Human error probability estimation using licensee event reports
International Nuclear Information System (INIS)
Voska, K.J.; O'Brien, J.N.
1984-07-01
Objective of this report is to present a method for using field data from nuclear power plants to estimate human error probabilities (HEPs). These HEPs are then used in probabilistic risk activities. This method of estimating HEPs is one of four being pursued in NRC-sponsored research. The other three are structured expert judgment, analysis of training simulator data, and performance modeling. The type of field data analyzed in this report is from Licensee Event reports (LERs) which are analyzed using a method specifically developed for that purpose. However, any type of field data or human errors could be analyzed using this method with minor adjustments. This report assesses the practicality, acceptability, and usefulness of estimating HEPs from LERs and comprehensively presents the method for use
Development of an integrated system for estimating human error probabilities
Energy Technology Data Exchange (ETDEWEB)
Auflick, J.L.; Hahn, H.A.; Morzinski, J.A.
1998-12-01
This is the final report of a three-year, Laboratory Directed Research and Development (LDRD) project at the Los Alamos National Laboratory (LANL). This project had as its main objective the development of a Human Reliability Analysis (HRA), knowledge-based expert system that would provide probabilistic estimates for potential human errors within various risk assessments, safety analysis reports, and hazard assessments. HRA identifies where human errors are most likely, estimates the error rate for individual tasks, and highlights the most beneficial areas for system improvements. This project accomplished three major tasks. First, several prominent HRA techniques and associated databases were collected and translated into an electronic format. Next, the project started a knowledge engineering phase where the expertise, i.e., the procedural rules and data, were extracted from those techniques and compiled into various modules. Finally, these modules, rules, and data were combined into a nearly complete HRA expert system.
International Nuclear Information System (INIS)
Stillwell, W.G.; Seaver, D.A.; Schwartz, J.P.
1982-05-01
This report reviews probability assessment and psychological scaling techniques that could be used to estimate human error probabilities (HEPs) in nuclear power plant operations. The techniques rely on expert opinion and can be used to estimate HEPs where data do not exist or are inadequate. These techniques have been used in various other contexts and have been shown to produce reasonably accurate probabilities. Some problems do exist, and limitations are discussed. Additional topics covered include methods for combining estimates from multiple experts, the effects of training on probability estimates, and some ideas on structuring the relationship between performance shaping factors and HEPs. Preliminary recommendations are provided along with cautions regarding the costs of implementing the recommendations. Additional research is required before definitive recommendations can be made
Demonstration Integrated Knowledge-Based System for Estimating Human Error Probabilities
Energy Technology Data Exchange (ETDEWEB)
Auflick, Jack L.
1999-04-21
Human Reliability Analysis (HRA) is currently comprised of at least 40 different methods that are used to analyze, predict, and evaluate human performance in probabilistic terms. Systematic HRAs allow analysts to examine human-machine relationships, identify error-likely situations, and provide estimates of relative frequencies for human errors on critical tasks, highlighting the most beneficial areas for system improvements. Unfortunately, each of HRA's methods has a different philosophical approach, thereby producing estimates of human error probabilities (HEPs) that area better or worse match to the error likely situation of interest. Poor selection of methodology, or the improper application of techniques can produce invalid HEP estimates, where that erroneous estimation of potential human failure could have potentially severe consequences in terms of the estimated occurrence of injury, death, and/or property damage.
Klaus, Christian A; Carrasco, Luis E; Goldberg, Daniel W; Henry, Kevin A; Sherman, Recinda L
2015-09-15
The utility of patient attributes associated with the spatiotemporal analysis of medical records lies not just in their values but also the strength of association between them. Estimating the extent to which a hierarchy of conditional probability exists between patient attribute associations such as patient identifying fields, patient and date of diagnosis, and patient and address at diagnosis is fundamental to estimating the strength of association between patient and geocode, and patient and enumeration area. We propose a hierarchy for the attribute associations within medical records that enable spatiotemporal relationships. We also present a set of metrics that store attribute association error probability (AAEP), to estimate error probability for all attribute associations upon which certainty in a patient geocode depends. A series of experiments were undertaken to understand how error estimation could be operationalized within health data and what levels of AAEP in real data reveal themselves using these methods. Specifically, the goals of this evaluation were to (1) assess if the concept of our error assessment techniques could be implemented by a population-based cancer registry; (2) apply the techniques to real data from a large health data agency and characterize the observed levels of AAEP; and (3) demonstrate how detected AAEP might impact spatiotemporal health research. We present an evaluation of AAEP metrics generated for cancer cases in a North Carolina county. We show examples of how we estimated AAEP for selected attribute associations and circumstances. We demonstrate the distribution of AAEP in our case sample across attribute associations, and demonstrate ways in which disease registry specific operations influence the prevalence of AAEP estimates for specific attribute associations. The effort to detect and store estimates of AAEP is worthwhile because of the increase in confidence fostered by the attribute association level approach to the
International Nuclear Information System (INIS)
Seaver, D.A.; Stillwell, W.G.
1983-03-01
This report describes and evaluates several procedures for using expert judgment to estimate human-error probabilities (HEPs) in nuclear power plant operations. These HEPs are currently needed for several purposes, particularly for probabilistic risk assessments. Data do not exist for estimating these HEPs, so expert judgment can provide these estimates in a timely manner. Five judgmental procedures are described here: paired comparisons, ranking and rating, direct numerical estimation, indirect numerical estimation and multiattribute utility measurement. These procedures are evaluated in terms of several criteria: quality of judgments, difficulty of data collection, empirical support, acceptability, theoretical justification, and data processing. Situational constraints such as the number of experts available, the number of HEPs to be estimated, the time available, the location of the experts, and the resources available are discussed in regard to their implications for selecting a procedure for use
Energy Technology Data Exchange (ETDEWEB)
Jang, Seunghyun; Jae, Moosung [Hanyang University, Seoul (Korea, Republic of)
2016-10-15
The human failure events (HFEs) are considered in the development of system fault trees as well as accident sequence event trees in part of Probabilistic Safety Assessment (PSA). As a method for analyzing the human error, several methods, such as Technique for Human Error Rate Prediction (THERP), Human Cognitive Reliability (HCR), and Standardized Plant Analysis Risk-Human Reliability Analysis (SPAR-H) are used and new methods for human reliability analysis (HRA) are under developing at this time. This paper presents a dynamic HRA method for assessing the human failure events and estimation of human error probability for filtered containment venting system (FCVS) is performed. The action associated with implementation of the containment venting during a station blackout sequence is used as an example. In this report, dynamic HRA method was used to analyze FCVS-related operator action. The distributions of the required time and the available time were developed by MAAP code and LHS sampling. Though the numerical calculations given here are only for illustrative purpose, the dynamic HRA method can be useful tools to estimate the human error estimation and it can be applied to any kind of the operator actions, including the severe accident management strategy.
Saviane, Chiara; Silver, R Angus
2006-06-15
Synapses play a crucial role in information processing in the brain. Amplitude fluctuations of synaptic responses can be used to extract information about the mechanisms underlying synaptic transmission and its modulation. In particular, multiple-probability fluctuation analysis can be used to estimate the number of functional release sites, the mean probability of release and the amplitude of the mean quantal response from fits of the relationship between the variance and mean amplitude of postsynaptic responses, recorded at different probabilities. To determine these quantal parameters, calculate their uncertainties and the goodness-of-fit of the model, it is important to weight the contribution of each data point in the fitting procedure. We therefore investigated the errors associated with measuring the variance by determining the best estimators of the variance of the variance and have used simulations of synaptic transmission to test their accuracy and reliability under different experimental conditions. For central synapses, which generally have a low number of release sites, the amplitude distribution of synaptic responses is not normal, thus the use of a theoretical variance of the variance based on the normal assumption is not a good approximation. However, appropriate estimators can be derived for the population and for limited sample sizes using a more general expression that involves higher moments and introducing unbiased estimators based on the h-statistics. Our results are likely to be relevant for various applications of fluctuation analysis when few channels or release sites are present.
Quantitative estimation of the human error probability during soft control operations
International Nuclear Information System (INIS)
Lee, Seung Jun; Kim, Jaewhan; Jung, Wondea
2013-01-01
Highlights: ► An HRA method to evaluate execution HEP for soft control operations was proposed. ► The soft control tasks were analyzed and design-related influencing factors were identified. ► An application to evaluate the effects of soft controls was performed. - Abstract: In this work, a method was proposed for quantifying human errors that can occur during operation executions using soft controls. Soft controls of advanced main control rooms have totally different features from conventional controls, and thus they may have different human error modes and occurrence probabilities. It is important to identify the human error modes and quantify the error probability for evaluating the reliability of the system and preventing errors. This work suggests an evaluation framework for quantifying the execution error probability using soft controls. In the application result, it was observed that the human error probabilities of soft controls showed both positive and negative results compared to the conventional controls according to the design quality of advanced main control rooms
International Nuclear Information System (INIS)
Kim, Yochan; Park, Jinkyun; Jung, Wondea
2017-01-01
Because it has been indicated that empirical data supporting the estimates used in human reliability analysis (HRA) is insufficient, several databases have been constructed recently. To generate quantitative estimates from human reliability data, it is important to appropriately sort the erroneous behaviors found in the reliability data. Therefore, this paper proposes a scheme to classify the erroneous behaviors identified by the HuREX (Human Reliability data Extraction) framework through a review of the relevant literature. A case study of the human error probability (HEP) calculations is conducted to verify that the proposed scheme can be successfully implemented for the categorization of the erroneous behaviors and to assess whether the scheme is useful for the HEP quantification purposes. Although continuously accumulating and analyzing simulator data is desirable to secure more reliable HEPs, the resulting HEPs were insightful in several important ways with regard to human reliability in off-normal conditions. From the findings of the literature review and the case study, the potential and limitations of the proposed method are discussed. - Highlights: • A taxonomy of erroneous behaviors is proposed to estimate HEPs from a database. • The cognitive models, procedures, HRA methods, and HRA databases were reviewed. • HEPs for several types of erroneous behaviors are calculated as a case study.
Estimation of the human error probabilities in the human reliability analysis
International Nuclear Information System (INIS)
Liu Haibin; He Xuhong; Tong Jiejuan; Shen Shifei
2006-01-01
Human error data is an important issue of human reliability analysis (HRA). Using of Bayesian parameter estimation, which can use multiple information, such as the historical data of NPP and expert judgment data to modify the human error data, could get the human error data reflecting the real situation of NPP more truly. This paper, using the numeric compute program developed by the authors, presents some typical examples to illustrate the process of the Bayesian parameter estimation in HRA and discusses the effect of different modification data on the Bayesian parameter estimation. (authors)
International Nuclear Information System (INIS)
Nascimento, C.S. do; Mesquita, R.N. de
2009-01-01
Recent studies point human error as an important factor for many industrial and nuclear accidents: Three Mile Island (1979), Bhopal (1984), Chernobyl and Challenger (1986) are classical examples. Human contribution to these accidents may be better understood and analyzed by using Human Reliability Analysis (HRA), which has being taken as an essential part on Probabilistic Safety Analysis (PSA) of nuclear plants. Both HRA and PSA depend on Human Error Probability (HEP) for a quantitative analysis. These probabilities are extremely affected by the Performance Shaping Factors (PSF), which has a direct effect on human behavior and thus shape HEP according with specific environment conditions and personal individual characteristics which are responsible for these actions. This PSF dependence raises a great problem on data availability as turn these scarcely existent database too much generic or too much specific. Besides this, most of nuclear plants do not keep historical records of human error occurrences. Therefore, in order to overcome this occasional data shortage, a methodology based on Fuzzy Inference and expert judgment was employed in this paper in order to determine human error occurrence probabilities and to evaluate PSF's on performed actions by operators in a nuclear power plant (IEA-R1 nuclear reactor). Obtained HEP values were compared with reference tabled data used on current literature in order to show method coherence and valid approach. This comparison leads to a conclusion that this work results are able to be employed both on HRA and PSA enabling efficient prospection of plant safety conditions, operational procedures and local working conditions potential improvements (author)
Energy Technology Data Exchange (ETDEWEB)
Seaver, D.A.; Stillwell, W.G.
