SBML-PET: a Systems Biology Markup Language-based parameter estimation tool.

PubMed

Zi, Zhike; Klipp, Edda

2006-11-01

The estimation of model parameters from experimental data remains a bottleneck for a major breakthrough in systems biology. We present a Systems Biology Markup Language (SBML) based Parameter Estimation Tool (SBML-PET). The tool is designed to enable parameter estimation for biological models including signaling pathways, gene regulation networks and metabolic pathways. SBML-PET supports import and export of the models in the SBML format. It can estimate the parameters by fitting a variety of experimental data from different experimental conditions. SBML-PET has a unique feature of supporting event definition in the SMBL model. SBML models can also be simulated in SBML-PET. Stochastic Ranking Evolution Strategy (SRES) is incorporated in SBML-PET for parameter estimation jobs. A classic ODE Solver called ODEPACK is used to solve the Ordinary Differential Equation (ODE) system. http://sysbio.molgen.mpg.de/SBML-PET/. The website also contains detailed documentation for SBML-PET.

Estimation of pharmacokinetic parameters from non-compartmental variables using Microsoft Excel.

PubMed

Dansirikul, Chantaratsamon; Choi, Malcolm; Duffull, Stephen B

2005-06-01

This study was conducted to develop a method, termed 'back analysis (BA)', for converting non-compartmental variables to compartment model dependent pharmacokinetic parameters for both one- and two-compartment models. A Microsoft Excel spreadsheet was implemented with the use of Solver and visual basic functions. The performance of the BA method in estimating pharmacokinetic parameter values was evaluated by comparing the parameter values obtained to a standard modelling software program, NONMEM, using simulated data. The results show that the BA method was reasonably precise and provided low bias in estimating fixed and random effect parameters for both one- and two-compartment models. The pharmacokinetic parameters estimated from the BA method were similar to those of NONMEM estimation.

Modeling motor vehicle crashes using Poisson-gamma models: examining the effects of low sample mean values and small sample size on the estimation of the fixed dispersion parameter.

PubMed

Lord, Dominique

2006-07-01

There has been considerable research conducted on the development of statistical models for predicting crashes on highway facilities. Despite numerous advancements made for improving the estimation tools of statistical models, the most common probabilistic structure used for modeling motor vehicle crashes remains the traditional Poisson and Poisson-gamma (or Negative Binomial) distribution; when crash data exhibit over-dispersion, the Poisson-gamma model is usually the model of choice most favored by transportation safety modelers. Crash data collected for safety studies often have the unusual attributes of being characterized by low sample mean values. Studies have shown that the goodness-of-fit of statistical models produced from such datasets can be significantly affected. This issue has been defined as the "low mean problem" (LMP). Despite recent developments on methods to circumvent the LMP and test the goodness-of-fit of models developed using such datasets, no work has so far examined how the LMP affects the fixed dispersion parameter of Poisson-gamma models used for modeling motor vehicle crashes. The dispersion parameter plays an important role in many types of safety studies and should, therefore, be reliably estimated. The primary objective of this research project was to verify whether the LMP affects the estimation of the dispersion parameter and, if it is, to determine the magnitude of the problem. The secondary objective consisted of determining the effects of an unreliably estimated dispersion parameter on common analyses performed in highway safety studies. To accomplish the objectives of the study, a series of Poisson-gamma distributions were simulated using different values describing the mean, the dispersion parameter, and the sample size. Three estimators commonly used by transportation safety modelers for estimating the dispersion parameter of Poisson-gamma models were evaluated: the method of moments, the weighted regression, and the maximum likelihood method. In an attempt to complement the outcome of the simulation study, Poisson-gamma models were fitted to crash data collected in Toronto, Ont. characterized by a low sample mean and small sample size. The study shows that a low sample mean combined with a small sample size can seriously affect the estimation of the dispersion parameter, no matter which estimator is used within the estimation process. The probability the dispersion parameter becomes unreliably estimated increases significantly as the sample mean and sample size decrease. Consequently, the results show that an unreliably estimated dispersion parameter can significantly undermine empirical Bayes (EB) estimates as well as the estimation of confidence intervals for the gamma mean and predicted response. The paper ends with recommendations about minimizing the likelihood of producing Poisson-gamma models with an unreliable dispersion parameter for modeling motor vehicle crashes.

K-ε Turbulence Model Parameter Estimates Using an Approximate Self-similar Jet-in-Crossflow Solution

DOE PAGES

DeChant, Lawrence; Ray, Jaideep; Lefantzi, Sophia; ...

2017-06-09

The k-ε turbulence model has been described as perhaps “the most widely used complete turbulence model.” This family of heuristic Reynolds Averaged Navier-Stokes (RANS) turbulence closures is supported by a suite of model parameters that have been estimated by demanding the satisfaction of well-established canonical flows such as homogeneous shear flow, log-law behavior, etc. While this procedure does yield a set of so-called nominal parameters, it is abundantly clear that they do not provide a universally satisfactory turbulence model that is capable of simulating complex flows. Recent work on the Bayesian calibration of the k-ε model using jet-in-crossflow wind tunnelmore » data has yielded parameter estimates that are far more predictive than nominal parameter values. In this paper, we develop a self-similar asymptotic solution for axisymmetric jet-in-crossflow interactions and derive analytical estimates of the parameters that were inferred using Bayesian calibration. The self-similar method utilizes a near field approach to estimate the turbulence model parameters while retaining the classical far-field scaling to model flow field quantities. Our parameter values are seen to be far more predictive than the nominal values, as checked using RANS simulations and experimental measurements. They are also closer to the Bayesian estimates than the nominal parameters. A traditional simplified jet trajectory model is explicitly related to the turbulence model parameters and is shown to yield good agreement with measurement when utilizing the analytical derived turbulence model coefficients. Finally, the close agreement between the turbulence model coefficients obtained via Bayesian calibration and the analytically estimated coefficients derived in this paper is consistent with the contention that the Bayesian calibration approach is firmly rooted in the underlying physical description.« less

Determining the accuracy of maximum likelihood parameter estimates with colored residuals

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.; Klein, Vladislav

1994-01-01

An important part of building high fidelity mathematical models based on measured data is calculating the accuracy associated with statistical estimates of the model parameters. Indeed, without some idea of the accuracy of parameter estimates, the estimates themselves have limited value. In this work, an expression based on theoretical analysis was developed to properly compute parameter accuracy measures for maximum likelihood estimates with colored residuals. This result is important because experience from the analysis of measured data reveals that the residuals from maximum likelihood estimation are almost always colored. The calculations involved can be appended to conventional maximum likelihood estimation algorithms. Simulated data runs were used to show that the parameter accuracy measures computed with this technique accurately reflect the quality of the parameter estimates from maximum likelihood estimation without the need for analysis of the output residuals in the frequency domain or heuristically determined multiplication factors. The result is general, although the application studied here is maximum likelihood estimation of aerodynamic model parameters from flight test data.

Parameter Estimates in Differential Equation Models for Chemical Kinetics

ERIC Educational Resources Information Center

Winkel, Brian

2011-01-01

We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…

A simulation of water pollution model parameter estimation

NASA Technical Reports Server (NTRS)

Kibler, J. F.

1976-01-01

A parameter estimation procedure for a water pollution transport model is elaborated. A two-dimensional instantaneous-release shear-diffusion model serves as representative of a simple transport process. Pollution concentration levels are arrived at via modeling of a remote-sensing system. The remote-sensed data are simulated by adding Gaussian noise to the concentration level values generated via the transport model. Model parameters are estimated from the simulated data using a least-squares batch processor. Resolution, sensor array size, and number and location of sensor readings can be found from the accuracies of the parameter estimates.

Incorporation of prior information on parameters into nonlinear regression groundwater flow models: 2. Applications

USGS Publications Warehouse

Cooley, Richard L.

1983-01-01

This paper investigates factors influencing the degree of improvement in estimates of parameters of a nonlinear regression groundwater flow model by incorporating prior information of unknown reliability. Consideration of expected behavior of the regression solutions and results of a hypothetical modeling problem lead to several general conclusions. First, if the parameters are properly scaled, linearized expressions for the mean square error (MSE) in parameter estimates of a nonlinear model will often behave very nearly as if the model were linear. Second, by using prior information, the MSE in properly scaled parameters can be reduced greatly over the MSE of ordinary least squares estimates of parameters. Third, plots of estimated MSE and the estimated standard deviation of MSE versus an auxiliary parameter (the ridge parameter) specifying the degree of influence of the prior information on regression results can help determine the potential for improvement of parameter estimates. Fourth, proposed criteria can be used to make appropriate choices for the ridge parameter and another parameter expressing degree of overall bias in the prior information. Results of a case study of Truckee Meadows, Reno-Sparks area, Washoe County, Nevada, conform closely to the results of the hypothetical problem. In the Truckee Meadows case, incorporation of prior information did not greatly change the parameter estimates from those obtained by ordinary least squares. However, the analysis showed that both sets of estimates are more reliable than suggested by the standard errors from ordinary least squares.

Real-Time Parameter Estimation in the Frequency Domain

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2000-01-01

A method for real-time estimation of parameters in a linear dynamic state-space model was developed and studied. The application is aircraft dynamic model parameter estimation from measured data in flight. Equation error in the frequency domain was used with a recursive Fourier transform for the real-time data analysis. Linear and nonlinear simulation examples and flight test data from the F-18 High Alpha Research Vehicle were used to demonstrate that the technique produces accurate model parameter estimates with appropriate error bounds. Parameter estimates converged in less than one cycle of the dominant dynamic mode, using no a priori information, with control surface inputs measured in flight during ordinary piloted maneuvers. The real-time parameter estimation method has low computational requirements and could be implemented

Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.; Boyle, Richard D.

2014-01-01

Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.

The Model Parameter Estimation Experiment (MOPEX): Its structure, connection to other international initiatives and future directions

USGS Publications Warehouse

Wagener, T.; Hogue, T.; Schaake, J.; Duan, Q.; Gupta, H.; Andreassian, V.; Hall, A.; Leavesley, G.

2006-01-01

The Model Parameter Estimation Experiment (MOPEX) is an international project aimed at developing enhanced techniques for the a priori estimation of parameters in hydrological models and in land surface parameterization schemes connected to atmospheric models. The MOPEX science strategy involves: database creation, a priori parameter estimation methodology development, parameter refinement or calibration, and the demonstration of parameter transferability. A comprehensive MOPEX database has been developed that contains historical hydrometeorological data and land surface characteristics data for many hydrological basins in the United States (US) and in other countries. This database is being continuously expanded to include basins from various hydroclimatic regimes throughout the world. MOPEX research has largely been driven by a series of international workshops that have brought interested hydrologists and land surface modellers together to exchange knowledge and experience in developing and applying parameter estimation techniques. With its focus on parameter estimation, MOPEX plays an important role in the international context of other initiatives such as GEWEX, HEPEX, PUB and PILPS. This paper outlines the MOPEX initiative, discusses its role in the scientific community, and briefly states future directions.

Two-dimensional advective transport in ground-water flow parameter estimation

USGS Publications Warehouse

Anderman, E.R.; Hill, M.C.; Poeter, E.P.

1996-01-01

Nonlinear regression is useful in ground-water flow parameter estimation, but problems of parameter insensitivity and correlation often exist given commonly available hydraulic-head and head-dependent flow (for example, stream and lake gain or loss) observations. To address this problem, advective-transport observations are added to the ground-water flow, parameter-estimation model MODFLOWP using particle-tracking methods. The resulting model is used to investigate the importance of advective-transport observations relative to head-dependent flow observations when either or both are used in conjunction with hydraulic-head observations in a simulation of the sewage-discharge plume at Otis Air Force Base, Cape Cod, Massachusetts, USA. The analysis procedure for evaluating the probable effect of new observations on the regression results consists of two steps: (1) parameter sensitivities and correlations calculated at initial parameter values are used to assess the model parameterization and expected relative contributions of different types of observations to the regression; and (2) optimal parameter values are estimated by nonlinear regression and evaluated. In the Cape Cod parameter-estimation model, advective-transport observations did not significantly increase the overall parameter sensitivity; however: (1) inclusion of advective-transport observations decreased parameter correlation enough for more unique parameter values to be estimated by the regression; (2) realistic uncertainties in advective-transport observations had a small effect on parameter estimates relative to the precision with which the parameters were estimated; and (3) the regression results and sensitivity analysis provided insight into the dynamics of the ground-water flow system, especially the importance of accurate boundary conditions. In this work, advective-transport observations improved the calibration of the model and the estimation of ground-water flow parameters, and use of regression and related techniques produced significant insight into the physical system.

Ensemble-Based Parameter Estimation in a Coupled GCM Using the Adaptive Spatial Average Method

DOE PAGES

Liu, Y.; Liu, Z.; Zhang, S.; ...

2014-05-29

Ensemble-based parameter estimation for a climate model is emerging as an important topic in climate research. And for a complex system such as a coupled ocean–atmosphere general circulation model, the sensitivity and response of a model variable to a model parameter could vary spatially and temporally. An adaptive spatial average (ASA) algorithm is proposed to increase the efficiency of parameter estimation. Refined from a previous spatial average method, the ASA uses the ensemble spread as the criterion for selecting “good” values from the spatially varying posterior estimated parameter values; these good values are then averaged to give the final globalmore » uniform posterior parameter. In comparison with existing methods, the ASA parameter estimation has a superior performance: faster convergence and enhanced signal-to-noise ratio.« less

Extended Kalman Filter for Estimation of Parameters in Nonlinear State-Space Models of Biochemical Networks

PubMed Central

Sun, Xiaodian; Jin, Li; Xiong, Momiao

2008-01-01

It is system dynamics that determines the function of cells, tissues and organisms. To develop mathematical models and estimate their parameters are an essential issue for studying dynamic behaviors of biological systems which include metabolic networks, genetic regulatory networks and signal transduction pathways, under perturbation of external stimuli. In general, biological dynamic systems are partially observed. Therefore, a natural way to model dynamic biological systems is to employ nonlinear state-space equations. Although statistical methods for parameter estimation of linear models in biological dynamic systems have been developed intensively in the recent years, the estimation of both states and parameters of nonlinear dynamic systems remains a challenging task. In this report, we apply extended Kalman Filter (EKF) to the estimation of both states and parameters of nonlinear state-space models. To evaluate the performance of the EKF for parameter estimation, we apply the EKF to a simulation dataset and two real datasets: JAK-STAT signal transduction pathway and Ras/Raf/MEK/ERK signaling transduction pathways datasets. The preliminary results show that EKF can accurately estimate the parameters and predict states in nonlinear state-space equations for modeling dynamic biochemical networks. PMID:19018286

Parameter estimation for a cohesive sediment transport model by assimilating satellite observations in the Hangzhou Bay: Temporal variations and spatial distributions

NASA Astrophysics Data System (ADS)

Wang, Daosheng; Zhang, Jicai; He, Xianqiang; Chu, Dongdong; Lv, Xianqing; Wang, Ya Ping; Yang, Yang; Fan, Daidu; Gao, Shu

2018-01-01

Model parameters in the suspended cohesive sediment transport models are critical for the accurate simulation of suspended sediment concentrations (SSCs). Difficulties in estimating the model parameters still prevent numerical modeling of the sediment transport from achieving a high level of predictability. Based on a three-dimensional cohesive sediment transport model and its adjoint model, the satellite remote sensing data of SSCs during both spring tide and neap tide, retrieved from Geostationary Ocean Color Imager (GOCI), are assimilated to synchronously estimate four spatially and temporally varying parameters in the Hangzhou Bay in China, including settling velocity, resuspension rate, inflow open boundary conditions and initial conditions. After data assimilation, the model performance is significantly improved. Through several sensitivity experiments, the spatial and temporal variation tendencies of the estimated model parameters are verified to be robust and not affected by model settings. The pattern for the variations of the estimated parameters is analyzed and summarized. The temporal variations and spatial distributions of the estimated settling velocity are negatively correlated with current speed, which can be explained using the combination of flocculation process and Stokes' law. The temporal variations and spatial distributions of the estimated resuspension rate are also negatively correlated with current speed, which are related to the grain size of the seabed sediments under different current velocities. Besides, the estimated inflow open boundary conditions reach the local maximum values near the low water slack conditions and the estimated initial conditions are negatively correlated with water depth, which is consistent with the general understanding. The relationships between the estimated parameters and the hydrodynamic fields can be suggestive for improving the parameterization in cohesive sediment transport models.

HIV Model Parameter Estimates from Interruption Trial Data including Drug Efficacy and Reservoir Dynamics

PubMed Central

Luo, Rutao; Piovoso, Michael J.; Martinez-Picado, Javier; Zurakowski, Ryan

2012-01-01

Mathematical models based on ordinary differential equations (ODE) have had significant impact on understanding HIV disease dynamics and optimizing patient treatment. A model that characterizes the essential disease dynamics can be used for prediction only if the model parameters are identifiable from clinical data. Most previous parameter identification studies for HIV have used sparsely sampled data from the decay phase following the introduction of therapy. In this paper, model parameters are identified from frequently sampled viral-load data taken from ten patients enrolled in the previously published AutoVac HAART interruption study, providing between 69 and 114 viral load measurements from 3–5 phases of viral decay and rebound for each patient. This dataset is considerably larger than those used in previously published parameter estimation studies. Furthermore, the measurements come from two separate experimental conditions, which allows for the direct estimation of drug efficacy and reservoir contribution rates, two parameters that cannot be identified from decay-phase data alone. A Markov-Chain Monte-Carlo method is used to estimate the model parameter values, with initial estimates obtained using nonlinear least-squares methods. The posterior distributions of the parameter estimates are reported and compared for all patients. PMID:22815727

Quantifying Key Climate Parameter Uncertainties Using an Earth System Model with a Dynamic 3D Ocean

NASA Astrophysics Data System (ADS)

Olson, R.; Sriver, R. L.; Goes, M. P.; Urban, N.; Matthews, D.; Haran, M.; Keller, K.

2011-12-01

Climate projections hinge critically on uncertain climate model parameters such as climate sensitivity, vertical ocean diffusivity and anthropogenic sulfate aerosol forcings. Climate sensitivity is defined as the equilibrium global mean temperature response to a doubling of atmospheric CO2 concentrations. Vertical ocean diffusivity parameterizes sub-grid scale ocean vertical mixing processes. These parameters are typically estimated using Intermediate Complexity Earth System Models (EMICs) that lack a full 3D representation of the oceans, thereby neglecting the effects of mixing on ocean dynamics and meridional overturning. We improve on these studies by employing an EMIC with a dynamic 3D ocean model to estimate these parameters. We carry out historical climate simulations with the University of Victoria Earth System Climate Model (UVic ESCM) varying parameters that affect climate sensitivity, vertical ocean mixing, and effects of anthropogenic sulfate aerosols. We use a Bayesian approach whereby the likelihood of each parameter combination depends on how well the model simulates surface air temperature and upper ocean heat content. We use a Gaussian process emulator to interpolate the model output to an arbitrary parameter setting. We use Markov Chain Monte Carlo method to estimate the posterior probability distribution function (pdf) of these parameters. We explore the sensitivity of the results to prior assumptions about the parameters. In addition, we estimate the relative skill of different observations to constrain the parameters. We quantify the uncertainty in parameter estimates stemming from climate variability, model and observational errors. We explore the sensitivity of key decision-relevant climate projections to these parameters. We find that climate sensitivity and vertical ocean diffusivity estimates are consistent with previously published results. The climate sensitivity pdf is strongly affected by the prior assumptions, and by the scaling parameter for the aerosols. The estimation method is computationally fast and can be used with more complex models where climate sensitivity is diagnosed rather than prescribed. The parameter estimates can be used to create probabilistic climate projections using the UVic ESCM model in future studies.

The Equivalence of Two Methods of Parameter Estimation for the Rasch Model.

ERIC Educational Resources Information Center

Blackwood, Larry G.; Bradley, Edwin L.

1989-01-01

Two methods of estimating parameters in the Rasch model are compared. The equivalence of likelihood estimations from the model of G. J. Mellenbergh and P. Vijn (1981) and from usual unconditional maximum likelihood (UML) estimation is demonstrated. Mellenbergh and Vijn's model is a convenient method of calculating UML estimates. (SLD)

Item Parameter Estimation for the MIRT Model: Bias and Precision of Confirmatory Factor Analysis-Based Models

ERIC Educational Resources Information Center

Finch, Holmes

2010-01-01

The accuracy of item parameter estimates in the multidimensional item response theory (MIRT) model context is one that has not been researched in great detail. This study examines the ability of two confirmatory factor analysis models specifically for dichotomous data to properly estimate item parameters using common formulae for converting factor…

Rasch Model Parameter Estimation in the Presence of a Nonnormal Latent Trait Using a Nonparametric Bayesian Approach

ERIC Educational Resources Information Center

Finch, Holmes; Edwards, Julianne M.

2016-01-01

Standard approaches for estimating item response theory (IRT) model parameters generally work under the assumption that the latent trait being measured by a set of items follows the normal distribution. Estimation of IRT parameters in the presence of nonnormal latent traits has been shown to generate biased person and item parameter estimates. A…

Online Estimation of Model Parameters of Lithium-Ion Battery Using the Cubature Kalman Filter

NASA Astrophysics Data System (ADS)

Tian, Yong; Yan, Rusheng; Tian, Jindong; Zhou, Shijie; Hu, Chao

2017-11-01

Online estimation of state variables, including state-of-charge (SOC), state-of-energy (SOE) and state-of-health (SOH) is greatly crucial for the operation safety of lithium-ion battery. In order to improve estimation accuracy of these state variables, a precise battery model needs to be established. As the lithium-ion battery is a nonlinear time-varying system, the model parameters significantly vary with many factors, such as ambient temperature, discharge rate and depth of discharge, etc. This paper presents an online estimation method of model parameters for lithium-ion battery based on the cubature Kalman filter. The commonly used first-order resistor-capacitor equivalent circuit model is selected as the battery model, based on which the model parameters are estimated online. Experimental results show that the presented method can accurately track the parameters variation at different scenarios.

Unscented Kalman filter with parameter identifiability analysis for the estimation of multiple parameters in kinetic models

PubMed Central

2011-01-01

In systems biology, experimentally measured parameters are not always available, necessitating the use of computationally based parameter estimation. In order to rely on estimated parameters, it is critical to first determine which parameters can be estimated for a given model and measurement set. This is done with parameter identifiability analysis. A kinetic model of the sucrose accumulation in the sugar cane culm tissue developed by Rohwer et al. was taken as a test case model. What differentiates this approach is the integration of an orthogonal-based local identifiability method into the unscented Kalman filter (UKF), rather than using the more common observability-based method which has inherent limitations. It also introduces a variable step size based on the system uncertainty of the UKF during the sensitivity calculation. This method identified 10 out of 12 parameters as identifiable. These ten parameters were estimated using the UKF, which was run 97 times. Throughout the repetitions the UKF proved to be more consistent than the estimation algorithms used for comparison. PMID:21989173

Sample Size and Item Parameter Estimation Precision When Utilizing the One-Parameter "Rasch" Model

ERIC Educational Resources Information Center

Custer, Michael

2015-01-01

This study examines the relationship between sample size and item parameter estimation precision when utilizing the one-parameter model. Item parameter estimates are examined relative to "true" values by evaluating the decline in root mean squared deviation (RMSD) and the number of outliers as sample size increases. This occurs across…

Estimation of suspended-sediment rating curves and mean suspended-sediment loads

USGS Publications Warehouse

Crawford, Charles G.

1991-01-01

A simulation study was done to evaluate: (1) the accuracy and precision of parameter estimates for the bias-corrected, transformed-linear and non-linear models obtained by the method of least squares; (2) the accuracy of mean suspended-sediment loads calculated by the flow-duration, rating-curve method using model parameters obtained by the alternative methods. Parameter estimates obtained by least squares for the bias-corrected, transformed-linear model were considerably more precise than those obtained for the non-linear or weighted non-linear model. The accuracy of parameter estimates obtained for the biascorrected, transformed-linear and weighted non-linear model was similar and was much greater than the accuracy obtained by non-linear least squares. The improved parameter estimates obtained by the biascorrected, transformed-linear or weighted non-linear model yield estimates of mean suspended-sediment load calculated by the flow-duration, rating-curve method that are more accurate and precise than those obtained for the non-linear model.

An Evaluation of Hierarchical Bayes Estimation for the Two- Parameter Logistic Model.

ERIC Educational Resources Information Center

Kim, Seock-Ho

Hierarchical Bayes procedures for the two-parameter logistic item response model were compared for estimating item parameters. Simulated data sets were analyzed using two different Bayes estimation procedures, the two-stage hierarchical Bayes estimation (HB2) and the marginal Bayesian with known hyperparameters (MB), and marginal maximum…

A comparison between a new model and current models for estimating trunk segment inertial parameters.

PubMed

Wicke, Jason; Dumas, Genevieve A; Costigan, Patrick A

2009-01-05

Modeling of the body segments to estimate segment inertial parameters is required in the kinetic analysis of human motion. A new geometric model for the trunk has been developed that uses various cross-sectional shapes to estimate segment volume and adopts a non-uniform density function that is gender-specific. The goal of this study was to test the accuracy of the new model for estimating the trunk's inertial parameters by comparing it to the more current models used in biomechanical research. Trunk inertial parameters estimated from dual X-ray absorptiometry (DXA) were used as the standard. Twenty-five female and 24 male college-aged participants were recruited for the study. Comparisons of the new model to the accepted models were accomplished by determining the error between the models' trunk inertial estimates and that from DXA. Results showed that the new model was more accurate across all inertial estimates than the other models. The new model had errors within 6.0% for both genders, whereas the other models had higher average errors ranging from 10% to over 50% and were much more inconsistent between the genders. In addition, there was little consistency in the level of accuracy for the other models when estimating the different inertial parameters. These results suggest that the new model provides more accurate and consistent trunk inertial estimates than the other models for both female and male college-aged individuals. However, similar studies need to be performed using other populations, such as elderly or individuals from a distinct morphology (e.g. obese). In addition, the effect of using different models on the outcome of kinetic parameters, such as joint moments and forces needs to be assessed.

Advances in parameter estimation techniques applied to flexible structures

NASA Technical Reports Server (NTRS)

Maben, Egbert; Zimmerman, David C.

1994-01-01

In this work, various parameter estimation techniques are investigated in the context of structural system identification utilizing distributed parameter models and 'measured' time-domain data. Distributed parameter models are formulated using the PDEMOD software developed by Taylor. Enhancements made to PDEMOD for this work include the following: (1) a Wittrick-Williams based root solving algorithm; (2) a time simulation capability; and (3) various parameter estimation algorithms. The parameter estimations schemes will be contrasted using the NASA Mini-Mast as the focus structure.

Optimal Tuner Selection for Kalman-Filter-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2011-01-01

An emerging approach in the field of aircraft engine controls and system health management is the inclusion of real-time, onboard models for the inflight estimation of engine performance variations. This technology, typically based on Kalman-filter concepts, enables the estimation of unmeasured engine performance parameters that can be directly utilized by controls, prognostics, and health-management applications. A challenge that complicates this practice is the fact that an aircraft engine s performance is affected by its level of degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. Through Kalman-filter-based estimation techniques, the level of engine performance degradation can be estimated, given that there are at least as many sensors as health parameters to be estimated. However, in an aircraft engine, the number of sensors available is typically less than the number of health parameters, presenting an under-determined estimation problem. A common approach to address this shortcoming is to estimate a subset of the health parameters, referred to as model tuning parameters. The problem/objective is to optimally select the model tuning parameters to minimize Kalman-filterbased estimation error. A tuner selection technique has been developed that specifically addresses the under-determined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine that seeks to minimize the theoretical mean-squared estimation error of the Kalman filter. This approach can significantly reduce the error in onboard aircraft engine parameter estimation applications such as model-based diagnostic, controls, and life usage calculations. The advantage of the innovation is the significant reduction in estimation errors that it can provide relative to the conventional approach of selecting a subset of health parameters to serve as the model tuning parameter vector. Because this technique needs only to be performed during the system design process, it places no additional computation burden on the onboard Kalman filter implementation. The technique has been developed for aircraft engine onboard estimation applications, as this application typically presents an under-determined estimation problem. However, this generic technique could be applied to other industries using gas turbine engine technology.

Simultaneous versus sequential optimal experiment design for the identification of multi-parameter microbial growth kinetics as a function of temperature.

PubMed

Van Derlinden, E; Bernaerts, K; Van Impe, J F

2010-05-21

Optimal experiment design for parameter estimation (OED/PE) has become a popular tool for efficient and accurate estimation of kinetic model parameters. When the kinetic model under study encloses multiple parameters, different optimization strategies can be constructed. The most straightforward approach is to estimate all parameters simultaneously from one optimal experiment (single OED/PE strategy). However, due to the complexity of the optimization problem or the stringent limitations on the system's dynamics, the experimental information can be limited and parameter estimation convergence problems can arise. As an alternative, we propose to reduce the optimization problem to a series of two-parameter estimation problems, i.e., an optimal experiment is designed for a combination of two parameters while presuming the other parameters known. Two different approaches can be followed: (i) all two-parameter optimal experiments are designed based on identical initial parameter estimates and parameters are estimated simultaneously from all resulting experimental data (global OED/PE strategy), and (ii) optimal experiments are calculated and implemented sequentially whereby the parameter values are updated intermediately (sequential OED/PE strategy). This work exploits OED/PE for the identification of the Cardinal Temperature Model with Inflection (CTMI) (Rosso et al., 1993). This kinetic model describes the effect of temperature on the microbial growth rate and encloses four parameters. The three OED/PE strategies are considered and the impact of the OED/PE design strategy on the accuracy of the CTMI parameter estimation is evaluated. Based on a simulation study, it is observed that the parameter values derived from the sequential approach deviate more from the true parameters than the single and global strategy estimates. The single and global OED/PE strategies are further compared based on experimental data obtained from design implementation in a bioreactor. Comparable estimates are obtained, but global OED/PE estimates are, in general, more accurate and reliable. Copyright (c) 2010 Elsevier Ltd. All rights reserved.

Quantitative body DW-MRI biomarkers uncertainty estimation using unscented wild-bootstrap.

PubMed

Freiman, M; Voss, S D; Mulkern, R V; Perez-Rossello, J M; Warfield, S K

2011-01-01

We present a new method for the uncertainty estimation of diffusion parameters for quantitative body DW-MRI assessment. Diffusion parameters uncertainty estimation from DW-MRI is necessary for clinical applications that use these parameters to assess pathology. However, uncertainty estimation using traditional techniques requires repeated acquisitions, which is undesirable in routine clinical use. Model-based bootstrap techniques, for example, assume an underlying linear model for residuals rescaling and cannot be utilized directly for body diffusion parameters uncertainty estimation due to the non-linearity of the body diffusion model. To offset this limitation, our method uses the Unscented transform to compute the residuals rescaling parameters from the non-linear body diffusion model, and then applies the wild-bootstrap method to infer the body diffusion parameters uncertainty. Validation through phantom and human subject experiments shows that our method identify the regions with higher uncertainty in body DWI-MRI model parameters correctly with realtive error of -36% in the uncertainty values.

Further comments on sensitivities, parameter estimation, and sampling design in one-dimensional analysis of solute transport in porous media

USGS Publications Warehouse

Knopman, Debra S.; Voss, Clifford I.

1988-01-01

Sensitivities of solute concentration to parameters associated with first-order chemical decay, boundary conditions, initial conditions, and multilayer transport are examined in one-dimensional analytical models of transient solute transport in porous media. A sensitivity is a change in solute concentration resulting from a change in a model parameter. Sensitivity analysis is important because minimum information required in regression on chemical data for the estimation of model parameters by regression is expressed in terms of sensitivities. Nonlinear regression models of solute transport were tested on sets of noiseless observations from known models that exceeded the minimum sensitivity information requirements. Results demonstrate that the regression models consistently converged to the correct parameters when the initial sets of parameter values substantially deviated from the correct parameters. On the basis of the sensitivity analysis, several statements may be made about design of sampling for parameter estimation for the models examined: (1) estimation of parameters associated with solute transport in the individual layers of a multilayer system is possible even when solute concentrations in the individual layers are mixed in an observation well; (2) when estimating parameters in a decaying upstream boundary condition, observations are best made late in the passage of the front near a time chosen by adding the inverse of an hypothesized value of the source decay parameter to the estimated mean travel time at a given downstream location; (3) estimation of a first-order chemical decay parameter requires observations to be made late in the passage of the front, preferably near a location corresponding to a travel time of √2 times the half-life of the solute; and (4) estimation of a parameter relating to spatial variability in an initial condition requires observations to be made early in time relative to passage of the solute front.

Temporal rainfall estimation using input data reduction and model inversion

NASA Astrophysics Data System (ADS)

Wright, A. J.; Vrugt, J. A.; Walker, J. P.; Pauwels, V. R. N.

2016-12-01

Floods are devastating natural hazards. To provide accurate, precise and timely flood forecasts there is a need to understand the uncertainties associated with temporal rainfall and model parameters. The estimation of temporal rainfall and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of rainfall input to be considered when estimating model parameters and provides the ability to estimate rainfall from poorly gauged catchments. Current methods to estimate temporal rainfall distributions from streamflow are unable to adequately explain and invert complex non-linear hydrologic systems. This study uses the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia. The reduction of rainfall to DWT coefficients allows the input rainfall time series to be simultaneously estimated along with model parameters. The estimation process is conducted using multi-chain Markov chain Monte Carlo simulation with the DREAMZS algorithm. The use of a likelihood function that considers both rainfall and streamflow error allows for model parameter and temporal rainfall distributions to be estimated. Estimation of the wavelet approximation coefficients of lower order decomposition structures was able to estimate the most realistic temporal rainfall distributions. These rainfall estimates were all able to simulate streamflow that was superior to the results of a traditional calibration approach. It is shown that the choice of wavelet has a considerable impact on the robustness of the inversion. The results demonstrate that streamflow data contains sufficient information to estimate temporal rainfall and model parameter distributions. The extent and variance of rainfall time series that are able to simulate streamflow that is superior to that simulated by a traditional calibration approach is a demonstration of equifinality. The use of a likelihood function that considers both rainfall and streamflow error combined with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.

A three-dimensional cohesive sediment transport model with data assimilation: Model development, sensitivity analysis and parameter estimation

NASA Astrophysics Data System (ADS)

Wang, Daosheng; Cao, Anzhou; Zhang, Jicai; Fan, Daidu; Liu, Yongzhi; Zhang, Yue

2018-06-01

Based on the theory of inverse problems, a three-dimensional sigma-coordinate cohesive sediment transport model with the adjoint data assimilation is developed. In this model, the physical processes of cohesive sediment transport, including deposition, erosion and advection-diffusion, are parameterized by corresponding model parameters. These parameters are usually poorly known and have traditionally been assigned empirically. By assimilating observations into the model, the model parameters can be estimated using the adjoint method; meanwhile, the data misfit between model results and observations can be decreased. The model developed in this work contains numerous parameters; therefore, it is necessary to investigate the parameter sensitivity of the model, which is assessed by calculating a relative sensitivity function and the gradient of the cost function with respect to each parameter. The results of parameter sensitivity analysis indicate that the model is sensitive to the initial conditions, inflow open boundary conditions, suspended sediment settling velocity and resuspension rate, while the model is insensitive to horizontal and vertical diffusivity coefficients. A detailed explanation of the pattern of sensitivity analysis is also given. In ideal twin experiments, constant parameters are estimated by assimilating 'pseudo' observations. The results show that the sensitive parameters are estimated more easily than the insensitive parameters. The conclusions of this work can provide guidance for the practical applications of this model to simulate sediment transport in the study area.

SBML-PET-MPI: a parallel parameter estimation tool for Systems Biology Markup Language based models.

PubMed

Zi, Zhike

2011-04-01

Parameter estimation is crucial for the modeling and dynamic analysis of biological systems. However, implementing parameter estimation is time consuming and computationally demanding. Here, we introduced a parallel parameter estimation tool for Systems Biology Markup Language (SBML)-based models (SBML-PET-MPI). SBML-PET-MPI allows the user to perform parameter estimation and parameter uncertainty analysis by collectively fitting multiple experimental datasets. The tool is developed and parallelized using the message passing interface (MPI) protocol, which provides good scalability with the number of processors. SBML-PET-MPI is freely available for non-commercial use at http://www.bioss.uni-freiburg.de/cms/sbml-pet-mpi.html or http://sites.google.com/site/sbmlpetmpi/.

Optimal Linking Design for Response Model Parameters

ERIC Educational Resources Information Center

Barrett, Michelle D.; van der Linden, Wim J.

2017-01-01

Linking functions adjust for differences between identifiability restrictions used in different instances of the estimation of item response model parameters. These adjustments are necessary when results from those instances are to be compared. As linking functions are derived from estimated item response model parameters, parameter estimation…

Chaos synchronization and Nelder-Mead search for parameter estimation in nonlinear pharmacological systems: Estimating tumor antigenicity in a model of immunotherapy.

PubMed

Pillai, Nikhil; Craig, Morgan; Dokoumetzidis, Aristeidis; Schwartz, Sorell L; Bies, Robert; Freedman, Immanuel

2018-06-19

In mathematical pharmacology, models are constructed to confer a robust method for optimizing treatment. The predictive capability of pharmacological models depends heavily on the ability to track the system and to accurately determine parameters with reference to the sensitivity in projected outcomes. To closely track chaotic systems, one may choose to apply chaos synchronization. An advantageous byproduct of this methodology is the ability to quantify model parameters. In this paper, we illustrate the use of chaos synchronization combined with Nelder-Mead search to estimate parameters of the well-known Kirschner-Panetta model of IL-2 immunotherapy from noisy data. Chaos synchronization with Nelder-Mead search is shown to provide more accurate and reliable estimates than Nelder-Mead search based on an extended least squares (ELS) objective function. Our results underline the strength of this approach to parameter estimation and provide a broader framework of parameter identification for nonlinear models in pharmacology. Copyright © 2018 Elsevier Ltd. All rights reserved.

Overview and benchmark analysis of fuel cell parameters estimation for energy management purposes

NASA Astrophysics Data System (ADS)

Kandidayeni, M.; Macias, A.; Amamou, A. A.; Boulon, L.; Kelouwani, S.; Chaoui, H.

2018-03-01

Proton exchange membrane fuel cells (PEMFCs) have become the center of attention for energy conversion in many areas such as automotive industry, where they confront a high dynamic behavior resulting in their characteristics variation. In order to ensure appropriate modeling of PEMFCs, accurate parameters estimation is in demand. However, parameter estimation of PEMFC models is highly challenging due to their multivariate, nonlinear, and complex essence. This paper comprehensively reviews PEMFC models parameters estimation methods with a specific view to online identification algorithms, which are considered as the basis of global energy management strategy design, to estimate the linear and nonlinear parameters of a PEMFC model in real time. In this respect, different PEMFC models with different categories and purposes are discussed first. Subsequently, a thorough investigation of PEMFC parameter estimation methods in the literature is conducted in terms of applicability. Three potential algorithms for online applications, Recursive Least Square (RLS), Kalman filter, and extended Kalman filter (EKF), which has escaped the attention in previous works, have been then utilized to identify the parameters of two well-known semi-empirical models in the literature, Squadrito et al. and Amphlett et al. Ultimately, the achieved results and future challenges are discussed.

Bayesian Modal Estimation of the Four-Parameter Item Response Model in Real, Realistic, and Idealized Data Sets.

PubMed

Waller, Niels G; Feuerstahler, Leah

2017-01-01

In this study, we explored item and person parameter recovery of the four-parameter model (4PM) in over 24,000 real, realistic, and idealized data sets. In the first analyses, we fit the 4PM and three alternative models to data from three Minnesota Multiphasic Personality Inventory-Adolescent form factor scales using Bayesian modal estimation (BME). Our results indicated that the 4PM fits these scales better than simpler item Response Theory (IRT) models. Next, using the parameter estimates from these real data analyses, we estimated 4PM item parameters in 6,000 realistic data sets to establish minimum sample size requirements for accurate item and person parameter recovery. Using a factorial design that crossed discrete levels of item parameters, sample size, and test length, we also fit the 4PM to an additional 18,000 idealized data sets to extend our parameter recovery findings. Our combined results demonstrated that 4PM item parameters and parameter functions (e.g., item response functions) can be accurately estimated using BME in moderate to large samples (N ⩾ 5, 000) and person parameters can be accurately estimated in smaller samples (N ⩾ 1, 000). In the supplemental files, we report annotated [Formula: see text] code that shows how to estimate 4PM item and person parameters in [Formula: see text] (Chalmers, 2012 ).

Uncertainty Estimation in Elastic Full Waveform Inversion by Utilising the Hessian Matrix

NASA Astrophysics Data System (ADS)

Hagen, V. S.; Arntsen, B.; Raknes, E. B.

2017-12-01

Elastic Full Waveform Inversion (EFWI) is a computationally intensive iterative method for estimating elastic model parameters. A key element of EFWI is the numerical solution of the elastic wave equation which lies as a foundation to quantify the mismatch between synthetic (modelled) and true (real) measured seismic data. The misfit between the modelled and true receiver data is used to update the parameter model to yield a better fit between the modelled and true receiver signal. A common approach to the EFWI model update problem is to use a conjugate gradient search method. In this approach the resolution and cross-coupling for the estimated parameter update can be found by computing the full Hessian matrix. Resolution of the estimated model parameters depend on the chosen parametrisation, acquisition geometry, and temporal frequency range. Although some understanding has been gained, it is still not clear which elastic parameters can be reliably estimated under which conditions. With few exceptions, previous analyses have been based on arguments using radiation pattern analysis. We use the known adjoint-state technique with an expansion to compute the Hessian acting on a model perturbation to conduct our study. The Hessian is used to infer parameter resolution and cross-coupling for different selections of models, acquisition geometries, and data types, including streamer and ocean bottom seismic recordings. Information about the model uncertainty is obtained from the exact Hessian, and is essential when evaluating the quality of estimated parameters due to the strong influence of source-receiver geometry and frequency content. Investigation is done on both a homogeneous model and the Gullfaks model where we illustrate the influence of offset on parameter resolution and cross-coupling as a way of estimating uncertainty.

Parameter estimation of kinetic models from metabolic profiles: two-phase dynamic decoupling method.

PubMed

Jia, Gengjie; Stephanopoulos, Gregory N; Gunawan, Rudiyanto

2011-07-15

Time-series measurements of metabolite concentration have become increasingly more common, providing data for building kinetic models of metabolic networks using ordinary differential equations (ODEs). In practice, however, such time-course data are usually incomplete and noisy, and the estimation of kinetic parameters from these data is challenging. Practical limitations due to data and computational aspects, such as solving stiff ODEs and finding global optimal solution to the estimation problem, give motivations to develop a new estimation procedure that can circumvent some of these constraints. In this work, an incremental and iterative parameter estimation method is proposed that combines and iterates between two estimation phases. One phase involves a decoupling method, in which a subset of model parameters that are associated with measured metabolites, are estimated using the minimization of slope errors. Another phase follows, in which the ODE model is solved one equation at a time and the remaining model parameters are obtained by minimizing concentration errors. The performance of this two-phase method was tested on a generic branched metabolic pathway and the glycolytic pathway of Lactococcus lactis. The results showed that the method is efficient in getting accurate parameter estimates, even when some information is missing.

Application of Bayesian Maximum Entropy Filter in parameter calibration of groundwater flow model in PingTung Plain

NASA Astrophysics Data System (ADS)

Cheung, Shao-Yong; Lee, Chieh-Han; Yu, Hwa-Lung

2017-04-01

Due to the limited hydrogeological observation data and high levels of uncertainty within, parameter estimation of the groundwater model has been an important issue. There are many methods of parameter estimation, for example, Kalman filter provides a real-time calibration of parameters through measurement of groundwater monitoring wells, related methods such as Extended Kalman Filter and Ensemble Kalman Filter are widely applied in groundwater research. However, Kalman Filter method is limited to linearity. This study propose a novel method, Bayesian Maximum Entropy Filtering, which provides a method that can considers the uncertainty of data in parameter estimation. With this two methods, we can estimate parameter by given hard data (certain) and soft data (uncertain) in the same time. In this study, we use Python and QGIS in groundwater model (MODFLOW) and development of Extended Kalman Filter and Bayesian Maximum Entropy Filtering in Python in parameter estimation. This method may provide a conventional filtering method and also consider the uncertainty of data. This study was conducted through numerical model experiment to explore, combine Bayesian maximum entropy filter and a hypothesis for the architecture of MODFLOW groundwater model numerical estimation. Through the virtual observation wells to simulate and observe the groundwater model periodically. The result showed that considering the uncertainty of data, the Bayesian maximum entropy filter will provide an ideal result of real-time parameters estimation.

The Rangeland Hydrology and Erosion Model: A Dynamic Approach for Predicting Soil Loss on Rangelands

NASA Astrophysics Data System (ADS)

Hernandez, Mariano; Nearing, Mark A.; Al-Hamdan, Osama Z.; Pierson, Frederick B.; Armendariz, Gerardo; Weltz, Mark A.; Spaeth, Kenneth E.; Williams, C. Jason; Nouwakpo, Sayjro K.; Goodrich, David C.; Unkrich, Carl L.; Nichols, Mary H.; Holifield Collins, Chandra D.

2017-11-01

In this study, we present the improved Rangeland Hydrology and Erosion Model (RHEM V2.3), a process-based erosion prediction tool specific for rangeland application. The article provides the mathematical formulation of the model and parameter estimation equations. Model performance is assessed against data collected from 23 runoff and sediment events in a shrub-dominated semiarid watershed in Arizona, USA. To evaluate the model, two sets of primary model parameters were determined using the RHEM V2.3 and RHEM V1.0 parameter estimation equations. Testing of the parameters indicated that RHEM V2.3 parameter estimation equations provided a 76% improvement over RHEM V1.0 parameter estimation equations. Second, the RHEM V2.3 model was calibrated to measurements from the watershed. The parameters estimated by the new equations were within the lowest and highest values of the calibrated parameter set. These results suggest that the new parameter estimation equations can be applied for this environment to predict sediment yield at the hillslope scale. Furthermore, we also applied the RHEM V2.3 to demonstrate the response of the model as a function of foliar cover and ground cover for 124 data points across Arizona and New Mexico. The dependence of average sediment yield on surface ground cover was moderately stronger than that on foliar cover. These results demonstrate that RHEM V2.3 predicts runoff volume, peak runoff, and sediment yield with sufficient accuracy for broad application to assess and manage rangeland systems.

Kinetic parameter estimation model for anaerobic co-digestion of waste activated sludge and microalgae.

PubMed

Lee, Eunyoung; Cumberbatch, Jewel; Wang, Meng; Zhang, Qiong

2017-03-01

Anaerobic co-digestion has a potential to improve biogas production, but limited kinetic information is available for co-digestion. This study introduced regression-based models to estimate the kinetic parameters for the co-digestion of microalgae and Waste Activated Sludge (WAS). The models were developed using the ratios of co-substrates and the kinetic parameters for the single substrate as indicators. The models were applied to the modified first-order kinetics and Monod model to determine the rate of hydrolysis and methanogenesis for the co-digestion. The results showed that the model using a hyperbola function was better for the estimation of the first-order kinetic coefficients, while the model using inverse tangent function closely estimated the Monod kinetic parameters. The models can be used for estimating kinetic parameters for not only microalgae-WAS co-digestion but also other substrates' co-digestion such as microalgae-swine manure and WAS-aquatic plants. Copyright © 2016 Elsevier Ltd. All rights reserved.

A Comparison of Pseudo-Maximum Likelihood and Asymptotically Distribution-Free Dynamic Factor Analysis Parameter Estimation in Fitting Covariance Structure Models to Block-Toeplitz Matrices Representing Single-Subject Multivariate Time-Series.

ERIC Educational Resources Information Center

Molenaar, Peter C. M.; Nesselroade, John R.

1998-01-01

Pseudo-Maximum Likelihood (p-ML) and Asymptotically Distribution Free (ADF) estimation methods for estimating dynamic factor model parameters within a covariance structure framework were compared through a Monte Carlo simulation. Both methods appear to give consistent model parameter estimates, but only ADF gives standard errors and chi-square…

Generalized sensitivity analysis of the minimal model of the intravenous glucose tolerance test.

PubMed

Munir, Mohammad

2018-06-01

Generalized sensitivity functions characterize the sensitivity of the parameter estimates with respect to the nominal parameters. We observe from the generalized sensitivity analysis of the minimal model of the intravenous glucose tolerance test that the measurements of insulin, 62 min after the administration of the glucose bolus into the experimental subject's body, possess no information about the parameter estimates. The glucose measurements possess the information about the parameter estimates up to three hours. These observations have been verified by the parameter estimation of the minimal model. The standard errors of the estimates and crude Monte Carlo process also confirm this observation. Copyright © 2018 Elsevier Inc. All rights reserved.

A framework for scalable parameter estimation of gene circuit models using structural information.

PubMed

Kuwahara, Hiroyuki; Fan, Ming; Wang, Suojin; Gao, Xin

2013-07-01

Systematic and scalable parameter estimation is a key to construct complex gene regulatory models and to ultimately facilitate an integrative systems biology approach to quantitatively understand the molecular mechanisms underpinning gene regulation. Here, we report a novel framework for efficient and scalable parameter estimation that focuses specifically on modeling of gene circuits. Exploiting the structure commonly found in gene circuit models, this framework decomposes a system of coupled rate equations into individual ones and efficiently integrates them separately to reconstruct the mean time evolution of the gene products. The accuracy of the parameter estimates is refined by iteratively increasing the accuracy of numerical integration using the model structure. As a case study, we applied our framework to four gene circuit models with complex dynamics based on three synthetic datasets and one time series microarray data set. We compared our framework to three state-of-the-art parameter estimation methods and found that our approach consistently generated higher quality parameter solutions efficiently. Although many general-purpose parameter estimation methods have been applied for modeling of gene circuits, our results suggest that the use of more tailored approaches to use domain-specific information may be a key to reverse engineering of complex biological systems. http://sfb.kaust.edu.sa/Pages/Software.aspx. Supplementary data are available at Bioinformatics online.

Cosmological parameter estimation using Particle Swarm Optimization

NASA Astrophysics Data System (ADS)

Prasad, J.; Souradeep, T.

2014-03-01

Constraining parameters of a theoretical model from observational data is an important exercise in cosmology. There are many theoretically motivated models, which demand greater number of cosmological parameters than the standard model of cosmology uses, and make the problem of parameter estimation challenging. It is a common practice to employ Bayesian formalism for parameter estimation for which, in general, likelihood surface is probed. For the standard cosmological model with six parameters, likelihood surface is quite smooth and does not have local maxima, and sampling based methods like Markov Chain Monte Carlo (MCMC) method are quite successful. However, when there are a large number of parameters or the likelihood surface is not smooth, other methods may be more effective. In this paper, we have demonstrated application of another method inspired from artificial intelligence, called Particle Swarm Optimization (PSO) for estimating cosmological parameters from Cosmic Microwave Background (CMB) data taken from the WMAP satellite.

On-line implementation of nonlinear parameter estimation for the Space Shuttle main engine

NASA Technical Reports Server (NTRS)

Buckland, Julia H.; Musgrave, Jeffrey L.; Walker, Bruce K.

1992-01-01

We investigate the performance of a nonlinear estimation scheme applied to the estimation of several parameters in a performance model of the Space Shuttle Main Engine. The nonlinear estimator is based upon the extended Kalman filter which has been augmented to provide estimates of several key performance variables. The estimated parameters are directly related to the efficiency of both the low pressure and high pressure fuel turbopumps. Decreases in the parameter estimates may be interpreted as degradations in turbine and/or pump efficiencies which can be useful measures for an online health monitoring algorithm. This paper extends previous work which has focused on off-line parameter estimation by investigating the filter's on-line potential from a computational standpoint. ln addition, we examine the robustness of the algorithm to unmodeled dynamics. The filter uses a reduced-order model of the engine that includes only fuel-side dynamics. The on-line results produced during this study are comparable to off-line results generated previously. The results show that the parameter estimates are sensitive to dynamics not included in the filter model. Off-line results using an extended Kalman filter with a full order engine model to address the robustness problems of the reduced-order model are also presented.

On-line estimation of error covariance parameters for atmospheric data assimilation

NASA Technical Reports Server (NTRS)

Dee, Dick P.

1995-01-01

A simple scheme is presented for on-line estimation of covariance parameters in statistical data assimilation systems. The scheme is based on a maximum-likelihood approach in which estimates are produced on the basis of a single batch of simultaneous observations. Simple-sample covariance estimation is reasonable as long as the number of available observations exceeds the number of tunable parameters by two or three orders of magnitude. Not much is known at present about model error associated with actual forecast systems. Our scheme can be used to estimate some important statistical model error parameters such as regionally averaged variances or characteristic correlation length scales. The advantage of the single-sample approach is that it does not rely on any assumptions about the temporal behavior of the covariance parameters: time-dependent parameter estimates can be continuously adjusted on the basis of current observations. This is of practical importance since it is likely to be the case that both model error and observation error strongly depend on the actual state of the atmosphere. The single-sample estimation scheme can be incorporated into any four-dimensional statistical data assimilation system that involves explicit calculation of forecast error covariances, including optimal interpolation (OI) and the simplified Kalman filter (SKF). The computational cost of the scheme is high but not prohibitive; on-line estimation of one or two covariance parameters in each analysis box of an operational bozed-OI system is currently feasible. A number of numerical experiments performed with an adaptive SKF and an adaptive version of OI, using a linear two-dimensional shallow-water model and artificially generated model error are described. The performance of the nonadaptive versions of these methods turns out to depend rather strongly on correct specification of model error parameters. These parameters are estimated under a variety of conditions, including uniformly distributed model error and time-dependent model error statistics.

A New Formulation of the Filter-Error Method for Aerodynamic Parameter Estimation in Turbulence

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2015-01-01

A new formulation of the filter-error method for estimating aerodynamic parameters in nonlinear aircraft dynamic models during turbulence was developed and demonstrated. The approach uses an estimate of the measurement noise covariance to identify the model parameters, their uncertainties, and the process noise covariance, in a relaxation method analogous to the output-error method. Prior information on the model parameters and uncertainties can be supplied, and a post-estimation correction to the uncertainty was included to account for colored residuals not considered in the theory. No tuning parameters, needing adjustment by the analyst, are used in the estimation. The method was demonstrated in simulation using the NASA Generic Transport Model, then applied to the subscale T-2 jet-engine transport aircraft flight. Modeling results in different levels of turbulence were compared with results from time-domain output error and frequency- domain equation error methods to demonstrate the effectiveness of the approach.

Comparing Parameter Estimation Techniques for an Electrical Power Transformer Oil Temperature Prediction Model

NASA Technical Reports Server (NTRS)

Morris, A. Terry

1999-01-01

This paper examines various sources of error in MIT's improved top oil temperature rise over ambient temperature model and estimation process. The sources of error are the current parameter estimation technique, quantization noise, and post-processing of the transformer data. Results from this paper will show that an output error parameter estimation technique should be selected to replace the current least squares estimation technique. The output error technique obtained accurate predictions of transformer behavior, revealed the best error covariance, obtained consistent parameter estimates, and provided for valid and sensible parameters. This paper will also show that the output error technique should be used to minimize errors attributed to post-processing (decimation) of the transformer data. Models used in this paper are validated using data from a large transformer in service.

ESTIMATION OF CONSTANT AND TIME-VARYING DYNAMIC PARAMETERS OF HIV INFECTION IN A NONLINEAR DIFFERENTIAL EQUATION MODEL.

PubMed

Liang, Hua; Miao, Hongyu; Wu, Hulin

2010-03-01

Modeling viral dynamics in HIV/AIDS studies has resulted in deep understanding of pathogenesis of HIV infection from which novel antiviral treatment guidance and strategies have been derived. Viral dynamics models based on nonlinear differential equations have been proposed and well developed over the past few decades. However, it is quite challenging to use experimental or clinical data to estimate the unknown parameters (both constant and time-varying parameters) in complex nonlinear differential equation models. Therefore, investigators usually fix some parameter values, from the literature or by experience, to obtain only parameter estimates of interest from clinical or experimental data. However, when such prior information is not available, it is desirable to determine all the parameter estimates from data. In this paper, we intend to combine the newly developed approaches, a multi-stage smoothing-based (MSSB) method and the spline-enhanced nonlinear least squares (SNLS) approach, to estimate all HIV viral dynamic parameters in a nonlinear differential equation model. In particular, to the best of our knowledge, this is the first attempt to propose a comparatively thorough procedure, accounting for both efficiency and accuracy, to rigorously estimate all key kinetic parameters in a nonlinear differential equation model of HIV dynamics from clinical data. These parameters include the proliferation rate and death rate of uninfected HIV-targeted cells, the average number of virions produced by an infected cell, and the infection rate which is related to the antiviral treatment effect and is time-varying. To validate the estimation methods, we verified the identifiability of the HIV viral dynamic model and performed simulation studies. We applied the proposed techniques to estimate the key HIV viral dynamic parameters for two individual AIDS patients treated with antiretroviral therapies. We demonstrate that HIV viral dynamics can be well characterized and quantified for individual patients. As a result, personalized treatment decision based on viral dynamic models is possible.

Quantification of tumor perfusion using dynamic contrast-enhanced ultrasound: impact of mathematical modeling

NASA Astrophysics Data System (ADS)

Doury, Maxime; Dizeux, Alexandre; de Cesare, Alain; Lucidarme, Olivier; Pellot-Barakat, Claire; Bridal, S. Lori; Frouin, Frédérique

2017-02-01

Dynamic contrast-enhanced ultrasound has been proposed to monitor tumor therapy, as a complement to volume measurements. To assess the variability of perfusion parameters in ideal conditions, four consecutive test-retest studies were acquired in a mouse tumor model, using controlled injections. The impact of mathematical modeling on parameter variability was then investigated. Coefficients of variation (CV) of tissue blood volume (BV) and tissue blood flow (BF) based-parameters were estimated inside 32 sub-regions of the tumors, comparing the log-normal (LN) model with a one-compartment model fed by an arterial input function (AIF) and improved by the introduction of a time delay parameter. Relative perfusion parameters were also estimated by normalization of the LN parameters and normalization of the one-compartment parameters estimated with the AIF, using a reference tissue (RT) region. A direct estimation (rRTd) of relative parameters, based on the one-compartment model without using the AIF, was also obtained by using the kinetics inside the RT region. Results of test-retest studies show that absolute regional parameters have high CV, whatever the approach, with median values of about 30% for BV, and 40% for BF. The positive impact of normalization was established, showing a coherent estimation of relative parameters, with reduced CV (about 20% for BV and 30% for BF using the rRTd approach). These values were significantly lower (p  <  0.05) than the CV of absolute parameters. The rRTd approach provided the smallest CV and should be preferred for estimating relative perfusion parameters.

Estimating model parameters for an impact-produced shock-wave simulation: Optimal use of partial data with the extended Kalman filter

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kao, Jim; Flicker, Dawn; Ide, Kayo

2006-05-20

This paper builds upon our recent data assimilation work with the extended Kalman filter (EKF) method [J. Kao, D. Flicker, R. Henninger, S. Frey, M. Ghil, K. Ide, Data assimilation with an extended Kalman filter for an impact-produced shock-wave study, J. Comp. Phys. 196 (2004) 705-723.]. The purpose is to test the capability of EKF in optimizing a model's physical parameters. The problem is to simulate the evolution of a shock produced through a high-speed flyer plate. In the earlier work, we have showed that the EKF allows one to estimate the evolving state of the shock wave from amore » single pressure measurement, assuming that all model parameters are known. In the present paper, we show that imperfectly known model parameters can also be estimated accordingly, along with the evolving model state, from the same single measurement. The model parameter optimization using the EKF can be achieved through a simple modification of the original EKF formalism by including the model parameters into an augmented state variable vector. While the regular state variables are governed by both deterministic and stochastic forcing mechanisms, the parameters are only subject to the latter. The optimally estimated model parameters are thus obtained through a unified assimilation operation. We show that improving the accuracy of the model parameters also improves the state estimate. The time variation of the optimized model parameters results from blending the data and the corresponding values generated from the model and lies within a small range, of less than 2%, from the parameter values of the original model. The solution computed with the optimized parameters performs considerably better and has a smaller total variance than its counterpart using the original time-constant parameters. These results indicate that the model parameters play a dominant role in the performance of the shock-wave hydrodynamic code at hand.« less

Estimation of sum-to-one constrained parameters with non-Gaussian extensions of ensemble-based Kalman filters: application to a 1D ocean biogeochemical model

NASA Astrophysics Data System (ADS)

Simon, E.; Bertino, L.; Samuelsen, A.

2011-12-01

Combined state-parameter estimation in ocean biogeochemical models with ensemble-based Kalman filters is a challenging task due to the non-linearity of the models, the constraints of positiveness that apply to the variables and parameters, and the non-Gaussian distribution of the variables in which they result. Furthermore, these models are sensitive to numerous parameters that are poorly known. Previous works [1] demonstrated that the Gaussian anamorphosis extensions of ensemble-based Kalman filters were relevant tools to perform combined state-parameter estimation in such non-Gaussian framework. In this study, we focus on the estimation of the grazing preferences parameters of zooplankton species. These parameters are introduced to model the diet of zooplankton species among phytoplankton species and detritus. They are positive values and their sum is equal to one. Because the sum-to-one constraint cannot be handled by ensemble-based Kalman filters, a reformulation of the parameterization is proposed. We investigate two types of changes of variables for the estimation of sum-to-one constrained parameters. The first one is based on Gelman [2] and leads to the estimation of normal distributed parameters. The second one is based on the representation of the unit sphere in spherical coordinates and leads to the estimation of parameters with bounded distributions (triangular or uniform). These formulations are illustrated and discussed in the framework of twin experiments realized in the 1D coupled model GOTM-NORWECOM with Gaussian anamorphosis extensions of the deterministic ensemble Kalman filter (DEnKF). [1] Simon E., Bertino L. : Gaussian anamorphosis extension of the DEnKF for combined state and parameter estimation : application to a 1D ocean ecosystem model. Journal of Marine Systems, 2011. doi :10.1016/j.jmarsys.2011.07.007 [2] Gelman A. : Method of Moments Using Monte Carlo Simulation. Journal of Computational and Graphical Statistics, 4, 1, 36-54, 1995.

Model-based estimation for dynamic cardiac studies using ECT.

PubMed

Chiao, P C; Rogers, W L; Clinthorne, N H; Fessler, J A; Hero, A O

1994-01-01

The authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (emission computed tomography). They construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. They also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performance to the Cramer-Rao lower bound. Finally, the authors discuss model assumptions and potential uses of the joint estimation strategy.

Selecting Sensitive Parameter Subsets in Dynamical Models With Application to Biomechanical System Identification.

PubMed

Ramadan, Ahmed; Boss, Connor; Choi, Jongeun; Peter Reeves, N; Cholewicki, Jacek; Popovich, John M; Radcliffe, Clark J

2018-07-01

Estimating many parameters of biomechanical systems with limited data may achieve good fit but may also increase 95% confidence intervals in parameter estimates. This results in poor identifiability in the estimation problem. Therefore, we propose a novel method to select sensitive biomechanical model parameters that should be estimated, while fixing the remaining parameters to values obtained from preliminary estimation. Our method relies on identifying the parameters to which the measurement output is most sensitive. The proposed method is based on the Fisher information matrix (FIM). It was compared against the nonlinear least absolute shrinkage and selection operator (LASSO) method to guide modelers on the pros and cons of our FIM method. We present an application identifying a biomechanical parametric model of a head position-tracking task for ten human subjects. Using measured data, our method (1) reduced model complexity by only requiring five out of twelve parameters to be estimated, (2) significantly reduced parameter 95% confidence intervals by up to 89% of the original confidence interval, (3) maintained goodness of fit measured by variance accounted for (VAF) at 82%, (4) reduced computation time, where our FIM method was 164 times faster than the LASSO method, and (5) selected similar sensitive parameters to the LASSO method, where three out of five selected sensitive parameters were shared by FIM and LASSO methods.

Multi-objective optimization in quantum parameter estimation

NASA Astrophysics Data System (ADS)

Gong, BeiLi; Cui, Wei

2018-04-01

We investigate quantum parameter estimation based on linear and Kerr-type nonlinear controls in an open quantum system, and consider the dissipation rate as an unknown parameter. We show that while the precision of parameter estimation is improved, it usually introduces a significant deformation to the system state. Moreover, we propose a multi-objective model to optimize the two conflicting objectives: (1) maximizing the Fisher information, improving the parameter estimation precision, and (2) minimizing the deformation of the system state, which maintains its fidelity. Finally, simulations of a simplified ɛ-constrained model demonstrate the feasibility of the Hamiltonian control in improving the precision of the quantum parameter estimation.

An architecture for efficient gravitational wave parameter estimation with multimodal linear surrogate models

NASA Astrophysics Data System (ADS)

O'Shaughnessy, Richard; Blackman, Jonathan; Field, Scott E.

2017-07-01

The recent direct observation of gravitational waves has further emphasized the desire for fast, low-cost, and accurate methods to infer the parameters of gravitational wave sources. Due to expense in waveform generation and data handling, the cost of evaluating the likelihood function limits the computational performance of these calculations. Building on recently developed surrogate models and a novel parameter estimation pipeline, we show how to quickly generate the likelihood function as an analytic, closed-form expression. Using a straightforward variant of a production-scale parameter estimation code, we demonstrate our method using surrogate models of effective-one-body and numerical relativity waveforms. Our study is the first time these models have been used for parameter estimation and one of the first ever parameter estimation calculations with multi-modal numerical relativity waveforms, which include all \\ell ≤slant 4 modes. Our grid-free method enables rapid parameter estimation for any waveform with a suitable reduced-order model. The methods described in this paper may also find use in other data analysis studies, such as vetting coincident events or the computation of the coalescing-compact-binary detection statistic.

The Beta-Geometric Model Applied to Fecundability in a Sample of Married Women

NASA Astrophysics Data System (ADS)

Adekanmbi, D. B.; Bamiduro, T. A.

2006-10-01

The time required to achieve pregnancy among married couples termed fecundability has been proposed to follow a beta-geometric distribution. The accuracy of the method used in estimating the parameters of the model has an implication on the goodness of fit of the model. In this study, the parameters of the model are estimated using the Method of Moments and Newton-Raphson estimation procedure. The goodness of fit of the model was considered, using estimates from the two methods of estimation, as well as the asymptotic relative efficiency of the estimates. A noticeable improvement in the fit of the model to the data on time to conception was observed, when the parameters are estimated by Newton-Raphson procedure, and thereby estimating reasonable expectations of fecundability for married female population in the country.

Poster — Thur Eve — 44: Linearization of Compartmental Models for More Robust Estimates of Regional Hemodynamic, Metabolic and Functional Parameters using DCE-CT/PET Imaging

DOE Office of Scientific and Technical Information (OSTI.GOV)

Blais, AR; Dekaban, M; Lee, T-Y

2014-08-15

Quantitative analysis of dynamic positron emission tomography (PET) data usually involves minimizing a cost function with nonlinear regression, wherein the choice of starting parameter values and the presence of local minima affect the bias and variability of the estimated kinetic parameters. These nonlinear methods can also require lengthy computation time, making them unsuitable for use in clinical settings. Kinetic modeling of PET aims to estimate the rate parameter k{sub 3}, which is the binding affinity of the tracer to a biological process of interest and is highly susceptible to noise inherent in PET image acquisition. We have developed linearized kineticmore » models for kinetic analysis of dynamic contrast enhanced computed tomography (DCE-CT)/PET imaging, including a 2-compartment model for DCE-CT and a 3-compartment model for PET. Use of kinetic parameters estimated from DCE-CT can stabilize the kinetic analysis of dynamic PET data, allowing for more robust estimation of k{sub 3}. Furthermore, these linearized models are solved with a non-negative least squares algorithm and together they provide other advantages including: 1) only one possible solution and they do not require a choice of starting parameter values, 2) parameter estimates are comparable in accuracy to those from nonlinear models, 3) significantly reduced computational time. Our simulated data show that when blood volume and permeability are estimated with DCE-CT, the bias of k{sub 3} estimation with our linearized model is 1.97 ± 38.5% for 1,000 runs with a signal-to-noise ratio of 10. In summary, we have developed a computationally efficient technique for accurate estimation of k{sub 3} from noisy dynamic PET data.« less

Nonlinear, discrete flood event models, 1. Bayesian estimation of parameters

NASA Astrophysics Data System (ADS)

Bates, Bryson C.; Townley, Lloyd R.

1988-05-01

In this paper (Part 1), a Bayesian procedure for parameter estimation is applied to discrete flood event models. The essence of the procedure is the minimisation of a sum of squares function for models in which the computed peak discharge is nonlinear in terms of the parameters. This objective function is dependent on the observed and computed peak discharges for several storms on the catchment, information on the structure of observation error, and prior information on parameter values. The posterior covariance matrix gives a measure of the precision of the estimated parameters. The procedure is demonstrated using rainfall and runoff data from seven Australian catchments. It is concluded that the procedure is a powerful alternative to conventional parameter estimation techniques in situations where a number of floods are available for parameter estimation. Parts 2 and 3 will discuss the application of statistical nonlinearity measures and prediction uncertainty analysis to calibrated flood models. Bates (this volume) and Bates and Townley (this volume).

Dynamic Modeling from Flight Data with Unknown Time Skews

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2016-01-01

A method for estimating dynamic model parameters from flight data with unknown time skews is described and demonstrated. The method combines data reconstruction, nonlinear optimization, and equation-error parameter estimation in the frequency domain to accurately estimate both dynamic model parameters and the relative time skews in the data. Data from a nonlinear F-16 aircraft simulation with realistic noise, instrumentation errors, and arbitrary time skews were used to demonstrate the approach. The approach was further evaluated using flight data from a subscale jet transport aircraft, where the measured data were known to have relative time skews. Comparison of modeling results obtained from time-skewed and time-synchronized data showed that the method accurately estimates both dynamic model parameters and relative time skew parameters from flight data with unknown time skews.

