Improving the predictability of time series by chaotic parameter estimation

Limited literature regarding parameter estimation of dynamic systems has been identified as the central-most reason for not having parametric bounds in chaotic time series. However, literature suggests that a chaotic system displays a sensitive dependence on initial conditions, and our study reveals that the behavior of chaotic system: is also sensitive to changes in parameter values. Therefore, parameter estimation technique could make it possible to establish parametric bounds on a nonlinear dynamic system underlying a given time series, which in turn can improve predictability. By extracting the relationship between parametric bounds and predictability, we implemented chaos-based models for improving prediction in time series. ^ This study describes work done to establish bounds on a set of unknown parameters. Our research results reveal that by establishing parametric bounds, it is possible to improve the predictability of any time series, although the dynamics or the mathematical model of that series is not known apriori. In our attempt to improve the predictability of various time series, we have established the bounds for a set of unknown parameters. These are: (i) the embedding dimension to unfold a set of observation in the phase space, (ii) the time delay to use for a series, (iii) the number of neighborhood points to use for avoiding detection of false neighborhood and, (iv) the local polynomial to build numerical interpolation functions from one region to another. Using these bounds, we are able to get better predictability in chaotic time series than previously reported. In addition, the developments of this dissertation can establish a theoretical framework to investigate predictability in time series from the system-dynamics point of view. ^ In closing, our procedure significantly reduces the computer resource usage, as the search method is refined and efficient. Finally, the uniqueness of our method lies in its ability to extract chaotic dynamics inherent in non-linear time series by observing its values. ^

The role of parametric assumptions in adaptive Bayesian estimation.

Variants of adaptive Bayesian procedures for estimating the 5% point on a psychometric function were studied by simulation. Bias and standard error were the criteria to evaluate performance. The results indicated a superiority of (a) uniform priors, (b) model likelihood functions that are odd symmetric about threshold and that have parameter values larger than their counterparts in the psychometric function, (c) stimulus placement at the prior mean, and (d) estimates defined as the posterior mean. Unbiasedness arises in only 10 trials, and 20 trials ensure constant standard errors. The standard error of the estimates equals 0.617 times the inverse of the square root of the number of trials. Other variants yielded bias and larger standard errors.

ABOVE-GROUND BIOMASS ESTIMATION OF OPUNTIA FICUS-INDICA (L.) MILL. FOR FORAGE CROP IN A MEDITERRANEAN ENVIRONMENT BY USING NON-DESTRUCTIVE METHODS

In marginal lands Opuntia ficus-indica (OFI) could be used as an alternative fruit and forage crop. The plant vigour and the biomass production were evaluated in Portuguese germplasm (15 individuals from 16 ecotypes) by non-destructive methods, 2 years following planting in a marginal soil and dryland conditions. Two Italian cultivars (Gialla and Bianca) were included in the study for comparison purposes. The biomass production and the plant vigour were estimated by measuring the cladodes number and area, and the fresh (FW) and dry weight (DW) per plant. We selected linear models by using the biometric data from 60 cladodes to predict the cladode area, the FW and the DW per plant. Among ecotypes, significant differences were found in the studied biomass-related parameters and several homogeneous groups were established. Four Portuguese ecotypes had higher biomass production than the others, 3.20 Mg ha−1 on average, a value not significantly different to the improved ‘Gialla’ cultivar, which averaged 3.87 Mg ha−1. Those ecotypes could be used to start a breeding program and to deploy material for animal feeding and fruit production.

