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Results for “robust regression”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 19 records

Modeling Longitudinal Data Containing Non-Normal Within Subject Errors

The mission of the National Aeronautics and Space Administration’s (NASA) human research program is to advance safe human spaceflight. This involves conducting experiments, collecting data, and analyzing data. The data are longitudinal and result from a relatively few number of subjects; typically 10 – 20. A longitudinal study refers to an investigation where participant outcomes and possibly treatments are collected at multiple follow-up times. Standard statistical designs such as mean regression with random effects and mixed–effects regression are inadequate for such data because the population is typically not approximately normally distributed. Hence, more advanced data analysis methods are necessary. This research focuses on four such methods for longitudinal data analysis: the recently proposed linear quantile mixed models (lqmm) by Geraci and Bottai (2013), quantile regression, multilevel mixed–effects linear regression, and robust regression. This research also provides computational algorithms for longitudinal data that scientists can directly use for human spaceflight and other longitudinal data applications, then presents statistical evidence that verifies which method is best for specific situations. This advances the study of longitudinal data in a broad range of applications including applications in the sciences, technology, engineering and mathematics fields.

Feiveson, Alan↗

Adaptive Online Multivariate Signal Extraction With Locally Weighted Robust Polynomial Regression

High-frequency, multivariate data collected in real-time and used to control or make decisions regarding a process’ operation often contain some noise and outliers. Thus, a method to extract the signal is needed in order to reduce the number and magnitude of control-based adjustments that are implemented. Such a method must be (i) online, depending only on past and current observations; (ii) fast, producing a smooth value more quickly than the measurement frequency; (iii) robust, ignoring brief bursts of erroneously measured values; (iv) multivariate, ignoring observations that are jointly unusual; (v) adaptive, adjusting to periods of rapid fluctuation in the signal versus periods of stability; and (vi) purely data-driven, not incorporating any information about the process from which the data are collected. Most existing methods are only able to address a subset of these six features. Furthermore, we also require the method to be nonlinear, providing a local nonlinear estimate of the signal. In this work, we propose a novel, real-time signal extraction method based on a local, robust polynomial fit. We demonstrate the performance of our method compared to a state-of-the-art competitor through simulation. For illustration, the methodology is applied to data collected from a reverse osmosis water treatment process.

97 MATHEMATICS AND COMPUTING↗

A Selective Overview and Comparison of Robust Mixture Regression Estimators

Summary Mixture regression models have been widely used in business, marketing and social sciences to model mixed regression relationships arising from a clustered and thus heterogeneous population. The unknown mixture regression parameters are usually estimated by maximum likelihood estimators using the expectation–maximisation algorithm based on the normality assumption of component error density. However, it is well known that the normality‐based maximum likelihood estimation is very sensitive to outliers or heavy‐tailed error distributions. This paper aims to give a selective overview of the recently proposed robust mixture regression methods and compare their performance using simulation studies.

Yu, Chun↗

Generalized Bayesian MARS: Tools for Stochastic Computer Model Emulation

The multivariate adaptive regression spline (MARS) approach of Friedman and its Bayesian counterpart are effective approaches for the emulation of computer models. The traditional assumption of Gaussian errors limits the usefulness of MARS, and many popular alternatives, when dealing with stochastic computer models. Here, we propose a generalized Bayesian MARS (GBMARS) framework which admits the broad class of generalized hyperbolic distributions as the induced likelihood function. This allows us to develop tools for the emulation of stochastic simulators which are parsimonious, scalable, and interpretable and require minimal tuning, while providing powerful predictive and uncertainty quantification capabilities. GBMARS is capable of robust regression with t distributions, quantile regression with asymmetric Laplace distributions, and a general form of “Normal-Wald” regression in which the shape of the error distribution and the structure of the mean function are learned simultaneously. We demonstrate the effectiveness of GBMARS on various stochastic computer models, and we show that it compares favorably to several popular alternatives.

97 MATHEMATICS AND COMPUTING↗

A Look at a Day of Data from the TOPEX/POSEIDON GPS Receiver

On August 10, 1992, the Topex/Poseidon Satellite was launched into orbit about the Earth to begin its mission to chart the oceans' topography. One of the instruments on board this satellite is a receiver for tracking the navigational satellites of the NAVSTAR Global Positioning System (GPS). The purpose of the receiver is to provide the data required to enable a demonstration of continuous sub-decimeter level positioning of Topex/Poseidon using the GPS. This discussion will briefly describe the data and then focus on the special statistical tools used to pre-process and monitor the large quantity of navigational data. It will be shown how robust regression splines provide useful models and residual diagnostics for the task. Numerous specialized graphics will be presented to show how the data are monitored in a daily operational environment.

