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Parameter estimate uncertainty—nonlinear model example

Frequency-domain analysis for nonlinear systems with time-domain model parameter uncertainty

Frequency-domain analysis for nonlinear systems with time-domain model parameter uncertainty

... for nonlinear systems with time-domain model parameter uncertainty William ...for nonlinear systems. Frequency- domain analysis of nonlinear systems using frequency response ...

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Parameter estimation and uncertainty quantification for an epidemic model

Parameter estimation and uncertainty quantification for an epidemic model

... mathematical model to incidence or prevalence data (see, for example, [3, 11, 31, 35, 38, 39]), obtaining a set of parameters that provides the best match, in some sense, between model output and ...

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On Nonlinear Expectations and Markov Chains under Model Uncertainty

On Nonlinear Expectations and Markov Chains under Model Uncertainty

... Model uncertainty appears in many scientific disciplines, when, for example, due to statistical estimation methods, only a confidence interval for certain pa- rameters of a model is known, or ...

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Parameter sensitivity and uncertainty analysis for a storm surge and wave model

Parameter sensitivity and uncertainty analysis for a storm surge and wave model

... The model output uncertainty associated with selection of ap- propriate model parameters must therefore be ...a model parameter sen- sitivity analysis of the Delft3D model for ...

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Nonlinear Filtering Methodologies for Parameter Estimation and Uncertainty Quantification in Noisy, Complex Biological Systems.

Nonlinear Filtering Methodologies for Parameter Estimation and Uncertainty Quantification in Noisy, Complex Biological Systems.

... without model linearizations gives this method a distinct advantage in runtime and simplicity that the EKF does not ...the estimate increases and large changes take longer to be ...the model and ...

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Predicting the Term Structure of Interest Rates: Incorporating parameter uncertainty, model uncertainty and macroeconomic information

Predicting the Term Structure of Interest Rates: Incorporating parameter uncertainty, model uncertainty and macroeconomic information

... of parameter uncertainty and, in particular, model ...to model the whole of the term structure, parameter uncertainty is likely to be substantial and needs to be accounted ...

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Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information

Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information

... of parameter uncertainty and, in particular, model ...to model the whole of the term structure, parameter uncertainty is likely to be substantial and needs to be accounted ...

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Quantitative Risk Assessment Model for Fire in Road Tunnels with Parameter Uncertainty

Quantitative Risk Assessment Model for Fire in Road Tunnels with Parameter Uncertainty

... QRA model. For example, the key input parameters required by the NUS-LTA model have 4 categories: traffic parameters, tunnel user characteristics, tunnel geometries, and parameters associated with ...

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CiteSeerX — Parameter uncertainty; Calibration

CiteSeerX — Parameter uncertainty; Calibration

... because model parameters determine the states of the various submodels, ...For example, the impact of the change in temperature will be determined by the parameters of the evaporation parameterization and ...

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Parameter and model uncertainty in a life-table model for fine particles (PM2.5): a statistical modeling study

Parameter and model uncertainty in a life-table model for fine particles (PM2.5): a statistical modeling study

... best estimate for the likelihood that there is a causal relationship between fine particles and all-cause ...an estimate of ...the uncertainty around our best guess for ...

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An Interval parameter Fuzzy Robust Nonlinear Programming Model for Water Quality Management

An Interval parameter Fuzzy Robust Nonlinear Programming Model for Water Quality Management

... Keywords: Water Quality Management; Interval Programming; Fuzzy Robust Programming; Nonlinear Programming; Uncertainty 1. Introduction Water is one of the most important natural resources, and can provide ...

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Parameter uncertainty and residual estimation risk

Parameter uncertainty and residual estimation risk

... estimated parameter values can diverge substantially from the true ...termed parameter uncertainty, introduces possible error into insurance decisions based on model ...For example, if ...

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Parameter uncertainty and residual estimation risk

Parameter uncertainty and residual estimation risk

... estimated parameter values can diverge substantially from the true ...termed parameter uncertainty, introduces possible error into insurance decisions based on model ...For example, if ...

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Affine processes under parameter uncertainty

Affine processes under parameter uncertainty

... a nonlinear Kol- mogorov equation which can be used to price options in a fast and efficient ...with parameter uncertainty which we illustrate with a number of ...the nonlinear framework also ...

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Nonlinear filtering methodologies for parameter estimation

Nonlinear filtering methodologies for parameter estimation

... to estimate both the blood flow velocity and parameters for the autoregulation ...standard nonlinear least squares approach using ...and parameter estimates from the simulated data, we can see the ...

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Uncertainty reduction and parameter estimation of a distributed hydrological model with ground and remote sensing data

Uncertainty reduction and parameter estimation of a distributed hydrological model with ground and remote sensing data

... ical model by using only satellite information is a real possi- bility (Silvestro et ...a model using satellite data, even in combination with tradi- tional in situ data, is still a challenging ...

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Theoretical Model to Estimate System Uncertainty in Economics

Theoretical Model to Estimate System Uncertainty in Economics

... system uncertainty in view of identified methodological ...represented uncertainty are usually divided into three groups, ...environmental uncertainty, the decision-making uncertainty and the ...

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CiteSeerX — Parameter Uncertainty in the Collective Risk Model

CiteSeerX — Parameter Uncertainty in the Collective Risk Model

... This paper proposes a new version of the collective risk model that allows for uncertainty in selecting the expected number of claims and the claim severity distrib[r] ...

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A Lumped Parameter Model for Nonlinear Waves in Graphene

A Lumped Parameter Model for Nonlinear Waves in Graphene

... lumped-parameter nonlinear spring-mass model which takes into account the third-order elas- tic stiffness constant is considered for modeling the free and forced axial vibrations of a graphene sheet ...

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Monetary Policy under Model and Data-Parameter Uncertainty

Monetary Policy under Model and Data-Parameter Uncertainty

... Giannoni’s model is a theoretically founded forward-looking model; ...Svensson’s model is an ad hoc backward-looking model, but it is designed to be a good empirical ...Moore’s model, ...

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