Optimal prediction of underresolved dynamics

A method is presented for computing the average solution of problems that are too complicated for adequate resolution, but where information about the statistics of the solution is available. The method involves computing average derivatives by interpolation based on linear regression, and an updating of a measure constrained by the available crude information. Examples are given.

Nonlinear time series prediction based on a power-law noise model

In this paper we investigate the influence of a power-law noise model, also called noise, on the performance of a feed-forward neural network used to predict time series. We introduce an optimization procedure that optimizes the parameters the neural networks by maximizing the likelihood function based on the power-law model. We show that our optimization procedure minimizes the mean squared leading to an optimal prediction. Further, we present numerical results applying method to time series from the logistic map and the annual number of sunspots demonstrate that a power-law noise model gives better results than a Gaussian model.

Machine prognostics based on health state estimation using SVM

The ability to accurately predict the remaining useful life of machine components is critical for machine continuous operation, and can also improve productivity and enhance system safety. In condition-based maintenance (CBM), maintenance is performed based on information collected through condition monitoring and an assessment of the machine health. Effective diagnostics and prognostics are important aspects of CBM for maintenance engineers to schedule a repair and to acquire replacement components before the components actually fail. All machine components are subjected to degradation processes in real environments and they have certain failure characteristics which can be related to the operating conditions. This paper describes a technique for accurate assessment of the remnant life of machines based on health state probability estimation and involving historical knowledge embedded in the closed loop diagnostics and prognostics systems. The technique uses a Support Vector Machine (SVM) classifier as a tool for estimating health state probability of machine degradation, which can affect the accuracy of prediction. To validate the feasibility of the proposed model, real life historical data from bearings of High Pressure Liquefied Natural Gas (HP-LNG) pumps were analysed and used to obtain the optimal prediction of remaining useful life. The results obtained were very encouraging and showed that the proposed prognostic system based on health state probability estimation has the potential to be used as an estimation tool for remnant life prediction in industrial machinery.

Bearing fault prognosis based on health state probability estimation

In condition-based maintenance (CBM), effective diagnostic and prognostic tools are essential for maintenance engineers to identify imminent fault and predict the remaining useful life before the components finally fail. This enables remedial actions to be taken in advance and reschedule of production if necessary. All machine components are subjected to degradation processes in real environments and they have certain failure characteristics which can be related to the operating conditions. This paper describes a technique for accurate assessment of the remnant life of bearings based on health state probability estimation and historical knowledge embedded in the closed loop diagnostics and prognostics system. The technique uses the Support Vector Machine (SVM) classifier as a tool for estimating health state probability of machine degradation process to provide long term prediction. To validate the feasibility of the proposed model, real life fault historical data from bearings of High Pressure-Liquefied Natural Gas (HP-LNG) pumps were analysed and used to obtain the optimal prediction of remaining useful life (RUL). The results obtained were very encouraging and showed that the proposed prognosis system based on health state probability estimation has the potential to be used as an estimation tool for remnant life prediction in industrial machinery.

Time series multistep-ahead predictability estimation and ranking

A predictability index was defined as the ratio of the variance of the optimal prediction to the variance of the original time series by Granger and Anderson (1976) and Bhansali (1989). A new simplified algorithm for estimating the predictability index is introduced and the new estimator is shown to be a simple and effective tool in applications of predictability ranking and as an aid in the preliminary analysis of time series. The relationship between the predictability index and the position of the poles and lag p of a time series which can be modelled as an AR(p) model are also investigated. The effectiveness of the algorithm is demonstrated using numerical examples including an application to stock prices.

Performance of balanced two-stage empirical predictors of realized cluster latent values from finite populations: A simulation study

Predictors of random effects are usually based on the popular mixed effects (ME) model developed under the assumption that the sample is obtained from a conceptual infinite population; such predictors are employed even when the actual population is finite. Two alternatives that incorporate the finite nature of the population are obtained from the superpopulation model proposed by Scott and Smith (1969. Estimation in multi-stage surveys. J. Amer. Statist. Assoc. 64, 830-840) or from the finite population mixed model recently proposed by Stanek and Singer (2004. Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 1119-1130). Predictors derived under the latter model with the additional assumptions that all variance components are known and that within-cluster variances are equal have smaller mean squared error (MSE) than the competitors based on either the ME or Scott and Smith`s models. As population variances are rarely known, we propose method of moment estimators to obtain empirical predictors and conduct a simulation study to evaluate their performance. The results suggest that the finite population mixed model empirical predictor is more stable than its competitors since, in terms of MSE, it is either the best or the second best and when second best, its performance lies within acceptable limits. When both cluster and unit intra-class correlation coefficients are very high (e.g., 0.95 or more), the performance of the empirical predictors derived under the three models is similar. (c) 2007 Elsevier B.V. All rights reserved.