Models for reliability estimation of HVDC cable systems

The work carried out in this thesis aims at: - studying – in both simulative and experimental methods – the effect of electrical transients (i.e., Voltage Polarity Reversals VPRs, Temporary OverVoltages TOVs, and Superimposed Switching Impulses SSIs) on the aging phenomena in HVDC extruded cable insulations. Dielectric spectroscopy, conductivity measurements, Fourier Transform Infra-Red FTIR spectroscopy, and space charge measurements show variation in the insulating properties of the aged Cross-Linked Polyethylene XLPE specimens compared to non-aged ones. Scission in XLPE bonds and formation of aging chemical bonds is also noticed in aged insulations due to possible oxidation reactions. The aged materials show more ability to accumulate space charges compared to non-aged ones. An increase in both DC electrical conductivity and imaginary permittivity has been also noticed. - The development of life-based geometric design of HVDC cables in a detailed parametric analysis of all parameters that affect the design. Furthermore, the effect of both electrical and thermal transients on the design is also investigated. - The intrinsic thermal instability in HVDC cables and the effect of insulation characteristics on the thermal stability using a temperature and field iterative loop (using numerical methods – Finite Difference Method FDM). The dielectric loss coefficient is also calculated for DC cables and found to be less than that in AC cables. This emphasizes that the intrinsic thermal instability is critical in HVDC cables. - Fitting electrical conductivity models to the experimental measurements using both models found in the literature and modified models to find the best fit by considering the synergistic effect between field and temperature coefficients of electrical conductivity.

Nonlinear modelling of non-structural masonry walls under a low-intensity earthquake motion: calibration through a parametric study

This thesis aims to understand the behavior of a low-rise unreinforced masonry building (URM), the typical residential house in the Netherlands, when subjected to low-intensity earthquakes. In fact, in the last decades, the Groningen region was hit by several shallow earthquakes caused by the extraction of natural gas. In particular, the focus is addressed to the internal non-structural walls and to their interaction with the structural parts of the building. A simple and cost-efficient 2D FEM model is developed, focused on the interfaces representing mortar layers that are present between the non-structural walls and the rest of the structure. As a reference for geometries and materials, it has been taken into consideration a prototype that was built in full-scale at the EUCENTRE laboratory of Pavia (Italy). Firstly, a quasi-static analysis is performed by gradually applying a prescribed displacement on the roof floor of the structure. Sensitivity analyses are conducted on some key parameters characterizing mortar. This analysis allows for the calibration of their values and the evaluation of the reliability of the model. Successively, a transient analysis is performed to effectively subject the model to a seismic action and hence also evaluate the mechanical response of the building over time. Moreover, it was possible to compare the results of this analysis with the displacements recorded in the experimental tests by creating a model representing the entire considered structure. As a result, some conditions for the model calibration are defined. The reliability of the model is then confirmed by both the reasonable results obtained from the sensitivity analysis and the compatibility of the values obtained for the top displacement of the roof floor of the experimental test, and the same value acquired from the structural model.

Scaphoid Fracture Nonunion: Correlation Of Radiographic Imaging, Proximal Fragment Histologic Viability Evaluation, And Estimation Of Viability At Surgery: Diagnosis Of Scaphoid Pseudarthrosis.

The purpose of this study was to correlate the pre-operative imaging, vascularity of the proximal pole, and histology of the proximal pole bone of established scaphoid fracture non-union. This was a prospective non-controlled experimental study. Patients were evaluated pre-operatively for necrosis of the proximal scaphoid fragment by radiography, computed tomography (CT) and magnetic resonance imaging (MRI). Vascular status of the proximal scaphoid was determined intra-operatively, demonstrating the presence or absence of puncate bone bleeding. Samples were harvested from the proximal scaphoid fragment and sent for pathological examination. We determined the association between the imaging and intra-operative examination and histological findings. We evaluated 19 male patients diagnosed with scaphoid nonunion. CT evaluation showed no correlation to scaphoid proximal fragment necrosis. MRI showed marked low signal intensity on T1-weighted images that confirmed the histological diagnosis of necrosis in the proximal scaphoid fragment in all patients. Intra-operative assessment showed that 90% of bones had absence of intra-operative puncate bone bleeding, which was confirmed necrosis by microscopic examination. In scaphoid nonunion MRI images with marked low signal intensity on T1-weighted images and the absence of intra-operative puncate bone bleeding are strong indicatives of osteonecrosis of the proximal fragment.

