Search results for: generalised linear model

Authors: Moses Mwangi, Geert Verbeke, Geert Molenberghs

Abstract:

Cross-over designs are commonly used in randomized clinical trials to estimate efficacy of a new treatment with respect to a reference treatment (placebo or standard). The main advantage of using cross-over design over conventional parallel design is its flexibility, where every subject become its own control, thereby reducing confounding effect. Jones & Kenward, discuss in detail more recent developments in the analysis of cross-over trials. We revisit the simple piecewise linear mixed-effects model, proposed by Mwangi et. al, (in press) for its first application in the analysis of cross-over trials. We compared performance of the proposed piecewise linear mixed-effects model with two commonly cited statistical models namely, (1) Grizzle model; and (2) Jones & Kenward model, used in estimation of the treatment effect, in the analysis of randomized cross-over trial. We estimate two performance measurements (mean square error (MSE) and coverage probability) for the three methods, using data simulated from the proposed piecewise linear mixed-effects model. Piecewise linear mixed-effects model yielded lowest MSE estimates compared to Grizzle and Jones & Kenward models for both small (Nobs=20) and large (Nobs=600) sample sizes. It’s coverage probability were highest compared to Grizzle and Jones & Kenward models for both small and large sample sizes. A piecewise linear mixed-effects model is a better estimator of treatment effect than its two competing estimators (Grizzle and Jones & Kenward models) in the analysis of cross-over trials. The data generating mechanism used in this paper captures two time periods for a simple 2-Treatments x 2-Periods cross-over design. Its application is extendible to more complex cross-over designs with multiple treatments and periods. In addition, it is important to note that, even for single response models, adding more random effects increases the complexity of the model and thus may be difficult or impossible to fit in some cases.

Keywords: Evaluation, Grizzle model, Jones & Kenward model, Performance measures, Simulation

Procedia PDF Downloads 122

Authors: Rajamani Doraiswami, Lahouari Cheded

Abstract:

Fault diagnosis of Linear Parameter-Varying (LPV) system using an adaptive Kalman filter is proposed. The LPV model is comprised of scheduling parameters, and the emulator parameters. The scheduling parameters are chosen such that they are capable of tracking variations in the system model as a result of changes in the operating regimes. The emulator parameters, on the other hand, simulate variations in the subsystems during the identification phase and have negligible effect during the operational phase. The nominal model and the influence vectors, which are the gradient of the feature vector respect to the emulator parameters, are identified off-line from a number of emulator parameter perturbed experiments. A Kalman filter is designed using the identified nominal model. As the system varies, the Kalman filter model is adapted using the scheduling variables. The residual is employed for fault diagnosis. The proposed scheme is successfully evaluated on simulated system as well as on a physical process control system.

Keywords: identification, linear parameter-varying systems, least-squares estimation, fault diagnosis, Kalman filter, emulators

Procedia PDF Downloads 499

Authors: Manal Azzidani

Abstract:

This research consideres the extension of special functions called Positive Linear Operators. the bounded linear operator which defined from normed space to Banach space will extend to the closure of the its domain, And extend identified linear functional on a vector subspace by Hana-Banach theorem which could be generalized to the positive linear operators.

Keywords: extension, positive operator, Riesz space, sublinear function

Procedia PDF Downloads 517

Authors: David Rafetseder, Walter Bauer, Florian Poltschak, Wolfgang Amrhein

Abstract:

A flat double-stator linear induction machine (DSLIM) with a short squirrel-cage mover is designed for high thrust force at moderate speed < 5m/s. The performance and motor parameters are determined on the basis of a 2D time-transient simulation with the finite element (FE) software Maxwell 2015. Design guidelines and transformation rules for space vector theory of the LIM are presented. Resulting thrust calculated by flux and current vectors is compared with the FE results showing good coherence and reduced noise. The parameters of the equivalent circuit model are obtained.

