100,156 research outputs found
Modeling Binary Time Series Using Gaussian Processes with Application to Predicting Sleep States
Motivated by the problem of predicting sleep states, we develop a mixed
effects model for binary time series with a stochastic component represented by
a Gaussian process. The fixed component captures the effects of covariates on
the binary-valued response. The Gaussian process captures the residual
variations in the binary response that are not explained by covariates and past
realizations. We develop a frequentist modeling framework that provides
efficient inference and more accurate predictions. Results demonstrate the
advantages of improved prediction rates over existing approaches such as
logistic regression, generalized additive mixed model, models for ordinal data,
gradient boosting, decision tree and random forest. Using our proposed model,
we show that previous sleep state and heart rates are significant predictors
for future sleep states. Simulation studies also show that our proposed method
is promising and robust. To handle computational complexity, we utilize Laplace
approximation, golden section search and successive parabolic interpolation.
With this paper, we also submit an R-package (HIBITS) that implements the
proposed procedure.Comment: Journal of Classification (2018
Grammar-based Representation and Identification of Dynamical Systems
In this paper we propose a novel approach to identify dynamical systems. The
method estimates the model structure and the parameters of the model
simultaneously, automating the critical decisions involved in identification
such as model structure and complexity selection. In order to solve the
combined model structure and model parameter estimation problem, a new
representation of dynamical systems is proposed. The proposed representation is
based on Tree Adjoining Grammar, a formalism that was developed from linguistic
considerations. Using the proposed representation, the identification problem
can be interpreted as a multi-objective optimization problem and we propose a
Evolutionary Algorithm-based approach to solve the problem. A benchmark example
is used to demonstrate the proposed approach. The results were found to be
comparable to that obtained by state-of-the-art non-linear system
identification methods, without making use of knowledge of the system
description.Comment: Submitted to European Control Conference (ECC) 201
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