A genetic estimation algorithm for parameters of stochastic ordinary differential equations

A generic method for the estimation of parameters for Stochastic Ordinary Differential Equations (SODEs) is introduced and developed. This algorithm, called the GePERs method, utilises a genetic optimisation algorithm to minimise a stochastic objective function based on the Kolmogorov-Smirnov statistic. Numerical simulations are utilised to form the KS statistic. Further, the examination of some of the factors that improve the precision of the estimates is conducted. This method is used to estimate parameters of diffusion equations and jump-diffusion equations. It is also applied to the problem of model selection for the Queensland electricity market. (C) 2003 Elsevier B.V. All rights reserved.

Estimation of pharmacokinetic parameters from non-compartmental variables using Microsoft Excel((R))

This study was conducted to develop a method, termed 'back analysis (BA)', for converting non-compartmental variables to compartment model dependent pharmacokinetic parameters for both one- and two-compartment models. A Microsoft Excel((R)) spreadsheet was implemented with the use of Solver((R)) and visual basic functions. The performance of the BA method in estimating pharmacokinetic parameter values was evaluated by comparing the parameter values obtained to a standard modelling software program, NONMEM, using simulated data. The results show that the BA method was reasonably precise and provided low bias in estimating fixed and random effect parameters for both one- and two-compartment models. The pharmacokinetic parameters estimated from the BA method were similar to those of NONMEM estimation.

Aquatic passive sampling of herbicides on naked particle loaded membranes: Accelerated measurement and empirical estimation of kinetic parameters

Water-sampler equilibrium partitioning coefficients and aqueous boundary layer mass transfer coefficients for atrazine, diuron, hexazionone and fluometuron onto C18 and SDB-RPS Empore disk-based aquatic passive samplers have been determined experimentally under a laminar flow regime (Re = 5400). The method involved accelerating the time to equilibrium of the samplers by exposing them to three water concentrations, decreasing stepwise to 50% and then 25% of the original concentration. Assuming first-order Fickian kinetics across a rate-limiting aqueous boundary layer, both parameters are determined computationally by unconstrained nonlinear optimization. In addition, a method of estimation of mass transfer coefficients-therefore sampling rates-using the dimensionless Sherwood correlation developed for laminar flow over a flat plate is applied. For each of the herbicides, this correlation is validated to within 40% of the experimental data. The study demonstrates that for trace concentrations (sub 0.1 mu g/L) and these flow conditions, a naked Empore disk performs well as an integrative sampler over short deployments (up to 7 days) for the range of polar herbicides investigated. The SDB-RPS disk allows a longer integrative period than the C18 disk due to its higher sorbent mass and/or its more polar sorbent chemistry. This work also suggests that for certain passive sampler designs, empirical estimation of sampling rates may be possible using correlations that have been available in the chemical engineering literature for some time.

Experimental Estimation of Ergonomic Parameters of the Computer Training Programs on Electrotechnical Disciplines

The present research offers the technique of the experimental estimation of the ergonomic parameters of the computer training programs, created on the basis of the method of theoretical images are submitted.

Estimation of IRT Parameters over a Small Sample. Bootstrapping of the Item Responses

2000 Mathematics Subject Classification: 97C40.

Trimmed Likelihood Estimation of the Parameters of the Generalized Extreme Value Distributions: a Monte-Carlo Study

2000 Mathematics Subject Classification: Primary 62F35; Secondary 62P99

BIAS-CORRECTED MAXIMUM LIKELIHOOD ESTIMATION OF THE PARAMETERS OF THE WEIGHTED LINDLEY DISTRIBUTION

This report discusses the calculation of analytic second-order bias techniques for the maximum likelihood estimates (for short, MLEs) of the unknown parameters of the distribution in quality and reliability analysis. It is well-known that the MLEs are widely used to estimate the unknown parameters of the probability distributions due to their various desirable properties; for example, the MLEs are asymptotically unbiased, consistent, and asymptotically normal. However, many of these properties depend on an extremely large sample sizes. Those properties, such as unbiasedness, may not be valid for small or even moderate sample sizes, which are more practical in real data applications. Therefore, some bias-corrected techniques for the MLEs are desired in practice, especially when the sample size is small. Two commonly used popular techniques to reduce the bias of the MLEs, are ‘preventive’ and ‘corrective’ approaches. They both can reduce the bias of the MLEs to order O(n−2), whereas the ‘preventive’ approach does not have an explicit closed form expression. Consequently, we mainly focus on the ‘corrective’ approach in this report. To illustrate the importance of the bias-correction in practice, we apply the bias-corrected method to two popular lifetime distributions: the inverse Lindley distribution and the weighted Lindley distribution. Numerical studies based on the two distributions show that the considered bias-corrected technique is highly recommended over other commonly used estimators without bias-correction. Therefore, special attention should be paid when we estimate the unknown parameters of the probability distributions under the scenario in which the sample size is small or moderate.