1983-03-01
This report describes and evaluates several procedures for using expert judgment to estimate human-error probabilities (HEPs) in nuclear power plant operations. These HEPs are currently needed for several purposes, particularly for probabilistic risk assessments. Data do not exist for estimating these HEPs, so expert judgment can provide these estimates in a timely manner. Five judgmental procedures are described here: paired comparisons, ranking and rating, direct numerical estimation, indirect numerical estimation and multiattribute utility measurement. These procedures are evaluated in terms of several criteria: quality of judgments, difficulty of data collection, empirical support, acceptability, theoretical justification, and data processing. Situational constraints such as the number of experts available, the number of HEPs to be estimated, the time available, the location of the experts, and the resources available are discussed in regard to their implications for selecting a procedure for use.
Ben Issaid, Chaouki
2017-07-28
When assessing the performance of the free space optical (FSO) communication systems, the outage probability encountered is generally very small, and thereby the use of nave Monte Carlo simulations becomes prohibitively expensive. To estimate these rare event probabilities, we propose in this work an importance sampling approach which is based on the exponential twisting technique to offer fast and accurate results. In fact, we consider a variety of turbulence regimes, and we investigate the outage probability of FSO communication systems, under a generalized pointing error model based on the Beckmann distribution, for both single and multihop scenarios. Selected numerical simulations are presented to show the accuracy and the efficiency of our approach compared to naive Monte Carlo.
Fixed setpoints introduce error in licensing probability
Energy Technology Data Exchange (ETDEWEB)
Laratta, F., E-mail: flaratta@cogeco.ca [Oakville, ON (Canada)
2015-07-01
Although we license fixed (constrained) trip setpoints to a target probability, there is no provision for error in probability calculations or how error can be minimized. Instead, we apply reverse-compliance preconditions on the accident scenario such as a uniform and slow LOR to make probability seem error-free. But how can it be? Probability is calculated from simulated pre-LOR detector readings plus uncertainties before the LOR progression is even knowable. We can conserve probability without preconditions by continuously updating field setpoint equations with on-line detector data. Programmable Digital Controllers (PDC's) in CANDU 6 plants already have variable setpoints for Steam Generator and Pressurizer Low Level. Even so, these setpoints are constrained as a ramp or step in other CANDU plants and don't exhibit unconstrained variability. Fixed setpoints penalize safety and operation margins and cause spurious trips. We nevertheless continue to design suboptimal trip setpoint comparators for all trip parameters. (author)
Majewicz, Peter J; Blessner, Paul; Olson, Bill; Blackburn, Timothy
2017-04-05
This article proposes a methodology for incorporating electrical component failure data into the human error assessment and reduction technique (HEART) for estimating human error probabilities (HEPs). The existing HEART method contains factors known as error-producing conditions (EPCs) that adjust a generic HEP to a more specific situation being assessed. The selection and proportioning of these EPCs are at the discretion of an assessor, and are therefore subject to the assessor's experience and potential bias. This dependence on expert opinion is prevalent in similar HEP assessment techniques used in numerous industrial areas. The proposed method incorporates factors based on observed trends in electrical component failures to produce a revised HEP that can trigger risk mitigation actions more effectively based on the presence of component categories or other hazardous conditions that have a history of failure due to human error. The data used for the additional factors are a result of an analysis of failures of electronic components experienced during system integration and testing at NASA Goddard Space Flight Center. The analysis includes the determination of root failure mechanisms and trend analysis. The major causes of these defects were attributed to electrostatic damage, electrical overstress, mechanical overstress, or thermal overstress. These factors representing user-induced defects are quantified and incorporated into specific hardware factors based on the system's electrical parts list. This proposed methodology is demonstrated with an example comparing the original HEART method and the proposed modified technique. © 2017 Society for Risk Analysis.
Estimating Subjective Probabilities
DEFF Research Database (Denmark)
Andersen, Steffen; Fountain, John; Harrison, Glenn W.
2014-01-01
that theory calls for. We illustrate this approach using data from a controlled experiment with real monetary consequences to the subjects. This allows the observer to make inferences about the latent subjective probability, under virtually any well-specified model of choice under subjective risk, while still...
Estimating Subjective Probabilities
DEFF Research Database (Denmark)
Andersen, Steffen; Fountain, John; Harrison, Glenn W.
that theory calls for. We illustrate this approach using data from a controlled experiment with real monetary consequences to the subjects. This allows the observer to make inferences about the latent subjective probability, under virtually any well-specified model of choice under subjective risk, while still...
Collection of offshore human error probability data
International Nuclear Information System (INIS)
Basra, Gurpreet; Kirwan, Barry
1998-01-01
Accidents such as Piper Alpha have increased concern about the effects of human errors in complex systems. Such accidents can in theory be predicted and prevented by risk assessment, and in particular human reliability assessment (HRA), but HRA ideally requires qualitative and quantitative human error data. A research initiative at the University of Birmingham led to the development of CORE-DATA, a Computerised Human Error Data Base. This system currently contains a reasonably large number of human error data points, collected from a variety of mainly nuclear-power related sources. This article outlines a recent offshore data collection study, concerned with collecting lifeboat evacuation data. Data collection methods are outlined and a selection of human error probabilities generated as a result of the study are provided. These data give insights into the type of errors and human failure rates that could be utilised to support offshore risk analyses
Error probabilities in default Bayesian hypothesis testing
Gu, Xin; Hoijtink, Herbert; Mulder, J,
2016-01-01
This paper investigates the classical type I and type II error probabilities of default Bayes factors for a Bayesian t test. Default Bayes factors quantify the relative evidence between the null hypothesis and the unrestricted alternative hypothesis without needing to specify prior distributions for
Simulator data on human error probabilities
International Nuclear Information System (INIS)
Kozinsky, E.J.; Guttmann, H.E.
1981-01-01
Analysis of operator errors on NPP simulators is being used to determine Human Error Probabilities (HEP) for task elements defined in NUREG/CR-1278. Simulator data tapes from research conducted by EPRI and ORNL are being analyzed for operator error rates. The tapes collected, using Performance Measurement System software developed for EPRI, contain a history of all operator manipulations during simulated casualties. Analysis yields a time history or Operational Sequence Diagram and a manipulation summary, both stored in computer data files. Data searches yield information on operator errors of omission and commission. This work experimentally determined HEP's for Probabilistic Risk Assessment calculations. It is the only practical experimental source of this data to date
Simulator data on human error probabilities
International Nuclear Information System (INIS)
Kozinsky, E.J.; Guttmann, H.E.
1982-01-01
Analysis of operator errors on NPP simulators is being used to determine Human Error Probabilities (HEP) for task elements defined in NUREG/CR 1278. Simulator data tapes from research conducted by EPRI and ORNL are being analyzed for operator error rates. The tapes collected, using Performance Measurement System software developed for EPRI, contain a history of all operator manipulations during simulated casualties. Analysis yields a time history or Operational Sequence Diagram and a manipulation summary, both stored in computer data files. Data searches yield information on operator errors of omission and commission. This work experimentally determines HEPs for Probabilistic Risk Assessment calculations. It is the only practical experimental source of this data to date
The probability and the management of human error
Energy Technology Data Exchange (ETDEWEB)
Dufey, R.B. [Atomic Energy of Canada Limited, Chalk River Laboratories, Chalk River, ON (Canada); Saull, J.W. [International Federation of Airworthiness, Sussex (United Kingdom)
2004-07-01
Embedded within modern technological systems, human error is the largest, and indeed dominant contributor to accident cause. The consequences dominate the risk profiles for nuclear power and for many other technologies. We need to quantify the probability of human error for the system as an integral contribution within the overall system failure, as it is generally not separable or predictable for actual events. We also need to provide a means to manage and effectively reduce the failure (error) rate. The fact that humans learn from their mistakes allows a new determination of the dynamic probability and human failure (error) rate in technological systems. The result is consistent with and derived from the available world data for modern technological systems. Comparisons are made to actual data from large technological systems and recent catastrophes. Best estimate values and relationships can be derived for both the human error rate, and for the probability. We describe the potential for new approaches to the management of human error and safety indicators, based on the principles of error state exclusion and of the systematic effect of learning. A new equation is given for the probability of human error ({lambda}) that combines the influences of early inexperience, learning from experience ({epsilon}) and stochastic occurrences with having a finite minimum rate, this equation is {lambda} 5.10{sup -5} + ((1/{epsilon}) - 5.10{sup -5}) exp(-3*{epsilon}). The future failure rate is entirely determined by the experience: thus the past defines the future.
Risk estimation using probability machines
2014-01-01
Background Logistic regression has been the de facto, and often the only, model used in the description and analysis of relationships between a binary outcome and observed features. It is widely used to obtain the conditional probabilities of the outcome given predictors, as well as predictor effect size estimates using conditional odds ratios. Results We show how statistical learning machines for binary outcomes, provably consistent for the nonparametric regression problem, can be used to provide both consistent conditional probability estimation and conditional effect size estimates. Effect size estimates from learning machines leverage our understanding of counterfactual arguments central to the interpretation of such estimates. We show that, if the data generating model is logistic, we can recover accurate probability predictions and effect size estimates with nearly the same efficiency as a correct logistic model, both for main effects and interactions. We also propose a method using learning machines to scan for possible interaction effects quickly and efficiently. Simulations using random forest probability machines are presented. Conclusions The models we propose make no assumptions about the data structure, and capture the patterns in the data by just specifying the predictors involved and not any particular model structure. So they do not run the same risks of model mis-specification and the resultant estimation biases as a logistic model. This methodology, which we call a “risk machine”, will share properties from the statistical machine that it is derived from. PMID:24581306
Error estimation for pattern recognition
Braga Neto, U
2015-01-01
This book is the first of its kind to discuss error estimation with a model-based approach. From the basics of classifiers and error estimators to more specialized classifiers, it covers important topics and essential issues pertaining to the scientific validity of pattern classification. Additional features of the book include: * The latest results on the accuracy of error estimation * Performance analysis of resubstitution, cross-validation, and bootstrap error estimators using analytical and simulation approaches * Highly interactive computer-based exercises and end-of-chapter problems
Probability shapes perceptual precision: A study in orientation estimation.
Jabar, Syaheed B; Anderson, Britt
2015-12-01
Probability is known to affect perceptual estimations, but an understanding of mechanisms is lacking. Moving beyond binary classification tasks, we had naive participants report the orientation of briefly viewed gratings where we systematically manipulated contingent probability. Participants rapidly developed faster and more precise estimations for high-probability tilts. The shapes of their error distributions, as indexed by a kurtosis measure, also showed a distortion from Gaussian. This kurtosis metric was robust, capturing probability effects that were graded, contextual, and varying as a function of stimulus orientation. Our data can be understood as a probability-induced reduction in the variability or "shape" of estimation errors, as would be expected if probability affects the perceptual representations. As probability manipulations are an implicit component of many endogenous cuing paradigms, changes at the perceptual level could account for changes in performance that might have traditionally been ascribed to "attention." (c) 2015 APA, all rights reserved).
