scholarly journals The degree of freedom for signal assessment of measurement networks for joint chemical state and emission analysis

2017 ◽  
Author(s):  
Xueran Wu ◽  
Hendrik Elbern ◽  
Birgit Jacob
Keyword(s):  
Degree Of Freedom ◽  
Model Systems ◽  
Practical Reasons ◽  
Model Parameters ◽  
Analysis Tool ◽  
Emission Rates ◽  
State Variables ◽  
Emission Analysis ◽  
Initial Values ◽  
Observation Networks

Abstract. The Degree of Freedom for Signal (DFS) is generalized and applied to estimate the potential observability of observation networks for augmented model state and parameter estimations. The control of predictive geophysical model systems by measurements is dependent on a sufficient observational basis. Control parameters may include prognostic state variables, mostly the initial values, and insufficiently known model parameters, to which the simulation is sensitive. As for chemistry-transport models, emission rates are at least as important as initial values for model evolution control. Extending the optimisation parameter set must be met by observation networks, which allows for controlling the entire optimisation task. In this paper, we introduce a DFS based approach with respect to address both, emission rates and initial value observability. By applying a Kalman smoother, a quantitative assessment method on the efficiency of observation configurations is developed based on the singular value decomposition. For practical reasons an ensemble based version is derived for covariance modelling. The observability analysis tool can be generalized to additional model parameters.

scholarly journals The Assessment of Potential Observability for Joint Chemical States and Emissions in Atmospheric Modelings

2021 ◽  
Author(s):  
Xueran Wu ◽  
Hendrik Elbern ◽  
Birgit Jacob
Keyword(s):  
Assessment Method ◽  
Model Systems ◽  
Model Parameters ◽  
Emission Rates ◽  
Practical Applications ◽  
Initial Values ◽  
Geophysical Model ◽  
Chemical States ◽  
The Impact ◽  
Observation Networks

Abstract In predictive geophysical model systems, uncertain initial values and model parameters jointly influence the temporal evolution of the system. As for chemistry-transport models, emission rates are at least as important as initial values for model evolution controls. This renders initial-value-only optimization by traditional data assimilation methods as insufficient. However, blindly extending the optimization parameter set jeopardizes the validity of the resulting analysis since the ill-posedness of the inversion task is increased. Hence, it becomes important to assess the potential observability of measurement networks for model state and parameters in atmospheric modelings in advance of the optimization. In this paper, we introduce an approach to quantify the impact of observation networks jointly for initial trace gas state and emission rates for transport-diffusion models extended by emissions. Applying a Kalman smoother as underlying assimilation technique, we develop a quantitative assessment method to evaluate the potential observability and the sensitivity of observation networks to initial values and emission rates. For practical applications, we derive an ensemble based version of the approach and give several elementary experiments for illustration.

scholarly journals The assessment of potential observability for joint chemical states and emissions in atmospheric modelings

2021 ◽  
Author(s):  
Xueran Wu ◽  
Hendrik Elbern ◽  
Birgit Jacob
Keyword(s):  
Data Assimilation ◽  
Assessment Method ◽  
Model Systems ◽  
Model Parameters ◽  
Emission Rates ◽  
Practical Applications ◽  
Initial Values ◽  
Geophysical Model ◽  
Chemical States ◽  
Transport Diffusion

AbstractIn predictive geophysical model systems, uncertain initial values and model parameters jointly influence the temporal evolution of the system. This renders initial-value-only optimization by traditional data assimilation methods as insufficient. However, blindly extending the optimization parameter set jeopardizes the validity of the resulting analysis because of the increase of the ill-posedness of the inversion task. Hence, it becomes important to assess the potential observability of measurement networks for model state and parameters in atmospheric modelings in advance of the optimization. In this paper, we novelly establish the dynamic model of emission rates and extend the transport-diffusion model extended by emission rates. Considering the Kalman smoother as underlying assimilation technique, we develop a quantitative assessment method to evaluate the potential observability and the sensitivity of observation networks to initial values and emission rates jointly. This benefits us to determine the optimizable parameters to observation configurations before the data assimilation procedure and make the optimization more efficiently. For high-dimensional models in practical applications, we derive an ensemble based version of the approach and give several elementary experiments for illustrations.

