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Wyświetlanie 1-15 z 299
Tytuł:
A Bayes algorithm for model compatibility and comparison of ARMA( p; q) models
Autorzy:
Tripathi, Praveen Kumar
Sen, Rijji
Upadhyay, S. K.
Powiązania:
https://bibliotekanauki.pl/articles/1054568.pdf
Data publikacji:
2021-06-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
ARMA model
exact likelihood
Gibbs sampler
Metropolis algorithm
posterior predictive loss
model compatibility
Ljung-Box-Pierce statistic
GDP growth rate
Opis:
The paper presents a Bayes analysis of an autoregressive-moving average model and its components based on exact likelihood and weak priors for the parameters where the priors are defined so that they incorporate stationarity and invertibility restrictions naturally. A Gibbs- Metropolis hybrid scheme is used to draw posterior-based inferences for the models under consideration. The compatibility of the models with the data is examined using the Ljung- Box-Pierce chi-square-based statistic. The paper also compares different compatible models through the posterior predictive loss criterion in order to recommend the most appropriate one. For a numerical illustration of the above, data on the Indian gross domestic product growth rate at constant prices are considered. Differencing the data once prior to conducting the analysis ensured their stationarity. Retrospective short-term predictions of the data are provided based on the final recommended model. The considered methodology is expected to offer an easy and precise method for economic data analysis.
Źródło:
Statistics in Transition new series; 2021, 22, 2; 95-123
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A Bayesian Small Area Model with Dirichlet Processes on the Responses
Autorzy:
Yin, Jiani
Nandram, Balgobin
Powiązania:
https://bibliotekanauki.pl/articles/1058988.pdf
Data publikacji:
2020-09-04
Wydawca:
Główny Urząd Statystyczny
Tematy:
Bayesian computation
bootstrap
predictive inference
robust modeling
computational and model diagnostics
survey data
Opis:
Typically survey data have responses with gaps, outliers and ties, and the distributions of the responses might be skewed. Usually, in small area estimation, predictive inference is done using a two-stage Bayesian model with normality at both levels (responses and area means). This is the Scott-Smith (S-S) model and it may not be robust against these features. Another model that can be used to provide a more robust structure is the two-stage Dirichlet process mixture (DPM) model, which has independent normal distributions on the responses and a single Dirichlet process on the area means. However, this model does not accommodate gaps, outliers and ties in the survey data directly. Because this DPM model has a normal distribution on the responses, it is unlikely to be realized in practice, and this is the problem we tackle in this paper. Therefore, we propose a two-stage non-parametric Bayesian model with several independent Dirichlet processes at the first stage that represents the data, thereby accommodating some of the difficulties with survey data and permitting a more robust predictive inference. This model has a Gaussian (normal) distribution on the area means, and so we call it the DPG model. Therefore, the DPM model and the DPG model are essentially the opposite of each other and they are both different from the S-S model. Among the three models, the DPG model gives us the best head-start to accommodate the features of the survey data. For Bayesian predictive inference, we need to integrate two data sets, one with the responses and other with area sizes. An application on body mass index, which is integrated with census data, and a simulation study are used to compare the three models (S-S, DPM, DPG); we show that the DPG model might be preferred.
Źródło:
Statistics in Transition new series; 2020, 21, 3; 1-19
1234-7655
Pojawia się w:
Statistics in Transition new series
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A combinatorial approach in predicting the outcome of tennis matches
Autorzy:
Šarčević, Ana
Vranić, Mihaela
Pintar, Damir
Powiązania:
https://bibliotekanauki.pl/articles/2055160.pdf
Data publikacji:
2021
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
binomial distribution
final score prediction
independent distribution
identical distribution
predictive model
rozkład dwumianowy
przewidywanie wyniku końcowego
rozkład identyczny
model predykcji
Opis:
Tennis, as one of the most popular individual sports in the world, holds an important role in the betting world. There are two main categories of bets: pre-match betting, which is conducted before the match starts, and live betting, which allows placing bets during the sporting event. Betting systems rely on setting sports odds, something historically done by domain experts. Setting odds for live betting represents a challenge due to the need to follow events in real-time and react accordingly. In tennis, hierarchical models often stand out as a popular choice when trying to predict the outcome of the match. These models commonly leverage a recursive approach that aims to predict the winner or the final score starting at any point in the match. However, recursive expressions inherently contain computational complexity which hinders the efficiency of methods relying on them. This paper proposes a more resource-effective alternative in the form of a combinatorial approach based on a binomial distribution. The resulting accuracy of the combinatorial approach is identical to that of the recursive approach while being vastly more efficient when considering the execution time, making it a superior choice for live betting in this domain.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2021, 31, 3; 525--538
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A comparision of model and signal based condition monitoring and mode separation for predictive maintenance of feed drives
Autorzy:
Maier, D.