Effects of weld strength mismatch on J and CTOD estimation procedure for SE(B) specimens

This work examines the effect of weld strength mismatch on fracture toughness measurements defined by J and CTOD fracture parameters using single edge notch bend (SE(B)) specimens. A central objective of the present study is to enlarge on previous developments of J and CTOD estimation procedures for welded bend specimens based upon plastic eta factors (eta) and plastic rotational factors (r (p) ). Very detailed non-linear finite element analyses for plane-strain models of standard SE(B) fracture specimens with a notch located at the center of square groove welds and in the heat affected zone provide the evolution of load with increased crack mouth opening displacement required for the estimation procedure. One key result emerging from the analyses is that levels of weld strength mismatch within the range +/- 20% mismatch do not affect significantly J and CTOD estimation expressions applicable to homogeneous materials, particularly for deeply cracked fracture specimens with relatively large weld grooves. The present study provides additional understanding on the effect of weld strength mismatch on J and CTOD toughness measurements while, at the same time, adding a fairly extensive body of results to determine parameters J and CTOD for different materials using bend specimens with varying geometries and mismatch levels.

Infinite horizon MPC with non-minimal state space feedback

In the MPC literature, stability is usually assured under the assumption that the state is measured. Since the closed-loop system may be nonlinear because of the constraints, it is not possible to apply the separation principle to prove global stability for the Output feedback case. It is well known that, a nonlinear closed-loop system with the state estimated via an exponentially converging observer combined with a state feedback controller can be unstable even when the controller is stable. One alternative to overcome the state estimation problem is to adopt a non-minimal state space model, in which the states are represented by measured past inputs and outputs [P.C. Young, M.A. Behzadi, C.L. Wang, A. Chotai, Direct digital and adaptative control by input-output, state variable feedback pole assignment, International journal of Control 46 (1987) 1867-1881; C. Wang, P.C. Young, Direct digital control by input-output, state variable feedback: theoretical background, International journal of Control 47 (1988) 97-109]. In this case, no observer is needed since the state variables can be directly measured. However, an important disadvantage of this approach is that the realigned model is not of minimal order, which makes the infinite horizon approach to obtain nominal stability difficult to apply. Here, we propose a method to properly formulate an infinite horizon MPC based on the output-realigned model, which avoids the use of an observer and guarantees the closed loop stability. The simulation results show that, besides providing closed-loop stability for systems with integrating and stable modes, the proposed controller may have a better performance than those MPC controllers that make use of an observer to estimate the current states. (C) 2008 Elsevier Ltd. All rights reserved.

Likelihood-based estimation of the regression model with scrambled responses

A significant problem in the collection of responses to potentially sensitive questions, such as relating to illegal, immoral or embarrassing activities, is non-sampling error due to refusal to respond or false responses. Eichhorn & Hayre (1983) suggested the use of scrambled responses to reduce this form of bias. This paper considers a linear regression model in which the dependent variable is unobserved but for which the sum or product with a scrambling random variable of known distribution, is known. The performance of two likelihood-based estimators is investigated, namely of a Bayesian estimator achieved through a Markov chain Monte Carlo (MCMC) sampling scheme, and a classical maximum-likelihood estimator. These two estimators and an estimator suggested by Singh, Joarder & King (1996) are compared. Monte Carlo results show that the Bayesian estimator outperforms the classical estimators in almost all cases, and the relative performance of the Bayesian estimator improves as the responses become more scrambled.

Estimation of contribution of changes in classic risk factors to trends in coronary-event rates across the WHO MONICA Project populations

Background From the mid-1980s to mid-1990s, the WHO MONICA Project monitored coronary events and classic risk factors for coronary heart disease (CHD) in 38 populations from 21 countries. We assessed the extent to which changes in these risk factors explain the variation in the trends in coronary-event rates across the populations. Methods In men and women aged 35-64 years, non-fatal myocardial infarction and coronary deaths were registered continuously to assess trends in rates of coronary events. We carried out population surveys to estimate trends in risk factors. Trends in event rates were regressed on trends in risk score and in individual risk factors. Findings Smoking rates decreased in most male populations but trends were mixed in women; mean blood pressures and cholesterol concentrations decreased, body-mass index increased, and overall risk scores and coronary-event rates decreased. The model of trends in 10-year coronary-event rates against risk scores and single risk factors showed a poor fit, but this was improved with a 4-year time lag for coronary events. The explanatory power of the analyses was limited by imprecision of the estimates and homogeneity of trends in the study populations. Interpretation Changes in the classic risk factors seem to partly explain the variation in population trends in CHD. Residual variance is attributable to difficulties in measurement and analysis, including time lag, and to factors that were not included, such as medical interventions. The results support prevention policies based on the classic risk factors but suggest potential for prevention beyond these.