A Simulator for Human Error Probability Analysis (SHERPA)
International Nuclear Information System (INIS)
Di Pasquale, Valentina; Miranda, Salvatore; Iannone, Raffaele; Riemma, Stefano
2015-01-01
A new Human Reliability Analysis (HRA) method is presented in this paper. The Simulator for Human Error Probability Analysis (SHERPA) model provides a theoretical framework that exploits the advantages of the simulation tools and the traditional HRA methods in order to model human behaviour and to predict the error probability for a given scenario in every kind of industrial system. Human reliability is estimated as function of the performed task, the Performance Shaping Factors (PSF) and the time worked, with the purpose of considering how reliability depends not only on the task and working context, but also on the time that the operator has already spent on the work. The model is able to estimate human reliability; to assess the effects due to different human reliability levels through evaluation of tasks performed more or less correctly; and to assess the impact of context via PSFs. SHERPA also provides the possibility of determining the optimal configuration of breaks. Through a methodology that uses assessments of an economic nature, it allows identification of the conditions required for the suspension of work in the shift for the operator's psychophysical recovery and then for the restoration of acceptable values of reliability. - Highlights: • We propose a new method for Human Reliability Analysis called SHERPA. • SHERPA is able to model human behaviour and to predict the error probability. • Human reliability is function of task done, influencing factors and time worked. • SHERPA exploits benefits of the simulation tools and the traditional HRA methods. • SHERPA is implemented as a simulation template enable to assess human reliability
Probability Machines: Consistent Probability Estimation Using Nonparametric Learning Machines
Malley, J. D.; Kruppa, J.; Dasgupta, A.; Malley, K. G.; Ziegler, A.
2011-01-01
Summary Background Most machine learning approaches only provide a classification for binary responses. However, probabilities are required for risk estimation using individual patient characteristics. It has been shown recently that every statistical learning machine known to be consistent for a nonparametric regression problem is a probability machine that is provably consistent for this estimation problem. Objectives The aim of this paper is to show how random forests and nearest neighbors can be used for consistent estimation of individual probabilities. Methods Two random forest algorithms and two nearest neighbor algorithms are described in detail for estimation of individual probabilities. We discuss the consistency of random forests, nearest neighbors and other learning machines in detail. We conduct a simulation study to illustrate the validity of the methods. We exemplify the algorithms by analyzing two well-known data sets on the diagnosis of appendicitis and the diagnosis of diabetes in Pima Indians. Results Simulations demonstrate the validity of the method. With the real data application, we show the accuracy and practicality of this approach. We provide sample code from R packages in which the probability estimation is already available. This means that all calculations can be performed using existing software. Conclusions Random forest algorithms as well as nearest neighbor approaches are valid machine learning methods for estimating individual probabilities for binary responses. Freely available implementations are available in R and may be used for applications. PMID:21915433
Probability machines: consistent probability estimation using nonparametric learning machines.
Malley, J D; Kruppa, J; Dasgupta, A; Malley, K G; Ziegler, A
2012-01-01
Most machine learning approaches only provide a classification for binary responses. However, probabilities are required for risk estimation using individual patient characteristics. It has been shown recently that every statistical learning machine known to be consistent for a nonparametric regression problem is a probability machine that is provably consistent for this estimation problem. The aim of this paper is to show how random forests and nearest neighbors can be used for consistent estimation of individual probabilities. Two random forest algorithms and two nearest neighbor algorithms are described in detail for estimation of individual probabilities. We discuss the consistency of random forests, nearest neighbors and other learning machines in detail. We conduct a simulation study to illustrate the validity of the methods. We exemplify the algorithms by analyzing two well-known data sets on the diagnosis of appendicitis and the diagnosis of diabetes in Pima Indians. Simulations demonstrate the validity of the method. With the real data application, we show the accuracy and practicality of this approach. We provide sample code from R packages in which the probability estimation is already available. This means that all calculations can be performed using existing software. Random forest algorithms as well as nearest neighbor approaches are valid machine learning methods for estimating individual probabilities for binary responses. Freely available implementations are available in R and may be used for applications.
Wind power error estimation in resource assessments.
Rodríguez, Osvaldo; Del Río, Jesús A; Jaramillo, Oscar A; Martínez, Manuel
2015-01-01
Estimating the power output is one of the elements that determine the techno-economic feasibility of a renewable project. At present, there is a need to develop reliable methods that achieve this goal, thereby contributing to wind power penetration. In this study, we propose a method for wind power error estimation based on the wind speed measurement error, probability density function, and wind turbine power curves. This method uses the actual wind speed data without prior statistical treatment based on 28 wind turbine power curves, which were fitted by Lagrange's method, to calculate the estimate wind power output and the corresponding error propagation. We found that wind speed percentage errors of 10% were propagated into the power output estimates, thereby yielding an error of 5%. The proposed error propagation complements the traditional power resource assessments. The wind power estimation error also allows us to estimate intervals for the power production leveled cost or the investment time return. The implementation of this method increases the reliability of techno-economic resource assessment studies.
Quantification of the effects of dependence on human error probabilities
International Nuclear Information System (INIS)
Bell, B.J.; Swain, A.D.
1980-01-01
In estimating the probabilities of human error in the performance of a series of tasks in a nuclear power plant, the situation-specific characteristics of the series must be considered. A critical factor not to be overlooked in this estimation is the dependence or independence that pertains to any of the several pairs of task performances. In discussing the quantification of the effects of dependence, the event tree symbology described will be used. In any series of tasks, the only dependence considered for quantification in this document will be that existing between the task of interest and the immediately preceeding task. Tasks performed earlier in the series may have some effect on the end task, but this effect is considered negligible
Human error probability quantification using fuzzy methodology in nuclear plants
International Nuclear Information System (INIS)
Nascimento, Claudio Souza do
2010-01-01
This work obtains Human Error Probability (HEP) estimates from operator's actions in response to emergency situations a hypothesis on Research Reactor IEA-R1 from IPEN. It was also obtained a Performance Shaping Factors (PSF) evaluation in order to classify them according to their influence level onto the operator's actions and to determine these PSF actual states over the plant. Both HEP estimation and PSF evaluation were done based on Specialists Evaluation using interviews and questionnaires. Specialists group was composed from selected IEA-R1 operators. Specialist's knowledge representation into linguistic variables and group evaluation values were obtained through Fuzzy Logic and Fuzzy Set Theory. HEP obtained values show good agreement with literature published data corroborating the proposed methodology as a good alternative to be used on Human Reliability Analysis (HRA). (author)
Efficient error estimation in quantum key distribution
Li, Mo; Treeviriyanupab, Patcharapong; Zhang, Chun-Mei; Yin, Zhen-Qiang; Chen, Wei; Han, Zheng-Fu
2015-01-01
In a quantum key distribution (QKD) system, the error rate needs to be estimated for determining the joint probability distribution between legitimate parties, and for improving the performance of key reconciliation. We propose an efficient error estimation scheme for QKD, which is called parity comparison method (PCM). In the proposed method, the parity of a group of sifted keys is practically analysed to estimate the quantum bit error rate instead of using the traditional key sampling. From the simulation results, the proposed method evidently improves the accuracy and decreases revealed information in most realistic application situations. Project supported by the National Basic Research Program of China (Grant Nos.2011CBA00200 and 2011CB921200) and the National Natural Science Foundation of China (Grant Nos.61101137, 61201239, and 61205118).
A Quantum Theoretical Explanation for Probability Judgment Errors
Busemeyer, Jerome R.; Pothos, Emmanuel M.; Franco, Riccardo; Trueblood, Jennifer S.
2011-01-01
A quantum probability model is introduced and used to explain human probability judgment errors including the conjunction and disjunction fallacies, averaging effects, unpacking effects, and order effects on inference. On the one hand, quantum theory is similar to other categorization and memory models of cognition in that it relies on vector…
TPmsm: Estimation of the Transition Probabilities in 3-State Models
Directory of Open Access Journals (Sweden)
Artur Araújo
2014-12-01
Full Text Available One major goal in clinical applications of multi-state models is the estimation of transition probabilities. The usual nonparametric estimator of the transition matrix for non-homogeneous Markov processes is the Aalen-Johansen estimator (Aalen and Johansen 1978. However, two problems may arise from using this estimator: first, its standard error may be large in heavy censored scenarios; second, the estimator may be inconsistent if the process is non-Markovian. The development of the R package TPmsm has been motivated by several recent contributions that account for these estimation problems. Estimation and statistical inference for transition probabilities can be performed using TPmsm. The TPmsm package provides seven different approaches to three-state illness-death modeling. In two of these approaches the transition probabilities are estimated conditionally on current or past covariate measures. Two real data examples are included for illustration of software usage.
Huo, Ming-Xia; Li, Ying
2017-12-01
Quantum error correction is important to quantum information processing, which allows us to reliably process information encoded in quantum error correction codes. Efficient quantum error correction benefits from the knowledge of error rates. We propose a protocol for monitoring error rates in real time without interrupting the quantum error correction. Any adaptation of the quantum error correction code or its implementation circuit is not required. The protocol can be directly applied to the most advanced quantum error correction techniques, e.g. surface code. A Gaussian processes algorithm is used to estimate and predict error rates based on error correction data in the past. We find that using these estimated error rates, the probability of error correction failures can be significantly reduced by a factor increasing with the code distance.
Estimating the probability of failure when testing reveals no failures
Miller, Keith W.; Morell, Larry J.; Noonan, Robert E.; Park, Stephen K.; Nicol, David M.; Murrill, Branson W.; Voas, Jeffrey M.
1992-01-01
Formulas for estimating the probability of failure when testing reveals no errors are introduced. These formulas incorporate random testing results, information about the input distribution, and prior assumptions about the probability of failure of the software. The formulas are not restricted to equally likely input distributions, and the probability of failure estimate can be adjusted when assumptions about the input distribution change. The formulas are based on a discrete sample space statistical model of software and include Bayesian prior assumptions. Reusable software and software in life-critical applications are particularly appropriate candidates for this type of analysis.
ERF/ERFC, Calculation of Error Function, Complementary Error Function, Probability Integrals
International Nuclear Information System (INIS)
Vogel, J.E.
1983-01-01
1 - Description of problem or function: ERF and ERFC are used to compute values of the error function and complementary error function for any real number. They may be used to compute other related functions such as the normal probability integrals. 4. Method of solution: The error function and complementary error function are approximated by rational functions. Three such rational approximations are used depending on whether - x .GE.4.0. In the first region the error function is computed directly and the complementary error function is computed via the identity erfc(x)=1.0-erf(x). In the other two regions the complementary error function is computed directly and the error function is computed from the identity erf(x)=1.0-erfc(x). The error function and complementary error function are real-valued functions of any real argument. The range of the error function is (-1,1). The range of the complementary error function is (0,2). 5. Restrictions on the complexity of the problem: The user is cautioned against using ERF to compute the complementary error function by using the identity erfc(x)=1.0-erf(x). This subtraction may cause partial or total loss of significance for certain values of x
Bayesian estimation of core-melt probability
International Nuclear Information System (INIS)
Lewis, H.W.