Quantifying model-structure- and parameter-driven uncertainties in spring wheat phenology prediction with Bayesian analysis

DOE PAGES

Alderman, Phillip D.; Stanfill, Bryan

2016-10-06

Recent international efforts have brought renewed emphasis on the comparison of different agricultural systems models. Thus far, analysis of model-ensemble simulated results has not clearly differentiated between ensemble prediction uncertainties due to model structural differences per se and those due to parameter value uncertainties. Additionally, despite increasing use of Bayesian parameter estimation approaches with field-scale crop models, inadequate attention has been given to the full posterior distributions for estimated parameters. The objectives of this study were to quantify the impact of parameter value uncertainty on prediction uncertainty for modeling spring wheat phenology using Bayesian analysis and to assess the relativemore » contributions of model-structure-driven and parameter-value-driven uncertainty to overall prediction uncertainty. This study used a random walk Metropolis algorithm to estimate parameters for 30 spring wheat genotypes using nine phenology models based on multi-location trial data for days to heading and days to maturity. Across all cases, parameter-driven uncertainty accounted for between 19 and 52% of predictive uncertainty, while model-structure-driven uncertainty accounted for between 12 and 64%. Here, this study demonstrated the importance of quantifying both model-structure- and parameter-value-driven uncertainty when assessing overall prediction uncertainty in modeling spring wheat phenology. More generally, Bayesian parameter estimation provided a useful framework for quantifying and analyzing sources of prediction uncertainty.« less

Bias-Corrected Estimation of Noncentrality Parameters of Covariance Structure Models

ERIC Educational Resources Information Center

Raykov, Tenko

2005-01-01

A bias-corrected estimator of noncentrality parameters of covariance structure models is discussed. The approach represents an application of the bootstrap methodology for purposes of bias correction, and utilizes the relation between average of resample conventional noncentrality parameter estimates and their sample counterpart. The…

Estimating system parameters for solvent-water and plant cuticle-water using quantum chemically estimated Abraham solute parameters.

PubMed

Liang, Yuzhen; Torralba-Sanchez, Tifany L; Di Toro, Dominic M

2018-04-18

Polyparameter Linear Free Energy Relationships (pp-LFERs) using Abraham system parameters have many useful applications. However, developing the Abraham system parameters depends on the availability and quality of the Abraham solute parameters. Using Quantum Chemically estimated Abraham solute Parameters (QCAP) is shown to produce pp-LFERs that have lower root mean square errors (RMSEs) of predictions for solvent-water partition coefficients than parameters that are estimated using other presently available methods. pp-LFERs system parameters are estimated for solvent-water, plant cuticle-water systems, and for novel compounds using QCAP solute parameters and experimental partition coefficients. Refitting the system parameter improves the calculation accuracy and eliminates the bias. Refitted models for solvent-water partition coefficients using QCAP solute parameters give better results (RMSE = 0.278 to 0.506 log units for 24 systems) than those based on ABSOLV (0.326 to 0.618) and QSPR (0.294 to 0.700) solute parameters. For munition constituents and munition-like compounds not included in the calibration of the refitted model, QCAP solute parameters produce pp-LFER models with much lower RMSEs for solvent-water partition coefficients (RMSE = 0.734 and 0.664 for original and refitted model, respectively) than ABSOLV (4.46 and 5.98) and QSPR (2.838 and 2.723). Refitting plant cuticle-water pp-LFER including munition constituents using QCAP solute parameters also results in lower RMSE (RMSE = 0.386) than that using ABSOLV (0.778) and QSPR (0.512) solute parameters. Therefore, for fitting a model in situations for which experimental data exist and system parameters can be re-estimated, or for which system parameters do not exist and need to be developed, QCAP is the quantum chemical method of choice.

Parameters Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model

NASA Astrophysics Data System (ADS)

Zuhdi, Shaifudin; Retno Sari Saputro, Dewi; Widyaningsih, Purnami

2017-06-01

A regression model is the representation of relationship between independent variable and dependent variable. The dependent variable has categories used in the logistic regression model to calculate odds on. The logistic regression model for dependent variable has levels in the logistics regression model is ordinal. GWOLR model is an ordinal logistic regression model influenced the geographical location of the observation site. Parameters estimation in the model needed to determine the value of a population based on sample. The purpose of this research is to parameters estimation of GWOLR model using R software. Parameter estimation uses the data amount of dengue fever patients in Semarang City. Observation units used are 144 villages in Semarang City. The results of research get GWOLR model locally for each village and to know probability of number dengue fever patient categories.

Improved battery parameter estimation method considering operating scenarios for HEV/EV applications

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Jufeng; Xia, Bing; Shang, Yunlong

This study presents an improved battery parameter estimation method based on typical operating scenarios in hybrid electric vehicles and pure electric vehicles. Compared with the conventional estimation methods, the proposed method takes both the constant-current charging and the dynamic driving scenarios into account, and two separate sets of model parameters are estimated through different parts of the pulse-rest test. The model parameters for the constant-charging scenario are estimated from the data in the pulse-charging periods, while the model parameters for the dynamic driving scenario are estimated from the data in the rest periods, and the length of the fitted datasetmore » is determined by the spectrum analysis of the load current. In addition, the unsaturated phenomenon caused by the long-term resistor-capacitor (RC) network is analyzed, and the initial voltage expressions of the RC networks in the fitting functions are improved to ensure a higher model fidelity. Simulation and experiment results validated the feasibility of the developed estimation method.« less

Improved battery parameter estimation method considering operating scenarios for HEV/EV applications

DOE PAGES

Yang, Jufeng; Xia, Bing; Shang, Yunlong; ...

2016-12-22

This study presents an improved battery parameter estimation method based on typical operating scenarios in hybrid electric vehicles and pure electric vehicles. Compared with the conventional estimation methods, the proposed method takes both the constant-current charging and the dynamic driving scenarios into account, and two separate sets of model parameters are estimated through different parts of the pulse-rest test. The model parameters for the constant-charging scenario are estimated from the data in the pulse-charging periods, while the model parameters for the dynamic driving scenario are estimated from the data in the rest periods, and the length of the fitted datasetmore » is determined by the spectrum analysis of the load current. In addition, the unsaturated phenomenon caused by the long-term resistor-capacitor (RC) network is analyzed, and the initial voltage expressions of the RC networks in the fitting functions are improved to ensure a higher model fidelity. Simulation and experiment results validated the feasibility of the developed estimation method.« less

Bayesian-MCMC-based parameter estimation of stealth aircraft RCS models

NASA Astrophysics Data System (ADS)

Xia, Wei; Dai, Xiao-Xia; Feng, Yuan

2015-12-01

When modeling a stealth aircraft with low RCS (Radar Cross Section), conventional parameter estimation methods may cause a deviation from the actual distribution, owing to the fact that the characteristic parameters are estimated via directly calculating the statistics of RCS. The Bayesian-Markov Chain Monte Carlo (Bayesian-MCMC) method is introduced herein to estimate the parameters so as to improve the fitting accuracies of fluctuation models. The parameter estimations of the lognormal and the Legendre polynomial models are reformulated in the Bayesian framework. The MCMC algorithm is then adopted to calculate the parameter estimates. Numerical results show that the distribution curves obtained by the proposed method exhibit improved consistence with the actual ones, compared with those fitted by the conventional method. The fitting accuracy could be improved by no less than 25% for both fluctuation models, which implies that the Bayesian-MCMC method might be a good candidate among the optimal parameter estimation methods for stealth aircraft RCS models. Project supported by the National Natural Science Foundation of China (Grant No. 61101173), the National Basic Research Program of China (Grant No. 613206), the National High Technology Research and Development Program of China (Grant No. 2012AA01A308), the State Scholarship Fund by the China Scholarship Council (CSC), and the Oversea Academic Training Funds, and University of Electronic Science and Technology of China (UESTC).

System health monitoring using multiple-model adaptive estimation techniques

NASA Astrophysics Data System (ADS)

Sifford, Stanley Ryan

Monitoring system health for fault detection and diagnosis by tracking system parameters concurrently with state estimates is approached using a new multiple-model adaptive estimation (MMAE) method. This novel method is called GRid-based Adaptive Parameter Estimation (GRAPE). GRAPE expands existing MMAE methods by using new techniques to sample the parameter space. GRAPE expands on MMAE with the hypothesis that sample models can be applied and resampled without relying on a predefined set of models. GRAPE is initially implemented in a linear framework using Kalman filter models. A more generalized GRAPE formulation is presented using extended Kalman filter (EKF) models to represent nonlinear systems. GRAPE can handle both time invariant and time varying systems as it is designed to track parameter changes. Two techniques are presented to generate parameter samples for the parallel filter models. The first approach is called selected grid-based stratification (SGBS). SGBS divides the parameter space into equally spaced strata. The second approach uses Latin Hypercube Sampling (LHS) to determine the parameter locations and minimize the total number of required models. LHS is particularly useful when the parameter dimensions grow. Adding more parameters does not require the model count to increase for LHS. Each resample is independent of the prior sample set other than the location of the parameter estimate. SGBS and LHS can be used for both the initial sample and subsequent resamples. Furthermore, resamples are not required to use the same technique. Both techniques are demonstrated for both linear and nonlinear frameworks. The GRAPE framework further formalizes the parameter tracking process through a general approach for nonlinear systems. These additional methods allow GRAPE to either narrow the focus to converged values within a parameter range or expand the range in the appropriate direction to track the parameters outside the current parameter range boundary. Customizable rules define the specific resample behavior when the GRAPE parameter estimates converge. Convergence itself is determined from the derivatives of the parameter estimates using a simple moving average window to filter out noise. The system can be tuned to match the desired performance goals by making adjustments to parameters such as the sample size, convergence criteria, resample criteria, initial sampling method, resampling method, confidence in prior sample covariances, sample delay, and others.

A Practical Guide to Calibration of a GSSHA Hydrologic Model Using ERDC Automated Model Calibration Software - Effective and Efficient Stochastic Global Optimization

DTIC Science & Technology

2012-02-01

parameter estimation method, but rather to carefully describe how to use the ERDC software implementation of MLSL that accommodates the PEST model...model independent LM method based parameter estimation software PEST (Doherty, 2004, 2007a, 2007b), which quantifies model to measure- ment misfit...et al. (2011) focused on one drawback associated with LM-based model independent parameter estimation as implemented in PEST ; viz., that it requires

Improving the realism of hydrologic model through multivariate parameter estimation

NASA Astrophysics Data System (ADS)

Rakovec, Oldrich; Kumar, Rohini; Attinger, Sabine; Samaniego, Luis

2017-04-01

Increased availability and quality of near real-time observations should improve understanding of predictive skills of hydrological models. Recent studies have shown the limited capability of river discharge data alone to adequately constrain different components of distributed model parameterizations. In this study, the GRACE satellite-based total water storage (TWS) anomaly is used to complement the discharge data with an aim to improve the fidelity of mesoscale hydrologic model (mHM) through multivariate parameter estimation. The study is conducted in 83 European basins covering a wide range of hydro-climatic regimes. The model parameterization complemented with the TWS anomalies leads to statistically significant improvements in (1) discharge simulations during low-flow period, and (2) evapotranspiration estimates which are evaluated against independent (FLUXNET) data. Overall, there is no significant deterioration in model performance for the discharge simulations when complemented by information from the TWS anomalies. However, considerable changes in the partitioning of precipitation into runoff components are noticed by in-/exclusion of TWS during the parameter estimation. A cross-validation test carried out to assess the transferability and robustness of the calibrated parameters to other locations further confirms the benefit of complementary TWS data. In particular, the evapotranspiration estimates show more robust performance when TWS data are incorporated during the parameter estimation, in comparison with the benchmark model constrained against discharge only. This study highlights the value for incorporating multiple data sources during parameter estimation to improve the overall realism of hydrologic model and its applications over large domains. Rakovec, O., Kumar, R., Attinger, S. and Samaniego, L. (2016): Improving the realism of hydrologic model functioning through multivariate parameter estimation. Water Resour. Res., 52, http://dx.doi.org/10.1002/2016WR019430

A Systematic Approach to Sensor Selection for Aircraft Engine Health Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2009-01-01

A systematic approach for selecting an optimal suite of sensors for on-board aircraft gas turbine engine health estimation is presented. The methodology optimally chooses the engine sensor suite and the model tuning parameter vector to minimize the Kalman filter mean squared estimation error in the engine s health parameters or other unmeasured engine outputs. This technique specifically addresses the underdetermined estimation problem where there are more unknown system health parameters representing degradation than available sensor measurements. This paper presents the theoretical estimation error equations, and describes the optimization approach that is applied to select the sensors and model tuning parameters to minimize these errors. Two different model tuning parameter vector selection approaches are evaluated: the conventional approach of selecting a subset of health parameters to serve as the tuning parameters, and an alternative approach that selects tuning parameters as a linear combination of all health parameters. Results from the application of the technique to an aircraft engine simulation are presented, and compared to those from an alternative sensor selection strategy.

A Normalized Direct Approach for Estimating the Parameters of the Normal Ogive Three-Parameter Model for Ability Tests.

ERIC Educational Resources Information Center

Gugel, John F.

A new method for estimating the parameters of the normal ogive three-parameter model for multiple-choice test items--the normalized direct (NDIR) procedure--is examined. The procedure is compared to a more commonly used estimation procedure, Lord's LOGIST, using computer simulations. The NDIR procedure uses the normalized (mid-percentile)…

Estimation of parameters in rational reaction rates of molecular biological systems via weighted least squares

NASA Astrophysics Data System (ADS)

Wu, Fang-Xiang; Mu, Lei; Shi, Zhong-Ke

2010-01-01

The models of gene regulatory networks are often derived from statistical thermodynamics principle or Michaelis-Menten kinetics equation. As a result, the models contain rational reaction rates which are nonlinear in both parameters and states. It is challenging to estimate parameters nonlinear in a model although there have been many traditional nonlinear parameter estimation methods such as Gauss-Newton iteration method and its variants. In this article, we develop a two-step method to estimate the parameters in rational reaction rates of gene regulatory networks via weighted linear least squares. This method takes the special structure of rational reaction rates into consideration. That is, in the rational reaction rates, the numerator and the denominator are linear in parameters. By designing a special weight matrix for the linear least squares, parameters in the numerator and the denominator can be estimated by solving two linear least squares problems. The main advantage of the developed method is that it can produce the analytical solutions to the estimation of parameters in rational reaction rates which originally is nonlinear parameter estimation problem. The developed method is applied to a couple of gene regulatory networks. The simulation results show the superior performance over Gauss-Newton method.

Estimation of Graded Response Model Parameters Using MULTILOG.

ERIC Educational Resources Information Center

Baker, Frank B.

1997-01-01

Describes an idiosyncracy of the MULTILOG (D. Thissen, 1991) parameter estimation process discovered during a simulation study involving the graded response model. A misordering reflected in boundary function location parameter estimates resulted in a large negative contribution to the true score followed by a large positive contribution. These…

Recovery of Item Parameters in the Nominal Response Model: A Comparison of Marginal Maximum Likelihood Estimation and Markov Chain Monte Carlo Estimation.

ERIC Educational Resources Information Center

Wollack, James A.; Bolt, Daniel M.; Cohen, Allan S.; Lee, Young-Sun

2002-01-01

Compared the quality of item parameter estimates for marginal maximum likelihood (MML) and Markov Chain Monte Carlo (MCMC) with the nominal response model using simulation. The quality of item parameter recovery was nearly identical for MML and MCMC, and both methods tended to produce good estimates. (SLD)

Reconstructing the hidden states in time course data of stochastic models.

PubMed

Zimmer, Christoph

2015-11-01

Parameter estimation is central for analyzing models in Systems Biology. The relevance of stochastic modeling in the field is increasing. Therefore, the need for tailored parameter estimation techniques is increasing as well. Challenges for parameter estimation are partial observability, measurement noise, and the computational complexity arising from the dimension of the parameter space. This article extends the multiple shooting for stochastic systems' method, developed for inference in intrinsic stochastic systems. The treatment of extrinsic noise and the estimation of the unobserved states is improved, by taking into account the correlation between unobserved and observed species. This article demonstrates the power of the method on different scenarios of a Lotka-Volterra model, including cases in which the prey population dies out or explodes, and a Calcium oscillation system. Besides showing how the new extension improves the accuracy of the parameter estimates, this article analyzes the accuracy of the state estimates. In contrast to previous approaches, the new approach is well able to estimate states and parameters for all the scenarios. As it does not need stochastic simulations, it is of the same order of speed as conventional least squares parameter estimation methods with respect to computational time. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.

PubMed

Wiecki, Thomas V; Sofer, Imri; Frank, Michael J

2013-01-01

The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/

Comparing Three Estimation Methods for the Three-Parameter Logistic IRT Model

ERIC Educational Resources Information Center

Lamsal, Sunil

2015-01-01

Different estimation procedures have been developed for the unidimensional three-parameter item response theory (IRT) model. These techniques include the marginal maximum likelihood estimation, the fully Bayesian estimation using Markov chain Monte Carlo simulation techniques, and the Metropolis-Hastings Robbin-Monro estimation. With each…

JuPOETs: a constrained multiobjective optimization approach to estimate biochemical model ensembles in the Julia programming language.

PubMed

Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D

2017-01-25

Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open source, available under an MIT license, and can be installed using the Julia package manager from the JuPOETs GitHub repository.

Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks.

PubMed

Rumschinski, Philipp; Borchers, Steffen; Bosio, Sandro; Weismantel, Robert; Findeisen, Rolf

2010-05-25

Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates.

Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks

PubMed Central

2010-01-01

Background Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. Results In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. Conclusions The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates. PMID:20500862

Assessing Interval Estimation Methods for Hill Model ...

EPA Pesticide Factsheets

The Hill model of concentration-response is ubiquitous in toxicology, perhaps because its parameters directly relate to biologically significant metrics of toxicity such as efficacy and potency. Point estimates of these parameters obtained through least squares regression or maximum likelihood are commonly used in high-throughput risk assessment, but such estimates typically fail to include reliable information concerning confidence in (or precision of) the estimates. To address this issue, we examined methods for assessing uncertainty in Hill model parameter estimates derived from concentration-response data. In particular, using a sample of ToxCast concentration-response data sets, we applied four methods for obtaining interval estimates that are based on asymptotic theory, bootstrapping (two varieties), and Bayesian parameter estimation, and then compared the results. These interval estimation methods generally did not agree, so we devised a simulation study to assess their relative performance. We generated simulated data by constructing four statistical error models capable of producing concentration-response data sets comparable to those observed in ToxCast. We then applied the four interval estimation methods to the simulated data and compared the actual coverage of the interval estimates to the nominal coverage (e.g., 95%) in order to quantify performance of each of the methods in a variety of cases (i.e., different values of the true Hill model paramet

Single neuron modeling and data assimilation in BNST neurons

NASA Astrophysics Data System (ADS)

Farsian, Reza

Neurons, although tiny in size, are vastly complicated systems, which are responsible for the most basic yet essential functions of any nervous system. Even the most simple models of single neurons are usually high dimensional, nonlinear, and contain many parameters and states which are unobservable in a typical neurophysiological experiment. One of the most fundamental problems in experimental neurophysiology is the estimation of these parameters and states, since knowing their values is essential in identification, model construction, and forward prediction of biological neurons. Common methods of parameter and state estimation do not perform well for neural models due to their high dimensionality and nonlinearity. In this dissertation, two alternative approaches for parameters and state estimation of biological neurons have been demonstrated: dynamical parameter estimation (DPE) and a Markov Chain Monte Carlo (MCMC) method. The first method uses elements of chaos control and synchronization theory for parameter and state estimation. MCMC is a statistical approach which uses a path integral formulation to evaluate a mean and an error bound for these unobserved parameters and states. These methods have been applied to biological system of neurons in Bed Nucleus of Stria Termialis neurons (BNST) of rats. State and parameters of neurons in both systems were estimated, and their value were used for recreating a realistic model and predicting the behavior of the neurons successfully. The knowledge of biological parameters can ultimately provide a better understanding of the internal dynamics of a neuron in order to build robust models of neuron networks.

Mammalian cell culture process for monoclonal antibody production: nonlinear modelling and parameter estimation.

PubMed

Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad; Roman, Monica

2015-01-01

Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies.

Mammalian Cell Culture Process for Monoclonal Antibody Production: Nonlinear Modelling and Parameter Estimation

PubMed Central

Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad

2015-01-01

Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies. PMID:25685797

Estimation of key parameters in adaptive neuron model according to firing patterns based on improved particle swarm optimization algorithm

NASA Astrophysics Data System (ADS)

Yuan, Chunhua; Wang, Jiang; Yi, Guosheng

2017-03-01

Estimation of ion channel parameters is crucial to spike initiation of neurons. The biophysical neuron models have numerous ion channel parameters, but only a few of them play key roles in the firing patterns of the models. So we choose three parameters featuring the adaptation in the Ermentrout neuron model to be estimated. However, the traditional particle swarm optimization (PSO) algorithm is still easy to fall into local optimum and has the premature convergence phenomenon in the study of some problems. In this paper, we propose an improved method that uses a concave function and dynamic logistic chaotic mapping mixed to adjust the inertia weights of the fitness value, effectively improve the global convergence ability of the algorithm. The perfect predicting firing trajectories of the rebuilt model using the estimated parameters prove that only estimating a few important ion channel parameters can establish the model well and the proposed algorithm is effective. Estimations using two classic PSO algorithms are also compared to the improved PSO to verify that the algorithm proposed in this paper can avoid local optimum and quickly converge to the optimal value. The results provide important theoretical foundations for building biologically realistic neuron models.

Model-based estimation for dynamic cardiac studies using ECT

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chiao, P.C.; Rogers, W.L.; Clinthorne, N.H.

1994-06-01

In this paper, the authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (Emission Computed Tomography). The authors construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. The authors also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performancemore » to the Cramer-Rao lower bound. Finally, model assumptions and potential uses of the joint estimation strategy are discussed.« less

Inverse estimation of parameters for an estuarine eutrophication model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shen, J.; Kuo, A.Y.

1996-11-01

An inverse model of an estuarine eutrophication model with eight state variables is developed. It provides a framework to estimate parameter values of the eutrophication model by assimilation of concentration data of these state variables. The inverse model using the variational technique in conjunction with a vertical two-dimensional eutrophication model is general enough to be applicable to aid model calibration. The formulation is illustrated by conducting a series of numerical experiments for the tidal Rappahannock River, a western shore tributary of the Chesapeake Bay. The numerical experiments of short-period model simulations with different hypothetical data sets and long-period model simulationsmore » with limited hypothetical data sets demonstrated that the inverse model can be satisfactorily used to estimate parameter values of the eutrophication model. The experiments also showed that the inverse model is useful to address some important questions, such as uniqueness of the parameter estimation and data requirements for model calibration. Because of the complexity of the eutrophication system, degrading of speed of convergence may occur. Two major factors which cause degradation of speed of convergence are cross effects among parameters and the multiple scales involved in the parameter system.« less

Parameter redundancy in discrete state-space and integrated models.

PubMed

Cole, Diana J; McCrea, Rachel S

2016-09-01

Discrete state-space models are used in ecology to describe the dynamics of wild animal populations, with parameters, such as the probability of survival, being of ecological interest. For a particular parametrization of a model it is not always clear which parameters can be estimated. This inability to estimate all parameters is known as parameter redundancy or a model is described as nonidentifiable. In this paper we develop methods that can be used to detect parameter redundancy in discrete state-space models. An exhaustive summary is a combination of parameters that fully specify a model. To use general methods for detecting parameter redundancy a suitable exhaustive summary is required. This paper proposes two methods for the derivation of an exhaustive summary for discrete state-space models using discrete analogues of methods for continuous state-space models. We also demonstrate that combining multiple data sets, through the use of an integrated population model, may result in a model in which all parameters are estimable, even though models fitted to the separate data sets may be parameter redundant. © 2016 The Author. Biometrical Journal published by WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

The Multiple-Choice Model: Some Solutions for Estimation of Parameters in the Presence of Omitted Responses

ERIC Educational Resources Information Center

Abad, Francisco J.; Olea, Julio; Ponsoda, Vicente

2009-01-01

This article deals with some of the problems that have hindered the application of Samejima's and Thissen and Steinberg's multiple-choice models: (a) parameter estimation difficulties owing to the large number of parameters involved, (b) parameter identifiability problems in the Thissen and Steinberg model, and (c) their treatment of omitted…

An improved state-parameter analysis of ecosystem models using data assimilation

USGS Publications Warehouse

Chen, M.; Liu, S.; Tieszen, L.L.; Hollinger, D.Y.

2008-01-01

Much of the effort spent in developing data assimilation methods for carbon dynamics analysis has focused on estimating optimal values for either model parameters or state variables. The main weakness of estimating parameter values alone (i.e., without considering state variables) is that all errors from input, output, and model structure are attributed to model parameter uncertainties. On the other hand, the accuracy of estimating state variables may be lowered if the temporal evolution of parameter values is not incorporated. This research develops a smoothed ensemble Kalman filter (SEnKF) by combining ensemble Kalman filter with kernel smoothing technique. SEnKF has following characteristics: (1) to estimate simultaneously the model states and parameters through concatenating unknown parameters and state variables into a joint state vector; (2) to mitigate dramatic, sudden changes of parameter values in parameter sampling and parameter evolution process, and control narrowing of parameter variance which results in filter divergence through adjusting smoothing factor in kernel smoothing algorithm; (3) to assimilate recursively data into the model and thus detect possible time variation of parameters; and (4) to address properly various sources of uncertainties stemming from input, output and parameter uncertainties. The SEnKF is tested by assimilating observed fluxes of carbon dioxide and environmental driving factor data from an AmeriFlux forest station located near Howland, Maine, USA, into a partition eddy flux model. Our analysis demonstrates that model parameters, such as light use efficiency, respiration coefficients, minimum and optimum temperatures for photosynthetic activity, and others, are highly constrained by eddy flux data at daily-to-seasonal time scales. The SEnKF stabilizes parameter values quickly regardless of the initial values of the parameters. Potential ecosystem light use efficiency demonstrates a strong seasonality. Results show that the simultaneous parameter estimation procedure significantly improves model predictions. Results also show that the SEnKF can dramatically reduce the variance in state variables stemming from the uncertainty of parameters and driving variables. The SEnKF is a robust and effective algorithm in evaluating and developing ecosystem models and in improving the understanding and quantification of carbon cycle parameters and processes. ?? 2008 Elsevier B.V.

Estimation and identification study for flexible vehicles

NASA Technical Reports Server (NTRS)

Jazwinski, A. H.; Englar, T. S., Jr.

1973-01-01

Techniques are studied for the estimation of rigid body and bending states and the identification of model parameters associated with the single-axis attitude dynamics of a flexible vehicle. This problem is highly nonlinear but completely observable provided sufficient attitude and attitude rate data is available and provided all system bending modes are excited in the observation interval. A sequential estimator tracks the system states in the presence of model parameter errors. A batch estimator identifies all model parameters with high accuracy.

Parameter Estimation and Model Selection in Computational Biology

PubMed Central

Lillacci, Gabriele; Khammash, Mustafa

2010-01-01

A central challenge in computational modeling of biological systems is the determination of the model parameters. Typically, only a fraction of the parameters (such as kinetic rate constants) are experimentally measured, while the rest are often fitted. The fitting process is usually based on experimental time course measurements of observables, which are used to assign parameter values that minimize some measure of the error between these measurements and the corresponding model prediction. The measurements, which can come from immunoblotting assays, fluorescent markers, etc., tend to be very noisy and taken at a limited number of time points. In this work we present a new approach to the problem of parameter selection of biological models. We show how one can use a dynamic recursive estimator, known as extended Kalman filter, to arrive at estimates of the model parameters. The proposed method follows. First, we use a variation of the Kalman filter that is particularly well suited to biological applications to obtain a first guess for the unknown parameters. Secondly, we employ an a posteriori identifiability test to check the reliability of the estimates. Finally, we solve an optimization problem to refine the first guess in case it should not be accurate enough. The final estimates are guaranteed to be statistically consistent with the measurements. Furthermore, we show how the same tools can be used to discriminate among alternate models of the same biological process. We demonstrate these ideas by applying our methods to two examples, namely a model of the heat shock response in E. coli, and a model of a synthetic gene regulation system. The methods presented are quite general and may be applied to a wide class of biological systems where noisy measurements are used for parameter estimation or model selection. PMID:20221262

Assessing statistical differences between parameters estimates in Partial Least Squares path modeling.

PubMed

Rodríguez-Entrena, Macario; Schuberth, Florian; Gelhard, Carsten

2018-01-01

Structural equation modeling using partial least squares (PLS-SEM) has become a main-stream modeling approach in various disciplines. Nevertheless, prior literature still lacks a practical guidance on how to properly test for differences between parameter estimates. Whereas existing techniques such as parametric and non-parametric approaches in PLS multi-group analysis solely allow to assess differences between parameters that are estimated for different subpopulations, the study at hand introduces a technique that allows to also assess whether two parameter estimates that are derived from the same sample are statistically different. To illustrate this advancement to PLS-SEM, we particularly refer to a reduced version of the well-established technology acceptance model.

Bayesian Parameter Estimation for Heavy-Duty Vehicles

DOE Office of Scientific and Technical Information (OSTI.GOV)

Miller, Eric; Konan, Arnaud; Duran, Adam

2017-03-28

Accurate vehicle parameters are valuable for design, modeling, and reporting. Estimating vehicle parameters can be a very time-consuming process requiring tightly-controlled experimentation. This work describes a method to estimate vehicle parameters such as mass, coefficient of drag/frontal area, and rolling resistance using data logged during standard vehicle operation. The method uses Monte Carlo to generate parameter sets which is fed to a variant of the road load equation. Modeled road load is then compared to measured load to evaluate the probability of the parameter set. Acceptance of a proposed parameter set is determined using the probability ratio to the currentmore » state, so that the chain history will give a distribution of parameter sets. Compared to a single value, a distribution of possible values provides information on the quality of estimates and the range of possible parameter values. The method is demonstrated by estimating dynamometer parameters. Results confirm the method's ability to estimate reasonable parameter sets, and indicates an opportunity to increase the certainty of estimates through careful selection or generation of the test drive cycle.« less

Simultaneous Estimation of Microphysical Parameters and Atmospheric State Variables With Radar Data and Ensemble Square-root Kalman Filter

NASA Astrophysics Data System (ADS)

Tong, M.; Xue, M.

2006-12-01

An important source of model error for convective-scale data assimilation and prediction is microphysical parameterization. This study investigates the possibility of estimating up to five fundamental microphysical parameters, which are closely involved in the definition of drop size distribution of microphysical species in a commonly used single-moment ice microphysics scheme, using radar observations and the ensemble Kalman filter method. The five parameters include the intercept parameters for rain, snow and hail/graupel, and the bulk densities of hail/graupel and snow. Parameter sensitivity and identifiability are first examined. The ensemble square-root Kalman filter (EnSRF) is employed for simultaneous state and parameter estimation. OSS experiments are performed for a model-simulated supercell storm, in which the five microphysical parameters are estimated individually or in different combinations starting from different initial guesses. When error exists in only one of the microphysical parameters, the parameter can be successfully estimated without exception. The estimation of multiple parameters is found to be less robust, with end results of estimation being sensitive to the realization of the initial parameter perturbation. This is believed to be because of the reduced parameter identifiability and the existence of non-unique solutions. The results of state estimation are, however, always improved when simultaneous parameter estimation is performed, even when the estimated parameters values are not accurate.

Genomic data assimilation for estimating hybrid functional Petri net from time-course gene expression data.

PubMed

Nagasaki, Masao; Yamaguchi, Rui; Yoshida, Ryo; Imoto, Seiya; Doi, Atsushi; Tamada, Yoshinori; Matsuno, Hiroshi; Miyano, Satoru; Higuchi, Tomoyuki

2006-01-01

We propose an automatic construction method of the hybrid functional Petri net as a simulation model of biological pathways. The problems we consider are how we choose the values of parameters and how we set the network structure. Usually, we tune these unknown factors empirically so that the simulation results are consistent with biological knowledge. Obviously, this approach has the limitation in the size of network of interest. To extend the capability of the simulation model, we propose the use of data assimilation approach that was originally established in the field of geophysical simulation science. We provide genomic data assimilation framework that establishes a link between our simulation model and observed data like microarray gene expression data by using a nonlinear state space model. A key idea of our genomic data assimilation is that the unknown parameters in simulation model are converted as the parameter of the state space model and the estimates are obtained as the maximum a posteriori estimators. In the parameter estimation process, the simulation model is used to generate the system model in the state space model. Such a formulation enables us to handle both the model construction and the parameter tuning within a framework of the Bayesian statistical inferences. In particular, the Bayesian approach provides us a way of controlling overfitting during the parameter estimations that is essential for constructing a reliable biological pathway. We demonstrate the effectiveness of our approach using synthetic data. As a result, parameter estimation using genomic data assimilation works very well and the network structure is suitably selected.

Investigating the effects of the fixed and varying dispersion parameters of Poisson-gamma models on empirical Bayes estimates.

PubMed

Lord, Dominique; Park, Peter Young-Jin

2008-07-01

Traditionally, transportation safety analysts have used the empirical Bayes (EB) method to improve the estimate of the long-term mean of individual sites; to correct for the regression-to-the-mean (RTM) bias in before-after studies; and to identify hotspots or high risk locations. The EB method combines two different sources of information: (1) the expected number of crashes estimated via crash prediction models, and (2) the observed number of crashes at individual sites. Crash prediction models have traditionally been estimated using a negative binomial (NB) (or Poisson-gamma) modeling framework due to the over-dispersion commonly found in crash data. A weight factor is used to assign the relative influence of each source of information on the EB estimate. This factor is estimated using the mean and variance functions of the NB model. With recent trends that illustrated the dispersion parameter to be dependent upon the covariates of NB models, especially for traffic flow-only models, as well as varying as a function of different time-periods, there is a need to determine how these models may affect EB estimates. The objectives of this study are to examine how commonly used functional forms as well as fixed and time-varying dispersion parameters affect the EB estimates. To accomplish the study objectives, several traffic flow-only crash prediction models were estimated using a sample of rural three-legged intersections located in California. Two types of aggregated and time-specific models were produced: (1) the traditional NB model with a fixed dispersion parameter and (2) the generalized NB model (GNB) with a time-varying dispersion parameter, which is also dependent upon the covariates of the model. Several statistical methods were used to compare the fitting performance of the various functional forms. The results of the study show that the selection of the functional form of NB models has an important effect on EB estimates both in terms of estimated values, weight factors, and dispersion parameters. Time-specific models with a varying dispersion parameter provide better statistical performance in terms of goodness-of-fit (GOF) than aggregated multi-year models. Furthermore, the identification of hazardous sites, using the EB method, can be significantly affected when a GNB model with a time-varying dispersion parameter is used. Thus, erroneously selecting a functional form may lead to select the wrong sites for treatment. The study concludes that transportation safety analysts should not automatically use an existing functional form for modeling motor vehicle crashes without conducting rigorous analyses to estimate the most appropriate functional form linking crashes with traffic flow.

SUITABILITY OF USING IN VITRO AND COMPUTATIONALLY ESTIMATED PARAMETERS IN SIMPLIFIED PHARMACOKINETIC MODELS

EPA Science Inventory

A challenge in PBPK model development is estimating the parameters for absorption, distribution, metabolism, and excretion of the parent compound and metabolites of interest. One approach to reduce the number of parameters has been to simplify pharmacokinetic models by lumping p...

Models for estimating photosynthesis parameters from in situ production profiles

NASA Astrophysics Data System (ADS)

Kovač, Žarko; Platt, Trevor; Sathyendranath, Shubha; Antunović, Suzana

2017-12-01

The rate of carbon assimilation in phytoplankton primary production models is mathematically prescribed with photosynthesis irradiance functions, which convert a light flux (energy) into a material flux (carbon). Information on this rate is contained in photosynthesis parameters: the initial slope and the assimilation number. The exactness of parameter values is crucial for precise calculation of primary production. Here we use a model of the daily production profile based on a suite of photosynthesis irradiance functions and extract photosynthesis parameters from in situ measured daily production profiles at the Hawaii Ocean Time-series station Aloha. For each function we recover parameter values, establish parameter distributions and quantify model skill. We observe that the choice of the photosynthesis irradiance function to estimate the photosynthesis parameters affects the magnitudes of parameter values as recovered from in situ profiles. We also tackle the problem of parameter exchange amongst the models and the effect it has on model performance. All models displayed little or no bias prior to parameter exchange, but significant bias following parameter exchange. The best model performance resulted from using optimal parameter values. Model formulation was extended further by accounting for spectral effects and deriving a spectral analytical solution for the daily production profile. The daily production profile was also formulated with time dependent growing biomass governed by a growth equation. The work on parameter recovery was further extended by exploring how to extract photosynthesis parameters from information on watercolumn production. It was demonstrated how to estimate parameter values based on a linearization of the full analytical solution for normalized watercolumn production and from the solution itself, without linearization. The paper complements previous works on photosynthesis irradiance models by analysing the skill and consistency of photosynthesis irradiance functions and parameters for modeling in situ production profiles. In light of the results obtained in this work we argue that the choice of the primary production model should reflect the available data and these models should be data driven regarding parameter estimation.

Robust guaranteed-cost adaptive quantum phase estimation

NASA Astrophysics Data System (ADS)

Roy, Shibdas; Berry, Dominic W.; Petersen, Ian R.; Huntington, Elanor H.

2017-05-01

Quantum parameter estimation plays a key role in many fields like quantum computation, communication, and metrology. Optimal estimation allows one to achieve the most precise parameter estimates, but requires accurate knowledge of the model. Any inevitable uncertainty in the model parameters may heavily degrade the quality of the estimate. It is therefore desired to make the estimation process robust to such uncertainties. Robust estimation was previously studied for a varying phase, where the goal was to estimate the phase at some time in the past, using the measurement results from both before and after that time within a fixed time interval up to current time. Here, we consider a robust guaranteed-cost filter yielding robust estimates of a varying phase in real time, where the current phase is estimated using only past measurements. Our filter minimizes the largest (worst-case) variance in the allowable range of the uncertain model parameter(s) and this determines its guaranteed cost. It outperforms in the worst case the optimal Kalman filter designed for the model with no uncertainty, which corresponds to the center of the possible range of the uncertain parameter(s). Moreover, unlike the Kalman filter, our filter in the worst case always performs better than the best achievable variance for heterodyne measurements, which we consider as the tolerable threshold for our system. Furthermore, we consider effective quantum efficiency and effective noise power, and show that our filter provides the best results by these measures in the worst case.

On the applicability of surrogate-based Markov chain Monte Carlo-Bayesian inversion to the Community Land Model: Case studies at flux tower sites: SURROGATE-BASED MCMC FOR CLM

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan

2016-07-04

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesianmore » model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically-average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. Analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.« less

On the applicability of surrogate-based MCMC-Bayesian inversion to the Community Land Model: Case studies at Flux tower sites

DOE PAGES

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan; ...

2016-06-01

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesianmore » model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. As a result, analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.« less

On the applicability of surrogate-based MCMC-Bayesian inversion to the Community Land Model: Case studies at Flux tower sites

DOE Office of Scientific and Technical Information (OSTI.GOV)

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesianmore » model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. As a result, analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.« less

On the applicability of surrogate-based Markov chain Monte Carlo-Bayesian inversion to the Community Land Model: Case studies at flux tower sites

NASA Astrophysics Data System (ADS)

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan; Ren, Huiying; Liu, Ying; Swiler, Laura

2016-07-01

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesian model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. Analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.

Efficient Ensemble State-Parameters Estimation Techniques in Ocean Ecosystem Models: Application to the North Atlantic

NASA Astrophysics Data System (ADS)

El Gharamti, M.; Bethke, I.; Tjiputra, J.; Bertino, L.

2016-02-01

Given the recent strong international focus on developing new data assimilation systems for biological models, we present in this comparative study the application of newly developed state-parameters estimation tools to an ocean ecosystem model. It is quite known that the available physical models are still too simple compared to the complexity of the ocean biology. Furthermore, various biological parameters remain poorly unknown and hence wrong specifications of such parameters can lead to large model errors. Standard joint state-parameters augmentation technique using the ensemble Kalman filter (Stochastic EnKF) has been extensively tested in many geophysical applications. Some of these assimilation studies reported that jointly updating the state and the parameters might introduce significant inconsistency especially for strongly nonlinear models. This is usually the case for ecosystem models particularly during the period of the spring bloom. A better handling of the estimation problem is often carried out by separating the update of the state and the parameters using the so-called Dual EnKF. The dual filter is computationally more expensive than the Joint EnKF but is expected to perform more accurately. Using a similar separation strategy, we propose a new EnKF estimation algorithm in which we apply a one-step-ahead smoothing to the state. The new state-parameters estimation scheme is derived in a consistent Bayesian filtering framework and results in separate update steps for the state and the parameters. Unlike the classical filtering path, the new scheme starts with an update step and later a model propagation step is performed. We test the performance of the new smoothing-based schemes against the standard EnKF in a one-dimensional configuration of the Norwegian Earth System Model (NorESM) in the North Atlantic. We use nutrients profile (up to 2000 m deep) data and surface partial CO2 measurements from Mike weather station (66o N, 2o E) to estimate different biological parameters of phytoplanktons and zooplanktons. We analyze the performance of the filters in terms of complexity and accuracy of the state and parameters estimates.

A hybrid optimization approach to the estimation of distributed parameters in two-dimensional confined aquifers

USGS Publications Warehouse

Heidari, M.; Ranjithan, S.R.

1998-01-01

In using non-linear optimization techniques for estimation of parameters in a distributed ground water model, the initial values of the parameters and prior information about them play important roles. In this paper, the genetic algorithm (GA) is combined with the truncated-Newton search technique to estimate groundwater parameters for a confined steady-state ground water model. Use of prior information about the parameters is shown to be important in estimating correct or near-correct values of parameters on a regional scale. The amount of prior information needed for an accurate solution is estimated by evaluation of the sensitivity of the performance function to the parameters. For the example presented here, it is experimentally demonstrated that only one piece of prior information of the least sensitive parameter is sufficient to arrive at the global or near-global optimum solution. For hydraulic head data with measurement errors, the error in the estimation of parameters increases as the standard deviation of the errors increases. Results from our experiments show that, in general, the accuracy of the estimated parameters depends on the level of noise in the hydraulic head data and the initial values used in the truncated-Newton search technique.In using non-linear optimization techniques for estimation of parameters in a distributed ground water model, the initial values of the parameters and prior information about them play important roles. In this paper, the genetic algorithm (GA) is combined with the truncated-Newton search technique to estimate groundwater parameters for a confined steady-state ground water model. Use of prior information about the parameters is shown to be important in estimating correct or near-correct values of parameters on a regional scale. The amount of prior information needed for an accurate solution is estimated by evaluation of the sensitivity of the performance function to the parameters. For the example presented here, it is experimentally demonstrated that only one piece of prior information of the least sensitive parameter is sufficient to arrive at the global or near-global optimum solution. For hydraulic head data with measurement errors, the error in the estimation of parameters increases as the standard deviation of the errors increases. Results from our experiments show that, in general, the accuracy of the estimated parameters depends on the level of noise in the hydraulic head data and the initial values used in the truncated-Newton search technique.

Modification of a rainfall-runoff model for distributed modeling in a GIS and its validation

NASA Astrophysics Data System (ADS)

Nyabeze, W. R.

A rainfall-runoff model, which can be inter-faced with a Geographical Information System (GIS) to integrate definition, measurement, calculating parameter values for spatial features, presents considerable advantages. The modification of the GWBasic Wits Rainfall-Runoff Erosion Model (GWBRafler) to enable parameter value estimation in a GIS (GISRafler) is presented in this paper. Algorithms are applied to estimate parameter values reducing the number of input parameters and the effort to populate them. The use of a GIS makes the relationship between parameter estimates and cover characteristics more evident. This paper has been produced as part of research to generalize the GWBRafler on a spatially distributed basis. Modular data structures are assumed and parameter values are weighted relative to the module area and centroid properties. Modifications to the GWBRafler enable better estimation of low flows, which are typical in drought conditions.

Approximation techniques for parameter estimation and feedback control for distributed models of large flexible structures

NASA Technical Reports Server (NTRS)

Banks, H. T.; Rosen, I. G.

1984-01-01

Approximation ideas are discussed that can be used in parameter estimation and feedback control for Euler-Bernoulli models of elastic systems. Focusing on parameter estimation problems, ways by which one can obtain convergence results for cubic spline based schemes for hybrid models involving an elastic cantilevered beam with tip mass and base acceleration are outlined. Sample numerical findings are also presented.

Linear theory for filtering nonlinear multiscale systems with model error

PubMed Central

Berry, Tyrus; Harlim, John

2014-01-01

In this paper, we study filtering of multiscale dynamical systems with model error arising from limitations in resolving the smaller scale processes. In particular, the analysis assumes the availability of continuous-time noisy observations of all components of the slow variables. Mathematically, this paper presents new results on higher order asymptotic expansion of the first two moments of a conditional measure. In particular, we are interested in the application of filtering multiscale problems in which the conditional distribution is defined over the slow variables, given noisy observation of the slow variables alone. From the mathematical analysis, we learn that for a continuous time linear model with Gaussian noise, there exists a unique choice of parameters in a linear reduced model for the slow variables which gives the optimal filtering when only the slow variables are observed. Moreover, these parameters simultaneously give the optimal equilibrium statistical estimates of the underlying system, and as a consequence they can be estimated offline from the equilibrium statistics of the true signal. By examining a nonlinear test model, we show that the linear theory extends in this non-Gaussian, nonlinear configuration as long as we know the optimal stochastic parametrization and the correct observation model. However, when the stochastic parametrization model is inappropriate, parameters chosen for good filter performance may give poor equilibrium statistical estimates and vice versa; this finding is based on analytical and numerical results on our nonlinear test model and the two-layer Lorenz-96 model. Finally, even when the correct stochastic ansatz is given, it is imperative to estimate the parameters simultaneously and to account for the nonlinear feedback of the stochastic parameters into the reduced filter estimates. In numerical experiments on the two-layer Lorenz-96 model, we find that the parameters estimated online, as part of a filtering procedure, simultaneously produce accurate filtering and equilibrium statistical prediction. In contrast, an offline estimation technique based on a linear regression, which fits the parameters to a training dataset without using the filter, yields filter estimates which are worse than the observations or even divergent when the slow variables are not fully observed. This finding does not imply that all offline methods are inherently inferior to the online method for nonlinear estimation problems, it only suggests that an ideal estimation technique should estimate all parameters simultaneously whether it is online or offline. PMID:25002829

Inverse modeling approach for evaluation of kinetic parameters of a biofilm reactor using tabu search.

PubMed

Kumar, B Shiva; Venkateswarlu, Ch

2014-08-01

The complex nature of biological reactions in biofilm reactors often poses difficulties in analyzing such reactors experimentally. Mathematical models could be very useful for their design and analysis. However, application of biofilm reactor models to practical problems proves somewhat ineffective due to the lack of knowledge of accurate kinetic models and uncertainty in model parameters. In this work, we propose an inverse modeling approach based on tabu search (TS) to estimate the parameters of kinetic and film thickness models. TS is used to estimate these parameters as a consequence of the validation of the mathematical models of the process with the aid of measured data obtained from an experimental fixed-bed anaerobic biofilm reactor involving the treatment of pharmaceutical industry wastewater. The results evaluated for different modeling configurations of varying degrees of complexity illustrate the effectiveness of TS for accurate estimation of kinetic and film thickness model parameters of the biofilm process. The results show that the two-dimensional mathematical model with Edward kinetics (with its optimum parameters as mu(max)rho(s)/Y = 24.57, Ks = 1.352 and Ki = 102.36) and three-parameter film thickness expression (with its estimated parameters as a = 0.289 x 10(-5), b = 1.55 x 10(-4) and c = 15.2 x 10(-6)) better describes the biofilm reactor treating the industry wastewater.

Impact of orbit modeling on DORIS station position and Earth rotation estimates

NASA Astrophysics Data System (ADS)

Štěpánek, Petr; Rodriguez-Solano, Carlos Javier; Hugentobler, Urs; Filler, Vratislav

2014-04-01

The high precision of estimated station coordinates and Earth rotation parameters (ERP) obtained from satellite geodetic techniques is based on the precise determination of the satellite orbit. This paper focuses on the analysis of the impact of different orbit parameterizations on the accuracy of station coordinates and the ERPs derived from DORIS observations. In a series of experiments the DORIS data from the complete year 2011 were processed with different orbit model settings. First, the impact of precise modeling of the non-conservative forces on geodetic parameters was compared with results obtained with an empirical-stochastic modeling approach. Second, the temporal spacing of drag scaling parameters was tested. Third, the impact of estimating once-per-revolution harmonic accelerations in cross-track direction was analyzed. And fourth, two different approaches for solar radiation pressure (SRP) handling were compared, namely adjusting SRP scaling parameter or fixing it on pre-defined values. Our analyses confirm that the empirical-stochastic orbit modeling approach, which does not require satellite attitude information and macro models, results for most of the monitored station parameters in comparable accuracy as the dynamical model that employs precise non-conservative force modeling. However, the dynamical orbit model leads to a reduction of the RMS values for the estimated rotation pole coordinates by 17% for x-pole and 12% for y-pole. The experiments show that adjusting atmospheric drag scaling parameters each 30 min is appropriate for DORIS solutions. Moreover, it was shown that the adjustment of cross-track once-per-revolution empirical parameter increases the RMS of the estimated Earth rotation pole coordinates. With recent data it was however not possible to confirm the previously known high annual variation in the estimated geocenter z-translation series as well as its mitigation by fixing the SRP parameters on pre-defined values.

State-space models’ dirty little secrets: even simple linear Gaussian models can have estimation problems

NASA Astrophysics Data System (ADS)

Auger-Méthé, Marie; Field, Chris; Albertsen, Christoffer M.; Derocher, Andrew E.; Lewis, Mark A.; Jonsen, Ian D.; Mills Flemming, Joanna

2016-05-01

State-space models (SSMs) are increasingly used in ecology to model time-series such as animal movement paths and population dynamics. This type of hierarchical model is often structured to account for two levels of variability: biological stochasticity and measurement error. SSMs are flexible. They can model linear and nonlinear processes using a variety of statistical distributions. Recent ecological SSMs are often complex, with a large number of parameters to estimate. Through a simulation study, we show that even simple linear Gaussian SSMs can suffer from parameter- and state-estimation problems. We demonstrate that these problems occur primarily when measurement error is larger than biological stochasticity, the condition that often drives ecologists to use SSMs. Using an animal movement example, we show how these estimation problems can affect ecological inference. Biased parameter estimates of a SSM describing the movement of polar bears (Ursus maritimus) result in overestimating their energy expenditure. We suggest potential solutions, but show that it often remains difficult to estimate parameters. While SSMs are powerful tools, they can give misleading results and we urge ecologists to assess whether the parameters can be estimated accurately before drawing ecological conclusions from their results.

The Limitations of Model-Based Experimental Design and Parameter Estimation in Sloppy Systems.

PubMed

White, Andrew; Tolman, Malachi; Thames, Howard D; Withers, Hubert Rodney; Mason, Kathy A; Transtrum, Mark K

2016-12-01

We explore the relationship among experimental design, parameter estimation, and systematic error in sloppy models. We show that the approximate nature of mathematical models poses challenges for experimental design in sloppy models. In many models of complex biological processes it is unknown what are the relevant physical mechanisms that must be included to explain system behaviors. As a consequence, models are often overly complex, with many practically unidentifiable parameters. Furthermore, which mechanisms are relevant/irrelevant vary among experiments. By selecting complementary experiments, experimental design may inadvertently make details that were ommitted from the model become relevant. When this occurs, the model will have a large systematic error and fail to give a good fit to the data. We use a simple hyper-model of model error to quantify a model's discrepancy and apply it to two models of complex biological processes (EGFR signaling and DNA repair) with optimally selected experiments. We find that although parameters may be accurately estimated, the discrepancy in the model renders it less predictive than it was in the sloppy regime where systematic error is small. We introduce the concept of a sloppy system-a sequence of models of increasing complexity that become sloppy in the limit of microscopic accuracy. We explore the limits of accurate parameter estimation in sloppy systems and argue that identifying underlying mechanisms controlling system behavior is better approached by considering a hierarchy of models of varying detail rather than focusing on parameter estimation in a single model.

Model Parameter Estimation Experiment (MOPEX): An overview of science strategy and major results from the second and third workshops

USGS Publications Warehouse

Duan, Q.; Schaake, J.; Andreassian, V.; Franks, S.; Goteti, G.; Gupta, H.V.; Gusev, Y.M.; Habets, F.; Hall, A.; Hay, L.; Hogue, T.; Huang, M.; Leavesley, G.; Liang, X.; Nasonova, O.N.; Noilhan, J.; Oudin, L.; Sorooshian, S.; Wagener, T.; Wood, E.F.

2006-01-01

The Model Parameter Estimation Experiment (MOPEX) is an international project aimed at developing enhanced techniques for the a priori estimation of parameters in hydrologic models and in land surface parameterization schemes of atmospheric models. The MOPEX science strategy involves three major steps: data preparation, a priori parameter estimation methodology development, and demonstration of parameter transferability. A comprehensive MOPEX database has been developed that contains historical hydrometeorological data and land surface characteristics data for many hydrologic basins in the United States (US) and in other countries. This database is being continuously expanded to include more basins in all parts of the world. A number of international MOPEX workshops have been convened to bring together interested hydrologists and land surface modelers from all over world to exchange knowledge and experience in developing a priori parameter estimation techniques. This paper describes the results from the second and third MOPEX workshops. The specific objective of these workshops is to examine the state of a priori parameter estimation techniques and how they can be potentially improved with observations from well-monitored hydrologic basins. Participants of the second and third MOPEX workshops were provided with data from 12 basins in the southeastern US and were asked to carry out a series of numerical experiments using a priori parameters as well as calibrated parameters developed for their respective hydrologic models. Different modeling groups carried out all the required experiments independently using eight different models, and the results from these models have been assembled for analysis in this paper. This paper presents an overview of the MOPEX experiment and its design. The main experimental results are analyzed. A key finding is that existing a priori parameter estimation procedures are problematic and need improvement. Significant improvement of these procedures may be achieved through model calibration of well-monitored hydrologic basins. This paper concludes with a discussion of the lessons learned, and points out further work and future strategy. ?? 2005 Elsevier Ltd. All rights reserved.

Estimation of single plane unbalance parameters of a rotor-bearing system using Kalman filtering based force estimation technique

NASA Astrophysics Data System (ADS)

Shrivastava, Akash; Mohanty, A. R.

2018-03-01

This paper proposes a model-based method to estimate single plane unbalance parameters (amplitude and phase angle) in a rotor using Kalman filter and recursive least square based input force estimation technique. Kalman filter based input force estimation technique requires state-space model and response measurements. A modified system equivalent reduction expansion process (SEREP) technique is employed to obtain a reduced-order model of the rotor system so that limited response measurements can be used. The method is demonstrated using numerical simulations on a rotor-disk-bearing system. Results are presented for different measurement sets including displacement, velocity, and rotational response. Effects of measurement noise level, filter parameters (process noise covariance and forgetting factor), and modeling error are also presented and it is observed that the unbalance parameter estimation is robust with respect to measurement noise.

Ability Estimation and Item Calibration Using the One and Three Parameter Logistic Models: A Comparative Study. Research Report 77-1.

ERIC Educational Resources Information Center

Reckase, Mark D.

Latent trait model calibration procedures were used on data obtained from a group testing program. The one-parameter model of Wright and Panchapakesan and the three-parameter logistic model of Wingersky, Wood, and Lord were selected for comparison. These models and their corresponding estimation procedures were compared, using actual and simulated…

Constitutive Modeling of Porcine Liver in Indentation Using 3D Ultrasound Imaging

PubMed Central

Jordan, P.; Socrate, S.; Zickler, T.E.; Howe, R.D.

2009-01-01

In this work we present an inverse finite-element modeling framework for constitutive modeling and parameter estimation of soft tissues using full-field volumetric deformation data obtained from 3D ultrasound. The finite-element model is coupled to full-field visual measurements by regularization springs attached at nodal locations. The free ends of the springs are displaced according to the locally estimated tissue motion and the normalized potential energy stored in all springs serves as a measure of model-experiment agreement for material parameter optimization. We demonstrate good accuracy of estimated parameters and consistent convergence properties on synthetically generated data. We present constitutive model selection and parameter estimation for perfused porcine liver in indentation and demonstrate that a quasilinear viscoelastic model with shear modulus relaxation offers good model-experiment agreement in terms of indenter displacement (0.19 mm RMS error) and tissue displacement field (0.97 mm RMS error). PMID:19627823

Kalman filter data assimilation: targeting observations and parameter estimation.

PubMed

Bellsky, Thomas; Kostelich, Eric J; Mahalov, Alex

2014-06-01

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly located observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.

Kalman filter data assimilation: Targeting observations and parameter estimation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bellsky, Thomas, E-mail: bellskyt@asu.edu; Kostelich, Eric J.; Mahalov, Alex

2014-06-15

This paper studies the effect of targeted observations on state and parameter estimates determined with Kalman filter data assimilation (DA) techniques. We first provide an analytical result demonstrating that targeting observations within the Kalman filter for a linear model can significantly reduce state estimation error as opposed to fixed or randomly located observations. We next conduct observing system simulation experiments for a chaotic model of meteorological interest, where we demonstrate that the local ensemble transform Kalman filter (LETKF) with targeted observations based on largest ensemble variance is skillful in providing more accurate state estimates than the LETKF with randomly locatedmore » observations. Additionally, we find that a hybrid ensemble Kalman filter parameter estimation method accurately updates model parameters within the targeted observation context to further improve state estimation.« less

Image informative maps for component-wise estimating parameters of signal-dependent noise

NASA Astrophysics Data System (ADS)

Uss, Mykhail L.; Vozel, Benoit; Lukin, Vladimir V.; Chehdi, Kacem

2013-01-01

We deal with the problem of blind parameter estimation of signal-dependent noise from mono-component image data. Multispectral or color images can be processed in a component-wise manner. The main results obtained rest on the assumption that the image texture and noise parameters estimation problems are interdependent. A two-dimensional fractal Brownian motion (fBm) model is used for locally describing image texture. A polynomial model is assumed for the purpose of describing the signal-dependent noise variance dependence on image intensity. Using the maximum likelihood approach, estimates of both fBm-model and noise parameters are obtained. It is demonstrated that Fisher information (FI) on noise parameters contained in an image is distributed nonuniformly over intensity coordinates (an image intensity range). It is also shown how to find the most informative intensities and the corresponding image areas for a given noisy image. The proposed estimator benefits from these detected areas to improve the estimation accuracy of signal-dependent noise parameters. Finally, the potential estimation accuracy (Cramér-Rao Lower Bound, or CRLB) of noise parameters is derived, providing confidence intervals of these estimates for a given image. In the experiment, the proposed and existing state-of-the-art noise variance estimators are compared for a large image database using CRLB-based statistical efficiency criteria.

Parameter estimation of variable-parameter nonlinear Muskingum model using excel solver

NASA Astrophysics Data System (ADS)

Kang, Ling; Zhou, Liwei

2018-02-01

Abstract . The Muskingum model is an effective flood routing technology in hydrology and water resources Engineering. With the development of optimization technology, more and more variable-parameter Muskingum models were presented to improve effectiveness of the Muskingum model in recent decades. A variable-parameter nonlinear Muskingum model (NVPNLMM) was proposed in this paper. According to the results of two real and frequently-used case studies by various models, the NVPNLMM could obtain better values of evaluation criteria, which are used to describe the superiority of the estimated outflows and compare the accuracies of flood routing using various models, and the optimal estimated outflows by the NVPNLMM were closer to the observed outflows than the ones by other models.

Kalman filter estimation of human pilot-model parameters

NASA Technical Reports Server (NTRS)

Schiess, J. R.; Roland, V. R.

1975-01-01

The parameters of a human pilot-model transfer function are estimated by applying the extended Kalman filter to the corresponding retarded differential-difference equations in the time domain. Use of computer-generated data indicates that most of the parameters, including the implicit time delay, may be reasonably estimated in this way. When applied to two sets of experimental data obtained from a closed-loop tracking task performed by a human, the Kalman filter generated diverging residuals for one of the measurement types, apparently because of model assumption errors. Application of a modified adaptive technique was found to overcome the divergence and to produce reasonable estimates of most of the parameters.

Ramsay-Curve Item Response Theory for the Three-Parameter Logistic Item Response Model

ERIC Educational Resources Information Center

Woods, Carol M.

2008-01-01

In Ramsay-curve item response theory (RC-IRT), the latent variable distribution is estimated simultaneously with the item parameters of a unidimensional item response model using marginal maximum likelihood estimation. This study evaluates RC-IRT for the three-parameter logistic (3PL) model with comparisons to the normal model and to the empirical…

The Limitations of Model-Based Experimental Design and Parameter Estimation in Sloppy Systems

PubMed Central

Tolman, Malachi; Thames, Howard D.; Mason, Kathy A.

2016-01-01

We explore the relationship among experimental design, parameter estimation, and systematic error in sloppy models. We show that the approximate nature of mathematical models poses challenges for experimental design in sloppy models. In many models of complex biological processes it is unknown what are the relevant physical mechanisms that must be included to explain system behaviors. As a consequence, models are often overly complex, with many practically unidentifiable parameters. Furthermore, which mechanisms are relevant/irrelevant vary among experiments. By selecting complementary experiments, experimental design may inadvertently make details that were ommitted from the model become relevant. When this occurs, the model will have a large systematic error and fail to give a good fit to the data. We use a simple hyper-model of model error to quantify a model’s discrepancy and apply it to two models of complex biological processes (EGFR signaling and DNA repair) with optimally selected experiments. We find that although parameters may be accurately estimated, the discrepancy in the model renders it less predictive than it was in the sloppy regime where systematic error is small. We introduce the concept of a sloppy system–a sequence of models of increasing complexity that become sloppy in the limit of microscopic accuracy. We explore the limits of accurate parameter estimation in sloppy systems and argue that identifying underlying mechanisms controlling system behavior is better approached by considering a hierarchy of models of varying detail rather than focusing on parameter estimation in a single model. PMID:27923060

Estimation and impact assessment of input and parameter uncertainty in predicting groundwater flow with a fully distributed model

NASA Astrophysics Data System (ADS)

Touhidul Mustafa, Syed Md.; Nossent, Jiri; Ghysels, Gert; Huysmans, Marijke

2017-04-01

Transient numerical groundwater flow models have been used to understand and forecast groundwater flow systems under anthropogenic and climatic effects, but the reliability of the predictions is strongly influenced by different sources of uncertainty. Hence, researchers in hydrological sciences are developing and applying methods for uncertainty quantification. Nevertheless, spatially distributed flow models pose significant challenges for parameter and spatially distributed input estimation and uncertainty quantification. In this study, we present a general and flexible approach for input and parameter estimation and uncertainty analysis of groundwater models. The proposed approach combines a fully distributed groundwater flow model (MODFLOW) with the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm. To avoid over-parameterization, the uncertainty of the spatially distributed model input has been represented by multipliers. The posterior distributions of these multipliers and the regular model parameters were estimated using DREAM. The proposed methodology has been applied in an overexploited aquifer in Bangladesh where groundwater pumping and recharge data are highly uncertain. The results confirm that input uncertainty does have a considerable effect on the model predictions and parameter distributions. Additionally, our approach also provides a new way to optimize the spatially distributed recharge and pumping data along with the parameter values under uncertain input conditions. It can be concluded from our approach that considering model input uncertainty along with parameter uncertainty is important for obtaining realistic model predictions and a correct estimation of the uncertainty bounds.

The Robustness of LISREL Estimates in Structural Equation Models with Categorical Variables.

ERIC Educational Resources Information Center

Ethington, Corinna A.

1987-01-01

This study examined the effect of type of correlation matrix on the robustness of LISREL maximum likelihood and unweighted least squares structural parameter estimates for models with categorical variables. The analysis of mixed matrices produced estimates that closely approximated the model parameters except where dichotomous variables were…

The Impact of Three Factors on the Recovery of Item Parameters for the Three-Parameter Logistic Model

ERIC Educational Resources Information Center

Kim, Kyung Yong; Lee, Won-Chan

2017-01-01

This article provides a detailed description of three factors (specification of the ability distribution, numerical integration, and frame of reference for the item parameter estimates) that might affect the item parameter estimation of the three-parameter logistic model, and compares five item calibration methods, which are combinations of the…

Estimation of real-time runway surface contamination using flight data recorder parameters

NASA Astrophysics Data System (ADS)

Curry, Donovan

Within this research effort, the development of an analytic process for friction coefficient estimation is presented. Under static equilibrium, the sum of forces and moments acting on the aircraft, in the aircraft body coordinate system, while on the ground at any instant is equal to zero. Under this premise the longitudinal, lateral and normal forces due to landing are calculated along with the individual deceleration components existent when an aircraft comes to a rest during ground roll. In order to validate this hypothesis a six degree of freedom aircraft model had to be created and landing tests had to be simulated on different surfaces. The simulated aircraft model includes a high fidelity aerodynamic model, thrust model, landing gear model, friction model and antiskid model. Three main surfaces were defined in the friction model; dry, wet and snow/ice. Only the parameters recorded by an FDR are used directly from the aircraft model all others are estimated or known a priori. The estimation of unknown parameters is also presented in the research effort. With all needed parameters a comparison and validation with simulated and estimated data, under different runway conditions, is performed. Finally, this report presents results of a sensitivity analysis in order to provide a measure of reliability of the analytic estimation process. Linear and non-linear sensitivity analysis has been performed in order to quantify the level of uncertainty implicit in modeling estimated parameters and how they can affect the calculation of the instantaneous coefficient of friction. Using the approach of force and moment equilibrium about the CG at landing to reconstruct the instantaneous coefficient of friction appears to be a reasonably accurate estimate when compared to the simulated friction coefficient. This is also true when the FDR and estimated parameters are introduced to white noise and when crosswind is introduced to the simulation. After the linear analysis the results show the minimum frequency at which the algorithm still provides moderately accurate data is at 2Hz. In addition, the linear analysis shows that with estimated parameters increased and decreased up to 25% at random, high priority parameters have to be accurate to within at least +/-5% to have an effect of less than 1% change in the average coefficient of friction. Non-linear analysis results show that the algorithm can be considered reasonably accurate for all simulated cases when inaccuracies in the estimated parameters vary randomly and simultaneously up to +/-27%. At worst-case the maximum percentage change in average coefficient of friction is less than 10% for all surfaces.

Relative effects of survival and reproduction on the population dynamics of emperor geese

USGS Publications Warehouse

Schmutz, Joel A.; Rockwell, Robert F.; Petersen, Margaret R.

1997-01-01

Populations of emperor geese (Chen canagica) in Alaska declined sometime between the mid-1960s and the mid-1980s and have increased little since. To promote recovery of this species to former levels, managers need to know how much their perturbations of survival and/or reproduction would affect population growth rate (λ). We constructed an individual-based population model to evaluate the relative effect of altering mean values of various survival and reproductive parameters on λ and fall age structure (AS, defined as the proportion of juv), assuming additive rather than compensatory relations among parameters. Altering survival of adults had markedly greater relative effects on λ than did equally proportionate changes in either juvenile survival or reproductive parameters. We found the opposite pattern for relative effects on AS. Due to concerns about bias in the initial parameter estimates used in our model, we used 5 additional sets of parameter estimates with this model structure. We found that estimates of survival based on aerial survey data gathered each fall resulted in models that corresponded more closely to independent estimates of λ than did models that used mark-recapture estimates of survival. This disparity suggests that mark-recapture estimates of survival are biased low. To further explore how parameter estimates affected estimates of λ, we used values of survival and reproduction found in other goose species, and we examined the effect of an hypothesized correlation between an individual's clutch size and the subsequent survival of her young. The rank order of parameters in their relative effects on λ was consistent for all 6 parameter sets we examined. The observed variation in relative effects on λ among the 6 parameter sets is indicative of how relative effects on λ may vary among goose populations. With this knowledge of the relative effects of survival and reproductive parameters on λ, managers can make more informed decisions about which parameters to influence through management or to target for future study.

A preliminary evaluation of an F100 engine parameter estimation process using flight data

NASA Technical Reports Server (NTRS)

Maine, Trindel A.; Gilyard, Glenn B.; Lambert, Heather H.

1990-01-01

The parameter estimation algorithm developed for the F100 engine is described. The algorithm is a two-step process. The first step consists of a Kalman filter estimation of five deterioration parameters, which model the off-nominal behavior of the engine during flight. The second step is based on a simplified steady-state model of the compact engine model (CEM). In this step, the control vector in the CEM is augmented by the deterioration parameters estimated in the first step. The results of an evaluation made using flight data from the F-15 aircraft are presented, indicating that the algorithm can provide reasonable estimates of engine variables for an advanced propulsion control law development.

A preliminary evaluation of an F100 engine parameter estimation process using flight data

NASA Technical Reports Server (NTRS)

Maine, Trindel A.; Gilyard, Glenn B.; Lambert, Heather H.

1990-01-01

The parameter estimation algorithm developed for the F100 engine is described. The algorithm is a two-step process. The first step consists of a Kalman filter estimation of five deterioration parameters, which model the off-nominal behavior of the engine during flight. The second step is based on a simplified steady-state model of the 'compact engine model' (CEM). In this step the control vector in the CEM is augmented by the deterioration parameters estimated in the first step. The results of an evaluation made using flight data from the F-15 aircraft are presented, indicating that the algorithm can provide reasonable estimates of engine variables for an advanced propulsion-control-law development.

Nitrous oxide emissions from cropland: a procedure for calibrating the DayCent biogeochemical model using inverse modelling

USGS Publications Warehouse

Rafique, Rashad; Fienen, Michael N.; Parkin, Timothy B.; Anex, Robert P.

2013-01-01

DayCent is a biogeochemical model of intermediate complexity widely used to simulate greenhouse gases (GHG), soil organic carbon and nutrients in crop, grassland, forest and savannah ecosystems. Although this model has been applied to a wide range of ecosystems, it is still typically parameterized through a traditional “trial and error” approach and has not been calibrated using statistical inverse modelling (i.e. algorithmic parameter estimation). The aim of this study is to establish and demonstrate a procedure for calibration of DayCent to improve estimation of GHG emissions. We coupled DayCent with the parameter estimation (PEST) software for inverse modelling. The PEST software can be used for calibration through regularized inversion as well as model sensitivity and uncertainty analysis. The DayCent model was analysed and calibrated using N2O flux data collected over 2 years at the Iowa State University Agronomy and Agricultural Engineering Research Farms, Boone, IA. Crop year 2003 data were used for model calibration and 2004 data were used for validation. The optimization of DayCent model parameters using PEST significantly reduced model residuals relative to the default DayCent parameter values. Parameter estimation improved the model performance by reducing the sum of weighted squared residual difference between measured and modelled outputs by up to 67 %. For the calibration period, simulation with the default model parameter values underestimated mean daily N2O flux by 98 %. After parameter estimation, the model underestimated the mean daily fluxes by 35 %. During the validation period, the calibrated model reduced sum of weighted squared residuals by 20 % relative to the default simulation. Sensitivity analysis performed provides important insights into the model structure providing guidance for model improvement.

