimilation (3D Var) and demonstrate its application in the context of morphodynamic modelling using an idealised two parameter 1D sediment transport model. The new scheme combines a static representation of the state background error covariances with a flow dependent approximation of the state-parameter cross-covariances. For the case presented here, this involves calculating a local finite difference approximation of the gradient of the model with respect to the parameters. The new method is easy to implement and computationally inexpensive to run. Experimental results are positive with the scheme able to recover the model parameters to a high level of accuracy. We expect that there is potential for successful application of this new methodology to larger, more realistic models with more complex parameterisations.
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In this chapter we described how the inclusion of a model of a human arm, combined with the measurement of its neural input and a predictor, can provide to a previously proposed teleoperator design robustness under time delay. Our trials gave clear indications of the superiority of the NPT scheme over traditional as well as the modified Yokokohji and Yoshikawa architectures. Its fundamental advantages are: the time-lead of the slave, the more efficient, and providing a more natural feeling manipulation, and the fact that incorporating an operator arm model leads to more credible stability results. Finally, its simplicity allows less likely to fail local control techniques to be employed. However, a significant advantage for the enhanced Yokokohji and Yoshikawa architecture results from the very fact that it’s a conservative modification of current designs. Under large prediction errors, it can provide robustness through directing the master and slave states to their means and, since it relies on the passivity of the mechanical part of the system, it would not confuse the operator. An experimental implementation of the techniques will provide further evidence for the performance of the proposed architectures. The employment of neural networks and fuzzy logic, which will provide an adaptive model of the human arm and robustifying control terms, is scheduled for the near future.
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The use of data reconciliation techniques can considerably reduce the inaccuracy of process data due to measurement errors. This in turn results in improved control system performance and process knowledge. Dynamic data reconciliation techniques are applied to a model-based predictive control scheme. It is shown through simulations on a chemical reactor system that the overall performance of the model-based predictive controller is enhanced considerably when data reconciliation is applied. The dynamic data reconciliation techniques used include a combined strategy for the simultaneous identification of outliers and systematic bias.