Keywords: equivalent circuit model, finite element model, linear induction motor, space vector theory

Procedia PDF Downloads 566

Authors: Luciano Oliveira, Elsa Vásquez-Alvarez

Abstract:

The increase in rail freight transport in Brazil in recent years requires new railway lines and the maintenance of existing ones, which generates high costs for concessionaires. It is in this context that this work is inserted, whose objective is to propose a method that uses Binary Linear Programming for the choice of sleeper and rail fastening, from various options, including the way to apply these materials, with focus to minimize costs. Unit value information, the life cycle each of material type, and service expenses are considered. The model was implemented in commercial software using real data for its validation. The formulated model can be replicated to support decision-making for other railway projects in the choice of sleepers and rail fastening with lowest cost.

Keywords: linear programming, rail fastening, rail sleeper, railway

Procedia PDF Downloads 199

Authors: Paul Han, Jun-Geol Baek

Abstract:

In the flat panel display industry, the scheduler and dispatching system to meet production target quantities and the deadline of production are the major production management system which controls each facility production order and distribution of WIP (Work in Process). In dispatching system, delivery time is a key factor for the time when a lot can be supplied to the facility. In this paper, we use survival analysis methods to identify main factors and a forecasting model of delivery time. Of survival analysis techniques to select important explanatory variables, the cox proportional hazard model is used to. To make a prediction model, the Accelerated Failure Time (AFT) model was used. Performance comparisons were conducted with two other models, which are the technical statistics model based on transfer history and the linear regression model using same explanatory variables with AFT model. As a result, the Mean Square Error (MSE) criteria, the AFT model decreased by 33.8% compared to the existing prediction model, decreased by 5.3% compared to the linear regression model. This survival analysis approach is applicable to implementing a delivery time estimator in display manufacturing. And it can contribute to improve the productivity and reliability of production management system.

Keywords: delivery time, survival analysis, Cox PH model, accelerated failure time model

Procedia PDF Downloads 543

Authors: Ana Clara Santos, Maria Manuela Portela, Bettina Schaefli

Abstract:

This work assesses the performance of an analytical model framework to generate daily flow duration curves, FDCs, based on climatic characteristics of the catchments and on their streamflow recession coefficients. According to the analytical model framework, precipitation is considered to be a stochastic process, modeled as a marked Poisson process, and recession is considered to be deterministic, with parameters that can be computed based on different models. The analytical model framework was tested for three case studies with different hydrological regimes located in Switzerland: pluvial, snow-dominated and glacier. For that purpose, five time intervals were analyzed (the four meteorological seasons and the civil year) and two developments of the model were tested: one considering a linear recession model and the other adopting a nonlinear recession model. Those developments were combined with recession coefficients obtained from two different approaches: forward and inverse estimation. The performance of the analytical framework when considering forward parameter estimation is poor in comparison with the inverse estimation for both, linear and nonlinear models. For the pluvial catchment, the inverse estimation shows exceptional good results, especially for the nonlinear model, clearing suggesting that the model has the ability to describe FDCs. For the snow-dominated and glacier catchments the seasonal results are better than the annual ones suggesting that the model can describe streamflows in those conditions and that future efforts should focus on improving and combining seasonal curves instead of considering single annual ones.

Keywords: analytical streamflow distribution, stochastic process, linear and non-linear recession, hydrological modelling, daily discharges

Procedia PDF Downloads 162

Authors: Ju Peng Poh, Jun Yu Charles Lee, Jonathan Chew Hoe Khoo

Abstract:

