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Grey box model

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determined in this manner need to be substituted into the nonlinear model to assess improvements in the model errors. The absence of a significant improvement indicates the available data is not able to improve the current model form using the defined parameters. Extra parameters can be inserted into
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on the residuals is not particularly useful. The chi squared test requires known standard deviations which are seldom available, and failed tests give no indication of how to improve the model. There are a range of methods to compare both nested and non nested models. These include comparison of
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using linear regression will show if the residuals can be predicted. Residuals that cannot be predicted offer little prospect of improving the model using the current operating conditions. Terms that do predict the residuals are prospective terms to incorporate into the model to improve its
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combines a partial theoretical structure with data to complete the model. The theoretical structure may vary from information on the smoothness of results, to models that need only parameter values from data or existing literature. Thus, almost all models are grey box models as opposed to
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techniques. For more than one parameter the method extends in a direct manner. After checking that the model has been improved this process can be repeated until convergence. This approach has the advantages that it does not need the parameters
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The model inversion technique above can be used as a method of determining whether a model can be improved. In this case selection of nonzero terms is not so important and linear prediction can be done using the significant
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Kroll, Andreas (2000). Grey-box models: Concepts and application. In: New Frontiers in Computational Intelligence and its Applications, vol.57 of Frontiers in artificial intelligence and applications, pp. 42-51. IOS Press,
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Whiten, W.J., 1971. Model building techniques applied to mineral treatment processes, Symp. on Automatic Control Systems in Mineral Processing Plants, (Australas. Inst. Min. Metall., S. Queensland Branch, Brisbane),
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includes a constant term and possibly transformed values of the original operating conditions to obtain non-linear relations between the original operating conditions and
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with a partial theoretical structure and some unknown parts derived from data. Models with unlike theoretical structures need to be evaluated individually, possibly using
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Kojovic, T., and Whiten W. J., 1994. Evaluation of the quality of simulation models, Innovations in mineral processing, (Lauretian University, Sudbury) pp 437–446.
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Kojovic, T., 1989. The development and application of Model - an automated model builder for mineral processing, PhD thesis, The University of Queensland.
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or variable parameter relations may need to be found. For a particular structure it is arbitrarily assumed that the data consists of sets of feed vectors
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Xiao, J., 1998. Extensions of model building techniques and their applications in mineral processing, PhD thesis, The University of Queensland.
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Whiten, W.J., 1994. Determination of parameter relations within non-linear models, SIGNUM Newsletter, 29(3–4,) 2–5. 10.1145/192527.192535.
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Gelman, Andrew; Carlin, John B.; Stern, Hal S.; Dunson, David B.; Vehtari, Aki; Rubin, Donald B. (1 November 2013).
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to be able to be determined from an individual data set and the linear regression is on the original error terms
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Where sufficient data is available, division of the data into a separate model construction set and one or two
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Heaton, J., 2012. Introduction to the math of neural networks, Heaton Research Inc. (Chesterfield, MO),
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that can be used to determine if they are significantly different from zero, thus providing a method of
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Nash, J.C. and Walker-Smith, M. 1987. Nonlinear parameter estimation, Marcel Dekker, Inc. (New York).
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is recommended. This can be repeated using multiple selections of the construction set and the
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Knowledge talk:Articles for creation/Mathematical models: Grey box completion and validation
525: 505: 293: 251: 619:, Proc. 17th World Congress, Int. Federation of Automatic Control, Seoul. pp 11415-11420 540: 60: 1107: 436: 68: 67:
techniques are much more efficient than most non-linear techniques. The model can be
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is now in a linear position with all other terms known, and thus can be analyzed by
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models that are purely theoretical. Some models assume a special form such as a
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Determining the form of ordinary differential equations using model inversion
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Once a selection of non-zero values is made, the remaining coefficients in
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are non-zero and assigning their values. The model completion becomes an
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Press, W.H.; Teukolsky, S.A.; Vetterling, W.T.; Flannery, B.P. (2007).
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gives some variable parameters that are the model's unknown parts.
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Model completion and validation using inversion of grey box models
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Practical Grey-box Process Identification: Theory and Applications
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and estimating their values. Once the non-zero values are located
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in a manner to be determined. This relation can be specified as
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Lawson, Charles L.; J. Hanson, Richard (1 December 1995).