1984-01-01
A very simple application of the canonical Bayesian algorithm is made to the problem of estimation of the probability of core melt in a commercial power reactor. An approximation to the results of the Rasmussen study on reactor safety is used as the prior distribution, and the observation that there has been no core melt yet is used as the single experiment. The result is a substantial decrease in the mean probability of core melt--factors of 2 to 4 for reasonable choices of parameters. The purpose is to illustrate the procedure, not to argue for the decrease
Error Probability Analysis of Hardware Impaired Systems with Asymmetric Transmission
Javed, Sidrah
2018-04-26
Error probability study of the hardware impaired (HWI) systems highly depends on the adopted model. Recent models have proved that the aggregate noise is equivalent to improper Gaussian signals. Therefore, considering the distinct noise nature and self-interfering (SI) signals, an optimal maximum likelihood (ML) receiver is derived. This renders the conventional minimum Euclidean distance (MED) receiver as a sub-optimal receiver because it is based on the assumptions of ideal hardware transceivers and proper Gaussian noise in communication systems. Next, the average error probability performance of the proposed optimal ML receiver is analyzed and tight bounds and approximations are derived for various adopted systems including transmitter and receiver I/Q imbalanced systems with or without transmitter distortions as well as transmitter or receiver only impaired systems. Motivated by recent studies that shed the light on the benefit of improper Gaussian signaling in mitigating the HWIs, asymmetric quadrature amplitude modulation or phase shift keying is optimized and adapted for transmission. Finally, different numerical and simulation results are presented to support the superiority of the proposed ML receiver over MED receiver, the tightness of the derived bounds and effectiveness of asymmetric transmission in dampening HWIs and improving overall system performance
A framework to assess diagnosis error probabilities in the advanced MCR
International Nuclear Information System (INIS)
Kim, Ar Ryum; Seong, Poong Hyun; Kim, Jong Hyun; Jang, Inseok; Park, Jinkyun
2016-01-01
The Institute of Nuclear Power Operations (INPO)’s operating experience database revealed that about 48% of the total events in world NPPs for 2 years (2010-2011) happened due to human errors. The purposes of human reliability analysis (HRA) method are to evaluate the potential for, and mechanism of, human errors that may affect plant safety. Accordingly, various HRA methods have been developed such as technique for human error rate prediction (THERP), simplified plant analysis risk human reliability assessment (SPAR-H), cognitive reliability and error analysis method (CREAM) and so on. Many researchers have asserted that procedure, alarm, and display are critical factors to affect operators’ generic activities, especially for diagnosis activities. None of various HRA methods was explicitly designed to deal with digital systems. SCHEME (Soft Control Human error Evaluation MEthod) considers only for the probability of soft control execution error in the advanced MCR. The necessity of developing HRA methods in various conditions of NPPs has been raised. In this research, the framework to estimate diagnosis error probabilities in the advanced MCR was suggested. The assessment framework was suggested by three steps. The first step is to investigate diagnosis errors and calculate their probabilities. The second step is to quantitatively estimate PSFs’ weightings in the advanced MCR. The third step is to suggest the updated TRC model to assess the nominal diagnosis error probabilities. Additionally, the proposed framework was applied by using the full-scope simulation. Experiments conducted in domestic full-scope simulator and HAMMLAB were used as data-source. Total eighteen tasks were analyzed and twenty-three crews participated in
Frequentist Standard Errors of Bayes Estimators.
Lee, DongHyuk; Carroll, Raymond J; Sinha, Samiran
2017-09-01
Frequentist standard errors are a measure of uncertainty of an estimator, and the basis for statistical inferences. Frequestist standard errors can also be derived for Bayes estimators. However, except in special cases, the computation of the standard error of Bayesian estimators requires bootstrapping, which in combination with Markov chain Monte Carlo (MCMC) can be highly time consuming. We discuss an alternative approach for computing frequentist standard errors of Bayesian estimators, including importance sampling. Through several numerical examples we show that our approach can be much more computationally efficient than the standard bootstrap.
Estimation of analysis and forecast error variances
Directory of Open Access Journals (Sweden)
Malaquias Peña
2014-11-01
Full Text Available Accurate estimates of error variances in numerical analyses and forecasts (i.e. difference between analysis or forecast fields and nature on the resolved scales are critical for the evaluation of forecasting systems, the tuning of data assimilation (DA systems and the proper initialisation of ensemble forecasts. Errors in observations and the difficulty in their estimation, the fact that estimates of analysis errors derived via DA schemes, are influenced by the same assumptions as those used to create the analysis fields themselves, and the presumed but unknown correlation between analysis and forecast errors make the problem difficult. In this paper, an approach is introduced for the unbiased estimation of analysis and forecast errors. The method is independent of any assumption or tuning parameter used in DA schemes. The method combines information from differences between forecast and analysis fields (‘perceived forecast errors’ with prior knowledge regarding the time evolution of (1 forecast error variance and (2 correlation between errors in analyses and forecasts. The quality of the error estimates, given the validity of the prior relationships, depends on the sample size of independent measurements of perceived errors. In a simulated forecast environment, the method is demonstrated to reproduce the true analysis and forecast error within predicted error bounds. The method is then applied to forecasts from four leading numerical weather prediction centres to assess the performance of their corresponding DA and modelling systems. Error variance estimates are qualitatively consistent with earlier studies regarding the performance of the forecast systems compared. The estimated correlation between forecast and analysis errors is found to be a useful diagnostic of the performance of observing and DA systems. In case of significant model-related errors, a methodology to decompose initial value and model-related forecast errors is also
Estimating flood exceedance probabilities in estuarine regions
Westra, Seth; Leonard, Michael
2016-04-01
Flood events in estuarine regions can arise from the interaction of extreme rainfall and storm surge. Determining flood level exceedance probabilities in these regions is complicated by the dependence of these processes for extreme events. A comprehensive study of tide and rainfall gauges along the Australian coastline was conducted to determine the dependence of these extremes using a bivariate logistic threshold-excess model. The dependence strength is shown to vary as a function of distance over many hundreds of kilometres indicating that the dependence arises due to synoptic scale meteorological forcings. It is also shown to vary as a function of storm burst duration, time lag between the extreme rainfall and the storm surge event. The dependence estimates are then used with a bivariate design variable method to determine flood risk in estuarine regions for a number of case studies. Aspects of the method demonstrated in the case studies include, the resolution and range of the hydraulic response table, fitting of probability distributions, computational efficiency, uncertainty, potential variation in marginal distributions due to climate change, and application to two dimensional output from hydraulic models. Case studies are located on the Swan River (Western Australia), Nambucca River and Hawkesbury Nepean River (New South Wales).
Rigorous Error Estimates for Reynolds' Lubrication Approximation
Wilkening, Jon
2006-11-01
Reynolds' lubrication equation is used extensively in engineering calculations to study flows between moving machine parts, e.g. in journal bearings or computer disk drives. It is also used extensively in micro- and bio-fluid mechanics to model creeping flows through narrow channels and in thin films. To date, the only rigorous justification of this equation (due to Bayada and Chambat in 1986 and to Nazarov in 1987) states that the solution of the Navier-Stokes equations converges to the solution of Reynolds' equation in the limit as the aspect ratio ɛ approaches zero. In this talk, I will show how the constants in these error bounds depend on the geometry. More specifically, I will show how to compute expansion solutions of the Stokes equations in a 2-d periodic geometry to arbitrary order and exhibit error estimates with constants which are either (1) given in the problem statement or easily computable from h(x), or (2) difficult to compute but universal (independent of h(x)). Studying the constants in the latter category, we find that the effective radius of convergence actually increases through 10th order, but then begins to decrease as the inverse of the order, indicating that the expansion solution is probably an asymptotic series rather than a convergent series.
Statistical errors in Monte Carlo estimates of systematic errors
International Nuclear Information System (INIS)
Roe, Byron P.
2007-01-01
For estimating the effects of a number of systematic errors on a data sample, one can generate Monte Carlo (MC) runs with systematic parameters varied and examine the change in the desired observed result. Two methods are often used. In the unisim method, the systematic parameters are varied one at a time by one standard deviation, each parameter corresponding to a MC run. In the multisim method (see ), each MC run has all of the parameters varied; the amount of variation is chosen from the expected distribution of each systematic parameter, usually assumed to be a normal distribution. The variance of the overall systematic error determination is derived for each of the two methods and comparisons are made between them. If one focuses not on the error in the prediction of an individual systematic error, but on the overall error due to all systematic errors in the error matrix element in data bin m, the number of events needed is strongly reduced because of the averaging effect over all of the errors. For simple models presented here the multisim model was far better if the statistical error in the MC samples was larger than an individual systematic error, while for the reverse case, the unisim model was better. Exact formulas and formulas for the simple toy models are presented so that realistic calculations can be made. The calculations in the present note are valid if the errors are in a linear region. If that region extends sufficiently far, one can have the unisims or multisims correspond to k standard deviations instead of one. This reduces the number of events required by a factor of k 2
Statistical errors in Monte Carlo estimates of systematic errors
Roe, Byron P.
2007-01-01
For estimating the effects of a number of systematic errors on a data sample, one can generate Monte Carlo (MC) runs with systematic parameters varied and examine the change in the desired observed result. Two methods are often used. In the unisim method, the systematic parameters are varied one at a time by one standard deviation, each parameter corresponding to a MC run. In the multisim method (see ), each MC run has all of the parameters varied; the amount of variation is chosen from the expected distribution of each systematic parameter, usually assumed to be a normal distribution. The variance of the overall systematic error determination is derived for each of the two methods and comparisons are made between them. If one focuses not on the error in the prediction of an individual systematic error, but on the overall error due to all systematic errors in the error matrix element in data bin m, the number of events needed is strongly reduced because of the averaging effect over all of the errors. For simple models presented here the multisim model was far better if the statistical error in the MC samples was larger than an individual systematic error, while for the reverse case, the unisim model was better. Exact formulas and formulas for the simple toy models are presented so that realistic calculations can be made. The calculations in the present note are valid if the errors are in a linear region. If that region extends sufficiently far, one can have the unisims or multisims correspond to k standard deviations instead of one. This reduces the number of events required by a factor of k2. The specific terms unisim and multisim were coined by Peter Meyers and Steve Brice, respectively, for the MiniBooNE experiment. However, the concepts have been developed over time and have been in general use for some time.
Statistical errors in Monte Carlo estimates of systematic errors
Energy Technology Data Exchange (ETDEWEB)
Roe, Byron P. [Department of Physics, University of Michigan, Ann Arbor, MI 48109 (United States)]. E-mail: byronroe@umich.edu
2007-01-01
For estimating the effects of a number of systematic errors on a data sample, one can generate Monte Carlo (MC) runs with systematic parameters varied and examine the change in the desired observed result. Two methods are often used. In the unisim method, the systematic parameters are varied one at a time by one standard deviation, each parameter corresponding to a MC run. In the multisim method (see ), each MC run has all of the parameters varied; the amount of variation is chosen from the expected distribution of each systematic parameter, usually assumed to be a normal distribution. The variance of the overall systematic error determination is derived for each of the two methods and comparisons are made between them. If one focuses not on the error in the prediction of an individual systematic error, but on the overall error due to all systematic errors in the error matrix element in data bin m, the number of events needed is strongly reduced because of the averaging effect over all of the errors. For simple models presented here the multisim model was far better if the statistical error in the MC samples was larger than an individual systematic error, while for the reverse case, the unisim model was better. Exact formulas and formulas for the simple toy models are presented so that realistic calculations can be made. The calculations in the present note are valid if the errors are in a linear region. If that region extends sufficiently far, one can have the unisims or multisims correspond to k standard deviations instead of one. This reduces the number of events required by a factor of k{sup 2}.
Probable sources of errors in radiation therapy (abstract)
International Nuclear Information System (INIS)
Khan, U.H.
