Comparison of factor-analytic and reduced rank models for test-day milk yield in Gyr dairy cattle (Bos indicus)

We analyzed 46,161 monthly test-day records of milk production from 7453 first lactations of crossbred dairy Gyr (Bos indicus) x Holstein cows. The following seven models were compared: standard multivariate model (M10), three reduced rank models fitting the first 2, 3, or 4 genetic principal components, and three models considering a 2-, 3-, or 4-factor structure for the genetic covariance matrix. Full rank residual covariance matrices were considered for all models. The model fitting the first two principal components (PC2) was the best according to the model selection criteria. Similar phenotypic, genetic, and residual variances were obtained with models M10 and PC2. The heritability estimates ranged from 0.14 to 0.21 and from 0.13 to 0.21 for models M10 and PC2, respectively. The genetic correlations obtained with model PC2 were slightly higher than those estimated with model M10. PC2 markedly reduced the number of parameters estimated and the time spent to reach convergence. We concluded that two principal components are sufficient to model the structure of genetic covariances between test-day milk yields. © FUNPEC-RP.

GYROSONICS: SIGNATURE ANALYSIS AND REDUCED-ORDER MODELS

In this paper, the authors study the structure of a novel binaural sound with a certain phase and amplitude modulation and the response to this excitation when it is applied to natural rewarding circuit of human brain through auditory neural pathways. This novel excitation, also referred to as gyrosonic excitation in this work, has been found to have interesting effects such as stabilization effects on the left and right hemispheric brain signaling as captured by Galvanic Skin Resistance (GSR) measurements, control of cardiac rhythms (observed from ECG signals), mitigation of psychosomatic syndrome, and mitigation of migraine pain. Experimental data collected from human subjects are presented, and these data are examined to categorize the extent of systems disorder and reinforcement reward due to the gyrosonic stimulus. A multi-path reduced-order model has been developed to analyze the GSR signals. The filtered results are indicative of complicated reinforcing reward patterns due to the gyrosonic stimulation when it is used as a control input for patients with psychosomatic and cardiac disorders.

Analysis of IL6 Signal Transduction Model using Reduced Rank Regression

This work presents the application of reduced rank regression to the field of systems biology. A computational approach is used to investigate the mechanisms of the janus-associated kinases/signal transducers and transcription factors (JAK/STAT) and mitogen activated protein kinases (MAPK) signal transduction pathways in hepatic cells stimulated by interleukin-6. The results obtained identify the contribution of individual reactions to the dynamics of the model. These findings are compared to previously available results from sensitivity analysis of the model which focused on the parameters involved and their effect. This application of reduced rank regression allows for an understanding of the individual reaction terms involved in the modelled signal transduction pathways and has the benefit of being computationally inexpensive. The obtained results complement existing findings and also confirm the importance of several protein complexes in the MAPK pathway which hints at benefits that can be achieved by further refining the model.

Automatic extraction of Reduced order models from CFD simulations for building energy modeling

Thermal comfort is defined as “that condition of mind which expresses satisfaction with the thermal environment’ [1] [2]. Field studies have been completed in order to establish the governing conditions for thermal comfort [3]. These studies showed that the internal climate of a room was the strongest factor in establishing thermal comfort. Direct manipulation of the internal climate is necessary to retain an acceptable level of thermal comfort. In order for Building Energy Management Systems (BEMS) strategies to be efficiently utilised it is necessary to have the ability to predict the effect that activating a heating/cooling source (radiators, windows and doors) will have on the room. The numerical modelling of the domain can be challenging due to necessity to capture temperature stratification and/or different heat sources (radiators, computers and human beings). Computational Fluid Dynamic (CFD) models are usually utilised for this function because they provide the level of details required. Although they provide the necessary level of accuracy these models tend to be highly computationally expensive especially when transient behaviour needs to be analysed. Consequently they cannot be integrated in BEMS. This paper presents and describes validation of a CFD-ROM method for real-time simulations of building thermal performance. The CFD-ROM method involves the automatic extraction and solution of reduced order models (ROMs) from validated CFD simulations. The test case used in this work is a room of the Environmental Research Institute (ERI) Building at the University College Cork (UCC). ROMs have shown that they are sufficiently accurate with a total error of less than 1% and successfully retain a satisfactory representation of the phenomena modelled. The number of zones in a ROM defines the size and complexity of that ROM. It has been observed that ROMs with a higher number of zones produce more accurate results. As each ROM has a time to solution of less than 20 seconds they can be integrated into the BEMS of a building which opens the potential to real time physics based building energy modelling.