The emergence of digital twin technology, a digital replica of physical world, has improved the real-time access to data from sensors about the performance of buildings. This digital transformation has opened up many opportunities to improve the management of the building by using the data collected to help monitor consumption patterns and energy leakages. One example is the integration of predictive models for anomaly detection. In this paper, we use the GAM (Generalised Additive Model) for the anomaly detection of Air Handling Units (AHU) power consumption pattern. There is ample research work on the use of GAM for the prediction of power consumption at the office building and nation-wide level. However, there is limited illustration of its anomaly detection capabilities, prescriptive analytics case study, and its integration with the latest development of digital twin technology. In this paper, we applied the general GAM modelling framework on the historical data of the AHU power consumption and cooling load of the building between Jan 2018 to Aug 2019 from an education campus in Singapore to train prediction models that, in turn, yield predicted values and ranges. The historical data are seamlessly extracted from the digital twin for modelling purposes. We enhanced the utility of the GAM model by using it to power a real-time anomaly detection system based on the forward predicted ranges. The magnitude of deviation from the upper and lower bounds of the uncertainty intervals is used to inform and identify anomalous data points, all based on historical data, without explicit intervention from domain experts. Notwithstanding, the domain expert fits in through an optional feedback loop through which iterative data cleansing is performed. After an anomalously high or low level of power consumption detected, a set of rule-based conditions are evaluated in real-time to help determine the next course of action for the facilities manager. The performance of GAM is then compared with other approaches to evaluate its effectiveness. Lastly, we discuss the successfully deployment of this approach for the detection of anomalous power consumption pattern and illustrated with real-world use cases.

Keywords: anomaly detection, digital twin, generalised additive model, GAM, power consumption, supervised learning

Procedia PDF Downloads 154

Authors: Davood Rajabi, Mojgan Yazdani

Abstract:

Non-linear Muskingum model is an efficient method for flood routing, however, the efficiency of this method is influenced by three applied parameters. Therefore, efficiency assessment of Imperialist Competition Algorithm (ICA) to evaluate optimum parameters of non-linear Muskingum model was addressed through this study. In addition to ICA, Genetic Algorithm (GA) and Particle Swarm Optimization (PSO) were also used aiming at an available criterion to verdict ICA. In this regard, ICA was applied for Wilson flood routing; then, routing of two flood events of DoAab Samsami River was investigated. In case of Wilson flood that the target function was considered as the sum of squared deviation (SSQ) of observed and calculated discharges. Routing two other floods, in addition to SSQ, another target function was also considered as the sum of absolute deviations of observed and calculated discharge. For the first floodwater based on SSQ, GA indicated the best performance, however, ICA was on first place, based on SAD. For the second floodwater, based on both target functions, ICA indicated a better operation. According to the obtained results, it can be said that ICA could be used as an appropriate method to evaluate the parameters of Muskingum non-linear model.

Keywords: Doab Samsami river, genetic algorithm, imperialist competition algorithm, meta-exploratory algorithms, particle swarm optimization, Wilson flood

Procedia PDF Downloads 504

Authors: Hazem M. Al-Mofleh, John E. Daniels, Joseph W. McKean

Abstract:

In this paper numerous robust fitting procedures are considered in estimating spatial variograms. In spatial statistics, the conventional variogram fitting procedure (non-linear weighted least squares) suffers from the same outlier problem that has plagued this method from its inception. Even a 3-parameter model, like the variogram, can be adversely affected by a single outlier. This paper uses the Hogg-Type adaptive procedures to select an optimal score function for a rank-based estimator for these non-linear models. Numeric examples and simulation studies will demonstrate the robustness, utility, efficiency, and validity of these estimates.

Keywords: asymptotic relative efficiency, non-linear rank-based, rank estimates, variogram

Procedia PDF Downloads 431

Authors: Fatma Susilawati Mohamad, Azizah Abdul Manaf, Fadhillah Ahmad, Zarina Mohamad, Wan Suryani Wan Awang

Abstract:

A simple and robust multi-class linear classifier is proposed and implemented. For a pair of classes of the linear boundary, a collection of segments of hyper planes created as perpendicular bisectors of line segments linking centroids of the classes or part of classes. Nearest Neighbor and Linear Discriminant Analysis are compared in the experiments to see the performances of each classifier in discriminating ripeness of oil palm. This paper proposes a multi-class linear classifier using Linear Discriminant Analysis (LDA) for image identification. Result proves that LDA is well capable in separating multi-class features for ripeness identification.

