927 resultados para ARMA parameter fitting


Relevância:

100.00% 100.00%

Publicador:

Resumo:

Human arteries affected by atherosclerosis are characterized by altered wall viscoelastic properties. The possibility of noninvasively assessing arterial viscoelasticity in vivo would significantly contribute to the early diagnosis and prevention of this disease. This paper presents a noniterative technique to estimate the viscoelastic parameters of a vascular wall Zener model. The approach requires the simultaneous measurement of flow variations and wall displacements, which can be provided by suitable ultrasound Doppler instruments. Viscoelastic parameters are estimated by fitting the theoretical constitutive equations to the experimental measurements using an ARMA parameter approach. The accuracy and sensitivity of the proposed method are tested using reference data generated by numerical simulations of arterial pulsation in which the physiological conditions and the viscoelastic parameters of the model can be suitably varied. The estimated values quantitatively agree with the reference values, showing that the only parameter affected by changing the physiological conditions is viscosity, whose relative error was about 27% even when a poor signal-to-noise ratio is simulated. Finally, the feasibility of the method is illustrated through three measurements made at different flow regimes on a cylindrical vessel phantom, yielding a parameter mean estimation error of 25%.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Ag-3 was produced by pulsed-nozzle laser vaporisation and jet-cooled in a Ne supersonic expansion. One-color resonant two-photon ionisation (R2PI) spectra of the (B) over tilde(2) E '' <-- (X) over tilde(2) E' transition of Ag-3 were separately measured for all four isotopic combinations. Long vibrational progressions are observed, involving clearly resolved bands at low energy, merging into a dense but resolvable spectrum up to 1000 cm(-1) above the origin. Both the ground (X) over tilde(2) E' and excited (B) over tilde(2) E '' states of Ag-3 are susceptible to Jahn-Teller distortion along the degenerate e' bending coordinate. The Jahn-Teller analysis includes both linear and quadratic terms, simultaneously with the spin-orbit coupling. Following extensive parameter fitting, the absorption spectrum is calculated, and bands assigned. The spin-orbit splitting is quenched below the localization energy, but becomes observable approximate to 300 cm(-1) above the origin.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

