NARX-based nonlinear system identification using orthogonal least squares basis hunting

An orthogonal least squares technique for basis hunting (OLS-BH) is proposed to construct sparse radial basis function (RBF) models for NARX-type nonlinear systems. Unlike most of the existing RBF or kernel modelling methods, whichplaces the RBF or kernel centers at the training input data points and use a fixed common variance for all the regressors, the proposed OLS-BH technique tunes the RBF center and diagonal covariance matrix of individual regressor by minimizing the training mean square error. An efficient optimization method isadopted for this basis hunting to select regressors in an orthogonal forward selection procedure. Experimental results obtained using this OLS-BH technique demonstrate that it offers a state-of-the-art method for constructing parsimonious RBF models with excellent generalization performance

Elastic net prefiltering for two class classification

A two-stage linear-in-the-parameter model construction algorithm is proposed aimed at noisy two-class classification problems. The purpose of the first stage is to produce a prefiltered signal that is used as the desired output for the second stage which constructs a sparse linear-in-the-parameter classifier. The prefiltering stage is a two-level process aimed at maximizing a model’s generalization capability, in which a new elastic-net model identification algorithm using singular value decomposition is employed at the lower level, and then, two regularization parameters are optimized using a particle-swarm-optimization algorithm at the upper level by minimizing the leave-one-out (LOO) misclassification rate. It is shown that the LOO misclassification rate based on the resultant prefiltered signal can be analytically computed without splitting the data set, and the associated computational cost is minimal due to orthogonality. The second stage of sparse classifier construction is based on orthogonal forward regression with the D-optimality algorithm. Extensive simulations of this approach for noisy data sets illustrate the competitiveness of this approach to classification of noisy data problems

State-of-the-art in aerodynamic shape optimisation methods

Aerodynamic optimisation has become an indispensable component for any aerodynamic design over the past 60 years, with applications to aircraft, cars, trains, bridges, wind turbines, internal pipe flows, and cavities, among others, and is thus relevant in many facets of technology. With advancements in computational power, automated design optimisation procedures have become more competent, however, there is an ambiguity and bias throughout the literature with regards to relative performance of optimisation architectures and employed algorithms. This paper provides a well-balanced critical review of the dominant optimisation approaches that have been integrated with aerodynamic theory for the purpose of shape optimisation. A total of 229 papers, published in more than 120 journals and conference proceedings, have been classified into 6 different optimisation algorithm approaches. The material cited includes some of the most well-established authors and publications in the field of aerodynamic optimisation. This paper aims to eliminate bias toward certain algorithms by analysing the limitations, drawbacks, and the benefits of the most utilised optimisation approaches. This review provides comprehensive but straightforward insight for non-specialists and reference detailing the current state for specialist practitioners

RONAALP: Reduced-Order Nonlinear Approximation with Active Learning Procedure

Many engineering applications rely on the evaluation of expensive, non-linear high-dimensional functions. In this paper, we propose the RONAALP algorithm (Reduced Order Nonlinear Approximation with Active Learning Procedure) to incrementally learn a fast and accurate reduced-order surrogate model of a target function on-the-fly as the application progresses. First, the combination of nonlinear auto-encoder, community clustering and radial basis function networks allows to learn an efficient and compact surrogate model with limited training data. Secondly, the active learning procedure overcome any extrapolation issue when evaluating the surrogate model outside of its initial training range during the online stage. This results in generalizable, fast and accurate reduced-order models of high-dimensional functions. The method is demonstrated on three direct numerical simulations of hypersonic flows in chemical nonequilibrium. Accurate simulations of these flows rely on detailed thermochemical gas models that dramatically increase the cost of such calculations. Using RONAALP to learn a reduced-order thermodynamic model surrogate on-the-fly, the cost of such simulation was reduced by up to 75% while maintaining an error of less than 10% on relevant quantities of interest.Comment: 38 pages, 16 figure

European exchange trading funds trading with locally weighted support vector regression

In this paper, two different Locally Weighted Support Vector Regression (wSVR) algorithms are generated and applied to the task of forecasting and trading five European Exchange Traded Funds. The trading application covers the recent European Monetary Union debt crisis. The performance of the proposed models is benchmarked against traditional Support Vector Regression (SVR) models. The Radial Basis Function, the Wavelet and the Mahalanobis kernel are explored and tested as SVR kernels. Finally, a novel statistical SVR input selection procedure is introduced based on a principal component analysis and the Hansen, Lunde, and Nason (2011) model confidence test. The results demonstrate the superiority of the wSVR models over the traditional SVRs and of the v-SVR over the ε-SVR algorithms. We note that the performance of all models varies and considerably deteriorates in the peak of the debt crisis. In terms of the kernels, our results do not confirm the belief that the Radial Basis Function is the optimum choice for financial series

Nonlinear identification using orthogonal forward regression with nested optimal regularization