Nearly Exact Bayesian Estimation of Non-linear No-Arbitrage Term-Structure Models*

2021 ◽  
Author(s):  
Marcello Pericoli ◽  
Marco Taboga
Keyword(s):  
Bayesian Estimation ◽  
Term Structure ◽  
Broad Class ◽  
Model Parameters ◽  
State Variables ◽  
Computationally Efficient ◽  
Macroeconomic Factors ◽  
No Arbitrage ◽  
Term Structure Models ◽  
Non Linear

Abstract We propose a general method for the Bayesian estimation of a very broad class of non-linear no-arbitrage term-structure models. The main innovation we introduce is a computationally efficient method, based on deep learning techniques, for approximating no-arbitrage model-implied bond yields to any desired degree of accuracy. Once the pricing function is approximated, the posterior distribution of model parameters and unobservable state variables can be estimated by standard Markov Chain Monte Carlo methods. As an illustrative example, we apply the proposed techniques to the estimation of a shadow-rate model with a time-varying lower bound and unspanned macroeconomic factors.

scholarly journals Determination of synchronous generator nonlinear model parameters based on power rejection tests using a gradient optimization algorithm

2017 ◽  
Vol 65 (4) ◽  
pp. 479-488 ◽  
Author(s):  
A. Boboń ◽  
A. Nocoń ◽  
S. Paszek ◽  
P. Pruski
Keyword(s):  
Parameter Estimation ◽  
Objective Function ◽  
Optimization Algorithm ◽  
Least Squares Method ◽  
Synchronous Generator ◽  
Operating Conditions ◽  
Model Parameters ◽  
State Variables ◽  
Starting Point ◽  
Gradient Optimization

AbstractThe paper presents a method for determining electromagnetic parameters of different synchronous generator models based on dynamic waveforms measured at power rejection. Such a test can be performed safely under normal operating conditions of a generator working in a power plant. A generator model was investigated, expressed by reactances and time constants of steady, transient, and subtransient state in the d and q axes, as well as the circuit models (type (3,3) and (2,2)) expressed by resistances and inductances of stator, excitation, and equivalent rotor damping circuits windings. All these models approximately take into account the influence of magnetic core saturation. The least squares method was used for parameter estimation. There was minimized the objective function defined as the mean square error between the measured waveforms and the waveforms calculated based on the mathematical models. A method of determining the initial values of those state variables which also depend on the searched parameters is presented. To minimize the objective function, a gradient optimization algorithm finding local minima for a selected starting point was used. To get closer to the global minimum, calculations were repeated many times, taking into account the inequality constraints for the searched parameters. The paper presents the parameter estimation results and a comparison of the waveforms measured and calculated based on the final parameters for 200 MW and 50 MW turbogenerators.

Model of the influence of Internet finance on monetary policy based on gibbs sampling and vector autoregression

2020 ◽  
pp. 1-11
Author(s):  
Hui Wang ◽  
Huang Shiwang
Keyword(s):  
Monetary Policy ◽  
Gibbs Sampling ◽  
Posterior Distribution ◽  
Estimation Method ◽  
Financial Supervision ◽  
Var Model ◽  
Model Parameters ◽  
State Variables ◽  
Frequency Data ◽  
Internet Finance

The various parts of the traditional financial supervision and management system can no longer meet the current needs, and further improvement is urgently needed. In this paper, the low-frequency data is regarded as the missing of the high-frequency data, and the mixed frequency VAR model is adopted. In order to overcome the problems caused by too many parameters of the VAR model, this paper adopts the Bayesian estimation method based on the Minnesota prior to obtain the posterior distribution of each parameter of the VAR model. Moreover, this paper uses methods based on Kalman filtering and Kalman smoothing to obtain the posterior distribution of latent state variables. Then, according to the posterior distribution of the VAR model parameters and the posterior distribution of the latent state variables, this paper uses the Gibbs sampling method to obtain the mixed Bayes vector autoregressive model and the estimation of the state variables. Finally, this article studies the influence of Internet finance on monetary policy with examples. The research results show that the method proposed in this article has a certain effect.

Output Adaptive Observers Design for Linear Non-Stationary Systems with Polynomial Parameters

2021 ◽  
Vol 22 (8) ◽  
pp. 404-410
Author(s):  
K. B. Dang ◽  
A. A. Pyrkin ◽  
A. A. Bobtsov ◽  
A. A. Vedyakov ◽  
S. I. Nizovtsev
Keyword(s):  
Linear Time ◽  
State Observer ◽  
Observer Design ◽  
Model Parameters ◽  
Time Varying ◽  
State Variables ◽  
Unknown Constant ◽  
Established Method ◽  
Time Varying Parameters ◽  
True Values

The article deals with the problem of state observer design for a linear time-varying plant. To solve this problem, a number of realistic assumptions are considered, assuming that the model parameters are polynomial functions of time with unknown coefficients. The problem of observer design is solved in the class of identification approaches, which provide transformation of the original mathematical model of the plant to a static linear regression equation, in which, instead of unknown constant parameters, there are state variables of generators that model non-stationary parameters. To recover the unknown functions of the regression model, we use the recently well-established method of dynamic regressor extension and mixing (DREM), which allows to obtain monotone estimates, as well as to accelerate the convergence of estimates to the true values. Despite the fact that the article deals with the problem of state observer design, it is worth noting the possibility of using the proposed approach to solve an independent and actual estimation problem of unknown time-varying parameters.

