Recursive Identification of the Dynamic Behavior in a Distillation Column by Means of Autoregressive Models

2014 ◽  
Vol 136 (4) ◽  
Author(s):  
Lakhdar Aggoune ◽  
Yahya Chetouani ◽  
Hammoud Radjeai
Keyword(s):  
Performance Measures ◽  
Distillation Column ◽  
Moving Average ◽  
Information Criterion ◽  
Recursive Identification ◽  
Autoregressive Moving Average ◽  
Model Parameters ◽  
Recursive Algorithms ◽  
Optimal Model ◽  
Armax Model

In this study, an Autoregressive with eXogenous input (ARX) model and an Autoregressive Moving Average with eXogenous input (ARMAX) model are developed to predict the overhead temperature of a distillation column. The model parameters are estimated using the recursive algorithms. In order to select an optimal model for the process, different performance measures, such as Aikeke's Information Criterion (AIC), Root Mean Square Error (RMSE), and Nash–Sutcliffe Efficiency (NSE), are calculated.

scholarly journals PERAMALAN KUNJUNGAN WISATAWAN MENGGUNAKAN MODEL ARMAX DENGAN NILAI KURS DAN EKSPOR-IMPOR SEBAGAI FAKTOR EKSOGEN

2014 ◽  
Vol 3 (4) ◽  
pp. 138
Author(s):  
PUTU IKA OKTIYARI LAKSMI ◽  
KOMANG DHARMAWAN ◽  
LUH PUTU IDA HARINI
Keyword(s):  
Foreign Currency ◽  
Moving Average ◽  
Autoregressive Moving Average ◽  
Model Parameters ◽  
Mathematical Form ◽  
Currency Exchange ◽  
Currency Exchange Rate ◽  
Armax Model ◽  
Past Data ◽  
Chinese Yuan

Forecasting is science to estimate occurrence of the future. This matter can be conducted by entangling intake of past data and place to the next period with a mathematical form. This research aims to estimate the number of foreign tourists visiting Bali models using autoregressive moving average exogenous (ARMAX). The data used in this study is the number of tourists in Australia and the number of tourists in the RRC as a variable Y, and foreign currency exchange rate AUD, Chinese Yuan, and Export Import as the X factor from the period July 2009 to July 2014. In the analysis can be obtained in the best ARMAX models of the number of tourists in Australia is ARMAX(1,2,2) and the best model of the number of tourists in the RRC does not exist because the data for the ARMAX model parameters tourists no significant RRC.

Modeling of a distillation column based on NARMAX and Hammerstein models

2017 ◽  
Vol 08 (03) ◽  
pp. 1750034
Author(s):  
Lakhdar Aggoune ◽  
Yahya Chetouani
Keyword(s):  
Distillation Column ◽  
Moving Average ◽  
Model Development ◽  
Information Criterion ◽  
Hammerstein Model ◽  
Autoregressive Moving Average ◽  
Model Order Selection ◽  
Process Behavior ◽  
Development And Validation ◽  
Nonlinear Autoregressive

The modeling of distillation column process is a very challenging problem because of the complex dynamic behavior. This paper investigates a Nonlinear Autoregressive Moving Average with eXogenous input (NARMAX) model, and a Hammerstein model to approximate the evolution of the overhead temperature in a separation system. The model development and validation are studied through experiments carried out on a distillation plant of laboratory scale. Three model order selection criteria such as Aikeke’s Information Criterion (AIC), Root Mean Square Error (RMSE) and Nash–Sutcliffe Efficiency (NSE) are used to evaluate the prediction performance of the process behavior. The results illustrate that both models produce acceptable predictions but the NARMAX model outperforms the Hammerstein model.

scholarly journals Forecasting hydrologic parameters using linear and nonlinear stochastic models