Predictor paramétrico de glucosa subcutánea

La diabetes mellitus es una enfermedad que se caracteriza por la nula o insuficiente producción de insulina, o la resistencia del organismo a la misma. La insulina es una hormona que ayuda a que la glucosa (por ejemplo la obtenida a partir de los alimentos ingeridos) llegue a los tejidos periféricos y al sistema nervioso para suministrar energía. Hoy en día la tecnología actual permite abordar el desarrollo del llamado “páncreas endocrino artificial”, que consta de un sensor continuo de glucosa subcutánea, una bomba de infusión subcutánea de insulina y un algoritmo de control en lazo cerrado que calcule la dosis de insulina requerida por el paciente en cada momento, según la medida de glucosa obtenida por el sensor y según unos objetivos. El mayor problema que presentan los sistemas de control en lazo cerrado son los retardos, el sensor de glucosa subcutánea mide la glucosa del líquido intersticial, que representa la que hubo en la sangre un tiempo atrás, por tanto, un cambio en los niveles de glucosa en la sangre, debidos por ejemplo, a una ingesta, tardaría un tiempo en ser detectado por el sensor. Además, una dosis de insulina suministrada al paciente, tarda un tiempo aproximado de 20-30 minutos para la llegar a la sangre. Para evitar trabajar en la medida que sea posible con estos retardos, se intenta predecir cuál será el nivel de glucosa en un futuro próximo, para ello se utilizara un predictor de glucosa subcutánea, con la información disponible de glucosa e insulina. El objetivo del proyecto es diseñar una metodología para estimar el valor futuro de los niveles de glucosa obtenida a partir de un sensor subcutáneo, basada en la identificación recursiva del sistema glucorregulatorio a través de modelos lineales y determinando un horizonte de predicción óptimo de trabajo y analizando la influencia de la insulina en los resultados de la predicción. Se ha implementado un predictor paramétrico basado en un modelo autorregresivo ARX que predice con mejor precisión y con menor RMSE que un predictor ZOH a un horizonte de predicción de treinta minutos. Utilizar información relativa a la insulina no tiene efecto en la predicción. El preprocesado, postprocesado y el tratamiento de la estabilidad tienen un efecto muy beneficioso en la predicción. Diabetes mellitusis a group of metabolic diseases in which a person has high blood sugar, either because the body does not produce enough insulin, or because cells do not respond to the insulin produced. The insulin is a hormone that helps the glucose to reach to outlying tissues and the nervous system to supply energy. Nowadays, the actual technology allows raising the development of the “artificial endocrine pancreas”. It involves a continuous glucose sensor, an insulin bump, and a full closed loop algorithm that calculate the insulin units required by patient at any time, according to the glucose measure obtained by the sensor and any target. The main problem of the full closed loop systems is the delays, the glucose sensor measures the glucose in the interstitial fluid that represents the glucose was in the blood some time ago. Because of this, a change in the glucose in blood would take some time to be detected by the sensor. In addition, insulin units administered by a patient take about 20-30 minutes to reach the blood stream. In order to avoid this effect, it will try to predict the glucose level in the near future. To do that, a subcutaneous glucose predictor is used to predict the future glucose with the information about insulin and glucose. The goal of the proyect is to design a method in order to estimate the future valor of glucose obtained by a subcutaneous sensor. It is based on the recursive identification of the regulatory system through the linear models, determining optimal prediction horizon and analyzing the influence of insuline on the prediction results. A parametric predictor based in ARX autoregressive model predicts with better precision and with lesser RMSE than ZOH predictor in a thirty minutes prediction horizon. Using the relative insulin information has no effect in the prediction. The preprocessing, the postprocessing and the stability treatment have many advantages in the prediction.

Sistemas multiespectrales e hiperespectrales para la observación del territorio : análisis y aplicación a la prospección de hidrocarburos.