An improved method for nonlinear parameter estimation: a case study of the Rössler model

NASA Astrophysics Data System (ADS)

He, Wen-Ping; Wang, Liu; Jiang, Yun-Di; Wan, Shi-Quan

2016-08-01

Parameter estimation is an important research topic in nonlinear dynamics. Based on the evolutionary algorithm (EA), Wang et al. (2014) present a new scheme for nonlinear parameter estimation and numerical tests indicate that the estimation precision is satisfactory. However, the convergence rate of the EA is relatively slow when multiple unknown parameters in a multidimensional dynamical system are estimated simultaneously. To solve this problem, an improved method for parameter estimation of nonlinear dynamical equations is provided in the present paper. The main idea of the improved scheme is to use all of the known time series for all of the components in some dynamical equations to estimate the parameters in single component one by one, instead of estimating all of the parameters in all of the components simultaneously. Thus, we can estimate all of the parameters stage by stage. The performance of the improved method was tested using a classic chaotic system—Rössler model. The numerical tests show that the amended parameter estimation scheme can greatly improve the searching efficiency and that there is a significant increase in the convergence rate of the EA, particularly for multiparameter estimation in multidimensional dynamical equations. Moreover, the results indicate that the accuracy of parameter estimation and the CPU time consumed by the presented method have no obvious dependence on the sample size.

Inclusion of unsteady aerodynamics in longitudinal parameter estimation from flight data. [use of vortices and mathematical models for parameterization from flight characteristics

NASA Technical Reports Server (NTRS)

Queijo, M. J.; Wells, W. R.; Keskar, D. A.

1979-01-01

A simple vortex system, used to model unsteady aerodynamic effects into the rigid body longitudinal equations of motion of an aircraft, is described. The equations are used in the development of a parameter extraction algorithm. Use of the two parameter-estimation modes, one including and the other omitting unsteady aerodynamic modeling, is discussed as a means of estimating some acceleration derivatives. Computer generated data and flight data, used to demonstrate the use of the parameter-extraction algorithm are studied.

Catchment Tomography - Joint Estimation of Surface Roughness and Hydraulic Conductivity with the EnKF

NASA Astrophysics Data System (ADS)

Baatz, D.; Kurtz, W.; Hendricks Franssen, H. J.; Vereecken, H.; Kollet, S. J.

2017-12-01

Parameter estimation for physically based, distributed hydrological models becomes increasingly challenging with increasing model complexity. The number of parameters is usually large and the number of observations relatively small, which results in large uncertainties. A moving transmitter - receiver concept to estimate spatially distributed hydrological parameters is presented by catchment tomography. In this concept, precipitation, highly variable in time and space, serves as a moving transmitter. As response to precipitation, runoff and stream discharge are generated along different paths and time scales, depending on surface and subsurface flow properties. Stream water levels are thus an integrated signal of upstream parameters, measured by stream gauges which serve as the receivers. These stream water level observations are assimilated into a distributed hydrological model, which is forced with high resolution, radar based precipitation estimates. Applying a joint state-parameter update with the Ensemble Kalman Filter, the spatially distributed Manning's roughness coefficient and saturated hydraulic conductivity are estimated jointly. The sequential data assimilation continuously integrates new information into the parameter estimation problem, especially during precipitation events. Every precipitation event constrains the possible parameter space. In the approach, forward simulations are performed with ParFlow, a variable saturated subsurface and overland flow model. ParFlow is coupled to the Parallel Data Assimilation Framework for the data assimilation and the joint state-parameter update. In synthetic, 3-dimensional experiments including surface and subsurface flow, hydraulic conductivity and the Manning's coefficient are efficiently estimated with the catchment tomography approach. A joint update of the Manning's coefficient and hydraulic conductivity tends to improve the parameter estimation compared to a single parameter update, especially in cases of biased initial parameter ensembles. The computational experiments additionally show to which degree of spatial heterogeneity and to which degree of uncertainty of subsurface flow parameters the Manning's coefficient and hydraulic conductivity can be estimated efficiently.

Consistency of Rasch Model Parameter Estimation: A Simulation Study.

ERIC Educational Resources Information Center

van den Wollenberg, Arnold L.; And Others

1988-01-01

The unconditional--simultaneous--maximum likelihood (UML) estimation procedure for the one-parameter logistic model produces biased estimators. The UML method is inconsistent and is not a good alternative to conditional maximum likelihood method, at least with small numbers of items. The minimum Chi-square estimation procedure produces unbiased…

Robust time and frequency domain estimation methods in adaptive control

NASA Technical Reports Server (NTRS)

Lamaire, Richard Orville

1987-01-01

A robust identification method was developed for use in an adaptive control system. The type of estimator is called the robust estimator, since it is robust to the effects of both unmodeled dynamics and an unmeasurable disturbance. The development of the robust estimator was motivated by a need to provide guarantees in the identification part of an adaptive controller. To enable the design of a robust control system, a nominal model as well as a frequency-domain bounding function on the modeling uncertainty associated with this nominal model must be provided. Two estimation methods are presented for finding parameter estimates, and, hence, a nominal model. One of these methods is based on the well developed field of time-domain parameter estimation. In a second method of finding parameter estimates, a type of weighted least-squares fitting to a frequency-domain estimated model is used. The frequency-domain estimator is shown to perform better, in general, than the time-domain parameter estimator. In addition, a methodology for finding a frequency-domain bounding function on the disturbance is used to compute a frequency-domain bounding function on the additive modeling error due to the effects of the disturbance and the use of finite-length data. The performance of the robust estimator in both open-loop and closed-loop situations is examined through the use of simulations.

A Two-Stage Algorithm for Origin-Destination Matrices Estimation Considering Dynamic Dispersion Parameter for Route Choice

PubMed Central

Wang, Yong; Ma, Xiaolei; Liu, Yong; Gong, Ke; Henricakson, Kristian C.; Xu, Maozeng; Wang, Yinhai

2016-01-01

This paper proposes a two-stage algorithm to simultaneously estimate origin-destination (OD) matrix, link choice proportion, and dispersion parameter using partial traffic counts in a congested network. A non-linear optimization model is developed which incorporates a dynamic dispersion parameter, followed by a two-stage algorithm in which Generalized Least Squares (GLS) estimation and a Stochastic User Equilibrium (SUE) assignment model are iteratively applied until the convergence is reached. To evaluate the performance of the algorithm, the proposed approach is implemented in a hypothetical network using input data with high error, and tested under a range of variation coefficients. The root mean squared error (RMSE) of the estimated OD demand and link flows are used to evaluate the model estimation results. The results indicate that the estimated dispersion parameter theta is insensitive to the choice of variation coefficients. The proposed approach is shown to outperform two established OD estimation methods and produce parameter estimates that are close to the ground truth. In addition, the proposed approach is applied to an empirical network in Seattle, WA to validate the robustness and practicality of this methodology. In summary, this study proposes and evaluates an innovative computational approach to accurately estimate OD matrices using link-level traffic flow data, and provides useful insight for optimal parameter selection in modeling travelers’ route choice behavior. PMID:26761209

Joint state and parameter estimation of the hemodynamic model by particle smoother expectation maximization method

NASA Astrophysics Data System (ADS)

Aslan, Serdar; Taylan Cemgil, Ali; Akın, Ata

2016-08-01

Objective. In this paper, we aimed for the robust estimation of the parameters and states of the hemodynamic model by using blood oxygen level dependent signal. Approach. In the fMRI literature, there are only a few successful methods that are able to make a joint estimation of the states and parameters of the hemodynamic model. In this paper, we implemented a maximum likelihood based method called the particle smoother expectation maximization (PSEM) algorithm for the joint state and parameter estimation. Main results. Former sequential Monte Carlo methods were only reliable in the hemodynamic state estimates. They were claimed to outperform the local linearization (LL) filter and the extended Kalman filter (EKF). The PSEM algorithm is compared with the most successful method called square-root cubature Kalman smoother (SCKS) for both state and parameter estimation. SCKS was found to be better than the dynamic expectation maximization (DEM) algorithm, which was shown to be a better estimator than EKF, LL and particle filters. Significance. PSEM was more accurate than SCKS for both the state and the parameter estimation. Hence, PSEM seems to be the most accurate method for the system identification and state estimation for the hemodynamic model inversion literature. This paper do not compare its results with Tikhonov-regularized Newton—CKF (TNF-CKF), a recent robust method which works in filtering sense.

Estimating rainfall time series and model parameter distributions using model data reduction and inversion techniques

NASA Astrophysics Data System (ADS)

Wright, Ashley J.; Walker, Jeffrey P.; Pauwels, Valentijn R. N.

2017-08-01

Floods are devastating natural hazards. To provide accurate, precise, and timely flood forecasts, there is a need to understand the uncertainties associated within an entire rainfall time series, even when rainfall was not observed. The estimation of an entire rainfall time series and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of entire rainfall input time series to be considered when estimating model parameters, and provides the ability to improve rainfall estimates from poorly gauged catchments. Current methods to estimate entire rainfall time series from streamflow records are unable to adequately invert complex nonlinear hydrologic systems. This study aims to explore the use of wavelets in the estimation of rainfall time series from streamflow records. Using the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia, it is shown that model parameter distributions and an entire rainfall time series can be estimated. Including rainfall in the estimation process improves streamflow simulations by a factor of up to 1.78. This is achieved while estimating an entire rainfall time series, inclusive of days when none was observed. It is shown that the choice of wavelet can have a considerable impact on the robustness of the inversion. Combining the use of a likelihood function that considers rainfall and streamflow errors with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.

A general model for attitude determination error analysis

NASA Technical Reports Server (NTRS)

Markley, F. Landis; Seidewitz, ED; Nicholson, Mark

1988-01-01

An overview is given of a comprehensive approach to filter and dynamics modeling for attitude determination error analysis. The models presented include both batch least-squares and sequential attitude estimation processes for both spin-stabilized and three-axis stabilized spacecraft. The discussion includes a brief description of a dynamics model of strapdown gyros, but it does not cover other sensor models. Model parameters can be chosen to be solve-for parameters, which are assumed to be estimated as part of the determination process, or consider parameters, which are assumed to have errors but not to be estimated. The only restriction on this choice is that the time evolution of the consider parameters must not depend on any of the solve-for parameters. The result of an error analysis is an indication of the contributions of the various error sources to the uncertainties in the determination of the spacecraft solve-for parameters. The model presented gives the uncertainty due to errors in the a priori estimates of the solve-for parameters, the uncertainty due to measurement noise, the uncertainty due to dynamic noise (also known as process noise or measurement noise), the uncertainty due to the consider parameters, and the overall uncertainty due to all these sources of error.

Model Parameter Estimation Using Ensemble Data Assimilation: A Case with the Nonhydrostatic Icosahedral Atmospheric Model NICAM and the Global Satellite Mapping of Precipitation Data

NASA Astrophysics Data System (ADS)

Kotsuki, Shunji; Terasaki, Koji; Yashiro, Hasashi; Tomita, Hirofumi; Satoh, Masaki; Miyoshi, Takemasa

2017-04-01

This study aims to improve precipitation forecasts from numerical weather prediction (NWP) models through effective use of satellite-derived precipitation data. Kotsuki et al. (2016, JGR-A) successfully improved the precipitation forecasts by assimilating the Japan Aerospace eXploration Agency (JAXA)'s Global Satellite Mapping of Precipitation (GSMaP) data into the Nonhydrostatic Icosahedral Atmospheric Model (NICAM) at 112-km horizontal resolution. Kotsuki et al. mitigated the non-Gaussianity of the precipitation variables by the Gaussian transform method for observed and forecasted precipitation using the previous 30-day precipitation data. This study extends the previous study by Kotsuki et al. and explores an online estimation of model parameters using ensemble data assimilation. We choose two globally-uniform parameters, one is the cloud-to-rain auto-conversion parameter of the Berry's scheme for large scale condensation and the other is the relative humidity threshold of the Arakawa-Schubert cumulus parameterization scheme. We perform the online-estimation of the two model parameters with an ensemble transform Kalman filter by assimilating the GSMaP precipitation data. The estimated parameters improve the analyzed and forecasted mixing ratio in the lower troposphere. Therefore, the parameter estimation would be a useful technique to improve the NWP models and their forecasts. This presentation will include the most recent progress up to the time of the symposium.

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.

2012-02-01

This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.

Evaluation of Linking Methods for Placing Three-Parameter Logistic Item Parameter Estimates onto a One-Parameter Scale

ERIC Educational Resources Information Center

Karkee, Thakur B.; Wright, Karen R.

2004-01-01

Different item response theory (IRT) models may be employed for item calibration. Change of testing vendors, for example, may result in the adoption of a different model than that previously used with a testing program. To provide scale continuity and preserve cut score integrity, item parameter estimates from the new model must be linked to the…

Bayesian parameter estimation for nonlinear modelling of biological pathways.

PubMed

Ghasemi, Omid; Lindsey, Merry L; Yang, Tianyi; Nguyen, Nguyen; Huang, Yufei; Jin, Yu-Fang

2011-01-01

The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC) method. We applied this approach to the biological pathways involved in the left ventricle (LV) response to myocardial infarction (MI) and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly parameterized dynamic systems. Our proposed Bayesian algorithm successfully estimated parameters in nonlinear mathematical models for biological pathways. This method can be further extended to high order systems and thus provides a useful tool to analyze biological dynamics and extract information using temporal data.

The Model Human Processor and the Older Adult: Parameter Estimation and Validation within a Mobile Phone Task

ERIC Educational Resources Information Center

Jastrzembski, Tiffany S.; Charness, Neil

2007-01-01

The authors estimate weighted mean values for nine information processing parameters for older adults using the Card, Moran, and Newell (1983) Model Human Processor model. The authors validate a subset of these parameters by modeling two mobile phone tasks using two different phones and comparing model predictions to a sample of younger (N = 20;…

Attaining insight into interactions between hydrologic model parameters and geophysical attributes for national-scale model parameter estimation

NASA Astrophysics Data System (ADS)

Mizukami, N.; Clark, M. P.; Newman, A. J.; Wood, A.; Gutmann, E. D.

2017-12-01

Estimating spatially distributed model parameters is a grand challenge for large domain hydrologic modeling, especially in the context of hydrologic model applications such as streamflow forecasting. Multi-scale Parameter Regionalization (MPR) is a promising technique that accounts for the effects of fine-scale geophysical attributes (e.g., soil texture, land cover, topography, climate) on model parameters and nonlinear scaling effects on model parameters. MPR computes model parameters with transfer functions (TFs) that relate geophysical attributes to model parameters at the native input data resolution and then scales them using scaling functions to the spatial resolution of the model implementation. One of the biggest challenges in the use of MPR is identification of TFs for each model parameter: both functional forms and geophysical predictors. TFs used to estimate the parameters of hydrologic models typically rely on previous studies or were derived in an ad-hoc, heuristic manner, potentially not utilizing maximum information content contained in the geophysical attributes for optimal parameter identification. Thus, it is necessary to first uncover relationships among geophysical attributes, model parameters, and hydrologic processes (i.e., hydrologic signatures) to obtain insight into which and to what extent geophysical attributes are related to model parameters. We perform multivariate statistical analysis on a large-sample catchment data set including various geophysical attributes as well as constrained VIC model parameters at 671 unimpaired basins over the CONUS. We first calibrate VIC model at each catchment to obtain constrained parameter sets. Additionally, parameter sets sampled during the calibration process are used for sensitivity analysis using various hydrologic signatures as objectives to understand the relationships among geophysical attributes, parameters, and hydrologic processes.

Estimating parameters of hidden Markov models based on marked individuals: use of robust design data

USGS Publications Warehouse

Kendall, William L.; White, Gary C.; Hines, James E.; Langtimm, Catherine A.; Yoshizaki, Jun

2012-01-01

Development and use of multistate mark-recapture models, which provide estimates of parameters of Markov processes in the face of imperfect detection, have become common over the last twenty years. Recently, estimating parameters of hidden Markov models, where the state of an individual can be uncertain even when it is detected, has received attention. Previous work has shown that ignoring state uncertainty biases estimates of survival and state transition probabilities, thereby reducing the power to detect effects. Efforts to adjust for state uncertainty have included special cases and a general framework for a single sample per period of interest. We provide a flexible framework for adjusting for state uncertainty in multistate models, while utilizing multiple sampling occasions per period of interest to increase precision and remove parameter redundancy. These models also produce direct estimates of state structure for each primary period, even for the case where there is just one sampling occasion. We apply our model to expected value data, and to data from a study of Florida manatees, to provide examples of the improvement in precision due to secondary capture occasions. We also provide user-friendly software to implement these models. This general framework could also be used by practitioners to consider constrained models of particular interest, or model the relationship between within-primary period parameters (e.g., state structure) and between-primary period parameters (e.g., state transition probabilities).

On-board adaptive model for state of charge estimation of lithium-ion batteries based on Kalman filter with proportional integral-based error adjustment

NASA Astrophysics Data System (ADS)

Wei, Jingwen; Dong, Guangzhong; Chen, Zonghai

2017-10-01

With the rapid development of battery-powered electric vehicles, the lithium-ion battery plays a critical role in the reliability of vehicle system. In order to provide timely management and protection for battery systems, it is necessary to develop a reliable battery model and accurate battery parameters estimation to describe battery dynamic behaviors. Therefore, this paper focuses on an on-board adaptive model for state-of-charge (SOC) estimation of lithium-ion batteries. Firstly, a first-order equivalent circuit battery model is employed to describe battery dynamic characteristics. Then, the recursive least square algorithm and the off-line identification method are used to provide good initial values of model parameters to ensure filter stability and reduce the convergence time. Thirdly, an extended-Kalman-filter (EKF) is applied to on-line estimate battery SOC and model parameters. Considering that the EKF is essentially a first-order Taylor approximation of battery model, which contains inevitable model errors, thus, a proportional integral-based error adjustment technique is employed to improve the performance of EKF method and correct model parameters. Finally, the experimental results on lithium-ion batteries indicate that the proposed EKF with proportional integral-based error adjustment method can provide robust and accurate battery model and on-line parameter estimation.

Lateral-Directional Parameter Estimation on the X-48B Aircraft Using an Abstracted, Multi-Objective Effector Model

NASA Technical Reports Server (NTRS)

Ratnayake, Nalin A.; Waggoner, Erin R.; Taylor, Brian R.

2011-01-01

The problem of parameter estimation on hybrid-wing-body aircraft is complicated by the fact that many design candidates for such aircraft involve a large number of aerodynamic control effectors that act in coplanar motion. This adds to the complexity already present in the parameter estimation problem for any aircraft with a closed-loop control system. Decorrelation of flight and simulation data must be performed in order to ascertain individual surface derivatives with any sort of mathematical confidence. Non-standard control surface configurations, such as clamshell surfaces and drag-rudder modes, further complicate the modeling task. In this paper, time-decorrelation techniques are applied to a model structure selected through stepwise regression for simulated and flight-generated lateral-directional parameter estimation data. A virtual effector model that uses mathematical abstractions to describe the multi-axis effects of clamshell surfaces is developed and applied. Comparisons are made between time history reconstructions and observed data in order to assess the accuracy of the regression model. The Cram r-Rao lower bounds of the estimated parameters are used to assess the uncertainty of the regression model relative to alternative models. Stepwise regression was found to be a useful technique for lateral-directional model design for hybrid-wing-body aircraft, as suggested by available flight data. Based on the results of this study, linear regression parameter estimation methods using abstracted effectors are expected to perform well for hybrid-wing-body aircraft properly equipped for the task.

Estimating demographic parameters using a combination of known-fate and open N-mixture models

USGS Publications Warehouse

Schmidt, Joshua H.; Johnson, Devin S.; Lindberg, Mark S.; Adams, Layne G.

2015-01-01

Accurate estimates of demographic parameters are required to infer appropriate ecological relationships and inform management actions. Known-fate data from marked individuals are commonly used to estimate survival rates, whereas N-mixture models use count data from unmarked individuals to estimate multiple demographic parameters. However, a joint approach combining the strengths of both analytical tools has not been developed. Here we develop an integrated model combining known-fate and open N-mixture models, allowing the estimation of detection probability, recruitment, and the joint estimation of survival. We demonstrate our approach through both simulations and an applied example using four years of known-fate and pack count data for wolves (Canis lupus). Simulation results indicated that the integrated model reliably recovered parameters with no evidence of bias, and survival estimates were more precise under the joint model. Results from the applied example indicated that the marked sample of wolves was biased toward individuals with higher apparent survival rates than the unmarked pack mates, suggesting that joint estimates may be more representative of the overall population. Our integrated model is a practical approach for reducing bias while increasing precision and the amount of information gained from mark–resight data sets. We provide implementations in both the BUGS language and an R package.

Estimating demographic parameters using a combination of known-fate and open N-mixture models.

PubMed

Schmidt, Joshua H; Johnson, Devin S; Lindberg, Mark S; Adams, Layne G

2015-10-01

Accurate estimates of demographic parameters are required to infer appropriate ecological relationships and inform management actions. Known-fate data from marked individuals are commonly used to estimate survival rates, whereas N-mixture models use count data from unmarked individuals to estimate multiple demographic parameters. However, a joint approach combining the strengths of both analytical tools has not been developed. Here we develop an integrated model combining known-fate and open N-mixture models, allowing the estimation of detection probability, recruitment, and the joint estimation of survival. We demonstrate our approach through both simulations and an applied example using four years of known-fate and pack count data for wolves (Canis lupus). Simulation results indicated that the integrated model reliably recovered parameters with no evidence of bias, and survival estimates were more precise under the joint model. Results from the applied example indicated that the marked sample of wolves was biased toward individuals with higher apparent survival rates than the unmarked pack mates, suggesting that joint estimates may be more representative of the overall population. Our integrated model is a practical approach for reducing bias while increasing precision and the amount of information gained from mark-resight data sets. We provide implementations in both the BUGS language and an R package.

Misspecification in Latent Change Score Models: Consequences for Parameter Estimation, Model Evaluation, and Predicting Change.

PubMed

Clark, D Angus; Nuttall, Amy K; Bowles, Ryan P

2018-01-01

Latent change score models (LCS) are conceptually powerful tools for analyzing longitudinal data (McArdle & Hamagami, 2001). However, applications of these models typically include constraints on key parameters over time. Although practically useful, strict invariance over time in these parameters is unlikely in real data. This study investigates the robustness of LCS when invariance over time is incorrectly imposed on key change-related parameters. Monte Carlo simulation methods were used to explore the impact of misspecification on parameter estimation, predicted trajectories of change, and model fit in the dual change score model, the foundational LCS. When constraints were incorrectly applied, several parameters, most notably the slope (i.e., constant change) factor mean and autoproportion coefficient, were severely and consistently biased, as were regression paths to the slope factor when external predictors of change were included. Standard fit indices indicated that the misspecified models fit well, partly because mean level trajectories over time were accurately captured. Loosening constraint improved the accuracy of parameter estimates, but estimates were more unstable, and models frequently failed to converge. Results suggest that potentially common sources of misspecification in LCS can produce distorted impressions of developmental processes, and that identifying and rectifying the situation is a challenge.

Evaluation of dynamically downscaled extreme temperature using a spatially-aggregated generalized extreme value (GEV) model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Jiali; Han, Yuefeng; Stein, Michael L.

2016-02-10

The Weather Research and Forecast (WRF) model downscaling skill in extreme maximum daily temperature is evaluated by using the generalized extreme value (GEV) distribution. While the GEV distribution has been used extensively in climatology and meteorology for estimating probabilities of extreme events, accurately estimating GEV parameters based on data from a single pixel can be difficult, even with fairly long data records. This work proposes a simple method assuming that the shape parameter, the most difficult of the three parameters to estimate, does not vary over a relatively large region. This approach is applied to evaluate 31-year WRF-downscaled extreme maximummore » temperature through comparison with North American Regional Reanalysis (NARR) data. Uncertainty in GEV parameter estimates and the statistical significance in the differences of estimates between WRF and NARR are accounted for by conducting bootstrap resampling. Despite certain biases over parts of the United States, overall, WRF shows good agreement with NARR in the spatial pattern and magnitudes of GEV parameter estimates. Both WRF and NARR show a significant increase in extreme maximum temperature over the southern Great Plains and southeastern United States in January and over the western United States in July. The GEV model shows clear benefits from the regionally constant shape parameter assumption, for example, leading to estimates of the location and scale parameters of the model that show coherent spatial patterns.« less

Estimating parameter values of a socio-hydrological flood model

NASA Astrophysics Data System (ADS)

Holkje Barendrecht, Marlies; Viglione, Alberto; Kreibich, Heidi; Vorogushyn, Sergiy; Merz, Bruno; Blöschl, Günter

2018-06-01

Socio-hydrological modelling studies that have been published so far show that dynamic coupled human-flood models are a promising tool to represent the phenomena and the feedbacks in human-flood systems. So far these models are mostly generic and have not been developed and calibrated to represent specific case studies. We believe that applying and calibrating these type of models to real world case studies can help us to further develop our understanding about the phenomena that occur in these systems. In this paper we propose a method to estimate the parameter values of a socio-hydrological model and we test it by applying it to an artificial case study. We postulate a model that describes the feedbacks between floods, awareness and preparedness. After simulating hypothetical time series with a given combination of parameters, we sample few data points for our variables and try to estimate the parameters given these data points using Bayesian Inference. The results show that, if we are able to collect data for our case study, we would, in theory, be able to estimate the parameter values for our socio-hydrological flood model.

Estimation of the sea surface's two-scale backscatter parameters

NASA Technical Reports Server (NTRS)

Wentz, F. J.

1978-01-01

The relationship between the sea-surface normalized radar cross section and the friction velocity vector is determined using a parametric two-scale scattering model. The model parameters are found from a nonlinear maximum likelihood estimation. The estimation is based on aircraft scatterometer measurements and the sea-surface anemometer measurements collected during the JONSWAP '75 experiment. The estimates of the ten model parameters converge to realistic values that are in good agreement with the available oceanographic data. The rms discrepancy between the model and the cross section measurements is 0.7 db, which is the rms sum of a 0.3 db average measurement error and a 0.6 db modeling error.

Model-Based IN SITU Parameter Estimation of Ultrasonic Guided Waves in AN Isotropic Plate

NASA Astrophysics Data System (ADS)

Hall, James S.; Michaels, Jennifer E.

2010-02-01

Most ultrasonic systems employing guided waves for flaw detection require information such as dispersion curves, transducer locations, and expected propagation loss. Degraded system performance may result if assumed parameter values do not accurately reflect the actual environment. By characterizing the propagating environment in situ at the time of test, potentially erroneous a priori estimates are avoided and performance of ultrasonic guided wave systems can be improved. A four-part model-based algorithm is described in the context of previous work that estimates model parameters whereby an assumed propagation model is used to describe the received signals. This approach builds upon previous work by demonstrating the ability to estimate parameters for the case of single mode propagation. Performance is demonstrated on signals obtained from theoretical dispersion curves, finite element modeling, and experimental data.

Inference of reactive transport model parameters using a Bayesian multivariate approach

NASA Astrophysics Data System (ADS)

Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick

2014-08-01

Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.

Profile-likelihood Confidence Intervals in Item Response Theory Models.

PubMed

Chalmers, R Philip; Pek, Jolynn; Liu, Yang

2017-01-01

Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.

Parameter estimation methods for gene circuit modeling from time-series mRNA data: a comparative study.

PubMed

Fan, Ming; Kuwahara, Hiroyuki; Wang, Xiaolei; Wang, Suojin; Gao, Xin

2015-11-01

Parameter estimation is a challenging computational problem in the reverse engineering of biological systems. Because advances in biotechnology have facilitated wide availability of time-series gene expression data, systematic parameter estimation of gene circuit models from such time-series mRNA data has become an important method for quantitatively dissecting the regulation of gene expression. By focusing on the modeling of gene circuits, we examine here the performance of three types of state-of-the-art parameter estimation methods: population-based methods, online methods and model-decomposition-based methods. Our results show that certain population-based methods are able to generate high-quality parameter solutions. The performance of these methods, however, is heavily dependent on the size of the parameter search space, and their computational requirements substantially increase as the size of the search space increases. In comparison, online methods and model decomposition-based methods are computationally faster alternatives and are less dependent on the size of the search space. Among other things, our results show that a hybrid approach that augments computationally fast methods with local search as a subsequent refinement procedure can substantially increase the quality of their parameter estimates to the level on par with the best solution obtained from the population-based methods while maintaining high computational speed. These suggest that such hybrid methods can be a promising alternative to the more commonly used population-based methods for parameter estimation of gene circuit models when limited prior knowledge about the underlying regulatory mechanisms makes the size of the parameter search space vastly large. © The Author 2015. Published by Oxford University Press. For Permissions, please email: journals.permissions@oup.com.

Estimating varying coefficients for partial differential equation models.

PubMed

Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J

2017-09-01

Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data. © 2017, The International Biometric Society.

Edge Modeling by Two Blur Parameters in Varying Contrasts.

PubMed

Seo, Suyoung

2018-06-01

This paper presents a method of modeling edge profiles with two blur parameters, and estimating and predicting those edge parameters with varying brightness combinations and camera-to-object distances (COD). First, the validity of the edge model is proven mathematically. Then, it is proven experimentally with edges from a set of images captured for specifically designed target sheets and with edges from natural images. Estimation of the two blur parameters for each observed edge profile is performed with a brute-force method to find parameters that produce global minimum errors. Then, using the estimated blur parameters, actual blur parameters of edges with arbitrary brightness combinations are predicted using a surface interpolation method (i.e., kriging). The predicted surfaces show that the two blur parameters of the proposed edge model depend on both dark-side edge brightness and light-side edge brightness following a certain global trend. This is similar across varying CODs. The proposed edge model is compared with a one-blur parameter edge model using experiments of the root mean squared error for fitting the edge models to each observed edge profile. The comparison results suggest that the proposed edge model has superiority over the one-blur parameter edge model in most cases where edges have varying brightness combinations.

Performance of Random Effects Model Estimators under Complex Sampling Designs

ERIC Educational Resources Information Center

Jia, Yue; Stokes, Lynne; Harris, Ian; Wang, Yan

2011-01-01

In this article, we consider estimation of parameters of random effects models from samples collected via complex multistage designs. Incorporation of sampling weights is one way to reduce estimation bias due to unequal probabilities of selection. Several weighting methods have been proposed in the literature for estimating the parameters of…

Delineating parameter unidentifiabilities in complex models

NASA Astrophysics Data System (ADS)

Raman, Dhruva V.; Anderson, James; Papachristodoulou, Antonis

2017-03-01

Scientists use mathematical modeling as a tool for understanding and predicting the properties of complex physical systems. In highly parametrized models there often exist relationships between parameters over which model predictions are identical, or nearly identical. These are known as structural or practical unidentifiabilities, respectively. They are hard to diagnose and make reliable parameter estimation from data impossible. They furthermore imply the existence of an underlying model simplification. We describe a scalable method for detecting unidentifiabilities, as well as the functional relations defining them, for generic models. This allows for model simplification, and appreciation of which parameters (or functions thereof) cannot be estimated from data. Our algorithm can identify features such as redundant mechanisms and fast time-scale subsystems, as well as the regimes in parameter space over which such approximations are valid. We base our algorithm on a quantification of regional parametric sensitivity that we call `multiscale sloppiness'. Traditionally, the link between parametric sensitivity and the conditioning of the parameter estimation problem is made locally, through the Fisher information matrix. This is valid in the regime of infinitesimal measurement uncertainty. We demonstrate the duality between multiscale sloppiness and the geometry of confidence regions surrounding parameter estimates made where measurement uncertainty is non-negligible. Further theoretical relationships are provided linking multiscale sloppiness to the likelihood-ratio test. From this, we show that a local sensitivity analysis (as typically done) is insufficient for determining the reliability of parameter estimation, even with simple (non)linear systems. Our algorithm can provide a tractable alternative. We finally apply our methods to a large-scale, benchmark systems biology model of necrosis factor (NF)-κ B , uncovering unidentifiabilities.

Improving the precision of lake ecosystem metabolism estimates by identifying predictors of model uncertainty

USGS Publications Warehouse

Rose, Kevin C.; Winslow, Luke A.; Read, Jordan S.; Read, Emily K.; Solomon, Christopher T.; Adrian, Rita; Hanson, Paul C.

2014-01-01

Diel changes in dissolved oxygen are often used to estimate gross primary production (GPP) and ecosystem respiration (ER) in aquatic ecosystems. Despite the widespread use of this approach to understand ecosystem metabolism, we are only beginning to understand the degree and underlying causes of uncertainty for metabolism model parameter estimates. Here, we present a novel approach to improve the precision and accuracy of ecosystem metabolism estimates by identifying physical metrics that indicate when metabolism estimates are highly uncertain. Using datasets from seventeen instrumented GLEON (Global Lake Ecological Observatory Network) lakes, we discovered that many physical characteristics correlated with uncertainty, including PAR (photosynthetically active radiation, 400-700 nm), daily variance in Schmidt stability, and wind speed. Low PAR was a consistent predictor of high variance in GPP model parameters, but also corresponded with low ER model parameter variance. We identified a threshold (30% of clear sky PAR) below which GPP parameter variance increased rapidly and was significantly greater in nearly all lakes compared with variance on days with PAR levels above this threshold. The relationship between daily variance in Schmidt stability and GPP model parameter variance depended on trophic status, whereas daily variance in Schmidt stability was consistently positively related to ER model parameter variance. Wind speeds in the range of ~0.8-3 m s–1 were consistent predictors of high variance for both GPP and ER model parameters, with greater uncertainty in eutrophic lakes. Our findings can be used to reduce ecosystem metabolism model parameter uncertainty and identify potential sources of that uncertainty.

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression.

PubMed

Ding, A Adam; Wu, Hulin

2014-10-01

We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method.

Estimation of Ordinary Differential Equation Parameters Using Constrained Local Polynomial Regression

PubMed Central

Ding, A. Adam; Wu, Hulin

2015-01-01

We propose a new method to use a constrained local polynomial regression to estimate the unknown parameters in ordinary differential equation models with a goal of improving the smoothing-based two-stage pseudo-least squares estimate. The equation constraints are derived from the differential equation model and are incorporated into the local polynomial regression in order to estimate the unknown parameters in the differential equation model. We also derive the asymptotic bias and variance of the proposed estimator. Our simulation studies show that our new estimator is clearly better than the pseudo-least squares estimator in estimation accuracy with a small price of computational cost. An application example on immune cell kinetics and trafficking for influenza infection further illustrates the benefits of the proposed new method. PMID:26401093

Development of advanced techniques for rotorcraft state estimation and parameter identification

NASA Technical Reports Server (NTRS)

Hall, W. E., Jr.; Bohn, J. G.; Vincent, J. H.

1980-01-01

An integrated methodology for rotorcraft system identification consists of rotorcraft mathematical modeling, three distinct data processing steps, and a technique for designing inputs to improve the identifiability of the data. These elements are as follows: (1) a Kalman filter smoother algorithm which estimates states and sensor errors from error corrupted data. Gust time histories and statistics may also be estimated; (2) a model structure estimation algorithm for isolating a model which adequately explains the data; (3) a maximum likelihood algorithm for estimating the parameters and estimates for the variance of these estimates; and (4) an input design algorithm, based on a maximum likelihood approach, which provides inputs to improve the accuracy of parameter estimates. Each step is discussed with examples to both flight and simulated data cases.

Parameter estimation of Monod model by the Least-Squares method for microalgae Botryococcus Braunii sp

NASA Astrophysics Data System (ADS)

See, J. J.; Jamaian, S. S.; Salleh, R. M.; Nor, M. E.; Aman, F.

2018-04-01

This research aims to estimate the parameters of Monod model of microalgae Botryococcus Braunii sp growth by the Least-Squares method. Monod equation is a non-linear equation which can be transformed into a linear equation form and it is solved by implementing the Least-Squares linear regression method. Meanwhile, Gauss-Newton method is an alternative method to solve the non-linear Least-Squares problem with the aim to obtain the parameters value of Monod model by minimizing the sum of square error ( SSE). As the result, the parameters of the Monod model for microalgae Botryococcus Braunii sp can be estimated by the Least-Squares method. However, the estimated parameters value obtained by the non-linear Least-Squares method are more accurate compared to the linear Least-Squares method since the SSE of the non-linear Least-Squares method is less than the linear Least-Squares method.

Bottom-up modeling approach for the quantitative estimation of parameters in pathogen-host interactions

PubMed Central

Lehnert, Teresa; Timme, Sandra; Pollmächer, Johannes; Hünniger, Kerstin; Kurzai, Oliver; Figge, Marc Thilo

2015-01-01

Opportunistic fungal pathogens can cause bloodstream infection and severe sepsis upon entering the blood stream of the host. The early immune response in human blood comprises the elimination of pathogens by antimicrobial peptides and innate immune cells, such as neutrophils or monocytes. Mathematical modeling is a predictive method to examine these complex processes and to quantify the dynamics of pathogen-host interactions. Since model parameters are often not directly accessible from experiment, their estimation is required by calibrating model predictions with experimental data. Depending on the complexity of the mathematical model, parameter estimation can be associated with excessively high computational costs in terms of run time and memory. We apply a strategy for reliable parameter estimation where different modeling approaches with increasing complexity are used that build on one another. This bottom-up modeling approach is applied to an experimental human whole-blood infection assay for Candida albicans. Aiming for the quantification of the relative impact of different routes of the immune response against this human-pathogenic fungus, we start from a non-spatial state-based model (SBM), because this level of model complexity allows estimating a priori unknown transition rates between various system states by the global optimization method simulated annealing. Building on the non-spatial SBM, an agent-based model (ABM) is implemented that incorporates the migration of interacting cells in three-dimensional space. The ABM takes advantage of estimated parameters from the non-spatial SBM, leading to a decreased dimensionality of the parameter space. This space can be scanned using a local optimization approach, i.e., least-squares error estimation based on an adaptive regular grid search, to predict cell migration parameters that are not accessible in experiment. In the future, spatio-temporal simulations of whole-blood samples may enable timely stratification of sepsis patients by distinguishing hyper-inflammatory from paralytic phases in immune dysregulation. PMID:26150807

Bottom-up modeling approach for the quantitative estimation of parameters in pathogen-host interactions.

PubMed

Lehnert, Teresa; Timme, Sandra; Pollmächer, Johannes; Hünniger, Kerstin; Kurzai, Oliver; Figge, Marc Thilo

2015-01-01

Opportunistic fungal pathogens can cause bloodstream infection and severe sepsis upon entering the blood stream of the host. The early immune response in human blood comprises the elimination of pathogens by antimicrobial peptides and innate immune cells, such as neutrophils or monocytes. Mathematical modeling is a predictive method to examine these complex processes and to quantify the dynamics of pathogen-host interactions. Since model parameters are often not directly accessible from experiment, their estimation is required by calibrating model predictions with experimental data. Depending on the complexity of the mathematical model, parameter estimation can be associated with excessively high computational costs in terms of run time and memory. We apply a strategy for reliable parameter estimation where different modeling approaches with increasing complexity are used that build on one another. This bottom-up modeling approach is applied to an experimental human whole-blood infection assay for Candida albicans. Aiming for the quantification of the relative impact of different routes of the immune response against this human-pathogenic fungus, we start from a non-spatial state-based model (SBM), because this level of model complexity allows estimating a priori unknown transition rates between various system states by the global optimization method simulated annealing. Building on the non-spatial SBM, an agent-based model (ABM) is implemented that incorporates the migration of interacting cells in three-dimensional space. The ABM takes advantage of estimated parameters from the non-spatial SBM, leading to a decreased dimensionality of the parameter space. This space can be scanned using a local optimization approach, i.e., least-squares error estimation based on an adaptive regular grid search, to predict cell migration parameters that are not accessible in experiment. In the future, spatio-temporal simulations of whole-blood samples may enable timely stratification of sepsis patients by distinguishing hyper-inflammatory from paralytic phases in immune dysregulation.

A framework for streamflow prediction in the world's most severely data-limited regions: Test of applicability and performance in a poorly-gauged region of China

NASA Astrophysics Data System (ADS)

Alipour, M. H.; Kibler, Kelly M.

2018-02-01

A framework methodology is proposed for streamflow prediction in poorly-gauged rivers located within large-scale regions of sparse hydrometeorologic observation. A multi-criteria model evaluation is developed to select models that balance runoff efficiency with selection of accurate parameter values. Sparse observed data are supplemented by uncertain or low-resolution information, incorporated as 'soft' data, to estimate parameter values a priori. Model performance is tested in two catchments within a data-poor region of southwestern China, and results are compared to models selected using alternative calibration methods. While all models perform consistently with respect to runoff efficiency (NSE range of 0.67-0.78), models selected using the proposed multi-objective method may incorporate more representative parameter values than those selected by traditional calibration. Notably, parameter values estimated by the proposed method resonate with direct estimates of catchment subsurface storage capacity (parameter residuals of 20 and 61 mm for maximum soil moisture capacity (Cmax), and 0.91 and 0.48 for soil moisture distribution shape factor (B); where a parameter residual is equal to the centroid of a soft parameter value minus the calibrated parameter value). A model more traditionally calibrated to observed data only (single-objective model) estimates a much lower soil moisture capacity (residuals of Cmax = 475 and 518 mm and B = 1.24 and 0.7). A constrained single-objective model also underestimates maximum soil moisture capacity relative to a priori estimates (residuals of Cmax = 246 and 289 mm). The proposed method may allow managers to more confidently transfer calibrated models to ungauged catchments for streamflow predictions, even in the world's most data-limited regions.

Difference-based ridge-type estimator of parameters in restricted partial linear model with correlated errors.

PubMed

Wu, Jibo

2016-01-01

In this article, a generalized difference-based ridge estimator is proposed for the vector parameter in a partial linear model when the errors are dependent. It is supposed that some additional linear constraints may hold to the whole parameter space. Its mean-squared error matrix is compared with the generalized restricted difference-based estimator. Finally, the performance of the new estimator is explained by a simulation study and a numerical example.

Reduced uncertainty of regional scale CLM predictions of net carbon fluxes and leaf area indices with estimated plant-specific parameters

NASA Astrophysics Data System (ADS)

Post, Hanna; Hendricks Franssen, Harrie-Jan; Han, Xujun; Baatz, Roland; Montzka, Carsten; Schmidt, Marius; Vereecken, Harry

2016-04-01

Reliable estimates of carbon fluxes and states at regional scales are required to reduce uncertainties in regional carbon balance estimates and to support decision making in environmental politics. In this work the Community Land Model version 4.5 (CLM4.5-BGC) was applied at a high spatial resolution (1 km2) for the Rur catchment in western Germany. In order to improve the model-data consistency of net ecosystem exchange (NEE) and leaf area index (LAI) for this study area, five plant functional type (PFT)-specific CLM4.5-BGC parameters were estimated with time series of half-hourly NEE data for one year in 2011/2012, using the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm, a Markov Chain Monte Carlo (MCMC) approach. The parameters were estimated separately for four different plant functional types (needleleaf evergreen temperate tree, broadleaf deciduous temperate tree, C3-grass and C3-crop) at four different sites. The four sites are located inside or close to the Rur catchment. We evaluated modeled NEE for one year in 2012/2013 with NEE measured at seven eddy covariance sites in the catchment, including the four parameter estimation sites. Modeled LAI was evaluated by means of LAI derived from remotely sensed RapidEye images of about 18 days in 2011/2012. Performance indices were based on a comparison between measurements and (i) a reference run with CLM default parameters, and (ii) a 60 instance CLM ensemble with parameters sampled from the DREAM posterior probability density functions (pdfs). The difference between the observed and simulated NEE sum reduced 23% if estimated parameters instead of default parameters were used as input. The mean absolute difference between modeled and measured LAI was reduced by 59% on average. Simulated LAI was not only improved in terms of the absolute value but in some cases also in terms of the timing (beginning of vegetation onset), which was directly related to a substantial improvement of the NEE estimates in spring. In order to obtain a more comprehensive estimate of the model uncertainty, a second CLM ensemble was set up, where initial conditions and atmospheric forcings were perturbed in addition to the parameter estimates. This resulted in very high standard deviations (STD) of the modeled annual NEE sums for C3-grass and C3-crop PFTs, ranging between 24.1 and 225.9 gC m-2 y-1, compared to STD = 0.1 - 3.4 gC m-2 y-1 (effect of parameter uncertainty only, without additional perturbation of initial states and atmospheric forcings). The higher spread of modeled NEE for the C3-crop and C3-grass indicated that the model uncertainty was notably higher for those PFTs compared to the forest-PFTs. Our findings highlight the potential of parameter and uncertainty estimation to support the understanding and further development of land surface models such as CLM.

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

PubMed

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

Multi-Axis Identifiability Using Single-Surface Parameter Estimation Maneuvers on the X-48B Blended Wing Body

NASA Technical Reports Server (NTRS)

Ratnayake, Nalin A.; Koshimoto, Ed T.; Taylor, Brian R.

2011-01-01

The problem of parameter estimation on hybrid-wing-body type aircraft is complicated by the fact that many design candidates for such aircraft involve a large number of aero- dynamic control effectors that act in coplanar motion. This fact adds to the complexity already present in the parameter estimation problem for any aircraft with a closed-loop control system. Decorrelation of system inputs must be performed in order to ascertain individual surface derivatives with any sort of mathematical confidence. Non-standard control surface configurations, such as clamshell surfaces and drag-rudder modes, further complicate the modeling task. In this paper, asymmetric, single-surface maneuvers are used to excite multiple axes of aircraft motion simultaneously. Time history reconstructions of the moment coefficients computed by the solved regression models are then compared to each other in order to assess relative model accuracy. The reduced flight-test time required for inner surface parameter estimation using multi-axis methods was found to come at the cost of slightly reduced accuracy and statistical confidence for linear regression methods. Since the multi-axis maneuvers captured parameter estimates similar to both longitudinal and lateral-directional maneuvers combined, the number of test points required for the inner, aileron-like surfaces could in theory have been reduced by 50%. While trends were similar, however, individual parameters as estimated by a multi-axis model were typically different by an average absolute difference of roughly 15-20%, with decreased statistical significance, than those estimated by a single-axis model. The multi-axis model exhibited an increase in overall fit error of roughly 1-5% for the linear regression estimates with respect to the single-axis model, when applied to flight data designed for each, respectively.

Effects of model complexity and priors on estimation using sequential importance sampling/resampling for species conservation

USGS Publications Warehouse

Dunham, Kylee; Grand, James B.

2016-01-01

We examined the effects of complexity and priors on the accuracy of models used to estimate ecological and observational processes, and to make predictions regarding population size and structure. State-space models are useful for estimating complex, unobservable population processes and making predictions about future populations based on limited data. To better understand the utility of state space models in evaluating population dynamics, we used them in a Bayesian framework and compared the accuracy of models with differing complexity, with and without informative priors using sequential importance sampling/resampling (SISR). Count data were simulated for 25 years using known parameters and observation process for each model. We used kernel smoothing to reduce the effect of particle depletion, which is common when estimating both states and parameters with SISR. Models using informative priors estimated parameter values and population size with greater accuracy than their non-informative counterparts. While the estimates of population size and trend did not suffer greatly in models using non-informative priors, the algorithm was unable to accurately estimate demographic parameters. This model framework provides reasonable estimates of population size when little to no information is available; however, when information on some vital rates is available, SISR can be used to obtain more precise estimates of population size and process. Incorporating model complexity such as that required by structured populations with stage-specific vital rates affects precision and accuracy when estimating latent population variables and predicting population dynamics. These results are important to consider when designing monitoring programs and conservation efforts requiring management of specific population segments.

Patient-specific parameter estimation in single-ventricle lumped circulation models under uncertainty

PubMed Central

Schiavazzi, Daniele E.; Baretta, Alessia; Pennati, Giancarlo; Hsia, Tain-Yen; Marsden, Alison L.

2017-01-01

Summary Computational models of cardiovascular physiology can inform clinical decision-making, providing a physically consistent framework to assess vascular pressures and flow distributions, and aiding in treatment planning. In particular, lumped parameter network (LPN) models that make an analogy to electrical circuits offer a fast and surprisingly realistic method to reproduce the circulatory physiology. The complexity of LPN models can vary significantly to account, for example, for cardiac and valve function, respiration, autoregulation, and time-dependent hemodynamics. More complex models provide insight into detailed physiological mechanisms, but their utility is maximized if one can quickly identify patient specific parameters. The clinical utility of LPN models with many parameters will be greatly enhanced by automated parameter identification, particularly if parameter tuning can match non-invasively obtained clinical data. We present a framework for automated tuning of 0D lumped model parameters to match clinical data. We demonstrate the utility of this framework through application to single ventricle pediatric patients with Norwood physiology. Through a combination of local identifiability, Bayesian estimation and maximum a posteriori simplex optimization, we show the ability to automatically determine physiologically consistent point estimates of the parameters and to quantify uncertainty induced by errors and assumptions in the collected clinical data. We show that multi-level estimation, that is, updating the parameter prior information through sub-model analysis, can lead to a significant reduction in the parameter marginal posterior variance. We first consider virtual patient conditions, with clinical targets generated through model solutions, and second application to a cohort of four single-ventricle patients with Norwood physiology. PMID:27155892

Estimation of Community Land Model parameters for an improved assessment of net carbon fluxes at European sites

NASA Astrophysics Data System (ADS)

Post, Hanna; Vrugt, Jasper A.; Fox, Andrew; Vereecken, Harry; Hendricks Franssen, Harrie-Jan

2017-03-01

The Community Land Model (CLM) contains many parameters whose values are uncertain and thus require careful estimation for model application at individual sites. Here we used Bayesian inference with the DiffeRential Evolution Adaptive Metropolis (DREAM(zs)) algorithm to estimate eight CLM v.4.5 ecosystem parameters using 1 year records of half-hourly net ecosystem CO2 exchange (NEE) observations of four central European sites with different plant functional types (PFTs). The posterior CLM parameter distributions of each site were estimated per individual season and on a yearly basis. These estimates were then evaluated using NEE data from an independent evaluation period and data from "nearby" FLUXNET sites at 600 km distance to the original sites. Latent variables (multipliers) were used to treat explicitly uncertainty in the initial carbon-nitrogen pools. The posterior parameter estimates were superior to their default values in their ability to track and explain the measured NEE data of each site. The seasonal parameter values reduced with more than 50% (averaged over all sites) the bias in the simulated NEE values. The most consistent performance of CLM during the evaluation period was found for the posterior parameter values of the forest PFTs, and contrary to the C3-grass and C3-crop sites, the latent variables of the initial pools further enhanced the quality-of-fit. The carbon sink function of the forest PFTs significantly increased with the posterior parameter estimates. We thus conclude that land surface model predictions of carbon stocks and fluxes require careful consideration of uncertain ecological parameters and initial states.

Time Domain Estimation of Arterial Parameters using the Windkessel Model and the Monte Carlo Method

NASA Astrophysics Data System (ADS)

Gostuski, Vladimir; Pastore, Ignacio; Rodriguez Palacios, Gaspar; Vaca Diez, Gustavo; Moscoso-Vasquez, H. Marcela; Risk, Marcelo

2016-04-01

Numerous parameter estimation techniques exist for characterizing the arterial system using electrical circuit analogs. However, they are often limited by their requirements and usually high computational burdain. Therefore, a new method for estimating arterial parameters based on Monte Carlo simulation is proposed. A three element Windkessel model was used to represent the arterial system. The approach was to reduce the error between the calculated and physiological aortic pressure by randomly generating arterial parameter values, while keeping constant the arterial resistance. This last value was obtained for each subject using the arterial flow, and was a necessary consideration in order to obtain a unique set of values for the arterial compliance and peripheral resistance. The estimation technique was applied to in vivo data containing steady beats in mongrel dogs, and it reliably estimated Windkessel arterial parameters. Further, this method appears to be computationally efficient for on-line time-domain estimation of these parameters.

Re-estimating temperature-dependent consumption parameters in bioenergetics models for juvenile Chinook salmon

USGS Publications Warehouse

Plumb, John M.; Moffitt, Christine M.

2015-01-01

Researchers have cautioned against the borrowing of consumption and growth parameters from other species and life stages in bioenergetics growth models. In particular, the function that dictates temperature dependence in maximum consumption (Cmax) within the Wisconsin bioenergetics model for Chinook Salmon Oncorhynchus tshawytscha produces estimates that are lower than those measured in published laboratory feeding trials. We used published and unpublished data from laboratory feeding trials with subyearling Chinook Salmon from three stocks (Snake, Nechako, and Big Qualicum rivers) to estimate and adjust the model parameters for temperature dependence in Cmax. The data included growth measures in fish ranging from 1.5 to 7.2 g that were held at temperatures from 14°C to 26°C. Parameters for temperature dependence in Cmax were estimated based on relative differences in food consumption, and bootstrapping techniques were then used to estimate the error about the parameters. We found that at temperatures between 17°C and 25°C, the current parameter values did not match the observed data, indicating that Cmax should be shifted by about 4°C relative to the current implementation under the bioenergetics model. We conclude that the adjusted parameters for Cmax should produce more accurate predictions from the bioenergetics model for subyearling Chinook Salmon.

An Indirect System Identification Technique for Stable Estimation of Continuous-Time Parameters of the Vestibulo-Ocular Reflex (VOR)

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.; Wallin, Ragnar; Boyle, Richard D.

2013-01-01

The vestibulo-ocular reflex (VOR) is a well-known dual mode bifurcating system that consists of slow and fast modes associated with nystagmus and saccade, respectively. Estimation of continuous-time parameters of nystagmus and saccade models are known to be sensitive to estimation methodology, noise and sampling rate. The stable and accurate estimation of these parameters are critical for accurate disease modelling, clinical diagnosis, robotic control strategies, mission planning for space exploration and pilot safety, etc. This paper presents a novel indirect system identification method for the estimation of continuous-time parameters of VOR employing standardised least-squares with dual sampling rates in a sparse structure. This approach permits the stable and simultaneous estimation of both nystagmus and saccade data. The efficacy of this approach is demonstrated via simulation of a continuous-time model of VOR with typical parameters found in clinical studies and in the presence of output additive noise.

Load forecasting via suboptimal seasonal autoregressive models and iteratively reweighted least squares estimation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mbamalu, G.A.N.; El-Hawary, M.E.

The authors propose suboptimal least squares or IRWLS procedures for estimating the parameters of a seasonal multiplicative AR model encountered during power system load forecasting. The proposed method involves using an interactive computer environment to estimate the parameters of a seasonal multiplicative AR process. The method comprises five major computational steps. The first determines the order of the seasonal multiplicative AR process, and the second uses the least squares or the IRWLS to estimate the optimal nonseasonal AR model parameters. In the third step one obtains the intermediate series by back forecast, which is followed by using the least squaresmore » or the IRWLS to estimate the optimal season AR parameters. The final step uses the estimated parameters to forecast future load. The method is applied to predict the Nova Scotia Power Corporation's 168 lead time hourly load. The results obtained are documented and compared with results based on the Box and Jenkins method.« less

A Bayesian estimation of a stochastic predator-prey model of economic fluctuations

NASA Astrophysics Data System (ADS)

Dibeh, Ghassan; Luchinsky, Dmitry G.; Luchinskaya, Daria D.; Smelyanskiy, Vadim N.

2007-06-01

In this paper, we develop a Bayesian framework for the empirical estimation of the parameters of one of the best known nonlinear models of the business cycle: The Marx-inspired model of a growth cycle introduced by R. M. Goodwin. The model predicts a series of closed cycles representing the dynamics of labor's share and the employment rate in the capitalist economy. The Bayesian framework is used to empirically estimate a modified Goodwin model. The original model is extended in two ways. First, we allow for exogenous periodic variations of the otherwise steady growth rates of the labor force and productivity per worker. Second, we allow for stochastic variations of those parameters. The resultant modified Goodwin model is a stochastic predator-prey model with periodic forcing. The model is then estimated using a newly developed Bayesian estimation method on data sets representing growth cycles in France and Italy during the years 1960-2005. Results show that inference of the parameters of the stochastic Goodwin model can be achieved. The comparison of the dynamics of the Goodwin model with the inferred values of parameters demonstrates quantitative agreement with the growth cycle empirical data.

Systematic parameter estimation and sensitivity analysis using a multidimensional PEMFC model coupled with DAKOTA.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wang, Chao Yang; Luo, Gang; Jiang, Fangming

2010-05-01

Current computational models for proton exchange membrane fuel cells (PEMFCs) include a large number of parameters such as boundary conditions, material properties, and numerous parameters used in sub-models for membrane transport, two-phase flow and electrochemistry. In order to successfully use a computational PEMFC model in design and optimization, it is important to identify critical parameters under a wide variety of operating conditions, such as relative humidity, current load, temperature, etc. Moreover, when experimental data is available in the form of polarization curves or local distribution of current and reactant/product species (e.g., O2, H2O concentrations), critical parameters can be estimated inmore » order to enable the model to better fit the data. Sensitivity analysis and parameter estimation are typically performed using manual adjustment of parameters, which is also common in parameter studies. We present work to demonstrate a systematic approach based on using a widely available toolkit developed at Sandia called DAKOTA that supports many kinds of design studies, such as sensitivity analysis as well as optimization and uncertainty quantification. In the present work, we couple a multidimensional PEMFC model (which is being developed, tested and later validated in a joint effort by a team from Penn State Univ. and Sandia National Laboratories) with DAKOTA through the mapping of model parameters to system responses. Using this interface, we demonstrate the efficiency of performing simple parameter studies as well as identifying critical parameters using sensitivity analysis. Finally, we show examples of optimization and parameter estimation using the automated capability in DAKOTA.« less

Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

Prediction and assimilation of surf-zone processes using a Bayesian network: Part II: Inverse models

USGS Publications Warehouse

Plant, Nathaniel G.; Holland, K. Todd

2011-01-01

A Bayesian network model has been developed to simulate a relatively simple problem of wave propagation in the surf zone (detailed in Part I). Here, we demonstrate that this Bayesian model can provide both inverse modeling and data-assimilation solutions for predicting offshore wave heights and depth estimates given limited wave-height and depth information from an onshore location. The inverse method is extended to allow data assimilation using observational inputs that are not compatible with deterministic solutions of the problem. These inputs include sand bar positions (instead of bathymetry) and estimates of the intensity of wave breaking (instead of wave-height observations). Our results indicate that wave breaking information is essential to reduce prediction errors. In many practical situations, this information could be provided from a shore-based observer or from remote-sensing systems. We show that various combinations of the assimilated inputs significantly reduce the uncertainty in the estimates of water depths and wave heights in the model domain. Application of the Bayesian network model to new field data demonstrated significant predictive skill (R2 = 0.7) for the inverse estimate of a month-long time series of offshore wave heights. The Bayesian inverse results include uncertainty estimates that were shown to be most accurate when given uncertainty in the inputs (e.g., depth and tuning parameters). Furthermore, the inverse modeling was extended to directly estimate tuning parameters associated with the underlying wave-process model. The inverse estimates of the model parameters not only showed an offshore wave height dependence consistent with results of previous studies but the uncertainty estimates of the tuning parameters also explain previously reported variations in the model parameters.

Comparing Different Approaches of Bias Correction for Ability Estimation in IRT Models. Research Report. ETS RR-08-13

ERIC Educational Resources Information Center

Lee, Yi-Hsuan; Zhang, Jinming

2008-01-01

The method of maximum-likelihood is typically applied to item response theory (IRT) models when the ability parameter is estimated while conditioning on the true item parameters. In practice, the item parameters are unknown and need to be estimated first from a calibration sample. Lewis (1985) and Zhang and Lu (2007) proposed the expected response…

Brute force meets Bruno force in parameter optimisation: introduction of novel constraints for parameter accuracy improvement by symbolic computation.

PubMed

Nakatsui, M; Horimoto, K; Lemaire, F; Ürgüplü, A; Sedoglavic, A; Boulier, F

2011-09-01

Recent remarkable advances in computer performance have enabled us to estimate parameter values by the huge power of numerical computation, the so-called 'Brute force', resulting in the high-speed simultaneous estimation of a large number of parameter values. However, these advancements have not been fully utilised to improve the accuracy of parameter estimation. Here the authors review a novel method for parameter estimation using symbolic computation power, 'Bruno force', named after Bruno Buchberger, who found the Gröbner base. In the method, the objective functions combining the symbolic computation techniques are formulated. First, the authors utilise a symbolic computation technique, differential elimination, which symbolically reduces an equivalent system of differential equations to a system in a given model. Second, since its equivalent system is frequently composed of large equations, the system is further simplified by another symbolic computation. The performance of the authors' method for parameter accuracy improvement is illustrated by two representative models in biology, a simple cascade model and a negative feedback model in comparison with the previous numerical methods. Finally, the limits and extensions of the authors' method are discussed, in terms of the possible power of 'Bruno force' for the development of a new horizon in parameter estimation.

A simulation to study the feasibility of improving the temporal resolution of LAGEOS geodynamic solutions by using a sequential process noise filter

NASA Technical Reports Server (NTRS)

Hartman, Brian Davis

1995-01-01

A key drawback to estimating geodetic and geodynamic parameters over time based on satellite laser ranging (SLR) observations is the inability to accurately model all the forces acting on the satellite. Errors associated with the observations and the measurement model can detract from the estimates as well. These 'model errors' corrupt the solutions obtained from the satellite orbit determination process. Dynamical models for satellite motion utilize known geophysical parameters to mathematically detail the forces acting on the satellite. However, these parameters, while estimated as constants, vary over time. These temporal variations must be accounted for in some fashion to maintain meaningful solutions. The primary goal of this study is to analyze the feasibility of using a sequential process noise filter for estimating geodynamic parameters over time from the Laser Geodynamics Satellite (LAGEOS) SLR data. This evaluation is achieved by first simulating a sequence of realistic LAGEOS laser ranging observations. These observations are generated using models with known temporal variations in several geodynamic parameters (along track drag and the J(sub 2), J(sub 3), J(sub 4), and J(sub 5) geopotential coefficients). A standard (non-stochastic) filter and a stochastic process noise filter are then utilized to estimate the model parameters from the simulated observations. The standard non-stochastic filter estimates these parameters as constants over consecutive fixed time intervals. Thus, the resulting solutions contain constant estimates of parameters that vary in time which limits the temporal resolution and accuracy of the solution. The stochastic process noise filter estimates these parameters as correlated process noise variables. As a result, the stochastic process noise filter has the potential to estimate the temporal variations more accurately since the constraint of estimating the parameters as constants is eliminated. A comparison of the temporal resolution of solutions obtained from standard sequential filtering methods and process noise sequential filtering methods shows that the accuracy is significantly improved using process noise. The results show that the positional accuracy of the orbit is improved as well. The temporal resolution of the resulting solutions are detailed, and conclusions drawn about the results. Benefits and drawbacks of using process noise filtering in this type of scenario are also identified.

Nonlinear finite element model updating for damage identification of civil structures using batch Bayesian estimation

NASA Astrophysics Data System (ADS)

Ebrahimian, Hamed; Astroza, Rodrigo; Conte, Joel P.; de Callafon, Raymond A.

2017-02-01

This paper presents a framework for structural health monitoring (SHM) and damage identification of civil structures. This framework integrates advanced mechanics-based nonlinear finite element (FE) modeling and analysis techniques with a batch Bayesian estimation approach to estimate time-invariant model parameters used in the FE model of the structure of interest. The framework uses input excitation and dynamic response of the structure and updates a nonlinear FE model of the structure to minimize the discrepancies between predicted and measured response time histories. The updated FE model can then be interrogated to detect, localize, classify, and quantify the state of damage and predict the remaining useful life of the structure. As opposed to recursive estimation methods, in the batch Bayesian estimation approach, the entire time history of the input excitation and output response of the structure are used as a batch of data to estimate the FE model parameters through a number of iterations. In the case of non-informative prior, the batch Bayesian method leads to an extended maximum likelihood (ML) estimation method to estimate jointly time-invariant model parameters and the measurement noise amplitude. The extended ML estimation problem is solved efficiently using a gradient-based interior-point optimization algorithm. Gradient-based optimization algorithms require the FE response sensitivities with respect to the model parameters to be identified. The FE response sensitivities are computed accurately and efficiently using the direct differentiation method (DDM). The estimation uncertainties are evaluated based on the Cramer-Rao lower bound (CRLB) theorem by computing the exact Fisher Information matrix using the FE response sensitivities with respect to the model parameters. The accuracy of the proposed uncertainty quantification approach is verified using a sampling approach based on the unscented transformation. Two validation studies, based on realistic structural FE models of a bridge pier and a moment resisting steel frame, are performed to validate the performance and accuracy of the presented nonlinear FE model updating approach and demonstrate its application to SHM. These validation studies show the excellent performance of the proposed framework for SHM and damage identification even in the presence of high measurement noise and/or way-out initial estimates of the model parameters. Furthermore, the detrimental effects of the input measurement noise on the performance of the proposed framework are illustrated and quantified through one of the validation studies.

Fitting a Structured Juvenile-Adult Model for Green Tree Frogs to Population Estimates from Capture-Mark-Recapture Field Data

USGS Publications Warehouse

Ackleh, A.S.; Carter, J.; Deng, K.; Huang, Q.; Pal, N.; Yang, X.

2012-01-01

We derive point and interval estimates for an urban population of green tree frogs (Hyla cinerea) from capture-mark-recapture field data obtained during the years 2006-2009. We present an infinite-dimensional least-squares approach which compares a mathematical population model to the statistical population estimates obtained from the field data. The model is composed of nonlinear first-order hyperbolic equations describing the dynamics of the amphibian population where individuals are divided into juveniles (tadpoles) and adults (frogs). To solve the least-squares problem, an explicit finite difference approximation is developed. Convergence results for the computed parameters are presented. Parameter estimates for the vital rates of juveniles and adults are obtained, and standard deviations for these estimates are computed. Numerical results for the model sensitivity with respect to these parameters are given. Finally, the above-mentioned parameter estimates are used to illustrate the long-time behavior of the population under investigation. ?? 2011 Society for Mathematical Biology.

Estimating Tree Height-Diameter Models with the Bayesian Method

PubMed Central

Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733

Estimating tree height-diameter models with the Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.

Influence of the volume and density functions within geometric models for estimating trunk inertial parameters.

PubMed

Wicke, Jason; Dumas, Genevieve A

2010-02-01

The geometric method combines a volume and a density function to estimate body segment parameters and has the best opportunity for developing the most accurate models. In the trunk, there are many different tissues that greatly differ in density (e.g., bone versus lung). Thus, the density function for the trunk must be particularly sensitive to capture this diversity, such that accurate inertial estimates are possible. Three different models were used to test this hypothesis by estimating trunk inertial parameters of 25 female and 24 male college-aged participants. The outcome of this study indicates that the inertial estimates for the upper and lower trunk are most sensitive to the volume function and not very sensitive to the density function. Although it appears that the uniform density function has a greater influence on inertial estimates in the lower trunk region than in the upper trunk region, this is likely due to the (overestimated) density value used. When geometric models are used to estimate body segment parameters, care must be taken in choosing a model that can accurately estimate segment volumes. Researchers wanting to develop accurate geometric models should focus on the volume function, especially in unique populations (e.g., pregnant or obese individuals).

Numerically accurate computational techniques for optimal estimator analyses of multi-parameter models

NASA Astrophysics Data System (ADS)

Berger, Lukas; Kleinheinz, Konstantin; Attili, Antonio; Bisetti, Fabrizio; Pitsch, Heinz; Mueller, Michael E.

2018-05-01

Modelling unclosed terms in partial differential equations typically involves two steps: First, a set of known quantities needs to be specified as input parameters for a model, and second, a specific functional form needs to be defined to model the unclosed terms by the input parameters. Both steps involve a certain modelling error, with the former known as the irreducible error and the latter referred to as the functional error. Typically, only the total modelling error, which is the sum of functional and irreducible error, is assessed, but the concept of the optimal estimator enables the separate analysis of the total and the irreducible errors, yielding a systematic modelling error decomposition. In this work, attention is paid to the techniques themselves required for the practical computation of irreducible errors. Typically, histograms are used for optimal estimator analyses, but this technique is found to add a non-negligible spurious contribution to the irreducible error if models with multiple input parameters are assessed. Thus, the error decomposition of an optimal estimator analysis becomes inaccurate, and misleading conclusions concerning modelling errors may be drawn. In this work, numerically accurate techniques for optimal estimator analyses are identified and a suitable evaluation of irreducible errors is presented. Four different computational techniques are considered: a histogram technique, artificial neural networks, multivariate adaptive regression splines, and an additive model based on a kernel method. For multiple input parameter models, only artificial neural networks and multivariate adaptive regression splines are found to yield satisfactorily accurate results. Beyond a certain number of input parameters, the assessment of models in an optimal estimator analysis even becomes practically infeasible if histograms are used. The optimal estimator analysis in this paper is applied to modelling the filtered soot intermittency in large eddy simulations using a dataset of a direct numerical simulation of a non-premixed sooting turbulent flame.

An improved swarm optimization for parameter estimation and biological model selection.

PubMed

Abdullah, Afnizanfaizal; Deris, Safaai; Mohamad, Mohd Saberi; Anwar, Sohail

2013-01-01

One of the key aspects of computational systems biology is the investigation on the dynamic biological processes within cells. Computational models are often required to elucidate the mechanisms and principles driving the processes because of the nonlinearity and complexity. The models usually incorporate a set of parameters that signify the physical properties of the actual biological systems. In most cases, these parameters are estimated by fitting the model outputs with the corresponding experimental data. However, this is a challenging task because the available experimental data are frequently noisy and incomplete. In this paper, a new hybrid optimization method is proposed to estimate these parameters from the noisy and incomplete experimental data. The proposed method, called Swarm-based Chemical Reaction Optimization, integrates the evolutionary searching strategy employed by the Chemical Reaction Optimization, into the neighbouring searching strategy of the Firefly Algorithm method. The effectiveness of the method was evaluated using a simulated nonlinear model and two biological models: synthetic transcriptional oscillators, and extracellular protease production models. The results showed that the accuracy and computational speed of the proposed method were better than the existing Differential Evolution, Firefly Algorithm and Chemical Reaction Optimization methods. The reliability of the estimated parameters was statistically validated, which suggests that the model outputs produced by these parameters were valid even when noisy and incomplete experimental data were used. Additionally, Akaike Information Criterion was employed to evaluate the model selection, which highlighted the capability of the proposed method in choosing a plausible model based on the experimental data. In conclusion, this paper presents the effectiveness of the proposed method for parameter estimation and model selection problems using noisy and incomplete experimental data. This study is hoped to provide a new insight in developing more accurate and reliable biological models based on limited and low quality experimental data.

Description of the National Hydrologic Model for use with the Precipitation-Runoff Modeling System (PRMS)

USGS Publications Warehouse

Regan, R. Steven; Markstrom, Steven L.; Hay, Lauren E.; Viger, Roland J.; Norton, Parker A.; Driscoll, Jessica M.; LaFontaine, Jacob H.

