716 research outputs found

    Data-Driven Extrapolation Via Feature Augmentation Based on Variably Scaled Thin Plate Splines

    Get PDF
    The data driven extrapolation requires the definition of a functional model depending on the available data and has the application scope of providing reliable predictions on the unknown dynamics. Since data might be scattered, we drive our attention towards kernel models that have the advantage of being meshfree. Precisely, the proposed numerical method makes use of the so-called Variably Scaled Kernels (VSKs), which are introduced to implement a feature augmentation-like strategy based on discrete data. Due to the possible uncertainty on the data and since we are interested in modelling the behaviour of the target functions, we seek for a regularized solution by ridge regression. Focusing on polyharmonic splines, we investigate their implementation in the VSK setting and we provide error bounds in Beppo–Levi spaces. The performances of the method are then tested on functions showing exponential or rational decay. Comparisons with Support Vector Regression (SVR) are also carried out and highlight that the proposed approach is effective, particularly since it does not require to train complex architecture constructions

    A Reproducing Kernel Perspective of Smoothing Spline Estimators

    Get PDF
    Spline functions have a long history as smoothers of noisy time series data, and several equivalent kernel representations have been proposed in terms of the Green's function solving the related boundary value problem. In this study we make use of the reproducing kernel property of the Green's function to obtain an hierarchy of time-invariant spline kernels of different order. The reproducing kernels give a good representation of smoothing splines for medium and long length filters, with a better performance of the asymmetric weights in terms of signal passing, noise suppression and revisions. Empirical comparisons of time-invariant filters are made with the classical non linear ones. The former are shown to loose part of their optimal properties when we fixed the length of the filter according to the noise to signal ratio as done in nonparametric seasonal adjustment procedures.equivalent kernels, nonparametric regression, Hilbert spaces, time series filtering, spectral properties

    Master index to volumes 1–10

    Get PDF

    Transfinite thin plate spline interpolation

    Full text link
    Duchon's method of thin plate splines defines a polyharmonic interpolant to scattered data values as the minimizer of a certain integral functional. For transfinite interpolation, i.e. interpolation of continuous data prescribed on curves or hypersurfaces, Kounchev has developed the method of polysplines, which are piecewise polyharmonic functions of fixed smoothness across the given hypersurfaces and satisfy some boundary conditions. Recently, Bejancu has introduced boundary conditions of Beppo Levi type to construct a semi-cardinal model for polyspline interpolation to data on an infinite set of parallel hyperplanes. The present paper proves that, for periodic data on a finite set of parallel hyperplanes, the polyspline interpolant satisfying Beppo Levi boundary conditions is in fact a thin plate spline, i.e. it minimizes a Duchon type functional

    Deconvolution of variable rate reservoir performance data using B-splines

    Get PDF
    This work presents the development, validation and application of a novel deconvolution method based on B-splines for analyzing variable-rate reservoir performance data. Variable-rate deconvolution is a mathematically unstable problem which has been under investigation by many researchers over the last 35 years. While many deconvolution methods have been developed, few of these methods perform well in practice - and the importance of variable-rate deconvolution is increasing due to applications of permanent downhole gauges and large-scale processing/analysis of production data. Under these circumstances, our objective is to create a robust and practical tool which can tolerate reasonable variability and relatively large errors in rate and pressure data without generating instability in the deconvolution process. We propose representing the derivative of unknown unit rate drawdown pressure as a weighted sum of Bsplines (with logarithmically distributed knots). We then apply the convolution theorem in the Laplace domain with the input rate and obtain the sensitivities of the pressure response with respect to individual B-splines after numerical inversion of the Laplace transform. The sensitivity matrix is then used in a regularized least-squares procedure to obtain the unknown coefficients of the B-spline representation of the unit rate response or the well testing pressure derivative function. We have also implemented a physically sound regularization scheme into our deconvolution procedure for handling higher levels of noise and systematic errors. We validate our method with synthetic examples generated with and without errors. The new method can recover the unit rate drawdown pressure response and its derivative to a considerable extent, even when high levels of noise are present in both the rate and pressure observations. We also demonstrate the use of regularization and provide examples of under and over-regularization, and we discuss procedures for ensuring proper regularization. Upon validation, we then demonstrate our deconvolution method using a variety of field cases. Ultimately, the results of our new variable-rate deconvolution technique suggest that this technique has a broad applicability in pressure transient/production data analysis. The goal of this thesis is to demonstrate that the combined approach of B-splines, Laplace domain convolution, least-squares error reduction, and regularization are innovative and robust; therefore, the proposed technique has potential utility in the analysis and interpretation of reservoir performance data

    A Reproducing Kernel Perspective of Smoothing Spline Estimators

    Get PDF
    Spline functions have a long history as smoothers of noisy time series data, and several equivalent kernel representations have been proposed in terms of the Green's function solving the related boundary value problem. In this study we make use of the reproducing kernel property of the Green's function to obtain an hierarchy of time-invariant spline kernels of different order. The reproducing kernels give a good representation of smoothing splines for medium and long length filters, with a better performance of the asymmetric weights in terms of signal passing, noise suppression and revisions. Empirical comparisons of time-invariant filters are made with the classical non linear ones. The former are shown to loose part of their optimal properties when we fixed the length of the filter according to the noise to signal ratio as done in nonparametric seasonal adjustment procedures

    Advanced signal processing methods in dynamic contrast enhanced magnetic resonance imaging

    Get PDF
    Tato dizertační práce představuje metodu zobrazování perfúze magnetickou rezonancí, jež je výkonným nástrojem v diagnostice, především v onkologii. Po ukončení sběru časové sekvence T1-váhovaných obrazů zaznamenávajících distribuci kontrastní látky v těle začíná fáze zpracování dat, která je předmětem této dizertace. Je zde představen teoretický základ fyziologických modelů a modelů akvizice pomocí magnetické rezonance a celý řetězec potřebný k vytvoření obrazů odhadu parametrů perfúze a mikrocirkulace v tkáni. Tato dizertační práce je souborem uveřejněných prací autora přispívajícím k rozvoji metodologie perfúzního zobrazování a zmíněného potřebného teoretického rozboru.This dissertation describes quantitative dynamic contrast enhanced magnetic resonance imaging (DCE-MRI), which is a powerful tool in diagnostics, mainly in oncology. After a time series of T1-weighted images recording contrast-agent distribution in the body has been acquired, data processing phase follows. It is presented step by step in this dissertation. The theoretical background in physiological and MRI-acquisition modeling is described together with the estimation process leading to parametric maps describing perfusion and microcirculation properties of the investigated tissue on a voxel-by-voxel basis. The dissertation is divided into this theoretical analysis and a set of publications representing particular contributions of the author to DCE-MRI.
    corecore