Keywords: multi-class, linear classifier, nearest neighbor, linear discriminant analysis

Procedia PDF Downloads 538

Authors: S. H. Nasseri, A. Ebrahimnejad

Abstract:

Fuzzy set theory has been applied to many fields, such as operations research, control theory, and management sciences. In this paper, we consider two classes of fuzzy linear programming (FLP) problems: Fuzzy number linear programming and linear programming with trapezoidal fuzzy variables problems. We state our recently established results and develop fuzzy primal simplex algorithms for solving these problems. Finally, we give illustrative examples.

Keywords: fuzzy linear programming, fuzzy numbers, duality, sensitivity analysis

Procedia PDF Downloads 565

Authors: T. T. Tham

Abstract:

The aim of this study is to propose an integrated approach to determine the most suitable programs, based on Quality Function Deployment (QFD), Sensitivity Analysis (SA) and Multi-Objective Linear Programming model (MOLP). Firstly, QFD is used to determine business requirements and transform them into business and supply chain programs. From the QFD, technical scores of all programs are obtained. All programs are then evaluated through five criteria (productivity, quality, cost, technical score, and feasibility). Sets of weight of these criteria are built using Sensitivity Analysis. Multi-Objective Linear Programming model is applied to select suitable programs according to multiple conflicting objectives under a budget constraint. A case study from the Sai Gon-Mien Tay Beer Company is given to illustrate the proposed methodology. The outcome of the study provides a comprehensive picture for companies to select suitable programs to obtain the optimal solution according to their preference.

Keywords: business program, multi-objective linear programming model, quality function deployment, sensitivity analysis, supply chain management

Procedia PDF Downloads 123

Authors: J. P. Panda, K. Sasmal, H. V. Warrior

Abstract:

Eddy viscosity models in turbulence modeling can be mainly classified as linear and nonlinear models. Linear formulations are simple and require less computational resources but have the disadvantage that they cannot predict actual flow pattern in complex geophysical flows where streamline curvature and swirling motion are predominant. A constitutive equation of Reynolds stress anisotropy is adopted for the formulation of eddy viscosity including all the possible higher order terms quadratic in the mean velocity gradients, and a simplified model is developed for actual oceanic flows where only the vertical velocity gradients are important. The new model is incorporated into the one dimensional General Ocean Turbulence Model (GOTM). Two realistic oceanic test cases (OWS Papa and FLEX' 76) have been investigated. The new model predictions match well with the observational data and are better in comparison to the predictions of the two equation k-epsilon model. The proposed model can be easily incorporated in the three dimensional Princeton Ocean Model (POM) to simulate a wide range of oceanic processes. Practically, this model can be implemented in the coastal regions where trasverse shear induces higher vorticity, and for prediction of flow in estuaries and lakes, where depth is comparatively less. The model predictions of marine turbulence and other related data (e.g. Sea surface temperature, Surface heat flux and vertical temperature profile) can be utilized in short term ocean and climate forecasting and warning systems.

Keywords: Eddy viscosity, turbulence modeling, GOTM, CFD

Procedia PDF Downloads 201

Authors: M. Khairudin

Abstract:

This paper investigates the system identification and design quantitative feedback theory (QFT) for the robust control of a lathe spindle. The dynamic of the lathe spindle is uncertain and time variation due to the deepness variation on cutting process. System identification was used to obtain the dynamics model of the lathe spindle. In this work, real time system identification is used to construct a linear model of the system from the nonlinear system. These linear models and its uncertainty bound can then be used for controller synthesis. The real time nonlinear system identification process to obtain a set of linear models of the lathe spindle that represents the operating ranges of the dynamic system. With a selected input signal, the data of output and response is acquired and nonlinear system identification is performed using Matlab to obtain a linear model of the system. Practical design steps are presented in which the QFT-based conditions are formulated to obtain a compensator and pre-filter to control the lathe spindle. The performances of the proposed controller are evaluated in terms of velocity responses of the the lathe machine spindle in corporating deepness on cutting process.