2018-01-08

This report documents several components of the U.S. Geological Survey National Hydrologic Model of the conterminous United States for use with the Precipitation-Runoff Modeling System (PRMS). It provides descriptions of the (1) National Hydrologic Model, (2) Geospatial Fabric for National Hydrologic Modeling, (3) PRMS hydrologic simulation code, (4) parameters and estimation methods used to compute spatially and temporally distributed default values as required by PRMS, (5) National Hydrologic Model Parameter Database, and (6) model extraction tool named Bandit. The National Hydrologic Model Parameter Database contains values for all PRMS parameters used in the National Hydrologic Model. The methods and national datasets used to estimate all the PRMS parameters are described. Some parameter values are derived from characteristics of topography, land cover, soils, geology, and hydrography using traditional Geographic Information System methods. Other parameters are set to long-established default values and computation of initial values. Additionally, methods (statistical, sensitivity, calibration, and algebraic) were developed to compute parameter values on the basis of a variety of nationally-consistent datasets. Values in the National Hydrologic Model Parameter Database can periodically be updated on the basis of new parameter estimation methods and as additional national datasets become available. A companion ScienceBase resource provides a set of static parameter values as well as images of spatially-distributed parameters associated with PRMS states and fluxes for each Hydrologic Response Unit across the conterminuous United States.

Probabilistic parameter estimation of activated sludge processes using Markov Chain Monte Carlo.

PubMed

Sharifi, Soroosh; Murthy, Sudhir; Takács, Imre; Massoudieh, Arash

2014-03-01

One of the most important challenges in making activated sludge models (ASMs) applicable to design problems is identifying the values of its many stoichiometric and kinetic parameters. When wastewater characteristics data from full-scale biological treatment systems are used for parameter estimation, several sources of uncertainty, including uncertainty in measured data, external forcing (e.g. influent characteristics), and model structural errors influence the value of the estimated parameters. This paper presents a Bayesian hierarchical modeling framework for the probabilistic estimation of activated sludge process parameters. The method provides the joint probability density functions (JPDFs) of stoichiometric and kinetic parameters by updating prior information regarding the parameters obtained from expert knowledge and literature. The method also provides the posterior correlations between the parameters, as well as a measure of sensitivity of the different constituents with respect to the parameters. This information can be used to design experiments to provide higher information content regarding certain parameters. The method is illustrated using the ASM1 model to describe synthetically generated data from a hypothetical biological treatment system. The results indicate that data from full-scale systems can narrow down the ranges of some parameters substantially whereas the amount of information they provide regarding other parameters is small, due to either large correlations between some of the parameters or a lack of sensitivity with respect to the parameters. Copyright © 2013 Elsevier Ltd. All rights reserved.

Quadratic semiparametric Von Mises calculus

PubMed Central

Robins, James; Li, Lingling; Tchetgen, Eric

2009-01-01

We discuss a new method of estimation of parameters in semiparametric and nonparametric models. The method is based on U-statistics constructed from quadratic influence functions. The latter extend ordinary linear influence functions of the parameter of interest as defined in semiparametric theory, and represent second order derivatives of this parameter. For parameters for which the matching cannot be perfect the method leads to a bias-variance trade-off, and results in estimators that converge at a slower than n–1/2-rate. In a number of examples the resulting rate can be shown to be optimal. We are particularly interested in estimating parameters in models with a nuisance parameter of high dimension or low regularity, where the parameter of interest cannot be estimated at n–1/2-rate. PMID:23087487

Biological data assimilation for parameter estimation of a phytoplankton functional type model for the western North Pacific

NASA Astrophysics Data System (ADS)

Hoshiba, Yasuhiro; Hirata, Takafumi; Shigemitsu, Masahito; Nakano, Hideyuki; Hashioka, Taketo; Masuda, Yoshio; Yamanaka, Yasuhiro

2018-06-01

Ecosystem models are used to understand ecosystem dynamics and ocean biogeochemical cycles and require optimum physiological parameters to best represent biological behaviours. These physiological parameters are often tuned up empirically, while ecosystem models have evolved to increase the number of physiological parameters. We developed a three-dimensional (3-D) lower-trophic-level marine ecosystem model known as the Nitrogen, Silicon and Iron regulated Marine Ecosystem Model (NSI-MEM) and employed biological data assimilation using a micro-genetic algorithm to estimate 23 physiological parameters for two phytoplankton functional types in the western North Pacific. The estimation of the parameters was based on a one-dimensional simulation that referenced satellite data for constraining the physiological parameters. The 3-D NSI-MEM optimized by the data assimilation improved the timing of a modelled plankton bloom in the subarctic and subtropical regions compared to the model without data assimilation. Furthermore, the model was able to improve not only surface concentrations of phytoplankton but also their subsurface maximum concentrations. Our results showed that surface data assimilation of physiological parameters from two contrasting observatory stations benefits the representation of vertical plankton distribution in the western North Pacific.

Assessing Interval Estimation Methods for Hill Model Parameters in a High-Throughput Screening Context (SOT)

EPA Science Inventory

The Hill model of concentration-response is ubiquitous in toxicology, perhaps because its parameters directly relate to biologically significant metrics of toxicity such as efficacy and potency. Point estimates of these parameters obtained through least squares regression or maxi...

Assessing Interval Estimation Methods for Hill Model Parameters in a High-Throughput Screening Context (IVIVE meeting)

EPA Science Inventory

The Hill model of concentration-response is ubiquitous in toxicology, perhaps because its parameters directly relate to biologically significant metrics of toxicity such as efficacy and potency. Point estimates of these parameters obtained through least squares regression or maxi...

A Phenomenological Model for Circadian and Sleep Allostatic Modulation of Plasma Cortisol Concentration

DTIC Science & Technology

2012-09-25

amplitudes of the model’s produc- tion parameters (w, , s) and degradation parameters (kp, dc) because the estimates for all of these parameters... degradation parameters (kp, dc), because the estimates for all of these parameters are higher for group A than for group C. E1194 A MODEL OF...values of both production and degradation parameters (Table 3), but there is significant variability between subjects that is caused by underlying

Fisher Scoring Method for Parameter Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model

NASA Astrophysics Data System (ADS)

Widyaningsih, Purnami; Retno Sari Saputro, Dewi; Nugrahani Putri, Aulia

2017-06-01

GWOLR model combines geographically weighted regression (GWR) and (ordinal logistic reression) OLR models. Its parameter estimation employs maximum likelihood estimation. Such parameter estimation, however, yields difficult-to-solve system of nonlinear equations, and therefore numerical approximation approach is required. The iterative approximation approach, in general, uses Newton-Raphson (NR) method. The NR method has a disadvantage—its Hessian matrix is always the second derivatives of each iteration so it does not always produce converging results. With regard to this matter, NR model is modified by substituting its Hessian matrix into Fisher information matrix, which is termed Fisher scoring (FS). The present research seeks to determine GWOLR model parameter estimation using Fisher scoring method and apply the estimation on data of the level of vulnerability to Dengue Hemorrhagic Fever (DHF) in Semarang. The research concludes that health facilities give the greatest contribution to the probability of the number of DHF sufferers in both villages. Based on the number of the sufferers, IR category of DHF in both villages can be determined.

Evaluating alternate models to estimate genetic parameters of calving traits in United Kingdom Holstein-Friesian dairy cattle.

PubMed

Eaglen, Sophie A E; Coffey, Mike P; Woolliams, John A; Wall, Eileen

2012-07-28

The focus in dairy cattle breeding is gradually shifting from production to functional traits and genetic parameters of calving traits are estimated more frequently. However, across countries, various statistical models are used to estimate these parameters. This study evaluates different models for calving ease and stillbirth in United Kingdom Holstein-Friesian cattle. Data from first and later parity records were used. Genetic parameters for calving ease, stillbirth and gestation length were estimated using the restricted maximum likelihood method, considering different models i.e. sire (-maternal grandsire), animal, univariate and bivariate models. Gestation length was fitted as a correlated indicator trait and, for all three traits, genetic correlations between first and later parities were estimated. Potential bias in estimates was avoided by acknowledging a possible environmental direct-maternal covariance. The total heritable variance was estimated for each trait to discuss its theoretical importance and practical value. Prediction error variances and accuracies were calculated to compare the models. On average, direct and maternal heritabilities for calving traits were low, except for direct gestation length. Calving ease in first parity had a significant and negative direct-maternal genetic correlation. Gestation length was maternally correlated to stillbirth in first parity and directly correlated to calving ease in later parities. Multi-trait models had a slightly greater predictive ability than univariate models, especially for the lowly heritable traits. The computation time needed for sire (-maternal grandsire) models was much smaller than for animal models with only small differences in accuracy. The sire (-maternal grandsire) model was robust when additional genetic components were estimated, while the equivalent animal model had difficulties reaching convergence. For the evaluation of calving traits, multi-trait models show a slight advantage over univariate models. Extended sire models (-maternal grandsire) are more practical and robust than animal models. Estimated genetic parameters for calving traits of UK Holstein cattle are consistent with literature. Calculating an aggregate estimated breeding value including direct and maternal values should encourage breeders to consider both direct and maternal effects in selection decisions.

Evaluating alternate models to estimate genetic parameters of calving traits in United Kingdom Holstein-Friesian dairy cattle

PubMed Central

2012-01-01

Background The focus in dairy cattle breeding is gradually shifting from production to functional traits and genetic parameters of calving traits are estimated more frequently. However, across countries, various statistical models are used to estimate these parameters. This study evaluates different models for calving ease and stillbirth in United Kingdom Holstein-Friesian cattle. Methods Data from first and later parity records were used. Genetic parameters for calving ease, stillbirth and gestation length were estimated using the restricted maximum likelihood method, considering different models i.e. sire (−maternal grandsire), animal, univariate and bivariate models. Gestation length was fitted as a correlated indicator trait and, for all three traits, genetic correlations between first and later parities were estimated. Potential bias in estimates was avoided by acknowledging a possible environmental direct-maternal covariance. The total heritable variance was estimated for each trait to discuss its theoretical importance and practical value. Prediction error variances and accuracies were calculated to compare the models. Results and discussion On average, direct and maternal heritabilities for calving traits were low, except for direct gestation length. Calving ease in first parity had a significant and negative direct-maternal genetic correlation. Gestation length was maternally correlated to stillbirth in first parity and directly correlated to calving ease in later parities. Multi-trait models had a slightly greater predictive ability than univariate models, especially for the lowly heritable traits. The computation time needed for sire (−maternal grandsire) models was much smaller than for animal models with only small differences in accuracy. The sire (−maternal grandsire) model was robust when additional genetic components were estimated, while the equivalent animal model had difficulties reaching convergence. Conclusions For the evaluation of calving traits, multi-trait models show a slight advantage over univariate models. Extended sire models (−maternal grandsire) are more practical and robust than animal models. Estimated genetic parameters for calving traits of UK Holstein cattle are consistent with literature. Calculating an aggregate estimated breeding value including direct and maternal values should encourage breeders to consider both direct and maternal effects in selection decisions. PMID:22839757

Effect of correlated observation error on parameters, predictions, and uncertainty

USGS Publications Warehouse

Tiedeman, Claire; Green, Christopher T.

2013-01-01

Correlations among observation errors are typically omitted when calculating observation weights for model calibration by inverse methods. We explore the effects of omitting these correlations on estimates of parameters, predictions, and uncertainties. First, we develop a new analytical expression for the difference in parameter variance estimated with and without error correlations for a simple one-parameter two-observation inverse model. Results indicate that omitting error correlations from both the weight matrix and the variance calculation can either increase or decrease the parameter variance, depending on the values of error correlation (ρ) and the ratio of dimensionless scaled sensitivities (rdss). For small ρ, the difference in variance is always small, but for large ρ, the difference varies widely depending on the sign and magnitude of rdss. Next, we consider a groundwater reactive transport model of denitrification with four parameters and correlated geochemical observation errors that are computed by an error-propagation approach that is new for hydrogeologic studies. We compare parameter estimates, predictions, and uncertainties obtained with and without the error correlations. Omitting the correlations modestly to substantially changes parameter estimates, and causes both increases and decreases of parameter variances, consistent with the analytical expression. Differences in predictions for the models calibrated with and without error correlations can be greater than parameter differences when both are considered relative to their respective confidence intervals. These results indicate that including observation error correlations in weighting for nonlinear regression can have important effects on parameter estimates, predictions, and their respective uncertainties.

Gaussian process inference for estimating pharmacokinetic parameters of dynamic contrast-enhanced MR images.

PubMed

Wang, Shijun; Liu, Peter; Turkbey, Baris; Choyke, Peter; Pinto, Peter; Summers, Ronald M

2012-01-01

In this paper, we propose a new pharmacokinetic model for parameter estimation of dynamic contrast-enhanced (DCE) MRI by using Gaussian process inference. Our model is based on the Tofts dual-compartment model for the description of tracer kinetics and the observed time series from DCE-MRI is treated as a Gaussian stochastic process. The parameter estimation is done through a maximum likelihood approach and we propose a variant of the coordinate descent method to solve this likelihood maximization problem. The new model was shown to outperform a baseline method on simulated data. Parametric maps generated on prostate DCE data with the new model also provided better enhancement of tumors, lower intensity on false positives, and better boundary delineation when compared with the baseline method. New statistical parameter maps from the process model were also found to be informative, particularly when paired with the PK parameter maps.

Parameter Estimation for Thurstone Choice Models

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vojnovic, Milan; Yun, Seyoung

We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates the well-known choice models such as the Luce choice model for comparison sets of two or more items and the Bradley-Terry model for pair comparisons. We provide a tight characterization of the mean squared error of the maximum likelihood parameter estimator. We also provide similar characterizations for parameter estimators defined by a rank-breaking method, which amounts to deducing one ormore » more pair comparisons from a comparison of two or more items, assuming independence of these pair comparisons, and maximizing a likelihood function derived under these assumptions. We also consider a related binary classification problem where each individual parameter takes value from a set of two possible values and the goal is to correctly classify all items within a prescribed classification error. The results of this paper shed light on how the parameter estimation accuracy depends on given Thurstone choice model and the structure of comparison sets. In particular, we found that for unbiased input comparison sets of a given cardinality, when in expectation each comparison set of given cardinality occurs the same number of times, for a broad class of Thurstone choice models, the mean squared error decreases with the cardinality of comparison sets, but only marginally according to a diminishing returns relation. On the other hand, we found that there exist Thurstone choice models for which the mean squared error of the maximum likelihood parameter estimator can decrease much faster with the cardinality of comparison sets. We report empirical evaluation of some claims and key parameters revealed by theory using both synthetic and real-world input data from some popular sport competitions and online labor platforms.« less

Global parameter estimation for thermodynamic models of transcriptional regulation.

PubMed

Suleimenov, Yerzhan; Ay, Ahmet; Samee, Md Abul Hassan; Dresch, Jacqueline M; Sinha, Saurabh; Arnosti, David N

2013-07-15

Deciphering the mechanisms involved in gene regulation holds the key to understanding the control of central biological processes, including human disease, population variation, and the evolution of morphological innovations. New experimental techniques including whole genome sequencing and transcriptome analysis have enabled comprehensive modeling approaches to study gene regulation. In many cases, it is useful to be able to assign biological significance to the inferred model parameters, but such interpretation should take into account features that affect these parameters, including model construction and sensitivity, the type of fitness calculation, and the effectiveness of parameter estimation. This last point is often neglected, as estimation methods are often selected for historical reasons or for computational ease. Here, we compare the performance of two parameter estimation techniques broadly representative of local and global approaches, namely, a quasi-Newton/Nelder-Mead simplex (QN/NMS) method and a covariance matrix adaptation-evolutionary strategy (CMA-ES) method. The estimation methods were applied to a set of thermodynamic models of gene transcription applied to regulatory elements active in the Drosophila embryo. Measuring overall fit, the global CMA-ES method performed significantly better than the local QN/NMS method on high quality data sets, but this difference was negligible on lower quality data sets with increased noise or on data sets simplified by stringent thresholding. Our results suggest that the choice of parameter estimation technique for evaluation of gene expression models depends both on quality of data, the nature of the models [again, remains to be established] and the aims of the modeling effort. Copyright © 2013 Elsevier Inc. All rights reserved.

State and Parameter Estimation for a Coupled Ocean--Atmosphere Model

NASA Astrophysics Data System (ADS)

Ghil, M.; Kondrashov, D.; Sun, C.

2006-12-01

The El-Nino/Southern-Oscillation (ENSO) dominates interannual climate variability and plays, therefore, a key role in seasonal-to-interannual prediction. Much is known by now about the main physical mechanisms that give rise to and modulate ENSO, but the values of several parameters that enter these mechanisms are an important unknown. We apply Extended Kalman Filtering (EKF) for both model state and parameter estimation in an intermediate, nonlinear, coupled ocean--atmosphere model of ENSO. The coupled model consists of an upper-ocean, reduced-gravity model of the Tropical Pacific and a steady-state atmospheric response to the sea surface temperature (SST). The model errors are assumed to be mainly in the atmospheric wind stress, and assimilated data are equatorial Pacific SSTs. Model behavior is very sensitive to two key parameters: (i) μ, the ocean-atmosphere coupling coefficient between SST and wind stress anomalies; and (ii) δs, the surface-layer coefficient. Previous work has shown that δs determines the period of the model's self-sustained oscillation, while μ measures the degree of nonlinearity. Depending on the values of these parameters, the spatio-temporal pattern of model solutions is either that of a delayed oscillator or of a westward propagating mode. Estimation of these parameters is tested first on synthetic data and allows us to recover the delayed-oscillator mode starting from model parameter values that correspond to the westward-propagating case. Assimilation of SST data from the NCEP-NCAR Reanalysis-2 shows that the parameters can vary on fairly short time scales and switch between values that approximate the two distinct modes of ENSO behavior. Rapid adjustments of these parameters occur, in particular, during strong ENSO events. Ways to apply EKF parameter estimation efficiently to state-of-the-art coupled ocean--atmosphere GCMs will be discussed.

Inverse modeling with RZWQM2 to predict water quality

USGS Publications Warehouse

Nolan, Bernard T.; Malone, Robert W.; Ma, Liwang; Green, Christopher T.; Fienen, Michael N.; Jaynes, Dan B.

2011-01-01

This chapter presents guidelines for autocalibration of the Root Zone Water Quality Model (RZWQM2) by inverse modeling using PEST parameter estimation software (Doherty, 2010). Two sites with diverse climate and management were considered for simulation of N losses by leaching and in drain flow: an almond [Prunus dulcis (Mill.) D.A. Webb] orchard in the San Joaquin Valley, California and the Walnut Creek watershed in central Iowa, which is predominantly in corn (Zea mays L.)–soybean [Glycine max (L.) Merr.] rotation. Inverse modeling provides an objective statistical basis for calibration that involves simultaneous adjustment of model parameters and yields parameter confidence intervals and sensitivities. We describe operation of PEST in both parameter estimation and predictive analysis modes. The goal of parameter estimation is to identify a unique set of parameters that minimize a weighted least squares objective function, and the goal of predictive analysis is to construct a nonlinear confidence interval for a prediction of interest by finding a set of parameters that maximizes or minimizes the prediction while maintaining the model in a calibrated state. We also describe PEST utilities (PAR2PAR, TSPROC) for maintaining ordered relations among model parameters (e.g., soil root growth factor) and for post-processing of RZWQM2 outputs representing different cropping practices at the Iowa site. Inverse modeling provided reasonable fits to observed water and N fluxes and directly benefitted the modeling through: (i) simultaneous adjustment of multiple parameters versus one-at-a-time adjustment in manual approaches; (ii) clear indication by convergence criteria of when calibration is complete; (iii) straightforward detection of nonunique and insensitive parameters, which can affect the stability of PEST and RZWQM2; and (iv) generation of confidence intervals for uncertainty analysis of parameters and model predictions. Composite scaled sensitivities, which reflect the total information provided by the observations for a parameter, indicated that most of the RZWQM2 parameters at the California study site (CA) and Iowa study site (IA) could be reliably estimated by regression. Correlations obtained in the CA case indicated that all model parameters could be uniquely estimated by inverse modeling. Although water content at field capacity was highly correlated with bulk density (−0.94), the correlation is less than the threshold for nonuniqueness (0.95, absolute value basis). Additionally, we used truncated singular value decomposition (SVD) at CA to mitigate potential problems with highly correlated and insensitive parameters. Singular value decomposition estimates linear combinations (eigenvectors) of the original process-model parameters. Parameter confidence intervals (CIs) at CA indicated that parameters were reliably estimated with the possible exception of an organic pool transfer coefficient (R45), which had a comparatively wide CI. However, the 95% confidence interval for R45 (0.03–0.35) is mostly within the range of values reported for this parameter. Predictive analysis at CA generated confidence intervals that were compared with independently measured annual water flux (groundwater recharge) and median nitrate concentration in a collocated monitoring well as part of model evaluation. Both the observed recharge (42.3 cm yr−1) and nitrate concentration (24.3 mg L−1) were within their respective 90% confidence intervals, indicating that overall model error was within acceptable limits.

NASA Workshop on Distributed Parameter Modeling and Control of Flexible Aerospace Systems

NASA Technical Reports Server (NTRS)

Marks, Virginia B. (Compiler); Keckler, Claude R. (Compiler)

1994-01-01

Although significant advances have been made in modeling and controlling flexible systems, there remains a need for improvements in model accuracy and in control performance. The finite element models of flexible systems are unduly complex and are almost intractable to optimum parameter estimation for refinement using experimental data. Distributed parameter or continuum modeling offers some advantages and some challenges in both modeling and control. Continuum models often result in a significantly reduced number of model parameters, thereby enabling optimum parameter estimation. The dynamic equations of motion of continuum models provide the advantage of allowing the embedding of the control system dynamics, thus forming a complete set of system dynamics. There is also increased insight provided by the continuum model approach.

Sensitivity analysis of pars-tensa young's modulus estimation using inverse finite-element modeling

NASA Astrophysics Data System (ADS)

Rohani, S. Alireza; Elfarnawany, Mai; Agrawal, Sumit K.; Ladak, Hanif M.

2018-05-01

Accurate estimates of the pars-tensa (PT) Young's modulus (EPT) are required in finite-element (FE) modeling studies of the middle ear. Previously, we introduced an in-situ EPT estimation technique by optimizing a sample-specific FE model to match experimental eardrum pressurization data. This optimization process requires choosing some modeling assumptions such as PT thickness and boundary conditions. These assumptions are reported with a wide range of variation in the literature, hence affecting the reliability of the models. In addition, the sensitivity of the estimated EPT to FE modeling assumptions has not been studied. Therefore, the objective of this study is to identify the most influential modeling assumption on EPT estimates. The middle-ear cavity extracted from a cadaveric temporal bone was pressurized to 500 Pa. The deformed shape of the eardrum after pressurization was measured using a Fourier transform profilometer (FTP). A base-line FE model of the unpressurized middle ear was created. The EPT was estimated using golden section optimization method, which minimizes the cost function comparing the deformed FE model shape to the measured shape after pressurization. The effect of varying the modeling assumptions on EPT estimates were investigated. This included the change in PT thickness, pars flaccida Young's modulus and possible FTP measurement error. The most influential parameter on EPT estimation was PT thickness and the least influential parameter was pars flaccida Young's modulus. The results of this study provide insight into how different parameters affect the results of EPT optimization and which parameters' uncertainties require further investigation to develop robust estimation techniques.

Implicit assimilation for marine ecological models

NASA Astrophysics Data System (ADS)

Weir, B.; Miller, R.; Spitz, Y. H.

2012-12-01

We use a new data assimilation method to estimate the parameters of a marine ecological model. At a given point in the ocean, the estimated values of the parameters determine the behaviors of the modeled planktonic groups, and thus indicate which species are dominant. To begin, we assimilate in situ observations, e.g., the Bermuda Atlantic Time-series Study, the Hawaii Ocean Time-series, and Ocean Weather Station Papa. From there, we estimate the parameters at surrounding points in space based on satellite observations of ocean color. Given the variation of the estimated parameters, we divide the ocean into regions meant to represent distinct ecosystems. An important feature of the data assimilation approach is that it refines the confidence limits of the optimal Gaussian approximation to the distribution of the parameters. This enables us to determine the ecological divisions with greater accuracy.

Combined Parameter and State Estimation Problem in a Complex Domain: RF Hyperthermia Treatment Using Nanoparticles

NASA Astrophysics Data System (ADS)

Bermeo Varon, L. A.; Orlande, H. R. B.; Eliçabe, G. E.

2016-09-01

The particle filter methods have been widely used to solve inverse problems with sequential Bayesian inference in dynamic models, simultaneously estimating sequential state variables and fixed model parameters. This methods are an approximation of sequences of probability distributions of interest, that using a large set of random samples, with presence uncertainties in the model, measurements and parameters. In this paper the main focus is the solution combined parameters and state estimation in the radiofrequency hyperthermia with nanoparticles in a complex domain. This domain contains different tissues like muscle, pancreas, lungs, small intestine and a tumor which is loaded iron oxide nanoparticles. The results indicated that excellent agreements between estimated and exact value are obtained.

Parameter estimation for groundwater models under uncertain irrigation data

USGS Publications Warehouse

Demissie, Yonas; Valocchi, Albert J.; Cai, Ximing; Brozovic, Nicholas; Senay, Gabriel; Gebremichael, Mekonnen

2015-01-01

The success of modeling groundwater is strongly influenced by the accuracy of the model parameters that are used to characterize the subsurface system. However, the presence of uncertainty and possibly bias in groundwater model source/sink terms may lead to biased estimates of model parameters and model predictions when the standard regression-based inverse modeling techniques are used. This study first quantifies the levels of bias in groundwater model parameters and predictions due to the presence of errors in irrigation data. Then, a new inverse modeling technique called input uncertainty weighted least-squares (IUWLS) is presented for unbiased estimation of the parameters when pumping and other source/sink data are uncertain. The approach uses the concept of generalized least-squares method with the weight of the objective function depending on the level of pumping uncertainty and iteratively adjusted during the parameter optimization process. We have conducted both analytical and numerical experiments, using irrigation pumping data from the Republican River Basin in Nebraska, to evaluate the performance of ordinary least-squares (OLS) and IUWLS calibration methods under different levels of uncertainty of irrigation data and calibration conditions. The result from the OLS method shows the presence of statistically significant (p < 0.05) bias in estimated parameters and model predictions that persist despite calibrating the models to different calibration data and sample sizes. However, by directly accounting for the irrigation pumping uncertainties during the calibration procedures, the proposed IUWLS is able to minimize the bias effectively without adding significant computational burden to the calibration processes.

Evaluation of the information content of long-term wastewater characteristics data in relation to activated sludge model parameters.

PubMed

Alikhani, Jamal; Takacs, Imre; Al-Omari, Ahmed; Murthy, Sudhir; Massoudieh, Arash

2017-03-01

A parameter estimation framework was used to evaluate the ability of observed data from a full-scale nitrification-denitrification bioreactor to reduce the uncertainty associated with the bio-kinetic and stoichiometric parameters of an activated sludge model (ASM). Samples collected over a period of 150 days from the effluent as well as from the reactor tanks were used. A hybrid genetic algorithm and Bayesian inference were used to perform deterministic and parameter estimations, respectively. The main goal was to assess the ability of the data to obtain reliable parameter estimates for a modified version of the ASM. The modified ASM model includes methylotrophic processes which play the main role in methanol-fed denitrification. Sensitivity analysis was also used to explain the ability of the data to provide information about each of the parameters. The results showed that the uncertainty in the estimates of the most sensitive parameters (including growth rate, decay rate, and yield coefficients) decreased with respect to the prior information.

Reducing the Knowledge Tracing Space

ERIC Educational Resources Information Center

Ritter, Steven; Harris, Thomas K.; Nixon, Tristan; Dickison, Daniel; Murray, R. Charles; Towle, Brendon

2009-01-01

In Cognitive Tutors, student skill is represented by estimates of student knowledge on various knowledge components. The estimate for each knowledge component is based on a four-parameter model developed by Corbett and Anderson [Nb]. In this paper, we investigate the nature of the parameter space defined by these four parameters by modeling data…

A simulation of air pollution model parameter estimation using data from a ground-based LIDAR remote sensor

NASA Technical Reports Server (NTRS)

Kibler, J. F.; Suttles, J. T.

1977-01-01

One way to obtain estimates of the unknown parameters in a pollution dispersion model is to compare the model predictions with remotely sensed air quality data. A ground-based LIDAR sensor provides relative pollution concentration measurements as a function of space and time. The measured sensor data are compared with the dispersion model output through a numerical estimation procedure to yield parameter estimates which best fit the data. This overall process is tested in a computer simulation to study the effects of various measurement strategies. Such a simulation is useful prior to a field measurement exercise to maximize the information content in the collected data. Parametric studies of simulated data matched to a Gaussian plume dispersion model indicate the trade offs available between estimation accuracy and data acquisition strategy.

Robust estimation for ordinary differential equation models.

PubMed

Cao, J; Wang, L; Xu, J

2011-12-01

Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. © 2011, The International Biometric Society.

Optimal experimental design for improving the estimation of growth parameters of Lactobacillus viridescens from data under non-isothermal conditions.

PubMed

Longhi, Daniel Angelo; Martins, Wiaslan Figueiredo; da Silva, Nathália Buss; Carciofi, Bruno Augusto Mattar; de Aragão, Gláucia Maria Falcão; Laurindo, João Borges

2017-01-02

In predictive microbiology, the model parameters have been estimated using the sequential two-step modeling (TSM) approach, in which primary models are fitted to the microbial growth data, and then secondary models are fitted to the primary model parameters to represent their dependence with the environmental variables (e.g., temperature). The Optimal Experimental Design (OED) approach allows reducing the experimental workload and costs, and the improvement of model identifiability because primary and secondary models are fitted simultaneously from non-isothermal data. Lactobacillus viridescens was selected to this study because it is a lactic acid bacterium of great interest to meat products preservation. The objectives of this study were to estimate the growth parameters of L. viridescens in culture medium from TSM and OED approaches and to evaluate both the number of experimental data and the time needed in each approach and the confidence intervals of the model parameters. Experimental data for estimating the model parameters with TSM approach were obtained at six temperatures (total experimental time of 3540h and 196 experimental data of microbial growth). Data for OED approach were obtained from four optimal non-isothermal profiles (total experimental time of 588h and 60 experimental data of microbial growth), two profiles with increasing temperatures (IT) and two with decreasing temperatures (DT). The Baranyi and Roberts primary model and the square root secondary model were used to describe the microbial growth, in which the parameters b and T min (±95% confidence interval) were estimated from the experimental data. The parameters obtained from TSM approach were b=0.0290 (±0.0020) [1/(h 0.5 °C)] and T min =-1.33 (±1.26) [°C], with R 2 =0.986 and RMSE=0.581, and the parameters obtained with the OED approach were b=0.0316 (±0.0013) [1/(h 0.5 °C)] and T min =-0.24 (±0.55) [°C], with R 2 =0.990 and RMSE=0.436. The parameters obtained from OED approach presented smaller confidence intervals and best statistical indexes than those from TSM approach. Besides, less experimental data and time were needed to estimate the model parameters with OED than TSM. Furthermore, the OED model parameters were validated with non-isothermal experimental data with great accuracy. In this way, OED approach is feasible and is a very useful tool to improve the prediction of microbial growth under non-isothermal condition. Copyright © 2016 Elsevier B.V. All rights reserved.

Volcano deformation source parameters estimated from InSAR: Sensitivities to uncertainties in seismic tomography

USGS Publications Warehouse

Masterlark, Timothy; Donovan, Theodore; Feigl, Kurt L.; Haney, Matt; Thurber, Clifford H.; Tung, Sui

2016-01-01

The eruption cycle of a volcano is controlled in part by the upward migration of magma. The characteristics of the magma flux produce a deformation signature at the Earth's surface. Inverse analyses use geodetic data to estimate strategic controlling parameters that describe the position and pressurization of a magma chamber at depth. The specific distribution of material properties controls how observed surface deformation translates to source parameter estimates. Seismic tomography models describe the spatial distributions of material properties that are necessary for accurate models of volcano deformation. This study investigates how uncertainties in seismic tomography models propagate into variations in the estimates of volcano deformation source parameters inverted from geodetic data. We conduct finite element model-based nonlinear inverse analyses of interferometric synthetic aperture radar (InSAR) data for Okmok volcano, Alaska, as an example. We then analyze the estimated parameters and their uncertainties to characterize the magma chamber. Analyses are performed separately for models simulating a pressurized chamber embedded in a homogeneous domain as well as for a domain having a heterogeneous distribution of material properties according to seismic tomography. The estimated depth of the source is sensitive to the distribution of material properties. The estimated depths for the homogeneous and heterogeneous domains are 2666 ± 42 and 3527 ± 56 m below mean sea level, respectively (99% confidence). A Monte Carlo analysis indicates that uncertainties of the seismic tomography cannot account for this discrepancy at the 99% confidence level. Accounting for the spatial distribution of elastic properties according to seismic tomography significantly improves the fit of the deformation model predictions and significantly influences estimates for parameters that describe the location of a pressurized magma chamber.

Computing maximum-likelihood estimates for parameters of the National Descriptive Model of Mercury in Fish

USGS Publications Warehouse

Donato, David I.

2012-01-01

This report presents the mathematical expressions and the computational techniques required to compute maximum-likelihood estimates for the parameters of the National Descriptive Model of Mercury in Fish (NDMMF), a statistical model used to predict the concentration of methylmercury in fish tissue. The expressions and techniques reported here were prepared to support the development of custom software capable of computing NDMMF parameter estimates more quickly and using less computer memory than is currently possible with available general-purpose statistical software. Computation of maximum-likelihood estimates for the NDMMF by numerical solution of a system of simultaneous equations through repeated Newton-Raphson iterations is described. This report explains the derivation of the mathematical expressions required for computational parameter estimation in sufficient detail to facilitate future derivations for any revised versions of the NDMMF that may be developed.

A Self-Organizing State-Space-Model Approach for Parameter Estimation in Hodgkin-Huxley-Type Models of Single Neurons

PubMed Central

Vavoulis, Dimitrios V.; Straub, Volko A.; Aston, John A. D.; Feng, Jianfeng

2012-01-01

Traditional approaches to the problem of parameter estimation in biophysical models of neurons and neural networks usually adopt a global search algorithm (for example, an evolutionary algorithm), often in combination with a local search method (such as gradient descent) in order to minimize the value of a cost function, which measures the discrepancy between various features of the available experimental data and model output. In this study, we approach the problem of parameter estimation in conductance-based models of single neurons from a different perspective. By adopting a hidden-dynamical-systems formalism, we expressed parameter estimation as an inference problem in these systems, which can then be tackled using a range of well-established statistical inference methods. The particular method we used was Kitagawa's self-organizing state-space model, which was applied on a number of Hodgkin-Huxley-type models using simulated or actual electrophysiological data. We showed that the algorithm can be used to estimate a large number of parameters, including maximal conductances, reversal potentials, kinetics of ionic currents, measurement and intrinsic noise, based on low-dimensional experimental data and sufficiently informative priors in the form of pre-defined constraints imposed on model parameters. The algorithm remained operational even when very noisy experimental data were used. Importantly, by combining the self-organizing state-space model with an adaptive sampling algorithm akin to the Covariance Matrix Adaptation Evolution Strategy, we achieved a significant reduction in the variance of parameter estimates. The algorithm did not require the explicit formulation of a cost function and it was straightforward to apply on compartmental models and multiple data sets. Overall, the proposed methodology is particularly suitable for resolving high-dimensional inference problems based on noisy electrophysiological data and, therefore, a potentially useful tool in the construction of biophysical neuron models. PMID:22396632

Combined Yamamoto approach for simultaneous estimation of adsorption isotherm and kinetic parameters in ion-exchange chromatography.

PubMed

Rüdt, Matthias; Gillet, Florian; Heege, Stefanie; Hitzler, Julian; Kalbfuss, Bernd; Guélat, Bertrand

2015-09-25

Application of model-based design is appealing to support the development of protein chromatography in the biopharmaceutical industry. However, the required efforts for parameter estimation are frequently perceived as time-consuming and expensive. In order to speed-up this work, a new parameter estimation approach for modelling ion-exchange chromatography in linear conditions was developed. It aims at reducing the time and protein demand for the model calibration. The method combines the estimation of kinetic and thermodynamic parameters based on the simultaneous variation of the gradient slope and the residence time in a set of five linear gradient elutions. The parameters are estimated from a Yamamoto plot and a gradient-adjusted Van Deemter plot. The combined approach increases the information extracted per experiment compared to the individual methods. As a proof of concept, the combined approach was successfully applied for a monoclonal antibody on a cation-exchanger and for a Fc-fusion protein on an anion-exchange resin. The individual parameter estimations for the mAb confirmed that the new approach maintained the accuracy of the usual Yamamoto and Van Deemter plots. In the second case, offline size-exclusion chromatography was performed in order to estimate the thermodynamic parameters of an impurity (high molecular weight species) simultaneously with the main product. Finally, the parameters obtained from the combined approach were used in a lumped kinetic model to simulate the chromatography runs. The simulated chromatograms obtained for a wide range of gradient lengths and residence times showed only small deviations compared to the experimental data. Copyright © 2015 Elsevier B.V. All rights reserved.

Improved accuracy and precision of tracer kinetic parameters by joint fitting to variable flip angle and dynamic contrast enhanced MRI data.

PubMed

Dickie, Ben R; Banerji, Anita; Kershaw, Lucy E; McPartlin, Andrew; Choudhury, Ananya; West, Catharine M; Rose, Chris J

2016-10-01

To improve the accuracy and precision of tracer kinetic model parameter estimates for use in dynamic contrast enhanced (DCE) MRI studies of solid tumors. Quantitative DCE-MRI requires an estimate of precontrast T1 , which is obtained prior to fitting a tracer kinetic model. As T1 mapping and tracer kinetic signal models are both a function of precontrast T1 it was hypothesized that its joint estimation would improve the accuracy and precision of both precontrast T1 and tracer kinetic model parameters. Accuracy and/or precision of two-compartment exchange model (2CXM) parameters were evaluated for standard and joint fitting methods in well-controlled synthetic data and for 36 bladder cancer patients. Methods were compared under a number of experimental conditions. In synthetic data, joint estimation led to statistically significant improvements in the accuracy of estimated parameters in 30 of 42 conditions (improvements between 1.8% and 49%). Reduced accuracy was observed in 7 of the remaining 12 conditions. Significant improvements in precision were observed in 35 of 42 conditions (between 4.7% and 50%). In clinical data, significant improvements in precision were observed in 18 of 21 conditions (between 4.6% and 38%). Accuracy and precision of DCE-MRI parameter estimates are improved when signal models are fit jointly rather than sequentially. Magn Reson Med 76:1270-1281, 2016. © 2015 Wiley Periodicals, Inc. © 2015 Wiley Periodicals, Inc.

A pharmacometric case study regarding the sensitivity of structural model parameter estimation to error in patient reported dosing times.

PubMed

Knights, Jonathan; Rohatagi, Shashank

2015-12-01

Although there is a body of literature focused on minimizing the effect of dosing inaccuracies on pharmacokinetic (PK) parameter estimation, most of the work centers on missing doses. No attempt has been made to specifically characterize the effect of error in reported dosing times. Additionally, existing work has largely dealt with cases in which the compound of interest is dosed at an interval no less than its terminal half-life. This work provides a case study investigating how error in patient reported dosing times might affect the accuracy of structural model parameter estimation under sparse sampling conditions when the dosing interval is less than the terminal half-life of the compound, and the underlying kinetics are monoexponential. Additional effects due to noncompliance with dosing events are not explored and it is assumed that the structural model and reasonable initial estimates of the model parameters are known. Under the conditions of our simulations, with structural model CV % ranging from ~20 to 60 %, parameter estimation inaccuracy derived from error in reported dosing times was largely controlled around 10 % on average. Given that no observed dosing was included in the design and sparse sampling was utilized, we believe these error results represent a practical ceiling given the variability and parameter estimates for the one-compartment model. The findings suggest additional investigations may be of interest and are noteworthy given the inability of current PK software platforms to accommodate error in dosing times.

Careful with Those Priors: A Note on Bayesian Estimation in Two-Parameter Logistic Item Response Theory Models

ERIC Educational Resources Information Center

Marcoulides, Katerina M.

2018-01-01

This study examined the use of Bayesian analysis methods for the estimation of item parameters in a two-parameter logistic item response theory model. Using simulated data under various design conditions with both informative and non-informative priors, the parameter recovery of Bayesian analysis methods were examined. Overall results showed that…

Linear Logistic Test Modeling with R

ERIC Educational Resources Information Center

Baghaei, Purya; Kubinger, Klaus D.

2015-01-01

The present paper gives a general introduction to the linear logistic test model (Fischer, 1973), an extension of the Rasch model with linear constraints on item parameters, along with eRm (an R package to estimate different types of Rasch models; Mair, Hatzinger, & Mair, 2014) functions to estimate the model and interpret its parameters. The…

A new methodology based on sensitivity analysis to simplify the recalibration of functional-structural plant models in new conditions.

PubMed

Mathieu, Amélie; Vidal, Tiphaine; Jullien, Alexandra; Wu, QiongLi; Chambon, Camille; Bayol, Benoit; Cournède, Paul-Henry

2018-06-19

Functional-structural plant models (FSPMs) describe explicitly the interactions between plants and their environment at organ to plant scale. However, the high level of description of the structure or model mechanisms makes this type of model very complex and hard to calibrate. A two-step methodology to facilitate the calibration process is proposed here. First, a global sensitivity analysis method was applied to the calibration loss function. It provided first-order and total-order sensitivity indexes that allow parameters to be ranked by importance in order to select the most influential ones. Second, the Akaike information criterion (AIC) was used to quantify the model's quality of fit after calibration with different combinations of selected parameters. The model with the lowest AIC gives the best combination of parameters to select. This methodology was validated by calibrating the model on an independent data set (same cultivar, another year) with the parameters selected in the second step. All the parameters were set to their nominal value; only the most influential ones were re-estimated. Sensitivity analysis applied to the calibration loss function is a relevant method to underline the most significant parameters in the estimation process. For the studied winter oilseed rape model, 11 out of 26 estimated parameters were selected. Then, the model could be recalibrated for a different data set by re-estimating only three parameters selected with the model selection method. Fitting only a small number of parameters dramatically increases the efficiency of recalibration, increases the robustness of the model and helps identify the principal sources of variation in varying environmental conditions. This innovative method still needs to be more widely validated but already gives interesting avenues to improve the calibration of FSPMs.

REVIEW OF INDOOR EMISSION SOURCE MODELS: PART 2. PARAMETER ESTIMATION

EPA Science Inventory

This review consists of two sections. Part I provides an overview of 46 indoor emission source models. Part 2 (this paper) focuses on parameter estimation, a topic that is critical to modelers but has never been systematically discussed. A perfectly valid model may not be a usefu...

Parameter Estimates in Differential Equation Models for Population Growth

ERIC Educational Resources Information Center

Winkel, Brian J.

2011-01-01

We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…

On the Nature of SEM Estimates of ARMA Parameters.

ERIC Educational Resources Information Center

Hamaker, Ellen L.; Dolan, Conor V.; Molenaar, Peter C. M.

2002-01-01

Reexamined the nature of structural equation modeling (SEM) estimates of autoregressive moving average (ARMA) models, replicated the simulation experiments of P. Molenaar, and examined the behavior of the log-likelihood ratio test. Simulation studies indicate that estimates of ARMA parameters observed with SEM software are identical to those…

Cognitive diagnosis modelling incorporating item response times.

PubMed

Zhan, Peida; Jiao, Hong; Liao, Dandan

2018-05-01

To provide more refined diagnostic feedback with collateral information in item response times (RTs), this study proposed joint modelling of attributes and response speed using item responses and RTs simultaneously for cognitive diagnosis. For illustration, an extended deterministic input, noisy 'and' gate (DINA) model was proposed for joint modelling of responses and RTs. Model parameter estimation was explored using the Bayesian Markov chain Monte Carlo (MCMC) method. The PISA 2012 computer-based mathematics data were analysed first. These real data estimates were treated as true values in a subsequent simulation study. A follow-up simulation study with ideal testing conditions was conducted as well to further evaluate model parameter recovery. The results indicated that model parameters could be well recovered using the MCMC approach. Further, incorporating RTs into the DINA model would improve attribute and profile correct classification rates and result in more accurate and precise estimation of the model parameters. © 2017 The British Psychological Society.

ADMIT: a toolbox for guaranteed model invalidation, estimation and qualitative–quantitative modeling

PubMed Central

Streif, Stefan; Savchenko, Anton; Rumschinski, Philipp; Borchers, Steffen; Findeisen, Rolf

2012-01-01

Summary: Often competing hypotheses for biochemical networks exist in the form of different mathematical models with unknown parameters. Considering available experimental data, it is then desired to reject model hypotheses that are inconsistent with the data, or to estimate the unknown parameters. However, these tasks are complicated because experimental data are typically sparse, uncertain, and are frequently only available in form of qualitative if–then observations. ADMIT (Analysis, Design and Model Invalidation Toolbox) is a MatLabTM-based tool for guaranteed model invalidation, state and parameter estimation. The toolbox allows the integration of quantitative measurement data, a priori knowledge of parameters and states, and qualitative information on the dynamic or steady-state behavior. A constraint satisfaction problem is automatically generated and algorithms are implemented for solving the desired estimation, invalidation or analysis tasks. The implemented methods built on convex relaxation and optimization and therefore provide guaranteed estimation results and certificates for invalidity. Availability: ADMIT, tutorials and illustrative examples are available free of charge for non-commercial use at http://ifatwww.et.uni-magdeburg.de/syst/ADMIT/ Contact: stefan.streif@ovgu.de PMID:22451270

ADMIT: a toolbox for guaranteed model invalidation, estimation and qualitative-quantitative modeling.

PubMed

Streif, Stefan; Savchenko, Anton; Rumschinski, Philipp; Borchers, Steffen; Findeisen, Rolf

2012-05-01

Often competing hypotheses for biochemical networks exist in the form of different mathematical models with unknown parameters. Considering available experimental data, it is then desired to reject model hypotheses that are inconsistent with the data, or to estimate the unknown parameters. However, these tasks are complicated because experimental data are typically sparse, uncertain, and are frequently only available in form of qualitative if-then observations. ADMIT (Analysis, Design and Model Invalidation Toolbox) is a MatLab(TM)-based tool for guaranteed model invalidation, state and parameter estimation. The toolbox allows the integration of quantitative measurement data, a priori knowledge of parameters and states, and qualitative information on the dynamic or steady-state behavior. A constraint satisfaction problem is automatically generated and algorithms are implemented for solving the desired estimation, invalidation or analysis tasks. The implemented methods built on convex relaxation and optimization and therefore provide guaranteed estimation results and certificates for invalidity. ADMIT, tutorials and illustrative examples are available free of charge for non-commercial use at http://ifatwww.et.uni-magdeburg.de/syst/ADMIT/

Deriving global parameter estimates for the Noah land surface model using FLUXNET and machine learning

NASA Astrophysics Data System (ADS)

Chaney, Nathaniel W.; Herman, Jonathan D.; Ek, Michael B.; Wood, Eric F.

2016-11-01

With their origins in numerical weather prediction and climate modeling, land surface models aim to accurately partition the surface energy balance. An overlooked challenge in these schemes is the role of model parameter uncertainty, particularly at unmonitored sites. This study provides global parameter estimates for the Noah land surface model using 85 eddy covariance sites in the global FLUXNET network. The at-site parameters are first calibrated using a Latin Hypercube-based ensemble of the most sensitive parameters, determined by the Sobol method, to be the minimum stomatal resistance (rs,min), the Zilitinkevich empirical constant (Czil), and the bare soil evaporation exponent (fxexp). Calibration leads to an increase in the mean Kling-Gupta Efficiency performance metric from 0.54 to 0.71. These calibrated parameter sets are then related to local environmental characteristics using the Extra-Trees machine learning algorithm. The fitted Extra-Trees model is used to map the optimal parameter sets over the globe at a 5 km spatial resolution. The leave-one-out cross validation of the mapped parameters using the Noah land surface model suggests that there is the potential to skillfully relate calibrated model parameter sets to local environmental characteristics. The results demonstrate the potential to use FLUXNET to tune the parameterizations of surface fluxes in land surface models and to provide improved parameter estimates over the globe.

Estimation of Time-Varying Pilot Model Parameters

NASA Technical Reports Server (NTRS)

Zaal, Peter M. T.; Sweet, Barbara T.

2011-01-01

Human control behavior is rarely completely stationary over time due to fatigue or loss of attention. In addition, there are many control tasks for which human operators need to adapt their control strategy to vehicle dynamics that vary in time. In previous studies on the identification of time-varying pilot control behavior wavelets were used to estimate the time-varying frequency response functions. However, the estimation of time-varying pilot model parameters was not considered. Estimating these parameters can be a valuable tool for the quantification of different aspects of human time-varying manual control. This paper presents two methods for the estimation of time-varying pilot model parameters, a two-step method using wavelets and a windowed maximum likelihood estimation method. The methods are evaluated using simulations of a closed-loop control task with time-varying pilot equalization and vehicle dynamics. Simulations are performed with and without remnant. Both methods give accurate results when no pilot remnant is present. The wavelet transform is very sensitive to measurement noise, resulting in inaccurate parameter estimates when considerable pilot remnant is present. Maximum likelihood estimation is less sensitive to pilot remnant, but cannot detect fast changes in pilot control behavior.

Reconstruction of neuronal input through modeling single-neuron dynamics and computations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Qin, Qing; Wang, Jiang; Yu, Haitao

Mathematical models provide a mathematical description of neuron activity, which can better understand and quantify neural computations and corresponding biophysical mechanisms evoked by stimulus. In this paper, based on the output spike train evoked by the acupuncture mechanical stimulus, we present two different levels of models to describe the input-output system to achieve the reconstruction of neuronal input. The reconstruction process is divided into two steps: First, considering the neuronal spiking event as a Gamma stochastic process. The scale parameter and the shape parameter of Gamma process are, respectively, defined as two spiking characteristics, which are estimated by a state-spacemore » method. Then, leaky integrate-and-fire (LIF) model is used to mimic the response system and the estimated spiking characteristics are transformed into two temporal input parameters of LIF model, through two conversion formulas. We test this reconstruction method by three different groups of simulation data. All three groups of estimates reconstruct input parameters with fairly high accuracy. We then use this reconstruction method to estimate the non-measurable acupuncture input parameters. Results show that under three different frequencies of acupuncture stimulus conditions, estimated input parameters have an obvious difference. The higher the frequency of the acupuncture stimulus is, the higher the accuracy of reconstruction is.« less

Reconstruction of neuronal input through modeling single-neuron dynamics and computations

NASA Astrophysics Data System (ADS)

Qin, Qing; Wang, Jiang; Yu, Haitao; Deng, Bin; Chan, Wai-lok

2016-06-01

Mathematical models provide a mathematical description of neuron activity, which can better understand and quantify neural computations and corresponding biophysical mechanisms evoked by stimulus. In this paper, based on the output spike train evoked by the acupuncture mechanical stimulus, we present two different levels of models to describe the input-output system to achieve the reconstruction of neuronal input. The reconstruction process is divided into two steps: First, considering the neuronal spiking event as a Gamma stochastic process. The scale parameter and the shape parameter of Gamma process are, respectively, defined as two spiking characteristics, which are estimated by a state-space method. Then, leaky integrate-and-fire (LIF) model is used to mimic the response system and the estimated spiking characteristics are transformed into two temporal input parameters of LIF model, through two conversion formulas. We test this reconstruction method by three different groups of simulation data. All three groups of estimates reconstruct input parameters with fairly high accuracy. We then use this reconstruction method to estimate the non-measurable acupuncture input parameters. Results show that under three different frequencies of acupuncture stimulus conditions, estimated input parameters have an obvious difference. The higher the frequency of the acupuncture stimulus is, the higher the accuracy of reconstruction is.

A seasonal Bartlett-Lewis Rectangular Pulse model

NASA Astrophysics Data System (ADS)

Ritschel, Christoph; Agbéko Kpogo-Nuwoklo, Komlan; Rust, Henning; Ulbrich, Uwe; Névir, Peter

2016-04-01

Precipitation time series with a high temporal resolution are needed as input for several hydrological applications, e.g. river runoff or sewer system models. As adequate observational data sets are often not available, simulated precipitation series come to use. Poisson-cluster models are commonly applied to generate these series. It has been shown that this class of stochastic precipitation models is able to well reproduce important characteristics of observed rainfall. For the gauge based case study presented here, the Bartlett-Lewis rectangular pulse model (BLRPM) has been chosen. As it has been shown that certain model parameters vary with season in a midlatitude moderate climate due to different rainfall mechanisms dominating in winter and summer, model parameters are typically estimated separately for individual seasons or individual months. Here, we suggest a simultaneous parameter estimation for the whole year under the assumption that seasonal variation of parameters can be described with harmonic functions. We use an observational precipitation series from Berlin with a high temporal resolution to exemplify the approach. We estimate BLRPM parameters with and without this seasonal extention and compare the results in terms of model performance and robustness of the estimation.

Estimation of the ARNO model baseflow parameters using daily streamflow data

NASA Astrophysics Data System (ADS)

Abdulla, F. A.; Lettenmaier, D. P.; Liang, Xu

1999-09-01

An approach is described for estimation of baseflow parameters of the ARNO model, using historical baseflow recession sequences extracted from daily streamflow records. This approach allows four of the model parameters to be estimated without rainfall data, and effectively facilitates partitioning of the parameter estimation procedure so that parsimonious search procedures can be used to estimate the remaining storm response parameters separately. Three methods of optimization are evaluated for estimation of four baseflow parameters. These methods are the downhill Simplex (S), Simulated Annealing combined with the Simplex method (SA) and Shuffled Complex Evolution (SCE). These estimation procedures are explored in conjunction with four objective functions: (1) ordinary least squares; (2) ordinary least squares with Box-Cox transformation; (3) ordinary least squares on prewhitened residuals; (4) ordinary least squares applied to prewhitened with Box-Cox transformation of residuals. The effects of changing the seed random generator for both SA and SCE methods are also explored, as are the effects of the bounds of the parameters. Although all schemes converge to the same values of the objective function, SCE method was found to be less sensitive to these issues than both the SA and the Simplex schemes. Parameter uncertainty and interactions are investigated through estimation of the variance-covariance matrix and confidence intervals. As expected the parameters were found to be correlated and the covariance matrix was found to be not diagonal. Furthermore, the linearized confidence interval theory failed for about one-fourth of the catchments while the maximum likelihood theory did not fail for any of the catchments.

Using groundwater temperature data to constrain parameter estimation in a groundwater flow model of a wetland system

USGS Publications Warehouse

Bravo, Hector R.; Jiang, Feng; Hunt, Randall J.

2002-01-01

Parameter estimation is a powerful way to calibrate models. While head data alone are often insufficient to estimate unique parameters due to model nonuniqueness, flow‐and‐heat‐transport modeling can constrain estimation and allow simultaneous estimation of boundary fluxes and hydraulic conductivity. In this work, synthetic and field models that did not converge when head data were used did converge when head and temperature were used. Furthermore, frequency domain analyses of head and temperature data allowed selection of appropriate modeling timescales. Inflows in the Wilton, Wisconsin, wetlands could be estimated over periods such as a growing season and over periods of a few days when heads were nearly steady and groundwater temperature varied during the day. While this methodology is computationally more demanding than traditional head calibration, the results gained are unobtainable using the traditional approach. These results suggest that temperature can efficiently supplement head data in systems where accurate flux calibration targets are unavailable.

Parameter estimation with bio-inspired meta-heuristic optimization: modeling the dynamics of endocytosis.

PubMed

Tashkova, Katerina; Korošec, Peter; Silc, Jurij; Todorovski, Ljupčo; Džeroski, Sašo

2011-10-11

We address the task of parameter estimation in models of the dynamics of biological systems based on ordinary differential equations (ODEs) from measured data, where the models are typically non-linear and have many parameters, the measurements are imperfect due to noise, and the studied system can often be only partially observed. A representative task is to estimate the parameters in a model of the dynamics of endocytosis, i.e., endosome maturation, reflected in a cut-out switch transition between the Rab5 and Rab7 domain protein concentrations, from experimental measurements of these concentrations. The general parameter estimation task and the specific instance considered here are challenging optimization problems, calling for the use of advanced meta-heuristic optimization methods, such as evolutionary or swarm-based methods. We apply three global-search meta-heuristic algorithms for numerical optimization, i.e., differential ant-stigmergy algorithm (DASA), particle-swarm optimization (PSO), and differential evolution (DE), as well as a local-search derivative-based algorithm 717 (A717) to the task of estimating parameters in ODEs. We evaluate their performance on the considered representative task along a number of metrics, including the quality of reconstructing the system output and the complete dynamics, as well as the speed of convergence, both on real-experimental data and on artificial pseudo-experimental data with varying amounts of noise. We compare the four optimization methods under a range of observation scenarios, where data of different completeness and accuracy of interpretation are given as input. Overall, the global meta-heuristic methods (DASA, PSO, and DE) clearly and significantly outperform the local derivative-based method (A717). Among the three meta-heuristics, differential evolution (DE) performs best in terms of the objective function, i.e., reconstructing the output, and in terms of convergence. These results hold for both real and artificial data, for all observability scenarios considered, and for all amounts of noise added to the artificial data. In sum, the meta-heuristic methods considered are suitable for estimating the parameters in the ODE model of the dynamics of endocytosis under a range of conditions: With the model and conditions being representative of parameter estimation tasks in ODE models of biochemical systems, our results clearly highlight the promise of bio-inspired meta-heuristic methods for parameter estimation in dynamic system models within system biology.

Parameter estimation with bio-inspired meta-heuristic optimization: modeling the dynamics of endocytosis

PubMed Central

2011-01-01

Background We address the task of parameter estimation in models of the dynamics of biological systems based on ordinary differential equations (ODEs) from measured data, where the models are typically non-linear and have many parameters, the measurements are imperfect due to noise, and the studied system can often be only partially observed. A representative task is to estimate the parameters in a model of the dynamics of endocytosis, i.e., endosome maturation, reflected in a cut-out switch transition between the Rab5 and Rab7 domain protein concentrations, from experimental measurements of these concentrations. The general parameter estimation task and the specific instance considered here are challenging optimization problems, calling for the use of advanced meta-heuristic optimization methods, such as evolutionary or swarm-based methods. Results We apply three global-search meta-heuristic algorithms for numerical optimization, i.e., differential ant-stigmergy algorithm (DASA), particle-swarm optimization (PSO), and differential evolution (DE), as well as a local-search derivative-based algorithm 717 (A717) to the task of estimating parameters in ODEs. We evaluate their performance on the considered representative task along a number of metrics, including the quality of reconstructing the system output and the complete dynamics, as well as the speed of convergence, both on real-experimental data and on artificial pseudo-experimental data with varying amounts of noise. We compare the four optimization methods under a range of observation scenarios, where data of different completeness and accuracy of interpretation are given as input. Conclusions Overall, the global meta-heuristic methods (DASA, PSO, and DE) clearly and significantly outperform the local derivative-based method (A717). Among the three meta-heuristics, differential evolution (DE) performs best in terms of the objective function, i.e., reconstructing the output, and in terms of convergence. These results hold for both real and artificial data, for all observability scenarios considered, and for all amounts of noise added to the artificial data. In sum, the meta-heuristic methods considered are suitable for estimating the parameters in the ODE model of the dynamics of endocytosis under a range of conditions: With the model and conditions being representative of parameter estimation tasks in ODE models of biochemical systems, our results clearly highlight the promise of bio-inspired meta-heuristic methods for parameter estimation in dynamic system models within system biology. PMID:21989196

Statistical modeling of ecosystem respiration using eddy covariance data: Maximum likelihood parameter estimation, and Monte Carlo simulation of model and parameter uncertainty, applied to three simple models

Treesearch

Andrew D. Richardson; David Y. Hollinger; David Y. Hollinger

2005-01-01

Whether the goal is to fill gaps in the flux record, or to extract physiological parameters from eddy covariance data, researchers are frequently interested in fitting simple models of ecosystem physiology to measured data. Presently, there is no consensus on the best models to use, or the ideal optimization criteria. We demonstrate that, given our estimates of the...

A new Bayesian Earthquake Analysis Tool (BEAT)

NASA Astrophysics Data System (ADS)

Vasyura-Bathke, Hannes; Dutta, Rishabh; Jónsson, Sigurjón; Mai, Martin

2017-04-01

Modern earthquake source estimation studies increasingly use non-linear optimization strategies to estimate kinematic rupture parameters, often considering geodetic and seismic data jointly. However, the optimization process is complex and consists of several steps that need to be followed in the earthquake parameter estimation procedure. These include pre-describing or modeling the fault geometry, calculating the Green's Functions (often assuming a layered elastic half-space), and estimating the distributed final slip and possibly other kinematic source parameters. Recently, Bayesian inference has become popular for estimating posterior distributions of earthquake source model parameters given measured/estimated/assumed data and model uncertainties. For instance, some research groups consider uncertainties of the layered medium and propagate these to the source parameter uncertainties. Other groups make use of informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed that efficiently explore the often high-dimensional parameter spaces. Compared to earlier studies, these improvements have resulted in overall more robust source model parameter estimates that include uncertainties. However, the computational demands of these methods are high and estimation codes are rarely distributed along with the published results. Even if codes are made available, it is often difficult to assemble them into a single optimization framework as they are typically coded in different programing languages. Therefore, further progress and future applications of these methods/codes are hampered, while reproducibility and validation of results has become essentially impossible. In the spirit of providing open-access and modular codes to facilitate progress and reproducible research in earthquake source estimations, we undertook the effort of producing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package is build on top of the pyrocko seismological toolbox (www.pyrocko.org) and makes use of the pymc3 module for Bayesian statistical model fitting. BEAT is an open-source package (https://github.com/hvasbath/beat) and we encourage and solicit contributions to the project. In this contribution, we present our strategy for developing BEAT, show application examples, and discuss future developments.

Bootstrap Standard Errors for Maximum Likelihood Ability Estimates When Item Parameters Are Unknown

ERIC Educational Resources Information Center

Patton, Jeffrey M.; Cheng, Ying; Yuan, Ke-Hai; Diao, Qi

2014-01-01

When item parameter estimates are used to estimate the ability parameter in item response models, the standard error (SE) of the ability estimate must be corrected to reflect the error carried over from item calibration. For maximum likelihood (ML) ability estimates, a corrected asymptotic SE is available, but it requires a long test and the…

Using Patient Health Questionnaire-9 item parameters of a common metric resulted in similar depression scores compared to independent item response theory model reestimation.

PubMed

Liegl, Gregor; Wahl, Inka; Berghöfer, Anne; Nolte, Sandra; Pieh, Christoph; Rose, Matthias; Fischer, Felix

2016-03-01

To investigate the validity of a common depression metric in independent samples. We applied a common metrics approach based on item-response theory for measuring depression to four German-speaking samples that completed the Patient Health Questionnaire (PHQ-9). We compared the PHQ item parameters reported for this common metric to reestimated item parameters that derived from fitting a generalized partial credit model solely to the PHQ-9 items. We calibrated the new model on the same scale as the common metric using two approaches (estimation with shifted prior and Stocking-Lord linking). By fitting a mixed-effects model and using Bland-Altman plots, we investigated the agreement between latent depression scores resulting from the different estimation models. We found different item parameters across samples and estimation methods. Although differences in latent depression scores between different estimation methods were statistically significant, these were clinically irrelevant. Our findings provide evidence that it is possible to estimate latent depression scores by using the item parameters from a common metric instead of reestimating and linking a model. The use of common metric parameters is simple, for example, using a Web application (http://www.common-metrics.org) and offers a long-term perspective to improve the comparability of patient-reported outcome measures. Copyright © 2016 Elsevier Inc. All rights reserved.

Performance comparison of first-order conditional estimation with interaction and Bayesian estimation methods for estimating the population parameters and its distribution from data sets with a low number of subjects.

PubMed

Pradhan, Sudeep; Song, Byungjeong; Lee, Jaeyeon; Chae, Jung-Woo; Kim, Kyung Im; Back, Hyun-Moon; Han, Nayoung; Kwon, Kwang-Il; Yun, Hwi-Yeol

2017-12-01

Exploratory preclinical, as well as clinical trials, may involve a small number of patients, making it difficult to calculate and analyze the pharmacokinetic (PK) parameters, especially if the PK parameters show very high inter-individual variability (IIV). In this study, the performance of a classical first-order conditional estimation with interaction (FOCE-I) and expectation maximization (EM)-based Markov chain Monte Carlo Bayesian (BAYES) estimation methods were compared for estimating the population parameters and its distribution from data sets having a low number of subjects. In this study, 100 data sets were simulated with eight sampling points for each subject and with six different levels of IIV (5%, 10%, 20%, 30%, 50%, and 80%) in their PK parameter distribution. A stochastic simulation and estimation (SSE) study was performed to simultaneously simulate data sets and estimate the parameters using four different methods: FOCE-I only, BAYES(C) (FOCE-I and BAYES composite method), BAYES(F) (BAYES with all true initial parameters and fixed ω 2 ), and BAYES only. Relative root mean squared error (rRMSE) and relative estimation error (REE) were used to analyze the differences between true and estimated values. A case study was performed with a clinical data of theophylline available in NONMEM distribution media. NONMEM software assisted by Pirana, PsN, and Xpose was used to estimate population PK parameters, and R program was used to analyze and plot the results. The rRMSE and REE values of all parameter (fixed effect and random effect) estimates showed that all four methods performed equally at the lower IIV levels, while the FOCE-I method performed better than other EM-based methods at higher IIV levels (greater than 30%). In general, estimates of random-effect parameters showed significant bias and imprecision, irrespective of the estimation method used and the level of IIV. Similar performance of the estimation methods was observed with theophylline dataset. The classical FOCE-I method appeared to estimate the PK parameters more reliably than the BAYES method when using a simple model and data containing only a few subjects. EM-based estimation methods can be considered for adapting to the specific needs of a modeling project at later steps of modeling.

Estimation of parameters of dose volume models and their confidence limits

NASA Astrophysics Data System (ADS)

van Luijk, P.; Delvigne, T. C.; Schilstra, C.; Schippers, J. M.

2003-07-01

Predictions of the normal-tissue complication probability (NTCP) for the ranking of treatment plans are based on fits of dose-volume models to clinical and/or experimental data. In the literature several different fit methods are used. In this work frequently used methods and techniques to fit NTCP models to dose response data for establishing dose-volume effects, are discussed. The techniques are tested for their usability with dose-volume data and NTCP models. Different methods to estimate the confidence intervals of the model parameters are part of this study. From a critical-volume (CV) model with biologically realistic parameters a primary dataset was generated, serving as the reference for this study and describable by the NTCP model. The CV model was fitted to this dataset. From the resulting parameters and the CV model, 1000 secondary datasets were generated by Monte Carlo simulation. All secondary datasets were fitted to obtain 1000 parameter sets of the CV model. Thus the 'real' spread in fit results due to statistical spreading in the data is obtained and has been compared with estimates of the confidence intervals obtained by different methods applied to the primary dataset. The confidence limits of the parameters of one dataset were estimated using the methods, employing the covariance matrix, the jackknife method and directly from the likelihood landscape. These results were compared with the spread of the parameters, obtained from the secondary parameter sets. For the estimation of confidence intervals on NTCP predictions, three methods were tested. Firstly, propagation of errors using the covariance matrix was used. Secondly, the meaning of the width of a bundle of curves that resulted from parameters that were within the one standard deviation region in the likelihood space was investigated. Thirdly, many parameter sets and their likelihood were used to create a likelihood-weighted probability distribution of the NTCP. It is concluded that for the type of dose response data used here, only a full likelihood analysis will produce reliable results. The often-used approximations, such as the usage of the covariance matrix, produce inconsistent confidence limits on both the parameter sets and the resulting NTCP values.

Estimating parameter of influenza transmission using regularized least square

NASA Astrophysics Data System (ADS)

Nuraini, N.; Syukriah, Y.; Indratno, S. W.

2014-02-01

Transmission process of influenza can be presented in a mathematical model as a non-linear differential equations system. In this model the transmission of influenza is determined by the parameter of contact rate of the infected host and susceptible host. This parameter will be estimated using a regularized least square method where the Finite Element Method and Euler Method are used for approximating the solution of the SIR differential equation. The new infected data of influenza from CDC is used to see the effectiveness of the method. The estimated parameter represents the contact rate proportion of transmission probability in a day which can influence the number of infected people by the influenza. Relation between the estimated parameter and the number of infected people by the influenza is measured by coefficient of correlation. The numerical results show positive correlation between the estimated parameters and the infected people.

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models

PubMed Central

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization. PMID:27243005

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models.

PubMed

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization.

Application of a mechanistic model as a tool for on-line monitoring of pilot scale filamentous fungal fermentation processes-The importance of evaporation effects.

PubMed

Mears, Lisa; Stocks, Stuart M; Albaek, Mads O; Sin, Gürkan; Gernaey, Krist V

2017-03-01

A mechanistic model-based soft sensor is developed and validated for 550L filamentous fungus fermentations operated at Novozymes A/S. The soft sensor is comprised of a parameter estimation block based on a stoichiometric balance, coupled to a dynamic process model. The on-line parameter estimation block models the changing rates of formation of product, biomass, and water, and the rate of consumption of feed using standard, available on-line measurements. This parameter estimation block, is coupled to a mechanistic process model, which solves the current states of biomass, product, substrate, dissolved oxygen and mass, as well as other process parameters including k L a, viscosity and partial pressure of CO 2 . State estimation at this scale requires a robust mass model including evaporation, which is a factor not often considered at smaller scales of operation. The model is developed using a historical data set of 11 batches from the fermentation pilot plant (550L) at Novozymes A/S. The model is then implemented on-line in 550L fermentation processes operated at Novozymes A/S in order to validate the state estimator model on 14 new batches utilizing a new strain. The product concentration in the validation batches was predicted with an average root mean sum of squared error (RMSSE) of 16.6%. In addition, calculation of the Janus coefficient for the validation batches shows a suitably calibrated model. The robustness of the model prediction is assessed with respect to the accuracy of the input data. Parameter estimation uncertainty is also carried out. The application of this on-line state estimator allows for on-line monitoring of pilot scale batches, including real-time estimates of multiple parameters which are not able to be monitored on-line. With successful application of a soft sensor at this scale, this allows for improved process monitoring, as well as opening up further possibilities for on-line control algorithms, utilizing these on-line model outputs. Biotechnol. Bioeng. 2017;114: 589-599. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.

Parameter Estimation in Atmospheric Data Sets

NASA Technical Reports Server (NTRS)

Wenig, Mark; Colarco, Peter

2004-01-01

In this study the structure tensor technique is used to estimate dynamical parameters in atmospheric data sets. The structure tensor is a common tool for estimating motion in image sequences. This technique can be extended to estimate other dynamical parameters such as diffusion constants or exponential decay rates. A general mathematical framework was developed for the direct estimation of the physical parameters that govern the underlying processes from image sequences. This estimation technique can be adapted to the specific physical problem under investigation, so it can be used in a variety of applications in trace gas, aerosol, and cloud remote sensing. As a test scenario this technique will be applied to modeled dust data. In this case vertically integrated dust concentrations were used to derive wind information. Those results can be compared to the wind vector fields which served as input to the model. Based on this analysis, a method to compute atmospheric data parameter fields will be presented. .

