Robust designs for serially correlated observations

Biometrika ◽  
1989 ◽  
Vol 76 (2) ◽  
pp. 245-251 ◽  
Author(s):  
GREGORY M. CONSTANTINE
2020 ◽  
Vol 10 (1) ◽  
pp. 110-123
Author(s):  
Gaël Kermarrec ◽  
Hamza Alkhatib

Abstract B-spline curves are a linear combination of control points (CP) and B-spline basis functions. They satisfy the strong convex hull property and have a fine and local shape control as changing one CP affects the curve locally, whereas the total number of CP has a more general effect on the control polygon of the spline. Information criteria (IC), such as Akaike IC (AIC) and Bayesian IC (BIC), provide a way to determine an optimal number of CP so that the B-spline approximation fits optimally in a least-squares (LS) sense with scattered and noisy observations. These criteria are based on the log-likelihood of the models and assume often that the error term is independent and identically distributed. This assumption is strong and accounts neither for heteroscedasticity nor for correlations. Thus, such effects have to be considered to avoid under-or overfitting of the observations in the LS adjustment, i.e. bad approximation or noise approximation, respectively. In this contribution, we introduce generalized versions of the BIC derived using the concept of quasi- likelihood estimator (QLE). Our own extensions of the generalized BIC criteria account (i) explicitly for model misspecifications and complexity (ii) and additionally for the correlations of the residuals. To that aim, the correlation model of the residuals is assumed to correspond to a first order autoregressive process AR(1). We apply our general derivations to the specific case of B-spline approximations of curves and surfaces, and couple the information given by the different IC together. Consecutively, a didactical yet simple procedure to interpret the results given by the IC is provided in order to identify an optimal number of parameters to estimate in case of correlated observations. A concrete case study using observations from a bridge scanned with a Terrestrial Laser Scanner (TLS) highlights the proposed procedure.


Author(s):  
Pranay Seshadri ◽  
Shahrokh Shahpar ◽  
Geoffrey T. Parks

Robust design is a multi-objective optimization framework for obtaining designs that perform favorably under uncertainty. In this paper robust design is used to redesign a highly loaded, transonic rotor blade with a desensitized tip clearance. The tip gap is initially assumed to be uncertain from 0.5 to 0.85% span, and characterized by a beta distribution. This uncertainty is then fed to a multi-objective optimizer and iterated upon. For each iteration of the optimizer, 3D-RANS computations for two different tip gaps are carried out. Once the simulations are complete, stochastic collocation is used to generate mean and variance in efficiency values, which form the two optimization objectives. Two such robust design studies are carried out: one using 3D blade engineering design parameters (axial sweep, tangential lean, re-cambering and skew) and the other utilizing suction and pressure side surface perturbations (with bumps). A design is selected from each Pareto front. These designs are robust: they exhibit a greater mean efficiency and lower variance in efficiency compared to the datum blade. Both robust designs were also observed to have significantly higher aft and reduced fore tip loading. This resulted in a weaker clearance vortex, wall jet and double leakage flow, all of which lead to reduced mixed-out losses. Interestingly, the robust designs did not show an increase in total pressure at the tip. It is believed that this is due to a trade-off between fore-loading the tip and obtaining a favorable total pressure rise and higher mixed-out losses, or aft-loading the tip, obtaining a lower pressure rise and lower mixed-out losses.


2000 ◽  
Vol 27 (6) ◽  
pp. 715-723 ◽  
Author(s):  
D. K. Ghosh ◽  
P. C. Biswas

1986 ◽  
Vol 65 (5) ◽  
pp. 669-672 ◽  
Author(s):  
K. Debari ◽  
R. Takiguchi ◽  
S. Higashi ◽  
T. Sasaki ◽  
P.R. Garant

Biometrika ◽  
1968 ◽  
Vol 55 (1) ◽  
pp. 149-162 ◽  
Author(s):  
ANN F. S. MITCHELL

1995 ◽  
Vol 100 (D12) ◽  
pp. 25965 ◽  
Author(s):  
A. di Sarra ◽  
M. Cacciani ◽  
G. Fiocco ◽  
D. Fuà ◽  
T. S. Jørgensen ◽  
...  

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