An efficient data based-modeling algorithm for nonlinear system identification is introduced for radial basis function (RBF) neural networks with the aim of maximizing generalization capability based on the concept of leave-one-out (LOO) cross validation. Each of the RBF kernels has its own kernel width parameter and the basic idea is to optimize the multiple pairs of regularization parameters and kernel widths, each of which is associated with a kernel, one at a time within the orthogonal forward regression (OFR) procedure. Thus, each OFR step consists of one model term selection based on the LOO mean square error (LOOMSE), followed by the optimization of the associated kernel width and regularization parameter, also based on the LOOMSE. Since like our previous state-of-the-art local regularization assisted orthogonal least squares (LROLS) algorithm, the same LOOMSE is adopted for model selection, our proposed new OFR algorithm is also capable of producing a very sparse RBF model with excellent generalization performance. Unlike our previous LROLS algorithm which requires an additional iterative loop to optimize the regularization parameters as well as an additional procedure to optimize the kernel width, the proposed new OFR algorithm optimizes both the kernel widths and regularization parameters within the single OFR procedure, and consequently the required computational complexity is dramatically reduced. Nonlinear system identification examples are included to demonstrate the effectiveness of this new approach in comparison to the well-known approaches of support vector machine and least absolute shrinkage and selection operator as well as the LROLS algorithm

Application of Permutation Genetic Algorithm for Sequential Model Building–Model Validation Design of Experiments

YesThe work presented in this paper is motivated by a complex multivariate engineering problem associated with engine mapping experiments, which require efficient Design of Experiment (DoE) strategies to minimise expensive testing. The paper describes the development and evaluation of a Permutation Genetic Algorithm (PermGA) to support an exploration-based sequential DoE strategy for complex real-life engineering problems. A known PermGA was implemented to generate uniform OLH DoEs, and substantially extended to support generation of Model Building–Model Validation (MB-MV) sequences, by generating optimal infill sets of test points as OLH DoEs, that preserve good space filling and projection properties for the merged MB + MV test plan. The algorithm was further extended to address issues with non-orthogonal design spaces, which is a common problem in engineering applications. The effectiveness of the PermGA algorithm for the MB-MV OLH DoE sequence was evaluated through a theoretical benchmark problem based on the Six-Hump-Camel-Back (SHCB) function, as well as the Gasoline Direct Injection (GDI) engine steady state engine mapping problem that motivated this research. The case studies show that the algorithm is effective at delivering quasi-orthogonal space-filling DoEs with good properties even after several MB-MV iterations, while the improvement in model adequacy and accuracy can be monitored by the engineering analyst. The practical importance of this work, demonstrated through the engine case study, also is that significant reduction in the effort and cost of testing can be achieved.The research work presented in this paper was funded by the UK Technology Strategy Board (TSB) through the Carbon Reduction through Engine Optimization (CREO) project

Edge-centric inferential modeling & analytics

This work contributes to a real-time, edge-centric inferential modeling and analytics methodology introducing the fundamental mechanisms for (i) predictive models update and (ii) diverse models selection in distributed computing. Our objective in edge-centric analytics is the time-optimized model caching and selective forwarding at the network edge adopting optimal stopping theory, where communication overhead is significantly reduced as only inferred knowledge and sufficient statistics are delivered instead of raw data obtaining high quality of analytics. Novel model selection algorithms are introduced to fuse the inherent models' diversity over distributed edge nodes to support inferential analytics tasks to end-users/analysts, and applications in real-time. We provide statistical learning modeling and establish the corresponding mathematical analyses of our mechanisms along with comprehensive performance and comparative assessment using real data from different domains and showing its benefits in edge computing

Transient engine model for calibration using two-stage regression approach

Engine mapping is the process of empirically modelling engine behaviour as a function of adjustable engine parameters, predicting the output of the engine. The aim is to calibrate the electronic engine controller to meet decreasing emission requirements and increasing fuel economy demands. Modern engines have an increasing number of control parameters that are having a dramatic impact on time and e ort required to obtain optimal engine calibrations. These are further complicated due to transient engine operating mode. A new model-based transient calibration method has been built on the application of hierarchical statistical modelling methods, and analysis of repeated experiments for the application of engine mapping. The methodology is based on two-stage regression approach, which organise the engine data for the mapping process in sweeps. The introduction of time-dependent covariates in the hierarchy of the modelling led to the development of a new approach for the problem of transient engine calibration. This new approach for transient engine modelling is analysed using a small designed data set for a throttle body inferred air ow phenomenon. The data collection for the model was performed on a transient engine test bed as a part of this work, with sophisticated software and hardware installed on it. Models and their associated experimental design protocols have been identi ed that permits the models capable of accurately predicting the desired response features over the whole region of operability. Further, during the course of the work, the utility of multi-layer perceptron (MLP) neural network based model for the multi-covariate case has been demonstrated. The MLP neural network performs slightly better than the radial basis function (RBF) model. The basis of this comparison is made on assessing relevant model selection criteria, as well as internal and external validation ts. Finally, the general ability of the model was demonstrated through the implementation of this methodology for use in the calibration process, for populating the electronic engine control module lookup tables