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Mathematical data production model with limited structure
312:) into an approximate linear form in the elements of 63:. These have special analysis methods. In particular 226:
over the data with respect to the nonzero values in
246:can provide accuracy estimates for the elements of 664:Draper, Norman R.; Smith, Harry (25 August 2014). 179:. It is then a matter of selecting which terms in 444:the model to make this test more comprehensive. 257:It is sometimes possible to calculate values of 617:Grey box modelling - branches and experiences 8: 1019: 1017: 998: 996: 994: 977: 975: 973: 971: 804:(3rd ed.). Cambridge University Press. 689: 687: 407:or used to evaluate prediction differences. 187:problem to determine the non-zero values in 1049: 1047: 935: 933: 931: 921: 919: 917: 915: 904: 902: 900: 761: 759: 862: 860: 793: 791: 789: 659: 657: 643: 641: 639: 637: 635: 633: 631: 629: 627: 625: 560: 558: 556: 890: 888: 651:, ANZIAM J.,54 (CTAC 2012) pp C187–C199. 571:. Springer Science & Business Media. 167:is a matrix of unknown coefficients, and 943:, ANZIAM J. 55 (EMAC2013) pp.C329–C347. 870:Grey Box Modelling for Nonlinear Systems 670:. John Wiley & Sons. pp. 657–. 615:Sohlberg, B., and Jacobsen, E.W., 2008. 140:, and the model predictions. The vector 878:Kaiserslautern University of Technology 565:Bohlin, Torsten P. (7 September 2006). 552: 694:Weisberg, Sanford (25 November 2013). 415:model predictions with repeated data. 277:thus selecting the non-zero values in 828:Bayesian Data Analysis, Third Edition 98:Within a particular model structure, 7: 418:An attempt to predict the residuals 151:vary with the operating conditions 118:will contain values extracted from 1024:Linhart, H.; Zucchini, W. (1986). 737:Stergiou, C.; Siganos, D. (2013). 285:can be used on the original model 261:for each data set, directly or by 136:gives the errors between the data 110:, and operating condition vectors 51:where no model form is assumed or 25: 1081:Deming, William Edwards (2000). 454: 296:, which converts the non-linear 207:can be determined by minimizing 496:Nonlinear system identification 191:that minimizes the error terms 1057:Subset Selection in Regression 1054:Miller, Alan (15 April 2002). 769:Solving Least Squares Problems 422:with the operating conditions 1: 370:q m’(f,p,q*) = m(f,p.q*) + (a 667:Applied Regression Analysis 593:"Grey-box model estimation" 410:A statistical test such as 1135: 853:Supported grey box models 265:. Then the more efficient 132:where the vector function 697:Applied Linear Regression 405:resulting models averaged 289:to refine these values . 283:non-linear least squares 263:non-linear least squares 244:non-linear least squares 232:non-linear least squares 269:can be used to predict 240:evolutionary algorithms 40:computational modelling 1084:Out of the Crisis p272 83:The general case is a 1119:Mathematical theorems 1114:Mathematical modeling 531:System identification 481:Design of experiments 964:Spline (mathematics) 595:. Mathworks 2. 2012. 511:Scientific modelling 501:Parameter estimation 476:Computer simulation 471:Computer experiment 236:simulated annealing 89:simulated annealing 939:Whiten, B., 2014. 