Forecasting Cnx-500 Index: Using Non-Linear Dynamics Threshold Model

2015 ◽  
Author(s):  
Nishant Vats ◽  
Rudra Prakash Pradhan
2002 ◽  
Vol 16 (6) ◽  
pp. 555-561 ◽  
Author(s):  
M. S. Lesniak ◽  
R. E. Clatterbuck ◽  
D. Rigamonti ◽  
M. A. Williams

2017 ◽  
Author(s):  
Giovanni Antonio Chirilli
Keyword(s):  

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Akshaykumar Naregalkar ◽  
Subbulekshmi Durairaj

Abstract A continuous stirred tank reactor (CSTR) servo and the regulatory control problem are challenging because of their highly non-linear nature, frequent changes in operating points, and frequent disturbances. System identification is one of the important steps in the CSTR model-based control design. In earlier work, a non-linear system model comprises a linear subsystem followed by static nonlinearities and represented with Laguerre filters followed by the LSSVM (least squares support vector machines). This model structure solves linear dynamics first and then associated nonlinearities. Unlike earlier works, the proposed LSSVM-L (least squares support vector machines and Laguerre filters) Hammerstein model structure solves the nonlinearities associated with the non-linear system first and then linear dynamics. Thus, the proposed Hammerstein’s model structure deals with the nonlinearities before affecting the entire system, decreasing the model complexity and providing a simple model structure. This new Hammerstein model is stable, precise, and simple to implement and provides the CSTR model with a good model fit%. Simulation studies illustrate the benefit and effectiveness of the proposed LSSVM-L Hammerstein model and its efficacy as a non-linear model predictive controller for the servo and regulatory control problem.


1992 ◽  
Vol 2 (1) ◽  
pp. 95-102 ◽  
Author(s):  
Kazuo Nishimura ◽  
Makoto Yano

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