Convergence analysis of the alternating RGLS algorithm for the identification of the reduced complexity Volterra model

In this paper we provide a convergence analysis of the alternating RGLS (Recursive Generalized Least Square) algorithm used for the identification of the reduced complexity Volterra model describing stochastic non-linear systems. The reduced Volterra model used is the 3rd order SVD-PARAFC-Volterra model provided using the Singular Value Decomposition (SVD) and the Parallel Factor (PARAFAC) tensor decomposition of the quadratic and the cubic kernels respectively of the classical Volterra model. The Alternating RGLS (ARGLS) algorithm consists on the execution of the classical RGLS algorithm in alternating way. The ARGLS convergence was proved using the Ordinary Differential Equation (ODE) method. It is noted that the algorithm convergence canno׳t be ensured when the disturbance acting on the system to be identified has specific features. The ARGLS algorithm is tested in simulations on a numerical example by satisfying the determined convergence conditions. To raise the elegies of the proposed algorithm, we proceed to its comparison with the classical Alternating Recursive Least Squares (ARLS) presented in the literature. The comparison has been built on a non-linear satellite channel and a benchmark system CSTR (Continuous Stirred Tank Reactor). Moreover the efficiency of the proposed identification approach is proved on an experimental Communicating Two Tank system (CTTS).     

Kinetic analysis of magnesium aluminate spinel formation: Effect of MgO:Al2O3 ratio and titania dopant

The mechanistic pathway of MgO-Al₂O₃ reaction in solid state to form MgAl₂O₄ spinel was investigated to correlate the kinetic parameters with ratio of reactants (MgO:Al₂O₃) and with the presence of a doping agent, TiO₂. The time-temperature-expansion data of oxide compacts was analyzed using several model free analyses and model based (linear and non-linear) kinetic algorithms. These indicated that spinel formation process can be best described by single step with n-dimensional Avrami equation for every MgO:Al₂O₃ ratio, irrespective of titania dopant. The activation energy (E_a) of the process was proportional to % spinel formed in each system and validated with quantitative XRD analysis. The higher value of Avrami coefficient (n) in 90 wt% Al₂O₃ compositions has been explained with geometric considerations of powder packing. Incorporations of 1% TiO₂ in the MgO: Al₂O₃ oxide compact did not markedly affect the reaction model, frequency factor and Activation energy.     

Modelling and predicting the effect of social distancing and travel restrictions on COVID-19 spreading

To date, the only effective means to respond to the spreading of the COVID-19 pandemic are non-pharmaceutical interventions (NPIs), which entail policies to reduce social activity and mobility restrictions. Quantifying their effect is difficult, but it is key to reducing their social and economic consequences. Here, we introduce a meta-population model based on temporal networks, calibrated on the COVID-19 outbreak data in Italy and applied to evaluate the outcomes of these two types of NPIs. Our approach combines the advantages of granular spatial modelling of meta-population models with the ability to realistically describe social contacts via activity-driven networks. We focus on disentangling the impact of these two different types of NPIs: those aiming at reducing individuals’ social activity, for instance through lockdowns, and those that enforce mobility restrictions. We provide a valuable framework to assess the effectiveness of different NPIs, varying with respect to their timing and severity. Results suggest that the effects of mobility restrictions largely depend on the possibility of implementing timely NPIs in the early phases of the outbreak, whereas activity reduction policies should be prioritized afterwards.     

Group sequential crossover trial designs with strong control of the familywise error rate

Crossover designs are an extremely useful tool to investigators, and group sequential methods have proven highly proficient at improving the efficiency of parallel group trials. Yet, group sequential methods and crossover designs have rarely been paired together. One possible explanation for this could be the absence of a formal proof of how to strongly control the familywise error rate in the case when multiple comparisons will be made. Here, we provide this proof, valid for any number of initial experimental treatments and any number of stages, when results are analyzed using a linear mixed model. We then establish formulae for the expected sample size and expected number of observations of such a trial, given any choice of stopping boundaries. Finally, utilizing the four-treatment, four-period TOMADO trial as an example, we demonstrate that group sequential methods in this setting could have reduced the trials expected number of observations under the global null hypothesis by over 33%.     