As modern molecular biology moves towards the analysis of biological systems as opposed to their individual components, the need for appropriate mathematical and computational techniques for understanding the dynamics and structure of such systems is becoming more pressing. For example, the modeling of biochemical systems using ordinary differential equations (ODEs) based on high-throughput, time-dense profiles is becoming more common-place, which is necessitating the development of improved techniques to estimate model parameters from such data. Due to the high dimensionality of this estimation problem, straight-forward optimization strategies rarely produce correct parameter values, and hence current methods tend to utilize genetic/evolutionary algorithms to perform non-linear parameter fitting. Here, we describe a completely deterministic approach, which is based on interval analysis. This allows us to examine entire sets of parameters, and thus to exhaust the global search within a finite number of steps. In particular, we show how our method may be applied to a generic class of ODEs used for modeling biochemical systems called Generalized Mass Action Models (GMAs). In addition, we show that for GMAs our method is amenable to the technique in interval arithmetic called constraint propagation, which allows great improvement of its efficiency. To illustrate the applicability of our method we apply it to some networks of biochemical reactions appearing in the literature, showing in particular that, in addition to estimating system parameters in the absence of noise, our method may also be used to recover the topology of these networks.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Gas-liquid mass transfer is an important issue in the design and operation of many chemical unit operations. Despite its importance, the evaluation of gas-liquid mass transfer is not straightforward due to the complex nature of the phenomena involved. In this thesis gas-liquid mass transfer was evaluated in three different gas-liquid reactors in a traditional way by measuring the volumetric mass transfer coefficient (kLa). The studied reactors were a bubble column with a T-junction two-phase nozzle for gas dispersion, an industrial scale bubble column reactor for the oxidation of tetrahydroanthrahydroquinone and a concurrent downflow structured bed.The main drawback of this approach is that the obtained correlations give only the average volumetric mass transfer coefficient, which is dependent on average conditions. Moreover, the obtained correlations are valid only for the studied geometry and for the chemical system used in the measurements. In principle, a more fundamental approach is to estimate the interfacial area available for mass transfer from bubble size distributions obtained by solution of population balance equations. This approach has been used in this thesis by developing a population balance model for a bubble column together with phenomenological models for bubble breakage and coalescence. The parameters of the bubble breakage rate and coalescence rate models were estimated by comparing the measured and calculated bubble sizes. The coalescence models always have at least one experimental parameter. This is because the bubble coalescence depends on liquid composition in a way which is difficult to evaluate using known physical properties. The coalescence properties of some model solutions were evaluated by measuring the time that a bubble rests at the free liquid-gas interface before coalescing (the so-calledpersistence time or rest time). The measured persistence times range from 10 msup to 15 s depending on the solution. The coalescence was never found to be instantaneous. The bubble oscillates up and down at the interface at least a coupleof times before coalescence takes place. The measured persistence times were compared to coalescence times obtained by parameter fitting using measured bubble size distributions in a bubble column and a bubble column population balance model. For short persistence times, the persistence and coalescence times are in good agreement. For longer persistence times, however, the persistence times are at least an order of magnitude longer than the corresponding coalescence times from parameter fitting. This discrepancy may be attributed to the uncertainties concerning the estimation of energy dissipation rates, collision rates and mechanisms and contact times of the bubbles.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Radiative capture of nucleons at energies of astrophysical interest is one of the most important processes for nucleosynthesis. The nucleon capture can occur either by a compound nucleus reaction or by a direct process. The compound reaction cross sections are usually very small, especially for light nuclei. The direct capture proceeds either via the formation of a single-particle resonance or a non-resonant capture process. In this work we calculate radiative capture cross sections and astrophysical S-factors for nuclei in the mass region A < 20 using single-particle states. We carefully discuss the parameter fitting procedure adopted in the simplified two-body treatment of the capture process. Then we produce a detailed list of cases for which the model works well. Useful quantities, such as spectroscopic factors and asymptotic normalization coefficients, are obtained and compared to published data. (C) 2010 Elsevier Inc. All rights reserved.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Modifications in low-density lipoprotein (LDL) have emerged as a major pathogenic factor of atherosclerosis, which is the main cause of morbidity and mortality in the western world. Measurements of the heat diffusivity of human LDL solutions in their native and in vitro oxidized states are presented by using the Z-Scan (ZS) technique. Other complementary techniques were used to obtain the physical parameters necessary to interpret the optical results, e. g., pycnometry, refractometry, calorimetry, and spectrophotometry, and to understand the oxidation phase of LDL particles. To determine the sample's thermal diffusivity using the thermal lens model, an iterative one-parameter fitting method is proposed which takes into account several characteristic ZS time-dependent and the position-dependent transmittance measurements. Results show that the thermal diffusivity increases as a function of the LDL oxidation degree, which can be explained by the increase of the hydroperoxides production due to the oxidation process. The oxidation products go from one LDL to another, disseminating the oxidation process and caring the heat across the sample. This phenomenon leads to a quick thermal homogenization of the sample, avoiding the formation of the thermal lens in highly oxidized LDL solutions. (C) 2012 Society of Photo-Optical Instrumentation Engineers (SPIE). [DOI: 10.1117/1.JBO.17.10.105003]

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Alternans of cardiac action potential duration (APD) is a well-known arrhythmogenic mechanism which results from dynamical instabilities. The propensity to alternans is classically investigated by examining APD restitution and by deriving APD restitution slopes as predictive markers. However, experiments have shown that such markers are not always accurate for the prediction of alternans. Using a mathematical ventricular cell model known to exhibit unstable dynamics of both membrane potential and Ca2+ cycling, we demonstrate that an accurate marker can be obtained by pacing at cycle lengths (CLs) varying randomly around a basic CL (BCL) and by evaluating the transfer function between the time series of CLs and APDs using an autoregressive-moving-average (ARMA) model. The first pole of this transfer function corresponds to the eigenvalue (λalt) of the dominant eigenmode of the cardiac system, which predicts that alternans occurs when λalt≤−1. For different BCLs, control values of λalt were obtained using eigenmode analysis and compared to the first pole of the transfer function estimated using ARMA model fitting in simulations of random pacing protocols. In all versions of the cell model, this pole provided an accurate estimation of λalt. Furthermore, during slow ramp decreases of BCL or simulated drug application, this approach predicted the onset of alternans by extrapolating the time course of the estimated λalt. In conclusion, stochastic pacing and ARMA model identification represents a novel approach to predict alternans without making any assumptions about its ionic mechanisms. It should therefore be applicable experimentally for any type of myocardial cell.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