Keywords: lathe spindle, QFT, robust control, system identification

Procedia PDF Downloads 543

Authors: Krishang Surapaneni

Abstract:

The goal of this project is to determine how to predict important aspects of options, including the ask price. We want to compare different machine learning models to learn the best model and the best hyperparameters for that model for this purpose and data set. Option pricing is a relatively new field, and it can be very complicated and intimidating, especially to inexperienced people, so we want to create a machine learning model that can predict important aspects of an option stock, which can aid in future research. We tested multiple different models and experimented with hyperparameter tuning, trying to find some of the best parameters for a machine-learning model. We tested three different models: a Random Forest Regressor, a linear regressor, and an MLP (multi-layer perceptron) regressor. The most important feature in this experiment is the ask price; this is what we were trying to predict. In the field of stock pricing prediction, there is a large potential for error, so we are unable to determine the accuracy of the models based on if they predict the pricing perfectly. Due to this factor, we determined the accuracy of the model by finding the average percentage difference between the predicted and actual values. We tested the accuracy of the machine learning models by comparing the actual results in the testing data and the predictions made by the models. The linear regression model performed worst, with an average percentage error of 17.46%. The MLP regressor had an average percentage error of 11.45%, and the random forest regressor had an average percentage error of 7.42%

Keywords: finance, linear regression model, machine learning model, neural network, stock price

Procedia PDF Downloads 75

Authors: Kai Liu

Abstract:

Remote sensing-derived land surface temperature (LST) can provide an indication of the temporal and spatial patterns of surface evapotranspiration (ET). However, the spatial resolution achieved by existing commonly satellite products is ~1 km, which remains too coarse for ET estimations. This paper proposed a model that can disaggregate coarse resolution MODIS LST at 1 km scale to fine spatial resolutions at the scale of 250 m. Our approach attempted to weaken the impacts of soil moisture and growing statues on LST variations. The proposed model spatially disaggregates the coarse thermal data by using a non-linear model involving Bowen ratio, normalized difference vegetation index (NDVI) and photochemical reflectance index (PRI). This LST disaggregation model was tested on two heterogeneous landscapes in central Iowa, USA and Heihe River, China, during the growing seasons. Statistical results demonstrated that our model achieved better than the two classical methods (DisTrad and TsHARP). Furthermore, using the surface energy balance model, it was observed that the estimated ETs using the disaggregated LST from our model were more accurate than those using the disaggregated LST from DisTrad and TsHARP.

Keywords: Bowen ration, downscaling, evapotranspiration, land surface temperature

Procedia PDF Downloads 329

Authors: Ahmed Elsayed Ahmed, Ashraf Hafez, A. N. Ouda, Hossam Eldin Hussein Ahmed, Hala Mohamed ABD-Elkader

Abstract:

Unmanned Aircraft Systems (UAS) are playing increasingly prominent roles in defense programs and defense strategies around the world. Technology advancements have enabled the development of it to do many excellent jobs as reconnaissance, surveillance, battle fighters, and communications relays. Simulating a small unmanned aerial vehicle (SUAV) dynamics and analyzing its behavior at the preflight stage is too important and more efficient. The first step in the UAV design is the mathematical modeling of the nonlinear equations of motion. In this paper, a survey with a standard method to obtain the full non-linear equations of motion is utilized,and then the linearization of the equations according to a steady state flight condition (trimming) is derived. This modeling technique is applied to an Ultrastick-25e fixed wing UAV to obtain the valued linear longitudinal and lateral models. At the end, the model is checked by matching between the behavior of the states of the non-linear UAV and the resulted linear model with doublet at the control surfaces.