1998-01-01
It is fact that some errors are always in dose-volume prescription, management of radiation beam, derivation of exposure, planning the treatment and finally the treatment of the patient ( a three dimensional subject). This paper highlights all the sources of error and relevant methods to decrease or eliminate them, thus improving the over-all therapeutic efficiency and accuracy. It is a comprehensive teamwork of the radiotherapist, medical radiation physicist, medical technologist and the patient. All the links, in the whole chain of radiotherapy, are equally important and duly considered in the paper. The decision for Palliative or Radical treatment is based on the nature and extent disease, site, stage, grade, length of the history of condition and biopsy reports etc. This may entail certain uncertainties in Volume of tumor, quality and quantity of radiation and dose fractionation etc, which may be under or over-estimated. An effort has been made to guide the radiotherapist in avoiding the pitfalls in the arena of radiotherapy. (author)
Error estimation and adaptivity for incompressible hyperelasticity
Whiteley, J.P.
2014-04-30
SUMMARY: A Galerkin FEM is developed for nonlinear, incompressible (hyper) elasticity that takes account of nonlinearities in both the strain tensor and the relationship between the strain tensor and the stress tensor. By using suitably defined linearised dual problems with appropriate boundary conditions, a posteriori error estimates are then derived for both linear functionals of the solution and linear functionals of the stress on a boundary, where Dirichlet boundary conditions are applied. A second, higher order method for calculating a linear functional of the stress on a Dirichlet boundary is also presented together with an a posteriori error estimator for this approach. An implementation for a 2D model problem with known solution, where the entries of the strain tensor exhibit large, rapid variations, demonstrates the accuracy and sharpness of the error estimators. Finally, using a selection of model problems, the a posteriori error estimate is shown to provide a basis for effective mesh adaptivity. © 2014 John Wiley & Sons, Ltd.
The estimation of small probabilities and risk assessment
International Nuclear Information System (INIS)
Kalbfleisch, J.D.; Lawless, J.F.; MacKay, R.J.
1982-01-01
The primary contribution of statistics to risk assessment is in the estimation of probabilities. Frequently the probabilities in question are small, and their estimation is particularly difficult. The authors consider three examples illustrating some problems inherent in the estimation of small probabilities
The relative impact of sizing errors on steam generator tube failure probability
International Nuclear Information System (INIS)
Cizelj, L.; Dvorsek, T.
1998-01-01
The Outside Diameter Stress Corrosion Cracking (ODSCC) at tube support plates is currently the major degradation mechanism affecting the steam generator tubes made of Inconel 600. This caused development and licensing of degradation specific maintenance approaches, which addressed two main failure modes of the degraded piping: tube rupture; and excessive leakage through degraded tubes. A methodology aiming at assessing the efficiency of a given set of possible maintenance approaches has already been proposed by the authors. It pointed out better performance of the degradation specific over generic approaches in (1) lower probability of single and multiple steam generator tube rupture (SGTR), (2) lower estimated accidental leak rates and (3) less tubes plugged. A sensitivity analysis was also performed pointing out the relative contributions of uncertain input parameters to the tube rupture probabilities. The dominant contribution was assigned to the uncertainties inherent to the regression models used to correlate the defect size and tube burst pressure. The uncertainties, which can be estimated from the in-service inspections, are further analysed in this paper. The defect growth was found to have significant and to some extent unrealistic impact on the probability of single tube rupture. Since the defect growth estimates were based on the past inspection records they strongly depend on the sizing errors. Therefore, an attempt was made to filter out the sizing errors and to arrive at more realistic estimates of the defect growth. The impact of different assumptions regarding sizing errors on the tube rupture probability was studied using a realistic numerical example. The data used is obtained from a series of inspection results from Krsko NPP with 2 Westinghouse D-4 steam generators. The results obtained are considered useful in safety assessment and maintenance of affected steam generators. (author)
Estimating the Probability of Negative Events
Harris, Adam J. L.; Corner, Adam; Hahn, Ulrike
2009-01-01
How well we are attuned to the statistics of our environment is a fundamental question in understanding human behaviour. It seems particularly important to be able to provide accurate assessments of the probability with which negative events occur so as to guide rational choice of preventative actions. One question that arises here is whether or…
Error estimation and adaptive chemical transport modeling
Directory of Open Access Journals (Sweden)
Malte Braack
2014-09-01
Full Text Available We present a numerical method to use several chemical transport models of increasing accuracy and complexity in an adaptive way. In largest parts of the domain, a simplified chemical model may be used, whereas in certain regions a more complex model is needed for accuracy reasons. A mathematically derived error estimator measures the modeling error and provides information where to use more accurate models. The error is measured in terms of output functionals. Therefore, one has to consider adjoint problems which carry sensitivity information. This concept is demonstrated by means of ozone formation and pollution emission.
Error estimation in plant growth analysis
Directory of Open Access Journals (Sweden)
Andrzej Gregorczyk
2014-01-01
Full Text Available The scheme is presented for calculation of errors of dry matter values which occur during approximation of data with growth curves, determined by the analytical method (logistic function and by the numerical method (Richards function. Further formulae are shown, which describe absolute errors of growth characteristics: Growth rate (GR, Relative growth rate (RGR, Unit leaf rate (ULR and Leaf area ratio (LAR. Calculation examples concerning the growth course of oats and maize plants are given. The critical analysis of the estimation of obtained results has been done. The purposefulness of joint application of statistical methods and error calculus in plant growth analysis has been ascertained.
KMRR thermal power measurement error estimation
International Nuclear Information System (INIS)
Rhee, B.W.; Sim, B.S.; Lim, I.C.; Oh, S.K.
1990-01-01
The thermal power measurement error of the Korea Multi-purpose Research Reactor has been estimated by a statistical Monte Carlo method, and compared with those obtained by the other methods including deterministic and statistical approaches. The results show that the specified thermal power measurement error of 5% cannot be achieved if the commercial RTDs are used to measure the coolant temperatures of the secondary cooling system and the error can be reduced below the requirement if the commercial RTDs are replaced by the precision RTDs. The possible range of the thermal power control operation has been identified to be from 100% to 20% of full power
A posteriori error estimates in voice source recovery
Leonov, A. S.; Sorokin, V. N.
2017-12-01
The inverse problem of voice source pulse recovery from a segment of a speech signal is under consideration. A special mathematical model is used for the solution that relates these quantities. A variational method of solving inverse problem of voice source recovery for a new parametric class of sources, that is for piecewise-linear sources (PWL-sources), is proposed. Also, a technique for a posteriori numerical error estimation for obtained solutions is presented. A computer study of the adequacy of adopted speech production model with PWL-sources is performed in solving the inverse problems for various types of voice signals, as well as corresponding study of a posteriori error estimates. Numerical experiments for speech signals show satisfactory properties of proposed a posteriori error estimates, which represent the upper bounds of possible errors in solving the inverse problem. The estimate of the most probable error in determining the source-pulse shapes is about 7-8% for the investigated speech material. It is noted that a posteriori error estimates can be used as a criterion of the quality for obtained voice source pulses in application to speaker recognition.
Estimation of transition probabilities of credit ratings
Peng, Gan Chew; Hin, Pooi Ah
2015-12-01
The present research is based on the quarterly credit ratings of ten companies over 15 years taken from the database of the Taiwan Economic Journal. The components in the vector mi (mi1, mi2,⋯, mi10) may first be used to denote the credit ratings of the ten companies in the i-th quarter. The vector mi+1 in the next quarter is modelled to be dependent on the vector mi via a conditional distribution which is derived from a 20-dimensional power-normal mixture distribution. The transition probability Pkl (i ,j ) for getting mi+1,j = l given that mi, j = k is then computed from the conditional distribution. It is found that the variation of the transition probability Pkl (i ,j ) as i varies is able to give indication for the possible transition of the credit rating of the j-th company in the near future.
Multidimensional rare event probability estimation algorithm
Directory of Open Access Journals (Sweden)
Leonidas Sakalauskas
2013-09-01
Full Text Available This work contains Monte–Carlo Markov Chain algorithm for estimation of multi-dimensional rare events frequencies. Logits of rare event likelihood we are modeling with Poisson distribution, which parameters are distributed by multivariate normal law with unknown parameters – mean vector and covariance matrix. The estimations of unknown parameters are calculated by the maximum likelihood method. There are equations derived, those must be satisfied with model’s maximum likelihood parameters estimations. Positive definition of evaluated covariance matrixes are controlled by calculating ratio between matrix maximum and minimum eigenvalues.
Probabilities and statistics for backscatter estimates obtained by a scatterometer
Pierson, Willard J., Jr.
1989-01-01
Methods for the recovery of winds near the surface of the ocean from measurements of the normalized radar backscattering cross section must recognize and make use of the statistics (i.e., the sampling variability) of the backscatter measurements. Radar backscatter values from a scatterometer are random variables with expected values given by a model. A model relates backscatter to properties of the waves on the ocean, which are in turn generated by the winds in the atmospheric marine boundary layer. The effective wind speed and direction at a known height for a neutrally stratified atmosphere are the values to be recovered from the model. The probability density function for the backscatter values is a normal probability distribution with the notable feature that the variance is a known function of the expected value. The sources of signal variability, the effects of this variability on the wind speed estimation, and criteria for the acceptance or rejection of models are discussed. A modified maximum likelihood method for estimating wind vectors is described. Ways to make corrections for the kinds of errors found for the Seasat SASS model function are described, and applications to a new scatterometer are given.
Treelet Probabilities for HPSG Parsing and Error Correction
Ivanova, Angelina; van Noord, Gerardus; Calzolari, Nicoletta; al, et
2014-01-01
Most state-of-the-art parsers take an approach to produce an analysis for any input despite errors. However, small grammatical mistakes in a sentence often cause parser to fail to build a correct syntactic tree. Applications that can identify and correct mistakes during parsing are particularly
Adaptive estimation of binomial probabilities under misclassification
Albers, Willem/Wim; Veldman, H.J.
1984-01-01
If misclassification occurs the standard binomial estimator is usually seriously biased. It is known that an improvement can be achieved by using more than one observer in classifying the sample elements. Here it will be investigated which number of observers is optimal given the total number of
On error probability exponents of many hypotheses optimal testing ...
African Journals Online (AJOL)
In this paper we study a model of hypotheses testing consisting of with to simple homogeneous stationary Markov chains ith finite number of states such that having different distributions from four possible transmission probabilities.For solving this problem we apply the method of type and large deviation techniques (LTD).
Some aspects of statistical modeling of human-error probability
International Nuclear Information System (INIS)
Prairie, R.R.
1982-01-01
Human reliability analyses (HRA) are often performed as part of risk assessment and reliability projects. Recent events in nuclear power have shown the potential importance of the human element. There are several on-going efforts in the US and elsewhere with the purpose of modeling human error such that the human contribution can be incorporated into an overall risk assessment associated with one or more aspects of nuclear power. An effort that is described here uses the HRA (event tree) to quantify and model the human contribution to risk. As an example, risk analyses are being prepared on several nuclear power plants as part of the Interim Reliability Assessment Program (IREP). In this process the risk analyst selects the elements of his fault tree that could be contributed to by human error. He then solicits the HF analyst to do a HRA on this element
Structural Reliability Using Probability Density Estimation Methods Within NESSUS
Chamis, Chrisos C. (Technical Monitor); Godines, Cody Ric
2003-01-01
A reliability analysis studies a mathematical model of a physical system taking into account uncertainties of design variables and common results are estimations of a response density, which also implies estimations of its parameters. Some common density parameters include the mean value, the standard deviation, and specific percentile(s) of the response, which are measures of central tendency, variation, and probability regions, respectively. Reliability analyses are important since the results can lead to different designs by calculating the probability of observing safe responses in each of the proposed designs. All of this is done at the expense of added computational time as compared to a single deterministic analysis which will result in one value of the response out of many that make up the density of the response. Sampling methods, such as monte carlo (MC) and latin hypercube sampling (LHS), can be used to perform reliability analyses and can compute nonlinear response density parameters even if the response is dependent on many random variables. Hence, both methods are very robust; however, they are computationally expensive to use in the estimation of the response density parameters. Both methods are 2 of 13 stochastic methods that are contained within the Numerical Evaluation of Stochastic Structures Under Stress (NESSUS) program. NESSUS is a probabilistic finite element analysis (FEA) program that was developed through funding from NASA Glenn Research Center (GRC). It has the additional capability of being linked to other analysis programs; therefore, probabilistic fluid dynamics, fracture mechanics, and heat transfer are only a few of what is possible with this software. The LHS method is the newest addition to the stochastic methods within NESSUS. Part of this work was to enhance NESSUS with the LHS method. The new LHS module is complete, has been successfully integrated with NESSUS, and been used to study four different test cases that have been
A precise error bound for quantum phase estimation.