La observación de la Tierra es una herramienta de gran utilidad en la actualidad para el estudio de los fenómenos que se dan en la misma. La observación se puede realizar a distintas escalas y por distintos métodos dependiendo del propósito. El actual Trabajo Final de Grado persigue exponer la observación del territorio mediante técnicas de Teledetección, o Detección Remota, y su aplicación en la exploración de hidrocarburos. Desde la Segunda Guerra Mundial el capturar imágenes aéreas de regiones de la Tierra estaba restringido a usos cartográficos en el sentido estricto. Desde aquellos tiempos, hasta ahora, ha acontecido una serie de avances científicos que permiten deducir características intrínsecas de la Tierra mediante mecanismos complejos que no apreciamos a simple vista, pero que, están configurados mediante determinados parámetros geométricos y electrónicos, que permiten generar series temporales de fenómenos físicos que se dan en la Tierra. Hoy en día se puede afirmar que el aprovechamiento del espectro electromagnético está en un punto máximo. Se ha pasado del análisis de la región del espectro visible al análisis del espectro en su totalidad. Esto supone el desarrollo de nuevos algoritmos, técnicas y procesos para extraer la mayor cantidad de información acerca de la interacción de la materia con la radiación electromagnética. La información que generan los sistemas de captura va a servir para la aplicación directa e indirecta de métodos de prospección de hidrocarburos. Las técnicas utilizadas en detección por sensores remotos, aplicadas en campañas geofísicas, son utilizadas para minimizar costes y maximizar resultados en investigaciones de campo. La predicción de anomalías en la zona de estudio depende del analista, quien diseña, calcula y evalúa las variaciones de la energía electromagnética reflejada o emitida por la superficie terrestre. Para dicha predicción se revisarán distintos programas espaciales, se evaluará la bondad de registro y diferenciación espectral mediante el uso de distintas clasificaciones (supervisadas y no supervisadas). Por su influencia directa sobre las observaciones realizadas, se realiza un estudio de la corrección atmosférica; se programan distintos modelos de corrección atmosférica para imágenes multiespectrales y se evalúan los métodos de corrección atmosférica en datos hiperespectrales. Se obtendrá temperatura de la zona de interés utilizando los sensores TM-4, ASTER y OLI, así como un Modelo Digital del Terreno generado por el par estereoscópico capturado por el sensor ASTER. Una vez aplicados estos procedimientos se aplicarán los métodos directos e indirectos, para la localización de zonas probablemente afectadas por la influencia de hidrocarburos y localización directa de hidrocarburos mediante teledetección hiperespectral. Para el método indirecto se utilizan imágenes capturadas por los sensores ETM+ y ASTER. Para el método directo se usan las imágenes capturadas por el sensor Hyperion. ABSTRACT The observation of the Earth is a wonderful tool for studying the different kind of phenomena that occur on its surface. The observation could be done by different scales and by different techniques depending on the information of interest. This Graduate Thesis is intended to expose the territory observation by remote sensing acquiring data systems and the analysis that can be developed to get information of interest. Since Second World War taking aerials photographs of scene was restricted only to a cartographic sense. From these days to nowadays, it have been developed many scientific advances that make capable the interpretation of the surface behavior trough complex systems that are configure by specific geometric and electronic parameters that make possible acquiring time series of the phenomena that manifest on the earth’s surface. Today it is possible to affirm that the exploitation of the electromagnetic spectrum is on a maxim value. In the past, analysis of the electromagnetic spectrum was carry in a narrow part of it, today it is possible to study entire. This implicates the development of new algorithms, process and techniques for the extraction of information about the interaction of matter with electromagnetic radiation. The information that has been acquired by remote sensing sensors is going to be a helpful tool for the exploration of hydrocarbon through direct and vicarious methods. The techniques applied in remote sensing, especially in geophysical campaigns, are employed to minimize costs and maximize results of ground-based geologic investigations. Forecasting of anomalies in the region of interest depends directly on the expertise data analyst who designs, computes and evaluates variations in the electromagnetic energy reflected or emanated from the earth’s surface. For an optimal prediction a review of the capture system take place; assess of the goodness in data acquisition and spectral separability, is carried out by mean of supervised and unsupervised classifications. Due to the direct influence of the atmosphere in the register data, a study of the minimization of its influence has been done; a script has been programed for the atmospheric correction in multispectral data; also, a review of hyperspectral atmospheric correction is conducted. Temperature of the region of interest is computed using the images captured by TM-4, ASTER and OLI, in addition to a Digital Terrain Model generated by a pair of stereo images taken by ASTER sensor. Once these procedures have finished, direct and vicarious methods are applied in order to find altered zones influenced by hydrocarbons, as well as pinpoint directly hydrocarbon presence by mean of hyperspectral remote sensing. For this purpose ETM+ and ASTER sensors are used to apply the vicarious method and Hyperion images are used to apply the direct method.

Optimal online prediction in adversarial environments

In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modelled as an adversary with whom the predictor competes. Even decision problems that are not inherently adversarial can be usefully modeled in this way, since the assumptions are sufficiently weak that effective prediction strategies for adversarial settings are very widely applicable.

Optimal online prediction in adversarial environments

In many prediction problems, including those that arise in computer security and computational finance, the process generating the data is best modelled as an adversary with whom the predictor competes. Even decision problems that are not inherently adversarial can be usefully modeled in this way, since the assumptions are sufficiently weak that effective prediction strategies for adversarial settings are very widely applicable.

An optimal yet fast pruning algorithm to reduce latency in multiview prediction structures

We propose a new algorithm for the design of prediction structures with low delay and limited penalty in the rate-distortion performance for multiview video coding schemes. This algorithm constitutes one of the elements of a framework for the analysis and optimization of delay in multiview coding schemes that is based in graph theory. The objective of the algorithm is to find the best combination of prediction dependencies to prune from a multiview prediction structure, given a number of cuts. Taking into account the properties of the graph-based analysis of the encoding delay, the algorithm is able to find the best prediction dependencies to eliminate from an original prediction structure, while limiting the number of cut combinations to evaluate. We show that this algorithm obtains optimum results in the reduction of the encoding latency with a lower computational complexity than exhaustive search alternatives.