966 resultados para Dynamic prediction
Resumo:
Time-varying linear prediction has been studied in the context of speech signals, in which the auto-regressive (AR) coefficients of the system function are modeled as a linear combination of a set of known bases. Traditionally, least squares minimization is used for the estimation of model parameters of the system. Motivated by the sparse nature of the excitation signal for voiced sounds, we explore the time-varying linear prediction modeling of speech signals using sparsity constraints. Parameter estimation is posed as a 0-norm minimization problem. The re-weighted 1-norm minimization technique is used to estimate the model parameters. We show that for sparsely excited time-varying systems, the formulation models the underlying system function better than the least squares error minimization approach. Evaluation with synthetic and real speech examples show that the estimated model parameters track the formant trajectories closer than the least squares approach.
Resumo:
We present in this paper a new algorithm based on Particle Swarm Optimization (PSO) for solving Dynamic Single Objective Constrained Optimization (DCOP) problems. We have modified several different parameters of the original particle swarm optimization algorithm by introducing new types of particles for local search and to detect changes in the search space. The algorithm is tested with a known benchmark set and compare with the results with other contemporary works. We demonstrate the convergence properties by using convergence graphs and also the illustrate the changes in the current benchmark problems for more realistic correspondence to practical real world problems.
Resumo:
High wind poses a number of hazards in different areas such as structural safety, aviation, and wind energy-where low wind speed is also a concern, pollutant transport, to name a few. Therefore, usage of a good prediction tool for wind speed is necessary in these areas. Like many other natural processes, behavior of wind is also associated with considerable uncertainties stemming from different sources. Therefore, to develop a reliable prediction tool for wind speed, these uncertainties should be taken into account. In this work, we propose a probabilistic framework for prediction of wind speed from measured spatio-temporal data. The framework is based on decompositions of spatio-temporal covariance and simulation using these decompositions. A novel simulation method based on a tensor decomposition is used here in this context. The proposed framework is composed of a set of four modules, and the modules have flexibility to accommodate further modifications. This framework is applied on measured data on wind speed in Ireland. Both short-and long-term predictions are addressed.
Resumo:
The performance of prediction models is often based on ``abstract metrics'' that estimate the model's ability to limit residual errors between the observed and predicted values. However, meaningful evaluation and selection of prediction models for end-user domains requires holistic and application-sensitive performance measures. Inspired by energy consumption prediction models used in the emerging ``big data'' domain of Smart Power Grids, we propose a suite of performance measures to rationally compare models along the dimensions of scale independence, reliability, volatility and cost. We include both application independent and dependent measures, the latter parameterized to allow customization by domain experts to fit their scenario. While our measures are generalizable to other domains, we offer an empirical analysis using real energy use data for three Smart Grid applications: planning, customer education and demand response, which are relevant for energy sustainability. Our results underscore the value of the proposed measures to offer a deeper insight into models' behavior and their impact on real applications, which benefit both data mining researchers and practitioners.
Resumo:
The recently developed reference-command tracking version of model predictive static programming (MPSP) is successfully applied to a single-stage closed grinding mill circuit. MPSP is an innovative optimal control technique that combines the philosophies of model predictive control (MPC) and approximate dynamic programming. The performance of the proposed MPSP control technique, which can be viewed as a `new paradigm' under the nonlinear MPC philosophy, is compared to the performance of a standard nonlinear MPC technique applied to the same plant for the same conditions. Results show that the MPSP control technique is more than capable of tracking the desired set-point in the presence of model-plant mismatch, disturbances and measurement noise. The performance of MPSP and nonlinear MPC compare very well, with definite advantages offered by MPSP. The computational speed of MPSP is increased through a sequence of innovations such as the conversion of the dynamic optimization problem to a low-dimensional static optimization problem, the recursive computation of sensitivity matrices and using a closed form expression to update the control. To alleviate the burden on the optimization procedure in standard MPC, the control horizon is normally restricted. However, in the MPSP technique the control horizon is extended to the prediction horizon with a minor increase in the computational time. Furthermore, the MPSP technique generally takes only a couple of iterations to converge, even when input constraints are applied. Therefore, MPSP can be regarded as a potential candidate for online applications of the nonlinear MPC philosophy to real-world industrial process plants. (C) 2014 Elsevier Ltd. All rights reserved.
Resumo:
Understanding the growth behavior of microorganisms using modeling and optimization techniques is an active area of research in the fields of biochemical engineering and systems biology. In this paper, we propose a general modeling framework, based on Monad model, to model the growth of microorganisms. Utilizing the general framework, we formulate an optimal control problem with the objective of maximizing a long-term cellular goal and solve it analytically under various constraints for the growth of microorganisms in a two substrate batch environment. We investigate the relation between long term and short term cellular goals and show that the objective of maximizing cellular concentration at a fixed final time is equivalent to maximization of instantaneous growth rate. We then establish the mathematical connection between the generalized framework and optimal and cybernetic modeling frameworks and derive generalized governing dynamic equations for optimal and cybernetic models. We finally illustrate the influence of various constraints in the cybernetic modeling framework on the optimal growth behavior of microorganisms by solving several dynamic optimization problems using genetic algorithms. (C) 2014 Published by Elsevier Inc.