Heisel, U.
Powiązania:
https://bibliotekanauki.pl/articles/100055.pdf
Data publikacji:
2011
Wydawca:
Wrocławska Rada Federacji Stowarzyszeń Naukowo-Technicznych
Tematy:
mode separation
condition monitoring
ball screw drive
predictive maintenance
Opis:
Modern production strategies increase the demand for closer monitoring of the machine's condition. Especially wear affects its condition. This paper deals with the methodology of condition monitoring that can be based on different sources of data such as controller NC CNC and additional sensors. Two main methods for assessment are signal analysis based exclusively on measurement data and a model based method The latter is based on comparing the simulation of the objects behaviour with the acquired data. Ball screw drives are key elements of machine tools. They considerably contribute to the machine's performance. The paper compares two signal-based wear inducing characteristics and discusses the results. Afterwards a model-based approach is discussed.
Źródło:
Journal of Machine Engineering; 2011, 11, 4; 138-151
1895-7595
2391-8071
Pojawia się w:
Journal of Machine Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A computationally efficient stable dual-mode type nonlinear predictive control algorithm
Autorzy:
Ławryńczuk, M.
Tadej, W.
Powiązania:
https://bibliotekanauki.pl/articles/971003.pdf
Data publikacji:
2008
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
linearyzacja
optymalizacja
stabilność
nonlinear model predictive control
dual-mode model predictive control
process control
linearisation
optimisation
quadratic programming
stability
constraints
terminal set
Opis:
This paper describes a computationally efficient (sub-optimal) nonlinear predictive control algorithm. The algorithm uses a modified dual-mode approach which guarantees closed-loop stability. In order to reduce the computational burden, instead of online nonlinear optimisation used in the classical dual-mode control scheme, a nonlinear model of the plant is linearised on-line and a quadratic programming problem is solved. Calculation of the terminal set and implementation steps of the algorithm are detailed, especially for input-output models, which are widely used in practice.
Źródło:
Control and Cybernetics; 2008, 37, 1; 99-132
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A computationally low burden MPTC of induction machine without prediction loop and weighting factor
Autorzy:
Kiani, Babak
Powiązania:
https://bibliotekanauki.pl/articles/2173663.pdf
Data publikacji:
2022
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
MPTC
model predictive torque control
induction motor
duty ratio
voltage vector
lookup table
weighting factor
modelowa predykcyjna kontrola momentu obrotowego
silnik indukcyjny
współczynnik wypełnienia impulsu
wektor napięcia
tabela przeglądowa
współczynnik ważenia
Opis:
This paper presents a novel method to overcome problems of finite set-model-based predictive torque control (MPTC) which has received a lot of attention in the last two decades. Tuning the weighting factor, evaluating a large number of switching states in the loop of the predictive control, and determining the duty cycle are three major challenges of the regular techniques. Torque and flux responses of deadbeat control have been developed to overcome these problems. In our method, firstly, the prediction stage is performed just once. Then, both the weighted cost function and its evaluation are replaced with only simple relationships. The relationships reduce torque ripple and THD of stator current compromisingly. In the next step, the length of the virtual vector is used to determine the duty cycle of the optimum voltage vector without any additional computations. The duty ratio does not focus on any relation or criteria minimizing torque or flux ripple. As a result, torque and flux ripples are reduced equally. The proposed duty cycle is calculated by using a predicted virtual voltage vector. Hence, no new computation is needed to determine the proposed duty cycle. Simulation and experimental results confirm both the steady and dynamic performance of the proposed method in all speed ranges.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2022, 70, 4; art. no. e142050
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A data-driven predictive maintenance strategy based on accurate failure prognostics
Autorzy:
Chen, Chuang
Wang, Cunsong
Lu, Ningyun
Jiang, Bin
Xing, Yin
Powiązania:
https://bibliotekanauki.pl/articles/1841691.pdf
Data publikacji:
2021
Wydawca:
Polska Akademia Nauk. Polskie Naukowo-Techniczne Towarzystwo Eksploatacyjne PAN
Tematy:
predictive maintenance
failure prognostics
performance degradation
maintenance cost
Opis:
Maintenance is fundamental to ensure the safety, reliability and availability of engineering systems, and predictive maintenance is the leading one in maintenance technology. This paper aims to develop a novel data-driven predictive maintenance strategy that can make appropriate maintenance decisions for repairable complex engineering systems. The proposed strategy includes degradation feature selection and degradation prognostic modeling modules to achieve accurate failure prognostics. For maintenance decision-making, the perfect time for taking maintenance activities is determined by evaluating the maintenance cost online that has taken into account of the failure prognostic results of performance degradation. The feasibility and effectiveness of the proposed strategy is confirmed using the NASA data set of aero-engines. Results show that the proposed strategy outperforms the two benchmark maintenance strategies: classical periodic maintenance and emerging dynamic predictive maintenance.