The Model Human Processor and the Older Adult: Parameter Estimation and Validation Within a Mobile Phone Task

PubMed Central

Jastrzembski, Tiffany S.; Charness, Neil

2009-01-01

The authors estimate weighted mean values for nine information processing parameters for older adults using the Card, Moran, and Newell (1983) Model Human Processor model. The authors validate a subset of these parameters by modeling two mobile phone tasks using two different phones and comparing model predictions to a sample of younger (N = 20; Mage = 20) and older (N = 20; Mage = 69) adults. Older adult models fit keystroke-level performance at the aggregate grain of analysis extremely well (R = 0.99) and produced equivalent fits to previously validated younger adult models. Critical path analyses highlighted points of poor design as a function of cognitive workload, hardware/software design, and user characteristics. The findings demonstrate that estimated older adult information processing parameters are valid for modeling purposes, can help designers understand age-related performance using existing interfaces, and may support the development of age-sensitive technologies. PMID:18194048

The Model Human Processor and the older adult: parameter estimation and validation within a mobile phone task.

PubMed

Jastrzembski, Tiffany S; Charness, Neil

2007-12-01

The authors estimate weighted mean values for nine information processing parameters for older adults using the Card, Moran, and Newell (1983) Model Human Processor model. The authors validate a subset of these parameters by modeling two mobile phone tasks using two different phones and comparing model predictions to a sample of younger (N = 20; M-sub(age) = 20) and older (N = 20; M-sub(age) = 69) adults. Older adult models fit keystroke-level performance at the aggregate grain of analysis extremely well (R = 0.99) and produced equivalent fits to previously validated younger adult models. Critical path analyses highlighted points of poor design as a function of cognitive workload, hardware/software design, and user characteristics. The findings demonstrate that estimated older adult information processing parameters are valid for modeling purposes, can help designers understand age-related performance using existing interfaces, and may support the development of age-sensitive technologies.

Linear functional minimization for inverse modeling

DOE PAGES

Barajas-Solano, David A.; Wohlberg, Brendt Egon; Vesselinov, Velimir Valentinov; ...

2015-06-01

In this paper, we present a novel inverse modeling strategy to estimate spatially distributed parameters of nonlinear models. The maximum a posteriori (MAP) estimators of these parameters are based on a likelihood functional, which contains spatially discrete measurements of the system parameters and spatiotemporally discrete measurements of the transient system states. The piecewise continuity prior for the parameters is expressed via Total Variation (TV) regularization. The MAP estimator is computed by minimizing a nonquadratic objective equipped with the TV operator. We apply this inversion algorithm to estimate hydraulic conductivity of a synthetic confined aquifer from measurements of conductivity and hydraulicmore » head. The synthetic conductivity field is composed of a low-conductivity heterogeneous intrusion into a high-conductivity heterogeneous medium. Our algorithm accurately reconstructs the location, orientation, and extent of the intrusion from the steady-state data only. Finally, addition of transient measurements of hydraulic head improves the parameter estimation, accurately reconstructing the conductivity field in the vicinity of observation locations.« less

A Particle Smoother with Sequential Importance Resampling for soil hydraulic parameter estimation: A lysimeter experiment

NASA Astrophysics Data System (ADS)

Montzka, Carsten; Hendricks Franssen, Harrie-Jan; Moradkhani, Hamid; Pütz, Thomas; Han, Xujun; Vereecken, Harry

2013-04-01

An adequate description of soil hydraulic properties is essential for a good performance of hydrological forecasts. So far, several studies showed that data assimilation could reduce the parameter uncertainty by considering soil moisture observations. However, these observations and also the model forcings were recorded with a specific measurement error. It seems a logical step to base state updating and parameter estimation on observations made at multiple time steps, in order to reduce the influence of outliers at single time steps given measurement errors and unknown model forcings. Such outliers could result in erroneous state estimation as well as inadequate parameters. This has been one of the reasons to use a smoothing technique as implemented for Bayesian data assimilation methods such as the Ensemble Kalman Filter (i.e. Ensemble Kalman Smoother). Recently, an ensemble-based smoother has been developed for state update with a SIR particle filter. However, this method has not been used for dual state-parameter estimation. In this contribution we present a Particle Smoother with sequentially smoothing of particle weights for state and parameter resampling within a time window as opposed to the single time step data assimilation used in filtering techniques. This can be seen as an intermediate variant between a parameter estimation technique using global optimization with estimation of single parameter sets valid for the whole period, and sequential Monte Carlo techniques with estimation of parameter sets evolving from one time step to another. The aims are i) to improve the forecast of evaporation and groundwater recharge by estimating hydraulic parameters, and ii) to reduce the impact of single erroneous model inputs/observations by a smoothing method. In order to validate the performance of the proposed method in a real world application, the experiment is conducted in a lysimeter environment.

Parameter Estimation in Epidemiology: from Simple to Complex Dynamics

NASA Astrophysics Data System (ADS)

Aguiar, Maíra; Ballesteros, Sebastién; Boto, João Pedro; Kooi, Bob W.; Mateus, Luís; Stollenwerk, Nico

2011-09-01

We revisit the parameter estimation framework for population biological dynamical systems, and apply it to calibrate various models in epidemiology with empirical time series, namely influenza and dengue fever. When it comes to more complex models like multi-strain dynamics to describe the virus-host interaction in dengue fever, even most recently developed parameter estimation techniques, like maximum likelihood iterated filtering, come to their computational limits. However, the first results of parameter estimation with data on dengue fever from Thailand indicate a subtle interplay between stochasticity and deterministic skeleton. The deterministic system on its own already displays complex dynamics up to deterministic chaos and coexistence of multiple attractors.

Annual survival of Snail Kites in Florida: Radio telemetry versus capture-resighting data

USGS Publications Warehouse

Bennetts, R.E.; Dreitz, V.J.; Kitchens, W.M.; Hines, J.E.; Nichols, J.D.

1999-01-01

We estimated annual survival of Snail Kites (Rostrhamus sociabilis) in Florida using the Kaplan-Meier estimator with data from 271 radio-tagged birds over a three-year period and capture-recapture (resighting) models with data from 1,319 banded birds over a six-year period. We tested the hypothesis that survival differed among three age classes using both data sources. We tested additional hypotheses about spatial and temporal variation using a combination of data from radio telemetry and single- and multistrata capture-recapture models. Results from these data sets were similar in their indications of the sources of variation in survival, but they differed in some parameter estimates. Both data sources indicated that survival was higher for adults than for juveniles, but they did not support delineation of a subadult age class. Our data also indicated that survival differed among years and regions for juveniles but not for adults. Estimates of juvenile survival using radio telemetry data were higher than estimates using capture-recapture models for two of three years (1992 and 1993). Ancillary evidence based on censored birds indicated that some mortality of radio-tagged juveniles went undetected during those years, resulting in biased estimates. Thus, we have greater confidence in our estimates of juvenile survival using capture-recapture models. Precision of estimates reflected the number of parameters estimated and was surprisingly similar between radio telemetry and single-stratum capture-recapture models, given the substantial differences in sample sizes. Not having to estimate resighting probability likely offsets, to some degree, the smaller sample sizes from our radio telemetry data. Precision of capture-recapture models was lower using multistrata models where region-specific parameters were estimated than using single-stratum models, where spatial variation in parameters was not taken into account.

Control of Distributed Parameter Systems

DTIC Science & Technology

1990-08-01

vari- ant of the general Lotka - Volterra model for interspecific competition. The variant described the emergence of one subpopulation from another as a...distribut ion unlimited. I&. ARSTRACT (MAUMUnw2O1 A unified arioroximation framework for Parameter estimation In general linear POE models has been completed...unified approximation framework for parameter estimation in general linear PDE models. This framework has provided the theoretical basis for a number of

Transport, biodegradation and isotopic fractionation of chlorinated ethenes: modeling and parameter estimation methods

NASA Astrophysics Data System (ADS)

Béranger, Sandra C.; Sleep, Brent E.; Lollar, Barbara Sherwood; Monteagudo, Fernando Perez

2005-01-01

An analytical, one-dimensional, multi-species, reactive transport model for simulating the concentrations and isotopic signatures of tetrachloroethylene (PCE) and its daughter products was developed. The simulation model was coupled to a genetic algorithm (GA) combined with a gradient-based (GB) method to estimate the first order decay coefficients and enrichment factors. In testing with synthetic data, the hybrid GA-GB method reduced the computational requirements for parameter estimation by a factor as great as 300. The isotopic signature profiles were observed to be more sensitive than the concentration profiles to estimates of both the first order decay constants and enrichment factors. Including isotopic data for parameter estimation significantly increased the GA convergence rate and slightly improved the accuracy of estimation of first order decay constants.

Application of Novel Lateral Tire Force Sensors to Vehicle Parameter Estimation of Electric Vehicles.

PubMed

Nam, Kanghyun

2015-11-11

This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle's cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data.

Parameters estimation for reactive transport: A way to test the validity of a reactive model

NASA Astrophysics Data System (ADS)

Aggarwal, Mohit; Cheikh Anta Ndiaye, Mame; Carrayrou, Jérôme

The chemical parameters used in reactive transport models are not known accurately due to the complexity and the heterogeneous conditions of a real domain. We will present an efficient algorithm in order to estimate the chemical parameters using Monte-Carlo method. Monte-Carlo methods are very robust for the optimisation of the highly non-linear mathematical model describing reactive transport. Reactive transport of tributyltin (TBT) through natural quartz sand at seven different pHs is taken as the test case. Our algorithm will be used to estimate the chemical parameters of the sorption of TBT onto the natural quartz sand. By testing and comparing three models of surface complexation, we show that the proposed adsorption model cannot explain the experimental data.

A continuous optimization approach for inferring parameters in mathematical models of regulatory networks.

PubMed

Deng, Zhimin; Tian, Tianhai

2014-07-29

The advances of systems biology have raised a large number of sophisticated mathematical models for describing the dynamic property of complex biological systems. One of the major steps in developing mathematical models is to estimate unknown parameters of the model based on experimentally measured quantities. However, experimental conditions limit the amount of data that is available for mathematical modelling. The number of unknown parameters in mathematical models may be larger than the number of observation data. The imbalance between the number of experimental data and number of unknown parameters makes reverse-engineering problems particularly challenging. To address the issue of inadequate experimental data, we propose a continuous optimization approach for making reliable inference of model parameters. This approach first uses a spline interpolation to generate continuous functions of system dynamics as well as the first and second order derivatives of continuous functions. The expanded dataset is the basis to infer unknown model parameters using various continuous optimization criteria, including the error of simulation only, error of both simulation and the first derivative, or error of simulation as well as the first and second derivatives. We use three case studies to demonstrate the accuracy and reliability of the proposed new approach. Compared with the corresponding discrete criteria using experimental data at the measurement time points only, numerical results of the ERK kinase activation module show that the continuous absolute-error criteria using both function and high order derivatives generate estimates with better accuracy. This result is also supported by the second and third case studies for the G1/S transition network and the MAP kinase pathway, respectively. This suggests that the continuous absolute-error criteria lead to more accurate estimates than the corresponding discrete criteria. We also study the robustness property of these three models to examine the reliability of estimates. Simulation results show that the models with estimated parameters using continuous fitness functions have better robustness properties than those using the corresponding discrete fitness functions. The inference studies and robustness analysis suggest that the proposed continuous optimization criteria are effective and robust for estimating unknown parameters in mathematical models.

Optimal Designs for the Rasch Model

ERIC Educational Resources Information Center

Grasshoff, Ulrike; Holling, Heinz; Schwabe, Rainer

2012-01-01

In this paper, optimal designs will be derived for estimating the ability parameters of the Rasch model when difficulty parameters are known. It is well established that a design is locally D-optimal if the ability and difficulty coincide. But locally optimal designs require that the ability parameters to be estimated are known. To attenuate this…

The Asymptotic Distribution of Ability Estimates: Beyond Dichotomous Items and Unidimensional IRT Models

ERIC Educational Resources Information Center

Sinharay, Sandip

2015-01-01

The maximum likelihood estimate (MLE) of the ability parameter of an item response theory model with known item parameters was proved to be asymptotically normally distributed under a set of regularity conditions for tests involving dichotomous items and a unidimensional ability parameter (Klauer, 1990; Lord, 1983). This article first considers…

Identifiability of large-scale non-linear dynamic network models applied to the ADM1-case study.

PubMed

Nimmegeers, Philippe; Lauwers, Joost; Telen, Dries; Logist, Filip; Impe, Jan Van

2017-06-01

In this work, both the structural and practical identifiability of the Anaerobic Digestion Model no. 1 (ADM1) is investigated, which serves as a relevant case study of large non-linear dynamic network models. The structural identifiability is investigated using the probabilistic algorithm, adapted to deal with the specifics of the case study (i.e., a large-scale non-linear dynamic system of differential and algebraic equations). The practical identifiability is analyzed using a Monte Carlo parameter estimation procedure for a 'non-informative' and 'informative' experiment, which are heuristically designed. The model structure of ADM1 has been modified by replacing parameters by parameter combinations, to provide a generally locally structurally identifiable version of ADM1. This means that in an idealized theoretical situation, the parameters can be estimated accurately. Furthermore, the generally positive structural identifiability results can be explained from the large number of interconnections between the states in the network structure. This interconnectivity, however, is also observed in the parameter estimates, making uncorrelated parameter estimations in practice difficult. Copyright © 2017. Published by Elsevier Inc.

Angular motion estimation using dynamic models in a gyro-free inertial measurement unit.

PubMed

Edwan, Ezzaldeen; Knedlik, Stefan; Loffeld, Otmar

2012-01-01

In this paper, we summarize the results of using dynamic models borrowed from tracking theory in describing the time evolution of the state vector to have an estimate of the angular motion in a gyro-free inertial measurement unit (GF-IMU). The GF-IMU is a special type inertial measurement unit (IMU) that uses only a set of accelerometers in inferring the angular motion. Using distributed accelerometers, we get an angular information vector (AIV) composed of angular acceleration and quadratic angular velocity terms. We use a Kalman filter approach to estimate the angular velocity vector since it is not expressed explicitly within the AIV. The bias parameters inherent in the accelerometers measurements' produce a biased AIV and hence the AIV bias parameters are estimated within an augmented state vector. Using dynamic models, the appended bias parameters of the AIV become observable and hence we can have unbiased angular motion estimate. Moreover, a good model is required to extract the maximum amount of information from the observation. Observability analysis is done to determine the conditions for having an observable state space model. For higher grades of accelerometers and under relatively higher sampling frequency, the error of accelerometer measurements is dominated by the noise error. Consequently, simulations are conducted on two models, one has bias parameters appended in the state space model and the other is a reduced model without bias parameters.

Angular Motion Estimation Using Dynamic Models in a Gyro-Free Inertial Measurement Unit

PubMed Central

Edwan, Ezzaldeen; Knedlik, Stefan; Loffeld, Otmar

2012-01-01

In this paper, we summarize the results of using dynamic models borrowed from tracking theory in describing the time evolution of the state vector to have an estimate of the angular motion in a gyro-free inertial measurement unit (GF-IMU). The GF-IMU is a special type inertial measurement unit (IMU) that uses only a set of accelerometers in inferring the angular motion. Using distributed accelerometers, we get an angular information vector (AIV) composed of angular acceleration and quadratic angular velocity terms. We use a Kalman filter approach to estimate the angular velocity vector since it is not expressed explicitly within the AIV. The bias parameters inherent in the accelerometers measurements' produce a biased AIV and hence the AIV bias parameters are estimated within an augmented state vector. Using dynamic models, the appended bias parameters of the AIV become observable and hence we can have unbiased angular motion estimate. Moreover, a good model is required to extract the maximum amount of information from the observation. Observability analysis is done to determine the conditions for having an observable state space model. For higher grades of accelerometers and under relatively higher sampling frequency, the error of accelerometer measurements is dominated by the noise error. Consequently, simulations are conducted on two models, one has bias parameters appended in the state space model and the other is a reduced model without bias parameters. PMID:22778586

Detecting influential observations in nonlinear regression modeling of groundwater flow

USGS Publications Warehouse

Yager, Richard M.

1998-01-01

Nonlinear regression is used to estimate optimal parameter values in models of groundwater flow to ensure that differences between predicted and observed heads and flows do not result from nonoptimal parameter values. Parameter estimates can be affected, however, by observations that disproportionately influence the regression, such as outliers that exert undue leverage on the objective function. Certain statistics developed for linear regression can be used to detect influential observations in nonlinear regression if the models are approximately linear. This paper discusses the application of Cook's D, which measures the effect of omitting a single observation on a set of estimated parameter values, and the statistical parameter DFBETAS, which quantifies the influence of an observation on each parameter. The influence statistics were used to (1) identify the influential observations in the calibration of a three-dimensional, groundwater flow model of a fractured-rock aquifer through nonlinear regression, and (2) quantify the effect of omitting influential observations on the set of estimated parameter values. Comparison of the spatial distribution of Cook's D with plots of model sensitivity shows that influential observations correspond to areas where the model heads are most sensitive to certain parameters, and where predicted groundwater flow rates are largest. Five of the six discharge observations were identified as influential, indicating that reliable measurements of groundwater flow rates are valuable data in model calibration. DFBETAS are computed and examined for an alternative model of the aquifer system to identify a parameterization error in the model design that resulted in overestimation of the effect of anisotropy on horizontal hydraulic conductivity.

A Bayesian approach to tracking patients having changing pharmacokinetic parameters

NASA Technical Reports Server (NTRS)

Bayard, David S.; Jelliffe, Roger W.

2004-01-01

This paper considers the updating of Bayesian posterior densities for pharmacokinetic models associated with patients having changing parameter values. For estimation purposes it is proposed to use the Interacting Multiple Model (IMM) estimation algorithm, which is currently a popular algorithm in the aerospace community for tracking maneuvering targets. The IMM algorithm is described, and compared to the multiple model (MM) and Maximum A-Posteriori (MAP) Bayesian estimation methods, which are presently used for posterior updating when pharmacokinetic parameters do not change. Both the MM and MAP Bayesian estimation methods are used in their sequential forms, to facilitate tracking of changing parameters. Results indicate that the IMM algorithm is well suited for tracking time-varying pharmacokinetic parameters in acutely ill and unstable patients, incurring only about half of the integrated error compared to the sequential MM and MAP methods on the same example.

Distribution system model calibration with big data from AMI and PV inverters

DOE PAGES

Peppanen, Jouni; Reno, Matthew J.; Broderick, Robert J.; ...

2016-03-03

Efficient management and coordination of distributed energy resources with advanced automation schemes requires accurate distribution system modeling and monitoring. Big data from smart meters and photovoltaic (PV) micro-inverters can be leveraged to calibrate existing utility models. This paper presents computationally efficient distribution system parameter estimation algorithms to improve the accuracy of existing utility feeder radial secondary circuit model parameters. The method is demonstrated using a real utility feeder model with advanced metering infrastructure (AMI) and PV micro-inverters, along with alternative parameter estimation approaches that can be used to improve secondary circuit models when limited measurement data is available. Lastly, themore » parameter estimation accuracy is demonstrated for both a three-phase test circuit with typical secondary circuit topologies and single-phase secondary circuits in a real mixed-phase test system.« less

Distribution system model calibration with big data from AMI and PV inverters

DOE Office of Scientific and Technical Information (OSTI.GOV)

Peppanen, Jouni; Reno, Matthew J.; Broderick, Robert J.

Efficient management and coordination of distributed energy resources with advanced automation schemes requires accurate distribution system modeling and monitoring. Big data from smart meters and photovoltaic (PV) micro-inverters can be leveraged to calibrate existing utility models. This paper presents computationally efficient distribution system parameter estimation algorithms to improve the accuracy of existing utility feeder radial secondary circuit model parameters. The method is demonstrated using a real utility feeder model with advanced metering infrastructure (AMI) and PV micro-inverters, along with alternative parameter estimation approaches that can be used to improve secondary circuit models when limited measurement data is available. Lastly, themore » parameter estimation accuracy is demonstrated for both a three-phase test circuit with typical secondary circuit topologies and single-phase secondary circuits in a real mixed-phase test system.« less

Validation of the alternating conditional estimation algorithm for estimation of flexible extensions of Cox's proportional hazards model with nonlinear constraints on the parameters.

PubMed

Wynant, Willy; Abrahamowicz, Michal

2016-11-01

Standard optimization algorithms for maximizing likelihood may not be applicable to the estimation of those flexible multivariable models that are nonlinear in their parameters. For applications where the model's structure permits separating estimation of mutually exclusive subsets of parameters into distinct steps, we propose the alternating conditional estimation (ACE) algorithm. We validate the algorithm, in simulations, for estimation of two flexible extensions of Cox's proportional hazards model where the standard maximum partial likelihood estimation does not apply, with simultaneous modeling of (1) nonlinear and time-dependent effects of continuous covariates on the hazard, and (2) nonlinear interaction and main effects of the same variable. We also apply the algorithm in real-life analyses to estimate nonlinear and time-dependent effects of prognostic factors for mortality in colon cancer. Analyses of both simulated and real-life data illustrate good statistical properties of the ACE algorithm and its ability to yield new potentially useful insights about the data structure. © 2016 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Robust image modeling techniques with an image restoration application

NASA Astrophysics Data System (ADS)

Kashyap, Rangasami L.; Eom, Kie-Bum

1988-08-01

A robust parameter-estimation algorithm for a nonsymmetric half-plane (NSHP) autoregressive model, where the driving noise is a mixture of a Gaussian and an outlier process, is presented. The convergence of the estimation algorithm is proved. An algorithm to estimate parameters and original image intensity simultaneously from the impulse-noise-corrupted image, where the model governing the image is not available, is also presented. The robustness of the parameter estimates is demonstrated by simulation. Finally, an algorithm to restore realistic images is presented. The entire image generally does not obey a simple image model, but a small portion (e.g., 8 x 8) of the image is assumed to obey an NSHP model. The original image is divided into windows and the robust estimation algorithm is applied for each window. The restoration algorithm is tested by comparing it to traditional methods on several different images.

Sampling schemes and parameter estimation for nonlinear Bernoulli-Gaussian sparse models

NASA Astrophysics Data System (ADS)

Boudineau, Mégane; Carfantan, Hervé; Bourguignon, Sébastien; Bazot, Michael

2016-06-01

We address the sparse approximation problem in the case where the data are approximated by the linear combination of a small number of elementary signals, each of these signals depending non-linearly on additional parameters. Sparsity is explicitly expressed through a Bernoulli-Gaussian hierarchical model in a Bayesian framework. Posterior mean estimates are computed using Markov Chain Monte-Carlo algorithms. We generalize the partially marginalized Gibbs sampler proposed in the linear case in [1], and build an hybrid Hastings-within-Gibbs algorithm in order to account for the nonlinear parameters. All model parameters are then estimated in an unsupervised procedure. The resulting method is evaluated on a sparse spectral analysis problem. It is shown to converge more efficiently than the classical joint estimation procedure, with only a slight increase of the computational cost per iteration, consequently reducing the global cost of the estimation procedure.

Evidence in Support of the Independent Channel Model Describing the Sensorimotor Control of Human Stance Using a Humanoid Robot

PubMed Central

Pasma, Jantsje H.; Assländer, Lorenz; van Kordelaar, Joost; de Kam, Digna; Mergner, Thomas; Schouten, Alfred C.

2018-01-01

The Independent Channel (IC) model is a commonly used linear balance control model in the frequency domain to analyze human balance control using system identification and parameter estimation. The IC model is a rudimentary and noise-free description of balance behavior in the frequency domain, where a stable model representation is not guaranteed. In this study, we conducted firstly time-domain simulations with added noise, and secondly robot experiments by implementing the IC model in a real-world robot (PostuRob II) to test the validity and stability of the model in the time domain and for real world situations. Balance behavior of seven healthy participants was measured during upright stance by applying pseudorandom continuous support surface rotations. System identification and parameter estimation were used to describe the balance behavior with the IC model in the frequency domain. The IC model with the estimated parameters from human experiments was implemented in Simulink for computer simulations including noise in the time domain and robot experiments using the humanoid robot PostuRob II. Again, system identification and parameter estimation were used to describe the simulated balance behavior. Time series, Frequency Response Functions, and estimated parameters from human experiments, computer simulations, and robot experiments were compared with each other. The computer simulations showed similar balance behavior and estimated control parameters compared to the human experiments, in the time and frequency domain. Also, the IC model was able to control the humanoid robot by keeping it upright, but showed small differences compared to the human experiments in the time and frequency domain, especially at high frequencies. We conclude that the IC model, a descriptive model in the frequency domain, can imitate human balance behavior also in the time domain, both in computer simulations with added noise and real world situations with a humanoid robot. This provides further evidence that the IC model is a valid description of human balance control. PMID:29615886

Evidence in Support of the Independent Channel Model Describing the Sensorimotor Control of Human Stance Using a Humanoid Robot.

PubMed

Pasma, Jantsje H; Assländer, Lorenz; van Kordelaar, Joost; de Kam, Digna; Mergner, Thomas; Schouten, Alfred C

2018-01-01

The Independent Channel (IC) model is a commonly used linear balance control model in the frequency domain to analyze human balance control using system identification and parameter estimation. The IC model is a rudimentary and noise-free description of balance behavior in the frequency domain, where a stable model representation is not guaranteed. In this study, we conducted firstly time-domain simulations with added noise, and secondly robot experiments by implementing the IC model in a real-world robot (PostuRob II) to test the validity and stability of the model in the time domain and for real world situations. Balance behavior of seven healthy participants was measured during upright stance by applying pseudorandom continuous support surface rotations. System identification and parameter estimation were used to describe the balance behavior with the IC model in the frequency domain. The IC model with the estimated parameters from human experiments was implemented in Simulink for computer simulations including noise in the time domain and robot experiments using the humanoid robot PostuRob II. Again, system identification and parameter estimation were used to describe the simulated balance behavior. Time series, Frequency Response Functions, and estimated parameters from human experiments, computer simulations, and robot experiments were compared with each other. The computer simulations showed similar balance behavior and estimated control parameters compared to the human experiments, in the time and frequency domain. Also, the IC model was able to control the humanoid robot by keeping it upright, but showed small differences compared to the human experiments in the time and frequency domain, especially at high frequencies. We conclude that the IC model, a descriptive model in the frequency domain, can imitate human balance behavior also in the time domain, both in computer simulations with added noise and real world situations with a humanoid robot. This provides further evidence that the IC model is a valid description of human balance control.

Application of an automatic approach to calibrate the NEMURO nutrient-phytoplankton-zooplankton food web model in the Oyashio region

NASA Astrophysics Data System (ADS)

Ito, Shin-ichi; Yoshie, Naoki; Okunishi, Takeshi; Ono, Tsuneo; Okazaki, Yuji; Kuwata, Akira; Hashioka, Taketo; Rose, Kenneth A.; Megrey, Bernard A.; Kishi, Michio J.; Nakamachi, Miwa; Shimizu, Yugo; Kakehi, Shigeho; Saito, Hiroaki; Takahashi, Kazutaka; Tadokoro, Kazuaki; Kusaka, Akira; Kasai, Hiromi

2010-10-01

The Oyashio region in the western North Pacific supports high biological productivity and has been well monitored. We applied the NEMURO (North Pacific Ecosystem Model for Understanding Regional Oceanography) model to simulate the nutrients, phytoplankton, and zooplankton dynamics. Determination of parameters values is very important, yet ad hoc calibration methods are often used. We used the automatic calibration software PEST (model-independent Parameter ESTimation), which has been used previously with NEMURO but in a system without ontogenetic vertical migration of the large zooplankton functional group. Determining the performance of PEST with vertical migration, and obtaining a set of realistic parameter values for the Oyashio, will likely be useful in future applications of NEMURO. Five identical twin simulation experiments were performed with the one-box version of NEMURO. The experiments differed in whether monthly snapshot or averaged state variables were used, in whether state variables were model functional groups or were aggregated (total phytoplankton, small plus large zooplankton), and in whether vertical migration of large zooplankton was included or not. We then applied NEMURO to monthly climatological field data covering 1 year for the Oyashio, and compared model fits and parameter values between PEST-determined estimates and values used in previous applications to the Oyashio region that relied on ad hoc calibration. We substituted the PEST and ad hoc calibrated parameter values into a 3-D version of NEMURO for the western North Pacific, and compared the two sets of spatial maps of chlorophyll- a with satellite-derived data. The identical twin experiments demonstrated that PEST could recover the known model parameter values when vertical migration was included, and that over-fitting can occur as a result of slight differences in the values of the state variables. PEST recovered known parameter values when using monthly snapshots of aggregated state variables, but estimated a different set of parameters with monthly averaged values. Both sets of parameters resulted in good fits of the model to the simulated data. Disaggregating the variables provided to PEST into functional groups did not solve the over-fitting problem, and including vertical migration seemed to amplify the problem. When we used the climatological field data, simulated values with PEST-estimated parameters were closer to these field data than with the previously determined ad hoc set of parameter values. When these same PEST and ad hoc sets of parameter values were substituted into 3-D-NEMURO (without vertical migration), the PEST-estimated parameter values generated spatial maps that were similar to the satellite data for the Kuroshio Extension during January and March and for the subarctic ocean from May to November. With non-linear problems, such as vertical migration, PEST should be used with caution because parameter estimates can be sensitive to how the data are prepared and to the values used for the searching parameters of PEST. We recommend the usage of PEST, or other parameter optimization methods, to generate first-order parameter estimates for simulating specific systems and for insertion into 2-D and 3-D models. The parameter estimates that are generated are useful, and the inconsistencies between simulated values and the available field data provide valuable information on model behavior and the dynamics of the ecosystem.

Characterizing white matter tissue in large strain via asymmetric indentation and inverse finite element modeling.

PubMed

Feng, Yuan; Lee, Chung-Hao; Sun, Lining; Ji, Songbai; Zhao, Xuefeng

2017-01-01

Characterizing the mechanical properties of white matter is important to understand and model brain development and injury. With embedded aligned axonal fibers, white matter is typically modeled as a transversely isotropic material. However, most studies characterize the white matter tissue using models with a single anisotropic invariant or in a small-strain regime. In this study, we combined a single experimental procedure - asymmetric indentation - with inverse finite element (FE) modeling to estimate the nearly incompressible transversely isotropic material parameters of white matter. A minimal form comprising three parameters was employed to simulate indentation responses in the large-strain regime. The parameters were estimated using a global optimization procedure based on a genetic algorithm (GA). Experimental data from two indentation configurations of porcine white matter, parallel and perpendicular to the axonal fiber direction, were utilized to estimate model parameters. Results in this study confirmed a strong mechanical anisotropy of white matter in large strain. Further, our results suggested that both indentation configurations are needed to estimate the parameters with sufficient accuracy, and that the indenter-sample friction is important. Finally, we also showed that the estimated parameters were consistent with those previously obtained via a trial-and-error forward FE method in the small-strain regime. These findings are useful in modeling and parameterization of white matter, especially under large deformation, and demonstrate the potential of the proposed asymmetric indentation technique to characterize other soft biological tissues with transversely isotropic properties. Copyright © 2016 Elsevier Ltd. All rights reserved.

Some Empirical Evidence for Latent Trait Model Selection.

ERIC Educational Resources Information Center

Hutten, Leah R.

The results of this study suggest that for purposes of estimating ability by latent trait methods, the Rasch model compares favorably with the three-parameter logistic model. Using estimated parameters to make predictions about 25 actual number-correct score distributions with samples of 1,000 cases each, those predicted by the Rasch model fit the…

Parameter estimation of multivariate multiple regression model using bayesian with non-informative Jeffreys’ prior distribution

NASA Astrophysics Data System (ADS)

Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.

2018-05-01

Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.

Volume effects of late term normal tissue toxicity in prostate cancer radiotherapy

NASA Astrophysics Data System (ADS)

Bonta, Dacian Viorel

Modeling of volume effects for treatment toxicity is paramount for optimization of radiation therapy. This thesis proposes a new model for calculating volume effects in gastro-intestinal and genito-urinary normal tissue complication probability (NTCP) following radiation therapy for prostate carcinoma. The radiobiological and the pathological basis for this model and its relationship to other models are detailed. A review of the radiobiological experiments and published clinical data identified salient features and specific properties a biologically adequate model has to conform to. The new model was fit to a set of actual clinical data. In order to verify the goodness of fit, two established NTCP models and a non-NTCP measure for complication risk were fitted to the same clinical data. The method of fit for the model parameters was maximum likelihood estimation. Within the framework of the maximum likelihood approach I estimated the parameter uncertainties for each complication prediction model. The quality-of-fit was determined using the Aikaike Information Criterion. Based on the model that provided the best fit, I identified the volume effects for both types of toxicities. Computer-based bootstrap resampling of the original dataset was used to estimate the bias and variance for the fitted parameter values. Computer simulation was also used to estimate the population size that generates a specific uncertainty level (3%) in the value of predicted complication probability. The same method was used to estimate the size of the patient population needed for accurate choice of the model underlying the NTCP. The results indicate that, depending on the number of parameters of a specific NTCP model, 100 (for two parameter models) and 500 patients (for three parameter models) are needed for accurate parameter fit. Correlation of complication occurrence in patients was also investigated. The results suggest that complication outcomes are correlated in a patient, although the correlation coefficient is rather small.

First-order kinetic gas generation model parameters for wet landfills.

PubMed

Faour, Ayman A; Reinhart, Debra R; You, Huaxin

2007-01-01

Landfill gas collection data from wet landfill cells were analyzed and first-order gas generation model parameters were estimated for the US EPA landfill gas emissions model (LandGEM). Parameters were determined through statistical comparison of predicted and actual gas collection. The US EPA LandGEM model appeared to fit the data well, provided it is preceded by a lag phase, which on average was 1.5 years. The first-order reaction rate constant, k, and the methane generation potential, L(o), were estimated for a set of landfills with short-term waste placement and long-term gas collection data. Mean and 95% confidence parameter estimates for these data sets were found using mixed-effects model regression followed by bootstrap analysis. The mean values for the specific methane volume produced during the lag phase (V(sto)), L(o), and k were 33 m(3)/Megagrams (Mg), 76 m(3)/Mg, and 0.28 year(-1), respectively. Parameters were also estimated for three full scale wet landfills where waste was placed over many years. The k and L(o) estimated for these landfills were 0.21 year(-1), 115 m(3)/Mg, 0.11 year(-1), 95 m(3)/Mg, and 0.12 year(-1) and 87 m(3)/Mg, respectively. A group of data points from wet landfills cells with short-term data were also analyzed. A conservative set of parameter estimates was suggested based on the upper 95% confidence interval parameters as a k of 0.3 year(-1) and a L(o) of 100 m(3)/Mg if design is optimized and the lag is minimized.

Inverse modeling for seawater intrusion in coastal aquifers: Insights about parameter sensitivities, variances, correlations and estimation procedures derived from the Henry problem

USGS Publications Warehouse

Sanz, E.; Voss, C.I.

2006-01-01

Inverse modeling studies employing data collected from the classic Henry seawater intrusion problem give insight into several important aspects of inverse modeling of seawater intrusion problems and effective measurement strategies for estimation of parameters for seawater intrusion. Despite the simplicity of the Henry problem, it embodies the behavior of a typical seawater intrusion situation in a single aquifer. Data collected from the numerical problem solution are employed without added noise in order to focus on the aspects of inverse modeling strategies dictated by the physics of variable-density flow and solute transport during seawater intrusion. Covariances of model parameters that can be estimated are strongly dependent on the physics. The insights gained from this type of analysis may be directly applied to field problems in the presence of data errors, using standard inverse modeling approaches to deal with uncertainty in data. Covariance analysis of the Henry problem indicates that in order to generally reduce variance of parameter estimates, the ideal places to measure pressure are as far away from the coast as possible, at any depth, and the ideal places to measure concentration are near the bottom of the aquifer between the center of the transition zone and its inland fringe. These observations are located in and near high-sensitivity regions of system parameters, which may be identified in a sensitivity analysis with respect to several parameters. However, both the form of error distribution in the observations and the observation weights impact the spatial sensitivity distributions, and different choices for error distributions or weights can result in significantly different regions of high sensitivity. Thus, in order to design effective sampling networks, the error form and weights must be carefully considered. For the Henry problem, permeability and freshwater inflow can be estimated with low estimation variance from only pressure or only concentration observations. Permeability, freshwater inflow, solute molecular diffusivity, and porosity can be estimated with roughly equivalent confidence using observations of only the logarithm of concentration. Furthermore, covariance analysis allows a logical reduction of the number of estimated parameters for ill-posed inverse seawater intrusion problems. Ill-posed problems may exhibit poor estimation convergence, have a non-unique solution, have multiple minima, or require excessive computational effort, and the condition often occurs when estimating too many or co-dependent parameters. For the Henry problem, such analysis allows selection of the two parameters that control system physics from among all possible system parameters. ?? 2005 Elsevier Ltd. All rights reserved.

An evolutionary firefly algorithm for the estimation of nonlinear biological model parameters.

PubMed

Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N V

2013-01-01

The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test.

An Evolutionary Firefly Algorithm for the Estimation of Nonlinear Biological Model Parameters

PubMed Central

Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N. V.

2013-01-01

The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test. PMID:23469172

Estimation of Saxophone Control Parameters by Convex Optimization.

PubMed

Wang, Cheng-I; Smyth, Tamara; Lipton, Zachary C

2014-12-01

In this work, an approach to jointly estimating the tone hole configuration (fingering) and reed model parameters of a saxophone is presented. The problem isn't one of merely estimating pitch as one applied fingering can be used to produce several different pitches by bugling or overblowing. Nor can a fingering be estimated solely by the spectral envelope of the produced sound (as it might for estimation of vocal tract shape in speech) since one fingering can produce markedly different spectral envelopes depending on the player's embouchure and control of the reed. The problem is therefore addressed by jointly estimating both the reed (source) parameters and the fingering (filter) of a saxophone model using convex optimization and 1) a bank of filter frequency responses derived from measurement of the saxophone configured with all possible fingerings and 2) sample recordings of notes produced using all possible fingerings, played with different overblowing, dynamics and timbre. The saxophone model couples one of several possible frequency response pairs (corresponding to the applied fingering), and a quasi-static reed model generating input pressure at the mouthpiece, with control parameters being blowing pressure and reed stiffness. Applied fingering and reed parameters are estimated for a given recording by formalizing a minimization problem, where the cost function is the error between the recording and the synthesized sound produced by the model having incremental parameter values for blowing pressure and reed stiffness. The minimization problem is nonlinear and not differentiable and is made solvable using convex optimization. The performance of the fingering identification is evaluated with better accuracy than previous reported value.

Sensitivity of NTCP parameter values against a change of dose calculation algorithm.

PubMed

Brink, Carsten; Berg, Martin; Nielsen, Morten

2007-09-01

Optimization of radiation treatment planning requires estimations of the normal tissue complication probability (NTCP). A number of models exist that estimate NTCP from a calculated dose distribution. Since different dose calculation algorithms use different approximations the dose distributions predicted for a given treatment will in general depend on the algorithm. The purpose of this work is to test whether the optimal NTCP parameter values change significantly when the dose calculation algorithm is changed. The treatment plans for 17 breast cancer patients have retrospectively been recalculated with a collapsed cone algorithm (CC) to compare the NTCP estimates for radiation pneumonitis with those obtained from the clinically used pencil beam algorithm (PB). For the PB calculations the NTCP parameters were taken from previously published values for three different models. For the CC calculations the parameters were fitted to give the same NTCP as for the PB calculations. This paper demonstrates that significant shifts of the NTCP parameter values are observed for three models, comparable in magnitude to the uncertainties of the published parameter values. Thus, it is important to quote the applied dose calculation algorithm when reporting estimates of NTCP parameters in order to ensure correct use of the models.

Sensitivity of NTCP parameter values against a change of dose calculation algorithm

DOE Office of Scientific and Technical Information (OSTI.GOV)

Brink, Carsten; Berg, Martin; Nielsen, Morten

2007-09-15

Optimization of radiation treatment planning requires estimations of the normal tissue complication probability (NTCP). A number of models exist that estimate NTCP from a calculated dose distribution. Since different dose calculation algorithms use different approximations the dose distributions predicted for a given treatment will in general depend on the algorithm. The purpose of this work is to test whether the optimal NTCP parameter values change significantly when the dose calculation algorithm is changed. The treatment plans for 17 breast cancer patients have retrospectively been recalculated with a collapsed cone algorithm (CC) to compare the NTCP estimates for radiation pneumonitis withmore » those obtained from the clinically used pencil beam algorithm (PB). For the PB calculations the NTCP parameters were taken from previously published values for three different models. For the CC calculations the parameters were fitted to give the same NTCP as for the PB calculations. This paper demonstrates that significant shifts of the NTCP parameter values are observed for three models, comparable in magnitude to the uncertainties of the published parameter values. Thus, it is important to quote the applied dose calculation algorithm when reporting estimates of NTCP parameters in order to ensure correct use of the models.« less

Double-observer line transect surveys with Markov-modulated Poisson process models for animal availability.

PubMed

Borchers, D L; Langrock, R

2015-12-01

We develop maximum likelihood methods for line transect surveys in which animals go undetected at distance zero, either because they are stochastically unavailable while within view or because they are missed when they are available. These incorporate a Markov-modulated Poisson process model for animal availability, allowing more clustered availability events than is possible with Poisson availability models. They include a mark-recapture component arising from the independent-observer survey, leading to more accurate estimation of detection probability given availability. We develop models for situations in which (a) multiple detections of the same individual are possible and (b) some or all of the availability process parameters are estimated from the line transect survey itself, rather than from independent data. We investigate estimator performance by simulation, and compare the multiple-detection estimators with estimators that use only initial detections of individuals, and with a single-observer estimator. Simultaneous estimation of detection function parameters and availability model parameters is shown to be feasible from the line transect survey alone with multiple detections and double-observer data but not with single-observer data. Recording multiple detections of individuals improves estimator precision substantially when estimating the availability model parameters from survey data, and we recommend that these data be gathered. We apply the methods to estimate detection probability from a double-observer survey of North Atlantic minke whales, and find that double-observer data greatly improve estimator precision here too. © 2015 The Authors Biometrics published by Wiley Periodicals, Inc. on behalf of International Biometric Society.

Calibration of sea ice dynamic parameters in an ocean-sea ice model using an ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Massonnet, F.; Goosse, H.; Fichefet, T.; Counillon, F.

2014-07-01

The choice of parameter values is crucial in the course of sea ice model development, since parameters largely affect the modeled mean sea ice state. Manual tuning of parameters will soon become impractical, as sea ice models will likely include more parameters to calibrate, leading to an exponential increase of the number of possible combinations to test. Objective and automatic methods for parameter calibration are thus progressively called on to replace the traditional heuristic, "trial-and-error" recipes. Here a method for calibration of parameters based on the ensemble Kalman filter is implemented, tested and validated in the ocean-sea ice model NEMO-LIM3. Three dynamic parameters are calibrated: the ice strength parameter P*, the ocean-sea ice drag parameter Cw, and the atmosphere-sea ice drag parameter Ca. In twin, perfect-model experiments, the default parameter values are retrieved within 1 year of simulation. Using 2007-2012 real sea ice drift data, the calibration of the ice strength parameter P* and the oceanic drag parameter Cw improves clearly the Arctic sea ice drift properties. It is found that the estimation of the atmospheric drag Ca is not necessary if P* and Cw are already estimated. The large reduction in the sea ice speed bias with calibrated parameters comes with a slight overestimation of the winter sea ice areal export through Fram Strait and a slight improvement in the sea ice thickness distribution. Overall, the estimation of parameters with the ensemble Kalman filter represents an encouraging alternative to manual tuning for ocean-sea ice models.

Evolutionary model selection and parameter estimation for protein-protein interaction network based on differential evolution algorithm

PubMed Central

Huang, Lei; Liao, Li; Wu, Cathy H.

2016-01-01

Revealing the underlying evolutionary mechanism plays an important role in understanding protein interaction networks in the cell. While many evolutionary models have been proposed, the problem about applying these models to real network data, especially for differentiating which model can better describe evolutionary process for the observed network urgently remains as a challenge. The traditional way is to use a model with presumed parameters to generate a network, and then evaluate the fitness by summary statistics, which however cannot capture the complete network structures information and estimate parameter distribution. In this work we developed a novel method based on Approximate Bayesian Computation and modified Differential Evolution (ABC-DEP) that is capable of conducting model selection and parameter estimation simultaneously and detecting the underlying evolutionary mechanisms more accurately. We tested our method for its power in differentiating models and estimating parameters on the simulated data and found significant improvement in performance benchmark, as compared with a previous method. We further applied our method to real data of protein interaction networks in human and yeast. Our results show Duplication Attachment model as the predominant evolutionary mechanism for human PPI networks and Scale-Free model as the predominant mechanism for yeast PPI networks. PMID:26357273

Modeling Net Ecosystem Carbon Exchange of Alpine Grasslands with a Satellite-Driven Model

PubMed Central

Zhao, Yuping; Zhang, Xianzhou; Fan, Yuzhi; Shi, Peili; He, Yongtao; Yu, Guirui; Li, Yingnian

2015-01-01

Estimate of net ecosystem carbon exchange (NEE) between the atmosphere and terrestrial ecosystems, the balance of gross primary productivity (GPP) and ecosystem respiration (Reco) has significant importance for studying the regional and global carbon cycles. Using models driven by satellite data and climatic data is a promising approach to estimate NEE at regional scales. For this purpose, we proposed a semi-empirical model to estimate NEE in this study. In our model, the component GPP was estimated with a light response curve of a rectangular hyperbola. The component Reco was estimated with an exponential function of soil temperature. To test the feasibility of applying our model at regional scales, the temporal variations in the model parameters derived from NEE observations in an alpine grassland ecosystem on Tibetan Plateau were investigated. The results indicated that all the inverted parameters exhibit apparent seasonality, which is in accordance with air temperature and canopy phenology. In addition, all the parameters have significant correlations with the remote sensed vegetation indexes or environment temperature. With parameters estimated with these correlations, the model illustrated fair accuracy both in the validation years and at another alpine grassland ecosystem on Tibetan Plateau. Our results also indicated that the model prediction was less accurate in drought years, implying that soil moisture is an important factor affecting the model performance. Incorporating soil water content into the model would be a critical step for the improvement of the model. PMID:25849325

Modeling net ecosystem carbon exchange of alpine grasslands with a satellite-driven model.

PubMed

Yan, Wei; Hu, Zhongmin; Zhao, Yuping; Zhang, Xianzhou; Fan, Yuzhi; Shi, Peili; He, Yongtao; Yu, Guirui; Li, Yingnian

2015-01-01

Estimate of net ecosystem carbon exchange (NEE) between the atmosphere and terrestrial ecosystems, the balance of gross primary productivity (GPP) and ecosystem respiration (Reco) has significant importance for studying the regional and global carbon cycles. Using models driven by satellite data and climatic data is a promising approach to estimate NEE at regional scales. For this purpose, we proposed a semi-empirical model to estimate NEE in this study. In our model, the component GPP was estimated with a light response curve of a rectangular hyperbola. The component Reco was estimated with an exponential function of soil temperature. To test the feasibility of applying our model at regional scales, the temporal variations in the model parameters derived from NEE observations in an alpine grassland ecosystem on Tibetan Plateau were investigated. The results indicated that all the inverted parameters exhibit apparent seasonality, which is in accordance with air temperature and canopy phenology. In addition, all the parameters have significant correlations with the remote sensed vegetation indexes or environment temperature. With parameters estimated with these correlations, the model illustrated fair accuracy both in the validation years and at another alpine grassland ecosystem on Tibetan Plateau. Our results also indicated that the model prediction was less accurate in drought years, implying that soil moisture is an important factor affecting the model performance. Incorporating soil water content into the model would be a critical step for the improvement of the model.

Using Predictive Uncertainty Analysis to Assess Hydrologic Model Performance for a Watershed in Oregon

NASA Astrophysics Data System (ADS)

Brannan, K. M.; Somor, A.

2016-12-01

A variety of statistics are used to assess watershed model performance but these statistics do not directly answer the question: what is the uncertainty of my prediction. Understanding predictive uncertainty is important when using a watershed model to develop a Total Maximum Daily Load (TMDL). TMDLs are a key component of the US Clean Water Act and specify the amount of a pollutant that can enter a waterbody when the waterbody meets water quality criteria. TMDL developers use watershed models to estimate pollutant loads from nonpoint sources of pollution. We are developing a TMDL for bacteria impairments in a watershed in the Coastal Range of Oregon. We setup an HSPF model of the watershed and used the calibration software PEST to estimate HSPF hydrologic parameters and then perform predictive uncertainty analysis of stream flow. We used Monte-Carlo simulation to run the model with 1,000 different parameter sets and assess predictive uncertainty. In order to reduce the chance of specious parameter sets, we accounted for the relationships among parameter values by using mathematically-based regularization techniques and an estimate of the parameter covariance when generating random parameter sets. We used a novel approach to select flow data for predictive uncertainty analysis. We set aside flow data that occurred on days that bacteria samples were collected. We did not use these flows in the estimation of the model parameters. We calculated a percent uncertainty for each flow observation based 1,000 model runs. We also used several methods to visualize results with an emphasis on making the data accessible to both technical and general audiences. We will use the predictive uncertainty estimates in the next phase of our work, simulating bacteria fate and transport in the watershed.

Penalized Nonlinear Least Squares Estimation of Time-Varying Parameters in Ordinary Differential Equations

PubMed Central

Cao, Jiguo; Huang, Jianhua Z.; Wu, Hulin

2012-01-01

Ordinary differential equations (ODEs) are widely used in biomedical research and other scientific areas to model complex dynamic systems. It is an important statistical problem to estimate parameters in ODEs from noisy observations. In this article we propose a method for estimating the time-varying coefficients in an ODE. Our method is a variation of the nonlinear least squares where penalized splines are used to model the functional parameters and the ODE solutions are approximated also using splines. We resort to the implicit function theorem to deal with the nonlinear least squares objective function that is only defined implicitly. The proposed penalized nonlinear least squares method is applied to estimate a HIV dynamic model from a real dataset. Monte Carlo simulations show that the new method can provide much more accurate estimates of functional parameters than the existing two-step local polynomial method which relies on estimation of the derivatives of the state function. Supplemental materials for the article are available online. PMID:23155351

Aerodynamic Parameter Estimation for the X-43A (Hyper-X) from Flight Data

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.; Derry, Stephen D.; Smith, Mark S.

2005-01-01

Aerodynamic parameters were estimated based on flight data from the third flight of the X-43A hypersonic research vehicle, also called Hyper-X. Maneuvers were flown using multiple orthogonal phase-optimized sweep inputs applied as simultaneous control surface perturbations at Mach 8, 7, 6, 5, 4, and 3 during the vehicle descent. Aerodynamic parameters, consisting of non-dimensional longitudinal and lateral stability and control derivatives, were estimated from flight data at each Mach number. Multi-step inputs at nearly the same flight conditions were also flown to assess the prediction capability of the identified models. Prediction errors were found to be comparable in magnitude to the modeling errors, which indicates accurate modeling. Aerodynamic parameter estimates were plotted as a function of Mach number, and compared with estimates from the pre-flight aerodynamic database, which was based on wind-tunnel tests and computational fluid dynamics. Agreement between flight estimates and values computed from the aerodynamic database was excellent overall.

A Systematic Approach for Model-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

A requirement for effective aircraft engine performance estimation is the ability to account for engine degradation, generally described in terms of unmeasurable health parameters such as efficiencies and flow capacities related to each major engine module. This paper presents a linear point design methodology for minimizing the degradation-induced error in model-based aircraft engine performance estimation applications. The technique specifically focuses on the underdetermined estimation problem, where there are more unknown health parameters than available sensor measurements. A condition for Kalman filter-based estimation is that the number of health parameters estimated cannot exceed the number of sensed measurements. In this paper, the estimated health parameter vector will be replaced by a reduced order tuner vector whose dimension is equivalent to the sensed measurement vector. The reduced order tuner vector is systematically selected to minimize the theoretical mean squared estimation error of a maximum a posteriori estimator formulation. This paper derives theoretical estimation errors at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the estimation accuracy achieved through conventional maximum a posteriori and Kalman filter estimation approaches. Maximum a posteriori estimation results demonstrate that reduced order tuning parameter vectors can be found that approximate the accuracy of estimating all health parameters directly. Kalman filter estimation results based on the same reduced order tuning parameter vectors demonstrate that significantly improved estimation accuracy can be achieved over the conventional approach of selecting a subset of health parameters to serve as the tuner vector. However, additional development is necessary to fully extend the methodology to Kalman filter-based estimation applications.

Estimation of Dynamic Discrete Choice Models by Maximum Likelihood and the Simulated Method of Moments

PubMed Central

Eisenhauer, Philipp; Heckman, James J.; Mosso, Stefano

2015-01-01

We compare the performance of maximum likelihood (ML) and simulated method of moments (SMM) estimation for dynamic discrete choice models. We construct and estimate a simplified dynamic structural model of education that captures some basic features of educational choices in the United States in the 1980s and early 1990s. We use estimates from our model to simulate a synthetic dataset and assess the ability of ML and SMM to recover the model parameters on this sample. We investigate the performance of alternative tuning parameters for SMM. PMID:26494926

Estimation of k-ε parameters using surrogate models and jet-in-crossflow data

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lefantzi, Sophia; Ray, Jaideep; Arunajatesan, Srinivasan

2014-11-01

We demonstrate a Bayesian method that can be used to calibrate computationally expensive 3D RANS (Reynolds Av- eraged Navier Stokes) models with complex response surfaces. Such calibrations, conditioned on experimental data, can yield turbulence model parameters as probability density functions (PDF), concisely capturing the uncertainty in the parameter estimates. Methods such as Markov chain Monte Carlo (MCMC) estimate the PDF by sampling, with each sample requiring a run of the RANS model. Consequently a quick-running surrogate is used instead to the RANS simulator. The surrogate can be very difficult to design if the model's response i.e., the dependence of themore » calibration variable (the observable) on the parameter being estimated is complex. We show how the training data used to construct the surrogate can be employed to isolate a promising and physically realistic part of the parameter space, within which the response is well-behaved and easily modeled. We design a classifier, based on treed linear models, to model the "well-behaved region". This classifier serves as a prior in a Bayesian calibration study aimed at estimating 3 k - ε parameters ( C μ, C ε2 , C ε1 ) from experimental data of a transonic jet-in-crossflow interaction. The robustness of the calibration is investigated by checking its predictions of variables not included in the cal- ibration data. We also check the limit of applicability of the calibration by testing at off-calibration flow regimes. We find that calibration yield turbulence model parameters which predict the flowfield far better than when the nomi- nal values of the parameters are used. Substantial improvements are still obtained when we use the calibrated RANS model to predict jet-in-crossflow at Mach numbers and jet strengths quite different from those used to generate the ex- perimental (calibration) data. Thus the primary reason for poor predictive skill of RANS, when using nominal values of the turbulence model parameters, was parametric uncertainty, which was rectified by calibration. Post-calibration, the dominant contribution to model inaccuraries are due to the structural errors in RANS.« less

Optimisation of dispersion parameters of Gaussian plume model for CO₂ dispersion.

PubMed

Liu, Xiong; Godbole, Ajit; Lu, Cheng; Michal, Guillaume; Venton, Philip

2015-11-01

The carbon capture and storage (CCS) and enhanced oil recovery (EOR) projects entail the possibility of accidental release of carbon dioxide (CO2) into the atmosphere. To quantify the spread of CO2 following such release, the 'Gaussian' dispersion model is often used to estimate the resulting CO2 concentration levels in the surroundings. The Gaussian model enables quick estimates of the concentration levels. However, the traditionally recommended values of the 'dispersion parameters' in the Gaussian model may not be directly applicable to CO2 dispersion. This paper presents an optimisation technique to obtain the dispersion parameters in order to achieve a quick estimation of CO2 concentration levels in the atmosphere following CO2 blowouts. The optimised dispersion parameters enable the Gaussian model to produce quick estimates of CO2 concentration levels, precluding the necessity to set up and run much more complicated models. Computational fluid dynamics (CFD) models were employed to produce reference CO2 dispersion profiles in various atmospheric stability classes (ASC), different 'source strengths' and degrees of ground roughness. The performance of the CFD models was validated against the 'Kit Fox' field measurements, involving dispersion over a flat horizontal terrain, both with low and high roughness regions. An optimisation model employing a genetic algorithm (GA) to determine the best dispersion parameters in the Gaussian plume model was set up. Optimum values of the dispersion parameters for different ASCs that can be used in the Gaussian plume model for predicting CO2 dispersion were obtained.

Estimation and confidence intervals for empirical mixing distributions

USGS Publications Warehouse

Link, W.A.; Sauer, J.R.

1995-01-01

Questions regarding collections of parameter estimates can frequently be expressed in terms of an empirical mixing distribution (EMD). This report discusses empirical Bayes estimation of an EMD, with emphasis on the construction of interval estimates. Estimation of the EMD is accomplished by substitution of estimates of prior parameters in the posterior mean of the EMD. This procedure is examined in a parametric model (the normal-normal mixture) and in a semi-parametric model. In both cases, the empirical Bayes bootstrap of Laird and Louis (1987, Journal of the American Statistical Association 82, 739-757) is used to assess the variability of the estimated EMD arising from the estimation of prior parameters. The proposed methods are applied to a meta-analysis of population trend estimates for groups of birds.

Bayesian Estimation in the One-Parameter Latent Trait Model.

DTIC Science & Technology

1980-03-01

Journal of Mathematical and Statistical Psychology , 1973, 26, 31-44. (a) Andersen, E. B. A goodness of fit test for the Rasch model. Psychometrika, 1973, 28...technique for estimating latent trait mental test parameters. Educational and Psychological Measurement, 1976, 36, 705-715. Lindley, D. V. The...Lord, F. M. An analysis of verbal Scholastic Aptitude Test using Birnbaum’s three-parameter logistic model. Educational and Psychological

Experimental design and efficient parameter estimation in preclinical pharmacokinetic studies.

PubMed

Ette, E I; Howie, C A; Kelman, A W; Whiting, B

1995-05-01

Monte Carlo simulation technique used to evaluate the effect of the arrangement of concentrations on the efficiency of estimation of population pharmacokinetic parameters in the preclinical setting is described. Although the simulations were restricted to the one compartment model with intravenous bolus input, they provide the basis of discussing some structural aspects involved in designing a destructive ("quantic") preclinical population pharmacokinetic study with a fixed sample size as is usually the case in such studies. The efficiency of parameter estimation obtained with sampling strategies based on the three and four time point designs were evaluated in terms of the percent prediction error, design number, individual and joint confidence intervals coverage for parameter estimates approaches, and correlation analysis. The data sets contained random terms for both inter- and residual intra-animal variability. The results showed that the typical population parameter estimates for clearance and volume were efficiently (accurately and precisely) estimated for both designs, while interanimal variability (the only random effect parameter that could be estimated) was inefficiently (inaccurately and imprecisely) estimated with most sampling schedules of the two designs. The exact location of the third and fourth time point for the three and four time point designs, respectively, was not critical to the efficiency of overall estimation of all population parameters of the model. However, some individual population pharmacokinetic parameters were sensitive to the location of these times.

Comparison of Regression Analysis and Transfer Function in Estimating the Parameters of Central Pulse Waves from Brachial Pulse Wave.

PubMed

Chai, Rui; Xu, Li-Sheng; Yao, Yang; Hao, Li-Ling; Qi, Lin

2017-01-01

This study analyzed ascending branch slope (A_slope), dicrotic notch height (Hn), diastolic area (Ad) and systolic area (As) diastolic blood pressure (DBP), systolic blood pressure (SBP), pulse pressure (PP), subendocardial viability ratio (SEVR), waveform parameter (k), stroke volume (SV), cardiac output (CO), and peripheral resistance (RS) of central pulse wave invasively and non-invasively measured. Invasively measured parameters were compared with parameters measured from brachial pulse waves by regression model and transfer function model. Accuracy of parameters estimated by regression and transfer function model, was compared too. Findings showed that k value, central pulse wave and brachial pulse wave parameters invasively measured, correlated positively. Regression model parameters including A_slope, DBP, SEVR, and transfer function model parameters had good consistency with parameters invasively measured. They had same effect of consistency. SBP, PP, SV, and CO could be calculated through the regression model, but their accuracies were worse than that of transfer function model.

Parameter estimation and order selection for an empirical model of VO2 on-kinetics.

PubMed

Alata, O; Bernard, O

2007-04-27

In humans, VO2 on-kinetics are noisy numerical signals that reflect the pulmonary oxygen exchange kinetics at the onset of exercise. They are empirically modelled as a sum of an offset and delayed exponentials. The number of delayed exponentials; i.e. the order of the model, is commonly supposed to be 1 for low-intensity exercises and 2 for high-intensity exercises. As no ground truth has ever been provided to validate these postulates, physiologists still need statistical methods to verify their hypothesis about the number of exponentials of the VO2 on-kinetics especially in the case of high-intensity exercises. Our objectives are first to develop accurate methods for estimating the parameters of the model at a fixed order, and then, to propose statistical tests for selecting the appropriate order. In this paper, we provide, on simulated Data, performances of Simulated Annealing for estimating model parameters and performances of Information Criteria for selecting the order. These simulated Data are generated with both single-exponential and double-exponential models, and noised by white and Gaussian noise. The performances are given at various Signal to Noise Ratio (SNR). Considering parameter estimation, results show that the confidences of estimated parameters are improved by increasing the SNR of the response to be fitted. Considering model selection, results show that Information Criteria are adapted statistical criteria to select the number of exponentials.

The alfa and beta of tumours: a review of parameters of the linear-quadratic model, derived from clinical radiotherapy studies.

PubMed

van Leeuwen, C M; Oei, A L; Crezee, J; Bel, A; Franken, N A P; Stalpers, L J A; Kok, H P

2018-05-16

Prediction of radiobiological response is a major challenge in radiotherapy. Of several radiobiological models, the linear-quadratic (LQ) model has been best validated by experimental and clinical data. Clinically, the LQ model is mainly used to estimate equivalent radiotherapy schedules (e.g. calculate the equivalent dose in 2 Gy fractions, EQD 2 ), but increasingly also to predict tumour control probability (TCP) and normal tissue complication probability (NTCP) using logistic models. The selection of accurate LQ parameters α, β and α/β is pivotal for a reliable estimate of radiation response. The aim of this review is to provide an overview of published values for the LQ parameters of human tumours as a guideline for radiation oncologists and radiation researchers to select appropriate radiobiological parameter values for LQ modelling in clinical radiotherapy. We performed a systematic literature search and found sixty-four clinical studies reporting α, β and α/β for tumours. Tumour site, histology, stage, number of patients, type of LQ model, radiation type, TCP model, clinical endpoint and radiobiological parameter estimates were extracted. Next, we stratified by tumour site and by tumour histology. Study heterogeneity was expressed by the I 2 statistic, i.e. the percentage of variance in reported values not explained by chance. A large heterogeneity in LQ parameters was found within and between studies (I 2  > 75%). For the same tumour site, differences in histology partially explain differences in the LQ parameters: epithelial tumours have higher α/β values than adenocarcinomas. For tumour sites with different histologies, such as in oesophageal cancer, the α/β estimates correlate well with histology. However, many other factors contribute to the study heterogeneity of LQ parameters, e.g. tumour stage, type of LQ model, TCP model and clinical endpoint (i.e. survival, tumour control and biochemical control). The value of LQ parameters for tumours as published in clinical radiotherapy studies depends on many clinical and methodological factors. Therefore, for clinical use of the LQ model, LQ parameters for tumour should be selected carefully, based on tumour site, histology and the applied LQ model. To account for uncertainties in LQ parameter estimates, exploring a range of values is recommended.

Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2014-02-01

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.

Equal Area Logistic Estimation for Item Response Theory

NASA Astrophysics Data System (ADS)

Lo, Shih-Ching; Wang, Kuo-Chang; Chang, Hsin-Li

2009-08-01

Item response theory (IRT) models use logistic functions exclusively as item response functions (IRFs). Applications of IRT models require obtaining the set of values for logistic function parameters that best fit an empirical data set. However, success in obtaining such set of values does not guarantee that the constructs they represent actually exist, for the adequacy of a model is not sustained by the possibility of estimating parameters. In this study, an equal area based two-parameter logistic model estimation algorithm is proposed. Two theorems are given to prove that the results of the algorithm are equivalent to the results of fitting data by logistic model. Numerical results are presented to show the stability and accuracy of the algorithm.

Transmission parameters estimated for Salmonella typhimurium in swine using susceptible-infectious-resistant models and a Bayesian approach

PubMed Central

2014-01-01

Background Transmission models can aid understanding of disease dynamics and are useful in testing the efficiency of control measures. The aim of this study was to formulate an appropriate stochastic Susceptible-Infectious-Resistant/Carrier (SIR) model for Salmonella Typhimurium in pigs and thus estimate the transmission parameters between states. Results The transmission parameters were estimated using data from a longitudinal study of three Danish farrow-to-finish pig herds known to be infected. A Bayesian model framework was proposed, which comprised Binomial components for the transition from susceptible to infectious and from infectious to carrier; and a Poisson component for carrier to infectious. Cohort random effects were incorporated into these models to allow for unobserved cohort-specific variables as well as unobserved sources of transmission, thus enabling a more realistic estimation of the transmission parameters. In the case of the transition from susceptible to infectious, the cohort random effects were also time varying. The number of infectious pigs not detected by the parallel testing was treated as unknown, and the probability of non-detection was estimated using information about the sensitivity and specificity of the bacteriological and serological tests. The estimate of the transmission rate from susceptible to infectious was 0.33 [0.06, 1.52], from infectious to carrier was 0.18 [0.14, 0.23] and from carrier to infectious was 0.01 [0.0001, 0.04]. The estimate for the basic reproduction ration (R 0 ) was 1.91 [0.78, 5.24]. The probability of non-detection was estimated to be 0.18 [0.12, 0.25]. Conclusions The proposed framework for stochastic SIR models was successfully implemented to estimate transmission rate parameters for Salmonella Typhimurium in swine field data. R 0 was 1.91, implying that there was dissemination of the infection within pigs of the same cohort. There was significant temporal-cohort variability, especially at the susceptible to infectious stage. The model adequately fitted the data, allowing for both observed and unobserved sources of uncertainty (cohort effects, diagnostic test sensitivity), so leading to more reliable estimates of transmission parameters. PMID:24774444

Parameter Estimation and Sensitivity Analysis of an Urban Surface Energy Balance Parameterization at a Tropical Suburban Site

NASA Astrophysics Data System (ADS)

Harshan, S.; Roth, M.; Velasco, E.

2014-12-01

Forecasting of the urban weather and climate is of great importance as our cities become more populated and considering the combined effects of global warming and local land use changes which make urban inhabitants more vulnerable to e.g. heat waves and flash floods. In meso/global scale models, urban parameterization schemes are used to represent the urban effects. However, these schemes require a large set of input parameters related to urban morphological and thermal properties. Obtaining all these parameters through direct measurements are usually not feasible. A number of studies have reported on parameter estimation and sensitivity analysis to adjust and determine the most influential parameters for land surface schemes in non-urban areas. Similar work for urban areas is scarce, in particular studies on urban parameterization schemes in tropical cities have so far not been reported. In order to address above issues, the town energy balance (TEB) urban parameterization scheme (part of the SURFEX land surface modeling system) was subjected to a sensitivity and optimization/parameter estimation experiment at a suburban site in, tropical Singapore. The sensitivity analysis was carried out as a screening test to identify the most sensitive or influential parameters. Thereafter, an optimization/parameter estimation experiment was performed to calibrate the input parameter. The sensitivity experiment was based on the "improved Sobol's global variance decomposition method" . The analysis showed that parameters related to road, roof and soil moisture have significant influence on the performance of the model. The optimization/parameter estimation experiment was performed using the AMALGM (a multi-algorithm genetically adaptive multi-objective method) evolutionary algorithm. The experiment showed a remarkable improvement compared to the simulations using the default parameter set. The calibrated parameters from this optimization experiment can be used for further model validation studies to identify inherent deficiencies in model physics.

Population models for passerine birds: structure, parameterization, and analysis

USGS Publications Warehouse

Noon, B.R.; Sauer, J.R.; McCullough, D.R.; Barrett, R.H.

1992-01-01

Population models have great potential as management tools, as they use infonnation about the life history of a species to summarize estimates of fecundity and survival into a description of population change. Models provide a framework for projecting future populations, determining the effects of management decisions on future population dynamics, evaluating extinction probabilities, and addressing a variety of questions of ecological and evolutionary interest. Even when insufficient information exists to allow complete identification of the model, the modelling procedure is useful because it forces the investigator to consider the life history of the species when determining what parameters should be estimated from field studies and provides a context for evaluating the relative importance of demographic parameters. Models have been little used in the study of the population dynamics of passerine birds because of: (1) widespread misunderstandings of the model structures and parameterizations, (2) a lack of knowledge of life histories of many species, (3) difficulties in obtaining statistically reliable estimates of demographic parameters for most passerine species, and (4) confusion about functional relationships among demographic parameters. As a result, studies of passerine demography are often designed inappropriately and fail to provide essential data. We review appropriate models for passerine bird populations and illustrate their possible uses in evaluating the effects of management or other environmental influences on population dynamics. We identify environmental influences on population dynamics. We identify parameters that must be estimated from field data, briefly review existing statistical methods for obtaining valid estimates, and evaluate the present status of knowledge of these parameters.

Stochastic differential equation (SDE) model of opening gold share price of bursa saham malaysia

NASA Astrophysics Data System (ADS)

Hussin, F. N.; Rahman, H. A.; Bahar, A.

2017-09-01

Black and Scholes option pricing model is one of the most recognized stochastic differential equation model in mathematical finance. Two parameter estimation methods have been utilized for the Geometric Brownian model (GBM); historical and discrete method. The historical method is a statistical method which uses the property of independence and normality logarithmic return, giving out the simplest parameter estimation. Meanwhile, discrete method considers the function of density of transition from the process of diffusion normal log which has been derived from maximum likelihood method. These two methods are used to find the parameter estimates samples of Malaysians Gold Share Price data such as: Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas, and Financial Times and Stock Exchange (FTSE) Bursa Malaysia Emas Shariah. Modelling of gold share price is essential since fluctuation of gold affects worldwide economy nowadays, including Malaysia. It is found that discrete method gives the best parameter estimates than historical method due to the smallest Root Mean Square Error (RMSE) value.

A Comparison of Limited-Information and Full-Information Methods in M"plus" for Estimating Item Response Theory Parameters for Nonnormal Populations

ERIC Educational Resources Information Center

DeMars, Christine E.

