Modelagem do escoamento ao longo de evaporadores de serpentina com tubos aletados

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Parameter estimation of Poisson generalized linear mixed models based on three different statistical principles : a simulation study

Generalized linear mixed models are flexible tools for modeling non-normal data and are useful for accommodating overdispersion in Poisson regression models with random effects. Their main difficulty resides in the parameter estimation because there is no analytic solution for the maximization of the marginal likelihood. Many methods have been proposed for this purpose and many of them are implemented in software packages. The purpose of this study is to compare the performance of three different statistical principles - marginal likelihood, extended likelihood, Bayesian analysis-via simulation studies. Real data on contact wrestling are used for illustration.

Certified Rapid Solution of Parametrized Linear Elliptic Equations: Application to Parameter Estimation

We present a technique for the rapid and reliable evaluation of linear-functional output of elliptic partial differential equations with affine parameter dependence. The essential components are (i) rapidly uniformly convergent reduced-basis approximations — Galerkin projection onto a space WN spanned by solutions of the governing partial differential equation at N (optimally) selected points in parameter space; (ii) a posteriori error estimation — relaxations of the residual equation that provide inexpensive yet sharp and rigorous bounds for the error in the outputs; and (iii) offline/online computational procedures — stratagems that exploit affine parameter dependence to de-couple the generation and projection stages of the approximation process. The operation count for the online stage — in which, given a new parameter value, we calculate the output and associated error bound — depends only on N (typically small) and the parametric complexity of the problem. The method is thus ideally suited to the many-query and real-time contexts. In this paper, based on the technique we develop a robust inverse computational method for very fast solution of inverse problems characterized by parametrized partial differential equations. The essential ideas are in three-fold: first, we apply the technique to the forward problem for the rapid certified evaluation of PDE input-output relations and associated rigorous error bounds; second, we incorporate the reduced-basis approximation and error bounds into the inverse problem formulation; and third, rather than regularize the goodness-of-fit objective, we may instead identify all (or almost all, in the probabilistic sense) system configurations consistent with the available experimental data — well-posedness is reflected in a bounded "possibility region" that furthermore shrinks as the experimental error is decreased.

A note on non-linear phenomena in a non-ideal oscillator, with a snap-through truss absorber, including parameter uncertainties

This work considers the vibrating system that consists of a snap-through truss absorber coupled to an oscillator under excitation of an electric motor with an eccentricity and limited power, characterizing a non-ideal oscillator. It is aimed to use the non-linearity and quasi-zero stiffness of absorber (snap-through truss absorber) to obtain a significantly attenuation the jump phenomenon. There is also an interest to exhibit the reduction of Sommerfeld effect, to confirm the saturation phenomenon occurrence and show the power transfer in a non-linear structure, evidencing the pumping energy. As shown by simulations in this work, this absorber allows the energy pumping before and during the jump phenomenon, decreasing the higher amplitudes of considered system. Additionally, the occurrence of saturation phenomenon due use of snap-through truss absorber is verified. The analysis of parameter uncertainties was introduced. Sensitivity of system with parametric errors demonstrated a trustable system. © IMechE 2012.

Image registration for triggered and non-triggered DTI of the human kidney: Reduced variability of diffusion parameter estimation

BACKGROUND: To investigate if non-rigid image-registration reduces motion artifacts in triggered and non-triggered diffusion tensor imaging (DTI) of native kidneys. A secondary aim was to determine, if improvements through registration allow for omitting respiratory-triggering. METHODS: Twenty volunteers underwent coronal DTI of the kidneys with nine b-values (10-700 s/mm2 ) at 3 Tesla. Image-registration was performed using a multimodal nonrigid registration algorithm. Data processing yielded the apparent diffusion coefficient (ADC), the contribution of perfusion (FP ), and the fractional anisotropy (FA). For comparison of the data stability, the root mean square error (RMSE) of the fitting and the standard deviations within the regions of interest (SDROI ) were evaluated. RESULTS: RMSEs decreased significantly after registration for triggered and also for non-triggered scans (P < 0.05). SDROI for ADC, FA, and FP were significantly lower after registration in both medulla and cortex of triggered scans (P < 0.01). Similarly the SDROI of FA and FP decreased significantly in non-triggered scans after registration (P < 0.05). RMSEs were significantly lower in triggered than in non-triggered scans, both with and without registration (P < 0.05). CONCLUSION: Respiratory motion correction by registration of individual echo-planar images leads to clearly reduced signal variations in renal DTI for both triggered and particularly non-triggered scans. Secondarily, the results suggest that respiratory-triggering still seems advantageous.J. Magn. Reson. Imaging 2014. (c) 2014 Wiley Periodicals, Inc.

Q parameter estimation using numerical simulations for linear and nonlinear transmission systems

We compare the Q parameter obtained from scalar, semi-analytical and full vector models for realistic transmission systems. One set of systems is operated in the linear regime, while another is using solitons at high peak power. We report in detail on the different results obtained for the same system using different models. Polarisation mode dispersion is also taken into account and a novel method to average Q parameters over several independent simulation runs is described. © 2006 Elsevier B.V. All rights reserved.