We analyzed observations of interstellar neutral helium (ISN He) obtained from the Interstellar Boundary Explorer (IBEX) satellite during its first six years of operation. We used a refined version of the ISN He simulation model, presented in the companion paper by Sokol et al. (2015b), along with a sophisticated data correlation and uncertainty system and parameter fitting method, described in the companion paper by Swaczyna et al. We analyzed the entire data set together and the yearly subsets, and found the temperature and velocity vector of ISN He in front of the heliosphere. As seen in the previous studies, the allowable parameters are highly correlated and form a four-dimensional tube in the parameter space. The inflow longitudes obtained from the yearly data subsets show a spread of similar to 6 degrees, with the other parameters varying accordingly along the parameter tube, and the minimum chi(2) value is larger than expected. We found, however, that the Mach number of the ISN He flow shows very little scatter and is thus very tightly constrained. It is in excellent agreement with the original analysis of ISN He observations from IBEX and recent reanalyses of observations from Ulysses. We identify a possible inaccuracy in the Warm Breeze parameters as the likely cause of the scatter in the ISN He parameters obtained from the yearly subsets, and we suppose that another component may exist in the signal or a process that is not accounted for in the current physical model of ISN He in front of the heliosphere. From our analysis, the inflow velocity vector, temperature, and Mach number of the flow are equal to lambda(ISNHe) = 255 degrees.8 +/- 0 degrees.5, beta(ISNHe) = 5 degrees.16 +/- 0 degrees.10, T-ISNHe = 7440 +/- 260 K, nu(SNHe) = 25.8 +/- 0.4 km s(-1), and M-ISNHe = 5.079 +/- 0.028, with uncertainties strongly correlated along the parameter tube.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

We explore both the rheology and complex flow behavior of monodisperse polymer melts. Adequate quantities of monodisperse polymer were synthesized in order that both the materials rheology and microprocessing behavior could be established. In parallel, we employ a molecular theory for the polymer rheology that is suitable for comparison with experimental rheometric data and numerical simulation for microprocessing flows. The model is capable of matching both shear and extensional data with minimal parameter fitting. Experimental data for the processing behavior of monodisperse polymers are presented for the first time as flow birefringence and pressure difference data obtained using a Multipass Rheometer with an 11:1 constriction entry and exit flow. Matching of experimental processing data was obtained using the constitutive equation with the Lagrangian numerical solver, FLOWSOLVE. The results show the direct coupling between molecular constitutive response and macroscopic processing behavior, and differentiate flow effects that arise separately from orientation and stretch. (c) 2005 The Society of Rheology.

Relevância:

80.00% 80.00%

Publicador:

Resumo:

Inverse analysis for reactive transport of chlorides through concrete in the presence of electric field is presented. The model is solved using MATLAB’s built-in solvers “pdepe.m” and “ode15s.m”. The results from the model are compared with experimental measurements from accelerated migration test and a function representing the lack of fit is formed. This function is optimised with respect to varying amount of key parameters defining the model. Levenberg-Marquardt trust-region optimisation approach is employed. The paper presents a method by which the degree of inter-dependency between parameters and sensitivity (significance) of each parameter towards model predictions can be studied on models with or without clearly defined governing equations. Eigen value analysis of the Hessian matrix was employed to investigate and avoid over-parametrisation in inverse analysis. We investigated simultaneous fitting of parameters for diffusivity, chloride binding as defined by Freundlich isotherm (thermodynamic) and binding rate (kinetic parameter). Fitting of more than 2 parameters, simultaneously, demonstrates a high degree of parameter inter-dependency. This finding is significant as mathematical models for representing chloride transport rely on several parameters for each mode of transport (i.e., diffusivity, binding, etc.), which combined may lead to unreliable simultaneous estimation of parameters.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The species abundance distribution (SAD) has been a central focus of community ecology for over fifty years, and is currently the subject of widespread renewed interest. The gambin model has recently been proposed as a model that provides a superior fit to commonly preferred SAD models. It has also been argued that the model's single parameter (α) presents a potentially informative ecological diversity metric, because it summarises the shape of the SAD in a single number. Despite this potential, few empirical tests of the model have been undertaken, perhaps because the necessary methods and software for fitting the model have not existed. Here, we derive a maximum likelihood method to fit the model, and use it to undertake a comprehensive comparative analysis of the fit of the gambin model. The functions and computational code to fit the model are incorporated in a newly developed free-to-download R package (gambin). We test the gambin model using a variety of datasets and compare the fit of the gambin model to fits obtained using the Poisson lognormal, logseries and zero-sum multinomial distributions. We found that gambin almost universally provided a better fit to the data and that the fit was consistent for a variety of sample grain sizes. We demonstrate how α can be used to differentiate intelligibly between community structures of Azorean arthropods sampled in different land use types. We conclude that gambin presents a flexible model capable of fitting a wide variety of observed SAD data, while providing a useful index of SAD form in its single fitted parameter. As such, gambin has wide potential applicability in the study of SADs, and ecology more generally.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

