Model Checking for Parametric Ordinary Differential Equations Systems
From MaRDI portal
Publication:6092950
Abstract: Ordinary differential equations have been used to model dynamical systems in a broad range. Model checking for parametric ordinary differential equations is a necessary step to check whether the assumed models are plausible. In this paper we introduce three test statistics for their different purposes. We first give a trajectory matching-based test for the whole system. To further identify which component function(s) would be wrongly modelled, we introduce two test statistics that are based on integral matching and gradient matching respectively. We investigate the asymptotic properties of the three test statistics under the null, global and local alternative hypothesis. To achieve these purposes, we also investigate the asymptotic properties of nonlinear least squares estimation and two-step collocation estimation under both the null and alternatives. The results about the estimations are also new in the literature. To examine the performances of the tests, we conduct several numerical simulations. A real data example about immune cell kinetics and trafficking for influenza infection is analyzed for illustration.
Cites work
- A consistent test for the functional form of a regression based on a difference of variance estimators
- A consistent test of functional form via nonparametric estimation techniques
- A goodness-of-fit test for parametric and semi-parametric models in multiresponse regression
- A model-based initial guess for estimating parameters in systems of ordinary differential equations
- An updated review of goodness-of-fit tests for regression models
- Asymptotic Properties of Non-Linear Least Squares Estimators
- Comparing nonparametric versus parametric regression fits
- Consequences and Detection of Misspecified Nonlinear Regression Models
- Dynamic data analysis. Modeling data with differential equations
- Estimation of ordinary differential equation parameters using constrained local polynomial regression
- Forcing Function Diagnostics for Nonlinear Dynamics
- Goodness of fit in nonlinear dynamics: misspecified rates or misspecified states?
- scientific article; zbMATH DE number 1932856 (Why is no real title available?)
- Martingale transforms goodness-of-fit tests in regression models.
- Model checking for regressions: an approach bridging between local smoothing and global smoothing methods
- Model checks for regression: an innovation process approach
- Nonparametric model checks for regression
- Optimal rate of direct estimators in systems of ordinary differential equations linear in functions of the parameters
- Parameter estimation for differential equation models using a framework of measurement error in regression models
- Parameter Estimation for Differential Equations: a Generalized Smoothing Approach
- Parameter estimation of ODE's via nonparametric estimators
- Sieve estimation of constant and time-varying coefficients in nonlinear ordinary differential equation models by considering both numerical error and measurement error
- UNIFORM CONVERGENCE RATES FOR KERNEL ESTIMATION WITH DEPENDENT DATA
Cited in
(4)
This page was built for publication: Model Checking for Parametric Ordinary Differential Equations Systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6092950)