robust regression spline statistical graphics↗

The updated ITPA global H-mode confinement database: description and analysis

The multi-machine ITPA Global H-mode Confinement Database has been upgraded with new data from JET with the ITER-like wall and ASDEX Upgrade with the full tungsten wall. This paper describes the new database and presents results of regression analysis to estimate the global energy confinement scaling in H-mode plasmas using a standard power law. Various subsets of the database are considered, focusing on type of wall and divertor materials, confinement regime (all H-modes, ELMy H or ELM-free) and ITER-like constraints. Apart from ordinary least squares, two other, robust regression techniques are applied, which take into account uncertainty on all variables. Regression on data from individual devices shows that, generally, the confinement dependence on density and the power degradation are weakest in the fully metallic devices. Using the multi-machine scalings, predictions are made of the confinement time in a standard ELMy H-mode scenario in ITER. The uncertainty on the scaling parameters is discussed with a view to practically useful error bars on the parameters and predictions. One of the derived scalings for ELMy H-modes on an ITER-like subset is studied in particular and compared to the IPB98(y,2) confinement scaling in engineering and dimensionless form. Transformation of this new scaling from engineering variables to dimensionless quantities is shown to result in large error bars on the dimensionless scaling. Regression analysis in the space of dimensionless variables is therefore proposed as an alternative, yielding acceptable estimates for the dimensionless scaling. The new scaling, which is dimensionally correct within the uncertainties, suggests that some dependencies of confinement in the multi- machine database can be reconciled with parameter scans in individual devices. This includes vanishingly small dependence of confinement on line-averaged density and normalized plasma pressure (β), as well as a noticeable, positive dependence on effective atomic mass and plasma triangularity. Extrapolation of this scaling to ITER yields a somewhat lower confinement time compared to the IPB98(y, 2) prediction, possibly related to the considerably weaker dependence on major radius in the new scaling (slightly above linear). Further studies are needed to compare more flexible regression models with the power law used here. In addition, data from more devices concerning possible ‘hidden variables’ could help to determine their influence on confinement, while adding data in sparsely populated areas of the parameter space may contribute to further disentangling some of the global confinement dependencies in tokamak plasmas.

Database↗

Advanced Signal Decomposition Analysis and Anomaly Detection in Photovoltaic Systems

With the rapid expansion of large-scale photovoltaic (PV) plants, it is paramount for solar stakeholders to understand the reliability and efficiency of their plants to inform maintenance decisions, increase production, and understand the design factors that impact performance. Diagnosing underperformance in PV plants is challenging due to the relatively few monitoring points with respect to the large geographic footprint of the plant. This work introduces a cutting-edge method that transforms the analysis and management of key factors influencing PV plant performance, including performance loss rate (PLR), recoverable soiling, and major system changes. Identifying these factors is critical for deriving actionable insights. Leveraging advanced analytical techniques such as wavelet transformation, robust regression, and extreme point analysis, this approach provides a nuanced understanding of these factors. This method has been tested across two synthetic datasets and one real dataset, consistently surpassing existing benchmarks by achieving a lower median mean absolute error and reduced error variability across all comparable components.

14 SOLAR ENERGY↗

A Robust Segmented Mixed Effect Regression Model for Baseline Electricity Consumption Forecasting

Renewable energy production has been surging around the world in recent years. To mitigate the increasing uncertainty and intermittency of the renewable generation, proactive demand response algorithms and programs are proposed and developed to further improve the utilization of load flexibility and increase the efficiency of power system operation. One of the biggest challenges to efficient control and operation of demand response resources is how to forecast the baseline electricity consumption and estimate the load impact from demand response resources accurately. In this paper, we propose a mixed effect segmented regression model and a new robust estimate for forecasting the baseline electricity consumption in Southern California, USA, by combining the ideas of random effect regression model, segmented regression model, and the least trimmed squares estimate. Since the log-likelihood of the considered model is not differentiable at breakpoints, we propose a new backfitting algorithm to estimate the unknown parameters. The estimation performance of the new estimation procedure has been demonstrated with both simulation studies and the real data application for the electric load baseline forecasting in Southern California.

42 ENGINEERING↗

Regression Based Approach for Robust Finite Element Analysis on Arbitrary Grids. LDRD Final Report

This report summarizes the work performed under a one-year LDRD project aiming to enable accurate and robust numerical simulation of partial differential equations for meshes that are of poor quality. Traditional finite element methods use the mesh to both discretize the geometric domain and to define the finite element shape functions. The latter creates a dependence between the quality of the mesh and the properties of the finite element basis that may adversely affect the accuracy of the discretized problem. In this project, we propose a new approach for defining finite element shape functions that breaks this dependence and separates mesh quality from the discretization quality. At the core of the approach is a meshless definition of the shape functions, which limits the purpose of the mesh to representing the geometric domain and integrating the basis functions without having any role in their approximation quality. The resulting non-conforming space can be utilized within a standard discontinuous Galerkin framework providing a rigorous foundation for solving partial differential equations on low-quality meshes. We present a collection of numerical experiments demonstrating our approach in a wide range of settings: strongly coercive elliptic problems, linear elasticity in the compressible regime, and the stationary Stokes problem. We demonstrate convergence for all problems and stability for element pairs for problems which usually require inf-sup compatibility for conforming methods, also referring to a minor modification possible through the symmetric interior penalty Galerkin framework for stabilizing element pairs that would otherwise be traditionally unstable. Mesh robustness is particularly critical for elasticity, and we provide an example that our approach provides a greater than 5x improvement in accuracy and allows for taking an 8x larger stable timestep for a highly deformed mesh, compared to the continuous Galerkin finite element method. The report concludes with a brief summary of ongoing projects and collaborations that utilize or extend the products of this work.

