Parameter Estimation and Sensitivity Analysis

2016 ◽  
pp. 119-132 ◽  
Author(s):  
Bilash Kanti Bala ◽  
Fatimah Mohamed Arshad ◽  
Kusairi Mohd Noh
Keyword(s):  
Sensitivity Analysis ◽  
Parameter Estimation

Parameter estimation and sensitivity analysis for a mathematical model with time delays of leukemia

2017 ◽  
Author(s):  
Doina Cândea ◽  
Andrei Halanay ◽  
Rodica Rădulescu ◽  
Rodica Tălmaci
Keyword(s):  
Mathematical Model ◽  
Sensitivity Analysis ◽  
Parameter Estimation ◽  
Time Delays

scholarly journals A Stochastic Harmonic Oscillator Temperature Model for the Valuation of Weather Derivatives

Mathematics ◽  
2021 ◽  
Vol 9 (22) ◽  
pp. 2890
Author(s):  
Alessio Giorgini ◽  
Rogemar S. Mamon ◽  
Marianito R. Rodrigo
Keyword(s):  
Sensitivity Analysis ◽  
Parameter Estimation ◽  
Harmonic Oscillator ◽  
Numerical Simulations ◽  
Model Parameters ◽  
Call Option ◽  
Temperature Model ◽  
Option Prices ◽  
Harmonic Oscillator Model ◽  
Temperature Dynamics

Stochastic processes are employed in this paper to capture the evolution of daily mean temperatures, with the goal of pricing temperature-based weather options. A stochastic harmonic oscillator model is proposed for the temperature dynamics and results of numerical simulations and parameter estimation are presented. The temperature model is used to price a one-month call option and a sensitivity analysis is undertaken to examine how call option prices are affected when the model parameters are varied.

scholarly journals Electrochemiluminescence Mechanisms Investigated with Smartphone‐Based Sensor Data Modeling, Parameter Estimation and Sensitivity Analysis

ChemistryOpen ◽  
2020 ◽  
Vol 9 (8) ◽  
pp. 854-863
Author(s):  
Elmer Ccopa Rivera ◽  
Rodney L. Summerscales ◽  
Padma P. Tadi Uppala ◽  
Hyun J. Kwon
Keyword(s):  
Sensitivity Analysis ◽  
Parameter Estimation ◽  
Data Modeling ◽  
Sensor Data

Repeatability Assessment and Sensitivity Analysis of Needle Insertion Physical Experiment

2018 ◽  
Author(s):  
Murong Li ◽  
Yong Lei
Keyword(s):  
Sensitivity Analysis ◽  
Parameter Estimation ◽  
Model Validation ◽  
Ground Truth ◽  
Needle Insertion ◽  
Physical Experiment ◽  
Future Experiment ◽  
Parameter Uncertainties ◽  
Tissue Interactions ◽  
Physical Experiments

Needle insertion physical experiments are used as the ground truth for model validation and parameter estimation by measuring the needle defection and tissue deformation during the needle-tissue interactions. Hence parameter uncertainties can contribute experiment errors. To improve the repeatability and accuracy of such experiments, one-at-a-time (OAT) sensitivity analysis is used to study the impacts of the factors, such as stirring temperature, frozen time, thawing time during the process of making hydrogels as well as repeated path insertion and different puncture plane in the planer needle insertion experiments. The results show that the puncture plane has the greatest effect on the repeatability of needle insertion physic experiments, followed by repeated path insertion, while other factors have the least effect. The results serve to guide future experiment design for greater repeatability and accuracy.

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