2012-01-01

In structural equation modeling software, either limited-information (bivariate proportions) or full-information item parameter estimation routines could be used for the 2-parameter item response theory (IRT) model. Limited-information methods assume the continuous variable underlying an item response is normally distributed. For skewed and…

A spline-based parameter and state estimation technique for static models of elastic surfaces

NASA Technical Reports Server (NTRS)

Banks, H. T.; Daniel, P. L.; Armstrong, E. S.

1983-01-01

Parameter and state estimation techniques for an elliptic system arising in a developmental model for the antenna surface in the Maypole Hoop/Column antenna are discussed. A computational algorithm based on spline approximations for the state and elastic parameters is given and numerical results obtained using this algorithm are summarized.

Effects of Ignoring Item Interaction on Item Parameter Estimation and Detection of Interacting Items

ERIC Educational Resources Information Center

Chen, Cheng-Te; Wang, Wen-Chung

2007-01-01

This study explores the effects of ignoring item interaction on item parameter estimation and the efficiency of using the local dependence index Q[subscript 3] and the SAS NLMIXED procedure to detect item interaction under the three-parameter logistic model and the generalized partial credit model. Through simulations, it was found that ignoring…

Application of Novel Lateral Tire Force Sensors to Vehicle Parameter Estimation of Electric Vehicles

PubMed Central

Nam, Kanghyun

2015-01-01

This article presents methods for estimating lateral vehicle velocity and tire cornering stiffness, which are key parameters in vehicle dynamics control, using lateral tire force measurements. Lateral tire forces acting on each tire are directly measured by load-sensing hub bearings that were invented and further developed by NSK Ltd. For estimating the lateral vehicle velocity, tire force models considering lateral load transfer effects are used, and a recursive least square algorithm is adapted to identify the lateral vehicle velocity as an unknown parameter. Using the estimated lateral vehicle velocity, tire cornering stiffness, which is an important tire parameter dominating the vehicle’s cornering responses, is estimated. For the practical implementation, the cornering stiffness estimation algorithm based on a simple bicycle model is developed and discussed. Finally, proposed estimation algorithms were evaluated using experimental test data. PMID:26569246

An Improved Swarm Optimization for Parameter Estimation and Biological Model Selection

PubMed Central

Abdullah, Afnizanfaizal; Deris, Safaai; Mohamad, Mohd Saberi; Anwar, Sohail

2013-01-01

One of the key aspects of computational systems biology is the investigation on the dynamic biological processes within cells. Computational models are often required to elucidate the mechanisms and principles driving the processes because of the nonlinearity and complexity. The models usually incorporate a set of parameters that signify the physical properties of the actual biological systems. In most cases, these parameters are estimated by fitting the model outputs with the corresponding experimental data. However, this is a challenging task because the available experimental data are frequently noisy and incomplete. In this paper, a new hybrid optimization method is proposed to estimate these parameters from the noisy and incomplete experimental data. The proposed method, called Swarm-based Chemical Reaction Optimization, integrates the evolutionary searching strategy employed by the Chemical Reaction Optimization, into the neighbouring searching strategy of the Firefly Algorithm method. The effectiveness of the method was evaluated using a simulated nonlinear model and two biological models: synthetic transcriptional oscillators, and extracellular protease production models. The results showed that the accuracy and computational speed of the proposed method were better than the existing Differential Evolution, Firefly Algorithm and Chemical Reaction Optimization methods. The reliability of the estimated parameters was statistically validated, which suggests that the model outputs produced by these parameters were valid even when noisy and incomplete experimental data were used. Additionally, Akaike Information Criterion was employed to evaluate the model selection, which highlighted the capability of the proposed method in choosing a plausible model based on the experimental data. In conclusion, this paper presents the effectiveness of the proposed method for parameter estimation and model selection problems using noisy and incomplete experimental data. This study is hoped to provide a new insight in developing more accurate and reliable biological models based on limited and low quality experimental data. PMID:23593445

A physics-based fractional order model and state of energy estimation for lithium ion batteries. Part II: Parameter identification and state of energy estimation for LiFePO4 battery

NASA Astrophysics Data System (ADS)

Li, Xiaoyu; Pan, Ke; Fan, Guodong; Lu, Rengui; Zhu, Chunbo; Rizzoni, Giorgio; Canova, Marcello

2017-11-01

State of energy (SOE) is an important index for the electrochemical energy storage system in electric vehicles. In this paper, a robust state of energy estimation method in combination with a physical model parameter identification method is proposed to achieve accurate battery state estimation at different operating conditions and different aging stages. A physics-based fractional order model with variable solid-state diffusivity (FOM-VSSD) is used to characterize the dynamic performance of a LiFePO4/graphite battery. In order to update the model parameter automatically at different aging stages, a multi-step model parameter identification method based on the lexicographic optimization is especially designed for the electric vehicle operating conditions. As the battery available energy changes with different applied load current profiles, the relationship between the remaining energy loss and the state of charge, the average current as well as the average squared current is modeled. The SOE with different operating conditions and different aging stages are estimated based on an adaptive fractional order extended Kalman filter (AFEKF). Validation results show that the overall SOE estimation error is within ±5%. The proposed method is suitable for the electric vehicle online applications.

Parameter estimation in a structural acoustic system with fully nonlinear coupling conditions

NASA Technical Reports Server (NTRS)

Banks, H. T.; Smith, Ralph C.

1994-01-01

A methodology for estimating physical parameters in a class of structural acoustic systems is presented. The general model under consideration consists of an interior cavity which is separated from an exterior noise source by an enclosing elastic structure. Piezoceramic patches are bonded to or embedded in the structure; these can be used both as actuators and sensors in applications ranging from the control of interior noise levels to the determination of structural flaws through nondestructive evaluation techniques. The presence and excitation of patches, however, changes the geometry and material properties of the structure as well as involves unknown patch parameters, thus necessitating the development of parameter estimation techniques which are applicable in this coupled setting. In developing a framework for approximation, parameter estimation and implementation, strong consideration is given to the fact that the input operator is unbonded due to the discrete nature of the patches. Moreover, the model is weakly nonlinear. As a result of the coupling mechanism between the structural vibrations and the interior acoustic dynamics. Within this context, an illustrating model is given, well-posedness and approximations results are discussed and an applicable parameter estimation methodology is presented. The scheme is then illustrated through several numerical examples with simulations modeling a variety of commonly used structural acoustic techniques for systems excitations and data collection.

Inverse problems-based maximum likelihood estimation of ground reflectivity for selected regions of interest from stripmap SAR data [Regularized maximum likelihood estimation of ground reflectivity from stripmap SAR data

DOE Office of Scientific and Technical Information (OSTI.GOV)

West, R. Derek; Gunther, Jacob H.; Moon, Todd K.

In this study, we derive a comprehensive forward model for the data collected by stripmap synthetic aperture radar (SAR) that is linear in the ground reflectivity parameters. It is also shown that if the noise model is additive, then the forward model fits into the linear statistical model framework, and the ground reflectivity parameters can be estimated by statistical methods. We derive the maximum likelihood (ML) estimates for the ground reflectivity parameters in the case of additive white Gaussian noise. Furthermore, we show that obtaining the ML estimates of the ground reflectivity requires two steps. The first step amounts tomore » a cross-correlation of the data with a model of the data acquisition parameters, and it is shown that this step has essentially the same processing as the so-called convolution back-projection algorithm. The second step is a complete system inversion that is capable of mitigating the sidelobes of the spatially variant impulse responses remaining after the correlation processing. We also state the Cramer-Rao lower bound (CRLB) for the ML ground reflectivity estimates.We show that the CRLB is linked to the SAR system parameters, the flight path of the SAR sensor, and the image reconstruction grid.We demonstrate the ML image formation and the CRLB bound for synthetically generated data.« less

Inverse problems-based maximum likelihood estimation of ground reflectivity for selected regions of interest from stripmap SAR data [Regularized maximum likelihood estimation of ground reflectivity from stripmap SAR data

DOE PAGES

West, R. Derek; Gunther, Jacob H.; Moon, Todd K.

2016-12-01

In this study, we derive a comprehensive forward model for the data collected by stripmap synthetic aperture radar (SAR) that is linear in the ground reflectivity parameters. It is also shown that if the noise model is additive, then the forward model fits into the linear statistical model framework, and the ground reflectivity parameters can be estimated by statistical methods. We derive the maximum likelihood (ML) estimates for the ground reflectivity parameters in the case of additive white Gaussian noise. Furthermore, we show that obtaining the ML estimates of the ground reflectivity requires two steps. The first step amounts tomore » a cross-correlation of the data with a model of the data acquisition parameters, and it is shown that this step has essentially the same processing as the so-called convolution back-projection algorithm. The second step is a complete system inversion that is capable of mitigating the sidelobes of the spatially variant impulse responses remaining after the correlation processing. We also state the Cramer-Rao lower bound (CRLB) for the ML ground reflectivity estimates.We show that the CRLB is linked to the SAR system parameters, the flight path of the SAR sensor, and the image reconstruction grid.We demonstrate the ML image formation and the CRLB bound for synthetically generated data.« less

Bayesian nonlinear structural FE model and seismic input identification for damage assessment of civil structures

NASA Astrophysics Data System (ADS)

Astroza, Rodrigo; Ebrahimian, Hamed; Li, Yong; Conte, Joel P.

2017-09-01

A methodology is proposed to update mechanics-based nonlinear finite element (FE) models of civil structures subjected to unknown input excitation. The approach allows to jointly estimate unknown time-invariant model parameters of a nonlinear FE model of the structure and the unknown time histories of input excitations using spatially-sparse output response measurements recorded during an earthquake event. The unscented Kalman filter, which circumvents the computation of FE response sensitivities with respect to the unknown model parameters and unknown input excitations by using a deterministic sampling approach, is employed as the estimation tool. The use of measurement data obtained from arrays of heterogeneous sensors, including accelerometers, displacement sensors, and strain gauges is investigated. Based on the estimated FE model parameters and input excitations, the updated nonlinear FE model can be interrogated to detect, localize, classify, and assess damage in the structure. Numerically simulated response data of a three-dimensional 4-story 2-by-1 bay steel frame structure with six unknown model parameters subjected to unknown bi-directional horizontal seismic excitation, and a three-dimensional 5-story 2-by-1 bay reinforced concrete frame structure with nine unknown model parameters subjected to unknown bi-directional horizontal seismic excitation are used to illustrate and validate the proposed methodology. The results of the validation studies show the excellent performance and robustness of the proposed algorithm to jointly estimate unknown FE model parameters and unknown input excitations.

The Sensitivity of Parameter Estimates to the Latent Ability Distribution. Research Report. ETS RR-11-40

ERIC Educational Resources Information Center

Xu, Xueli; Jia, Yue

2011-01-01

Estimation of item response model parameters and ability distribution parameters has been, and will remain, an important topic in the educational testing field. Much research has been dedicated to addressing this task. Some studies have focused on item parameter estimation when the latent ability was assumed to follow a normal distribution,…

Effects of wing modification on an aircraft's aerodynamic parameters as determined from flight data

NASA Technical Reports Server (NTRS)

Hess, R. A.

1986-01-01

A study of the effects of four wing-leading-edge modifications on a general aviation aircraft's stability and control parameters is presented. Flight data from the basic aircraft configuration and configurations with wing modifications are analyzed to determine each wing geometry's stability and control parameters. The parameter estimates and aerodynamic model forms are obtained using the stepwise regression and maximum likelihood techniques. The resulting parameter estimates and aerodynamic models are verified using vortex-lattice theory and by analysis of each model's ability to predict aircraft behavior. Comparisons of the stability and control derivative estimates from the basic wing and the four leading-edge modifications are accomplished so that the effects of each modification on aircraft stability and control derivatives can be determined.

Numerical discretization-based estimation methods for ordinary differential equation models via penalized spline smoothing with applications in biomedical research.

PubMed

Wu, Hulin; Xue, Hongqi; Kumar, Arun

2012-06-01

Differential equations are extensively used for modeling dynamics of physical processes in many scientific fields such as engineering, physics, and biomedical sciences. Parameter estimation of differential equation models is a challenging problem because of high computational cost and high-dimensional parameter space. In this article, we propose a novel class of methods for estimating parameters in ordinary differential equation (ODE) models, which is motivated by HIV dynamics modeling. The new methods exploit the form of numerical discretization algorithms for an ODE solver to formulate estimating equations. First, a penalized-spline approach is employed to estimate the state variables and the estimated state variables are then plugged in a discretization formula of an ODE solver to obtain the ODE parameter estimates via a regression approach. We consider three different order of discretization methods, Euler's method, trapezoidal rule, and Runge-Kutta method. A higher-order numerical algorithm reduces numerical error in the approximation of the derivative, which produces a more accurate estimate, but its computational cost is higher. To balance the computational cost and estimation accuracy, we demonstrate, via simulation studies, that the trapezoidal discretization-based estimate is the best and is recommended for practical use. The asymptotic properties for the proposed numerical discretization-based estimators are established. Comparisons between the proposed methods and existing methods show a clear benefit of the proposed methods in regards to the trade-off between computational cost and estimation accuracy. We apply the proposed methods t an HIV study to further illustrate the usefulness of the proposed approaches. © 2012, The International Biometric Society.

Verification Techniques for Parameter Selection and Bayesian Model Calibration Presented for an HIV Model

NASA Astrophysics Data System (ADS)

Wentworth, Mami Tonoe

Uncertainty quantification plays an important role when making predictive estimates of model responses. In this context, uncertainty quantification is defined as quantifying and reducing uncertainties, and the objective is to quantify uncertainties in parameter, model and measurements, and propagate the uncertainties through the model, so that one can make a predictive estimate with quantified uncertainties. Two of the aspects of uncertainty quantification that must be performed prior to propagating uncertainties are model calibration and parameter selection. There are several efficient techniques for these processes; however, the accuracy of these methods are often not verified. This is the motivation for our work, and in this dissertation, we present and illustrate verification frameworks for model calibration and parameter selection in the context of biological and physical models. First, HIV models, developed and improved by [2, 3, 8], describe the viral infection dynamics of an HIV disease. These are also used to make predictive estimates of viral loads and T-cell counts and to construct an optimal control for drug therapy. Estimating input parameters is an essential step prior to uncertainty quantification. However, not all the parameters are identifiable, implying that they cannot be uniquely determined by the observations. These unidentifiable parameters can be partially removed by performing parameter selection, a process in which parameters that have minimal impacts on the model response are determined. We provide verification techniques for Bayesian model calibration and parameter selection for an HIV model. As an example of a physical model, we employ a heat model with experimental measurements presented in [10]. A steady-state heat model represents a prototypical behavior for heat conduction and diffusion process involved in a thermal-hydraulic model, which is a part of nuclear reactor models. We employ this simple heat model to illustrate verification techniques for model calibration. For Bayesian model calibration, we employ adaptive Metropolis algorithms to construct densities for input parameters in the heat model and the HIV model. To quantify the uncertainty in the parameters, we employ two MCMC algorithms: Delayed Rejection Adaptive Metropolis (DRAM) [33] and Differential Evolution Adaptive Metropolis (DREAM) [66, 68]. The densities obtained using these methods are compared to those obtained through the direct numerical evaluation of the Bayes' formula. We also combine uncertainties in input parameters and measurement errors to construct predictive estimates for a model response. A significant emphasis is on the development and illustration of techniques to verify the accuracy of sampling-based Metropolis algorithms. We verify the accuracy of DRAM and DREAM by comparing chains, densities and correlations obtained using DRAM, DREAM and the direct evaluation of Bayes formula. We also perform similar analysis for credible and prediction intervals for responses. Once the parameters are estimated, we employ energy statistics test [63, 64] to compare the densities obtained by different methods for the HIV model. The energy statistics are used to test the equality of distributions. We also consider parameter selection and verification techniques for models having one or more parameters that are noninfluential in the sense that they minimally impact model outputs. We illustrate these techniques for a dynamic HIV model but note that the parameter selection and verification framework is applicable to a wide range of biological and physical models. To accommodate the nonlinear input to output relations, which are typical for such models, we focus on global sensitivity analysis techniques, including those based on partial correlations, Sobol indices based on second-order model representations, and Morris indices, as well as a parameter selection technique based on standard errors. A significant objective is to provide verification strategies to assess the accuracy of those techniques, which we illustrate in the context of the HIV model. Finally, we examine active subspace methods as an alternative to parameter subset selection techniques. The objective of active subspace methods is to determine the subspace of inputs that most strongly affect the model response, and to reduce the dimension of the input space. The major difference between active subspace methods and parameter selection techniques is that parameter selection identifies influential parameters whereas subspace selection identifies a linear combination of parameters that impacts the model responses significantly. We employ active subspace methods discussed in [22] for the HIV model and present a verification that the active subspace successfully reduces the input dimensions.

Parameters estimation of sandwich beam model with rigid polyurethane foam core

NASA Astrophysics Data System (ADS)

Barbieri, Nilson; Barbieri, Renato; Winikes, Luiz Carlos

2010-02-01

In this work, the physical parameters of sandwich beams made with the association of hot-rolled steel, Polyurethane rigid foam and High Impact Polystyrene, used for the assembly of household refrigerators and food freezers are estimated using measured and numeric frequency response functions (FRFs). The mathematical models are obtained using the finite element method (FEM) and the Timoshenko beam theory. The physical parameters are estimated using the amplitude correlation coefficient and genetic algorithm (GA). The experimental data are obtained using the impact hammer and four accelerometers displaced along the sample (cantilevered beam). The parameters estimated are Young's modulus and the loss factor of the Polyurethane rigid foam and the High Impact Polystyrene.

Constrained Maximum Likelihood Estimation for Two-Level Mean and Covariance Structure Models

ERIC Educational Resources Information Center

Bentler, Peter M.; Liang, Jiajuan; Tang, Man-Lai; Yuan, Ke-Hai

2011-01-01

Maximum likelihood is commonly used for the estimation of model parameters in the analysis of two-level structural equation models. Constraints on model parameters could be encountered in some situations such as equal factor loadings for different factors. Linear constraints are the most common ones and they are relatively easy to handle in…

An Evaluation of Three Approximate Item Response Theory Models for Equating Test Scores.

ERIC Educational Resources Information Center

Marco, Gary L.; And Others

Three item response models were evaluated for estimating item parameters and equating test scores. The models, which approximated the traditional three-parameter model, included: (1) the Rasch one-parameter model, operationalized in the BICAL computer program; (2) an approximate three-parameter logistic model based on coarse group data divided…

Marginal Maximum A Posteriori Item Parameter Estimation for the Generalized Graded Unfolding Model

ERIC Educational Resources Information Center

Roberts, James S.; Thompson, Vanessa M.

2011-01-01

A marginal maximum a posteriori (MMAP) procedure was implemented to estimate item parameters in the generalized graded unfolding model (GGUM). Estimates from the MMAP method were compared with those derived from marginal maximum likelihood (MML) and Markov chain Monte Carlo (MCMC) procedures in a recovery simulation that varied sample size,…

System Identification Applied to Dynamic CFD Simulation and Wind Tunnel Data

NASA Technical Reports Server (NTRS)

Murphy, Patrick C.; Klein, Vladislav; Frink, Neal T.; Vicroy, Dan D.

2011-01-01

Demanding aerodynamic modeling requirements for military and civilian aircraft have provided impetus for researchers to improve computational and experimental techniques. Model validation is a key component for these research endeavors so this study is an initial effort to extend conventional time history comparisons by comparing model parameter estimates and their standard errors using system identification methods. An aerodynamic model of an aircraft performing one-degree-of-freedom roll oscillatory motion about its body axes is developed. The model includes linear aerodynamics and deficiency function parameters characterizing an unsteady effect. For estimation of unknown parameters two techniques, harmonic analysis and two-step linear regression, were applied to roll-oscillatory wind tunnel data and to computational fluid dynamics (CFD) simulated data. The model used for this study is a highly swept wing unmanned aerial combat vehicle. Differences in response prediction, parameters estimates, and standard errors are compared and discussed

A Bayesian inverse modeling approach to estimate soil hydraulic properties of a toposequence in southeastern Amazonia.

NASA Astrophysics Data System (ADS)

Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel

2016-04-01

Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when the predicted tension time series were within the 95% CI which is derived from the calibration site using DREAM scheme.

A Bayesian consistent dual ensemble Kalman filter for state-parameter estimation in subsurface hydrology

NASA Astrophysics Data System (ADS)

Ait-El-Fquih, Boujemaa; El Gharamti, Mohamad; Hoteit, Ibrahim

2016-08-01

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The joint EnKF directly updates the augmented state-parameter vector, whereas the dual EnKF empirically employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. To develop a Bayesian consistent dual approach and improve the state-parameter estimates and their consistency, we propose in this paper a one-step-ahead (OSA) smoothing formulation of the state-parameter Bayesian filtering problem from which we derive a new dual-type EnKF, the dual EnKFOSA. Compared with the standard dual EnKF, it imposes a new update step to the state, which is shown to enhance the performance of the dual approach with almost no increase in the computational cost. Numerical experiments are conducted with a two-dimensional (2-D) synthetic groundwater aquifer model to investigate the performance and robustness of the proposed dual EnKFOSA, and to evaluate its results against those of the joint and dual EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, providing further reliable estimates of their uncertainties. Furthermore, it is found to be more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25 % more accurate state and parameter estimations than the joint and dual approaches.

Inverse modelling for real-time estimation of radiological consequences in the early stage of an accidental radioactivity release.

PubMed

Pecha, Petr; Šmídl, Václav

2016-11-01

A stepwise sequential assimilation algorithm is proposed based on an optimisation approach for recursive parameter estimation and tracking of radioactive plume propagation in the early stage of a radiation accident. Predictions of the radiological situation in each time step of the plume propagation are driven by an existing short-term meteorological forecast and the assimilation procedure manipulates the model parameters to match the observations incoming concurrently from the terrain. Mathematically, the task is a typical ill-posed inverse problem of estimating the parameters of the release. The proposed method is designated as a stepwise re-estimation of the source term release dynamics and an improvement of several input model parameters. It results in a more precise determination of the adversely affected areas in the terrain. The nonlinear least-squares regression methodology is applied for estimation of the unknowns. The fast and adequately accurate segmented Gaussian plume model (SGPM) is used in the first stage of direct (forward) modelling. The subsequent inverse procedure infers (re-estimates) the values of important model parameters from the actual observations. Accuracy and sensitivity of the proposed method for real-time forecasting of the accident propagation is studied. First, a twin experiment generating noiseless simulated "artificial" observations is studied to verify the minimisation algorithm. Second, the impact of the measurement noise on the re-estimated source release rate is examined. In addition, the presented method can be used as a proposal for more advanced statistical techniques using, e.g., importance sampling. Copyright © 2016 Elsevier Ltd. All rights reserved.

Subsonic flight test evaluation of a propulsion system parameter estimation process for the F100 engine

NASA Technical Reports Server (NTRS)

Orme, John S.; Gilyard, Glenn B.

1992-01-01

Integrated engine-airframe optimal control technology may significantly improve aircraft performance. This technology requires a reliable and accurate parameter estimator to predict unmeasured variables. To develop this technology base, NASA Dryden Flight Research Facility (Edwards, CA), McDonnell Aircraft Company (St. Louis, MO), and Pratt & Whitney (West Palm Beach, FL) have developed and flight-tested an adaptive performance seeking control system which optimizes the quasi-steady-state performance of the F-15 propulsion system. This paper presents flight and ground test evaluations of the propulsion system parameter estimation process used by the performance seeking control system. The estimator consists of a compact propulsion system model and an extended Kalman filter. The extended Laman filter estimates five engine component deviation parameters from measured inputs. The compact model uses measurements and Kalman-filter estimates as inputs to predict unmeasured propulsion parameters such as net propulsive force and fan stall margin. The ability to track trends and estimate absolute values of propulsion system parameters was demonstrated. For example, thrust stand results show a good correlation, especially in trends, between the performance seeking control estimated and measured thrust.

R programming for parameters estimation of geographically weighted ordinal logistic regression (GWOLR) model based on Newton Raphson

NASA Astrophysics Data System (ADS)

Zuhdi, Shaifudin; Saputro, Dewi Retno Sari

2017-03-01

GWOLR model used for represent relationship between dependent variable has categories and scale of category is ordinal with independent variable influenced the geographical location of the observation site. Parameters estimation of GWOLR model use maximum likelihood provide system of nonlinear equations and hard to be found the result in analytic resolution. By finishing it, it means determine the maximum completion, this thing associated with optimizing problem. The completion nonlinear system of equations optimize use numerical approximation, which one is Newton Raphson method. The purpose of this research is to make iteration algorithm Newton Raphson and program using R software to estimate GWOLR model. Based on the research obtained that program in R can be used to estimate the parameters of GWOLR model by forming a syntax program with command "while".

The estimation of material and patch parameters in a PDE-based circular plate model

NASA Technical Reports Server (NTRS)

Banks, H. T.; Smith, Ralph C.; Brown, D. E.; Metcalf, Vern L.; Silcox, R. J.

1995-01-01

The estimation of material and patch parameters for a system involving a circular plate, to which piezoceramic patches are bonded, is considered. A partial differential equation (PDE) model for the thin circular plate is used with the passive and active contributions form the patches included in the internal and external bending moments. This model contains piecewise constant parameters describing the density, flexural rigidity, Poisson ratio, and Kelvin-Voigt damping for the system as well as patch constants and a coefficient for viscous air damping. Examples demonstrating the estimation of these parameters with experimental acceleration data and a variety of inputs to the experimental plate are presented. By using a physically-derived PDE model to describe the system, parameter sets consistent across experiments are obtained, even when phenomena such as damping due to electric circuits affect the system dynamics.

Deletion Diagnostics for the Generalised Linear Mixed Model with independent random effects

PubMed Central

Ganguli, B.; Roy, S. Sen; Naskar, M.; Malloy, E. J.; Eisen, E. A.

2015-01-01

The Generalised Linear Mixed Model (GLMM) is widely used for modelling environmental data. However, such data are prone to influential observations which can distort the estimated exposure-response curve particularly in regions of high exposure. Deletion diagnostics for iterative estimation schemes commonly derive the deleted estimates based on a single iteration of the full system holding certain pivotal quantities such as the information matrix to be constant. In this paper, we present an approximate formula for the deleted estimates and Cook’s distance for the GLMM which does not assume that the estimates of variance parameters are unaffected by deletion. The procedure allows the user to calculate standardised DFBETAs for mean as well as variance parameters. In certain cases, such as when using the GLMM as a device for smoothing, such residuals for the variance parameters are interesting in their own right. In general, the procedure leads to deleted estimates of mean parameters which are corrected for the effect of deletion on variance components as estimation of the two sets of parameters is interdependent. The probabilistic behaviour of these residuals is investigated and a simulation based procedure suggested for their standardisation. The method is used to identify influential individuals in an occupational cohort exposed to silica. The results show that failure to conduct post model fitting diagnostics for variance components can lead to erroneous conclusions about the fitted curve and unstable confidence intervals. PMID:26626135

Population genetics of polymorphism and divergence for diploid selection models with arbitrary dominance.

PubMed

Williamson, Scott; Fledel-Alon, Adi; Bustamante, Carlos D

2004-09-01

We develop a Poisson random-field model of polymorphism and divergence that allows arbitrary dominance relations in a diploid context. This model provides a maximum-likelihood framework for estimating both selection and dominance parameters of new mutations using information on the frequency spectrum of sequence polymorphisms. This is the first DNA sequence-based estimator of the dominance parameter. Our model also leads to a likelihood-ratio test for distinguishing nongenic from genic selection; simulations indicate that this test is quite powerful when a large number of segregating sites are available. We also use simulations to explore the bias in selection parameter estimates caused by unacknowledged dominance relations. When inference is based on the frequency spectrum of polymorphisms, genic selection estimates of the selection parameter can be very strongly biased even for minor deviations from the genic selection model. Surprisingly, however, when inference is based on polymorphism and divergence (McDonald-Kreitman) data, genic selection estimates of the selection parameter are nearly unbiased, even for completely dominant or recessive mutations. Further, we find that weak overdominant selection can increase, rather than decrease, the substitution rate relative to levels of polymorphism. This nonintuitive result has major implications for the interpretation of several popular tests of neutrality.

Estimation of dynamic stability parameters from drop model flight tests

NASA Technical Reports Server (NTRS)

Chambers, J. R.; Iliff, K. W.

1981-01-01

A recent NASA application of a remotely-piloted drop model to studies of the high angle-of-attack and spinning characteristics of a fighter configuration has provided an opportunity to evaluate and develop parameter estimation methods for the complex aerodynamic environment associated with high angles of attack. The paper discusses the overall drop model operation including descriptions of the model, instrumentation, launch and recovery operations, piloting concept, and parameter identification methods used. Static and dynamic stability derivatives were obtained for an angle-of-attack range from -20 deg to 53 deg. The results of the study indicated that the variations of the estimates with angle of attack were consistent for most of the static derivatives, and the effects of configuration modifications to the model (such as nose strakes) were apparent in the static derivative estimates. The dynamic derivatives exhibited greater uncertainty levels than the static derivatives, possibly due to nonlinear aerodynamics, model response characteristics, or additional derivatives.

Investigating the Impact of Item Parameter Drift for Item Response Theory Models with Mixture Distributions.

PubMed

Park, Yoon Soo; Lee, Young-Sun; Xing, Kuan

2016-01-01

This study investigates the impact of item parameter drift (IPD) on parameter and ability estimation when the underlying measurement model fits a mixture distribution, thereby violating the item invariance property of unidimensional item response theory (IRT) models. An empirical study was conducted to demonstrate the occurrence of both IPD and an underlying mixture distribution using real-world data. Twenty-one trended anchor items from the 1999, 2003, and 2007 administrations of Trends in International Mathematics and Science Study (TIMSS) were analyzed using unidimensional and mixture IRT models. TIMSS treats trended anchor items as invariant over testing administrations and uses pre-calibrated item parameters based on unidimensional IRT. However, empirical results showed evidence of two latent subgroups with IPD. Results also showed changes in the distribution of examinee ability between latent classes over the three administrations. A simulation study was conducted to examine the impact of IPD on the estimation of ability and item parameters, when data have underlying mixture distributions. Simulations used data generated from a mixture IRT model and estimated using unidimensional IRT. Results showed that data reflecting IPD using mixture IRT model led to IPD in the unidimensional IRT model. Changes in the distribution of examinee ability also affected item parameters. Moreover, drift with respect to item discrimination and distribution of examinee ability affected estimates of examinee ability. These findings demonstrate the need to caution and evaluate IPD using a mixture IRT framework to understand its effects on item parameters and examinee ability.

Investigating the Impact of Item Parameter Drift for Item Response Theory Models with Mixture Distributions

PubMed Central

Park, Yoon Soo; Lee, Young-Sun; Xing, Kuan

2016-01-01

This study investigates the impact of item parameter drift (IPD) on parameter and ability estimation when the underlying measurement model fits a mixture distribution, thereby violating the item invariance property of unidimensional item response theory (IRT) models. An empirical study was conducted to demonstrate the occurrence of both IPD and an underlying mixture distribution using real-world data. Twenty-one trended anchor items from the 1999, 2003, and 2007 administrations of Trends in International Mathematics and Science Study (TIMSS) were analyzed using unidimensional and mixture IRT models. TIMSS treats trended anchor items as invariant over testing administrations and uses pre-calibrated item parameters based on unidimensional IRT. However, empirical results showed evidence of two latent subgroups with IPD. Results also showed changes in the distribution of examinee ability between latent classes over the three administrations. A simulation study was conducted to examine the impact of IPD on the estimation of ability and item parameters, when data have underlying mixture distributions. Simulations used data generated from a mixture IRT model and estimated using unidimensional IRT. Results showed that data reflecting IPD using mixture IRT model led to IPD in the unidimensional IRT model. Changes in the distribution of examinee ability also affected item parameters. Moreover, drift with respect to item discrimination and distribution of examinee ability affected estimates of examinee ability. These findings demonstrate the need to caution and evaluate IPD using a mixture IRT framework to understand its effects on item parameters and examinee ability. PMID:26941699

Approaches to highly parameterized inversion: Pilot-point theory, guidelines, and research directions

USGS Publications Warehouse

Doherty, John E.; Fienen, Michael N.; Hunt, Randall J.

2011-01-01

Pilot points have been used in geophysics and hydrogeology for at least 30 years as a means to bridge the gap between estimating a parameter value in every cell of a model and subdividing models into a small number of homogeneous zones. Pilot points serve as surrogate parameters at which values are estimated in the inverse-modeling process, and their values are interpolated onto the modeling domain in such a way that heterogeneity can be represented at a much lower computational cost than trying to estimate parameters in every cell of a model. Although the use of pilot points is increasingly common, there are few works documenting the mathematical implications of their use and even fewer sources of guidelines for their implementation in hydrogeologic modeling studies. This report describes the mathematics of pilot-point use, provides guidelines for their use in the parameter-estimation software suite (PEST), and outlines several research directions. Two key attributes for pilot-point definitions are highlighted. First, the difference between the information contained in the every-cell parameter field and the surrogate parameter field created using pilot points should be in the realm of parameters which are not informed by the observed data (the null space). Second, the interpolation scheme for projecting pilot-point values onto model cells ideally should be orthogonal. These attributes are informed by the mathematics and have important ramifications for both the guidelines and suggestions for future research.

Monthly hydroclimatology of the continental United States

NASA Astrophysics Data System (ADS)

Petersen, Thomas; Devineni, Naresh; Sankarasubramanian, A.

2018-04-01

Physical/semi-empirical models that do not require any calibration are of paramount need for estimating hydrological fluxes for ungauged sites. We develop semi-empirical models for estimating the mean and variance of the monthly streamflow based on Taylor Series approximation of a lumped physically based water balance model. The proposed models require mean and variance of monthly precipitation and potential evapotranspiration, co-variability of precipitation and potential evapotranspiration and regionally calibrated catchment retention sensitivity, atmospheric moisture uptake sensitivity, groundwater-partitioning factor, and the maximum soil moisture holding capacity parameters. Estimates of mean and variance of monthly streamflow using the semi-empirical equations are compared with the observed estimates for 1373 catchments in the continental United States. Analyses show that the proposed models explain the spatial variability in monthly moments for basins in lower elevations. A regionalization of parameters for each water resources region show good agreement between observed moments and model estimated moments during January, February, March and April for mean and all months except May and June for variance. Thus, the proposed relationships could be employed for understanding and estimating the monthly hydroclimatology of ungauged basins using regional parameters.

Estimation of genetic parameters for milk yield in Murrah buffaloes by Bayesian inference.

PubMed

Breda, F C; Albuquerque, L G; Euclydes, R F; Bignardi, A B; Baldi, F; Torres, R A; Barbosa, L; Tonhati, H

2010-02-01

Random regression models were used to estimate genetic parameters for test-day milk yield in Murrah buffaloes using Bayesian inference. Data comprised 17,935 test-day milk records from 1,433 buffaloes. Twelve models were tested using different combinations of third-, fourth-, fifth-, sixth-, and seventh-order orthogonal polynomials of weeks of lactation for additive genetic and permanent environmental effects. All models included the fixed effects of contemporary group, number of daily milkings and age of cow at calving as covariate (linear and quadratic effect). In addition, residual variances were considered to be heterogeneous with 6 classes of variance. Models were selected based on the residual mean square error, weighted average of residual variance estimates, and estimates of variance components, heritabilities, correlations, eigenvalues, and eigenfunctions. Results indicated that changes in the order of fit for additive genetic and permanent environmental random effects influenced the estimation of genetic parameters. Heritability estimates ranged from 0.19 to 0.31. Genetic correlation estimates were close to unity between adjacent test-day records, but decreased gradually as the interval between test-days increased. Results from mean squared error and weighted averages of residual variance estimates suggested that a model considering sixth- and seventh-order Legendre polynomials for additive and permanent environmental effects, respectively, and 6 classes for residual variances, provided the best fit. Nevertheless, this model presented the largest degree of complexity. A more parsimonious model, with fourth- and sixth-order polynomials, respectively, for these same effects, yielded very similar genetic parameter estimates. Therefore, this last model is recommended for routine applications. Copyright 2010 American Dairy Science Association. Published by Elsevier Inc. All rights reserved.

A maximum power point prediction method for group control of photovoltaic water pumping systems based on parameter identification

NASA Astrophysics Data System (ADS)

Chen, B.; Su, J. H.; Guo, L.; Chen, J.

2017-06-01

This paper puts forward a maximum power estimation method based on the photovoltaic array (PVA) model to solve the optimization problems about group control of the PV water pumping systems (PVWPS) at the maximum power point (MPP). This method uses the improved genetic algorithm (GA) for model parameters estimation and identification in view of multi P-V characteristic curves of a PVA model, and then corrects the identification results through least square method. On this basis, the irradiation level and operating temperature under any condition are able to estimate so an accurate PVA model is established and the MPP none-disturbance estimation is achieved. The simulation adopts the proposed GA to determine parameters, and the results verify the accuracy and practicability of the methods.

NWP model forecast skill optimization via closure parameter variations

NASA Astrophysics Data System (ADS)

Järvinen, H.; Ollinaho, P.; Laine, M.; Solonen, A.; Haario, H.

2012-04-01

We present results of a novel approach to tune predictive skill of numerical weather prediction (NWP) models. These models contain tunable parameters which appear in parameterizations schemes of sub-grid scale physical processes. The current practice is to specify manually the numerical parameter values, based on expert knowledge. We developed recently a concept and method (QJRMS 2011) for on-line estimation of the NWP model parameters via closure parameter variations. The method called EPPES ("Ensemble prediction and parameter estimation system") utilizes ensemble prediction infra-structure for parameter estimation in a very cost-effective way: practically no new computations are introduced. The approach provides an algorithmic decision making tool for model parameter optimization in operational NWP. In EPPES, statistical inference about the NWP model tunable parameters is made by (i) generating an ensemble of predictions so that each member uses different model parameter values, drawn from a proposal distribution, and (ii) feeding-back the relative merits of the parameter values to the proposal distribution, based on evaluation of a suitable likelihood function against verifying observations. In this presentation, the method is first illustrated in low-order numerical tests using a stochastic version of the Lorenz-95 model which effectively emulates the principal features of ensemble prediction systems. The EPPES method correctly detects the unknown and wrongly specified parameters values, and leads to an improved forecast skill. Second, results with an ensemble prediction system emulator, based on the ECHAM5 atmospheric GCM show that the model tuning capability of EPPES scales up to realistic models and ensemble prediction systems. Finally, preliminary results of EPPES in the context of ECMWF forecasting system are presented.

Reference tissue modeling with parameter coupling: application to a study of SERT binding in HIV

NASA Astrophysics Data System (ADS)

Endres, Christopher J.; Hammoud, Dima A.; Pomper, Martin G.

2011-04-01

When applicable, it is generally preferred to evaluate positron emission tomography (PET) studies using a reference tissue-based approach as that avoids the need for invasive arterial blood sampling. However, most reference tissue methods have been shown to have a bias that is dependent on the level of tracer binding, and the variability of parameter estimates may be substantially affected by noise level. In a study of serotonin transporter (SERT) binding in HIV dementia, it was determined that applying parameter coupling to the simplified reference tissue model (SRTM) reduced the variability of parameter estimates and yielded the strongest between-group significant differences in SERT binding. The use of parameter coupling makes the application of SRTM more consistent with conventional blood input models and reduces the total number of fitted parameters, thus should yield more robust parameter estimates. Here, we provide a detailed evaluation of the application of parameter constraint and parameter coupling to [11C]DASB PET studies. Five quantitative methods, including three methods that constrain the reference tissue clearance (kr2) to a common value across regions were applied to the clinical and simulated data to compare measurement of the tracer binding potential (BPND). Compared with standard SRTM, either coupling of kr2 across regions or constraining kr2 to a first-pass estimate improved the sensitivity of SRTM to measuring a significant difference in BPND between patients and controls. Parameter coupling was particularly effective in reducing the variance of parameter estimates, which was less than 50% of the variance obtained with standard SRTM. A linear approach was also improved when constraining kr2 to a first-pass estimate, although the SRTM-based methods yielded stronger significant differences when applied to the clinical study. This work shows that parameter coupling reduces the variance of parameter estimates and may better discriminate between-group differences in specific binding.

Genetic Parameter Estimates for Metabolizing Two Common Pharmaceuticals in Swine.

PubMed

Howard, Jeremy T; Ashwell, Melissa S; Baynes, Ronald E; Brooks, James D; Yeatts, James L; Maltecca, Christian

2018-01-01

In livestock, the regulation of drugs used to treat livestock has received increased attention and it is currently unknown how much of the phenotypic variation in drug metabolism is due to the genetics of an animal. Therefore, the objective of the study was to determine the amount of phenotypic variation in fenbendazole and flunixin meglumine drug metabolism due to genetics. The population consisted of crossbred female and castrated male nursery pigs ( n = 198) that were sired by boars represented by four breeds. The animals were spread across nine batches. Drugs were administered intravenously and blood collected a minimum of 10 times over a 48 h period. Genetic parameters for the parent drug and metabolite concentration within each drug were estimated based on pharmacokinetics (PK) parameters or concentrations across time utilizing a random regression model. The PK parameters were estimated using a non-compartmental analysis. The PK model included fixed effects of sex and breed of sire along with random sire and batch effects. The random regression model utilized Legendre polynomials and included a fixed population concentration curve, sex, and breed of sire effects along with a random sire deviation from the population curve and batch effect. The sire effect included the intercept for all models except for the fenbendazole metabolite (i.e., intercept and slope). The mean heritability across PK parameters for the fenbendazole and flunixin meglumine parent drug (metabolite) was 0.15 (0.18) and 0.31 (0.40), respectively. For the parent drug (metabolite), the mean heritability across time was 0.27 (0.60) and 0.14 (0.44) for fenbendazole and flunixin meglumine, respectively. The errors surrounding the heritability estimates for the random regression model were smaller compared to estimates obtained from PK parameters. Across both the PK and plasma drug concentration across model, a moderate heritability was estimated. The model that utilized the plasma drug concentration across time resulted in estimates with a smaller standard error compared to models that utilized PK parameters. The current study found a low to moderate proportion of the phenotypic variation in metabolizing fenbendazole and flunixin meglumine that was explained by genetics in the current study.

Genetic Parameter Estimates for Metabolizing Two Common Pharmaceuticals in Swine

PubMed Central

Howard, Jeremy T.; Ashwell, Melissa S.; Baynes, Ronald E.; Brooks, James D.; Yeatts, James L.; Maltecca, Christian

2018-01-01

In livestock, the regulation of drugs used to treat livestock has received increased attention and it is currently unknown how much of the phenotypic variation in drug metabolism is due to the genetics of an animal. Therefore, the objective of the study was to determine the amount of phenotypic variation in fenbendazole and flunixin meglumine drug metabolism due to genetics. The population consisted of crossbred female and castrated male nursery pigs (n = 198) that were sired by boars represented by four breeds. The animals were spread across nine batches. Drugs were administered intravenously and blood collected a minimum of 10 times over a 48 h period. Genetic parameters for the parent drug and metabolite concentration within each drug were estimated based on pharmacokinetics (PK) parameters or concentrations across time utilizing a random regression model. The PK parameters were estimated using a non-compartmental analysis. The PK model included fixed effects of sex and breed of sire along with random sire and batch effects. The random regression model utilized Legendre polynomials and included a fixed population concentration curve, sex, and breed of sire effects along with a random sire deviation from the population curve and batch effect. The sire effect included the intercept for all models except for the fenbendazole metabolite (i.e., intercept and slope). The mean heritability across PK parameters for the fenbendazole and flunixin meglumine parent drug (metabolite) was 0.15 (0.18) and 0.31 (0.40), respectively. For the parent drug (metabolite), the mean heritability across time was 0.27 (0.60) and 0.14 (0.44) for fenbendazole and flunixin meglumine, respectively. The errors surrounding the heritability estimates for the random regression model were smaller compared to estimates obtained from PK parameters. Across both the PK and plasma drug concentration across model, a moderate heritability was estimated. The model that utilized the plasma drug concentration across time resulted in estimates with a smaller standard error compared to models that utilized PK parameters. The current study found a low to moderate proportion of the phenotypic variation in metabolizing fenbendazole and flunixin meglumine that was explained by genetics in the current study. PMID:29487615

Performance in population models for count data, part II: a new SAEM algorithm

PubMed Central

Savic, Radojka; Lavielle, Marc

2009-01-01

Analysis of count data from clinical trials using mixed effect analysis has recently become widely used. However, algorithms available for the parameter estimation, including LAPLACE and Gaussian quadrature (GQ), are associated with certain limitations, including bias in parameter estimates and the long analysis runtime. The stochastic approximation expectation maximization (SAEM) algorithm has proven to be a very efficient and powerful tool in the analysis of continuous data. The aim of this study was to implement and investigate the performance of a new SAEM algorithm for application to count data. A new SAEM algorithm was implemented in MATLAB for estimation of both, parameters and the Fisher information matrix. Stochastic Monte Carlo simulations followed by re-estimation were performed according to scenarios used in previous studies (part I) to investigate properties of alternative algorithms (1). A single scenario was used to explore six probability distribution models. For parameter estimation, the relative bias was less than 0.92% and 4.13 % for fixed and random effects, for all models studied including ones accounting for over- or under-dispersion. Empirical and estimated relative standard errors were similar, with distance between them being <1.7 % for all explored scenarios. The longest CPU time was 95s for parameter estimation and 56s for SE estimation. The SAEM algorithm was extended for analysis of count data. It provides accurate estimates of both, parameters and standard errors. The estimation is significantly faster compared to LAPLACE and GQ. The algorithm is implemented in Monolix 3.1, (beta-version available in July 2009). PMID:19680795

A hierarchical Bayesian GEV model for improving local and regional flood quantile estimates

NASA Astrophysics Data System (ADS)

Lima, Carlos H. R.; Lall, Upmanu; Troy, Tara; Devineni, Naresh

2016-10-01

We estimate local and regional Generalized Extreme Value (GEV) distribution parameters for flood frequency analysis in a multilevel, hierarchical Bayesian framework, to explicitly model and reduce uncertainties. As prior information for the model, we assume that the GEV location and scale parameters for each site come from independent log-normal distributions, whose mean parameter scales with the drainage area. From empirical and theoretical arguments, the shape parameter for each site is shrunk towards a common mean. Non-informative prior distributions are assumed for the hyperparameters and the MCMC method is used to sample from the joint posterior distribution. The model is tested using annual maximum series from 20 streamflow gauges located in an 83,000 km2 flood prone basin in Southeast Brazil. The results show a significant reduction of uncertainty estimates of flood quantile estimates over the traditional GEV model, particularly for sites with shorter records. For return periods within the range of the data (around 50 years), the Bayesian credible intervals for the flood quantiles tend to be narrower than the classical confidence limits based on the delta method. As the return period increases beyond the range of the data, the confidence limits from the delta method become unreliable and the Bayesian credible intervals provide a way to estimate satisfactory confidence bands for the flood quantiles considering parameter uncertainties and regional information. In order to evaluate the applicability of the proposed hierarchical Bayesian model for regional flood frequency analysis, we estimate flood quantiles for three randomly chosen out-of-sample sites and compare with classical estimates using the index flood method. The posterior distributions of the scaling law coefficients are used to define the predictive distributions of the GEV location and scale parameters for the out-of-sample sites given only their drainage areas and the posterior distribution of the average shape parameter is taken as the regional predictive distribution for this parameter. While the index flood method does not provide a straightforward way to consider the uncertainties in the index flood and in the regional parameters, the results obtained here show that the proposed Bayesian method is able to produce adequate credible intervals for flood quantiles that are in accordance with empirical estimates.

On the estimability of parameters in undifferenced, uncombined GNSS network and PPP-RTK user models by means of $mathcal {S}$ S -system theory

NASA Astrophysics Data System (ADS)

Odijk, Dennis; Zhang, Baocheng; Khodabandeh, Amir; Odolinski, Robert; Teunissen, Peter J. G.

2016-01-01

The concept of integer ambiguity resolution-enabled Precise Point Positioning (PPP-RTK) relies on appropriate network information for the parameters that are common between the single-receiver user that applies and the network that provides this information. Most of the current methods for PPP-RTK are based on forming the ionosphere-free combination using dual-frequency Global Navigation Satellite System (GNSS) observations. These methods are therefore restrictive in the light of the development of new multi-frequency GNSS constellations, as well as from the point of view that the PPP-RTK user requires ionospheric corrections to obtain integer ambiguity resolution results based on short observation time spans. The method for PPP-RTK that is presented in this article does not have above limitations as it is based on the undifferenced, uncombined GNSS observation equations, thereby keeping all parameters in the model. Working with the undifferenced observation equations implies that the models are rank-deficient; not all parameters are unbiasedly estimable, but only combinations of them. By application of S-system theory the model is made of full rank by constraining a minimum set of parameters, or S-basis. The choice of this S-basis determines the estimability and the interpretation of the parameters that are transmitted to the PPP-RTK users. As this choice is not unique, one has to be very careful when comparing network solutions in different S-systems; in that case the S-transformation, which is provided by the S-system method, should be used to make the comparison. Knowing the estimability and interpretation of the parameters estimated by the network is shown to be crucial for a correct interpretation of the estimable PPP-RTK user parameters, among others the essential ambiguity parameters, which have the integer property which is clearly following from the interpretation of satellite phase biases from the network. The flexibility of the S-system method is furthermore demonstrated by the fact that all models in this article are derived in multi-epoch mode, allowing to incorporate dynamic model constraints on all or subsets of parameters.

An improved hybrid of particle swarm optimization and the gravitational search algorithm to produce a kinetic parameter estimation of aspartate biochemical pathways.

PubMed

Ismail, Ahmad Muhaimin; Mohamad, Mohd Saberi; Abdul Majid, Hairudin; Abas, Khairul Hamimah; Deris, Safaai; Zaki, Nazar; Mohd Hashim, Siti Zaiton; Ibrahim, Zuwairie; Remli, Muhammad Akmal

2017-12-01

Mathematical modelling is fundamental to understand the dynamic behavior and regulation of the biochemical metabolisms and pathways that are found in biological systems. Pathways are used to describe complex processes that involve many parameters. It is important to have an accurate and complete set of parameters that describe the characteristics of a given model. However, measuring these parameters is typically difficult and even impossible in some cases. Furthermore, the experimental data are often incomplete and also suffer from experimental noise. These shortcomings make it challenging to identify the best-fit parameters that can represent the actual biological processes involved in biological systems. Computational approaches are required to estimate these parameters. The estimation is converted into multimodal optimization problems that require a global optimization algorithm that can avoid local solutions. These local solutions can lead to a bad fit when calibrating with a model. Although the model itself can potentially match a set of experimental data, a high-performance estimation algorithm is required to improve the quality of the solutions. This paper describes an improved hybrid of particle swarm optimization and the gravitational search algorithm (IPSOGSA) to improve the efficiency of a global optimum (the best set of kinetic parameter values) search. The findings suggest that the proposed algorithm is capable of narrowing down the search space by exploiting the feasible solution areas. Hence, the proposed algorithm is able to achieve a near-optimal set of parameters at a fast convergence speed. The proposed algorithm was tested and evaluated based on two aspartate pathways that were obtained from the BioModels Database. The results show that the proposed algorithm outperformed other standard optimization algorithms in terms of accuracy and near-optimal kinetic parameter estimation. Nevertheless, the proposed algorithm is only expected to work well in small scale systems. In addition, the results of this study can be used to estimate kinetic parameter values in the stage of model selection for different experimental conditions. Copyright © 2017 Elsevier B.V. All rights reserved.

Parameter Estimation for Geoscience Applications Using a Measure-Theoretic Approach

NASA Astrophysics Data System (ADS)

Dawson, C.; Butler, T.; Mattis, S. A.; Graham, L.; Westerink, J. J.; Vesselinov, V. V.; Estep, D.

2016-12-01

Effective modeling of complex physical systems arising in the geosciences is dependent on knowing parameters which are often difficult or impossible to measure in situ. In this talk we focus on two such problems, estimating parameters for groundwater flow and contaminant transport, and estimating parameters within a coastal ocean model. The approach we will describe, proposed by collaborators D. Estep, T. Butler and others, is based on a novel stochastic inversion technique based on measure theory. In this approach, given a probability space on certain observable quantities of interest, one searches for the sets of highest probability in parameter space which give rise to these observables. When viewed as mappings between sets, the stochastic inversion problem is well-posed in certain settings, but there are computational challenges related to the set construction. We will focus the talk on estimating scalar parameters and fields in a contaminant transport setting, and in estimating bottom friction in a complicated near-shore coastal application.

Estimation and Identifiability of Model Parameters in Human Nociceptive Processing Using Yes-No Detection Responses to Electrocutaneous Stimulation.

PubMed

Yang, Huan; Meijer, Hil G E; Buitenweg, Jan R; van Gils, Stephan A

2016-01-01

Healthy or pathological states of nociceptive subsystems determine different stimulus-response relations measured from quantitative sensory testing. In turn, stimulus-response measurements may be used to assess these states. In a recently developed computational model, six model parameters characterize activation of nerve endings and spinal neurons. However, both model nonlinearity and limited information in yes-no detection responses to electrocutaneous stimuli challenge to estimate model parameters. Here, we address the question whether and how one can overcome these difficulties for reliable parameter estimation. First, we fit the computational model to experimental stimulus-response pairs by maximizing the likelihood. To evaluate the balance between model fit and complexity, i.e., the number of model parameters, we evaluate the Bayesian Information Criterion. We find that the computational model is better than a conventional logistic model regarding the balance. Second, our theoretical analysis suggests to vary the pulse width among applied stimuli as a necessary condition to prevent structural non-identifiability. In addition, the numerically implemented profile likelihood approach reveals structural and practical non-identifiability. Our model-based approach with integration of psychophysical measurements can be useful for a reliable assessment of states of the nociceptive system.

Sensitivity Analysis and Parameter Estimation for a Reactive Transport Model of Uranium Bioremediation

NASA Astrophysics Data System (ADS)

Meyer, P. D.; Yabusaki, S.; Curtis, G. P.; Ye, M.; Fang, Y.

2011-12-01

A three-dimensional, variably-saturated flow and multicomponent biogeochemical reactive transport model of uranium bioremediation was used to generate synthetic data . The 3-D model was based on a field experiment at the U.S. Dept. of Energy Rifle Integrated Field Research Challenge site that used acetate biostimulation of indigenous metal reducing bacteria to catalyze the conversion of aqueous uranium in the +6 oxidation state to immobile solid-associated uranium in the +4 oxidation state. A key assumption in past modeling studies at this site was that a comprehensive reaction network could be developed largely through one-dimensional modeling. Sensitivity analyses and parameter estimation were completed for a 1-D reactive transport model abstracted from the 3-D model to test this assumption, to identify parameters with the greatest potential to contribute to model predictive uncertainty, and to evaluate model structure and data limitations. Results showed that sensitivities of key biogeochemical concentrations varied in space and time, that model nonlinearities and/or parameter interactions have a significant impact on calculated sensitivities, and that the complexity of the model's representation of processes affecting Fe(II) in the system may make it difficult to correctly attribute observed Fe(II) behavior to modeled processes. Non-uniformity of the 3-D simulated groundwater flux and averaging of the 3-D synthetic data for use as calibration targets in the 1-D modeling resulted in systematic errors in the 1-D model parameter estimates and outputs. This occurred despite using the same reaction network for 1-D modeling as used in the data-generating 3-D model. Predictive uncertainty of the 1-D model appeared to be significantly underestimated by linear parameter uncertainty estimates.

Handling the unknown soil hydraulic parameters in data assimilation for unsaturated flow problems

NASA Astrophysics Data System (ADS)

Lange, Natascha; Erdal, Daniel; Neuweiler, Insa

2017-04-01

Model predictions of flow in the unsaturated zone require the soil hydraulic parameters. However, these parameters cannot be determined easily in applications, in particular if observations are indirect and cover only a small range of possible states. Correlation of parameters or their correlation in the range of states that are observed is a problem, as different parameter combinations may reproduce approximately the same measured water content. In field campaigns this problem can be helped by adding more measurement devices. Often, observation networks are designed to feed models for long term prediction purposes (i.e. for weather forecasting). A popular way of making predictions with such kind of observations are data assimilation methods, like the ensemble Kalman filter (Evensen, 1994). These methods can be used for parameter estimation if the unknown parameters are included in the state vector and updated along with the model states. Given the difficulties related to estimation of the soil hydraulic parameters in general, it is questionable, though, whether these methods can really be used for parameter estimation under natural conditions. Therefore, we investigate the ability of the ensemble Kalman filter to estimate the soil hydraulic parameters. We use synthetic identical twin-experiments to guarantee full knowledge of the model and the true parameters. We use the van Genuchten model to describe the soil water retention and relative permeability functions. This model is unfortunately prone to the above mentioned pseudo-correlations of parameters. Therefore, we also test the simpler Russo Gardner model, which is less affected by that problem, in our experiments. The total number of unknown parameters is varied by considering different layers of soil. Besides, we study the influence of the parameter updates on the water content predictions. We test different iterative filter approaches and compare different observation strategies for parameter identification. Considering heterogeneous soils, we discuss the representativeness of different observation types to be used for the assimilation. G. Evensen. Sequential data assimilation with a nonlinear quasi-geostrophic model using Monte Carlo methods to forecast error statistics. Journal of Geophysical Research: Oceans, 99(C5):10143-10162, 1994

Real-Time State Estimation and Long-Term Model Adaptation: A Two-Sided Approach toward Personalized Diagnosis of Glucose and Insulin Levels

PubMed Central

Eberle, Claudia; Ament, Christoph

2012-01-01

Background With continuous glucose sensors (CGSs), it is possible to obtain a dynamical signal of the patient’s subcutaneous glucose concentration in real time. How could that information be exploited? We suggest a model-based diagnosis system with a twofold objective: real-time state estimation and long-term model parameter identification. Methods To obtain a dynamical model, Bergman’s nonlinear minimal model (considering plasma glucose G, insulin I, and interstitial insulin X) is extended by two states describing first and second insulin response. Furthermore, compartments for oral glucose and subcutaneous insulin inputs as well as for subcutaneous glucose measurement are added. The observability of states and external inputs as well as the identifiability of model parameters are assessed using the empirical observability Gramian. Signals are estimated for different nondiabetic and diabetic scenarios by unscented Kalman filter. Results (1) Observability of different state subsets is evaluated, e.g., from CGSs, {G, I} or {G, X} can be observed and the set {G, I, X} cannot. (2) Model parameters are included, e.g., it is possible to estimate the second-phase insulin response gain kG2 additionally. This can be used for model adaptation and as a diagnostic parameter that is almost zero for diabetes patients. (3) External inputs are considered, e.g., oral glucose is theoretically observable for nondiabetic patients, but estimation scenarios show that the time delay of 1 h limits application. Conclusions A real-time estimation of states (such as plasma insulin I) and parameters (such as kG2) is possible, which allows an improved real-time state prediction and a personalized model. PMID:23063042

Comparative Analyses of MIRT Models and Software (BMIRT and flexMIRT)

ERIC Educational Resources Information Center

Yavuz, Guler; Hambleton, Ronald K.

2017-01-01

Application of MIRT modeling procedures is dependent on the quality of parameter estimates provided by the estimation software and techniques used. This study investigated model parameter recovery of two popular MIRT packages, BMIRT and flexMIRT, under some common measurement conditions. These packages were specifically selected to investigate the…

Mechanistic analysis of multi-omics datasets to generate kinetic parameters for constraint-based metabolic models.

PubMed

Cotten, Cameron; Reed, Jennifer L

2013-01-30

Constraint-based modeling uses mass balances, flux capacity, and reaction directionality constraints to predict fluxes through metabolism. Although transcriptional regulation and thermodynamic constraints have been integrated into constraint-based modeling, kinetic rate laws have not been extensively used. In this study, an in vivo kinetic parameter estimation problem was formulated and solved using multi-omic data sets for Escherichia coli. To narrow the confidence intervals for kinetic parameters, a series of kinetic model simplifications were made, resulting in fewer kinetic parameters than the full kinetic model. These new parameter values are able to account for flux and concentration data from 20 different experimental conditions used in our training dataset. Concentration estimates from the simplified kinetic model were within one standard deviation for 92.7% of the 790 experimental measurements in the training set. Gibbs free energy changes of reaction were calculated to identify reactions that were often operating close to or far from equilibrium. In addition, enzymes whose activities were positively or negatively influenced by metabolite concentrations were also identified. The kinetic model was then used to calculate the maximum and minimum possible flux values for individual reactions from independent metabolite and enzyme concentration data that were not used to estimate parameter values. Incorporating these kinetically-derived flux limits into the constraint-based metabolic model improved predictions for uptake and secretion rates and intracellular fluxes in constraint-based models of central metabolism. This study has produced a method for in vivo kinetic parameter estimation and identified strategies and outcomes of kinetic model simplification. We also have illustrated how kinetic constraints can be used to improve constraint-based model predictions for intracellular fluxes and biomass yield and identify potential metabolic limitations through the integrated analysis of multi-omics datasets.

Mechanistic analysis of multi-omics datasets to generate kinetic parameters for constraint-based metabolic models

PubMed Central

2013-01-01

Background Constraint-based modeling uses mass balances, flux capacity, and reaction directionality constraints to predict fluxes through metabolism. Although transcriptional regulation and thermodynamic constraints have been integrated into constraint-based modeling, kinetic rate laws have not been extensively used. Results In this study, an in vivo kinetic parameter estimation problem was formulated and solved using multi-omic data sets for Escherichia coli. To narrow the confidence intervals for kinetic parameters, a series of kinetic model simplifications were made, resulting in fewer kinetic parameters than the full kinetic model. These new parameter values are able to account for flux and concentration data from 20 different experimental conditions used in our training dataset. Concentration estimates from the simplified kinetic model were within one standard deviation for 92.7% of the 790 experimental measurements in the training set. Gibbs free energy changes of reaction were calculated to identify reactions that were often operating close to or far from equilibrium. In addition, enzymes whose activities were positively or negatively influenced by metabolite concentrations were also identified. The kinetic model was then used to calculate the maximum and minimum possible flux values for individual reactions from independent metabolite and enzyme concentration data that were not used to estimate parameter values. Incorporating these kinetically-derived flux limits into the constraint-based metabolic model improved predictions for uptake and secretion rates and intracellular fluxes in constraint-based models of central metabolism. Conclusions This study has produced a method for in vivo kinetic parameter estimation and identified strategies and outcomes of kinetic model simplification. We also have illustrated how kinetic constraints can be used to improve constraint-based model predictions for intracellular fluxes and biomass yield and identify potential metabolic limitations through the integrated analysis of multi-omics datasets. PMID:23360254

Multiphase, multicomponent parameter estimation for liquid and vapor fluxes in deep arid systems using hydrologic data and natural environmental tracers

USGS Publications Warehouse

Kwicklis, Edward M.; Wolfsberg, Andrew V.; Stauffer, Philip H.; Walvoord, Michelle Ann; Sully, Michael J.

2006-01-01

Multiphase, multicomponent numerical models of long-term unsaturated-zone liquid and vapor movement were created for a thick alluvial basin at the Nevada Test Site to predict present-day liquid and vapor fluxes. The numerical models are based on recently developed conceptual models of unsaturated-zone moisture movement in thick alluvium that explain present-day water potential and tracer profiles in terms of major climate and vegetation transitions that have occurred during the past 10 000 yr or more. The numerical models were calibrated using borehole hydrologic and environmental tracer data available from a low-level radioactive waste management site located in a former nuclear weapons testing area. The environmental tracer data used in the model calibration includes tracers that migrate in both the liquid and vapor phases (??D, ??18O) and tracers that migrate solely as dissolved solutes (Cl), thus enabling the estimation of some gas-phase as well as liquid-phase transport parameters. Parameter uncertainties and correlations identified during model calibration were used to generate parameter combinations for a set of Monte Carlo simulations to more fully characterize the uncertainty in liquid and vapor fluxes. The calculated background liquid and vapor fluxes decrease as the estimated time since the transition to the present-day arid climate increases. However, on the whole, the estimated fluxes display relatively little variability because correlations among parameters tend to create parameter sets for which changes in some parameters offset the effects of others in the set. Independent estimates on the timing since the climate transition established from packrat midden data were essential for constraining the model calibration results. The study demonstrates the utility of environmental tracer data in developing numerical models of liquid- and gas-phase moisture movement and the importance of considering parameter correlations when using Monte Carlo analysis to characterize the uncertainty in moisture fluxes. ?? Soil Science Society of America.

Mixed effects versus fixed effects modelling of binary data with inter-subject variability.

PubMed

Murphy, Valda; Dunne, Adrian

2005-04-01

The question of whether or not a mixed effects model is required when modelling binary data with inter-subject variability and within subject correlation was reported in this journal by Yano et al. (J. Pharmacokin. Pharmacodyn. 28:389-412 [2001]). That report used simulation experiments to demonstrate that, under certain circumstances, the use of a fixed effects model produced more accurate estimates of the fixed effect parameters than those produced by a mixed effects model. The Laplace approximation to the likelihood was used when fitting the mixed effects model. This paper repeats one of those simulation experiments, with two binary observations recorded for every subject, and uses both the Laplace and the adaptive Gaussian quadrature approximations to the likelihood when fitting the mixed effects model. The results show that the estimates produced using the Laplace approximation include a small number of extreme outliers. This was not the case when using the adaptive Gaussian quadrature approximation. Further examination of these outliers shows that they arise in situations in which the Laplace approximation seriously overestimates the likelihood in an extreme region of the parameter space. It is also demonstrated that when the number of observations per subject is increased from two to three, the estimates based on the Laplace approximation no longer include any extreme outliers. The root mean squared error is a combination of the bias and the variability of the estimates. Increasing the sample size is known to reduce the variability of an estimator with a consequent reduction in its root mean squared error. The estimates based on the fixed effects model are inherently biased and this bias acts as a lower bound for the root mean squared error of these estimates. Consequently, it might be expected that for data sets with a greater number of subjects the estimates based on the mixed effects model would be more accurate than those based on the fixed effects model. This is borne out by the results of a further simulation experiment with an increased number of subjects in each set of data. The difference in the interpretation of the parameters of the fixed and mixed effects models is discussed. It is demonstrated that the mixed effects model and parameter estimates can be used to estimate the parameters of the fixed effects model but not vice versa.

Estimation of adsorption isotherm and mass transfer parameters in protein chromatography using artificial neural networks.

PubMed

Wang, Gang; Briskot, Till; Hahn, Tobias; Baumann, Pascal; Hubbuch, Jürgen

2017-03-03

Mechanistic modeling has been repeatedly successfully applied in process development and control of protein chromatography. For each combination of adsorbate and adsorbent, the mechanistic models have to be calibrated. Some of the model parameters, such as system characteristics, can be determined reliably by applying well-established experimental methods, whereas others cannot be measured directly. In common practice of protein chromatography modeling, these parameters are identified by applying time-consuming methods such as frontal analysis combined with gradient experiments, curve-fitting, or combined Yamamoto approach. For new components in the chromatographic system, these traditional calibration approaches require to be conducted repeatedly. In the presented work, a novel method for the calibration of mechanistic models based on artificial neural network (ANN) modeling was applied. An in silico screening of possible model parameter combinations was performed to generate learning material for the ANN model. Once the ANN model was trained to recognize chromatograms and to respond with the corresponding model parameter set, it was used to calibrate the mechanistic model from measured chromatograms. The ANN model's capability of parameter estimation was tested by predicting gradient elution chromatograms. The time-consuming model parameter estimation process itself could be reduced down to milliseconds. The functionality of the method was successfully demonstrated in a study with the calibration of the transport-dispersive model (TDM) and the stoichiometric displacement model (SDM) for a protein mixture. Copyright © 2017 The Author(s). Published by Elsevier B.V. All rights reserved.

Estimation of some transducer parameters in a broadband piezoelectric transmitter by using an artificial intelligence technique.

PubMed

Ruíz, A; Ramos, A; San Emeterio, J L

2004-04-01

An estimation procedure to efficiently find approximate values of internal parameters in ultrasonic transducers intended for broadband operation would be a valuable tool to discover internal construction data. This information is necessary in the modelling and simulation of acoustic and electrical behaviour related to ultrasonic systems containing commercial transducers. There is not a general solution for this generic problem of parameter estimation in the case of broadband piezoelectric probes. In this paper, this general problem is briefly analysed for broadband conditions. The viability of application in this field of an artificial intelligence technique supported on the modelling of the transducer internal components is studied. A genetic algorithm (GA) procedure is presented and applied to the estimation of different parameters, related to two transducers which are working as pulsed transmitters. The efficiency of this GA technique is studied, considering the influence of the number and variation range of the estimated parameters. Estimation results are experimentally ratified.

Stochastic parameter estimation in nonlinear time-delayed vibratory systems with distributed delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-07-01

The stochastic estimation of parameters and states in linear and nonlinear time-delayed vibratory systems with distributed delay is explored. The approach consists of first employing a continuous time approximation to approximate the delayed integro-differential system with a large set of ordinary differential equations having stochastic excitations. Then the problem of state and parameter estimation in the resulting stochastic ordinary differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the augmented filtering problem, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states. Similarly, the upper bound of the distributed delay can also be estimated by the proposed technique. As an illustrative example to a practical problem in vibrations, the parameter, delay upper bound, and state estimation from noise-corrupted measurements in a distributed force model widely used for modeling machine tool vibrations in the turning operation is investigated.

Item Response Theory Modeling of the Philadelphia Naming Test.

PubMed

Fergadiotis, Gerasimos; Kellough, Stacey; Hula, William D

2015-06-01

In this study, we investigated the fit of the Philadelphia Naming Test (PNT; Roach, Schwartz, Martin, Grewal, & Brecher, 1996) to an item-response-theory measurement model, estimated the precision of the resulting scores and item parameters, and provided a theoretical rationale for the interpretation of PNT overall scores by relating explanatory variables to item difficulty. This article describes the statistical model underlying the computer adaptive PNT presented in a companion article (Hula, Kellough, & Fergadiotis, 2015). Using archival data, we evaluated the fit of the PNT to 1- and 2-parameter logistic models and examined the precision of the resulting parameter estimates. We regressed the item difficulty estimates on three predictor variables: word length, age of acquisition, and contextual diversity. The 2-parameter logistic model demonstrated marginally better fit, but the fit of the 1-parameter logistic model was adequate. Precision was excellent for both person ability and item difficulty estimates. Word length, age of acquisition, and contextual diversity all independently contributed to variance in item difficulty. Item-response-theory methods can be productively used to analyze and quantify anomia severity in aphasia. Regression of item difficulty on lexical variables supported the validity of the PNT and interpretation of anomia severity scores in the context of current word-finding models.