Źródło:
Eksploatacja i Niezawodność; 2021, 23, 2; 387-394
1507-2711
Pojawia się w:
Eksploatacja i Niezawodność
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A family of model predictive control algorithms with artificial neural networks
Autorzy:
Ławryńczuk, M.
Powiązania:
https://bibliotekanauki.pl/articles/929631.pdf
Data publikacji:
2007
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
sterowanie predykcyjne
sieć neuronowa
optymalizacja
linearyzacja
programowanie kwadratowe
predictive control
neural networks
optimisation
linearisation
quadratic programming
Opis:
This paper details nonlinear Model-based Predictive Control (MPC) algorithms for MIMO processes modelled by means of neural networks of a feedforward structure. Two general MPC techniques are considered: the one with Nonlinear Optimisation (MPC-NO) and the one with Nonlinear Prediction and Linearisation (MPC-NPL). In the first case a nonlinear optimisation problem is solved in real time on-line. In order to reduce the computational burden, in the second case a neural model of the process is used on-line to determine local linearisation and a nonlinear free trajectory. Single-point and multi-point linearisation methods are discussed. The MPC-NPL structure is far more reliable and less computationally demanding in comparison with the MPC-NO one because it solves a quadratic programming problem, which can be done efficiently within a foreseeable time frame. At the same time, closed-loop performance of both algorithm classes is similar. Finally, a hybrid MPC algorithm with Nonlinear Prediction, Linearisation and Nonlinear optimisation (MPC-NPL-NO) is discussed.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2007, 17, 2; 217-232
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A model-free direct predictive grid-current control strategy for grid-connected converter with an inductance-capacitance-inductance filter
Autorzy:
Guo, Leilei
Zheng, Mingzhe
Yu, Changzhou
Xu, Haizhen
Li, Yanyan
Powiązania:
https://bibliotekanauki.pl/articles/2202543.pdf
Data publikacji:
2023
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
grid-connected converter
GCC
model-free predictive current control
MFPCC
parameter mismatch
robustness
Opis:
The disadvantages of the conventional model predictive current control method for the grid-connected converter (GCC) with an inductance-capacitance-inductance (LCL) filter are a large amount of calculation and poor parameter robustness. Once parameters of the model are mismatched, the control accuracy of model predictive control (MPC) will be reduced, which will seriously affect the power quality of the GCC. The article intuitively analyzes the sensitivity of parameter mismatch on the current predictive control of the conventional LCL-filtered GCC. In order to solve these issues, a model-free predictive current control (MFPCC) method for the LCL-filtered GCC is proposed in this paper. The contribution of this work is that a novel current predictive robust controller for the LCL-filtered GCC is designed based on the principle of the ultra-local model of a single input single output system. The proposed control method does not require using any model parameters in the controller, which can effectively suppress the disturbances of the uncertain parameter variations. Compared with conventional MPC, the proposed MFPCC has smaller current total harmonic distortion (THD). When the filter parameters are mismatched, the control error of the proposed method is smaller. Finally, a comparative experimental study is carried out on the platform of Typhoon and PE-Expert4 to verify the superiority and effectiveness of the proposed MFPCC method for the LCL-filtered GCC.
Źródło:
Archives of Electrical Engineering; 2023, 72, 1; 23--42
1427-4221
2300-2506
Pojawia się w:
Archives of Electrical Engineering
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A multivariable multiobjective predictive controller
Autorzy:
Ben Aicha, F.
Bouani, F.
Ksouri, M.