Parametric analyses of anxiety in zebrafish scototaxis

Scototaxis, the preference for dark environments in detriment of bright ones, is an index of anxiety in zebrafish. In this work, we analyzed avoidance of the white compartment by analysis of the spatiotemporal pattern of exploratory behavior (time spent in the white compartment of the apparatus and shuttle frequency between compartments) and swimming ethogram (thigmotaxis, freezing and burst swimming in the white compartment) in four experiments. In Experiment 1, we demonstrate that spatiotemporal measures of white avoidance and locomotion do not habituate during a single 15-min session. In Experiments 2 and 3, we demonstrate that locomotor activity habituates to repeated exposures to the apparatus, regardless of whether inter-trial interval is 15-min or 24-h; however, no habituation of white avoidance was observed in either experiment. In Experiment 4, we confined animals for three 15-min sessions in the white compartment prior to recording spatiotemporal and ethogram measures in a standard preference test. After these forced exposures, white avoidance and locomotor activity showed no differences in relation to non-confined animals, but burst swimming, thigmotaxis and freezing in the white compartment were all decreased. These results suggest that neither avoidance of the white compartment nor approach to the black compartment account for the behavior of zebrafish in the scototaxis test. (C) 2010 Elsevier B.V. All rights reserved.

Bedside estimation of recruitable alveolar collapse and hyperdistension by electrical impedance tomography

To present a novel algorithm for estimating recruitable alveolar collapse and hyperdistension based on electrical impedance tomography (EIT) during a decremental positive end-expiratory pressure (PEEP) titration. Technical note with illustrative case reports. Respiratory intensive care unit. Patients with acute respiratory distress syndrome. Lung recruitment and PEEP titration maneuver. Simultaneous acquisition of EIT and X-ray computerized tomography (CT) data. We found good agreement (in terms of amount and spatial location) between the collapse estimated by EIT and CT for all levels of PEEP. The optimal PEEP values detected by EIT for patients 1 and 2 (keeping lung collapse < 10%) were 19 and 17 cmH(2)O, respectively. Although pointing to the same non-dependent lung regions, EIT estimates of hyperdistension represent the functional deterioration of lung units, instead of their anatomical changes, and could not be compared directly with static CT estimates for hyperinflation. We described an EIT-based method for estimating recruitable alveolar collapse at the bedside, pointing out its regional distribution. Additionally, we proposed a measure of lung hyperdistension based on regional lung mechanics.

Mode of action of back-line application of spinosad, a non-systemic parasiticide, on sheep

Spinosad, applied as a jetting solution or dip is an efficacious, non-systemic treatment for the control of Bovicola ovis in sheep. This paper describes the effect of back-line treatment width and group housing of animals on the efficacy of spinosad for the control of lice. A 0.4 mg/kg liveweight dose was found to be the suboptimal dose of spinosad for the control of body lice in a dose titration study and was used to investigate application and housing effects in a second study. Lousy Merino sheep were treated with either a narrow 3-cm application of spinosad or with a wider 25-cm swathe. After treatment they were either kept alone or in groups of 6 sheep per pen. Lice were counted at day 0 and every 14 days to 70 days after treatment before estimation of the percentage of lice control and analysis of treatment effects. A much higher percentage of lice control was achieved with 0.4 mg/kg in the second study than in the first, possibly because of differences in formulation used. The wider application width gave significantly higher (P < 0.05) control of lice than the narrow application when sheep were either housed alone or in groups up to day 42 post-treatment. Greater control of lice was seen in group-housed sheep compared with sheep housed individually (P < 0.05) up to day 70. Using broader application widths combined with holding the animals together after treatment with pour-on formulations may optimise the delivery and efficacy of ectoparasiticides for livestock.

Parametric signal regeneration

We present an ultra-high bandwidth all-optical digital signal regeneration device concept utilising non-degenerate parametric interaction in a one-dimensional waveguide. Performance is analysed in terms of re-amplification, re-timing, and re-shaping (including centre frequency correction) of time domain multiplexed signals. Bandwidths of 10-100 THz are achievable. (C) 2001 Published by Elsevier Science B.V.