Estimation of Unbiased Values of Parameters in Selective Oxidation of n-Butane to Maleic Anhydride using Bootsrapping Technique Document By: Bharadwaj

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Abstract In a kinetic investigation, a set of rival models may predict the behavior of the system. Also unknown, are the values of the rate constants ki, and the adsorption equilibrium constants Ki etc, the parameters of the model. A kinetic investigation, therefore, consists mainly of two parts: model discrimination and parameter estimation. The objective of the present investigation is to obtain unbiased estimates of the parameters in a catalytic rate model for the selective oxidation of n-Butane to Maleic Anhydride (MA) using bootsrapping technique. In a previous study Bej and Rao reported extensive experimental data on this system using promoted vanadiumphosphorous oxide (VPO) catalyst and also proposed a model in which two different types of sites are responsible for the selective oxidation of n-butane to Maleic Anhydride. The parameters estimated in the present study using the extensive data of Bej and Rao are found to be unbiased and in agreement with those obtained by the original investigators. Key Words Estimation of Parameters, Bootstrapping Technique, Identification, Selective oxidation of Maleic Anhydride.

Introduction The experimenter is often concerned with the study of systems in which there is a dependent variable y related a number of independent variable x = ( x1, x2, ..xk) For example he might be studying the yield y of a chemical reaction under various conditions of temperature x1, pressure x2, and catalyst concentration x3. Any such phenomenon can be mathematically represented by
y i = f ( x , ) + i
~i ~

(1)

The process of building a mechanistic model can be thought of as involving three stages: (i) Identification (ii) Fitting, and (iii) diagnostically checking the adequacy of fit. Some of issues have been addressed by previous investigations [1-4]. Although regression analysis is one of the most widely used statistical techniques for parameter estimation, application of the bootstrap to regression problems has appeared in the last two decades. Only a few books [5,6] incorporated a brief discussion on the bootstrap technique in regression. Recently Efron [7] and Tibshirani and Chernick [8] gave an updated description of bootstrapping methods with a wide range of applications to regression problems. The bootstrap does with a computer what the experimenter would do in practice, if it were possible. The observations are randomly re-assigned, and the parameter estimates recomputed. These assignments and re-computations are done many times and treated as repeated experiments. Bootstrap methods are potentially superior to large sample techniques for small sample sizes. A danger exists when applying bootstrap techniques in some circumstances where standard approaches are judged inappropriate and in such circumstances the bootstrap may also fail. Special care is, therefore, required when applying the bootstrap in real life situations. A short prehistory of the bootstrap has been given by Hall [9] who draws the attention of early work of Mahalanobis.

The literature review of Bootstrap techniques shows the importance of applying them to the estimation of parameters of non-linear models. In the present study, the bootstrap technique has been employed for estimating the parameters in a model for the selective oxidation of nbutane to maleic anhydride using extensive data of Bej and Rao [10] reported previously. The model considered in the present investigation is the model 1 considered by Bej and Rao. The steps involved in this model are as follows: O2 + R K X
1

B + X K MA + R
2

B + R K C + F
3

MA + R K C + F
4

O2 + F K R
5

(2)

Where X, R, and F stand for V+5, V+4, and V+3 oxidation states and B, MA, and C stand for nbutane, Maleic an-hydride and oxides of carbon respectively. After proper rearrangements rB takes the following form

rB =

' n r K1 p o2 + K 3 p B
n r ' s K 1 p o 2 K 3 p B K 4 p MA + n n 1 + K p m + 2 B K 5 p o2 K 5 p o 2

(3)

Bootstrapping Methods The treatment of Bootstrap methods described here comes from Efron and Tibshirani [7]. The bootstrap is a method of Monte Carlo simulation where no parametric assumptions are made about the underlying population that generated the random sample. Instead, we use sample as an estimate of the population. This estimate is called the empirical distribution F where each x1 has probability mass I/n. Thus each x1 has the same likelihood of being selected in a sample taken from F .

Procedure for Basic Bootstrap The procedure for basic Bootstrap [7, 11, 12] is as follows:
1. 2. 3. 4. 5.

Given a random sample, x=(x1,x2.xn), calculate Sample with replacement from the original sample to get x*=(x1*, x2* xn*). Calculate the statistic *b using the sample obtained in step 2. Repeat steps 2 through 3, B times, i.e., b=1,2B. Use this estimate of the distribution of (i.e., the bootstrap replicates) to obtain the desired characteristic (eg. standard error, bias or confidence interval).