Consistent Parameter and Transfer Function Estimation using Context Free Grammars

NASA Astrophysics Data System (ADS)

Klotz, Daniel; Herrnegger, Mathew; Schulz, Karsten

2017-04-01

This contribution presents a method for the inference of transfer functions for rainfall-runoff models. Here, transfer functions are defined as parametrized (functional) relationships between a set of spatial predictors (e.g. elevation, slope or soil texture) and model parameters. They are ultimately used for estimation of consistent, spatially distributed model parameters from a limited amount of lumped global parameters. Additionally, they provide a straightforward method for parameter extrapolation from one set of basins to another and can even be used to derive parameterizations for multi-scale models [see: Samaniego et al., 2010]. Yet, currently an actual knowledge of the transfer functions is often implicitly assumed. As a matter of fact, for most cases these hypothesized transfer functions can rarely be measured and often remain unknown. Therefore, this contribution presents a general method for the concurrent estimation of the structure of transfer functions and their respective (global) parameters. Note, that by consequence an estimation of the distributed parameters of the rainfall-runoff model is also undertaken. The method combines two steps to achieve this. The first generates different possible transfer functions. The second then estimates the respective global transfer function parameters. The structural estimation of the transfer functions is based on the context free grammar concept. Chomsky first introduced context free grammars in linguistics [Chomsky, 1956]. Since then, they have been widely applied in computer science. But, to the knowledge of the authors, they have so far not been used in hydrology. Therefore, the contribution gives an introduction to context free grammars and shows how they can be constructed and used for the structural inference of transfer functions. This is enabled by new methods from evolutionary computation, such as grammatical evolution [O'Neill, 2001], which make it possible to exploit the constructed grammar as a search space for equations. The parametrization of the transfer functions is then achieved through a second optimization routine. The contribution explores different aspects of the described procedure through a set of experiments. These experiments can be divided into three categories: (1) The inference of transfer functions from directly measurable parameters; (2) The estimation of global parameters for given transfer functions from runoff data; and (3) The estimation of sets of completely unknown transfer functions from runoff data. The conducted tests reveal different potentials and limits of the procedure. In concrete it is shown that example (1) and (2) work remarkably well. Example (3) is much more dependent on the setup. In general, it can be said that in that case much more data is needed to derive transfer function estimations, even for simple models and setups. References: - Chomsky, N. (1956): Three Models for the Description of Language. IT IRETr. 2(3), p 113-124 - O'Neil, M. (2001): Grammatical Evolution. IEEE ToEC, Vol.5, No. 4 - Samaniego, L.; Kumar, R.; Attinger, S. (2010): Multiscale parameter regionalization of a grid-based hydrologic model at the mesoscale. WWR, Vol. 46, W05523, doi:10.1029/2008WR007327

Inverse estimation of Vcmax, leaf area index, and the Ball-Berry parameter from carbon and energy fluxes

Treesearch

Adam Wolf; Kanat Akshalov; Nicanor Saliendra; Douglas A. Johnson; Emilio A. Laca

2006-01-01

Canopy fluxes of CO2 and energy can be modeled with high fidelity using a small number of environmental variables and ecosystem parameters. Although these ecosystem parameters are critically important for modeling canopy fluxes, they typically are not measured with the same intensity as ecosystem fluxes. We developed an algorithm to estimate leaf...

Predictive Uncertainty And Parameter Sensitivity Of A Sediment-Flux Model: Nitrogen Flux and Sediment Oxygen Demand

EPA Science Inventory

Estimating model predictive uncertainty is imperative to informed environmental decision making and management of water resources. This paper applies the Generalized Sensitivity Analysis (GSA) to examine parameter sensitivity and the Generalized Likelihood Uncertainty Estimation...

Use of an anaerobic sequencing batch reactor for parameter estimation in modelling of anaerobic digestion.

PubMed

Batstone, D J; Torrijos, M; Ruiz, C; Schmidt, J E

2004-01-01

The model structure in anaerobic digestion has been clarified following publication of the IWA Anaerobic Digestion Model No. 1 (ADM1). However, parameter values are not well known, and uncertainty and variability in the parameter values given is almost unknown. Additionally, platforms for identification of parameters, namely continuous-flow laboratory digesters, and batch tests suffer from disadvantages such as long run times, and difficulty in defining initial conditions, respectively. Anaerobic sequencing batch reactors (ASBRs) are sequenced into fill-react-settle-decant phases, and offer promising possibilities for estimation of parameters, as they are by nature, dynamic in behaviour, and allow repeatable behaviour to establish initial conditions, and evaluate parameters. In this study, we estimated parameters describing winery wastewater (most COD as ethanol) degradation using data from sequencing operation, and validated these parameters using unsequenced pulses of ethanol and acetate. The model used was the ADM1, with an extension for ethanol degradation. Parameter confidence spaces were found by non-linear, correlated analysis of the two main Monod parameters; maximum uptake rate (k(m)), and half saturation concentration (K(S)). These parameters could be estimated together using only the measured acetate concentration (20 points per cycle). From interpolating the single cycle acetate data to multiple cycles, we estimate that a practical "optimal" identifiability could be achieved after two cycles for the acetate parameters, and three cycles for the ethanol parameters. The parameters found performed well in the short term, and represented the pulses of acetate and ethanol (within 4 days of the winery-fed cycles) very well. The main discrepancy was poor prediction of pH dynamics, which could be due to an unidentified buffer with an overall influence the same as a weak base (possibly CaCO3). Based on this work, ASBR systems are effective for parameter estimation, especially for comparative wastewater characterisation. The main disadvantages are heavy computational requirements for multiple cycles, and difficulty in establishing the correct biomass concentration in the reactor, though the last is also a disadvantage for continuous fixed film reactors, and especially, batch tests.

A laboratory study to estimate pore geometric parameters of sandstones using complex conductivity and nuclear magnetic resonance for permeability prediction

DOE Office of Scientific and Technical Information (OSTI.GOV)

Osterman, Gordon; Keating, Kristina; Binley, Andrew

Here, we estimate parameters from the Katz and Thompson permeability model using laboratory complex electrical conductivity (CC) and nuclear magnetic resonance (NMR) data to build permeability models parameterized with geophysical measurements. We use the Katz and Thompson model based on the characteristic hydraulic length scale, determined from mercury injection capillary pressure estimates of pore throat size, and the intrinsic formation factor, determined from multisalinity conductivity measurements, for this purpose. Two new permeability models are tested, one based on CC data and another that incorporates CC and NMR data. From measurements made on forty-five sandstone cores collected from fifteen different formations,more » we evaluate how well the CC relaxation time and the NMR transverse relaxation times compare to the characteristic hydraulic length scale and how well the formation factor estimated from CC parameters compares to the intrinsic formation factor. We find: (1) the NMR transverse relaxation time models the characteristic hydraulic length scale more accurately than the CC relaxation time (R 2 of 0.69 and 0.33 and normalized root mean square errors (NRMSE) of 0.16 and 0.21, respectively); (2) the CC estimated formation factor is well correlated with the intrinsic formation factor (NRMSE50.23). We demonstrate that that permeability estimates from the joint-NMR-CC model (NRMSE50.13) compare favorably to estimates from the Katz and Thompson model (NRMSE50.074). Lastly, this model advances the capability of the Katz and Thompson model by employing parameters measureable in the field giving it the potential to more accurately estimate permeability using geophysical measurements than are currently possible.« less

A laboratory study to estimate pore geometric parameters of sandstones using complex conductivity and nuclear magnetic resonance for permeability prediction

DOE PAGES

Osterman, Gordon; Keating, Kristina; Binley, Andrew; ...

2016-03-18

Here, we estimate parameters from the Katz and Thompson permeability model using laboratory complex electrical conductivity (CC) and nuclear magnetic resonance (NMR) data to build permeability models parameterized with geophysical measurements. We use the Katz and Thompson model based on the characteristic hydraulic length scale, determined from mercury injection capillary pressure estimates of pore throat size, and the intrinsic formation factor, determined from multisalinity conductivity measurements, for this purpose. Two new permeability models are tested, one based on CC data and another that incorporates CC and NMR data. From measurements made on forty-five sandstone cores collected from fifteen different formations,more » we evaluate how well the CC relaxation time and the NMR transverse relaxation times compare to the characteristic hydraulic length scale and how well the formation factor estimated from CC parameters compares to the intrinsic formation factor. We find: (1) the NMR transverse relaxation time models the characteristic hydraulic length scale more accurately than the CC relaxation time (R 2 of 0.69 and 0.33 and normalized root mean square errors (NRMSE) of 0.16 and 0.21, respectively); (2) the CC estimated formation factor is well correlated with the intrinsic formation factor (NRMSE50.23). We demonstrate that that permeability estimates from the joint-NMR-CC model (NRMSE50.13) compare favorably to estimates from the Katz and Thompson model (NRMSE50.074). Lastly, this model advances the capability of the Katz and Thompson model by employing parameters measureable in the field giving it the potential to more accurately estimate permeability using geophysical measurements than are currently possible.« less

Estimation of Transport and Kinetic Parameters of Vanadium Redox Batteries Using Static Cells

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lee, Seong Beom; Pratt, III, Harry D.; Anderson, Travis M.

Mathematical models of Redox Flow Batteries (RFBs) can be used to analyze cell performance, optimize battery operation, and control the energy storage system efficiently. Among many other models, physics-based electrochemical models are capable of predicting internal states of the battery, such as temperature, state-of-charge, and state-of-health. In the models, estimating parameters is an important step that can study, analyze, and validate the models using experimental data. A common practice is to determine these parameters either through conducting experiments or based on the information available in the literature. However, it is not easy to investigate all proper parameters for the modelsmore » through this way, and there are occasions when important information, such as diffusion coefficients and rate constants of ions, has not been studied. Also, the parameters needed for modeling charge-discharge are not always available. In this paper, an efficient way to estimate parameters of physics-based redox battery models will be proposed. Furthermore, this paper also demonstrates that the proposed approach can study and analyze aspects of capacity loss/fade, kinetics, and transport phenomena of the RFB system.« less

Robust linear parameter-varying control of blood pressure using vasoactive drugs

NASA Astrophysics Data System (ADS)

Luspay, Tamas; Grigoriadis, Karolos

2015-10-01

Resuscitation of emergency care patients requires fast restoration of blood pressure to a target value to achieve hemodynamic stability and vital organ perfusion. A robust control design methodology is presented in this paper for regulating the blood pressure of hypotensive patients by means of the closed-loop administration of vasoactive drugs. To this end, a dynamic first-order delay model is utilised to describe the vasoactive drug response with varying parameters that represent intra-patient and inter-patient variability. The proposed framework consists of two components: first, an online model parameter estimation is carried out using a multiple-model extended Kalman-filter. Second, the estimated model parameters are used for continuously scheduling a robust linear parameter-varying (LPV) controller. The closed-loop behaviour is characterised by parameter-varying dynamic weights designed to regulate the mean arterial pressure to a target value. Experimental data of blood pressure response of anesthetised pigs to phenylephrine injection are used for validating the LPV blood pressure models. Simulation studies are provided to validate the online model estimation and the LPV blood pressure control using phenylephrine drug injection models representing patients showing sensitive, nominal and insensitive response to the drug.

Estimation of Transport and Kinetic Parameters of Vanadium Redox Batteries Using Static Cells

DOE PAGES

Lee, Seong Beom; Pratt, III, Harry D.; Anderson, Travis M.; ...

2018-03-27

Mathematical models of Redox Flow Batteries (RFBs) can be used to analyze cell performance, optimize battery operation, and control the energy storage system efficiently. Among many other models, physics-based electrochemical models are capable of predicting internal states of the battery, such as temperature, state-of-charge, and state-of-health. In the models, estimating parameters is an important step that can study, analyze, and validate the models using experimental data. A common practice is to determine these parameters either through conducting experiments or based on the information available in the literature. However, it is not easy to investigate all proper parameters for the modelsmore » through this way, and there are occasions when important information, such as diffusion coefficients and rate constants of ions, has not been studied. Also, the parameters needed for modeling charge-discharge are not always available. In this paper, an efficient way to estimate parameters of physics-based redox battery models will be proposed. Furthermore, this paper also demonstrates that the proposed approach can study and analyze aspects of capacity loss/fade, kinetics, and transport phenomena of the RFB system.« less

Estimation of beam material random field properties via sensitivity-based model updating using experimental frequency response functions

NASA Astrophysics Data System (ADS)

Machado, M. R.; Adhikari, S.; Dos Santos, J. M. C.; Arruda, J. R. F.

2018-03-01

Structural parameter estimation is affected not only by measurement noise but also by unknown uncertainties which are present in the system. Deterministic structural model updating methods minimise the difference between experimentally measured data and computational prediction. Sensitivity-based methods are very efficient in solving structural model updating problems. Material and geometrical parameters of the structure such as Poisson's ratio, Young's modulus, mass density, modal damping, etc. are usually considered deterministic and homogeneous. In this paper, the distributed and non-homogeneous characteristics of these parameters are considered in the model updating. The parameters are taken as spatially correlated random fields and are expanded in a spectral Karhunen-Loève (KL) decomposition. Using the KL expansion, the spectral dynamic stiffness matrix of the beam is expanded as a series in terms of discretized parameters, which can be estimated using sensitivity-based model updating techniques. Numerical and experimental tests involving a beam with distributed bending rigidity and mass density are used to verify the proposed method. This extension of standard model updating procedures can enhance the dynamic description of structural dynamic models.

A new software for deformation source optimization, the Bayesian Earthquake Analysis Tool (BEAT)

NASA Astrophysics Data System (ADS)

Vasyura-Bathke, H.; Dutta, R.; Jonsson, S.; Mai, P. M.

2017-12-01

Modern studies of crustal deformation and the related source estimation, including magmatic and tectonic sources, increasingly use non-linear optimization strategies to estimate geometric and/or kinematic source parameters and often consider both jointly, geodetic and seismic data. Bayesian inference is increasingly being used for estimating posterior distributions of deformation source model parameters, given measured/estimated/assumed data and model uncertainties. For instance, some studies consider uncertainties of a layered medium and propagate these into source parameter uncertainties, while others use informative priors to reduce the model parameter space. In addition, innovative sampling algorithms have been developed to efficiently explore the high-dimensional parameter spaces. Compared to earlier studies, these improvements have resulted in overall more robust source model parameter estimates that include uncertainties. However, the computational burden of these methods is high and estimation codes are rarely made available along with the published results. Even if the codes are accessible, it is usually challenging to assemble them into a single optimization framework as they are typically coded in different programing languages. Therefore, further progress and future applications of these methods/codes are hampered, while reproducibility and validation of results has become essentially impossible. In the spirit of providing open-access and modular codes to facilitate progress and reproducible research in deformation source estimations, we undertook the effort of developing BEAT, a python package that comprises all the above-mentioned features in one single programing environment. The package builds on the pyrocko seismological toolbox (www.pyrocko.org), and uses the pymc3 module for Bayesian statistical model fitting. BEAT is an open-source package (https://github.com/hvasbath/beat), and we encourage and solicit contributions to the project. Here, we present our strategy for developing BEAT and show application examples; especially the effect of including the model prediction uncertainty of the velocity model in following source optimizations: full moment tensor, Mogi source, moderate strike-slip earth-quake.

The structural identifiability and parameter estimation of a multispecies model for the transmission of mastitis in dairy cows with postmilking teat disinfection.

PubMed

White, L J; Evans, N D; Lam, T J G M; Schukken, Y H; Medley, G F; Godfrey, K R; Chappell, M J

2002-01-01

A mathematical model for the transmission of two interacting classes of mastitis causing bacterial pathogens in a herd of dairy cows is presented and applied to a specific data set. The data were derived from a field trial of a specific measure used in the control of these pathogens, where half the individuals were subjected to the control and in the others the treatment was discontinued. The resultant mathematical model (eight non-linear simultaneous ordinary differential equations) therefore incorporates heterogeneity in the host as well as the infectious agent and consequently the effects of control are intrinsic in the model structure. A structural identifiability analysis of the model is presented demonstrating that the scope of the novel method used allows application to high order non-linear systems. The results of a simultaneous estimation of six unknown system parameters are presented. Previous work has only estimated a subset of these either simultaneously or individually. Therefore not only are new estimates provided for the parameters relating to the transmission and control of the classes of pathogens under study, but also information about the relationships between them. We exploit the close link between mathematical modelling, structural identifiability analysis, and parameter estimation to obtain biological insights into the system modelled.

[Atmospheric parameter estimation for LAMOST/GUOSHOUJING spectra].

PubMed

Lu, Yu; Li, Xiang-Ru; Yang, Tan

2014-11-01

It is a key task to estimate the atmospheric parameters from the observed stellar spectra in exploring the nature of stars and universe. With our Large Sky Area Multi-Object Fiber Spectroscopy Telescope (LAMOST) which begun its formal Sky Survey in September 2012, we are obtaining a mass of stellar spectra in an unprecedented speed. It has brought a new opportunity and a challenge for the research of galaxies. Due to the complexity of the observing system, the noise in the spectrum is relatively large. At the same time, the preprocessing procedures of spectrum are also not ideal, such as the wavelength calibration and the flow calibration. Therefore, there is a slight distortion of the spectrum. They result in the high difficulty of estimating the atmospheric parameters for the measured stellar spectra. It is one of the important issues to estimate the atmospheric parameters for the massive stellar spectra of LAMOST. The key of this study is how to eliminate noise and improve the accuracy and robustness of estimating the atmospheric parameters for the measured stellar spectra. We propose a regression model for estimating the atmospheric parameters of LAMOST stellar(SVM(lasso)). The basic idea of this model is: First, we use the Haar wavelet to filter spectrum, suppress the adverse effects of the spectral noise and retain the most discrimination information of spectrum. Secondly, We use the lasso algorithm for feature selection and extract the features of strongly correlating with the atmospheric parameters. Finally, the features are input to the support vector regression model for estimating the parameters. Because the model has better tolerance to the slight distortion and the noise of the spectrum, the accuracy of the measurement is improved. To evaluate the feasibility of the above scheme, we conduct experiments extensively on the 33 963 pilot surveys spectrums by LAMOST. The accuracy of three atmospheric parameters is log Teff: 0.006 8 dex, log g: 0.155 1 dex, [Fe/H]: 0.104 0 dex.

Parameter estimation and sensitivity analysis for a mathematical model with time delays of leukemia

NASA Astrophysics Data System (ADS)

Cândea, Doina; Halanay, Andrei; Rǎdulescu, Rodica; Tǎlmaci, Rodica

2017-01-01

We consider a system of nonlinear delay differential equations that describes the interaction between three competing cell populations: healthy, leukemic and anti-leukemia T cells involved in Chronic Myeloid Leukemia (CML) under treatment with Imatinib. The aim of this work is to establish which model parameters are the most important in the success or failure of leukemia remission under treatment using a sensitivity analysis of the model parameters. For the most significant parameters of the model which affect the evolution of CML disease during Imatinib treatment we try to estimate the realistic values using some experimental data. For these parameters, steady states are calculated and their stability is analyzed and biologically interpreted.

Quantifying Transmission Heterogeneity Using Both Pathogen Phylogenies and Incidence Time Series

PubMed Central

Li, Lucy M.; Grassly, Nicholas C.; Fraser, Christophe

2017-01-01

Abstract Heterogeneity in individual-level transmissibility can be quantified by the dispersion parameter k of the offspring distribution. Quantifying heterogeneity is important as it affects other parameter estimates, it modulates the degree of unpredictability of an epidemic, and it needs to be accounted for in models of infection control. Aggregated data such as incidence time series are often not sufficiently informative to estimate k. Incorporating phylogenetic analysis can help to estimate k concurrently with other epidemiological parameters. We have developed an inference framework that uses particle Markov Chain Monte Carlo to estimate k and other epidemiological parameters using both incidence time series and the pathogen phylogeny. Using the framework to fit a modified compartmental transmission model that includes the parameter k to simulated data, we found that more accurate and less biased estimates of the reproductive number were obtained by combining epidemiological and phylogenetic analyses. However, k was most accurately estimated using pathogen phylogeny alone. Accurately estimating k was necessary for unbiased estimates of the reproductive number, but it did not affect the accuracy of reporting probability and epidemic start date estimates. We further demonstrated that inference was possible in the presence of phylogenetic uncertainty by sampling from the posterior distribution of phylogenies. Finally, we used the inference framework to estimate transmission parameters from epidemiological and genetic data collected during a poliovirus outbreak. Despite the large degree of phylogenetic uncertainty, we demonstrated that incorporating phylogenetic data in parameter inference improved the accuracy and precision of estimates. PMID:28981709

Estimation of Key Parameters of the Coupled Energy and Water Model by Assimilating Land Surface Data

NASA Astrophysics Data System (ADS)

Abdolghafoorian, A.; Farhadi, L.

2017-12-01

Accurate estimation of land surface heat and moisture fluxes, as well as root zone soil moisture, is crucial in various hydrological, meteorological, and agricultural applications. Field measurements of these fluxes are costly and cannot be readily scaled to large areas relevant to weather and climate studies. Therefore, there is a need for techniques to make quantitative estimates of heat and moisture fluxes using land surface state observations that are widely available from remote sensing across a range of scale. In this work, we applies the variational data assimilation approach to estimate land surface fluxes and soil moisture profile from the implicit information contained Land Surface Temperature (LST) and Soil Moisture (SM) (hereafter the VDA model). The VDA model is focused on the estimation of three key parameters: 1- neutral bulk heat transfer coefficient (CHN), 2- evaporative fraction from soil and canopy (EF), and 3- saturated hydraulic conductivity (Ksat). CHN and EF regulate the partitioning of available energy between sensible and latent heat fluxes. Ksat is one of the main parameters used in determining infiltration, runoff, groundwater recharge, and in simulating hydrological processes. In this study, a system of coupled parsimonious energy and water model will constrain the estimation of three unknown parameters in the VDA model. The profile of SM (LST) at multiple depths is estimated using moisture diffusion (heat diffusion) equation. In this study, the uncertainties of retrieved unknown parameters and fluxes are estimated from the inverse of Hesian matrix of cost function which is computed using the Lagrangian methodology. Analysis of uncertainty provides valuable information about the accuracy of estimated parameters and their correlation and guide the formulation of a well-posed estimation problem. The results of proposed algorithm are validated with a series of experiments using a synthetic data set generated by the simultaneous heat and water (SHAW) model. In addition, the feasibility of extending this algorithm to use remote sensing observations that have low temporal resolution is examined by assimilating the limited number of land surface moisture and temperature observations.

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks

PubMed Central

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-01-01

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org. PMID:26063822

Tensor methods for parameter estimation and bifurcation analysis of stochastic reaction networks.

PubMed

Liao, Shuohao; Vejchodský, Tomáš; Erban, Radek

2015-07-06

Stochastic modelling of gene regulatory networks provides an indispensable tool for understanding how random events at the molecular level influence cellular functions. A common challenge of stochastic models is to calibrate a large number of model parameters against the experimental data. Another difficulty is to study how the behaviour of a stochastic model depends on its parameters, i.e. whether a change in model parameters can lead to a significant qualitative change in model behaviour (bifurcation). In this paper, tensor-structured parametric analysis (TPA) is developed to address these computational challenges. It is based on recently proposed low-parametric tensor-structured representations of classical matrices and vectors. This approach enables simultaneous computation of the model properties for all parameter values within a parameter space. The TPA is illustrated by studying the parameter estimation, robustness, sensitivity and bifurcation structure in stochastic models of biochemical networks. A Matlab implementation of the TPA is available at http://www.stobifan.org.

Modeling Multiplicative Error Variance: An Example Predicting Tree Diameter from Stump Dimensions in Baldcypress

Treesearch

Bernard R. Parresol

1993-01-01

In the context of forest modeling, it is often reasonable to assume a multiplicative heteroscedastic error structure to the data. Under such circumstances ordinary least squares no longer provides minimum variance estimates of the model parameters. Through study of the error structure, a suitable error variance model can be specified and its parameters estimated. This...

Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.

PubMed

Hack, C Eric

2006-04-17

Physiologically based toxicokinetic (PBTK) and toxicodynamic (TD) models of bromate in animals and humans would improve our ability to accurately estimate the toxic doses in humans based on available animal studies. These mathematical models are often highly parameterized and must be calibrated in order for the model predictions of internal dose to adequately fit the experimentally measured doses. Highly parameterized models are difficult to calibrate and it is difficult to obtain accurate estimates of uncertainty or variability in model parameters with commonly used frequentist calibration methods, such as maximum likelihood estimation (MLE) or least squared error approaches. The Bayesian approach called Markov chain Monte Carlo (MCMC) analysis can be used to successfully calibrate these complex models. Prior knowledge about the biological system and associated model parameters is easily incorporated in this approach in the form of prior parameter distributions, and the distributions are refined or updated using experimental data to generate posterior distributions of parameter estimates. The goal of this paper is to give the non-mathematician a brief description of the Bayesian approach and Markov chain Monte Carlo analysis, how this technique is used in risk assessment, and the issues associated with this approach.

Accuracy and Variability of Item Parameter Estimates from Marginal Maximum a Posteriori Estimation and Bayesian Inference via Gibbs Samplers

ERIC Educational Resources Information Center

Wu, Yi-Fang

2015-01-01

Item response theory (IRT) uses a family of statistical models for estimating stable characteristics of items and examinees and defining how these characteristics interact in describing item and test performance. With a focus on the three-parameter logistic IRT (Birnbaum, 1968; Lord, 1980) model, the current study examines the accuracy and…

Identification of linear system models and state estimators for controls

NASA Technical Reports Server (NTRS)

Chen, Chung-Wen

1992-01-01

The following paper is presented in viewgraph format and covers topics including: (1) linear state feedback control system; (2) Kalman filter state estimation; (3) relation between residual and stochastic part of output; (4) obtaining Kalman filter gain; (5) state estimation under unknown system model and unknown noises; and (6) relationship between filter Markov parameters and system Markov parameters.

Application of a parameter-estimation technique to modeling the regional aquifer underlying the eastern Snake River plain, Idaho

USGS Publications Warehouse

Garabedian, Stephen P.

1986-01-01

A nonlinear, least-squares regression technique for the estimation of ground-water flow model parameters was applied to the regional aquifer underlying the eastern Snake River Plain, Idaho. The technique uses a computer program to simulate two-dimensional, steady-state ground-water flow. Hydrologic data for the 1980 water year were used to calculate recharge rates, boundary fluxes, and spring discharges. Ground-water use was estimated from irrigated land maps and crop consumptive-use figures. These estimates of ground-water withdrawal, recharge rates, and boundary flux, along with leakance, were used as known values in the model calibration of transmissivity. Leakance values were adjusted between regression solutions by comparing model-calculated to measured spring discharges. In other simulations, recharge and leakance also were calibrated as prior-information regression parameters, which limits the variation of these parameters using a normalized standard error of estimate. Results from a best-fit model indicate a wide areal range in transmissivity from about 0.05 to 44 feet squared per second and in leakance from about 2.2x10 -9 to 6.0 x 10 -8 feet per second per foot. Along with parameter values, model statistics also were calculated, including the coefficient of correlation between calculated and observed head (0.996), the standard error of the estimates for head (40 feet), and the parameter coefficients of variation (about 10-40 percent). Additional boundary flux was added in some areas during calibration to achieve proper fit to ground-water flow directions. Model fit improved significantly when areas that violated model assumptions were removed. It also improved slightly when y-direction (northwest-southeast) transmissivity values were larger than x-direction (northeast-southwest) transmissivity values. The model was most sensitive to changes in recharge, and in some areas, to changes in transmissivity, particularly near the spring discharge area from Milner Dam to King Hill.

Implementation of an Integrated On-Board Aircraft Engine Diagnostic Architecture

NASA Technical Reports Server (NTRS)

Armstrong, Jeffrey B.; Simon, Donald L.

2012-01-01

An on-board diagnostic architecture for aircraft turbofan engine performance trending, parameter estimation, and gas-path fault detection and isolation has been developed and evaluated in a simulation environment. The architecture incorporates two independent models: a realtime self-tuning performance model providing parameter estimates and a performance baseline model for diagnostic purposes reflecting long-term engine degradation trends. This architecture was evaluated using flight profiles generated from a nonlinear model with realistic fleet engine health degradation distributions and sensor noise. The architecture was found to produce acceptable estimates of engine health and unmeasured parameters, and the integrated diagnostic algorithms were able to perform correct fault isolation in approximately 70 percent of the tested cases

Estimation of Filling and Afterload Conditions by Pump Intrinsic Parameters in a Pulsatile Total Artificial Heart.

PubMed

Cuenca-Navalon, Elena; Laumen, Marco; Finocchiaro, Thomas; Steinseifer, Ulrich

2016-07-01

A physiological control algorithm is being developed to ensure an optimal physiological interaction between the ReinHeart total artificial heart (TAH) and the circulatory system. A key factor for that is the long-term, accurate determination of the hemodynamic state of the cardiovascular system. This study presents a method to determine estimation models for predicting hemodynamic parameters (pump chamber filling and afterload) from both left and right cardiovascular circulations. The estimation models are based on linear regression models that correlate filling and afterload values with pump intrinsic parameters derived from measured values of motor current and piston position. Predictions for filling lie in average within 5% from actual values, predictions for systemic afterload (AoPmean , AoPsys ) and mean pulmonary afterload (PAPmean ) lie in average within 9% from actual values. Predictions for systolic pulmonary afterload (PAPsys ) present an average deviation of 14%. The estimation models show satisfactory prediction and confidence intervals and are thus suitable to estimate hemodynamic parameters. This method and derived estimation models are a valuable alternative to implanted sensors and are an essential step for the development of a physiological control algorithm for a fully implantable TAH. Copyright © 2015 International Center for Artificial Organs and Transplantation and Wiley Periodicals, Inc.

Soil Moisture Estimate Under Forest Using a Semi-Empirical Model at P-Band

NASA Technical Reports Server (NTRS)

Truong-Loi, My-Linh; Saatchi, Sassan; Jaruwatanadilok, Sermsak

2013-01-01

Here we present the result of a semi-empirical inversion model for soil moisture retrieval using the three backscattering coefficients: sigma(sub HH), sigma(sub VV) and sigma(sub HV). In this paper we focus on the soil moisture estimate and use the biomass as an ancillary parameter estimated automatically from the algorithm and used as a validation parameter, We will first remind the model analytical formulation. Then we will sow some results obtained with real SAR data and compare them to ground estimates.

Incorporation of prior information on parameters into nonlinear regression groundwater flow models: 1. Theory

USGS Publications Warehouse

Cooley, Richard L.

1982-01-01

Prior information on the parameters of a groundwater flow model can be used to improve parameter estimates obtained from nonlinear regression solution of a modeling problem. Two scales of prior information can be available: (1) prior information having known reliability (that is, bias and random error structure) and (2) prior information consisting of best available estimates of unknown reliability. A regression method that incorporates the second scale of prior information assumes the prior information to be fixed for any particular analysis to produce improved, although biased, parameter estimates. Approximate optimization of two auxiliary parameters of the formulation is used to help minimize the bias, which is almost always much smaller than that resulting from standard ridge regression. It is shown that if both scales of prior information are available, then a combined regression analysis may be made.

Integrated direct/indirect adaptive robust motion trajectory tracking control of pneumatic cylinders

NASA Astrophysics Data System (ADS)

Meng, Deyuan; Tao, Guoliang; Zhu, Xiaocong

2013-09-01

This paper studies the precision motion trajectory tracking control of a pneumatic cylinder driven by a proportional-directional control valve. An integrated direct/indirect adaptive robust controller is proposed. The controller employs a physical model based indirect-type parameter estimation to obtain reliable estimates of unknown model parameters, and utilises a robust control method with dynamic compensation type fast adaptation to attenuate the effects of parameter estimation errors, unmodelled dynamics and disturbances. Due to the use of projection mapping, the robust control law and the parameter adaption algorithm can be designed separately. Since the system model uncertainties are unmatched, the recursive backstepping technology is adopted to design the robust control law. Extensive comparative experimental results are presented to illustrate the effectiveness of the proposed controller and its performance robustness to parameter variations and sudden disturbances.

Efficient parameter estimation in longitudinal data analysis using a hybrid GEE method.

PubMed

Leung, Denis H Y; Wang, You-Gan; Zhu, Min

2009-07-01

The method of generalized estimating equations (GEEs) provides consistent estimates of the regression parameters in a marginal regression model for longitudinal data, even when the working correlation model is misspecified (Liang and Zeger, 1986). However, the efficiency of a GEE estimate can be seriously affected by the choice of the working correlation model. This study addresses this problem by proposing a hybrid method that combines multiple GEEs based on different working correlation models, using the empirical likelihood method (Qin and Lawless, 1994). Analyses show that this hybrid method is more efficient than a GEE using a misspecified working correlation model. Furthermore, if one of the working correlation structures correctly models the within-subject correlations, then this hybrid method provides the most efficient parameter estimates. In simulations, the hybrid method's finite-sample performance is superior to a GEE under any of the commonly used working correlation models and is almost fully efficient in all scenarios studied. The hybrid method is illustrated using data from a longitudinal study of the respiratory infection rates in 275 Indonesian children.

Autocorrelated residuals in inverse modelling of soil hydrological processes: a reason for concern or something that can safely be ignored?

NASA Astrophysics Data System (ADS)

Scharnagl, Benedikt; Durner, Wolfgang

2013-04-01

Models are inherently imperfect because they simplify processes that are themselves imperfectly known and understood. Moreover, the input variables and parameters needed to run a model are typically subject to various sources of error. As a consequence of these imperfections, model predictions will always deviate from corresponding observations. In most applications in soil hydrology, these deviations are clearly not random but rather show a systematic structure. From a statistical point of view, this systematic mismatch may be a reason for concern because it violates one of the basic assumptions made in inverse parameter estimation: the assumption of independence of the residuals. But what are the consequences of simply ignoring the autocorrelation in the residuals, as it is current practice in soil hydrology? Are the parameter estimates still valid even though the statistical foundation they are based on is partially collapsed? Theory and practical experience from other fields of science have shown that violation of the independence assumption will result in overconfident uncertainty bounds and that in some cases it may lead to significantly different optimal parameter values. In our contribution, we present three soil hydrological case studies, in which the effect of autocorrelated residuals on the estimated parameters was investigated in detail. We explicitly accounted for autocorrelated residuals using a formal likelihood function that incorporates an autoregressive model. The inverse problem was posed in a Bayesian framework, and the posterior probability density function of the parameters was estimated using Markov chain Monte Carlo simulation. In contrast to many other studies in related fields of science, and quite surprisingly, we found that the first-order autoregressive model, often abbreviated as AR(1), did not work well in the soil hydrological setting. We showed that a second-order autoregressive, or AR(2), model performs much better in these applications, leading to parameter and uncertainty estimates that satisfy all the underlying statistical assumptions. For theoretical reasons, these estimates are deemed more reliable than those estimates based on the neglect of autocorrelation in the residuals. In compliance with theory and results reported in the literature, our results showed that parameter uncertainty bounds were substantially wider if autocorrelation in the residuals was explicitly accounted for, and also the optimal parameter vales were slightly different in this case. We argue that the autoregressive model presented here should be used as a matter of routine in inverse modeling of soil hydrological processes.

LAGEOS geodetic analysis-SL7.1

NASA Technical Reports Server (NTRS)

Smith, D. E.; Kolenkiewicz, R.; Dunn, P. J.; Klosko, S. M.; Robbins, J. W.; Torrence, M. H.; Williamson, R. G.; Pavlis, E. C.; Douglas, N. B.; Fricke, S. K.

1991-01-01

Laser ranging measurements to the LAGEOS satellite from 1976 through 1989 are related via geodetic and orbital theories to a variety of geodetic and geodynamic parameters. The SL7.1 analyses are explained of this data set including the estimation process for geodetic parameters such as Earth's gravitational constant (GM), those describing the Earth's elasticity properties (Love numbers), and the temporally varying geodetic parameters such as Earth's orientation (polar motion and Delta UT1) and tracking site horizontal tectonic motions. Descriptions of the reference systems, tectonic models, and adopted geodetic constants are provided; these are the framework within which the SL7.1 solution takes place. Estimates of temporal variations in non-conservative force parameters are included in these SL7.1 analyses as well as parameters describing the orbital states at monthly epochs. This information is useful in further refining models used to describe close-Earth satellite behavior. Estimates of intersite motions and individual tracking site motions computed through the network adjustment scheme are given. Tabulations of tracking site eccentricities, data summaries, estimated monthly orbital and force model parameters, polar motion, Earth rotation, and tracking station coordinate results are also provided.

Ensemble Kalman filter inference of spatially-varying Manning's n coefficients in the coastal ocean

NASA Astrophysics Data System (ADS)

Siripatana, Adil; Mayo, Talea; Knio, Omar; Dawson, Clint; Maître, Olivier Le; Hoteit, Ibrahim

2018-07-01

Ensemble Kalman (EnKF) filtering is an established framework for large scale state estimation problems. EnKFs can also be used for state-parameter estimation, using the so-called "Joint-EnKF" approach. The idea is simply to augment the state vector with the parameters to be estimated and assign invariant dynamics for the time evolution of the parameters. In this contribution, we investigate the efficiency of the Joint-EnKF for estimating spatially-varying Manning's n coefficients used to define the bottom roughness in the Shallow Water Equations (SWEs) of a coastal ocean model. Observation System Simulation Experiments (OSSEs) are conducted using the ADvanced CIRCulation (ADCIRC) model, which solves a modified form of the Shallow Water Equations. A deterministic EnKF, the Singular Evolutive Interpolated Kalman (SEIK) filter, is used to estimate a vector of Manning's n coefficients defined at the model nodal points by assimilating synthetic water elevation data. It is found that with reasonable ensemble size (O (10)) , the filter's estimate converges to the reference Manning's field. To enhance performance, we have further reduced the dimension of the parameter search space through a Karhunen-Loéve (KL) expansion. We have also iterated on the filter update step to better account for the nonlinearity of the parameter estimation problem. We study the sensitivity of the system to the ensemble size, localization scale, dimension of retained KL modes, and number of iterations. The performance of the proposed framework in term of estimation accuracy suggests that a well-tuned Joint-EnKF provides a promising robust approach to infer spatially varying seabed roughness parameters in the context of coastal ocean modeling.

Determining wave direction using curvature parameters.

PubMed

de Queiroz, Eduardo Vitarelli; de Carvalho, João Luiz Baptista

2016-01-01

The curvature of the sea wave was tested as a parameter for estimating wave direction in the search for better results in estimates of wave direction in shallow waters, where waves of different sizes, frequencies and directions intersect and it is difficult to characterize. We used numerical simulations of the sea surface to determine wave direction calculated from the curvature of the waves. Using 1000 numerical simulations, the statistical variability of the wave direction was determined. The results showed good performance by the curvature parameter for estimating wave direction. Accuracy in the estimates was improved by including wave slope parameters in addition to curvature. The results indicate that the curvature is a promising technique to estimate wave directions.•In this study, the accuracy and precision of curvature parameters to measure wave direction are analyzed using a model simulation that generates 1000 wave records with directional resolution.•The model allows the simultaneous simulation of time-series wave properties such as sea surface elevation, slope and curvature and they were used to analyze the variability of estimated directions.•The simultaneous acquisition of slope and curvature parameters can contribute to estimates wave direction, thus increasing accuracy and precision of results.

Technical Note: Approximate Bayesian parameterization of a complex tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2013-08-01

Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can successfully be applied to process-based models of high complexity. The methodology is particularly suited to heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models in ecology and evolution.

Stochastic differential equations as a tool to regularize the parameter estimation problem for continuous time dynamical systems given discrete time measurements.

PubMed

Leander, Jacob; Lundh, Torbjörn; Jirstrand, Mats

2014-05-01

In this paper we consider the problem of estimating parameters in ordinary differential equations given discrete time experimental data. The impact of going from an ordinary to a stochastic differential equation setting is investigated as a tool to overcome the problem of local minima in the objective function. Using two different models, it is demonstrated that by allowing noise in the underlying model itself, the objective functions to be minimized in the parameter estimation procedures are regularized in the sense that the number of local minima is reduced and better convergence is achieved. The advantage of using stochastic differential equations is that the actual states in the model are predicted from data and this will allow the prediction to stay close to data even when the parameters in the model is incorrect. The extended Kalman filter is used as a state estimator and sensitivity equations are provided to give an accurate calculation of the gradient of the objective function. The method is illustrated using in silico data from the FitzHugh-Nagumo model for excitable media and the Lotka-Volterra predator-prey system. The proposed method performs well on the models considered, and is able to regularize the objective function in both models. This leads to parameter estimation problems with fewer local minima which can be solved by efficient gradient-based methods. Copyright © 2014 The Authors. Published by Elsevier Inc. All rights reserved.

Regionalized rainfall-runoff model to estimate low flow indices

NASA Astrophysics Data System (ADS)

Garcia, Florine; Folton, Nathalie; Oudin, Ludovic

2016-04-01

Estimating low flow indices is of paramount importance to manage water resources and risk assessments. These indices are derived from river discharges which are measured at gauged stations. However, the lack of observations at ungauged sites bring the necessity of developing methods to estimate these low flow indices from observed discharges in neighboring catchments and from catchment characteristics. Different estimation methods exist. Regression or geostatistical methods performed on the low flow indices are the most common types of methods. Another less common method consists in regionalizing rainfall-runoff model parameters, from catchment characteristics or by spatial proximity, to estimate low flow indices from simulated hydrographs. Irstea developed GR2M-LoiEau, a conceptual monthly rainfall-runoff model, combined with a regionalized model of snow storage and melt. GR2M-LoiEau relies on only two parameters, which are regionalized and mapped throughout France. This model allows to cartography monthly reference low flow indices. The inputs data come from SAFRAN, the distributed mesoscale atmospheric analysis system, which provides daily solid and liquid precipitation and temperature data from everywhere in the French territory. To exploit fully these data and to estimate daily low flow indices, a new version of GR-LoiEau has been developed at a daily time step. The aim of this work is to develop and regionalize a GR-LoiEau model that can provide any daily, monthly or annual estimations of low flow indices, yet keeping only a few parameters, which is a major advantage to regionalize them. This work includes two parts. On the one hand, a daily conceptual rainfall-runoff model is developed with only three parameters in order to simulate daily and monthly low flow indices, mean annual runoff and seasonality. On the other hand, different regionalization methods, based on spatial proximity and similarity, are tested to estimate the model parameters and to simulate low flow indices in ungauged sites. The analysis is carried out on 691 French catchments that are representative of various hydro-meteorological behaviors. The results are validated with a cross-validation procedure and are compared with the ones obtained with GR4J, a conceptual rainfall-runoff model, which already provides daily estimations, but involves four parameters that cannot easily be regionalized.

Dynamic modelling and parameter estimation of a hydraulic robot manipulator using a multi-objective genetic algorithm

NASA Astrophysics Data System (ADS)

Montazeri, A.; West, C.; Monk, S. D.; Taylor, C. J.

2017-04-01

This paper concerns the problem of dynamic modelling and parameter estimation for a seven degree of freedom hydraulic manipulator. The laboratory example is a dual-manipulator mobile robotic platform used for research into nuclear decommissioning. In contrast to earlier control model-orientated research using the same machine, the paper develops a nonlinear, mechanistic simulation model that can subsequently be used to investigate physically meaningful disturbances. The second contribution is to optimise the parameters of the new model, i.e. to determine reliable estimates of the physical parameters of a complex robotic arm which are not known in advance. To address the nonlinear and non-convex nature of the problem, the research relies on the multi-objectivisation of an output error single-performance index. The developed algorithm utilises a multi-objective genetic algorithm (GA) in order to find a proper solution. The performance of the model and the GA is evaluated using both simulated (i.e. with a known set of 'true' parameters) and experimental data. Both simulation and experimental results show that multi-objectivisation has improved convergence of the estimated parameters compared to the single-objective output error problem formulation. This is achieved by integrating the validation phase inside the algorithm implicitly and exploiting the inherent structure of the multi-objective GA for this specific system identification problem.

Model reference adaptive control (MRAC)-based parameter identification applied to surface-mounted permanent magnet synchronous motor

NASA Astrophysics Data System (ADS)

Zhong, Chongquan; Lin, Yaoyao

2017-11-01

In this work, a model reference adaptive control-based estimated algorithm is proposed for online multi-parameter identification of surface-mounted permanent magnet synchronous machines. By taking the dq-axis equations of a practical motor as the reference model and the dq-axis estimation equations as the adjustable model, a standard model-reference-adaptive-system-based estimator was established. Additionally, the Popov hyperstability principle was used in the design of the adaptive law to guarantee accurate convergence. In order to reduce the oscillation of identification result, this work introduces a first-order low-pass digital filter to improve precision regarding the parameter estimation. The proposed scheme was then applied to an SPM synchronous motor control system without any additional circuits and implemented using a DSP TMS320LF2812. For analysis, the experimental results reveal the effectiveness of the proposed method.

Estimation of environment-related properties of chemicals for design of sustainable processes: development of group-contribution+ (GC+) property models and uncertainty analysis.

PubMed

Hukkerikar, Amol Shivajirao; Kalakul, Sawitree; Sarup, Bent; Young, Douglas M; Sin, Gürkan; Gani, Rafiqul

2012-11-26

The aim of this work is to develop group-contribution(+) (GC(+)) method (combined group-contribution (GC) method and atom connectivity index (CI) method) based property models to provide reliable estimations of environment-related properties of organic chemicals together with uncertainties of estimated property values. For this purpose, a systematic methodology for property modeling and uncertainty analysis is used. The methodology includes a parameter estimation step to determine parameters of property models and an uncertainty analysis step to establish statistical information about the quality of parameter estimation, such as the parameter covariance, the standard errors in predicted properties, and the confidence intervals. For parameter estimation, large data sets of experimentally measured property values of a wide range of chemicals (hydrocarbons, oxygenated chemicals, nitrogenated chemicals, poly functional chemicals, etc.) taken from the database of the US Environmental Protection Agency (EPA) and from the database of USEtox is used. For property modeling and uncertainty analysis, the Marrero and Gani GC method and atom connectivity index method have been considered. In total, 22 environment-related properties, which include the fathead minnow 96-h LC(50), Daphnia magna 48-h LC(50), oral rat LD(50), aqueous solubility, bioconcentration factor, permissible exposure limit (OSHA-TWA), photochemical oxidation potential, global warming potential, ozone depletion potential, acidification potential, emission to urban air (carcinogenic and noncarcinogenic), emission to continental rural air (carcinogenic and noncarcinogenic), emission to continental fresh water (carcinogenic and noncarcinogenic), emission to continental seawater (carcinogenic and noncarcinogenic), emission to continental natural soil (carcinogenic and noncarcinogenic), and emission to continental agricultural soil (carcinogenic and noncarcinogenic) have been modeled and analyzed. The application of the developed property models for the estimation of environment-related properties and uncertainties of the estimated property values is highlighted through an illustrative example. The developed property models provide reliable estimates of environment-related properties needed to perform process synthesis, design, and analysis of sustainable chemical processes and allow one to evaluate the effect of uncertainties of estimated property values on the calculated performance of processes giving useful insights into quality and reliability of the design of sustainable processes.

Uncertainty in temperature-based determination of time of death

NASA Astrophysics Data System (ADS)

Weiser, Martin; Erdmann, Bodo; Schenkl, Sebastian; Muggenthaler, Holger; Hubig, Michael; Mall, Gita; Zachow, Stefan

2018-03-01

Temperature-based estimation of time of death (ToD) can be performed either with the help of simple phenomenological models of corpse cooling or with detailed mechanistic (thermodynamic) heat transfer models. The latter are much more complex, but allow a higher accuracy of ToD estimation as in principle all relevant cooling mechanisms can be taken into account. The potentially higher accuracy depends on the accuracy of tissue and environmental parameters as well as on the geometric resolution. We investigate the impact of parameter variations and geometry representation on the estimated ToD. For this, numerical simulation of analytic heat transport models is performed on a highly detailed 3D corpse model, that has been segmented and geometrically reconstructed from a computed tomography (CT) data set, differentiating various organs and tissue types. From that and prior information available on thermal parameters and their variability, we identify the most crucial parameters to measure or estimate, and obtain an a priori uncertainty quantification for the ToD.

Maximum likelihood-based analysis of single-molecule photon arrival trajectories

NASA Astrophysics Data System (ADS)

Hajdziona, Marta; Molski, Andrzej

2011-02-01

In this work we explore the statistical properties of the maximum likelihood-based analysis of one-color photon arrival trajectories. This approach does not involve binning and, therefore, all of the information contained in an observed photon strajectory is used. We study the accuracy and precision of parameter estimates and the efficiency of the Akaike information criterion and the Bayesian information criterion (BIC) in selecting the true kinetic model. We focus on the low excitation regime where photon trajectories can be modeled as realizations of Markov modulated Poisson processes. The number of observed photons is the key parameter in determining model selection and parameter estimation. For example, the BIC can select the true three-state model from competing two-, three-, and four-state kinetic models even for relatively short trajectories made up of 2 × 103 photons. When the intensity levels are well-separated and 104 photons are observed, the two-state model parameters can be estimated with about 10% precision and those for a three-state model with about 20% precision.

Joint coverage probability in a simulation study on Continuous-Time Markov Chain parameter estimation.

PubMed

Benoit, Julia S; Chan, Wenyaw; Doody, Rachelle S

2015-01-01

Parameter dependency within data sets in simulation studies is common, especially in models such as Continuous-Time Markov Chains (CTMC). Additionally, the literature lacks a comprehensive examination of estimation performance for the likelihood-based general multi-state CTMC. Among studies attempting to assess the estimation, none have accounted for dependency among parameter estimates. The purpose of this research is twofold: 1) to develop a multivariate approach for assessing accuracy and precision for simulation studies 2) to add to the literature a comprehensive examination of the estimation of a general 3-state CTMC model. Simulation studies are conducted to analyze longitudinal data with a trinomial outcome using a CTMC with and without covariates. Measures of performance including bias, component-wise coverage probabilities, and joint coverage probabilities are calculated. An application is presented using Alzheimer's disease caregiver stress levels. Comparisons of joint and component-wise parameter estimates yield conflicting inferential results in simulations from models with and without covariates. In conclusion, caution should be taken when conducting simulation studies aiming to assess performance and choice of inference should properly reflect the purpose of the simulation.

Reparametrization-based estimation of genetic parameters in multi-trait animal model using Integrated Nested Laplace Approximation.

PubMed

Mathew, Boby; Holand, Anna Marie; Koistinen, Petri; Léon, Jens; Sillanpää, Mikko J

2016-02-01

A novel reparametrization-based INLA approach as a fast alternative to MCMC for the Bayesian estimation of genetic parameters in multivariate animal model is presented. Multi-trait genetic parameter estimation is a relevant topic in animal and plant breeding programs because multi-trait analysis can take into account the genetic correlation between different traits and that significantly improves the accuracy of the genetic parameter estimates. Generally, multi-trait analysis is computationally demanding and requires initial estimates of genetic and residual correlations among the traits, while those are difficult to obtain. In this study, we illustrate how to reparametrize covariance matrices of a multivariate animal model/animal models using modified Cholesky decompositions. This reparametrization-based approach is used in the Integrated Nested Laplace Approximation (INLA) methodology to estimate genetic parameters of multivariate animal model. Immediate benefits are: (1) to avoid difficulties of finding good starting values for analysis which can be a problem, for example in Restricted Maximum Likelihood (REML); (2) Bayesian estimation of (co)variance components using INLA is faster to execute than using Markov Chain Monte Carlo (MCMC) especially when realized relationship matrices are dense. The slight drawback is that priors for covariance matrices are assigned for elements of the Cholesky factor but not directly to the covariance matrix elements as in MCMC. Additionally, we illustrate the concordance of the INLA results with the traditional methods like MCMC and REML approaches. We also present results obtained from simulated data sets with replicates and field data in rice.

Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST)

PubMed Central

Xu, Chonggang; Gertner, George

2013-01-01

Fourier Amplitude Sensitivity Test (FAST) is one of the most popular uncertainty and sensitivity analysis techniques. It uses a periodic sampling approach and a Fourier transformation to decompose the variance of a model output into partial variances contributed by different model parameters. Until now, the FAST analysis is mainly confined to the estimation of partial variances contributed by the main effects of model parameters, but does not allow for those contributed by specific interactions among parameters. In this paper, we theoretically show that FAST analysis can be used to estimate partial variances contributed by both main effects and interaction effects of model parameters using different sampling approaches (i.e., traditional search-curve based sampling, simple random sampling and random balance design sampling). We also analytically calculate the potential errors and biases in the estimation of partial variances. Hypothesis tests are constructed to reduce the effect of sampling errors on the estimation of partial variances. Our results show that compared to simple random sampling and random balance design sampling, sensitivity indices (ratios of partial variances to variance of a specific model output) estimated by search-curve based sampling generally have higher precision but larger underestimations. Compared to simple random sampling, random balance design sampling generally provides higher estimation precision for partial variances contributed by the main effects of parameters. The theoretical derivation of partial variances contributed by higher-order interactions and the calculation of their corresponding estimation errors in different sampling schemes can help us better understand the FAST method and provide a fundamental basis for FAST applications and further improvements. PMID:24143037

Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST).

PubMed

Xu, Chonggang; Gertner, George

2011-01-01

Fourier Amplitude Sensitivity Test (FAST) is one of the most popular uncertainty and sensitivity analysis techniques. It uses a periodic sampling approach and a Fourier transformation to decompose the variance of a model output into partial variances contributed by different model parameters. Until now, the FAST analysis is mainly confined to the estimation of partial variances contributed by the main effects of model parameters, but does not allow for those contributed by specific interactions among parameters. In this paper, we theoretically show that FAST analysis can be used to estimate partial variances contributed by both main effects and interaction effects of model parameters using different sampling approaches (i.e., traditional search-curve based sampling, simple random sampling and random balance design sampling). We also analytically calculate the potential errors and biases in the estimation of partial variances. Hypothesis tests are constructed to reduce the effect of sampling errors on the estimation of partial variances. Our results show that compared to simple random sampling and random balance design sampling, sensitivity indices (ratios of partial variances to variance of a specific model output) estimated by search-curve based sampling generally have higher precision but larger underestimations. Compared to simple random sampling, random balance design sampling generally provides higher estimation precision for partial variances contributed by the main effects of parameters. The theoretical derivation of partial variances contributed by higher-order interactions and the calculation of their corresponding estimation errors in different sampling schemes can help us better understand the FAST method and provide a fundamental basis for FAST applications and further improvements.

Estimation of dynamic stability parameters from drop model flight tests

NASA Technical Reports Server (NTRS)

Chambers, J. R.; Iliff, K. W.

1981-01-01

The overall remotely piloted drop model operation, descriptions, instrumentation, launch and recovery operations, piloting concept, and parameter identification methods are discussed. Static and dynamic stability derivatives were obtained for an angle attack range from -20 deg to 53 deg. It is indicated that the variations of the estimates with angle of attack are consistent for most of the static derivatives, and the effects of configuration modifications to the model were apparent in the static derivative estimates.

Quantum Parameter Estimation: From Experimental Design to Constructive Algorithm

NASA Astrophysics Data System (ADS)

Yang, Le; Chen, Xi; Zhang, Ming; Dai, Hong-Yi

2017-11-01

In this paper we design the following two-step scheme to estimate the model parameter ω 0 of the quantum system: first we utilize the Fisher information with respect to an intermediate variable v=\\cos ({ω }0t) to determine an optimal initial state and to seek optimal parameters of the POVM measurement operators; second we explore how to estimate ω 0 from v by choosing t when a priori information knowledge of ω 0 is available. Our optimal initial state can achieve the maximum quantum Fisher information. The formulation of the optimal time t is obtained and the complete algorithm for parameter estimation is presented. We further explore how the lower bound of the estimation deviation depends on the a priori information of the model. Supported by the National Natural Science Foundation of China under Grant Nos. 61273202, 61673389, and 61134008

Improved Analysis of GW150914 Using a Fully Spin-Precessing Waveform Model

NASA Astrophysics Data System (ADS)

Abbott, B. P.; Abbott, R.; Abbott, T. D.; Abernathy, M. R.; Acernese, F.; Ackley, K.; Adams, C.; Adams, T.; Addesso, P.; Adhikari, R. X.; Adya, V. B.; Affeldt, C.; Agathos, M.; Agatsuma, K.; Aggarwal, N.; Aguiar, O. D.; Aiello, L.; Ain, A.; Ajith, P.; Allen, B.; Allocca, A.; Altin, P. A.; Anderson, S. B.; Anderson, W. G.; Arai, K.; Araya, M. C.; Arceneaux, C. C.; Areeda, J. S.; Arnaud, N.; Arun, K. G.; Ascenzi, S.; Ashton, G.; Ast, M.; Aston, S. M.; Astone, P.; Aufmuth, P.; Aulbert, C.; Babak, S.; Bacon, P.; Bader, M. K. M.; Baker, P. T.; Baldaccini, F.; Ballardin, G.; Ballmer, S. W.; Barayoga, J. C.; Barclay, S. E.; Barish, B. C.; Barker, D.; Barone, F.; Barr, B.; Barsotti, L.; Barsuglia, M.; Barta, D.; Bartlett, J.; Bartos, I.; Bassiri, R.; Basti, A.; Batch, J. C.; Baune, C.; Bavigadda, V.; Bazzan, M.; Bejger, M.; Bell, A. S.; Berger, B. K.; Bergmann, G.; Berry, C. P. L.; Bersanetti, D.; Bertolini, A.; Betzwieser, J.; Bhagwat, S.; Bhandare, R.; Bilenko, I. A.; Billingsley, G.; Birch, J.; Birney, R.; Birnholtz, O.; Biscans, S.; Bisht, A.; Bitossi, M.; Biwer, C.; Bizouard, M. A.; Blackburn, J. K.; Blair, C. D.; Blair, D. G.; Blair, R. M.; Bloemen, S.; Bock, O.; Boer, M.; Bogaert, G.; Bogan, C.; Bohe, A.; Bond, C.; Bondu, F.; Bonnand, R.; Boom, B. A.; Bork, R.; Boschi, V.; Bose, S.; Bouffanais, Y.; Bozzi, A.; Bradaschia, C.; Brady, P. R.; Braginsky, V. B.; Branchesi, M.; Brau, J. E.; Briant, T.; Brillet, A.; Brinkmann, M.; Brisson, V.; Brockill, P.; Broida, J. E.; Brooks, A. F.; Brown, D. A.; Brown, D. D.; Brown, N. M.; Brunett, S.; Buchanan, C. C.; Buikema, A.; Bulik, T.; Bulten, H. J.; Buonanno, A.; Buskulic, D.; Buy, C.; Byer, R. L.; Cabero, M.; Cadonati, L.; Cagnoli, G.; Cahillane, C.; Calderón Bustillo, J.; Callister, T.; Calloni, E.; Camp, J. B.; Cannon, K. C.; Cao, J.; Capano, C. D.; Capocasa, E.; Carbognani, F.; Caride, S.; Casanueva Diaz, C.; Casentini, J.; Caudill, S.; Cavaglià, M.; Cavalier, F.; Cavalieri, R.; Cella, G.; Cepeda, C. B.; Cerboni Baiardi, L.; Cerretani, G.; Cesarini, E.; Chamberlin, S. J.; Chan, M.; Chao, S.; Charlton, P.; Chassande-Mottin, E.; Cheeseboro, B. D.; Chen, H. Y.; Chen, Y.; Cheng, C.; Chincarini, A.; Chiummo, A.; Cho, H. S.; Cho, M.; Chow, J. H.; Christensen, N.; Chu, Q.; Chua, S.; Chung, S.; Ciani, G.; Clara, F.; Clark, J. A.; Cleva, F.; Coccia, E.; Cohadon, P.-F.; Colla, A.; Collette, C. G.; Cominsky, L.; Constancio, M.; Conte, A.; Conti, L.; Cook, D.; Corbitt, T. R.; Cornish, N.; Corsi, A.; Cortese, S.; Costa, C. A.; Coughlin, M. W.; Coughlin, S. B.; Coulon, J.-P.; Countryman, S. T.; Couvares, P.; Cowan, E. E.; Coward, D. M.; Cowart, M. J.; Coyne, D. C.; Coyne, R.; Craig, K.; Creighton, J. D. E.; Cripe, J.; Crowder, S. G.; Cumming, A.; Cunningham, L.; Cuoco, E.; Dal Canton, T.; Danilishin, S. L.; D'Antonio, S.; Danzmann, K.; Darman, N. S.; Dasgupta, A.; Da Silva Costa, C. F.; Dattilo, V.; Dave, I.; Davier, M.; Davies, G. S.; Daw, E. J.; Day, R.; De, S.; DeBra, D.; Debreczeni, G.; Degallaix, J.; De Laurentis, M.; Deléglise, S.; Del Pozzo, W.; Denker, T.; Dent, T.; Dergachev, V.; De Rosa, R.; DeRosa, R. T.; DeSalvo, R.; Devine, R. C.; Dhurandhar, S.; Díaz, M. C.; Di Fiore, L.; Di Giovanni, M.; Di Girolamo, T.; Di Lieto, A.; Di Pace, S.; Di Palma, I.; Di Virgilio, A.; Dolique, V.; Donovan, F.; Dooley, K. L.; Doravari, S.; Douglas, R.; Downes, T. P.; Drago, M.; Drever, R. W. P.; Driggers, J. C.; Ducrot, M.; Dwyer, S. E.; Edo, T. B.; Edwards, M. C.; Effler, A.; Eggenstein, H.-B.; Ehrens, P.; Eichholz, J.; Eikenberry, S. S.; Engels, W.; Essick, R. C.; Etienne, Z.; Etzel, T.; Evans, M.; Evans, T. M.; Everett, R.; Factourovich, M.; Fafone, V.; Fair, H.; Fairhurst, S.; Fan, X.; Fang, Q.; Farinon, S.; Farr, B.; Farr, W. M.; Fauchon-Jones, E.; Favata, M.; Fays, M.; Fehrmann, H.; Fejer, M. M.; Fenyvesi, E.; Ferrante, I.; Ferreira, E. C.; Ferrini, F.; Fidecaro, F.; Fiori, I.; Fiorucci, D.; Fisher, R. P.; Flaminio, R.; Fletcher, M.; Fournier, J.-D.; Frasca, S.; Frasconi, F.; Frei, Z.; Freise, A.; Frey, R.; Frey, V.; Fritschel, P.; Frolov, V. V.; Fulda, P.; Fyffe, M.; Gabbard, H. A. G.; Gaebel, S.; Gair, J. R.; Gammaitoni, L.; Gaonkar, S. G.; Garufi, F.; Gaur, G.; Gehrels, N.; Gemme, G.; Geng, P.; Genin, E.; Gennai, A.; George, J.; Gergely, L.; Germain, V.; Ghosh, Abhirup; Ghosh, Archisman; Ghosh, S.; Giaime, J. A.; Giardina, K. D.; Giazotto, A.; Gill, K.; Glaefke, A.; Goetz, E.; Goetz, R.; Gondan, L.; González, G.; Gonzalez Castro, J. M.; Gopakumar, A.; Gordon, N. A.; Gorodetsky, M. L.; Gossan, S. E.; Gosselin, M.; Gouaty, R.; Grado, A.; Graef, C.; Graff, P. B.; Granata, M.; Grant, A.; Gras, S.; Gray, C.; Greco, G.; Green, A. C.; Groot, P.; Grote, H.; Grunewald, S.; Guidi, G. M.; Guo, X.; Gupta, A.; Gupta, M. K.; Gushwa, K. E.; Gustafson, E. K.; Gustafson, R.; Hacker, J. J.; Hall, B. R.; Hall, E. D.; Hammond, G.; Haney, M.; Hanke, M. M.; Hanks, J.; Hanna, C.; Hannam, M. D.; Hanson, J.; Hardwick, T.; Harms, J.; Harry, G. M.; Harry, I. W.; Hart, M. J.; Hartman, M. T.; Haster, C.-J.; Haughian, K.; Healy, J.; Heidmann, A.; Heintze, M. C.; Heitmann, H.; Hello, P.; Hemming, G.; Hendry, M.; Heng, I. S.; Hennig, J.; Henry, J.; Heptonstall, A. W.; Heurs, M.; Hild, S.; Hoak, D.; Hofman, D.; Holt, K.; Holz, D. E.; Hopkins, P.; Hough, J.; Houston, E. A.; Howell, E. J.; Hu, Y. M.; Huang, S.; Huerta, E. A.; Huet, D.; Hughey, B.; Husa, S.; Huttner, S. H.; Huynh-Dinh, T.; Indik, N.; Ingram, D. R.; Inta, R.; Isa, H. N.; Isac, J.-M.; Isi, M.; Isogai, T.; Iyer, B. R.; Izumi, K.; Jacqmin, T.; Jang, H.; Jani, K.; Jaranowski, P.; Jawahar, S.; Jian, L.; Jiménez-Forteza, F.; Johnson, W. W.; Johnson-McDaniel, N. K.; Jones, D. I.; Jones, R.; Jonker, R. J. G.; Ju, L.; K, Haris; Kalaghatgi, C. V.; Kalogera, V.; Kandhasamy, S.; Kang, G.; Kanner, J. B.; Kapadia, S. J.; Karki, S.; Karvinen, K. S.; Kasprzack, M.; Katsavounidis, E.; Katzman, W.; Kaufer, S.; Kaur, T.; Kawabe, K.; Kéfélian, F.; Kehl, M. S.; Keitel, D.; Kelley, D. B.; Kells, W.; Kennedy, R.; Key, J. S.; Khalili, F. Y.; Khan, I.; Khan, S.; Khan, Z.; Khazanov, E. A.; Kijbunchoo, N.; Kim, Chi-Woong; Kim, Chunglee; Kim, J.; Kim, K.; Kim, N.; Kim, W.; Kim, Y.-M.; Kimbrell, S. J.; King, E. J.; King, P. J.; Kissel, J. S.; Klein, B.; Kleybolte, L.; Klimenko, S.; Koehlenbeck, S. M.; Koley, S.; Kondrashov, V.; Kontos, A.; Korobko, M.; Korth, W. Z.; Kowalska, I.; Kozak, D. B.; Kringel, V.; Królak, A.; Krueger, C.; Kuehn, G.; Kumar, P.; Kumar, R.; Kuo, L.; Kutynia, A.; Lackey, B. D.; Landry, M.; Lange, J.; Lantz, B.; Lasky, P. D.; Laxen, M.; Lazzarini, A.; Lazzaro, C.; Leaci, P.; Leavey, S.; Lebigot, E. O.; Lee, C. H.; Lee, H. K.; Lee, H. M.; Lee, K.; Lenon, A.; Leonardi, M.; Leong, J. R.; Leroy, N.; Letendre, N.; Levin, Y.; Lewis, J. B.; Li, T. G. F.; Libson, A.; Littenberg, T. B.; Lockerbie, N. A.; Lombardi, A. L.; London, L. T.; Lord, J. E.; Lorenzini, M.; Loriette, V.; Lormand, M.; Losurdo, G.; Lough, J. D.; Lousto, C. O.; Lovelace, G.; Lück, H.; Lundgren, A. P.; Lynch, R.; Ma, Y.; Machenschalk, B.; MacInnis, M.; Macleod, D. M.; Magaña-Sandoval, F.; Magaña Zertuche, L.; Magee, R. M.; Majorana, E.; Maksimovic, I.; Malvezzi, V.; Man, N.; Mandic, V.; Mangano, V.; Mansell, G. L.; Manske, M.; Mantovani, M.; Marchesoni, F.; Marion, F.; Márka, S.; Márka, Z.; Markosyan, A. S.; Maros, E.; Martelli, F.; Martellini, L.; Martin, I. W.; Martynov, D. V.; Marx, J. N.; Mason, K.; Masserot, A.; Massinger, T. J.; Masso-Reid, M.; Mastrogiovanni, S.; Matichard, F.; Matone, L.; Mavalvala, N.; Mazumder, N.; McCarthy, R.; McClelland, D. E.; McCormick, S.; McGuire, S. C.; McIntyre, G.; McIver, J.; McManus, D. J.; McRae, T.; McWilliams, S. T.; Meacher, D.; Meadors, G. D.; Meidam, J.; Melatos, A.; Mendell, G.; Mercer, R. A.; Merilh, E. L.; Merzougui, M.; Meshkov, S.; Messenger, C.; Messick, C.; Metzdorff, R.; Meyers, P. M.; Mezzani, F.; Miao, H.; Michel, C.; Middleton, H.; Mikhailov, E. E.; Milano, L.; Miller, A. L.; Miller, A.; Miller, B. B.; Miller, J.; Millhouse, M.; Minenkov, Y.; Ming, J.; Mirshekari, S.; Mishra, C.; Mitra, S.; Mitrofanov, V. P.; Mitselmakher, G.; Mittleman, R.; Moggi, A.; Mohan, M.; Mohapatra, S. R. P.; Montani, M.; Moore, B. C.; Moore, C. J.; Moraru, D.; Moreno, G.; Morriss, S. R.; Mossavi, K.; Mours, B.; Mow-Lowry, C. M.; Mueller, G.; Muir, A. W.; Mukherjee, Arunava; Mukherjee, D.; Mukherjee, S.; Mukund, N.; Mullavey, A.; Munch, J.; Murphy, D. J.; Murray, P. G.; Mytidis, A.; Nardecchia, I.; Naticchioni, L.; Nayak, R. K.; Nedkova, K.; Nelemans, G.; Nelson, T. J. N.; Neri, M.; Neunzert, A.; Newton, G.; Nguyen, T. T.; Nielsen, A. B.; Nissanke, S.; Nitz, A.; Nocera, F.; Nolting, D.; Normandin, M. E. N.; Nuttall, L. K.; Oberling, J.; Ochsner, E.; O'Dell, J.; Oelker, E.; Ogin, G. H.; Oh, J. J.; Oh, S. H.; Ohme, F.; Oliver, M.; Oppermann, P.; Oram, Richard J.; O'Reilly, B.; O'Shaughnessy, R.; Ottaway, D. J.; Overmier, H.; Owen, B. J.; Pai, A.; Pai, S. A.; Palamos, J. R.; Palashov, O.; Palomba, C.; Pal-Singh, A.; Pan, H.; Pankow, C.; Pannarale, F.; Pant, B. C.; Paoletti, F.; Paoli, A.; Papa, M. A.; Paris, H. R.; Parker, W.; Pascucci, D.; Pasqualetti, A.; Passaquieti, R.; Passuello, D.; Patricelli, B.; Patrick, Z.; Pearlstone, B. L.; Pedraza, M.; Pedurand, R.; Pekowsky, L.; Pele, A.; Penn, S.; Perreca, A.; Perri, L. M.; Pfeiffer, H. P.; Phelps, M.; Piccinni, O. J.; Pichot, M.; Piergiovanni, F.; Pierro, V.; Pillant, G.; Pinard, L.; Pinto, I. M.; Pitkin, M.; Poe, M.; Poggiani, R.; Popolizio, P.; Post, A.; Powell, J.; Prasad, J.; Predoi, V.; Prestegard, T.; Price, L. R.; Prijatelj, M.; Principe, M.; Privitera, S.; Prix, R.; Prodi, G. A.; Prokhorov, L.; Puncken, O.; Punturo, M.; Puppo, P.; Pürrer, M.; Qi, H.; Qin, J.; Qiu, S.; Quetschke, V.; Quintero, E. A.; Quitzow-James, R.; Raab, F. J.; Rabeling, D. S.; Radkins, H.; Raffai, P.; Raja, S.; Rajan, C.; Rakhmanov, M.; Rapagnani, P.; Raymond, V.; Razzano, M.; Re, V.; Read, J.; Reed, C. M.; Regimbau, T.; Rei, L.; Reid, S.; Reitze, D. H.; Rew, H.; Reyes, S. D.; Ricci, F.; Riles, K.; Rizzo, M.; Robertson, N. A.; Robie, R.; Robinet, F.; Rocchi, A.; Rolland, L.; Rollins, J. G.; Roma, V. J.; Romano, R.; Romanov, G.; Romie, J. H.; Rosińska, D.; Rowan, S.; Rüdiger, A.; Ruggi, P.; Ryan, K.; Sachdev, S.; Sadecki, T.; Sadeghian, L.; Sakellariadou, M.; Salconi, L.; Saleem, M.; Salemi, F.; Samajdar, A.; Sammut, L.; Sanchez, E. J.; Sandberg, V.; Sandeen, B.; Sanders, J. R.; Sassolas, B.; Sathyaprakash, B. S.; Saulson, P. R.; Sauter, O. E. S.; Savage, R. L.; Sawadsky, A.; Schale, P.; Schilling, R.; Schmidt, J.; Schmidt, P.; Schnabel, R.; Schofield, R. M. S.; Schönbeck, A.; Schreiber, E.; Schuette, D.; Schutz, B. F.; Scott, J.; Scott, S. M.; Sellers, D.; Sengupta, A. S.; Sentenac, D.; Sequino, V.; Sergeev, A.; Setyawati, Y.; Shaddock, D. A.; Shaffer, T.; Shahriar, M. S.; Shaltev, M.; Shapiro, B.; Shawhan, P.; Sheperd, A.; Shoemaker, D. H.; Shoemaker, D. M.; Siellez, K.; Siemens, X.; Sieniawska, M.; Sigg, D.; Silva, A. D.; Singer, A.; Singer, L. P.; Singh, A.; Singh, R.; Singhal, A.; Sintes, A. M.; Slagmolen, B. J. J.; Smith, J. R.; Smith, N. D.; Smith, R. J. E.; Son, E. J.; Sorazu, B.; Sorrentino, F.; Souradeep, T.; Srivastava, A. K.; Staley, A.; Steinke, M.; Steinlechner, J.; Steinlechner, S.; Steinmeyer, D.; Stephens, B. C.; Stevenson, S. P.; Stone, R.; Strain, K. A.; Straniero, N.; Stratta, G.; Strauss, N. A.; Strigin, S.; Sturani, R.; Stuver, A. L.; Summerscales, T. Z.; Sun, L.; Sunil, S.; Sutton, P. J.; Swinkels, B. L.; Szczepańczyk, M. J.; Tacca, M.; Talukder, D.; Tanner, D. B.; Tápai, M.; Tarabrin, S. P.; Taracchini, A.; Taylor, R.; Theeg, T.; Thirugnanasambandam, M. P.; Thomas, E. G.; Thomas, M.; Thomas, P.; Thorne, K. A.; Thorne, K. S.; Thrane, E.; Tiwari, S.; Tiwari, V.; Tokmakov, K. V.; Toland, K.; Tomlinson, C.; Tonelli, M.; Tornasi, Z.; Torres, C. V.; Torrie, C. I.; Töyrä, D.; Travasso, F.; Traylor, G.; Trifirò, D.; Tringali, M. C.; Trozzo, L.; Tse, M.; Turconi, M.; Tuyenbayev, D.; Ugolini, D.; Unnikrishnan, C. S.; Urban, A. L.; Usman, S. A.; Vahlbruch, H.; Vajente, G.; Valdes, G.; Vallisneri, M.; van Bakel, N.; van Beuzekom, M.; van den Brand, J. F. J.; Van Den Broeck, C.; Vander-Hyde, D. C.; van der Schaaf, L.; van der Sluys, M. V.; van Heijningen, J. V.; Vano-Vinuales, A.; van Veggel, A. A.; Vardaro, M.; Vass, S.; Vasúth, M.; Vaulin, R.; Vecchio, A.; Vedovato, G.; Veitch, J.; Veitch, P. J.; Venkateswara, K.; Verkindt, D.; Vetrano, F.; Viceré, A.; Vinciguerra, S.; Vine, D. J.; Vinet, J.-Y.; Vitale, S.; Vo, T.; Vocca, H.; Vorvick, C.; Voss, D. V.; Vousden, W. D.; Vyatchanin, S. P.; Wade, A. R.; Wade, L. E.; Wade, M.; Walker, M.; Wallace, L.; Walsh, S.; Wang, G.; Wang, H.; Wang, M.; Wang, X.; Wang, Y.; Ward, R. L.; Warner, J.; Was, M.; Weaver, B.; Wei, L.-W.; Weinert, M.; Weinstein, A. J.; Weiss, R.; Wen, L.; Weßels, P.; Westphal, T.; Wette, K.; Whelan, J. T.; Whiting, B. F.; Williams, R. D.; Williamson, A. R.; Willis, J. L.; Willke, B.; Wimmer, M. H.; Winkler, W.; Wipf, C. C.; Wittel, H.; Woan, G.; Woehler, J.; Worden, J.; Wright, J. L.; Wu, D. S.; Wu, G.; Yablon, J.; Yam, W.; Yamamoto, H.; Yancey, C. C.; Yu, H.; Yvert, M.; ZadroŻny, A.; Zangrando, L.; Zanolin, M.; Zendri, J.-P.; Zevin, M.; Zhang, L.; Zhang, M.; Zhang, Y.; Zhao, C.; Zhou, M.; Zhou, Z.; Zhu, X. J.; Zucker, M. E.; Zuraw, S. E.; Zweizig, J.; Boyle, M.; Brügmann, B.; Campanelli, M.; Chu, T.; Clark, M.; Haas, R.; Hemberger, D.; Hinder, I.; Kidder, L. E.; Kinsey, M.; Laguna, P.; Ossokine, S.; Pan, Y.; Röver, C.; Scheel, M.; Szilagyi, B.; Teukolsky, S.; Zlochower, Y.; LIGO Scientific Collaboration; Virgo Collaboration

2016-10-01

This paper presents updated estimates of source parameters for GW150914, a binary black-hole coalescence event detected by the Laser Interferometer Gravitational-wave Observatory (LIGO) in 2015 [Abbott et al. Phys. Rev. Lett. 116, 061102 (2016).]. Abbott et al. [Phys. Rev. Lett. 116, 241102 (2016).] presented parameter estimation of the source using a 13-dimensional, phenomenological precessing-spin model (precessing IMRPhenom) and an 11-dimensional nonprecessing effective-one-body (EOB) model calibrated to numerical-relativity simulations, which forces spin alignment (nonprecessing EOBNR). Here, we present new results that include a 15-dimensional precessing-spin waveform model (precessing EOBNR) developed within the EOB formalism. We find good agreement with the parameters estimated previously [Abbott et al. Phys. Rev. Lett. 116, 241102 (2016).], and we quote updated component masses of 35-3+5 M⊙ and 3 0-4+3 M⊙ (where errors correspond to 90% symmetric credible intervals). We also present slightly tighter constraints on the dimensionless spin magnitudes of the two black holes, with a primary spin estimate <0.65 and a secondary spin estimate <0.75 at 90% probability. Abbott et al. [Phys. Rev. Lett. 116, 241102 (2016).] estimated the systematic parameter-extraction errors due to waveform-model uncertainty by combining the posterior probability densities of precessing IMRPhenom and nonprecessing EOBNR. Here, we find that the two precessing-spin models are in closer agreement, suggesting that these systematic errors are smaller than previously quoted.