Keywords: UAV, equations of motion, modeling, linearization

Procedia PDF Downloads 741

Authors: Rafael Zhindon Almeida

Abstract:

Surface water quality is an important concern for the evaluation and prediction of water quality conditions. The objective of this study is to develop a statistical model that can accurately predict the water quality of the El Macho estuary in the city of Machala, El Oro province. The methodology employed in this study is of a basic type that involves a thorough search for theoretical foundations to improve the understanding of statistical modeling for water quality analysis. The research design is correlational, using a multivariate statistical model involving multiple linear regression and principal component analysis. The results indicate that water quality parameters such as fecal coliforms, biochemical oxygen demand, chemical oxygen demand, iron and dissolved oxygen exceed the allowable limits. The water of the El Macho estuary is determined to be below the required water quality criteria. The multiple linear regression model, based on chemical oxygen demand and total dissolved solids, explains 99.9% of the variance of the dependent variable. In addition, principal component analysis shows that the model has an explanatory power of 86.242%. The study successfully developed a statistical model to evaluate the water quality of the El Macho estuary. The estuary did not meet the water quality criteria, with several parameters exceeding the allowable limits. The multiple linear regression model and principal component analysis provide valuable information on the relationship between the various water quality parameters. The findings of the study emphasize the need for immediate action to improve the water quality of the El Macho estuary to ensure the preservation and protection of this valuable natural resource.

Keywords: statistical modeling, water quality, multiple linear regression, principal components, statistical models

Procedia PDF Downloads 98

Authors: Elias K. Maragos, Petros E. Maravelakis

Abstract:

In Dynamic Data Envelopment Analysis (DDEA), which is a subfield of Data Envelopment Analysis (DEA), the productivity of Decision Making Units (DMUs) is considered in relation to time. In this case, as it is accepted by the most of the researchers, there are outputs, which are produced by a DMU to be used as inputs in a future time. Those outputs are known as intermediates. The common models, in DDEA, do not take into account the shape of the distribution of those inputs, outputs or intermediates data, assuming that the distribution of the virtual value of them does not deviate from linearity. This weakness causes the limitation of the accuracy of the analytical power of the traditional DDEA models. In this paper, the authors, using the concept of piecewise linear inputs and outputs, propose an extended DDEA model. The proposed model increases the flexibility of the traditional DDEA models and improves the measurement of the dynamic performance of DMUs.

Keywords: Dynamic Data Envelopment Analysis, DDEA, piecewise linear inputs, piecewise linear outputs

Procedia PDF Downloads 160

Authors: Azam Mohammadbagheri, Bahram Fathi

Abstract:

DEA has become a very popular method of performance measure, but it still suffers from some shortcomings. One of these shortcomings is the issue of having multiple optimal solutions to weights for efficient DMUs. The cross efficiency evaluation as an extension of DEA is proposed to avoid this problem. Lam (2010) is also proposed a mixed-integer linear programming formulation based on linear discriminate analysis and super efficiency method (MILP model) to avoid having multiple optimal solutions to weights. In this study, we modified MILP model to determine more suitable weight sets and also evaluate the energy efficiency of MENA countries as an application of the proposed model.

Keywords: data envelopment analysis, discriminate analysis, cross efficiency, MILP model

Procedia PDF Downloads 687

Authors: W. R. Li, J. K. Xia, R. Q. Peng, Z. Y. Guo, L. Jiang

Abstract:

According to 3D magnetic circuit of the transverse flux PM linear machine, distribution law is presented, and analytical expression of axial end flux leakage is derived using numerical method. Maxwell stress tensor is used to solve detent force of mover. A 3D finite element model of the transverse flux PM machine is built to analyze the flux distribution and detent force. Experimental results of the prototype verified the validity of axial end flux leakage and detent force theoretical derivation, the research on axial end flux leakage and detent force provides a valuable reference to other types of linear machine.