Directory of Open Access Journals (Sweden)
James M Chappell
Full Text Available Quantum phase estimation is one of the key algorithms in the field of quantum computing, but up until now, only approximate expressions have been derived for the probability of error. We revisit these derivations, and find that by ensuring symmetry in the error definitions, an exact formula can be found. This new approach may also have value in solving other related problems in quantum computing, where an expected error is calculated. Expressions for two special cases of the formula are also developed, in the limit as the number of qubits in the quantum computer approaches infinity and in the limit as the extra added qubits to improve reliability goes to infinity. It is found that this formula is useful in validating computer simulations of the phase estimation procedure and in avoiding the overestimation of the number of qubits required in order to achieve a given reliability. This formula thus brings improved precision in the design of quantum computers.
Bounds on the Error Probability of Raptor Codes
Lázaro, Francisco; Liva, Gianluigi; Paolini, Enrico; Bauch, Gerhard
2016-01-01
In this paper q-ary Raptor codes under ML decoding are considered. An upper bound on the probability of decoding failure is derived using the weight enumerator of the outer code, or its expected weight enumerator if the outer code is drawn randomly from some ensemble of codes. The bound is shown to be tight by means of simulations. This bound provides a new insight into Raptor codes since it shows how Raptor codes can be analyzed similarly to a classical fixed-rate serial concatenation.
Internal Medicine residents use heuristics to estimate disease probability
Directory of Open Access Journals (Sweden)
Sen Phang
2015-12-01
Conclusions: Our findings suggest that despite previous exposure to the use of Bayesian reasoning, residents use heuristics, such as the representative heuristic and anchoring with adjustment, to estimate probabilities. Potential reasons for attribute substitution include the relative cognitive ease of heuristics vs. Bayesian reasoning or perhaps residents in their clinical practice use gist traces rather than precise probability estimates when diagnosing.
Estimated probability of the number of buildings damaged by the ...
African Journals Online (AJOL)
Flood disasters often cause buildings damaged, for repairs required considerable cost. This paper analyzes estimates of the probability and the number of buildings damaged by the Citarum River flood in the framework of cost recovery planning. The probability estimation of building damage was carried out using a logistic ...
Directory of Open Access Journals (Sweden)
A. B. Levina
2016-03-01
Full Text Available Error detection codes are mechanisms that enable robust delivery of data in unreliable communication channels and devices. Unreliable channels and devices are error-prone objects. Respectively, error detection codes allow detecting such errors. There are two classes of error detecting codes - classical codes and security-oriented codes. The classical codes have high percentage of detected errors; however, they have a high probability to miss an error in algebraic manipulation. In order, security-oriented codes are codes with a small Hamming distance and high protection to algebraic manipulation. The probability of error masking is a fundamental parameter of security-oriented codes. A detailed study of this parameter allows analyzing the behavior of the error-correcting code in the case of error injection in the encoding device. In order, the complexity of the encoding function plays an important role in the security-oriented codes. Encoding functions with less computational complexity and a low probability of masking are the best protection of encoding device against malicious acts. This paper investigates the influence of encoding function complexity on the error masking probability distribution. It will be shownthat the more complex encoding function reduces the maximum of error masking probability. It is also shown in the paper that increasing of the function complexity changes the error masking probability distribution. In particular, increasing of computational complexity decreases the difference between the maximum and average value of the error masking probability. Our resultshave shown that functions with greater complexity have smoothed maximums of error masking probability, which significantly complicates the analysis of error-correcting code by attacker. As a result, in case of complex encoding function the probability of the algebraic manipulation is reduced. The paper discusses an approach how to measure the error masking
Extracting and Converting Quantitative Data into Human Error Probabilities
Energy Technology Data Exchange (ETDEWEB)
Tuan Q. Tran; Ronald L. Boring; Jeffrey C. Joe; Candice D. Griffith
2007-08-01
This paper discusses a proposed method using a combination of advanced statistical approaches (e.g., meta-analysis, regression, structural equation modeling) that will not only convert different empirical results into a common metric for scaling individual PSFs effects, but will also examine the complex interrelationships among PSFs. Furthermore, the paper discusses how the derived statistical estimates (i.e., effect sizes) can be mapped onto a HRA method (e.g. SPAR-H) to generate HEPs that can then be use in probabilistic risk assessment (PRA). The paper concludes with a discussion of the benefits of using academic literature in assisting HRA analysts in generating sound HEPs and HRA developers in validating current HRA models and formulating new HRA models.
Sporadic error probability due to alpha particles in dynamic memories of various technologies
International Nuclear Information System (INIS)
Edwards, D.G.
1980-01-01
The sensitivity of MOS memory components to errors induced by alpha particles is expected to increase with integration level. The soft error rate of a 65-kbit VMOS memory has been compared experimentally with that of three field-proven 16-kbit designs. The technological and design advantages of the VMOS RAM ensure an error rate which is lower than those of the 16-kbit memories. Calculation of the error probability for the 65-kbit RAM and comparison with the measurements show that for large duty cycles single particle hits lead to sensing errors and for small duty cycles cell errors caused by multiple hits predominate. (Auth.)
Incorporating detection probability into northern Great Plains pronghorn population estimates
Jacques, Christopher N.; Jenks, Jonathan A.; Grovenburg, Troy W.; Klaver, Robert W.; DePerno, Christopher S.
2014-01-01
Pronghorn (Antilocapra americana) abundances commonly are estimated using fixed-wing surveys, but these estimates are likely to be negatively biased because of violations of key assumptions underpinning line-transect methodology. Reducing bias and improving precision of abundance estimates through use of detection probability and mark-resight models may allow for more responsive pronghorn management actions. Given their potential application in population estimation, we evaluated detection probability and mark-resight models for use in estimating pronghorn population abundance. We used logistic regression to quantify probabilities that detecting pronghorn might be influenced by group size, animal activity, percent vegetation, cover type, and topography. We estimated pronghorn population size by study area and year using mixed logit-normal mark-resight (MLNM) models. Pronghorn detection probability increased with group size, animal activity, and percent vegetation; overall detection probability was 0.639 (95% CI = 0.612–0.667) with 396 of 620 pronghorn groups detected. Despite model selection uncertainty, the best detection probability models were 44% (range = 8–79%) and 180% (range = 139–217%) greater than traditional pronghorn population estimates. Similarly, the best MLNM models were 28% (range = 3–58%) and 147% (range = 124–180%) greater than traditional population estimates. Detection probability of pronghorn was not constant but depended on both intrinsic and extrinsic factors. When pronghorn detection probability is a function of animal group size, animal activity, landscape complexity, and percent vegetation, traditional aerial survey techniques will result in biased pronghorn abundance estimates. Standardizing survey conditions, increasing resighting occasions, or accounting for variation in individual heterogeneity in mark-resight models will increase the accuracy and precision of pronghorn population estimates.
Probability density estimation in stochastic environmental models using reverse representations
Van den Berg, E.; Heemink, A.W.; Lin, H.X.; Schoenmakers, J.G.M.
2003-01-01
The estimation of probability densities of variables described by systems of stochastic dierential equations has long been done using forward time estimators, which rely on the generation of realizations of the model, forward in time. Recently, an estimator based on the combination of forward and
The Maximum Error Probability Criterion, Random Encoder, and Feedback, in Multiple Input Channels
Directory of Open Access Journals (Sweden)
Ning Cai
2014-02-01
Full Text Available For a multiple input channel, one may define different capacity regions, according to the criterions of error, types of codes, and presence of feedback. In this paper, we aim to draw a complete picture of relations among these different capacity regions. To this end, we first prove that the average-error-probability capacity region of a multiple input channel can be achieved by a random code under the criterion of maximum error probability. Moreover, we show that for a non-deterministic multiple input channel with feedback, the capacity regions are the same under two different error criterions. In addition, we discuss two special classes of channels to shed light on the relation of different capacity regions. In particular, to illustrate the roles of feedback, we provide a class of MAC, for which feedback may enlarge maximum-error-probability capacity regions, but not average-error-capacity regions. Besides, we present a class of MAC, as an example for which the maximum-error-probability capacity regions are strictly smaller than the average-error-probability capacity regions (first example showing this was due to G. Dueck. Differently from G. Dueck’s enlightening example in which a deterministic MAC was considered, our example includes and further generalizes G. Dueck’s example by taking both deterministic and non-deterministic MACs into account. Finally, we extend our results for a discrete memoryless two-input channel, to compound, arbitrarily varying MAC, and MAC with more than two inputs.
Ultraspectral Sounding Retrieval Error Budget and Estimation
Zhou, Daniel K.; Larar, Allen M.; Liu, Xu; Smith, William L.; Strow, L. Larrabee; Yang, Ping
2011-01-01
The ultraspectral infrared radiances obtained from satellite observations provide atmospheric, surface, and/or cloud information. The intent of the measurement of the thermodynamic state is the initialization of weather and climate models. Great effort has been given to retrieving and validating these atmospheric, surface, and/or cloud properties. Error Consistency Analysis Scheme (ECAS), through fast radiative transfer model (RTM) forward and inverse calculations, has been developed to estimate the error budget in terms of absolute and standard deviation of differences in both spectral radiance and retrieved geophysical parameter domains. The retrieval error is assessed through ECAS without assistance of other independent measurements such as radiosonde data. ECAS re-evaluates instrument random noise, and establishes the link between radiometric accuracy and retrieved geophysical parameter accuracy. ECAS can be applied to measurements of any ultraspectral instrument and any retrieval scheme with associated RTM. In this paper, ECAS is described and demonstration is made with the measurements of the METOP-A satellite Infrared Atmospheric Sounding Interferometer (IASI)..
Crash probability estimation via quantifying driver hazard perception.
Li, Yang; Zheng, Yang; Wang, Jianqiang; Kodaka, Kenji; Li, Keqiang
2017-06-05
Crash probability estimation is an important method to predict the potential reduction of crash probability contributed by forward collision avoidance technologies (FCATs). In this study, we propose a practical approach to estimate crash probability, which combines a field operational test and numerical simulations of a typical rear-end crash model. To consider driver hazard perception characteristics, we define a novel hazard perception measure, called as driver risk response time, by considering both time-to-collision (TTC) and driver braking response to impending collision risk in a near-crash scenario. Also, we establish a driving database under mixed Chinese traffic conditions based on a CMBS (Collision Mitigation Braking Systems)-equipped vehicle. Applying the crash probability estimation in this database, we estimate the potential decrease in crash probability owing to use of CMBS. A comparison of the results with CMBS on and off shows a 13.7% reduction of crash probability in a typical rear-end near-crash scenario with a one-second delay of driver's braking response. These results indicate that CMBS is positive in collision prevention, especially in the case of inattentive drivers or ole drivers. The proposed crash probability estimation offers a practical way for evaluating the safety benefits in the design and testing of FCATs. Copyright © 2017 Elsevier Ltd. All rights reserved.