Powiązania:
https://bibliotekanauki.pl/articles/331360.pdf
Data publikacji:
2013
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
closed loop performance
coupled multivariable system
generalized predictive control
multiobjective optimization
weighted sum method
NSGA-II
układ wielowymiarowy
sterowanie predykcyjne
optymalizacja wielokryterialna
metoda sumy ważonej
Opis:
Predictive control of MIMO processes is a challenging problem which requires the specification of a large number of tuning parameters (the prediction horizon, the control horizon and the cost weighting factor). In this context, the present paper compares two strategies to design a supervisor of the Multivariable Generalized Predictive Controller (MGPC), based on multiobjective optimization. Thus, the purpose of this work is the automatic adjustment of the MGPC synthesis by simultaneously minimizing a set of closed loop performances (the overshoot and the settling time for each output of the MIMO system). First, we adopt the Weighted Sum Method (WSM), which is an aggregative method combined with a Genetic Algorithm (GA) used to minimize a single criterion generated by the WSM. Second, we use the Non- Dominated Sorting Genetic Algorithm II (NSGA-II) as a Pareto method and we compare the results of both the methods. The performance of the two strategies in the adjustment of multivariable predictive control is illustrated by a simulation example. The simulation results confirm that a multiobjective, Pareto-based GA search yields a better performance than a single objective GA.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2013, 23, 1; 35-45
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new intelligentapproach in predictive maintenance of separation system
Autorzy:
Marichal, G. N.
Ávila, D.
Hernández, A.
Padrón, I.
Powiązania:
https://bibliotekanauki.pl/articles/116306.pdf
Data publikacji:
2020
Wydawca:
Uniwersytet Morski w Gdyni. Wydział Nawigacyjny
Tematy:
marine fuel separators
separation system
predictive maintenance
greenhouse gas (GHG)
Fast Fourier Transformation (FFT)
genetic neuro-fuzzy system
genetic algorithm
supervised learning
Opis:
Reducing contaminant emissions is an important task of any industry, included the maritime one. In fact, in April 2018, IMO (International Maritime Organization) adopted an Initial Strategy on reduction of Greenhouse gas (GHG) emissions from ships. An essential part responsible for producing these emissions is the diesel engine. For that reason vessels include separation systems for heavy fuel oils. The purpose of this work is to improve the predictive maintenance techniques incorporating new intelligent approaches. An analysis of vibrations of this separation system was made and their characteristics were used in a Genetic Neuro-Fuzzy System in order to design an intelligent maintenance based on condition monitoring. The achieved results show that the proposed method provides an improvement since it indicates if a maintenance operation is necessary before the schedule one or if it could be possible extend the next maintenance service.
Źródło:
TransNav : International Journal on Marine Navigation and Safety of Sea Transportation; 2020, 14, 2; 385-390
2083-6473
2083-6481
Pojawia się w:
TransNav : International Journal on Marine Navigation and Safety of Sea Transportation
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A new predictive filter for nonlinear alignment model of stationary MEMS inertial sensors
Autorzy:
Alhassan, Hassan Majed
Ghahremani, Nemat Allah
Powiązania:
https://bibliotekanauki.pl/articles/2052163.pdf
Data publikacji:
2021
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
predictive filter
nonlinear alignment
model error
optimization
MEMS inertial sensors
Opis:
This paper proposes a new approach called the Predictive Kalman Filter (PKF) which predicts and compensates model errors of inertial sensors to improve the accuracy of static alignment without the use of external assistance. The uncertain model error is the main problem in the field as the Micro Electro Mechanical System (MEMS) inertial sensors have bias which change over time, and these errors are not all observable. The proposed filter determines an optimal equivalent model error by minimizing a quadratic penalty function without augmenting the system state space. The optimization procedure enables the filter to decrease both model uncertainty and external disturbances. The paper first presents the complete formulation of the proposed filter. Then, a nonlinear alignment model with a large misalignment angle is considered. Experimental results demonstrate that the new method improves the accuracy and rapidness of the alignment process as the convergence time is reduced from 550 s to 50 s, and the azimuth misalignment angle correctness is decreased from 52′′ ± 47′′ to 4′′ ± 0.02′′.
Źródło:
Metrology and Measurement Systems; 2021, 28, 4; 673-691
0860-8229
Pojawia się w:
Metrology and Measurement Systems
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A numerically efficient fuzzy MPC algorithm with fast generation of the control signal
Autorzy:
Marusak, Piotr M.
