A systematic grey-box modeling methodology via data reconciliation and SOS constrained regression

Producción CientíficaDeveloping the so-called grey box or hybrid models of limited complexity for process systems is the cornerstone in advanced control and real-time optimization routines. These models must be based on fundamental principles and customized with sub-models obtained from process experimental data. This allows the engineer to transfer the available process knowledge into a model. However, there is still a lack of a flexible but systematic methodology for grey-box modeling which ensures certain coherence of the experimental sub-models with the process physics. This paper proposes such a methodology based in data reconciliation (DR) and polynomial constrained regression. A nonlinear optimization of limited complexity is to be solved in the DR stage, whereas the proposed constrained regression is based in sum-of-squares (SOS) convex programming. It is shown how several desirable features on the polynomial regressors can be naturally enforced in this optimization framework. The goodnesses of the proposed methodology are illustrated through: (1) an academic example and (2) an industrial evaporation plant with real experimental data.Ministerio de Economía, Industria y Competitividad (grant DPI2016-81002-R

Feasible Stein-Type and Preliminary Test Estimations in the System Regression Model

Publisher Copyright: © 2023 International Academic PressIn a system of regression models, finding a feasible shrinkage is demanding since the covariance structure is unknown and cannot be ignored. On the other hand, specifying sub-space restrictions for adequate shrinkage is vital. This study proposes feasible shrinkage estimation strategies where the sub-space restriction is obtained from LASSO. Therefore, some feasible LASSO-based Stein-type estimators are introduced, and their asymptotic performance is studied.publishersversionpublishe

Local spatial regression models : a comparative analysis on soil contamination

Spatial data analysis focuses on both attribute and locational information. Local analyses deal with differences across space whereas global analyses deal with similarities across space. This paper addresses an experimental comparative study to analyse the spatial data by some weighted local regression models. Five local regression models have been developed and their estimation capacities have been evaluated. The experimental studies showed that integration of objective function based fuzzy clustering to geostatistics provides some accurate and general models structures. In particular, the estimation performance of the model established by combining the extended fuzzy clustering algorithm and standard regional dependence function is higher than that of the other regression models. Finally, it could be suggested that the hybrid regression models developed by combining soft computing and geostatistics could be used in spatial data analysis

Forecasting Long-Term Government Bond Yields: An Application of Statistical and AI Models

This paper evaluates several artificial intelligence and classical algorithms on their ability of forecasting the monthly yield of the US 10-year Treasury bonds from a set of four economic indicators. Due to the complexity of the prediction problem, the task represents a challenging test for the algorithms under evaluation. At the same time, the study is of particular significance for the important and paradigmatic role played by the US market in the world economy. Four data-driven artificial intelligence approaches are considered, namely, a manually built fuzzy logic model, a machine learned fuzzy logic model, a self-organising map model and a multi-layer perceptron model. Their performance is compared with the performance of two classical approaches, namely, a statistical ARIMA model and an econometric error correction model. The algorithms are evaluated on a complete series of end-month US 10-year Treasury bonds yields and economic indicators from 1986:1 to 2004:12. In terms of prediction accuracy and reliability of the modelling procedure, the best results are obtained by the three parametric regression algorithms, namely the econometric, the statistical and the multi-layer perceptron model. Due to the sparseness of the learning data samples, the manual and the automatic fuzzy logic approaches fail to follow with adequate precision the range of variations of the US 10-year Treasury bonds. For similar reasons, the self-organising map model gives an unsatisfactory performance. Analysis of the results indicates that the econometric model has a slight edge over the statistical and the multi-layer perceptron models. This suggests that pure data-driven induction may not fully capture the complicated mechanisms ruling the changes in interest rates. Overall, the prediction accuracy of the best models is only marginally better than the prediction accuracy of a basic one-step lag predictor. This result highlights the difficulty of the modelling task and, in general, the difficulty of building reliable predictors for financial markets.interest rates; forecasting; neural networks; fuzzy logic.

Multimodel Approaches for Plasma Glucose Estimation in Continuous Glucose Monitoring. Development of New Calibration Algorithms

ABSTRACT Diabetes Mellitus (DM) embraces a group of metabolic diseases which main characteristic is the presence of high glucose levels in blood. It is one of the diseases with major social and health impact, both for its prevalence and also the consequences of the chronic complications that it implies. One of the research lines to improve the quality of life of people with diabetes is of technical focus. It involves several lines of research, including the development and improvement of devices to estimate "online" plasma glucose: continuous glucose monitoring systems (CGMS), both invasive and non-invasive. These devices estimate plasma glucose from sensor measurements from compartments alternative to blood. Current commercially available CGMS are minimally invasive and offer an estimation of plasma glucose from measurements in the interstitial fluid CGMS is a key component of the technical approach to build the artificial pancreas, aiming at closing the loop in combination with an insulin pump. Yet, the accuracy of current CGMS is still poor and it may partly depend on low performance of the implemented Calibration Algorithm (CA). In addition, the sensor-to-patient sensitivity is different between patients and also for the same patient in time. It is clear, then, that the development of new efficient calibration algorithms for CGMS is an interesting and challenging problem. The indirect measurement of plasma glucose through interstitial glucose is a main confounder of CGMS accuracy. Many components take part in the glucose transport dynamics. Indeed, physiology might suggest the existence of different local behaviors in the glucose transport process. For this reason, local modeling techniques may be the best option for the structure of the desired CA. Thus, similar input samples are represented by the same local model. The integration of all of them considering the input regions where they are valid is the final model of the whole data set. Clustering is tBarceló Rico, F. (2012). Multimodel Approaches for Plasma Glucose Estimation in Continuous Glucose Monitoring. Development of New Calibration Algorithms [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/17173Palanci

A novel approach to forecast urban surface-level ozone considering heterogeneous locations and limited information

Surface ozone (O3) is considered an hazard to human health, affecting vegetation crops and ecosystems. Accurate time and location O3 forecasting can help to protect citizens to unhealthy exposures when high levels are expected. Usually, forecasting models use numerous O3 precursors as predictors, limiting the reproducibility of these models to the availability of such information from data providers. This study introduces a 24 h-ahead hourly O3 concentrations forecasting methodology based on bagging and ensemble learning, using just two predictors with lagged O3 concentrations. This methodology was applied on ten-year time series (2006–2015) from three major urban areas of Andalusia (Spain). Its forecasting performance was contrasted with an algorithm especially designed to forecast time series exhibiting temporal patterns. The proposed methodology outperforms the contrast algorithm and yields comparable results to others existing in literature. Its use is encouraged due to its forecasting performance and wide applicability, but also as benchmark methodology