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Y + = (Y T Y) -1 Y T Y T Y is non-singular and squared ? (Full rank) Inversion is possible if: =Y Y+c=Y Y+c
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Y’*Y is (3 3) but: rank(Y’*Y)=2 ! rank(Y) = 2 =min(#r,#c) => Y is full rank
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Y should have: #rows > #col.s 1
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Y should not be: Rank deficient 2 Column are linearly dependent
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!
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3 compon.s, 4 samples 4 wavel.s, 4 samples rank(x)=min(r(c),r(s))=3 rank(x) < min(# r, #c) =4 => x is rank deficient
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pinv can be performed when x is rank deficient..
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pinv ?X= I (not square and singular X) svd & estimation of X using significant factors ?U * * V *T =I V * *-1 U* T U* *V* T =I pseudo inverse pinv(X)= X + = V * *-1 U *T U* T U*=I *-1 *=I V * V* T =I ?
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ksks kCkC X = CC + X || -X || Criterion for fitting ks Hard Model Projection of X onto space of C X = C S classic 1. # samp.s ≥ # compon.s 2. C : full rank (rank(C)= #compon.s) (lin indep conc profiles)
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ksks kCkC X Hard Model Projection of X onto space of C C = X Z inverse = XX + C || -C || Criterion for fitting ks 1. # samp.s ≥ # wavel.s 2. X: full rank (rank(X)= # wavel.s) - variab. Select. - Factor based methods ! !
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X is usually near to singular… # samples < # wavel.s # wavel.s > # compon.s
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XX + =U* *V* T V * *-1 U* T (signif factors) =U* * *-1 U* T =TT +
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ksks kCkC X Hard Model Projection of C onto space of T C = T R Z inverse = TT + C || -C || Criterion for fitting ks 1. # samp.s ≥ # PCs 2. T: full rank (lin indep col.s) SVD T
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ksks kCkC X Hard Model Projection of T onto space of C T = C R classic 1. # samp.s ≥ # compon.s 2. C : full rank (lin indep. conc prof.s) T SVD = CC + T || -T || Criterion for fitting k
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= CC + X = XX + C = CC + T = TT + C pcrC (Target Transform) ccrX (classical curve resolution) pcrT ccrC T J Thurston, R G Brereton Analyst 127, 2002, 659.
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The considered kinetic system: Second order consecutive A+B CDA+B CD Spectral meas. In 101 wavel.s each 30 sec (41 times) r(C)=3 # indep react.s +1
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ccrC: X1=[X(:,50) X(:,70) X(:,90)] =X1*inv(X1‘*X1)*X1'*C =X*inv(X‘*X)*X'*C 1 =X*pinv(X)*C X (41x101) 41 samples r(X)=3 101 wavel.s 1 # samp.s ≥ # wavel.s 2 rank(X)= # wavel.s Information content !
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ccrX: =C*inv(C’*C)*C’*X C1=C(:,2:4) =C1*inv(C1’*C1)*C1’*X =C*pinv(C)*X 1. # samp.s ≥ # compon.s 2. rank(C)= #compon.s C (41x4) 41 samples r(X)=3 4 compon.s
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pcrT: =C*inv(C’*C)*C’*T C1=C(:,2:4) =C1*inv(C1’*C1)*C1’*T =C*pinv(C)*T
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pcrC: =T*T’*C 1. # samp.s ≥ # PCs 2. rank(T)= # col.s (always it is so…)
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Overlap effect
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+Rand noise
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Spectral overlap (in the presence of some noise) results in some deviation in the results from ***C methods
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Results from application of ***C and ***X methods are different … One way to obtain more similar results from ***C and ***X methods are application of constraints
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Presence of heteroscedastic noise
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+ a heterosced. noise 41 reaction times &101 wavelengths
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Inaccurate results from ccrX !
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weights weighted regression… ||W ( -X) ||
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1/SD1 1/SD2 … 1/SDn W =W =
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Accurate results from weighted ccrX ! n=50
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Recognition of the presence of heterosc. noise FSMWFA
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Non-random sampling error A more serious source of error
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Square, symmetric, But not diagonal W matrix: J Chemometr 2002, 16, 378. R. Bro, N.D. Sidiropoulos, A.K. Smilde Maximum likelihood fitting
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Presence of non-random sampling error nS=0.005 || -X ||||W ( -X) || Weighted regression ccrX J Chemom 2002, 16,387. R.Bro et al
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Presence of unknown interference
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Changing interference, drift, or shift rank(Data)=4
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pcrT pcrC ccrX ccrC
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Presence of shift or drift (a changing interference) results in serious deviations in ***X Methods (but not in ***C methods) Why?
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= CC + X = XX + C = CC + T In the presence of shift, drift or changing interferences: T or X space includes 1. the concentration changes according to the model 2. variations from shift, drift or changing interference C space includes only the concentration changes according to the model Projection of a larger space to a smaller one Projection of a smaller space to a larger one = TT + C
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in the presence of unknown interference, drift or shift. Target Transform (pcrC) is the most preferred method
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Constant interference rank(Data)=3 ! A+B CDA+B CD
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ccrC ccrX pcrTpcrC
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A constant interference does not show any significant effect the accuracy of ***X and ***C methods.
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Target test fitting From: J Chemometr. 2001, 15, 511. P.Jandanklang, M. Maeder, A. C. whitson
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Differential pulse Voltammetry Each voltammog. depends only on its own E 1/2
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Successive complexation:
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Analyst, 2001, 126, 371-377 Each concn. profile includes 1,…, n
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X
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X=CS X=U V T =TV = VV T s = UU T c = TT T c voltammogr concn.
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For estimation of concn. profiles 1,…, n (n parameters) should be optimized simultaneously 1,…, n are dependent parameters
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Simultaneous optimization of n dependent nonlinear parameters: Simplex method. Levenberg-Marquardt …
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estimation of (E 1/2 ) 1, …, (E 1/2 ) n values for voltammograms (E 1/2 ) 1, …, (E 1/2 ) n are independent parameters
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r = || - s|| 0 (E1/2) M
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r = || - s|| 0 (E1/2) M (E1/2) ML
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r = || - s|| 0 (E1/2) M (E1/2) ML2 (E1/2) ML
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r = || - s|| 0 (E1/2) M (E1/2) ML (E1/2) ML2 (E1/2) ML3
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r = || - s|| 0 (E1/2) M (E1/2) ML (E1/2) ML2 (E1/2) ML3 (E1/2) L
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r = || - s|| 0 (E1/2) M (E1/2) ML (E1/2) ML2 (E1/2) ML3 (E1/2) L (E1/2) I
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Optimum values for n independent parameters can be estimated by grid search of one parameter.
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A difficult aspect of hard modeling is determination of correct model
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Thanks.
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Thanks to: Miss Maryam Khoshkam and Mr Yaser Beyad for a number of m-files and slides.
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