High spectral efficiency transmission emulation for non-linear transmission performance estimation for high order modulation formats

We demonstrate a simple method to experimentally evaluate nonlinear transmission performance of high order modulation formats using a low number of channels and channel-like ASE. We verify it's behaviour is consistent with the AWGN model of transmission.

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. ^

Parameter estimation in the presence of auxiliary information

Dissertação para obtenção do Grau de Doutora em Estatística e Gestão de Risco, Especialidade em Estatística

Implementing statistical learning methods through Bayesian networks. Part 1: a guide to Bayesian parameter estimation using forensic science data

As a thorough aggregation of probability and graph theory, Bayesian networks currently enjoy widespread interest as a means for studying factors that affect the coherent evaluation of scientific evidence in forensic science. Paper I of this series of papers intends to contribute to the discussion of Bayesian networks as a framework that is helpful for both illustrating and implementing statistical procedures that are commonly employed for the study of uncertainties (e.g. the estimation of unknown quantities). While the respective statistical procedures are widely described in literature, the primary aim of this paper is to offer an essentially non-technical introduction on how interested readers may use these analytical approaches - with the help of Bayesian networks - for processing their own forensic science data. Attention is mainly drawn to the structure and underlying rationale of a series of basic and context-independent network fragments that users may incorporate as building blocs while constructing larger inference models. As an example of how this may be done, the proposed concepts will be used in a second paper (Part II) for specifying graphical probability networks whose purpose is to assist forensic scientists in the evaluation of scientific evidence encountered in the context of forensic document examination (i.e. results of the analysis of black toners present on printed or copied documents).

Second-order parameter estimation

This work provides a general framework for the design of second-order blind estimators without adopting anyapproximation about the observation statistics or the a prioridistribution of the parameters. The proposed solution is obtainedminimizing the estimator variance subject to some constraints onthe estimator bias. The resulting optimal estimator is found todepend on the observation fourth-order moments that can be calculatedanalytically from the known signal model. Unfortunately,in most cases, the performance of this estimator is severely limitedby the residual bias inherent to nonlinear estimation problems.To overcome this limitation, the second-order minimum varianceunbiased estimator is deduced from the general solution by assumingaccurate prior information on the vector of parameters.This small-error approximation is adopted to design iterativeestimators or trackers. It is shown that the associated varianceconstitutes the lower bound for the variance of any unbiasedestimator based on the sample covariance matrix.The paper formulation is then applied to track the angle-of-arrival(AoA) of multiple digitally-modulated sources by means ofa uniform linear array. The optimal second-order tracker is comparedwith the classical maximum likelihood (ML) blind methodsthat are shown to be quadratic in the observed data as well. Simulationshave confirmed that the discrete nature of the transmittedsymbols can be exploited to improve considerably the discriminationof near sources in medium-to-high SNR scenarios.

Parameter Estimation in Chaotic Systems

This report examines how to estimate the parameters of a chaotic system given noisy observations of the state behavior of the system. Investigating parameter estimation for chaotic systems is interesting because of possible applications for high-precision measurement and for use in other signal processing, communication, and control applications involving chaotic systems. In this report, we examine theoretical issues regarding parameter estimation in chaotic systems and develop an efficient algorithm to perform parameter estimation. We discover two properties that are helpful for performing parameter estimation on non-structurally stable systems. First, it turns out that most data in a time series of state observations contribute very little information about the underlying parameters of a system, while a few sections of data may be extraordinarily sensitive to parameter changes. Second, for one-parameter families of systems, we demonstrate that there is often a preferred direction in parameter space governing how easily trajectories of one system can "shadow'" trajectories of nearby systems. This asymmetry of shadowing behavior in parameter space is proved for certain families of maps of the interval. Numerical evidence indicates that similar results may be true for a wide variety of other systems. Using the two properties cited above, we devise an algorithm for performing parameter estimation. Standard parameter estimation techniques such as the extended Kalman filter perform poorly on chaotic systems because of divergence problems. The proposed algorithm achieves accuracies several orders of magnitude better than the Kalman filter and has good convergence properties for large data sets.

Model selection approaches for non-linear system identification: a review

The identification of non-linear systems using only observed finite datasets has become a mature research area over the last two decades. A class of linear-in-the-parameter models with universal approximation capabilities have been intensively studied and widely used due to the availability of many linear-learning algorithms and their inherent convergence conditions. This article presents a systematic overview of basic research on model selection approaches for linear-in-the-parameter models. One of the fundamental problems in non-linear system identification is to find the minimal model with the best model generalisation performance from observational data only. The important concepts in achieving good model generalisation used in various non-linear system-identification algorithms are first reviewed, including Bayesian parameter regularisation and models selective criteria based on the cross validation and experimental design. A significant advance in machine learning has been the development of the support vector machine as a means for identifying kernel models based on the structural risk minimisation principle. The developments on the convex optimisation-based model construction algorithms including the support vector regression algorithms are outlined. Input selection algorithms and on-line system identification algorithms are also included in this review. Finally, some industrial applications of non-linear models are discussed.