Powiązania:
https://bibliotekanauki.pl/articles/1838187.pdf
Data publikacji:
2021
Wydawca:
Uniwersytet Zielonogórski. Oficyna Wydawnicza
Tematy:
model predictive control
fuzzy system
fuzzy control
nonlinear control
sterowanie predykcyjne
system rozmyty
sterowanie rozmyte
sterowanie nieliniowe
Opis:
Model predictive control (MPC) algorithms are widely used in practical applications. They are usually formulated as optimization problems. If a model used for prediction is linear (or linearized on-line), then the optimization problem is a standard, i.e., quadratic, one. Otherwise, it is a nonlinear, in general, nonconvex optimization problem. In the latter case, numerical problems may occur during solving this problem, and the time needed to calculate control signals cannot be determined. Therefore, approaches based on linear or linearized models are preferred in practical applications. A novel, fuzzy, numerically efficient MPC algorithm is proposed in the paper. It can offer better performance than the algorithms based on linear models, and very close to that of the algorithms based on nonlinear optimization. Its main advantage is the short time needed to calculate the control value at each sampling instant compared with optimization-based numerical algorithms; it is a combination of analytical and numerical versions of MPC algorithms. The efficiency of the proposed approach is demonstrated using control systems of two nonlinear control plants: the first one is a chemical CSTR reactor with a van de Vusse reaction, and the second one is a pH reactor.
Źródło:
International Journal of Applied Mathematics and Computer Science; 2021, 31, 1; 59-71
1641-876X
2083-8492
Pojawia się w:
International Journal of Applied Mathematics and Computer Science
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A robust predictive actuator fault-tolerant control scheme for Takagi-Sugeno fuzzy systems
Autorzy:
Witczak, P.
Witczak, M.
Korbicz, J.
Aubrun, Ch.
Powiązania:
https://bibliotekanauki.pl/articles/199920.pdf
Data publikacji:
2015
Wydawca:
Polska Akademia Nauk. Czytelnia Czasopism PAN
Tematy:
fault diagnosis
fault identification
robust control
robust invariant set
predictive control
fault-tolerant control
diagnostyka błędu
identyfikacja błędów
diagnostyka predykcyjna
kontrola tolerancji błędu
Opis:
The paper deals with the problem of robust predictive fault-tolerant control for nonlinear discrete-time systems described by the Takagi-Sugeno models. The proposed approach is based on a triple stage procedure, i.e. it starts from fault estimation while the fault is compensated with a robust controller. The robust controller is designed without taking into account the input constraints related with the actuator saturation that may change due to its faulty behaviour. Thus, to check the compensation feasibility, the robust invariant set is developed, which takes into account the input constraints. If the current state does not belong to the robust invariant set, then suitable predictive control actions are performed in order to enhance the invariant set. This appealing phenomenon makes it possible to enlarge the domain of attraction, which makes the proposed approach an efficient solution for the fault-tolerant control. The final part of the paper shows an illustrative example regarding the application of the proposed approach to the twin-rotor system.
Źródło:
Bulletin of the Polish Academy of Sciences. Technical Sciences; 2015, 63, 4; 977-987
0239-7528
Pojawia się w:
Bulletin of the Polish Academy of Sciences. Technical Sciences
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
A ship manoeuvring desktop simulator for developing and validating automatic control algorithms
Autorzy:
He, H.
Lataire, E.
Zwijnsvoorde, T. V.
Powiązania:
https://bibliotekanauki.pl/articles/24201421.pdf
Data publikacji:
2023
Wydawca:
Uniwersytet Morski w Gdyni. Wydział Nawigacyjny
Tematy:
automatic control
optimal tracking algorithms
manoeuvring simulator
anti-collision maneuvering
autonomous ship controller
model predictive control
waypoint path controller
authonomy of ships
Opis:
This paper presents a user‐friendly simulator developed based on Windows Forms and deployed as a test bed for validating automatic control algorithms. The effectiveness of some of the integrated track controllers has been tested with free running experiments carried out in the Towing Tank for Manoeuvres in Shallow Water in Ostend, Belgium. The controllers enable a ship to follow predefined random paths with high accuracy. Ship‐to‐ship interaction is considered in some cases. Simulator environments provide useful tools for extending the number of validation scenarios, supplementing the work performed in the towing tank. The simulator is presented with a graphical user interface, aiming at providing a good user experience, numerous test scenarios and an extensively‐validated library of automatic control algorithms. With the usage of the simulator, further evaluation of developed control algorithms by implementing extensive test runs with different ships and waterways could be made. Case studies are shown to illustrate the functionality of the simulator.
Źródło:
TransNav : International Journal on Marine Navigation and Safety of Sea Transportation; 2023, 17, 3; 607--616
2083-6473
2083-6481
Pojawia się w:
TransNav : International Journal on Marine Navigation and Safety of Sea Transportation
Dostawca treści:
Biblioteka Nauki
Artykuł
Wyświetlanie 1-15 z 299

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