Information-theoretic methods for estimating of complicated probability distributions
Zong, Zhi
2006-01-01
Mixing up various disciplines frequently produces something that are profound and far-reaching. Cybernetics is such an often-quoted example. Mix of information theory, statistics and computing technology proves to be very useful, which leads to the recent development of information-theory based methods for estimating complicated probability distributions. Estimating probability distribution of a random variable is the fundamental task for quite some fields besides statistics, such as reliability, probabilistic risk analysis (PSA), machine learning, pattern recognization, image processing, neur
First hitting probabilities for semi markov chains and estimation
DEFF Research Database (Denmark)
Georgiadis, Stylianos
2017-01-01
. In the latter case, a nonparametric estimator for the first hitting probability is proposed and the asymptotic properties of strong consistency and asymptotic normality are proven. Finally, a numerical application on a five-state system is presented to illustrate the performance of this estimator.......We first consider a stochastic system described by an absorbing semi-Markov chain with finite state space and we introduce the absorption probability to a class of recurrent states. Afterwards, we study the first hitting probability to a subset of states for an irreducible semi-Markov chain...
False Alarm Probability Estimation for Compressive Sensing Radar
Anitori, L.; Otten, M.P.G.; Hoogeboom, P.
2011-01-01
In this paper false alarm probability (FAP) estimation of a radar using Compressive Sensing (CS) in the frequency domain is investigated. Compressive Sensing is a recently proposed technique which allows reconstruction of sparse signal from sub-Nyquist rate measurements. The estimation of the FAP is
Fast Estimation of Outage Probabilities in MIMO Channels
Srinivasan, R.; Tiba, G.
2004-01-01
Fast estimation methods for small outage probabilities of signaling in fading multiple-input multiple-output (MIMO) channels are developed. Communication over such channels is of much current interest, and quick and accurate methods for estimating outage capacities are needed. The methods described
A Novel Nonparametric Distance Estimator for Densities with Error Bounds
Directory of Open Access Journals (Sweden)
Alexandre R.F. Carvalho
2013-05-01
Full Text Available The use of a metric to assess distance between probability densities is an important practical problem. In this work, a particular metric induced by an α-divergence is studied. The Hellinger metric can be interpreted as a particular case within the framework of generalized Tsallis divergences and entropies. The nonparametric Parzen’s density estimator emerges as a natural candidate to estimate the underlying probability density function, since it may account for data from different groups, or experiments with distinct instrumental precisions, i.e., non-independent and identically distributed (non-i.i.d. data. However, the information theoretic derived metric of the nonparametric Parzen’s density estimator displays infinite variance, limiting the direct use of resampling estimators. Based on measure theory, we present a change of measure to build a finite variance density allowing the use of resampling estimators. In order to counteract the poor scaling with dimension, we propose a new nonparametric two-stage robust resampling estimator of Hellinger’s metric error bounds for heterocedastic data. The approach presents very promising results allowing the use of different covariances for different clusters with impact on the distance evaluation.
Detection probabilities for time-domain velocity estimation
DEFF Research Database (Denmark)
Jensen, Jørgen Arendt
1991-01-01
Estimation of blood velocities by time-domain cross-correlation of successive high frequency sampled ultrasound signals is investigated. It is shown that any velocity can result from the estimator regardless of the true velocity due to the nonlinear technique employed. Using a simple simulation...... as a filter with a transfer function depending on the actual velocity. This influences the detection probability, which gets lower at certain velocities. An index directly reflecting the probability of detection can easily be calculated from the cross-correlation estimated. This makes it possible to assess...
Determination of Parameter Estimation Errors Due to Noise and Undermodelling
DEFF Research Database (Denmark)
Knudsen, Morten
1996-01-01
A simple method for determination of the estimation error of physical parameters due to noise and undermodelling is developed.......A simple method for determination of the estimation error of physical parameters due to noise and undermodelling is developed....
Rothmann, Mark
2005-01-01
When testing the equality of means from two different populations, a t-test or large sample normal test tend to be performed. For these tests, when the sample size or design for the second sample is dependent on the results of the first sample, the type I error probability is altered for each specific possibility in the null hypothesis. We will examine the impact on the type I error probabilities for two confidence interval procedures and procedures using test statistics when the design for the second sample or experiment is dependent on the results from the first sample or experiment (or series of experiments). Ways for controlling a desired maximum type I error probability or a desired type I error rate will be discussed. Results are applied to the setting of noninferiority comparisons in active controlled trials where the use of a placebo is unethical.
Radiation risk estimation based on measurement error models
Masiuk, Sergii; Shklyar, Sergiy; Chepurny, Mykola; Likhtarov, Illya
2017-01-01
This monograph discusses statistics and risk estimates applied to radiation damage under the presence of measurement errors. The first part covers nonlinear measurement error models, with a particular emphasis on efficiency of regression parameter estimators. In the second part, risk estimation in models with measurement errors is considered. Efficiency of the methods presented is verified using data from radio-epidemiological studies.
Estimating the empirical probability of submarine landslide occurrence
Geist, Eric L.; Parsons, Thomas E.; Mosher, David C.; Shipp, Craig; Moscardelli, Lorena; Chaytor, Jason D.; Baxter, Christopher D. P.; Lee, Homa J.; Urgeles, Roger
2010-01-01
The empirical probability for the occurrence of submarine landslides at a given location can be estimated from age dates of past landslides. In this study, tools developed to estimate earthquake probability from paleoseismic horizons are adapted to estimate submarine landslide probability. In both types of estimates, one has to account for the uncertainty associated with age-dating individual events as well as the open time intervals before and after the observed sequence of landslides. For observed sequences of submarine landslides, we typically only have the age date of the youngest event and possibly of a seismic horizon that lies below the oldest event in a landslide sequence. We use an empirical Bayes analysis based on the Poisson-Gamma conjugate prior model specifically applied to the landslide probability problem. This model assumes that landslide events as imaged in geophysical data are independent and occur in time according to a Poisson distribution characterized by a rate parameter λ. With this method, we are able to estimate the most likely value of λ and, importantly, the range of uncertainty in this estimate. Examples considered include landslide sequences observed in the Santa Barbara Channel, California, and in Port Valdez, Alaska. We confirm that given the uncertainties of age dating that landslide complexes can be treated as single events by performing statistical test of age dates representing the main failure episode of the Holocene Storegga landslide complex.
Estimating the probability of rare events: addressing zero failure data.
Quigley, John; Revie, Matthew
2011-07-01
Traditional statistical procedures for estimating the probability of an event result in an estimate of zero when no events are realized. Alternative inferential procedures have been proposed for the situation where zero events have been realized but often these are ad hoc, relying on selecting methods dependent on the data that have been realized. Such data-dependent inference decisions violate fundamental statistical principles, resulting in estimation procedures whose benefits are difficult to assess. In this article, we propose estimating the probability of an event occurring through minimax inference on the probability that future samples of equal size realize no more events than that in the data on which the inference is based. Although motivated by inference on rare events, the method is not restricted to zero event data and closely approximates the maximum likelihood estimate (MLE) for nonzero data. The use of the minimax procedure provides a risk adverse inferential procedure where there are no events realized. A comparison is made with the MLE and regions of the underlying probability are identified where this approach is superior. Moreover, a comparison is made with three standard approaches to supporting inference where no event data are realized, which we argue are unduly pessimistic. We show that for situations of zero events the estimator can be simply approximated with 1/2.5n, where n is the number of trials. © 2011 Society for Risk Analysis.
The Human Bathtub: Safety and Risk Predictions Including the Dynamic Probability of Operator Errors
International Nuclear Information System (INIS)
Duffey, Romney B.; Saull, John W.
2006-01-01
Reactor safety and risk are dominated by the potential and major contribution for human error in the design, operation, control, management, regulation and maintenance of the plant, and hence to all accidents. Given the possibility of accidents and errors, now we need to determine the outcome (error) probability, or the chance of failure. Conventionally, reliability engineering is associated with the failure rate of components, or systems, or mechanisms, not of human beings in and interacting with a technological system. The probability of failure requires a prior knowledge of the total number of outcomes, which for any predictive purposes we do not know or have. Analysis of failure rates due to human error and the rate of learning allow a new determination of the dynamic human error rate in technological systems, consistent with and derived from the available world data. The basis for the analysis is the 'learning hypothesis' that humans learn from experience, and consequently the accumulated experience defines the failure rate. A new 'best' equation has been derived for the human error, outcome or failure rate, which allows for calculation and prediction of the probability of human error. We also provide comparisons to the empirical Weibull parameter fitting used in and by conventional reliability engineering and probabilistic safety analysis methods. These new analyses show that arbitrary Weibull fitting parameters and typical empirical hazard function techniques cannot be used to predict the dynamics of human errors and outcomes in the presence of learning. Comparisons of these new insights show agreement with human error data from the world's commercial airlines, the two shuttle failures, and from nuclear plant operator actions and transient control behavior observed in transients in both plants and simulators. The results demonstrate that the human error probability (HEP) is dynamic, and that it may be predicted using the learning hypothesis and the minimum
Internal Medicine residents use heuristics to estimate disease probability.
Phang, Sen Han; Ravani, Pietro; Schaefer, Jeffrey; Wright, Bruce; McLaughlin, Kevin
2015-01-01
Training in Bayesian reasoning may have limited impact on accuracy of probability estimates. In this study, our goal was to explore whether residents previously exposed to Bayesian reasoning use heuristics rather than Bayesian reasoning to estimate disease probabilities. We predicted that if residents use heuristics then post-test probability estimates would be increased by non-discriminating clinical features or a high anchor for a target condition. We randomized 55 Internal Medicine residents to different versions of four clinical vignettes and asked them to estimate probabilities of target conditions. We manipulated the clinical data for each vignette to be consistent with either 1) using a representative heuristic, by adding non-discriminating prototypical clinical features of the target condition, or 2) using anchoring with adjustment heuristic, by providing a high or low anchor for the target condition. When presented with additional non-discriminating data the odds of diagnosing the target condition were increased (odds ratio (OR) 2.83, 95% confidence interval [1.30, 6.15], p = 0.009). Similarly, the odds of diagnosing the target condition were increased when a high anchor preceded the vignette (OR 2.04, [1.09, 3.81], p = 0.025). Our findings suggest that despite previous exposure to the use of Bayesian reasoning, residents use heuristics, such as the representative heuristic and anchoring with adjustment, to estimate probabilities. Potential reasons for attribute substitution include the relative cognitive ease of heuristics vs. Bayesian reasoning or perhaps residents in their clinical practice use gist traces rather than precise probability estimates when diagnosing.