Keywords: axial end flux leakage, detent force, flux distribution, transverse flux PM linear machine

Procedia PDF Downloads 448

Authors: Sofia Stoica

Abstract:

In this paper, we use historical data to predict the stock price of a tech company. To this end, we use a dataset consisting of the stock prices in the past five years of ten major tech companies – Adobe, Amazon, Apple, Facebook, Google, Microsoft, Netflix, Oracle, Salesforce, and Tesla. We experimented with a variety of models– a linear regressor model, K nearest Neighbors (KNN), a sequential neural network – and algorithms - Multiplicative Weight Update, and AdaBoost. We found that the sequential neural network performed the best, with a testing error of 0.18%. Interestingly, the linear model performed the second best with a testing error of 0.73%. These results show that using historical data is enough to obtain high accuracies, and a simple algorithm like linear regression has a performance similar to more sophisticated models while taking less time and resources to implement.

Keywords: finance, machine learning, opening price, stock market

Procedia PDF Downloads 189

Authors: Xinhuang Wu, Yousef Sardahi

Abstract:

A hybrid and optimal multi-loop control structure combining linear and nonlinear control algorithms are introduced in this paper to regulate the position of a quadcopter unmanned aerial vehicle (UAV) driven by four brushless DC motors. To this end, a nonlinear mathematical model of the UAV is derived and then linearized around one of its operating points. Using the nonlinear version of the model, a sliding mode control is used to derive the control laws of the motor thrust forces required to drive the UAV to a certain position. The linear model is used to design two controllers, XG-controller and YG-controller, responsible for calculating the required roll and pitch to maneuver the vehicle to the desired X and Y position. Three attitude controllers are designed to calculate the desired angular rates of rotors, assuming that the Euler angles are minimal. After that, a many-objective optimization problem involving 20 design parameters and ten objective functions is formulated and solved by HypE (Hypervolume estimation algorithm), one of the widely used many-objective optimization algorithms approaches. Both stability and performance constraints are imposed on the optimization problem. The optimization results in terms of Pareto sets and fronts are obtained and show that some of the design objectives are competing. That is, when one objective goes down, the other goes up. Also, Numerical simulations conducted on the nonlinear UAV model show that the proposed optimization method is quite effective.

Keywords: optimal control, many-objective optimization, sliding mode control, linear control, cascade controllers, UAV, drones

Procedia PDF Downloads 73

Authors: Yushuai Wang, Feng Xu, Junbo Tan, Xueqian Wang, Bin Liang

Abstract:

In this paper, a sensor fault-tolerant control (FTC) scheme using robust model predictive control (RMPC) and set theoretic fault detection and isolation (FDI) is extended to linear parameter varying (LPV) systems. First, a group of set-valued observers are designed for passive fault detection (FD) and the observer gains are obtained through minimizing the size of invariant set of state estimation-error dynamics. Second, an input set for fault isolation (FI) is designed offline through set theory for actively isolating faults after FD. Third, an RMPC controller based on state estimation for LPV systems is designed to control the system in the presence of disturbance and measurement noise and tolerate faults. Besides, an FTC algorithm is proposed to maintain the plant operate in the corresponding mode when the fault occurs. Finally, a numerical example is used to show the effectiveness of the proposed results.

Keywords: fault detection, linear parameter varying, model predictive control, set theory

Procedia PDF Downloads 252

Authors: Nicola Rubino

Abstract:

This paper presents an analysis of a group of commodity exporting countries' nominal exchange rate movements in relationship to the US dollar. Using a series of Unrestricted Self-exciting Threshold Autoregressive models (SETAR), we model and evaluate sixteen national CPI price differentials relative to the US dollar CPI. Out-of-sample forecast accuracy is evaluated through calculation of mean absolute error measures on the basis of two-hundred and fifty-three months rolling window forecasts and extended to three additional models, namely a logistic smooth transition regression (LSTAR), an additive non linear autoregressive model (AAR) and a simple linear Neural Network model (NNET). Our preliminary results confirm presence of some form of TAR non linearity in the majority of the countries analyzed, with a relatively higher goodness of fit, with respect to the linear AR(1) benchmark, in five countries out of sixteen considered. Although no model appears to statistically prevail over the other, our final out-of-sample forecast exercise shows that SETAR models tend to have quite poor relative forecasting performance, especially when compared to alternative non-linear specifications. Finally, by analyzing the implied half-lives of the > coefficients, our results confirms the presence, in the spirit of arbitrage band adjustment, of band convergence with an inner unit root behaviour in five of the sixteen countries analyzed.