867:Hauth, J. (2008), 647:Whiten, B., 2013. 536:System realization 491:Mathematical model 462:Mathematics portal 373:c − q*) m’(f,p,q*) 331:) and an estimate 292:A third method is 106:, product vectors 93:genetic algorithms 1094:978-0-262-54115-2 1067:978-1-4200-3593-3 1037:978-0-471-83722-0 851:Mathworks, 2013. 838:978-1-4398-4095-5 811:978-0-521-88068-8 801:Numerical Recipes 779:978-0-89871-356-5 739:"Neural networks" 707:978-1-118-59485-8 677:978-1-118-62568-2 578:978-1-84628-403-8 521:Statistical model 437:regression matrix 384:linear regression 366:q) ≈ m(f,p.q*) + 267:linear regression 173:linear regression 65:linear regression 57:linear regression 16:(Redirected from 1126: 1099: 1098: 1078: 1072: 1071: 1051: 1042: 1041: 1021: 1012: 1009: 1003: 1000: 989: 979: 966: 961: 955: 950: 944: 937: 926: 923: 910: 906: 895: 892: 883: 881: 875: 864: 855: 849: 843: 842: 822: 816: 815: 795: 784: 783: 763: 754: 753: 751: 750: 741:. Archived from 734: 728: 718: 712: 711: 691: 682: 681: 661: 652: 645: 620: 613: 607: 603: 597: 596: 589: 583: 582: 562: 486:Grey box testing 464: 459: 458: 439:. The values in 395:Model validation 362:c) = m(f,p,q* + 199:Model completion 85:non-linear model 21: 1134: 1133: 1129: 1128: 1127: 1125: 1124: 1123: 1104: 1103: 1102: 1095: 1080: 1079: 1075: 1068: 1053: 1052: 1045: 1038: 1027:Model selection 1023: 1022: 1015: 1010: 1006: 1001: 992: 980: 969: 962: 958: 951: 947: 938: 929: 924: 913: 907: 898: 893: 886: 876:(dissertation, 873: 866: 865: 858: 850: 846: 839: 824: 823: 819: 812: 797: 796: 787: 780: 765: 764: 757: 748: 746: 736: 735: 731: 719: 715: 708: 693: 692: 685: 678: 663: 662: 655: 646: 623: 614: 610: 604: 600: 591: 590: 586: 579: 564: 563: 554: 550: 545: 526:System dynamics 506:Research design 460: 453: 450: 401:evaluation sets 397: 294:model inversion 230:, typically by 201: 195:over the data. 147:The parameters 81: 28: 23: 22: 15: 12: 11: 5: 1132: 1130: 1122: 1121: 1116: 1106: 1105: 1101: 1100: 1093: 1073: 1066: 1043: 1036: 1013: 1004: 990: 967: 956: 945: 927: 911: 896: 884: 856: 844: 837: 817: 810: 785: 778: 755: 729: 726:978-1475190878 713: 706: 683: 676: 653: 621: 608: 598: 584: 577: 551: 549: 546: 544: 543: 541:Systems theory 538: 533: 528: 523: 518: 513: 508: 503: 498: 493: 488: 483: 478: 473: 467: 466: 465: 449: 446: 396: 393: 376: 375: 252:term selection 200: 197: 130: 129: 80: 77: 61:neural network 44:grey box model 26: 24: 14: 13: 10: 9: 6: 4: 3: 2: 1131: 1120: 1117: 1115: 1112: 1111: 1109: 1096: 1090: 1087:. MIT Press. 1086: 1085: 1077: 1074: 1069: 1063: 1060:. CRC Press. 1059: 1058: 1050: 1048: 1044: 1039: 1033: 1029: 1028: 1020: 1018: 1014: 1008: 1005: 999: 997: 995: 991: 988: 984: 978: 976: 974: 972: 968: 965: 960: 957: 954: 949: 946: 942: 936: 934: 932: 928: 922: 920: 918: 916: 912: 905: 903: 901: 897: 891: 889: 885: 879: 872: 871: 863: 861: 857: 854: 848: 845: 840: 834: 831:. CRC Press. 830: 829: 821: 818: 813: 807: 803: 802: 794: 792: 790: 786: 781: 775: 771: 770: 762: 760: 756: 745:on 2009-12-16 744: 740: 733: 730: 727: 723: 717: 714: 709: 703: 699: 698: 690: 688: 684: 679: 673: 669: 668: 660: 658: 654: 650: 644: 642: 640: 638: 636: 634: 632: 630: 628: 626: 622: 618: 612: 609: 602: 599: 594: 588: 585: 580: 574: 570: 569: 561: 559: 557: 553: 547: 542: 539: 537: 534: 532: 529: 527: 524: 522: 519: 517: 514: 512: 509: 507: 504: 502: 499: 497: 494: 492: 489: 487: 484: 482: 479: 477: 474: 472: 469: 468: 463: 457: 452: 447: 445: 442: 438: 434: 428: 427:performance. 