水文序列相依变异识别的RIC定阶准则——以自回归模型为例

水文过程相依性是水文变异的主要表现形式之一,应用自回归模型对其进行拟合时合理确定模型阶数是一个难点问题。本文在分析AIC和BIC准则的基础上,提出了一种以原序列与其相依成分的相关系数作为拟合度指标,同时借用信息熵形式的函数式,作为模型不确定性度量指标的自回归模型定阶准则(简称RIC准则)。以AR(1)、AR(2)、AR(3)和AR(4)模型为例进行统计试验,将不同序列长度下该准则的定阶准确率与其他定阶准则进行比较,试验结果表明,RIC准则对于上述模型均具有较好的适应性,且定阶准确率远高于AIC准则,其中对于前三阶模型RIC准则优于BIC准则,但四阶模型略低于BIC准则。RIC准则的优势是可以同时满足模型定阶、相依程度分级与模型检验的需求,将其应用于实测水文序列分析,结果显示,该准则能较准确地识别自回归模型的阶数,且符合提出的"相依有变异而残差无变异的最小阶数"的检验标准。     

Modelling consumer choice through the random regret minimization model: An application in the food domain

In line with findings on post-purchase food-choice regret, one can expect that pre-purchase anticipated regret with respect to forgone (non-chosen) alternatives has an impact on consumer food choices, especially when the choice is considered to be important. The traditional Random Utility Maximization (RUM) models for discrete choices may not fully capture this impact. This study investigates the usefulness and potential in the food domain of a discrete choice model that follows the regret minimization principle, the Random Regret Minimization (RRM) model, as an alternative and complement to existing RUM models. The two models are applied to consumer stated choices of cheese in a choice experiment. The study also investigates whether and to what extent a number of personality traits determine whether particular consumers rather choose according to utility-maximization, or regret-minimization principles. Results show that at the aggregate level the two models have a similar goodness of fit to the data and prediction ability. Still, each of them shows better fit for particular subgroups of consumers, based on personality traits. Hence, the present study reveals a potential for the RRM model applications in the food domain, and adds to the empirical literature supporting previous findings on the RRM model found in other contexts. Further research is needed to explore in which situations and for which consumer segments the RRM model is the most useful model.     

海上稠油油田蒸汽吞吐产量确定新方法

针对目前蒸汽吞吐产量预测模型假设条件简单、普适性差等问题,一般采用测试法和类比法综合确定海上稠油油田蒸汽吞吐初期产量。由于目前海上油田通常只开展常规测试,无法直接获得热采开发初期产量。笔者提出海上稠油油田蒸汽吞吐初期产量确定新方法,建立蒸汽吞吐相对于常规开发的初期产量倍数预测模型,通过蒸汽吞吐产量倍数,将常规测试确定的产量转化为蒸汽吞吐产量。研究表明,蒸汽吞吐初期产量倍数主要受储集层渗透率、原油黏度、注入强度、蒸汽干度等因素影响,利用正交试验设计和多元回归等方法,建立海上稠油油田蒸汽吞吐初期产量倍数与油藏地质参数及注入参数之间的非线性预测模型,该模型经实际生产数据验证,预测误差小于5%,可靠性高,能够为海上稠油油田蒸汽吞吐初期产量的确定提供依据。     

张峰水库溢洪道体型优化设计

本文对已设计的张峰水库溢洪道进行了模型试验,根据对试验结果分析,认为原方案设计存在一些问题,并针对问题进行了优化设计。通过对修改方案模型试验结果分析,得出修改方案改进了原方案中存在的不足,优化合理,是可以采用的。     

Model Selection for Unsupervised Learning of Visual Context

This study addresses the problem of choosing the most suitable probabilistic model selection criterion for unsupervised learning of visual context of a dynamic scene using mixture models. A rectified Bayesian Information Criterion (BICr) and a Completed Likelihood Akaike’s Information Criterion (CL-AIC) are formulated to estimate the optimal model order (complexity) for a given visual scene. Both criteria are designed to overcome poor model selection by existing popular criteria when the data sample size varies from small to large and the true mixture distribution kernel functions differ from the assumed ones. Extensive experiments on learning visual context for dynamic scene modelling are carried out to demonstrate the effectiveness of BICr and CL-AIC, compared to that of existing popular model selection criteria including BIC, AIC and Integrated Completed Likelihood (ICL). Our study suggests that for learning visual context using a mixture model, BICr is the most appropriate criterion given sparse data, while CL-AIC should be chosen given moderate or large data sample sizes.