Keywords: transition regression model, real exchange rate, nonlinearities, price differentials, PPP, commodity points

Procedia PDF Downloads 278

Authors: Lin Wenli, Fu Linchun, Zhang Yi, Wu Ming

Abstract:

To meet the demands of long-life and high-intelligence for satellites, the electrical power system should be provided with self-health condition evaluation capability. Any over-stress events in operations should be recorded. Based on Linear stresses accumulation damage theory, accumulative damage analysis was performed on thermal-mechanical-electrical united stresses for three components including the solar array, the batteries and the power conditioning unit. Then an overall health percentage evaluation model for satellite electrical power system was built. To obtain the accurate quantity for system health percentage, an automatic feedback closed-loop correction method for all coefficients in the evaluation model was present. The evaluation outputs could be referred as taking earlier fault-forecast and interventions for Ground Control Center or Satellites self.

Keywords: satellite electrical power system, health percentage, linear stresses accumulation damage, evaluation model

Procedia PDF Downloads 411

Authors: Oliver Takawira, Thembi Hope

Abstract:

This study will analyse the relationship between Bitcoin price movements and the Johannesburg stock exchange (JSE). The aim is to determine whether Bitcoin price movements affect the stock market performance. As crypto currencies continue to gain prominence as a safe asset during periods of economic distress, this raises the question of whether Bitcoin’s prosperity could affect investment in the stock market. To identify the existence of a short run and long run linear relationship, the study will apply the Autoregressive Distributed Lag Model (ARDL) bounds test and a Vector Error Correction Model (VECM) after testing the data for unit roots and cointegration using the Augmented Dicker Fuller (ADF) and Phillips-Perron (PP). The Non-Linear Auto Regressive Distributed Lag (NARDL) will then be used to check if there is a non-linear relationship between bitcoin prices and stock market prices.

Keywords: bitcoin, stock market, interest rates, ARDL

Procedia PDF Downloads 106

Authors: Lavinia B. Dulla

Abstract:

The exploration study of the fuzzy regression approach attempts to present that fuzzy regression can be used as a possible alternative to classical regression. It likewise seeks to assess the differences and characteristics of simple linear regression and fuzzy regression using the width of prediction interval, mean absolute deviation, and variance of residuals. Based on the simple linear regression model, the fuzzy regression approach is worth considering as an alternative to simple linear regression when the sample size is between 10 and 20. As the sample size increases, the fuzzy regression approach is not applicable to use since the assumption regarding large sample size is already operating within the framework of simple linear regression. Nonetheless, it can be suggested for a practical alternative when decisions often have to be made on the basis of small data.

Keywords: fuzzy regression approach, minimum fuzziness criterion, interval regression, prediction interval

Procedia PDF Downloads 298

Authors: Sergio Haram Sarmiento, Arcady Ponosov

Abstract:

Based on appropriate multivariate statistical methodology, we suggest a generic framework for efficient parameter estimation for ordinary differential equations and the corresponding nonlinear models. In this framework classical linear regression strategies is refined into a nonlinear regression by a locally linear modelling technique (known as metamodelling). The approach identifies those latent variables of the given model that accumulate most information about it among all approximations of the same dimension. The method is applied to several benchmark problems, in particular, to the so-called ”power-law systems”, being non-linear differential equations typically used in Biochemical System Theory.

Keywords: principal component analysis, generalized law of mass action, parameter estimation, metamodels

Procedia PDF Downloads 517