Parameter estimation and model identification for stochastic models of annual hydrological data: Is the observed record long enough?

2006 ◽  
Vol 330 (1-2) ◽  
pp. 313-328 ◽  
Author(s):  
Mark Thyer ◽  
Andrew J. Frost ◽  
George Kuczera
1989 ◽  
Vol 236 (1285) ◽  
pp. 385-416 ◽  

Patch-clamp data may be analysed in terms of Markov process models of channel gating mechanisms. We present a maximum likelihood algorithm for estimation of gating parameters from records where only a single channel is present. Computer simulated data for three different models of agonist receptor gated channels are used to demonstrate the performance of the procedure. Full details of the implementation of the algorithm are given for an example gating mechanism. The effects of omission of brief openings and closings from the single-channel data on parameter estimation are explored. A strategy for discriminating between alternative possible gating models, based upon use of the Schwarz criterion, is described. Omission of brief events is shown not to lead to incorrect model identification, except in extreme circumstances. Finally, the algorithm is extended to include channel gating models exhibiting multiple conductance levels.


2021 ◽  
Vol ahead-of-print (ahead-of-print) ◽  
Author(s):  
Sonia Goel ◽  
Meena Tushir

Purpose In real-world decision-making, high accuracy data analysis is essential in a ubiquitous environment. However, we encounter missing data while collecting user-related data information because of various privacy concerns on account of a user. This paper aims to deal with incomplete data for fuzzy model identification, a new method of parameter estimation of a Takagi–Sugeno model in the presence of missing features. Design/methodology/approach In this work, authors proposed a three-fold approach for fuzzy model identification in which imputation-based linear interpolation technique is used to estimate missing features of the data, and then fuzzy c-means clustering is used for determining optimal number of rules and for the determination of parameters of membership functions of the fuzzy model. Finally, the optimization of the all antecedent and consequent parameters along with the width of the antecedent (Gaussian) membership function is done by gradient descent algorithm based on the minimization of root mean square error. Findings The proposed method is tested on two well-known simulation examples as well as on a real data set, and the performance is compared with some traditional methods. The result analysis and statistical analysis show that the proposed model has achieved a considerable improvement in accuracy in the presence of varying degree of data incompleteness. Originality/value The proposed method works well for fuzzy model identification method, a new method of parameter estimation of a Takagi–Sugeno model in the presence of missing features with varying degree of missing data as compared to some well-known methods.


Author(s):  
Wang Xiao Wang ◽  
Jianyin Xie

Abstract A new integrated algorithm of structure determination and parameter estimation is proposed for nonlinear systems identification in this paper, which is based on the Householder Transformation (HT), Givens and Modified Gram-Schmidt (MGS) algorithms. While being used for the polynomial and rational NARMAX model identification, it can select the model terms while deleting the unimportant ones from the assumed full model, avoiding the storage difficulty as the CGS identification algorithm does which is proposed by Billings et. al., and is numerically more stable. Combining the H algorithm with the modified bidiagonalization least squares (MBLS) algorithm and the singular value decomposition (SVD) method respectively, two algorithms referred to as the MBLSHT and SVDHT ones are proposed for the polynomial and rational NARMAX model identification. They are all numerically more stable than the HT or Givens or MGS algorithm given in this paper, and the MBLSHT algorithm has the best performance. A higher precision for the parameter estimation can thus be obtained by them, as supported b simulation results.


2007 ◽  
Vol 340 (3-4) ◽  
pp. 129-148 ◽  
Author(s):  
Andrew J. Frost ◽  
Mark A. Thyer ◽  
R. Srikanthan ◽  
George Kuczera

2017 ◽  
Vol 107 ◽  
pp. 408-426 ◽  
Author(s):  
Calvin Tsay ◽  
Richard C. Pattison ◽  
Michael Baldea ◽  
Ben Weinstein ◽  
Steven J. Hodson ◽  
...  

2011 ◽  
Vol 26 (2) ◽  
pp. e8 ◽  
Author(s):  
Sumit Jha ◽  
Alexandre Donze ◽  
Rupinder Khandpur ◽  
Joyeeta Dutta-Moscato ◽  
Qi Mi ◽  
...  

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