The paper proposes an approach aimed at detecting optimal model parameter combinations to achieve the most representative description of uncertainty in the model performance. A classification problem is posed to find the regions of good fitting models according to the values of a cost function. Support Vector Machine (SVM) classification in the parameter space is applied to decide if a forward model simulation is to be computed for a particular generated model. SVM is particularly designed to tackle classification problems in high-dimensional space in a non-parametric and non-linear way. SVM decision boundaries determine the regions that are subject to the largest uncertainty in the cost function classification, and, therefore, provide guidelines for further iterative exploration of the model space. The proposed approach is illustrated by a synthetic example of fluid flow through porous media, which features highly variable response due to the parameter values' combination.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

This paper fills a gap in the existing literature on least squareslearning in linear rational expectations models by studying a setup inwhich agents learn by fitting ARMA models to a subset of the statevariables. This is a natural specification in models with privateinformation because in the presence of hidden state variables, agentshave an incentive to condition forecasts on the infinite past recordsof observables. We study a particular setting in which it sufficesfor agents to fit a first order ARMA process, which preserves thetractability of a finite dimensional parameterization, while permittingconditioning on the infinite past record. We describe how previousresults (Marcet and Sargent [1989a, 1989b] can be adapted to handlethe convergence of estimators of an ARMA process in our self--referentialenvironment. We also study ``rates'' of convergence analytically and viacomputer simulation.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Identification of order of an Autoregressive Moving Average Model (ARMA) by the usual graphical method is subjective. Hence, there is a need of developing a technique to identify the order without employing the graphical investigation of series autocorrelations. To avoid subjectivity, this thesis focuses on determining the order of the Autoregressive Moving Average Model using Reversible Jump Markov Chain Monte Carlo (RJMCMC). The RJMCMC selects the model from a set of the models suggested by better fitting, standard deviation errors and the frequency of accepted data. Together with deep analysis of the classical Box-Jenkins modeling methodology the integration with MCMC algorithms has been focused through parameter estimation and model fitting of ARMA models. This helps to verify how well the MCMC algorithms can treat the ARMA models, by comparing the results with graphical method. It has been seen that the MCMC produced better results than the classical time series approach.

Relevância:

30.00% 30.00%

Publicador:

Resumo:

Time series analysis can be categorized into three different approaches: classical, Box-Jenkins, and State space. Classical approach makes a basement for the analysis and Box-Jenkins approach is an improvement of the classical approach and deals with stationary time series. State space approach allows time variant factors and covers up a broader area of time series analysis. This thesis focuses on parameter identifiablity of different parameter estimation methods such as LSQ, Yule-Walker, MLE which are used in the above time series analysis approaches. Also the Kalman filter method and smoothing techniques are integrated with the state space approach and MLE method to estimate parameters allowing them to change over time. Parameter estimation is carried out by repeating estimation and integrating with MCMC and inspect how well different estimation methods can identify the optimal model parameters. Identification is performed in probabilistic and general senses and compare the results in order to study and represent identifiability more informative way.