Automated Land Cover Change Detection and Mapping from Hidden Parameter Estimates of Normalized Difference Vegetation Index (NDVI) Time-Series

NASA Astrophysics Data System (ADS)

Chakraborty, S.; Banerjee, A.; Gupta, S. K. S.; Christensen, P. R.; Papandreou-Suppappola, A.

2017-12-01

Multitemporal observations acquired frequently by satellites with short revisit periods such as the Moderate Resolution Imaging Spectroradiometer (MODIS), is an important source for modeling land cover. Due to the inherent seasonality of the land cover, harmonic modeling reveals hidden state parameters characteristic to it, which is used in classifying different land cover types and in detecting changes due to natural or anthropogenic factors. In this work, we use an eight day MODIS composite to create a Normalized Difference Vegetation Index (NDVI) time-series of ten years. Improved hidden parameter estimates of the nonlinear harmonic NDVI model are obtained using the Particle Filter (PF), a sequential Monte Carlo estimator. The nonlinear estimation based on PF is shown to improve parameter estimation for different land cover types compared to existing techniques that use the Extended Kalman Filter (EKF), due to linearization of the harmonic model. As these parameters are representative of a given land cover, its applicability in near real-time detection of land cover change is also studied by formulating a metric that captures parameter deviation due to change. The detection methodology is evaluated by considering change as a rare class problem. This approach is shown to detect change with minimum delay. Additionally, the degree of change within the change perimeter is non-uniform. By clustering the deviation in parameters due to change, this spatial variation in change severity is effectively mapped and validated with high spatial resolution change maps of the given regions.

Probabilistic inference of ecohydrological parameters using observations from point to satellite scales

NASA Astrophysics Data System (ADS)

Bassiouni, Maoya; Higgins, Chad W.; Still, Christopher J.; Good, Stephen P.

2018-06-01

Vegetation controls on soil moisture dynamics are challenging to measure and translate into scale- and site-specific ecohydrological parameters for simple soil water balance models. We hypothesize that empirical probability density functions (pdfs) of relative soil moisture or soil saturation encode sufficient information to determine these ecohydrological parameters. Further, these parameters can be estimated through inverse modeling of the analytical equation for soil saturation pdfs, derived from the commonly used stochastic soil water balance framework. We developed a generalizable Bayesian inference framework to estimate ecohydrological parameters consistent with empirical soil saturation pdfs derived from observations at point, footprint, and satellite scales. We applied the inference method to four sites with different land cover and climate assuming (i) an annual rainfall pattern and (ii) a wet season rainfall pattern with a dry season of negligible rainfall. The Nash-Sutcliffe efficiencies of the analytical model's fit to soil observations ranged from 0.89 to 0.99. The coefficient of variation of posterior parameter distributions ranged from < 1 to 15 %. The parameter identifiability was not significantly improved in the more complex seasonal model; however, small differences in parameter values indicate that the annual model may have absorbed dry season dynamics. Parameter estimates were most constrained for scales and locations at which soil water dynamics are more sensitive to the fitted ecohydrological parameters of interest. In these cases, model inversion converged more slowly but ultimately provided better goodness of fit and lower uncertainty. Results were robust using as few as 100 daily observations randomly sampled from the full records, demonstrating the advantage of analyzing soil saturation pdfs instead of time series to estimate ecohydrological parameters from sparse records. Our work combines modeling and empirical approaches in ecohydrology and provides a simple framework to obtain scale- and site-specific analytical descriptions of soil moisture dynamics consistent with soil moisture observations.

Estimation of Multiple Parameters over Vegetated Surfaces by Integrating Optical-Thermal Remote Sensing Observations

NASA Astrophysics Data System (ADS)

Ma, H.

2016-12-01

Land surface parameters from remote sensing observations are critical in monitoring and modeling of global climate change and biogeochemical cycles. Current methods for estimating land surface parameters are generally parameter-specific algorithms and are based on instantaneous physical models, which result in spatial, temporal and physical inconsistencies in current global products. Besides, optical and Thermal Infrared (TIR) remote sensing observations are usually separated to use based on different models , and the Middle InfraRed (MIR) observations have received little attention due to the complexity of the radiometric signal that mixes both reflected and emitted fluxes. In this paper, we proposed a unified algorithm for simultaneously retrieving a total of seven land surface parameters, including Leaf Area Index (LAI), Fraction of Absorbed Photosynthetically Active Radiation (FAPAR), land surface albedo, Land Surface Temperature (LST), surface emissivity, downward and upward longwave radiation, by exploiting remote sensing observations from visible to TIR domain based on a common physical Radiative Transfer (RT) model and a data assimilation framework. The coupled PROSPECT-VISIR and 4SAIL RT model were used for canopy reflectance modeling. At first, LAI was estimated using a data assimilation method that combines MODIS daily reflectance observation and a phenology model. The estimated LAI values were then input into the RT model to simulate surface spectral emissivity and surface albedo. Besides, the background albedo and the transmittance of solar radiation, and the canopy albedo were also calculated to produce FAPAR. Once the spectral emissivity of seven MODIS MIR to TIR bands were retrieved, LST can be estimated from the atmospheric corrected surface radiance by exploiting an optimization method. At last, the upward longwave radiation were estimated using the retrieved LST, broadband emissivity (converted from spectral emissivity) and the downward longwave radiation (modeled by MODTRAN). These seven parameters were validated over several representative sites with different biome type, and compared with MODIS and GLASS product. Results showed that this unified inversion algorithm can retrieve temporally complete and physical consistent land surface parameters with high accuracy.

Estimation of Unsteady Aerodynamic Models from Dynamic Wind Tunnel Data

NASA Technical Reports Server (NTRS)

Murphy, Patrick; Klein, Vladislav

2011-01-01

Demanding aerodynamic modelling requirements for military and civilian aircraft have motivated researchers to improve computational and experimental techniques and to pursue closer collaboration in these areas. Model identification and validation techniques are key components for this research. This paper presents mathematical model structures and identification techniques that have been used successfully to model more general aerodynamic behaviours in single-degree-of-freedom dynamic testing. Model parameters, characterizing aerodynamic properties, are estimated using linear and nonlinear regression methods in both time and frequency domains. Steps in identification including model structure determination, parameter estimation, and model validation, are addressed in this paper with examples using data from one-degree-of-freedom dynamic wind tunnel and water tunnel experiments. These techniques offer a methodology for expanding the utility of computational methods in application to flight dynamics, stability, and control problems. Since flight test is not always an option for early model validation, time history comparisons are commonly made between computational and experimental results and model adequacy is inferred by corroborating results. An extension is offered to this conventional approach where more general model parameter estimates and their standard errors are compared.

Inference regarding multiple structural changes in linear models with endogenous regressors☆

PubMed Central

Hall, Alastair R.; Han, Sanggohn; Boldea, Otilia

2012-01-01

This paper considers the linear model with endogenous regressors and multiple changes in the parameters at unknown times. It is shown that minimization of a Generalized Method of Moments criterion yields inconsistent estimators of the break fractions, but minimization of the Two Stage Least Squares (2SLS) criterion yields consistent estimators of these parameters. We develop a methodology for estimation and inference of the parameters of the model based on 2SLS. The analysis covers the cases where the reduced form is either stable or unstable. The methodology is illustrated via an application to the New Keynesian Phillips Curve for the US. PMID:23805021

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

Ensemble Kalman Filter for Dynamic State Estimation of Power Grids Stochastically Driven by Time-correlated Mechanical Input Power

DOE PAGES

Rosenthal, William Steven; Tartakovsky, Alex; Huang, Zhenyu

2017-10-31

State and parameter estimation of power transmission networks is important for monitoring power grid operating conditions and analyzing transient stability. Wind power generation depends on fluctuating input power levels, which are correlated in time and contribute to uncertainty in turbine dynamical models. The ensemble Kalman filter (EnKF), a standard state estimation technique, uses a deterministic forecast and does not explicitly model time-correlated noise in parameters such as mechanical input power. However, this uncertainty affects the probability of fault-induced transient instability and increased prediction bias. Here a novel approach is to model input power noise with time-correlated stochastic fluctuations, and integratemore » them with the network dynamics during the forecast. While the EnKF has been used to calibrate constant parameters in turbine dynamical models, the calibration of a statistical model for a time-correlated parameter has not been investigated. In this study, twin experiments on a standard transmission network test case are used to validate our time-correlated noise model framework for state estimation of unsteady operating conditions and transient stability analysis, and a methodology is proposed for the inference of the mechanical input power time-correlation length parameter using time-series data from PMUs monitoring power dynamics at generator buses.« less

FracFit: A Robust Parameter Estimation Tool for Anomalous Transport Problems

NASA Astrophysics Data System (ADS)

Kelly, J. F.; Bolster, D.; Meerschaert, M. M.; Drummond, J. D.; Packman, A. I.

2016-12-01

Anomalous transport cannot be adequately described with classical Fickian advection-dispersion equations (ADE). Rather, fractional calculus models may be used, which capture non-Fickian behavior (e.g. skewness and power-law tails). FracFit is a robust parameter estimation tool based on space- and time-fractional models used to model anomalous transport. Currently, four fractional models are supported: 1) space fractional advection-dispersion equation (sFADE), 2) time-fractional dispersion equation with drift (TFDE), 3) fractional mobile-immobile equation (FMIE), and 4) tempered fractional mobile-immobile equation (TFMIE); additional models may be added in the future. Model solutions using pulse initial conditions and continuous injections are evaluated using stable distribution PDFs and CDFs or subordination integrals. Parameter estimates are extracted from measured breakthrough curves (BTCs) using a weighted nonlinear least squares (WNLS) algorithm. Optimal weights for BTCs for pulse initial conditions and continuous injections are presented, facilitating the estimation of power-law tails. Two sample applications are analyzed: 1) continuous injection laboratory experiments using natural organic matter and 2) pulse injection BTCs in the Selke river. Model parameters are compared across models and goodness-of-fit metrics are presented, assisting model evaluation. The sFADE and time-fractional models are compared using space-time duality (Baeumer et. al., 2009), which links the two paradigms.

Impact of Uncertainties in Meteorological Forcing Data and Land Surface Parameters on Global Estimates of Terrestrial Water Balance Components

NASA Astrophysics Data System (ADS)

Nasonova, O. N.; Gusev, Ye. M.; Kovalev, Ye. E.

2009-04-01

Global estimates of the components of terrestrial water balance depend on a technique of estimation and on the global observational data sets used for this purpose. Land surface modelling is an up-to-date and powerful tool for such estimates. However, the results of modelling are affected by the quality of both a model and input information (including meteorological forcing data and model parameters). The latter is based on available global data sets containing meteorological data, land-use information, and soil and vegetation characteristics. Now there are a lot of global data sets, which differ in spatial and temporal resolution, as well as in accuracy and reliability. Evidently, uncertainties in global data sets will influence the results of model simulations, but to which extent? The present work is an attempt to investigate this issue. The work is based on the land surface model SWAP (Soil Water - Atmosphere - Plants) and global 1-degree data sets on meteorological forcing data and the land surface parameters, provided within the framework of the Second Global Soil Wetness Project (GSWP-2). The 3-hourly near-surface meteorological data (for the period from 1 July 1982 to 31 December 1995) are based on reanalyses and gridded observational data used in the International Satellite Land-Surface Climatology Project (ISLSCP) Initiative II. Following the GSWP-2 strategy, we used a number of alternative global forcing data sets to perform different sensitivity experiments (with six alternative versions of precipitation, four versions of radiation, two pure reanalysis products and two fully hybridized products of meteorological data). To reveal the influence of model parameters on simulations, in addition to GSWP-2 parameter data sets, we produced two alternative global data sets with soil parameters on the basis of their relationships with the content of clay and sand in a soil. After this the sensitivity experiments with three different sets of parameters were performed. As a result, 16 variants of global annual estimates of water balance components were obtained. Application of alternative data sets on radiation, precipitation, and soil parameters allowed us to reveal the influence of uncertainties in input data on global estimates of water balance components.

Experimental Design for Parameter Estimation of Gene Regulatory Networks

PubMed Central

Timmer, Jens

2012-01-01

Systems biology aims for building quantitative models to address unresolved issues in molecular biology. In order to describe the behavior of biological cells adequately, gene regulatory networks (GRNs) are intensively investigated. As the validity of models built for GRNs depends crucially on the kinetic rates, various methods have been developed to estimate these parameters from experimental data. For this purpose, it is favorable to choose the experimental conditions yielding maximal information. However, existing experimental design principles often rely on unfulfilled mathematical assumptions or become computationally demanding with growing model complexity. To solve this problem, we combined advanced methods for parameter and uncertainty estimation with experimental design considerations. As a showcase, we optimized three simulated GRNs in one of the challenges from the Dialogue for Reverse Engineering Assessment and Methods (DREAM). This article presents our approach, which was awarded the best performing procedure at the DREAM6 Estimation of Model Parameters challenge. For fast and reliable parameter estimation, local deterministic optimization of the likelihood was applied. We analyzed identifiability and precision of the estimates by calculating the profile likelihood. Furthermore, the profiles provided a way to uncover a selection of most informative experiments, from which the optimal one was chosen using additional criteria at every step of the design process. In conclusion, we provide a strategy for optimal experimental design and show its successful application on three highly nonlinear dynamic models. Although presented in the context of the GRNs to be inferred for the DREAM6 challenge, the approach is generic and applicable to most types of quantitative models in systems biology and other disciplines. PMID:22815723

Combined Estimation of Hydrogeologic Conceptual Model and Parameter Uncertainty

DOE Office of Scientific and Technical Information (OSTI.GOV)

Meyer, Philip D.; Ye, Ming; Neuman, Shlomo P.

2004-03-01

The objective of the research described in this report is the development and application of a methodology for comprehensively assessing the hydrogeologic uncertainties involved in dose assessment, including uncertainties associated with conceptual models, parameters, and scenarios. This report describes and applies a statistical method to quantitatively estimate the combined uncertainty in model predictions arising from conceptual model and parameter uncertainties. The method relies on model averaging to combine the predictions of a set of alternative models. Implementation is driven by the available data. When there is minimal site-specific data the method can be carried out with prior parameter estimates basedmore » on generic data and subjective prior model probabilities. For sites with observations of system behavior (and optionally data characterizing model parameters), the method uses model calibration to update the prior parameter estimates and model probabilities based on the correspondence between model predictions and site observations. The set of model alternatives can contain both simplified and complex models, with the requirement that all models be based on the same set of data. The method was applied to the geostatistical modeling of air permeability at a fractured rock site. Seven alternative variogram models of log air permeability were considered to represent data from single-hole pneumatic injection tests in six boreholes at the site. Unbiased maximum likelihood estimates of variogram and drift parameters were obtained for each model. Standard information criteria provided an ambiguous ranking of the models, which would not justify selecting one of them and discarding all others as is commonly done in practice. Instead, some of the models were eliminated based on their negligibly small updated probabilities and the rest were used to project the measured log permeabilities by kriging onto a rock volume containing the six boreholes. These four projections, and associated kriging variances, were averaged using the posterior model probabilities as weights. Finally, cross-validation was conducted by eliminating from consideration all data from one borehole at a time, repeating the above process, and comparing the predictive capability of the model-averaged result with that of each individual model. Using two quantitative measures of comparison, the model-averaged result was superior to any individual geostatistical model of log permeability considered.« less

Inverse modeling with RZWQM2 to predict water quality

USDA-ARS?s Scientific Manuscript database

Agricultural systems models such as RZWQM2 are complex and have numerous parameters that are unknown and difficult to estimate. Inverse modeling provides an objective statistical basis for calibration that involves simultaneous adjustment of model parameters and yields parameter confidence intervals...

Estimation of nonlinear pilot model parameters including time delay.

NASA Technical Reports Server (NTRS)

Schiess, J. R.; Roland, V. R.; Wells, W. R.

1972-01-01

Investigation of the feasibility of using a Kalman filter estimator for the identification of unknown parameters in nonlinear dynamic systems with a time delay. The problem considered is the application of estimation theory to determine the parameters of a family of pilot models containing delayed states. In particular, the pilot-plant dynamics are described by differential-difference equations of the retarded type. The pilot delay, included as one of the unknown parameters to be determined, is kept in pure form as opposed to the Pade approximations generally used for these systems. Problem areas associated with processing real pilot response data are included in the discussion.

Estimation of Staphylococcus aureus growth parameters from turbidity data: characterization of strain variation and comparison of methods.

PubMed

Lindqvist, R

2006-07-01

Turbidity methods offer possibilities for generating data required for addressing microorganism variability in risk modeling given that the results of these methods correspond to those of viable count methods. The objectives of this study were to identify the best approach for determining growth parameters based on turbidity data and use of a Bioscreen instrument and to characterize variability in growth parameters of 34 Staphylococcus aureus strains of different biotypes isolated from broiler carcasses. Growth parameters were estimated by fitting primary growth models to turbidity growth curves or to detection times of serially diluted cultures either directly or by using an analysis of variance (ANOVA) approach. The maximum specific growth rates in chicken broth at 17 degrees C estimated by time to detection methods were in good agreement with viable count estimates, whereas growth models (exponential and Richards) underestimated growth rates. Time to detection methods were selected for strain characterization. The variation of growth parameters among strains was best described by either the logistic or lognormal distribution, but definitive conclusions require a larger data set. The distribution of the physiological state parameter ranged from 0.01 to 0.92 and was not significantly different from a normal distribution. Strain variability was important, and the coefficient of variation of growth parameters was up to six times larger among strains than within strains. It is suggested to apply a time to detection (ANOVA) approach using turbidity measurements for convenient and accurate estimation of growth parameters. The results emphasize the need to consider implications of strain variability for predictive modeling and risk assessment.

Delineation and Analysis of Uncertainty of Contributing Areas to Wells at the Southbury Training School, Southbury, Connecticut

USGS Publications Warehouse

Starn, J. Jeffrey; Stone, Janet Radway; Mullaney, John R.

2000-01-01

Contributing areas to public-supply wells at the Southbury Training School in Southbury, Connecticut, were mapped by simulating ground-water flow in stratified glacial deposits in the lower Transylvania Brook watershed. The simulation used nonlinear regression methods and informational statistics to estimate parameters of a ground-water flow model using drawdown data from an aquifer test. The goodness of fit of the model and the uncertainty associated with model predictions were statistically measured. A watershed-scale model, depicting large-scale ground-water flow in the Transylvania Brook watershed, was used to estimate the distribution of groundwater recharge. Estimates of recharge from 10 small basins in the watershed differed on the basis of the drainage characteristics of each basin. Small basins having well-defined stream channels contributed less ground-water recharge than basins having no defined channels because potential ground-water recharge was carried away in the stream channel. Estimates of ground-water recharge were used in an aquifer-scale parameter-estimation model. Seven variations of the ground-water-flow system were posed, each representing the ground-water-flow system in slightly different but realistic ways. The model that most closely reproduced measured hydraulic heads and flows with realistic parameter values was selected as the most representative of the ground-water-flow system and was used to delineate boundaries of the contributing areas. The model fit revealed no systematic model error, which indicates that the model is likely to represent the major characteristics of the actual system. Parameter values estimated during the simulation are as follows: horizontal hydraulic conductivity of coarse-grained deposits, 154 feet per day; vertical hydraulic conductivity of coarse-grained deposits, 0.83 feet per day; horizontal hydraulic conductivity of fine-grained deposits, 29 feet per day; specific yield, 0.007; specific storage, 1.6E-05. Average annual recharge was estimated using the watershed-scale model with no parameter estimation and was determined to be 24 inches per year in the valley areas and 9 inches per year in the upland areas. The parameter estimates produced in the model are similar to expected values, with two exceptions. The estimated specific yield of the stratified glacial deposits is lower than expected, which could be caused by the layered nature of the deposits. The recharge estimate produced by the model was also lower?about 32 percent of the average annual rate. This could be caused by the timing of the aquifer test with respect to the annual cycle of ground-water recharge, and by some of the expected recharge going to parts of the flow system that were not simulated. The data used in the calibration were collected during an aquifer test from October 30 to November 4, 1996. The model fit was very good, as indicated by the correlation coefficient (0.999) between the weighted simulated values and weighted observed values. The model also reproduced the general rise in ground-water levels caused by ground-water recharge and the cyclic fluctuations caused by pumping prior to the aquifer test. Contributing areas were delineated using a particle-tracking procedure. Hypothetical particles of water were introduced at each model cell in the top layer and were tracked to determine whether or not they reached the pumped well. A deterministic contributing area was calculated using the calibrated model, and a probabilistic contributing area was calculated using a Monte Carlo approach along with the calibrated model. The Monte Carlo simulation was done, using the parameter variance/covariance matrix generated by the regression model, to estimate probabilities associated with the contributing area to the wells. The probabilities arise from uncertainty in the estimated parameter values, which in turn arise from the adequacy of the data available to comprehensively describe the groundwater-flow sy

A comparison of Monte Carlo-based Bayesian parameter estimation methods for stochastic models of genetic networks

PubMed Central

Zaikin, Alexey; Míguez, Joaquín

2017-01-01

We compare three state-of-the-art Bayesian inference methods for the estimation of the unknown parameters in a stochastic model of a genetic network. In particular, we introduce a stochastic version of the paradigmatic synthetic multicellular clock model proposed by Ullner et al., 2007. By introducing dynamical noise in the model and assuming that the partial observations of the system are contaminated by additive noise, we enable a principled mechanism to represent experimental uncertainties in the synthesis of the multicellular system and pave the way for the design of probabilistic methods for the estimation of any unknowns in the model. Within this setup, we tackle the Bayesian estimation of a subset of the model parameters. Specifically, we compare three Monte Carlo based numerical methods for the approximation of the posterior probability density function of the unknown parameters given a set of partial and noisy observations of the system. The schemes we assess are the particle Metropolis-Hastings (PMH) algorithm, the nonlinear population Monte Carlo (NPMC) method and the approximate Bayesian computation sequential Monte Carlo (ABC-SMC) scheme. We present an extensive numerical simulation study, which shows that while the three techniques can effectively solve the problem there are significant differences both in estimation accuracy and computational efficiency. PMID:28797087

A black box optimization approach to parameter estimation in a model for long/short term variations dynamics of commodity prices

NASA Astrophysics Data System (ADS)

De Santis, Alberto; Dellepiane, Umberto; Lucidi, Stefano

2012-11-01

In this paper we investigate the estimation problem for a model of the commodity prices. This model is a stochastic state space dynamical model and the problem unknowns are the state variables and the system parameters. Data are represented by the commodity spot prices, very seldom time series of Futures contracts are available for free. Both the system joint likelihood function (state variables and parameters) and the system marginal likelihood (the state variables are eliminated) function are addressed.

Using an EM Covariance Matrix to Estimate Structural Equation Models with Missing Data: Choosing an Adjusted Sample Size to Improve the Accuracy of Inferences

ERIC Educational Resources Information Center

Enders, Craig K.; Peugh, James L.

2004-01-01

Two methods, direct maximum likelihood (ML) and the expectation maximization (EM) algorithm, can be used to obtain ML parameter estimates for structural equation models with missing data (MD). Although the 2 methods frequently produce identical parameter estimates, it may be easier to satisfy missing at random assumptions using EM. However, no…

Estimating parameters for tree basal area growth with a system of equations and seemingly unrelated regressions

Treesearch

Charles E. Rose; Thomas B. Lynch

2001-01-01

A method was developed for estimating parameters in an individual tree basal area growth model using a system of equations based on dbh rank classes. The estimation method developed is a compromise between an individual tree and a stand level basal area growth model that accounts for the correlation between trees within a plot by using seemingly unrelated regression (...

Practical limits for reverse engineering of dynamical systems: a statistical analysis of sensitivity and parameter inferability in systems biology models.

PubMed

Erguler, Kamil; Stumpf, Michael P H

2011-05-01

The size and complexity of cellular systems make building predictive models an extremely difficult task. In principle dynamical time-course data can be used to elucidate the structure of the underlying molecular mechanisms, but a central and recurring problem is that many and very different models can be fitted to experimental data, especially when the latter are limited and subject to noise. Even given a model, estimating its parameters remains challenging in real-world systems. Here we present a comprehensive analysis of 180 systems biology models, which allows us to classify the parameters with respect to their contribution to the overall dynamical behaviour of the different systems. Our results reveal candidate elements of control in biochemical pathways that differentially contribute to dynamics. We introduce sensitivity profiles that concisely characterize parameter sensitivity and demonstrate how this can be connected to variability in data. Systematically linking data and model sloppiness allows us to extract features of dynamical systems that determine how well parameters can be estimated from time-course measurements, and associates the extent of data required for parameter inference with the model structure, and also with the global dynamical state of the system. The comprehensive analysis of so many systems biology models reaffirms the inability to estimate precisely most model or kinetic parameters as a generic feature of dynamical systems, and provides safe guidelines for performing better inferences and model predictions in the context of reverse engineering of mathematical models for biological systems.

Calibrating the sqHIMMELI v1.0 wetland methane emission model with hierarchical modeling and adaptive MCMC

NASA Astrophysics Data System (ADS)

Susiluoto, Jouni; Raivonen, Maarit; Backman, Leif; Laine, Marko; Makela, Jarmo; Peltola, Olli; Vesala, Timo; Aalto, Tuula

2018-03-01

Estimating methane (CH4) emissions from natural wetlands is complex, and the estimates contain large uncertainties. The models used for the task are typically heavily parameterized and the parameter values are not well known. In this study, we perform a Bayesian model calibration for a new wetland CH4 emission model to improve the quality of the predictions and to understand the limitations of such models.The detailed process model that we analyze contains descriptions for CH4 production from anaerobic respiration, CH4 oxidation, and gas transportation by diffusion, ebullition, and the aerenchyma cells of vascular plants. The processes are controlled by several tunable parameters. We use a hierarchical statistical model to describe the parameters and obtain the posterior distributions of the parameters and uncertainties in the processes with adaptive Markov chain Monte Carlo (MCMC), importance resampling, and time series analysis techniques. For the estimation, the analysis utilizes measurement data from the Siikaneva flux measurement site in southern Finland. The uncertainties related to the parameters and the modeled processes are described quantitatively. At the process level, the flux measurement data are able to constrain the CH4 production processes, methane oxidation, and the different gas transport processes. The posterior covariance structures explain how the parameters and the processes are related. Additionally, the flux and flux component uncertainties are analyzed both at the annual and daily levels. The parameter posterior densities obtained provide information regarding importance of the different processes, which is also useful for development of wetland methane emission models other than the square root HelsinkI Model of MEthane buiLd-up and emIssion for peatlands (sqHIMMELI). The hierarchical modeling allows us to assess the effects of some of the parameters on an annual basis. The results of the calibration and the cross validation suggest that the early spring net primary production could be used to predict parameters affecting the annual methane production. Even though the calibration is specific to the Siikaneva site, the hierarchical modeling approach is well suited for larger-scale studies and the results of the estimation pave way for a regional or global-scale Bayesian calibration of wetland emission models.

Approaches in highly parameterized inversion - PEST++, a Parameter ESTimation code optimized for large environmental models

USGS Publications Warehouse

Welter, David E.; Doherty, John E.; Hunt, Randall J.; Muffels, Christopher T.; Tonkin, Matthew J.; Schreuder, Willem A.

2012-01-01

An object-oriented parameter estimation code was developed to incorporate benefits of object-oriented programming techniques for solving large parameter estimation modeling problems. The code is written in C++ and is a formulation and expansion of the algorithms included in PEST, a widely used parameter estimation code written in Fortran. The new code is called PEST++ and is designed to lower the barriers of entry for users and developers while providing efficient algorithms that can accommodate large, highly parameterized problems. This effort has focused on (1) implementing the most popular features of PEST in a fashion that is easy for novice or experienced modelers to use and (2) creating a software design that is easy to extend; that is, this effort provides a documented object-oriented framework designed from the ground up to be modular and extensible. In addition, all PEST++ source code and its associated libraries, as well as the general run manager source code, have been integrated in the Microsoft Visual Studio® 2010 integrated development environment. The PEST++ code is designed to provide a foundation for an open-source development environment capable of producing robust and efficient parameter estimation tools for the environmental modeling community into the future.

A software tool to assess uncertainty in transient-storage model parameters using Monte Carlo simulations

USGS Publications Warehouse

Ward, Adam S.; Kelleher, Christa A.; Mason, Seth J. K.; Wagener, Thorsten; McIntyre, Neil; McGlynn, Brian L.; Runkel, Robert L.; Payn, Robert A.

2017-01-01

Researchers and practitioners alike often need to understand and characterize how water and solutes move through a stream in terms of the relative importance of in-stream and near-stream storage and transport processes. In-channel and subsurface storage processes are highly variable in space and time and difficult to measure. Storage estimates are commonly obtained using transient-storage models (TSMs) of the experimentally obtained solute-tracer test data. The TSM equations represent key transport and storage processes with a suite of numerical parameters. Parameter values are estimated via inverse modeling, in which parameter values are iteratively changed until model simulations closely match observed solute-tracer data. Several investigators have shown that TSM parameter estimates can be highly uncertain. When this is the case, parameter values cannot be used reliably to interpret stream-reach functioning. However, authors of most TSM studies do not evaluate or report parameter certainty. Here, we present a software tool linked to the One-dimensional Transport with Inflow and Storage (OTIS) model that enables researchers to conduct uncertainty analyses via Monte-Carlo parameter sampling and to visualize uncertainty and sensitivity results. We demonstrate application of our tool to 2 case studies and compare our results to output obtained from more traditional implementation of the OTIS model. We conclude by suggesting best practices for transient-storage modeling and recommend that future applications of TSMs include assessments of parameter certainty to support comparisons and more reliable interpretations of transport processes.

Inverse modeling of hydrologic parameters using surface flux and runoff observations in the Community Land Model

NASA Astrophysics Data System (ADS)

Sun, Y.; Hou, Z.; Huang, M.; Tian, F.; Leung, L. Ruby

2013-12-01

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Both deterministic least-square fitting and stochastic Markov-chain Monte Carlo (MCMC)-Bayesian inversion approaches are evaluated by applying them to CLM4 at selected sites with different climate and soil conditions. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the sampling-based stochastic inversion approaches provides significant improvements in the model simulations compared to using default CLM4 parameter values, and that as more information comes in, the predictive intervals (ranges of posterior distributions) of the calibrated parameters become narrower. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.

Resimulation of noise: a precision estimator for least square error curve-fitting tested for axial strain time constant imaging

NASA Astrophysics Data System (ADS)

Nair, S. P.; Righetti, R.

2015-05-01

Recent elastography techniques focus on imaging information on properties of materials which can be modeled as viscoelastic or poroelastic. These techniques often require the fitting of temporal strain data, acquired from either a creep or stress-relaxation experiment to a mathematical model using least square error (LSE) parameter estimation. It is known that the strain versus time relationships for tissues undergoing creep compression have a non-linear relationship. In non-linear cases, devising a measure of estimate reliability can be challenging. In this article, we have developed and tested a method to provide non linear LSE parameter estimate reliability: which we called Resimulation of Noise (RoN). RoN provides a measure of reliability by estimating the spread of parameter estimates from a single experiment realization. We have tested RoN specifically for the case of axial strain time constant parameter estimation in poroelastic media. Our tests show that the RoN estimated precision has a linear relationship to the actual precision of the LSE estimator. We have also compared results from the RoN derived measure of reliability against a commonly used reliability measure: the correlation coefficient (CorrCoeff). Our results show that CorrCoeff is a poor measure of estimate reliability for non-linear LSE parameter estimation. While the RoN is specifically tested only for axial strain time constant imaging, a general algorithm is provided for use in all LSE parameter estimation.

A Statistical Atrioventricular Node Model Accounting for Pathway Switching During Atrial Fibrillation.

PubMed

Henriksson, Mikael; Corino, Valentina D A; Sornmo, Leif; Sandberg, Frida

2016-09-01

The atrioventricular (AV) node plays a central role in atrial fibrillation (AF), as it influences the conduction of impulses from the atria into the ventricles. In this paper, the statistical dual pathway AV node model, previously introduced by us, is modified so that it accounts for atrial impulse pathway switching even if the preceding impulse did not cause a ventricular activation. The proposed change in model structure implies that the number of model parameters subjected to maximum likelihood estimation is reduced from five to four. The model is evaluated using the data acquired in the RATe control in atrial fibrillation (RATAF) study, involving 24-h ECG recordings from 60 patients with permanent AF. When fitting the models to the RATAF database, similar results were obtained for both the present and the previous model, with a median fit of 86%. The results show that the parameter estimates characterizing refractory period prolongation exhibit considerably lower variation when using the present model, a finding that may be ascribed to fewer model parameters. The new model maintains the capability to model RR intervals, while providing more reliable parameters estimates. The model parameters are expected to convey novel clinical information, and may be useful for predicting the effect of rate control drugs.

Improved estimation of hydraulic conductivity by combining stochastically simulated hydrofacies with geophysical data.

PubMed

Zhu, Lin; Gong, Huili; Chen, Yun; Li, Xiaojuan; Chang, Xiang; Cui, Yijiao

2016-03-01

Hydraulic conductivity is a major parameter affecting the output accuracy of groundwater flow and transport models. The most commonly used semi-empirical formula for estimating conductivity is Kozeny-Carman equation. However, this method alone does not work well with heterogeneous strata. Two important parameters, grain size and porosity, often show spatial variations at different scales. This study proposes a method for estimating conductivity distributions by combining a stochastic hydrofacies model with geophysical methods. The Markov chain model with transition probability matrix was adopted to re-construct structures of hydrofacies for deriving spatial deposit information. The geophysical and hydro-chemical data were used to estimate the porosity distribution through the Archie's law. Results show that the stochastic simulated hydrofacies model reflects the sedimentary features with an average model accuracy of 78% in comparison with borehole log data in the Chaobai alluvial fan. The estimated conductivity is reasonable and of the same order of magnitude of the outcomes of the pumping tests. The conductivity distribution is consistent with the sedimentary distributions. This study provides more reliable spatial distributions of the hydraulic parameters for further numerical modeling.

Adaptive Modal Identification for Flutter Suppression Control

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.; Drew, Michael; Swei, Sean S.

2016-01-01

In this paper, we will develop an adaptive modal identification method for identifying the frequencies and damping of a flutter mode based on model-reference adaptive control (MRAC) and least-squares methods. The least-squares parameter estimation will achieve parameter convergence in the presence of persistent excitation whereas the MRAC parameter estimation does not guarantee parameter convergence. Two adaptive flutter suppression control approaches are developed: one based on MRAC and the other based on the least-squares method. The MRAC flutter suppression control is designed as an integral part of the parameter estimation where the feedback signal is used to estimate the modal information. On the other hand, the separation principle of control and estimation is applied to the least-squares method. The least-squares modal identification is used to perform parameter estimation.

Polarimetric SAR Interferometry based modeling for tree height and aboveground biomass retrieval in a tropical deciduous forest

NASA Astrophysics Data System (ADS)

Kumar, Shashi; Khati, Unmesh G.; Chandola, Shreya; Agrawal, Shefali; Kushwaha, Satya P. S.

2017-08-01

The regulation of the carbon cycle is a critical ecosystem service provided by forests globally. It is, therefore, necessary to have robust techniques for speedy assessment of forest biophysical parameters at the landscape level. It is arduous and time taking to monitor the status of vast forest landscapes using traditional field methods. Remote sensing and GIS techniques are efficient tools that can monitor the health of forests regularly. Biomass estimation is a key parameter in the assessment of forest health. Polarimetric SAR (PolSAR) remote sensing has already shown its potential for forest biophysical parameter retrieval. The current research work focuses on the retrieval of forest biophysical parameters of tropical deciduous forest, using fully polarimetric spaceborne C-band data with Polarimetric SAR Interferometry (PolInSAR) techniques. PolSAR based Interferometric Water Cloud Model (IWCM) has been used to estimate aboveground biomass (AGB). Input parameters to the IWCM have been extracted from the decomposition modeling of SAR data as well as PolInSAR coherence estimation. The technique of forest tree height retrieval utilized PolInSAR coherence based modeling approach. Two techniques - Coherence Amplitude Inversion (CAI) and Three Stage Inversion (TSI) - for forest height estimation are discussed, compared and validated. These techniques allow estimation of forest stand height and true ground topography. The accuracy of the forest height estimated is assessed using ground-based measurements. PolInSAR based forest height models showed enervation in the identification of forest vegetation and as a result height values were obtained in river channels and plain areas. Overestimation in forest height was also noticed at several patches of the forest. To overcome this problem, coherence and backscatter based threshold technique is introduced for forest area identification and accurate height estimation in non-forested regions. IWCM based modeling for forest AGB retrieval showed R2 value of 0.5, RMSE of 62.73 (t ha-1) and a percent accuracy of 51%. TSI based PolInSAR inversion modeling showed the most accurate result for forest height estimation. The correlation between the field measured forest height and the estimated tree height using TSI technique is 62% with an average accuracy of 91.56% and RMSE of 2.28 m. The study suggested that PolInSAR coherence based modeling approach has significant potential for retrieval of forest biophysical parameters.

Aerodynamic parameters of High-Angle-of attack Research Vehicle (HARV) estimated from flight data

NASA Technical Reports Server (NTRS)

Klein, Vladislav; Ratvasky, Thomas R.; Cobleigh, Brent R.

1990-01-01

Aerodynamic parameters of the High-Angle-of-Attack Research Aircraft (HARV) were estimated from flight data at different values of the angle of attack between 10 degrees and 50 degrees. The main part of the data was obtained from small amplitude longitudinal and lateral maneuvers. A small number of large amplitude maneuvers was also used in the estimation. The measured data were first checked for their compatibility. It was found that the accuracy of air data was degraded by unexplained bias errors. Then, the data were analyzed by a stepwise regression method for obtaining a structure of aerodynamic model equations and least squares parameter estimates. Because of high data collinearity in several maneuvers, some of the longitudinal and all lateral maneuvers were reanalyzed by using two biased estimation techniques, the principal components regression and mixed estimation. The estimated parameters in the form of stability and control derivatives, and aerodynamic coefficients were plotted against the angle of attack and compared with the wind tunnel measurements. The influential parameters are, in general, estimated with acceptable accuracy and most of them are in agreement with wind tunnel results. The simulated responses of the aircraft showed good prediction capabilities of the resulting model.

Latent transition models with latent class predictors: attention deficit hyperactivity disorder subtypes and high school marijuana use

PubMed Central

Reboussin, Beth A.; Ialongo, Nicholas S.

2011-01-01

Summary Attention deficit hyperactivity disorder (ADHD) is a neurodevelopmental disorder which is most often diagnosed in childhood with symptoms often persisting into adulthood. Elevated rates of substance use disorders have been evidenced among those with ADHD, but recent research focusing on the relationship between subtypes of ADHD and specific drugs is inconsistent. We propose a latent transition model (LTM) to guide our understanding of how drug use progresses, in particular marijuana use, while accounting for the measurement error that is often found in self-reported substance use data. We extend the LTM to include a latent class predictor to represent empirically derived ADHD subtypes that do not rely on meeting specific diagnostic criteria. We begin by fitting two separate latent class analysis (LCA) models by using second-order estimating equations: a longitudinal LCA model to define stages of marijuana use, and a cross-sectional LCA model to define ADHD subtypes. The LTM model parameters describing the probability of transitioning between the LCA-defined stages of marijuana use and the influence of the LCA-defined ADHD subtypes on these transition rates are then estimated by using a set of first-order estimating equations given the LCA parameter estimates. A robust estimate of the LTM parameter variance that accounts for the variation due to the estimation of the two sets of LCA parameters is proposed. Solving three sets of estimating equations enables us to determine the underlying latent class structures independently of the model for the transition rates and simplifying assumptions about the correlation structure at each stage reduces the computational complexity. PMID:21461139

A hybrid pareto mixture for conditional asymmetric fat-tailed distributions.

PubMed

Carreau, Julie; Bengio, Yoshua

2009-07-01

In many cases, we observe some variables X that contain predictive information over a scalar variable of interest Y , with (X,Y) pairs observed in a training set. We can take advantage of this information to estimate the conditional density p(Y|X = x). In this paper, we propose a conditional mixture model with hybrid Pareto components to estimate p(Y|X = x). The hybrid Pareto is a Gaussian whose upper tail has been replaced by a generalized Pareto tail. A third parameter, in addition to the location and spread parameters of the Gaussian, controls the heaviness of the upper tail. Using the hybrid Pareto in a mixture model results in a nonparametric estimator that can adapt to multimodality, asymmetry, and heavy tails. A conditional density estimator is built by modeling the parameters of the mixture estimator as functions of X. We use a neural network to implement these functions. Such conditional density estimators have important applications in many domains such as finance and insurance. We show experimentally that this novel approach better models the conditional density in terms of likelihood, compared to competing algorithms: conditional mixture models with other types of components and a classical kernel-based nonparametric model.

UCODE, a computer code for universal inverse modeling

USGS Publications Warehouse

Poeter, E.P.; Hill, M.C.

1999-01-01

This article presents the US Geological Survey computer program UCODE, which was developed in collaboration with the US Army Corps of Engineers Waterways Experiment Station and the International Ground Water Modeling Center of the Colorado School of Mines. UCODE performs inverse modeling, posed as a parameter-estimation problem, using nonlinear regression. Any application model or set of models can be used; the only requirement is that they have numerical (ASCII or text only) input and output files and that the numbers in these files have sufficient significant digits. Application models can include preprocessors and postprocessors as well as models related to the processes of interest (physical, chemical and so on), making UCODE extremely powerful for model calibration. Estimated parameters can be defined flexibly with user-specified functions. Observations to be matched in the regression can be any quantity for which a simulated equivalent value can be produced, thus simulated equivalent values are calculated using values that appear in the application model output files and can be manipulated with additive and multiplicative functions, if necessary. Prior, or direct, information on estimated parameters also can be included in the regression. The nonlinear regression problem is solved by minimizing a weighted least-squares objective function with respect to the parameter values using a modified Gauss-Newton method. Sensitivities needed for the method are calculated approximately by forward or central differences and problems and solutions related to this approximation are discussed. Statistics are calculated and printed for use in (1) diagnosing inadequate data or identifying parameters that probably cannot be estimated with the available data, (2) evaluating estimated parameter values, (3) evaluating the model representation of the actual processes and (4) quantifying the uncertainty of model simulated values. UCODE is intended for use on any computer operating system: it consists of algorithms programmed in perl, a freeware language designed for text manipulation and Fortran90, which efficiently performs numerical calculations.

Multiple robustness in factorized likelihood models.

PubMed

Molina, J; Rotnitzky, A; Sued, M; Robins, J M

2017-09-01

We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors. We are interested in a finite-dimensional parameter that depends on only one of the likelihood factors and whose estimation requires the auxiliary estimation of one or several nuisance functions. We investigate general structures conducive to the construction of so-called multiply robust estimating functions, whose computation requires postulating several dimension-reducing models but which have mean zero at the true parameter value provided one of these models is correct.

Transfer-function-parameter estimation from frequency response data: A FORTRAN program

NASA Technical Reports Server (NTRS)

Seidel, R. C.

1975-01-01

A FORTRAN computer program designed to fit a linear transfer function model to given frequency response magnitude and phase data is presented. A conjugate gradient search is used that minimizes the integral of the absolute value of the error squared between the model and the data. The search is constrained to insure model stability. A scaling of the model parameters by their own magnitude aids search convergence. Efficient computer algorithms result in a small and fast program suitable for a minicomputer. A sample problem with different model structures and parameter estimates is reported.

PERIODIC AUTOREGRESSIVE-MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES.

USGS Publications Warehouse

Vecchia, A.V.

1985-01-01

Results involving correlation properties and parameter estimation for autogressive-moving average models with periodic parameters are presented. A multivariate representation of the PARMA model is used to derive parameter space restrictions and difference equations for the periodic autocorrelations. Close approximation to the likelihood function for Gaussian PARMA processes results in efficient maximum-likelihood estimation procedures. Terms in the Fourier expansion of the parameters are sequentially included, and a selection criterion is given for determining the optimal number of harmonics to be included. Application of the techniques is demonstrated through analysis of a monthly streamflow time series.

An improved estimator for the hydration of fat-free mass from in vivo measurements subject to additive technical errors.

PubMed

Kinnamon, Daniel D; Lipsitz, Stuart R; Ludwig, David A; Lipshultz, Steven E; Miller, Tracie L

2010-04-01

The hydration of fat-free mass, or hydration fraction (HF), is often defined as a constant body composition parameter in a two-compartment model and then estimated from in vivo measurements. We showed that the widely used estimator for the HF parameter in this model, the mean of the ratios of measured total body water (TBW) to fat-free mass (FFM) in individual subjects, can be inaccurate in the presence of additive technical errors. We then proposed a new instrumental variables estimator that accurately estimates the HF parameter in the presence of such errors. In Monte Carlo simulations, the mean of the ratios of TBW to FFM was an inaccurate estimator of the HF parameter, and inferences based on it had actual type I error rates more than 13 times the nominal 0.05 level under certain conditions. The instrumental variables estimator was accurate and maintained an actual type I error rate close to the nominal level in all simulations. When estimating and performing inference on the HF parameter, the proposed instrumental variables estimator should yield accurate estimates and correct inferences in the presence of additive technical errors, but the mean of the ratios of TBW to FFM in individual subjects may not.

Compartmental analysis of [11C]flumazenil kinetics for the estimation of ligand transport rate and receptor distribution using positron emission tomography.

PubMed

Koeppe, R A; Holthoff, V A; Frey, K A; Kilbourn, M R; Kuhl, D E

1991-09-01

The in vivo kinetic behavior of [11C]flumazenil ([11C]FMZ), a non-subtype-specific central benzodiazepine antagonist, is characterized using compartmental analysis with the aim of producing an optimized data acquisition protocol and tracer kinetic model configuration for the assessment of [11C]FMZ binding to benzodiazepine receptors (BZRs) in human brain. The approach presented is simple, requiring only a single radioligand injection. Dynamic positron emission tomography data were acquired on 18 normal volunteers using a 60- to 90-min sequence of scans and were analyzed with model configurations that included a three-compartment, four-parameter model, a three-compartment, three-parameter model, with a fixed value for free plus nonspecific binding; and a two-compartment, two-parameter model. Statistical analysis indicated that a four-parameter model did not yield significantly better fits than a three-parameter model. Goodness of fit was improved for three- versus two-parameter configurations in regions with low receptor density, but not in regions with moderate to high receptor density. Thus, a two-compartment, two-parameter configuration was found to adequately describe the kinetic behavior of [11C]FMZ in human brain, with stable estimates of the model parameters obtainable from as little as 20-30 min of data. Pixel-by-pixel analysis yields functional images of transport rate (K1) and ligand distribution volume (DV"), and thus provides independent estimates of ligand delivery and BZR binding.

An advection-diffusion-reaction size-structured fish population dynamics model combined with a statistical parameter estimation procedure: application to the Indian ocean skipjack tuna fishery.

PubMed

Faugeras, Blaise; Maury, Olivier

2005-10-01

We develop an advection-diffusion size-structured fish population dynamics model and apply it to simulate the skipjack tuna population in the Indian Ocean. The model is fully spatialized, and movements are parameterized with oceanographical and biological data; thus it naturally reacts to environment changes. We first formulate an initial-boundary value problem and prove existence of a unique positive solution. We then discuss the numerical scheme chosen for the integration of the simulation model. In a second step we address the parameter estimation problem for such a model. With the help of automatic differentiation, we derive the adjoint code which is used to compute the exact gradient of a Bayesian cost function measuring the distance between the outputs of the model and catch and length frequency data. A sensitivity analysis shows that not all parameters can be estimated from the data. Finally twin experiments in which pertubated parameters are recovered from simulated data are successfully conducted.

A General Approach for Specifying Informative Prior Distributions for PBPK Model Parameters

EPA Science Inventory

Characterization of uncertainty in model predictions is receiving more interest as more models are being used in applications that are critical to human health. For models in which parameters reflect biological characteristics, it is often possible to provide estimates of paramet...

ARMA models for earthquake ground motions. Seismic safety margins research program

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chang, M. K.; Kwiatkowski, J. W.; Nau, R. F.

1981-02-01

Four major California earthquake records were analyzed by use of a class of discrete linear time-domain processes commonly referred to as ARMA (Autoregressive/Moving-Average) models. It was possible to analyze these different earthquakes, identify the order of the appropriate ARMA model(s), estimate parameters, and test the residuals generated by these models. It was also possible to show the connections, similarities, and differences between the traditional continuous models (with parameter estimates based on spectral analyses) and the discrete models with parameters estimated by various maximum-likelihood techniques applied to digitized acceleration data in the time domain. The methodology proposed is suitable for simulatingmore » earthquake ground motions in the time domain, and appears to be easily adapted to serve as inputs for nonlinear discrete time models of structural motions. 60 references, 19 figures, 9 tables.« less

Item response theory analysis of the Utrecht Work Engagement Scale for Students (UWES-S) using a sample of Japanese university and college students majoring medical science, nursing, and natural science.

PubMed

Tsubakita, Takashi; Shimazaki, Kazuyo; Ito, Hiroshi; Kawazoe, Nobuo

2017-10-30

The Utrecht Work Engagement Scale for Students has been used internationally to assess students' academic engagement, but it has not been analyzed via item response theory. The purpose of this study was to conduct an item response theory analysis of the Japanese version of the Utrecht Work Engagement Scale for Students translated by authors. Using a two-parameter model and Samejima's graded response model, difficulty and discrimination parameters were estimated after confirming the factor structure of the scale. The 14 items on the scale were analyzed with a sample of 3214 university and college students majoring medical science, nursing, or natural science in Japan. The preliminary parameter estimation was conducted with the two parameter model, and indicated that three items should be removed because there were outlier parameters. Final parameter estimation was conducted using the survived 11 items, and indicated that all difficulty and discrimination parameters were acceptable. The test information curve suggested that the scale better assesses higher engagement than average engagement. The estimated parameters provide a basis for future comparative studies. The results also suggested that a 7-point Likert scale is too broad; thus, the scaling should be modified to fewer graded scaling structure.

A Modified Penalty Parameter Approach for Optimal Estimation of UH with Simultaneous Estimation of Infiltration Parameters

NASA Astrophysics Data System (ADS)

Bhattacharjya, Rajib Kumar

2018-05-01

The unit hydrograph and the infiltration parameters of a watershed can be obtained from observed rainfall-runoff data by using inverse optimization technique. This is a two-stage optimization problem. In the first stage, the infiltration parameters are obtained and the unit hydrograph ordinates are estimated in the second stage. In order to combine this two-stage method into a single stage one, a modified penalty parameter approach is proposed for converting the constrained optimization problem to an unconstrained one. The proposed approach is designed in such a way that the model initially obtains the infiltration parameters and then searches the optimal unit hydrograph ordinates. The optimization model is solved using Genetic Algorithms. A reduction factor is used in the penalty parameter approach so that the obtained optimal infiltration parameters are not destroyed during subsequent generation of genetic algorithms, required for searching optimal unit hydrograph ordinates. The performance of the proposed methodology is evaluated by using two example problems. The evaluation shows that the model is superior, simple in concept and also has the potential for field application.

Transfer Function Identification Using Orthogonal Fourier Transform Modeling Functions

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2013-01-01

A method for transfer function identification, including both model structure determination and parameter estimation, was developed and demonstrated. The approach uses orthogonal modeling functions generated from frequency domain data obtained by Fourier transformation of time series data. The method was applied to simulation data to identify continuous-time transfer function models and unsteady aerodynamic models. Model fit error, estimated model parameters, and the associated uncertainties were used to show the effectiveness of the method for identifying accurate transfer function models from noisy data.

Principles of parametric estimation in modeling language competition

PubMed Central

Zhang, Menghan; Gong, Tao

2013-01-01

It is generally difficult to define reasonable parameters and interpret their values in mathematical models of social phenomena. Rather than directly fitting abstract parameters against empirical data, we should define some concrete parameters to denote the sociocultural factors relevant for particular phenomena, and compute the values of these parameters based upon the corresponding empirical data. Taking the example of modeling studies of language competition, we propose a language diffusion principle and two language inheritance principles to compute two critical parameters, namely the impacts and inheritance rates of competing languages, in our language competition model derived from the Lotka–Volterra competition model in evolutionary biology. These principles assign explicit sociolinguistic meanings to those parameters and calculate their values from the relevant data of population censuses and language surveys. Using four examples of language competition, we illustrate that our language competition model with thus-estimated parameter values can reliably replicate and predict the dynamics of language competition, and it is especially useful in cases lacking direct competition data. PMID:23716678

Principles of parametric estimation in modeling language competition.

PubMed

Zhang, Menghan; Gong, Tao

2013-06-11

It is generally difficult to define reasonable parameters and interpret their values in mathematical models of social phenomena. Rather than directly fitting abstract parameters against empirical data, we should define some concrete parameters to denote the sociocultural factors relevant for particular phenomena, and compute the values of these parameters based upon the corresponding empirical data. Taking the example of modeling studies of language competition, we propose a language diffusion principle and two language inheritance principles to compute two critical parameters, namely the impacts and inheritance rates of competing languages, in our language competition model derived from the Lotka-Volterra competition model in evolutionary biology. These principles assign explicit sociolinguistic meanings to those parameters and calculate their values from the relevant data of population censuses and language surveys. Using four examples of language competition, we illustrate that our language competition model with thus-estimated parameter values can reliably replicate and predict the dynamics of language competition, and it is especially useful in cases lacking direct competition data.

Modeling of 2D diffusion processes based on microscopy data: parameter estimation and practical identifiability analysis.

PubMed

Hock, Sabrina; Hasenauer, Jan; Theis, Fabian J

2013-01-01

Diffusion is a key component of many biological processes such as chemotaxis, developmental differentiation and tissue morphogenesis. Since recently, the spatial gradients caused by diffusion can be assessed in-vitro and in-vivo using microscopy based imaging techniques. The resulting time-series of two dimensional, high-resolutions images in combination with mechanistic models enable the quantitative analysis of the underlying mechanisms. However, such a model-based analysis is still challenging due to measurement noise and sparse observations, which result in uncertainties of the model parameters. We introduce a likelihood function for image-based measurements with log-normal distributed noise. Based upon this likelihood function we formulate the maximum likelihood estimation problem, which is solved using PDE-constrained optimization methods. To assess the uncertainty and practical identifiability of the parameters we introduce profile likelihoods for diffusion processes. As proof of concept, we model certain aspects of the guidance of dendritic cells towards lymphatic vessels, an example for haptotaxis. Using a realistic set of artificial measurement data, we estimate the five kinetic parameters of this model and compute profile likelihoods. Our novel approach for the estimation of model parameters from image data as well as the proposed identifiability analysis approach is widely applicable to diffusion processes. The profile likelihood based method provides more rigorous uncertainty bounds in contrast to local approximation methods.

Optimal input shaping for Fisher identifiability of control-oriented lithium-ion battery models

NASA Astrophysics Data System (ADS)

Rothenberger, Michael J.

This dissertation examines the fundamental challenge of optimally shaping input trajectories to maximize parameter identifiability of control-oriented lithium-ion battery models. Identifiability is a property from information theory that determines the solvability of parameter estimation for mathematical models using input-output measurements. This dissertation creates a framework that exploits the Fisher information metric to quantify the level of battery parameter identifiability, optimizes this metric through input shaping, and facilitates faster and more accurate estimation. The popularity of lithium-ion batteries is growing significantly in the energy storage domain, especially for stationary and transportation applications. While these cells have excellent power and energy densities, they are plagued with safety and lifespan concerns. These concerns are often resolved in the industry through conservative current and voltage operating limits, which reduce the overall performance and still lack robustness in detecting catastrophic failure modes. New advances in automotive battery management systems mitigate these challenges through the incorporation of model-based control to increase performance, safety, and lifespan. To achieve these goals, model-based control requires accurate parameterization of the battery model. While many groups in the literature study a variety of methods to perform battery parameter estimation, a fundamental issue of poor parameter identifiability remains apparent for lithium-ion battery models. This fundamental challenge of battery identifiability is studied extensively in the literature, and some groups are even approaching the problem of improving the ability to estimate the model parameters. The first approach is to add additional sensors to the battery to gain more information that is used for estimation. The other main approach is to shape the input trajectories to increase the amount of information that can be gained from input-output measurements, and is the approach used in this dissertation. Research in the literature studies optimal current input shaping for high-order electrochemical battery models and focuses on offline laboratory cycling. While this body of research highlights improvements in identifiability through optimal input shaping, each optimal input is a function of nominal parameters, which creates a tautology. The parameter values must be known a priori to determine the optimal input for maximizing estimation speed and accuracy. The system identification literature presents multiple studies containing methods that avoid the challenges of this tautology, but these methods are absent from the battery parameter estimation domain. The gaps in the above literature are addressed in this dissertation through the following five novel and unique contributions. First, this dissertation optimizes the parameter identifiability of a thermal battery model, which Sergio Mendoza experimentally validates through a close collaboration with this dissertation's author. Second, this dissertation extends input-shaping optimization to a linear and nonlinear equivalent-circuit battery model and illustrates the substantial improvements in Fisher identifiability for a periodic optimal signal when compared against automotive benchmark cycles. Third, this dissertation presents an experimental validation study of the simulation work in the previous contribution. The estimation study shows that the automotive benchmark cycles either converge slower than the optimized cycle, or not at all for certain parameters. Fourth, this dissertation examines how automotive battery packs with additional power electronic components that dynamically route current to individual cells/modules can be used for parameter identifiability optimization. While the user and vehicle supervisory controller dictate the current demand for these packs, the optimized internal allocation of current still improves identifiability. Finally, this dissertation presents a robust Bayesian sequential input shaping optimization study to maximize the conditional Fisher information of the battery model parameters without prior knowledge of the nominal parameter set. This iterative algorithm only requires knowledge of the prior parameter distributions to converge to the optimal input trajectory.

CXTFIT/Excel A modular adaptable code for parameter estimation, sensitivity analysis and uncertainty analysis for laboratory or field tracer experiments

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tang, Guoping; Mayes, Melanie; Parker, Jack C

2010-01-01

We implemented the widely used CXTFIT code in Excel to provide flexibility and added sensitivity and uncertainty analysis functions to improve transport parameter estimation and to facilitate model discrimination for multi-tracer experiments on structured soils. Analytical solutions for one-dimensional equilibrium and nonequilibrium convection dispersion equations were coded as VBA functions so that they could be used as ordinary math functions in Excel for forward predictions. Macros with user-friendly interfaces were developed for optimization, sensitivity analysis, uncertainty analysis, error propagation, response surface calculation, and Monte Carlo analysis. As a result, any parameter with transformations (e.g., dimensionless, log-transformed, species-dependent reactions, etc.) couldmore » be estimated with uncertainty and sensitivity quantification for multiple tracer data at multiple locations and times. Prior information and observation errors could be incorporated into the weighted nonlinear least squares method with a penalty function. Users are able to change selected parameter values and view the results via embedded graphics, resulting in a flexible tool applicable to modeling transport processes and to teaching students about parameter estimation. The code was verified by comparing to a number of benchmarks with CXTFIT 2.0. It was applied to improve parameter estimation for four typical tracer experiment data sets in the literature using multi-model evaluation and comparison. Additional examples were included to illustrate the flexibilities and advantages of CXTFIT/Excel. The VBA macros were designed for general purpose and could be used for any parameter estimation/model calibration when the forward solution is implemented in Excel. A step-by-step tutorial, example Excel files and the code are provided as supplemental material.« less

Predicting minimum uncertainties in the inversion of ocean color geophysical parameters based on Cramer-Rao bounds.

PubMed

Jay, Sylvain; Guillaume, Mireille; Chami, Malik; Minghelli, Audrey; Deville, Yannick; Lafrance, Bruno; Serfaty, Véronique

2018-01-22

We present an analytical approach based on Cramer-Rao Bounds (CRBs) to investigate the uncertainties in estimated ocean color parameters resulting from the propagation of uncertainties in the bio-optical reflectance modeling through the inversion process. Based on given bio-optical and noise probabilistic models, CRBs can be computed efficiently for any set of ocean color parameters and any sensor configuration, directly providing the minimum estimation variance that can be possibly attained by any unbiased estimator of any targeted parameter. Here, CRBs are explicitly developed using (1) two water reflectance models corresponding to deep and shallow waters, resp., and (2) four probabilistic models describing the environmental noises observed within four Sentinel-2 MSI, HICO, Sentinel-3 OLCI and MODIS images, resp. For both deep and shallow waters, CRBs are shown to be consistent with the experimental estimation variances obtained using two published remote-sensing methods, while not requiring one to perform any inversion. CRBs are also used to investigate to what extent perfect a priori knowledge on one or several geophysical parameters can improve the estimation of remaining unknown parameters. For example, using pre-existing knowledge of bathymetry (e.g., derived from LiDAR) within the inversion is shown to greatly improve the retrieval of bottom cover for shallow waters. Finally, CRBs are shown to provide valuable information on the best estimation performances that may be achieved with the MSI, HICO, OLCI and MODIS configurations for a variety of oceanic, coastal and inland waters. CRBs are thus demonstrated to be an informative and efficient tool to characterize minimum uncertainties in inverted ocean color geophysical parameters.

Table look-up estimation of signal and noise parameters from quantized observables

NASA Technical Reports Server (NTRS)

Vilnrotter, V. A.; Rodemich, E. R.

1986-01-01

A table look-up algorithm for estimating underlying signal and noise parameters from quantized observables is examined. A general mathematical model is developed, and a look-up table designed specifically for estimating parameters from four-bit quantized data is described. Estimator performance is evaluated both analytically and by means of numerical simulation, and an example is provided to illustrate the use of the look-up table for estimating signal-to-noise ratios commonly encountered in Voyager-type data.

GSTAR-SUR Modeling With Calendar Variations And Intervention To Forecast Outflow Of Currencies In Java Indonesia

NASA Astrophysics Data System (ADS)

Akbar, M. S.; Setiawan; Suhartono; Ruchjana, B. N.; Riyadi, M. A. A.

2018-03-01

Ordinary Least Squares (OLS) is general method to estimates Generalized Space Time Autoregressive (GSTAR) parameters. But in some cases, the residuals of GSTAR are correlated between location. If OLS is applied to this case, then the estimators are inefficient. Generalized Least Squares (GLS) is a method used in Seemingly Unrelated Regression (SUR) model. This method estimated parameters of some models with residuals between equations are correlated. Simulation study shows that GSTAR with GLS method for estimating parameters (GSTAR-SUR) is more efficient than GSTAR-OLS method. The purpose of this research is to apply GSTAR-SUR with calendar variation and intervention as exogenous variable (GSTARX-SUR) for forecast outflow of currency in Java, Indonesia. As a result, GSTARX-SUR provides better performance than GSTARX-OLS.

Inverse Modeling of Hydrologic Parameters Using Surface Flux and Runoff Observations in the Community Land Model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Sun, Yu; Hou, Zhangshuan; Huang, Maoyi

2013-12-10

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find thatmore » using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.« less