Estimation of Convective Extreme Events over Germany based on Large Scale Parameters

Strong convective events can produce extreme precipitation, hail, lightning or gusts, potentially inducing severe socio-economic impacts. These events have a relatively small spatial extension and, in most cases, a short lifetime. In this study, a model is developed for estimating convective extreme events based on large scale conditions. It is shown that strong convective events can be characterized by a Weibull distribution of radar-based rainfall with a low shape and high scale parameter value. A radius of 90km around a station reporting a convective situation turned out to be suitable. A methodology is developed to estimate the Weibull parameters and thus the occurrence probability of convective events from large scale atmospheric instability and enhanced near-surface humidity, which are usually found on a larger scale than the convective event itself. Here, the probability for the occurrence of extreme convective events is estimated from the KO-index indicating the stability, and relative humidity at 1000hPa. Both variables are computed from ERA-Interim reanalysis. In a first version of the methodology, these two variables are applied to estimate the spatial rainfall distribution and to estimate the occurrence of a convective event. The developed method shows significant skill in estimating the occurrence of convective events as observed at synoptic stations, lightning measurements, and severe weather reports. In order to take frontal influences into account, a scheme for the detection of atmospheric fronts is implemented. While generally higher instability is found in the vicinity of fronts, the skill of this approach is largely unchanged. Additional improvements were achieved by a bias-correction and the use of ERA-Interim precipitation. The resulting estimation method is applied to the ERA-Interim period (1979-2014) to establish a ranking of estimated convective extreme events. Two strong estimated events that reveal a frontal influence are analysed in detail. As a second application, the method is applied to GCM-based decadal predictions in the period 1979-2014, which were initialized every year. It is shown that decadal predictive skill for convective event frequencies over Germany is found for the first 3-4 years after the initialization.

Load Ratio Estimation Through Striation Height and Spacing Analysis of an Aerospace Al Alloy 7475-T7351

It is well known that striation spacing may be related to the crack growth rate, da/dN, through Paris equation, as well as the maximum and minimum loads under service loading conditions. These loads define the load ratio, R, and are considered impossible to be evaluated from the inter-spacing striations analysis. In this way, this study discusses the methodology proposed by Furukawa to evaluate the maximum and minimum loads based on the experimental fact that the relative height of a striation, H, and the striation spacing, s, are strongly influenced by the load ratio, R. Fatigue tests in C(T) specimens were conducted on SAE 7475-T7351 Al alloy plates at room temperature and the results showed a straightforward correlation between the parameters H, s, and R. Measurements of striation height, H, were performed using scanning electron microscopy and field emission gun (FEG) after sectioning the specimen at a large inclined angle to amplify the height of the striations. The results showed that for increasing R the values of H/s tend to increase. Striation height, striation spacing, and load ratio correlations were obtained, which allows one to estimate service loadings from fatigue fracture surface survey.

Trajectory Sensitivity Method and Master-Slave Synchronization to Estimate Parameters of Nonlinear Systems

A combination of trajectory sensitivity method and master-slave synchronization was proposed to parameter estimation of nonlinear systems. It was shown that master-slave coupling increases the robustness of the trajectory sensitivity algorithm with respect to the initial guess of parameters. Since synchronization is not a guarantee that the estimation process converges to the correct parameters, a conditional test that guarantees that the new combined methodology estimates the true values of parameters was proposed. This conditional test was successfully applied to Lorenz's and Chua's systems, and the proposed parameter estimation algorithm has shown to be very robust with respect to parameter initial guesses and measurement noise for these examples. Copyright (C) 2009 Elmer P. T. Cari et al.

Harmonic Distortion State Estimation Using an Evolutionary Strategy

This paper presents a new methodology to estimate harmonic distortions in a power system, based on measurements of a limited number of given sites. The algorithm utilizes evolutionary strategies (ES), a development branch of evolutionary algorithms. The main advantage in using such a technique relies upon its modeling facilities as well as its potential to solve fairly complex problems. The problem-solving algorithm herein proposed makes use of data from various power-quality (PQ) meters, which can either be synchronized by high technology global positioning system devices or by using information from a fundamental frequency load flow. This second approach makes the overall PQ monitoring system much less costly. The algorithm is applied to an IEEE test network, for which sensitivity analysis is performed to determine how the parameters of the ES can be selected so that the algorithm performs in an effective way. Case studies show fairly promising results and the robustness of the proposed method.

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.

Directional Wave Spectrum Estimation Based on Vessel`s 1st-order Motions: Field Results

In this paper, 2 different approaches for estimating the directional wave spectrum based on a vessel`s 1st-order motions are discussed, and their predictions are compared to those provided by a wave buoy. The real-scale data were obtained in an extensive monitoring campaign based on an FPSO unit operating at Campos Basin, Brazil. Data included vessel motions, heading and tank loadings. Wave field information was obtained by means of a heave-pitch-roll buoy installed in the vicinity of the unit. `two of the methods most widely used for this kind of analysis are considered, one based on Bayesian statistical inference, the other consisting of a parametrical representation of the wave spectrum. The performance of both methods is compared, and their sensitivity to input parameters is discussed. This analysis complements a set of previous validations based on numerical and towing-tank results and allows for a preliminary evaluation of reliability when applying the methodology at full scale.

Distributed Estimation Over an Adaptive Incremental Network Based on the Affine Projection Algorithm

We study the problem of distributed estimation based on the affine projection algorithm (APA), which is developed from Newton`s method for minimizing a cost function. The proposed solution is formulated to ameliorate the limited convergence properties of least-mean-square (LMS) type distributed adaptive filters with colored inputs. The analysis of transient and steady-state performances at each individual node within the network is developed by using a weighted spatial-temporal energy conservation relation and confirmed by computer simulations. The simulation results also verify that the proposed algorithm provides not only a faster convergence rate but also an improved steady-state performance as compared to an LMS-based scheme. In addition, the new approach attains an acceptable misadjustment performance with lower computational and memory cost, provided the number of regressor vectors and filter length parameters are appropriately chosen, as compared to a distributed recursive-least-squares (RLS) based method.