The direct sampling (DS) multiple-point statistical technique is proposed as a non-parametric missing data simulator for hydrological flow rate time-series. The algorithm makes use of the patterns contained inside a training data set to reproduce the complexity of the missing data. The proposed setup is tested in the reconstruction of a flow rate time-series while considering several missing da...

An approach is presented to get interconnections between the Fisher information matrix of an ARMAX process and a corresponding solution of a Stein equation. The case of algebraic multiplicity greater than one and the case of distinct eigenvalues are addressed. Appropriate links are constructed for these two cases by applying a factorization both for the Fisher information matrix and for a corre...

OBJECTIVE To evaluate the effect that seasonality has on the occurrence of respiratory symptoms in a Brazilian city with a tropical climate. METHODS This was a cross-sectional study, in which data related to subjects who sought outpatient treatment at a primary health care clinic in the city of Goiânia, Brazil, were correlated with daily meteorological data. Over a one-year period, all the pa...

Fractionation product properties of crude distillation unit (CDU) need to be monitored and controlled through feedback mechanism. Due to inability of on-line measurement, soft sensors for product quality estimation are developed. Soft sensors for kerosene distillation end point are developed using linear and nonlinear identification methods. Experimental data are acquired from the refinery dist...

In this paper we derive the maximum likelihood problem for missing data from a Gaussian model. We present in total eight di erent equivalent formulations of the resulting optimization problem, four out of which are nonlinear least squares formulations. Among these formulations are also formulations based on the expectation-maximization algorithm. Expressions for the derivatives needed in order ...

ARX models, is a suitable model class for linear control implementations. The parameter estimation problem is convex and easily handed for both SISO and MIMO system in contrast to ARMAX or State Space model. Model predictive control implementations insuring offset-free tracking are discussed and related. Special attention is given to an adaptive disturbance estimation method with time-varying f...

The control theory and automation technology is widely used in industries. Many control algorithms are based on the mathematical models of dynamic systems. Mathematical models and parameter estimation are basics for automatic control. A recursive least squares parameter estimation algorithms and Kaczmarz’s projection algorithm is applied based on ARMAX model and OE models. The estimated paramet...