97 MATHEMATICS AND COMPUTING↗

Quantile-specific heritability of sibling leptin concentrations and its implications for gene-environment interactions

“Quantile-dependent expressivity” occurs when the effect size of a genetic variant depends upon whether the phenotype (e.g., leptin) is high or low relative to its distribution. Leptin concentrations are strongly related to adiposity, whose heritability is quantile dependent. Whether inheritance of leptin concentrations is quantile dependent, and whether this explains the greater heritability in women than men in accordance with their greater adiposity, and explains other gene-environment interactions, remains to be determined. Therefore, leptin and leptin receptor concentrations from 3068 siblings in 1133 sibships from the Framingham Heart Study Third Generation Cohort were analyzed. Free leptin index (FLI) was calculated as the ratio of leptin to soluble leptin receptor concentrations. Full-sib (β FS ) regression slopes were robustly estimated by quantile regression with nonparametric significance assigned from 1000 bootstrap samples. The analyses showed β FS increased significantly with increasing percentiles of the offspring’s age- and sex-adjusted leptin distribution (P linear = 0.0001), which was accelerated at the higher concentrations (P quadratic = 0.0003). β FS at the 90th percentile (0.418 ± 0.066) was 4.7-fold greater than at the 10th percentile (0.089 ± 0.032, P difference = 3.6 × 10 –6 ). Consistent with quantile-dependent expressivity, the β FS was greater in female sibs, which was attributable to their higher leptin concentrations. Reported gene-environment interactions involving adiposity and LEP , LEPR , MnSOD , PPARγ , PPARγ2 , and IRS-1 polymorphisms were consistent with quantile-dependent expressivity of leptin concentrations. β FS for leptin receptor concentrations and free leptin index also increased significantly with increasing percentiles of their distributions (P linear = 0.04 and P linear = 8.5 × 10 –6 , respectively). In conclusion, inherited genetic and shared environmental effects on leptin concentrations were quantile dependent, which likely explains male–female differences in heritability and some gene-environment interactions.

59 BASIC BIOLOGICAL SCIENCES↗

An ℓ 0 ℓ 2 -norm regularized regression model for construction of robust cluster expansions in multicomponent systems

In this work we introduce ℓ 0 ℓ 2 -norm regularization and hierarchy constraints into linear regression for the construction of cluster expansions to describe configurational disorder in materials. The approach is implemented through mixed integer quadratic programming (MIQP). The ℓ 2 -norm regularization is used to suppress intrinsic data noise, while the ℓ 0 -norm is used to penalize the number of nonzero elements in the solution. The hierarchy relation between clusters imposes relevant physics and is naturally included by the MIQP paradigm. As such, sparseness and cluster hierarchy can be well optimized to obtain a robust, converged set of effective cluster interactions with improved physical meaning. We demonstrate the effectiveness of ℓ 0 ℓ 2 -norm regularization in two high-component disordered rocksalt cathode material systems, where we compare the cross-validation, convergence speed, and the reproduction of phase diagrams, voltage profiles, and Li-occupancy energies with those of the conventional ℓ 1 -norm regularized cluster expansion models.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Robust scalable initialization for Bayesian variational inference with multi-modal Laplace approximations

Predictive modeling typically relies on Bayesian model calibration to provide uncertainty quantification. Variational inference utilizing fully independent (“mean-field”) Gaussian distributions are often used as approximate probability density functions. This simplification is attractive since the number of variational parameters grows only linearly with the number of unknown model parameters. However, the resulting diagonal covariance structure and unimodal behavior can be too restrictive to provide useful approximations of intractable Bayesian posteriors that exhibit highly non-Gaussian behavior, including multimodality. High-fidelity surrogate posteriors for these problems can be obtained by considering the family of Gaussian mixtures. Gaussian mixtures are capable of capturing multiple modes and approximating any distribution to an arbitrary degree of accuracy, while maintaining some analytical tractability. Unfortunately, variational inference using Gaussian mixtures with full-covariance structures suffers from a quadratic growth in variational parameters with the number of model parameters. The existence of multiple local minima due to strong nonconvex trends in the loss functions often associated with variational inference present additional complications, These challenges motivate the need for robust initialization procedures to improve the performance and computational scalability of variational inference with mixture models. In this work, we propose a method for constructing an initial Gaussian mixture model approximation that can be used to warm-start the iterative solvers for variational inference. The procedure begins with a global optimization stage in model parameter space. In this step, local gradient-based optimization, globalized through multistart, is used to determine a set of local maxima, which we take to approximate the mixture component centers. Around each mode, a local Gaussian approximation is constructed via the Laplace approximation. Finally, the mixture weights are determined through constrained least squares regression. The robustness and scalability of the proposed methodology is demonstrated through application to an ensemble of synthetic tests using high-dimensional, multimodal probability density functions. Here, the practical aspects of the approach are demonstrated with inversion problems in structural dynamics.

97 MATHEMATICS AND COMPUTING↗