Parameter Estimation Using the extensive data of Bej [10] the parameters were estimated using the GNLM (GaussNewton-Levenberg Marquardt) subroutine using MATLAB [13, 14]. Then the values of the average estimates and the mean square error. Using the data of Bej at 420, 430 and 4400C respectively which are also available in the earlier published work by Bej and Rao [10], the parameters in model (given by equations) are estimated using 300 bootstrap replicates. Genetic algorithms are used for obtaining initial estimates of parameters. Typical values of parameters obtained by using Guass-Newton method and Levenberg Marquardt method [15] respectively along with 300 bootstrap replicates are shown in Tables 1, 2 and 3. Table 1: Estimation of Parameters Using Genetic Algorithms (Model 1 at T=4200 C) K1 -0.0002 0.0903 0.0560 0.0931 0.0238 -0.0110 0.0652 0.0752 0.0325 K2 0.2849 0.2641 0.4351 0.6752 0.2465 0.8895 0.4246 0.7345 0.8349 K3 0.6052 0.7893 0.4674 0.9843 0.6578 0.5346 0.8463 0.9842 0.5964 K4 0.1162 0.8452 0.9851 0.6897 0.7325 0.7341 0.4598 0.8356 0.6347 K5 0.1052 0.2823 0.3217 0.3051 0.2361 0.1497 0.3114 0.3242 0.2195 RSS 3.3293*10-9 4.4356*10-9 7.7514*10-9 4.0942*10-9 2.134*10-9 9.4352*10-8 8.6351*10-9 1.6942*10-8 6.745*10-9

Table 2: Estimation of Parameters by Gauss-Newton method using 300 Bootstrap Replicates (Model 1 at T=4200 C) Parameter K1 K2 K3 K4 K5 Estimated value mean s.d 0.0718 0.0216 0.9504 0.1914 1.2511 0.1968 0.9684 0.2032 0.4475 0.1779 Confidence intervals mean s.d 0.0718 0.0067 0.0216 0.0251 0.9504 0.0217 0.1914 0.0321 1.2511 0.0223 0.1968 0.0241 0.9684 0.0228 0.2032 0.0209 0.4475 0.0202 0.1779 0.0265

RSS= 0.4412*10-10 Table 3: Estimation of Parameters by Levenberg Marquardt Method using 300 Bootstrap Replicates (Model 1 at T=4200 C) Estimated value Parameter mean s.d K1 0.0707 0.0213 K2 0.9601 0.1972 K3 1.2275 0.2157 K4 0.9853 0.2095 K5 0.4379 0.1823 RSS=0.2465*10-10 A typical histogram and the Q-Q plot using Gauss-Newton method and Levenberg Marquardt method for parameter K2 at 4200C are given in Figures 1 and 2 respectively.
Histogram for parameter K2

Confidence intervals mean s.d 0.0707 0.0024 0.0213 0.0247 0.9601 0.0224 0.1972 0.0362 1.2275 0.0245 0.2157 0.0584 0.9853 0.0234 0.2095 0.0278 0.4379 0.0222 0.1823 0.0462

H is to g r a m ( b e j d a ta a t 4 2 0 1 0 v * 3 1 3 c ) V a r 2 = 3 0 0 * 0 . 1 * n o r m a l( x , 0 . 9 5 0 4 , 0 .1 9 1 4 ) 70 60 50 No of obs 40 30 20 10 0 0 .4 0 .5 0 .6 0 .7 0 .8 0 .9 1 .0
2

1 .1

1 .2

1 .3

1 .4

1 .5

p a ra m e te r K

Q-Q plot of parameter K2 Sample Data versus Standard Normal

Q u a n t ile - Q u a n tile P lo t o f V a r 2 ( b e j d a t a a t 4 2 0 1 0 v * 3 3 9 c ) D is t r ib u t io n : N o r m a l V a r2 = 0 .9 5 0 4 + 0 .1 9 4 9 * x 0 .0 1 1 .4 1 .3 sample 1 .2 1 .1 1 .0 0 .9 0 .8 0 .7 0 .6 0 .5 0 .4 - 2 .5 -2 .0 - 1 .5 -1 .0 -0 .5 0 .0 0 .5 1 .0 1 .5 2 .0 2 .5 S ta n d a r d N o r m a l Q u a n t ile s 0 .0 5 0 .1 0 0 .2 5 0 .5 0 0 .7 5 0 .9 0 0 .9 5 0 .9 9

Quantiles of parameter K

Fig. No: 1 Histogram and Q-Q plot for parameter K2 using model 1 at 4200 C using Gauss-Newton method (N=300). Histogram for parameter K2

H is to g r a m ( b e j d a ta a t 4 2 0 1 0 v * 3 3 9 c ) V a r 7 = 3 0 1 * 0 . 1 * n o r m a l( x , 0 . 9 6 0 1 , 0 . 1 9 7 2 ) 70 60 50 No of obs 40 30 20 10 0 0 .4 0 .5 0 .6 0 .7 0 .8 0 .9 1 .0 1 .1
2