2019 ◽  
Vol 11 (4) ◽  
pp. 1284-1301
Author(s):  
Hamed Nozari ◽  
Fateme Tavakoli
Keyword(s):  
Support Vector Machine ◽  
Moving Average ◽  
Sustainable Use ◽  
Rain Gauge ◽  
Support Vector ◽  
Autoregressive Moving Average ◽  
Monthly Precipitation ◽  
Precipitation Prediction ◽  
Armax Model ◽  
Monthly Discharge

Abstract One of the most important bases in the management of catchments and sustainable use of water resources is the prediction of hydrological parameters. In this study, support vector machine (SVM), support vector machine combined with wavelet transform (W-SVM), autoregressive moving average with exogenous variable (ARMAX) model, and autoregressive integrated moving average (ARIMA) models were used to predict monthly values of precipitation, discharge, and evaporation. For this purpose, the monthly time series of rain-gauge, hydrometric, and evaporation-gauge stations located in the catchment area of Hamedan during a 25-year period (1991–2015) were used. Out of this statistical period, 17 years (1991–2007), 4 years (2008–2011), and 4 years (2012–2015) were used for training, calibration, and validation of the models, respectively. The results showed that the ARIMA, SVM, ARMAX, and W-SVM ranked from first to fourth in the monthly precipitation prediction and SVM, ARIMA, ARMAX, and W-SVM were ranked from first to fourth in the monthly discharge and monthly evaporation prediction. It can be said that the SVM has fewer adjustable parameters than other models. Thus, the model is able to predict hydrological changes with greater ease and in less time, because of which it is preferred to other methods.

Self-Tuning Fusion Kalman Filter for ARMA Signals

2012 ◽  
Vol 229-231 ◽  
pp. 1768-1771
Author(s):  
Wen Qiang Liu ◽  
Na Han ◽  
Man Yan ◽  
Gui Li Tao
Keyword(s):  
Kalman Filter ◽  
Instrumental Variable ◽  
Single Channel ◽  
Moving Average ◽  
Correlation Method ◽  
Autoregressive Moving Average ◽  
Model Parameters ◽  
Self Tuning ◽  
Optimal Fusion

For the single-channel autoregressive moving average (ARMA) signals with multisensor, and with unknown model parameters and noise variances, the local estimators of unknown model parameters and noise variances are obtained by the recursive instrumental variable (RIV) algorithm and correlation method, and the fused estimators are obtained by taking the average of the local estimators. Substituting them into the optimal fusion Kalman filter, a self-tuning fusion Kalman filter for single-channel ARMA signals is presented. A simulation example shows its effectiveness.

scholarly journals ROBUST RECURSIVE IDENTIFICATION OF HAMMERSTEIN MODELS BASED ON WEISZFALD ALGORITHM

2020 ◽  
Vol 18 (2) ◽  
pp. 127
Author(s):  
Vojislav Filipović
Keyword(s):  
Robust Statistics ◽  
Moving Average ◽  
Recursive Identification ◽  
Autoregressive Moving Average ◽  
Weighted Norm ◽  
Stochastic Disturbance ◽  
Hammerstein Models ◽  
Non Gaussian ◽  
Weighting Coefficients ◽  
Nonlinear Autoregressive

The Hammerstein models can accurately describe a wide variety of nonlinear systems (chemical process, power electronics, electrical drives, sticky control valves). Algorithms of identification depend, among other, on the assumption about the nature of stochastic disturbance. Practical research shows that disturbances, owing the presence of outliers, have a non-Gaussian distribution. In such case it is a common practice to use the robust statistics. In the paper, by analysis of the least favourable probability density, it is shown that the robust (Huber`s) estimation criterion can be presented as a sum of non-overlapping - norm and - norm criteria. By using a Weiszfald algorithm - norm criterion is converted to - norm criterion. So, the weighted - norm criterion is obtained for the identification. The main contributions of the paper are: (i) Presentation of the Huber`s criterion as a sum of - norm and - norm criteria; (ii) Using the Weiszfald algorithm  – norm criterion is converted to a weighted - norm criterion; (iii) Weighted extended least squares in which robustness is included through weighting coefficients are derived for NARMAX (nonlinear autoregressive moving average with exogenous variable) . The illustration of the behaviour of the proposed algorithm is presented through simulations.