Automatic extraction of reduced-order models from CFD simulations for building energy modelling

Accurate modelling of the internal climate of buildings is essential if Building Energy Management Systems (BEMS) are to efficiently maintain adequate thermal comfort. Computational fluid dynamics (CFD) models are usually utilised to predict internal climate. Nevertheless CFD models, although providing the necessary level of accuracy, are highly computationally expensive, and cannot practically be integrated in BEMS. This paper presents and describes validation of a CFD-ROM method for real-time simulations of building thermal performance. The CFD-ROM method involves the automatic extraction and solution of reduced order models (ROMs) from validated CFD simulations. ROMs are shown to be adequately accurate with a total error below 5% and to retain satisfactory representation of the phenomena modelled. Each ROM has a time to solution under 20seconds, which opens the potential of their integration with BEMS, giving real-time physics-based building energy modelling. A parameter study was conducted to investigate the applicability of the extracted ROM to initial boundary conditions different from those from which it was extracted. The results show that the ROMs retained satisfactory total errors when the initial conditions in the room were varied by ±5°C. This allows the production of a finite number of ROMs with the ability to rapidly model many possible scenarios.

Stable reduced-order models for discrete-time systems

The Routh-stability method is employed to reduce the order of discrete-time system transfer functions. It is shown that the Routh approximant is well suited to reduce both the denominator and the numerator polynomials, although alternative methods, such as PadÃ�Â(c)-Markov approximation, are also used to fit the model numerator coefficients.

Forecasting accuracy and estimation uncertainty using VAR models with short- and long-term economic restrictions: a Monte-Carlo study

Using vector autoregressive (VAR) models and Monte-Carlo simulation methods we investigate the potential gains for forecasting accuracy and estimation uncertainty of two commonly used restrictions arising from economic relationships. The Örst reduces parameter space by imposing long-term restrictions on the behavior of economic variables as discussed by the literature on cointegration, and the second reduces parameter space by imposing short-term restrictions as discussed by the literature on serial-correlation common features (SCCF). Our simulations cover three important issues on model building, estimation, and forecasting. First, we examine the performance of standard and modiÖed information criteria in choosing lag length for cointegrated VARs with SCCF restrictions. Second, we provide a comparison of forecasting accuracy of Ötted VARs when only cointegration restrictions are imposed and when cointegration and SCCF restrictions are jointly imposed. Third, we propose a new estimation algorithm where short- and long-term restrictions interact to estimate the cointegrating and the cofeature spaces respectively. We have three basic results. First, ignoring SCCF restrictions has a high cost in terms of model selection, because standard information criteria chooses too frequently inconsistent models, with too small a lag length. Criteria selecting lag and rank simultaneously have a superior performance in this case. Second, this translates into a superior forecasting performance of the restricted VECM over the VECM, with important improvements in forecasting accuracy ñreaching more than 100% in extreme cases. Third, the new algorithm proposed here fares very well in terms of parameter estimation, even when we consider the estimation of long-term parameters, opening up the discussion of joint estimation of short- and long-term parameters in VAR models.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties for a lack of parsimony, as well as the traditional ones. We suggest a new procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties. In order to compute the fit of each model, we propose an iterative procedure to compute the maximum likelihood estimates of parameters of a VAR model with short-run and long-run restrictions. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank, relative to the commonly used procedure of selecting the lag-length only and then testing for cointegration.

Model selection, estimation and forecasting in VAR models with short-run and long-run restrictions

We study the joint determination of the lag length, the dimension of the cointegrating space and the rank of the matrix of short-run parameters of a vector autoregressive (VAR) model using model selection criteria. We consider model selection criteria which have data-dependent penalties as well as the traditional ones. We suggest a new two-step model selection procedure which is a hybrid of traditional criteria and criteria with data-dependant penalties and we prove its consistency. Our Monte Carlo simulations measure the improvements in forecasting accuracy that can arise from the joint determination of lag-length and rank using our proposed procedure, relative to an unrestricted VAR or a cointegrated VAR estimated by the commonly used procedure of selecting the lag-length only and then testing for cointegration. Two empirical applications forecasting Brazilian inflation and U.S. macroeconomic aggregates growth rates respectively show the usefulness of the model-selection strategy proposed here. The gains in different measures of forecasting accuracy are substantial, especially for short horizons.