1 .2

1 .3

1 .4

1 .5

1 .6

p a ra m e te r K

Q-Q plot of parameter K2 Sample Data versus Standard Normal

Q u a n t ile - Q u a n t ile P lo t o f V a r 7 ( b e j d a ta a t 4 2 0 1 0 v * 3 3 9 c ) D is t r ib u tio n : N o r m a l V a r7 = 0 .9 5 9 9 + 0 .1 9 9 7 * x 0 .0 1 1 .6 sample 1 .4 1 .2 1 .0 0 .8 0 .6 0 .4 -3 -2 -1 S t a n d a r d N o r m a l Q u a n t ile s 0 1 2 3 0 .0 5 0 .2 5 0 .5 0 0 .7 5 0 .9 0 0 .9 9

Quantiles of parameter K

Fig. No: 2 Histogram and Q-Q plot for parameter K2 using model 1 at 4200 C using Levenberg-Marquardt method (N=300).

As seen from the plots, the distribution of the values of parameter from 300 bootstrap replicates are seen to be normally distributed. The Q-Q plot confirms this. Similar
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conclusions were drawn from the histograms and Q-Q plots ( not shown) for other parameters, K1, K3, K4 and K5. The same observations were made for al parameters at other temperatures of 4300C and 4400C (not shown). Conclusions 1. Estimation of parameters using bootstrapping method has been attempted in the present study. 2. The method has tested for the selective oxidation of n-butane to maleic anhydride. The parameter obtained in the present investigation compared well with those reported by the original investigators. 3. Large sample size was normally required for proper estimation of parameters. However the use of bootstrapping technique needed smaller number of observations. 4. Bootstrapping technique needed initial estimate of parameters. Proper choice of initial estimates of parameters was of paramount importance in obtaining the final estimates of parameters. Genetic algorithms provided good initial guesses.
5.

The estimates of parameters were found to be unbiased as seen from the parameter distribution plots obtained using bootstrapping technique.

6. The bootstrapping technique provided an excellent method for obtaining the mean parameter values and also the M.S.E. of parameters. Acknowledgement The financial assistance provided by A.I.C.T.E, New Delhi (in the form of Research Promotion Scheme) and G.V.P. College of Engineering, Madhurawada, is gratefully acknowledged. References 1. Bard,Y., Nonlinear Parameter Estimation, Academic Press, New York (1974). 2. Hill, P.D.H., A Review of Experimental Design Procedure for Regression Model Discrimination Technometrics, 20(1), 15 (1978). 3. Rao, M.S., Iyengar,S.S., Application of Statistical Techniques in Modeling of Complex Systems in Computer Modeling of Complex Biological Systems CRC press, Boca Raton
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(1984). 4. Draper, N,R., Smith,H, Applied Regression analysis, John Wiley & Sons, 3rd Edition (1998). 5. Sen and Srivastava, M., Regression Analysis Theory, Methods and Applications, SpringerVerlag, New York, (1990) 6. Shao,J., Tu, D., The Jackknife and Bootstrap, Springer-Varlag, New York (1995). 7. Efron, B., and Tibshirani, R., Bootstrap Methods for Standard Errors, Confidence Intervals, and Other measures of Statistical Accuracy, Statistical Science, 1(1) P. 54-75, (1996). 8. Chernick, M.R., Bootstrap methods, A Practitioners Guide, Wiley Series in Probability and Statistics (1999). 9. Hall, P., A Short Prehistory of the Bootstrap, Statistical Science, 18(2) P. 158-167, (2003). 10. Bej, S.K., Rao, M.S., Selective Oxidation of n-Butane to Maleic Anhydride 3. Modeling Studies, Ind.Eng.Chem.Res. 30 P 1829-1832 (1991). 11. Bolisetty, D.K., Parameter Estimation and Model Selection in Single and Multiresponse System, M.Tech thesis in Chemical Engineering, Indian Institute of Technology, Kanpur, India (2004). 12. Zoubir, A.M., The Bootstrap: A powerful tool for statistical signal processing with small sample sets ICASSP-99 Tutorial (1999). 13. Constantinides, A., and Mostoufi, N., Numerical Methods for Chemical Engineers with MATLAB Applications Prentice Hall PTR, New Jersey, 7458 (2000). 14. Deb, K., Optimization for Engineering Design, Prentice Hall of India Pvt. Ltd., New Delhi,
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India (1998). 15. Lavanya, N., Application of Bootstrapping Techniques to Regression Problem/Analysis to Catalytic Rate Models M.Tech Thesis in Chemical Engineering, G.V.P. College of Engineering (Affiliated to J.N.T.U., Hyderabad) (2007).

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