scholarly journals A Genetic Algorithm Approach for Prediction of Linear Dynamical Systems

2013 ◽  
Vol 2013 ◽  
pp. 1-12 ◽  
Author(s):  
Za'er Abo-Hammour ◽  
Othman Alsmadi ◽  
Shaher Momani ◽  
Omar Abu Arqub
Keyword(s):  
Genetic Algorithm ◽  
Dynamical Systems ◽  
Moving Average ◽  
Autoregressive Moving Average ◽  
Model Parameters ◽  
Input Output ◽  
Data Sequence ◽  
Output Data ◽  
Linear Dynamical Systems ◽  
Genetic Algorithm Approach

Modelling of linear dynamical systems is very important issue in science and engineering. The modelling process might be achieved by either the application of the governing laws describing the process or by using the input-output data sequence of the process. Most of the modelling algorithms reported in the literature focus on either determining the order or estimating the model parameters. In this paper, the authors present a new method for modelling. Given the input-output data sequence of the model in the absence of any information about the order, the correct order of the model as well as the correct parameters is determined simultaneously using genetic algorithm. The algorithm used in this paper has several advantages; first, it does not use complex mathematical procedures in detecting the order and the parameters; second, it can be used for low as well as high order systems; third, it can be applied to any linear dynamical system including the autoregressive, moving-average, and autoregressive moving-average models; fourth, it determines the order and the parameters in a simultaneous manner with a very high accuracy. Results presented in this paper show the potentiality, the generality, and the superiority of our method as compared with other well-known methods.

Fast Diagnosis of Volatile Organic Compounds with a Temperature-Modulated Chemoresistor

2011 ◽  
Vol 495 ◽  
pp. 310-313 ◽  
Author(s):  
Amir Amini ◽  
Seyed Mohsen Hosseini-Golgoo
Keyword(s):  
Cross Validation ◽  
Operating Temperature ◽  
Moving Average ◽  
Feature Space ◽  
Autoregressive Moving Average ◽  
Temperature Modulation ◽  
Voltage Waveform ◽  
Volatile Organic ◽  
Gas Identification ◽  
Armax Model

Virtual arrays formed by operating temperature modulation of a commercial non selective chemoresistor have been utilized for gas identification. Here, we are reporting the details of a refined system which distinctly classifies methanol, ethanol, 1-butanol, acetone and hydrogen contaminations in a wide concentration range. A staircase voltage waveform of 5 plateaus is applied to the sensor’s microheater and gas recognition is achieved in 25 s. Sensor’s output is modeled by an “autoregressive moving average with exogenous variables” (ARMAX) model. The modeling parameters obtained for an unknown analyte are utilized as the components of its feature vectors which afford its classification in a feature space. Cross-validation in the 5 to 100 ppm concentration range for H2, and 200 to 2000 ppm for the other analytes examined, resulted in an overall classification success rate of 100%.

Assessing the Effects of Terrorism on Tourism by Use of Time Series Methods

2003 ◽  
Vol 9 (2) ◽  
pp. 179-190 ◽  
Author(s):  
Brian W. Sloboda
Keyword(s):  
Time Series ◽  
Impact Analysis ◽  
Moving Average ◽  
Single Equation ◽  
Autoregressive Moving Average ◽  
Short Term ◽  
Explanatory Variables ◽  
Use Of Time ◽  
Dependent Variables ◽  
Armax Model

This paper presents an assessment of the effects of terrorism on tourism by using time series methods, namely the ARMAX (autoregressive moving average with explanatory variables) model. This is a single-equation approach, which has the ability to provide impact analysis easily. The use of the ARMAX model allows for the general shape of the lag distribution of the impacts of the explanatory variables based on the ratio of lag polynomials for the independent and dependent variables. The ARMAX models, like the ARIMA models, provide for a short-term assessment of terrorist incidents on tourism.

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