425: 421: 416: 413: 408: 406: 402: 394: 392: 390: 385: 381: 374: 371: 367: 363: 360: 357: 356: 355: 353: 350: −  349: 346: 343: =  342: 338: 334: 330: 327: 323: 319: 315: 311: 307: 303: 299: 295: 290: 288: 284: 280: 276: 272: 268: 264: 260: 255: 253: 249: 245: 241: 237: 233: 229: 225: 223: 219: 215: 211: 206: 198: 196: 194: 190: 186: 182: 178: 174: 170: 166: 162: 158: 154: 150: 145: 143: 139: 135: 128: 125: 124: 123: 121: 117: 114:. Typically 113: 109: 105: 101: 96: 94: 90: 86: 78: 76: 74: 70: 69:deterministic 66: 62: 58: 54: 50: 45: 41: 37: 33: 19: 1083: 1076: 1056: 1026: 1007: 959: 948: 869: 847: 827: 820: 799: 768: 747:. Retrieved 743:the original 732: 716: 696: 666: 611: 601: 587: 567: 440: 433:eigenvectors 429: 423: 419: 417: 409: 398: 388: 379: 377: 372: 369: 365: 361: 358: 351: 347: 344: 340: 336: 332: 328: 325: 321: 317: 313: 309: 305: 301: 297: 291: 286: 278: 274: 270: 258: 256: 247: 227: 221: 217: 213: 209: 208: 204: 202: 192: 188: 185:optimization 180: 176: 168: 164: 160: 156: 152: 148: 146: 141: 137: 133: 131: 126: 119: 115: 111: 107: 103: 97: 82: 43: 29: 412:chi-squared 339:. Putting d 242:. Also the 32:mathematics 1108:Categories 987:088667025X 953:Polynomial 749:2013-07-03 606:Amsterdam. 548:References 516:Simulation 100:parameters 79:Model form 73:stochastic 36:statistics 1030:. Wiley. 700:. Wiley. 287:m(f,p,Ac) 193:m(f,p,Ac) 53:white box 49:black box 909:129-148. 772:. SIAM. 448:See also 378:so that 127:m(f,p,q) 435:of the 359:m(f,p,a 320:value ( 1091:  1064:  1034:  985:  835:  808:  776:  724:  704:  674:  575:  354:gives 273:using 171:as in 163:where 38:, and 874:(PDF) 420:m(, ) 1089:ISBN 1062:ISBN 1032:ISBN 983:ISBN 833:ISBN 806:ISBN 774:ISBN 722:ISBN 702:ISBN 672:ISBN 573:ISBN 238:and 42:, a 335:of 91:or 71:or 59:or 30:In 1110:: 1046:^ 1016:^ 993:^ 970:^ 930:^ 914:^ 899:^ 887:^ 859:^ 788:^ 758:^ 686:^ 656:^ 624:^ 555:^ 352:q* 333:q* 324:= 310:Ac 254:. 222:Ac 161:Ac 159:= 95:. 34:, 1097:. 1070:. 1040:. 882:. 880:) 841:. 814:. 782:. 752:. 710:. 680:. 581:. 441:A 424:c 389:q 380:a 368:d 364:d 348:c 345:a 341:q 337:q 329:c 326:a 322:q 318:q 314:A 308:, 306:p 304:, 302:f 300:( 298:m 279:A 275:c 271:q 259:q 248:A 228:A 224:) 220:, 218:p 216:, 214:f 212:( 210:m 205:A 189:A 181:A 177:q 169:c 165:A 157:q 153:c 149:q 142:q 138:p 134:m 120:f 116:c 112:c 108:p 104:f 20:)

Index

Knowledge talk:Articles for creation/Mathematical models: Grey box completion and validation
mathematics
statistics
computational modelling
black box
white box
linear regression
neural network
linear regression
deterministic
stochastic
non-linear model
simulated annealing
genetic algorithms
parameters
linear regression
optimization
non-linear least squares
simulated annealing
evolutionary algorithms
non-linear least squares
term selection
non-linear least squares
linear regression
non-linear least squares
model inversion
linear regression
evaluation sets
resulting models averaged
chi-squared

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