scholarly journals Estimation of the HEC-HMS model parameters in data-scarce regions. Application to the Ouergha watershed (Sebou, Morocco)

2021 ◽  
Vol 314 ◽  
pp. 05002
Author(s):  
Hasna Moumni ◽  
Karima Sebari ◽  
Laila Stour ◽  
Abdellatif Ahbari
Keyword(s):  
Remote Sensing ◽  
Hydrological Model ◽  
Model Parameters ◽  
Flow Data ◽  
Random Parameters ◽  
Quality Of Data ◽  
Initial Values ◽  
Digital Elevation ◽  
Elevation Model

The availability, accessibility and quality of data are significant obstacles to hydrological modelling. Estimating the initial values of the hydrological model´’ ’s parameters is a laborious and determining task requiring much attention. Geographic information systems (GIS) and spatial remote sensing are prometting tools for processing and collecting data. In this work, we use an innovative approach to estimate the HEC-HMS hydrological model parameters from the soil map of Africa (250m), the land use map GLC30, the depth to bedrock map, the digital elevation model and observed flow data. The estimation approach is applied to the Ouergha basin (Sebou, Morocco). The proposed approach’s interest is to feed the HEC-HMS hydrological model with initial values of parameters close to the study area reality instead of using random parameters.

scholarly journals Robust estimation of hydrological model parameters

2008 ◽  
Vol 5 (3) ◽  
pp. 1641-1675 ◽  
Author(s):  
A. Bárdossy ◽  
S. K. Singh
Keyword(s):  
Measurement Errors ◽  
Input Data ◽  
Hydrological Model ◽  
Optimal Parameter ◽  
Model Performance ◽  
Model Parameters ◽  
Geometrical Approach ◽  
State Variables ◽  
Parameter Vector ◽  
Robust Parameter

Abstract. The estimation of hydrological model parameters is a challenging task. With increasing capacity of computational power several complex optimization algorithms have emerged, but none of the algorithms gives an unique and very best parameter vector. The parameters of hydrological models depend upon the input data. The quality of input data cannot be assured as there may be measurement errors for both input and state variables. In this study a methodology has been developed to find a set of robust parameter vectors for a hydrological model. To see the effect of observational error on parameters, stochastically generated synthetic measurement errors were applied to observed discharge and temperature data. With this modified data, the model was calibrated and the effect of measurement errors on parameters was analysed. It was found that the measurement errors have a significant effect on the best performing parameter vector. The erroneous data led to very different optimal parameter vectors. To overcome this problem and to find a set of robust parameter vectors, a geometrical approach based on the half space depth was used. The depth of the set of N randomly generated parameters was calculated with respect to the set with the best model performance (Nash-Sutclife efficiency was used for this study) for each parameter vector. Based on the depth of parameter vectors, one can find a set of robust parameter vectors. The results show that the parameters chosen according to the above criteria have low sensitivity and perform well when transfered to a different time period. The method is demonstrated on the upper Neckar catchment in Germany. The conceptual HBV model was used for this study.

scholarly journals Simple Degree-of-Freedom Modeling of the Random Fluctuation Arising in Human–Bicycle Balance

2019 ◽  
Vol 9 (10) ◽  
pp. 2154 ◽  
Author(s):  
Katsutoshi Yoshida ◽  
Keishi Sato ◽  
Yoshikazu Yamanaka
Keyword(s):  
Angular Displacement ◽  
Degree Of Freedom ◽  
Training Data ◽  
Statistical Hypothesis ◽  
Random Fluctuation ◽  
Model Parameters ◽  
Statistical Hypothesis Testing ◽  
Measured Time ◽  
Kolmogorov Smirnov ◽  
Fluctuation Model

In this study, we propose a new simple degree-of-freedom fluctuation model that accurately reproduces the probability density functions (PDFs) of human–bicycle balance motions as simply as possible. First, we measure the time series of the roll angular displacement and velocity of human–bicycle balance motions and construct their PDFs. Next, using these PDFs as training data, we identify the model parameters by means of particle swarm optimization; in particular, we minimize the Kolmogorov–Smirnov distance between the human PDFs from the participants and the PDFs simulated by our model. The resulting PDF fitnesses were over 98.7 % for all participants, indicating that our simulated PDFs were in close agreement with human PDFs. Furthermore, the Kolmogorov–Smirnov statistical hypothesis testing was applied to the resulting human–bicycle fluctuation model, showing that the measured time responses were much better supported by our model than the Gaussian distribution.

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