Human error recovery failure probability when using soft controls in computerized control rooms
International Nuclear Information System (INIS)
Jang, Inseok; Kim, Ar Ryum; Seong, Poong Hyun; Jung, Wondea
2014-01-01
Many literatures categorized recovery process into three phases; detection of problem situation, explanation of problem causes or countermeasures against problem, and end of recovery. Although the focus of recovery promotion has been on categorizing recovery phases and modeling recovery process, research related to human recovery failure probabilities has not been perform actively. On the other hand, a few study regarding recovery failure probabilities were implemented empirically. Summarizing, researches that have performed so far have several problems in terms of use in human reliability analysis (HRA). By adopting new human-system interfaces that are based on computer-based technologies, the operation environment of MCRs in NPPs has changed from conventional MCRs to advanced MCRs. Because of the different interfaces between conventional and advanced MCRs, different recovery failure probabilities should be considered in the HRA for advanced MCRs. Therefore, this study carries out an empirical analysis of human error recovery probabilities under an advanced MCR mockup called compact nuclear simulator (CNS). The aim of this work is not only to compile a recovery failure probability database using the simulator for advanced MCRs but also to collect recovery failure probability according to defined human error modes to compare that which human error mode has highest recovery failure probability. The results show that recovery failure probability regarding wrong screen selection was lowest among human error modes, which means that most of human error related to wrong screen selection can be recovered. On the other hand, recovery failure probabilities of operation selection omission and delayed operation were 1.0. These results imply that once subject omitted one task in the procedure, they have difficulties finding and recovering their errors without supervisor's assistance. Also, wrong screen selection had an effect on delayed operation. That is, wrong screen
Improving estimates of tree mortality probability using potential growth rate
Das, Adrian J.; Stephenson, Nathan L.
2015-01-01
Tree growth rate is frequently used to estimate mortality probability. Yet, growth metrics can vary in form, and the justification for using one over another is rarely clear. We tested whether a growth index (GI) that scales the realized diameter growth rate against the potential diameter growth rate (PDGR) would give better estimates of mortality probability than other measures. We also tested whether PDGR, being a function of tree size, might better correlate with the baseline mortality probability than direct measurements of size such as diameter or basal area. Using a long-term dataset from the Sierra Nevada, California, U.S.A., as well as existing species-specific estimates of PDGR, we developed growth–mortality models for four common species. For three of the four species, models that included GI, PDGR, or a combination of GI and PDGR were substantially better than models without them. For the fourth species, the models including GI and PDGR performed roughly as well as a model that included only the diameter growth rate. Our results suggest that using PDGR can improve our ability to estimate tree survival probability. However, in the absence of PDGR estimates, the diameter growth rate was the best empirical predictor of mortality, in contrast to assumptions often made in the literature.
International Nuclear Information System (INIS)
Garza, J.; Millwater, H.
2012-01-01
A methodology has been developed and demonstrated that can be used to compute the sensitivity of the probability-of-failure (POF) with respect to the parameters of inspection processes that are simulated using probability of detection (POD) curves. The formulation is such that the probabilistic sensitivities can be obtained at negligible cost using sampling methods by reusing the samples used to compute the POF. As a result, the methodology can be implemented for negligible cost in a post-processing non-intrusive manner thereby facilitating implementation with existing or commercial codes. The formulation is generic and not limited to any specific random variables, fracture mechanics formulation, or any specific POD curve as long as the POD is modeled parametrically. Sensitivity estimates for the cases of different POD curves at multiple inspections, and the same POD curves at multiple inspections have been derived. Several numerical examples are presented and show excellent agreement with finite difference estimates with significant computational savings. - Highlights: ► Sensitivity of the probability-of-failure with respect to the probability-of-detection curve. ►The sensitivities are computed with negligible cost using Monte Carlo sampling. ► The change in the POF due to a change in the POD curve parameters can be easily estimated.
Estimation of failure probabilities of linear dynamic systems by ...
Indian Academy of Sciences (India)
An iterative method for estimating the failure probability for certain time-variant reliability problems has been developed. In the paper, the focus is on the displacement response of a linear oscillator driven by white noise. Failure is then assumed to occur when the displacement response exceeds a critical threshold.
Allelic drop-out probabilities estimated by logistic regression
DEFF Research Database (Denmark)
Tvedebrink, Torben; Eriksen, Poul Svante; Asplund, Maria
2012-01-01
We discuss the model for estimating drop-out probabilities presented by Tvedebrink et al. [7] and the concerns, that have been raised. The criticism of the model has demonstrated that the model is not perfect. However, the model is very useful for advanced forensic genetic work, where allelic dro...
Estimation of failure probabilities of linear dynamic systems by ...
Indian Academy of Sciences (India)
On the second iteration, the concept of optimal control function can be implemented to construct a Markov control which allows much better accuracy in the failure probability estimate than the ... Centre for Ships and Ocean Structures (CeSOS), Norwegian University of Science and Technology, NO-7491, Trondheim, Norway ...
Estimation of failure probabilities of linear dynamic systems by ...
Indian Academy of Sciences (India)
It is therefore desirable to calculate the approximation of the failure probability functional in order to design a suboptimal control function which allows us to achieve a low variance of the estimator (5). Thus an iterative two-step importance sampling method is presented. (Ivanova & Naess 2004). The procedure uses both ...
A posteriori pointwise error estimates for the boundary element method
Energy Technology Data Exchange (ETDEWEB)
Paulino, G.H. [Cornell Univ., Ithaca, NY (United States). School of Civil and Environmental Engineering; Gray, L.J. [Oak Ridge National Lab., TN (United States); Zarikian, V. [Univ. of Central Florida, Orlando, FL (United States). Dept. of Mathematics
1995-01-01
This report presents a new approach for a posteriori pointwise error estimation in the boundary element method. The estimator relies upon the evaluation of hypersingular integral equations, and is therefore intrinsic to the boundary integral equation approach. This property allows some theoretical justification by mathematically correlating the exact and estimated errors. A methodology is developed for approximating the error on the boundary as well as in the interior of the domain. In the interior, error estimates for both the function and its derivatives (e.g. potential and interior gradients for potential problems, displacements and stresses for elasticity problems) are presented. Extensive computational experiments have been performed for the two dimensional Laplace equation on interior domains, employing Dirichlet and mixed boundary conditions. The results indicate that the error estimates successfully track the form of the exact error curve. Moreover, a reasonable estimate of the magnitude of the actual error is also obtained.
On the average capacity and bit error probability of wireless communication systems
Yilmaz, Ferkan
2011-12-01
Analysis of the average binary error probabilities and average capacity of wireless communications systems over generalized fading channels have been considered separately in the past. This paper introduces a novel moment generating function-based unified expression for both average binary error probabilities and average capacity of single and multiple link communication with maximal ratio combining. It is a matter to note that the generic unified expression offered in this paper can be easily calculated and that is applicable to a wide variety of fading scenarios, and the mathematical formalism is illustrated with the generalized Gamma fading distribution in order to validate the correctness of our newly derived results. © 2011 IEEE.
Estimating IMU heading error from SAR images.
Energy Technology Data Exchange (ETDEWEB)
Doerry, Armin Walter
2009-03-01
Angular orientation errors of the real antenna for Synthetic Aperture Radar (SAR) will manifest as undesired illumination gradients in SAR images. These gradients can be measured, and the pointing error can be calculated. This can be done for single images, but done more robustly using multi-image methods. Several methods are provided in this report. The pointing error can then be fed back to the navigation Kalman filter to correct for problematic heading (yaw) error drift. This can mitigate the need for uncomfortable and undesired IMU alignment maneuvers such as S-turns.
Probability Estimation in the Framework of Intuitionistic Fuzzy Evidence Theory
Directory of Open Access Journals (Sweden)
Yafei Song
2015-01-01
Full Text Available Intuitionistic fuzzy (IF evidence theory, as an extension of Dempster-Shafer theory of evidence to the intuitionistic fuzzy environment, is exploited to process imprecise and vague information. Since its inception, much interest has been concentrated on IF evidence theory. Many works on the belief functions in IF information systems have appeared. Although belief functions on the IF sets can deal with uncertainty and vagueness well, it is not convenient for decision making. This paper addresses the issue of probability estimation in the framework of IF evidence theory with the hope of making rational decision. Background knowledge about evidence theory, fuzzy set, and IF set is firstly reviewed, followed by introduction of IF evidence theory. Axiomatic properties of probability distribution are then proposed to assist our interpretation. Finally, probability estimations based on fuzzy and IF belief functions together with their proofs are presented. It is verified that the probability estimation method based on IF belief functions is also potentially applicable to classical evidence theory and fuzzy evidence theory. Moreover, IF belief functions can be combined in a convenient way once they are transformed to interval-valued possibilities.
Failure probability estimate of type 304 stainless steel piping
International Nuclear Information System (INIS)
Daugherty, W.L.; Awadalla, N.G.; Sindelar, R.L.; Mehta, H.S.; Ranganath, S.
1989-01-01
The primary source of in-service degradation of the SRS production reactor process water piping is intergranular stress corrosion cracking (IGSCC). IGSCC has occurred in a limited number of weld heat affected zones, areas known to be susceptible to IGSCC. A model has been developed to combine crack growth rates, crack size distributions, in-service examination reliability estimates and other considerations to estimate the pipe large-break frequency. This frequency estimates the probability that an IGSCC crack will initiate, escape detection by ultrasonic (UT) examination, and grow to instability prior to extending through-wall and being detected by the sensitive leak detection system. These events are combined as the product of four factors: (1) the probability that a given weld heat affected zone contains IGSCC; (2) the conditional probability, given the presence of IGSCC, that the cracking will escape detection during UT examination; (3) the conditional probability, given a crack escapes detection by UT, that it will not grow through-wall and be detected by leakage; (4) the conditional probability, given a crack is not detected by leakage, that it grows to instability prior to the next UT exam. These four factors estimate the occurrence of several conditions that must coexist in order for a crack to lead to a large break of the process water piping. When evaluated for the SRS production reactors, they produce an extremely low break frequency. The objective of this paper is to present the assumptions, methodology, results and conclusions of a probabilistic evaluation for the direct failure of the primary coolant piping resulting from normal operation and seismic loads. This evaluation was performed to support the ongoing PRA effort and to complement deterministic analyses addressing the credibility of a double-ended guillotine break
Incorporating medical interventions into carrier probability estimation for genetic counseling
Directory of Open Access Journals (Sweden)
Katki Hormuzd A
2007-03-01
Full Text Available Abstract Background Mendelian models for predicting who may carry an inherited deleterious mutation of known disease genes based on family history are used in a variety of clinical and research activities. People presenting for genetic counseling are increasingly reporting risk-reducing medical interventions in their family histories because, recently, a slew of prophylactic interventions have become available for certain diseases. For example, oophorectomy reduces risk of breast and ovarian cancers, and is now increasingly being offered to women with family histories of breast and ovarian cancer. Mendelian models should account for medical interventions because interventions modify mutation penetrances and thus affect the carrier probability estimate. Methods We extend Mendelian models to account for medical interventions by accounting for post-intervention disease history through an extra factor that can be estimated from published studies of the effects of interventions. We apply our methods to incorporate oophorectomy into the BRCAPRO model, which predicts a woman's risk of carrying mutations in BRCA1 and BRCA2 based on her family history of breast and ovarian cancer. This new BRCAPRO is available for clinical use. Results We show that accounting for interventions undergone by family members can seriously affect the mutation carrier probability estimate, especially if the family member has lived many years post-intervention. We show that interventions have more impact on the carrier probability as the benefits of intervention differ more between carriers and non-carriers. Conclusion These findings imply that carrier probability estimates that do not account for medical interventions may be seriously misleading and could affect a clinician's recommendation about offering genetic testing. The BayesMendel software, which allows one to implement any Mendelian carrier probability model, has been extended to allow medical interventions, so future
Data error effects on net radiation and evapotranspiration estimation
International Nuclear Information System (INIS)
Llasat, M.C.; Snyder, R.L.
1998-01-01
The objective of this paper is to evaluate the potential error in estimating the net radiation and reference evapotranspiration resulting from errors in the measurement or estimation of weather parameters. A methodology for estimating the net radiation using hourly weather variables measured at a typical agrometeorological station (e.g., solar radiation, temperature and relative humidity) is presented. Then the error propagation analysis is made for net radiation and for reference evapotranspiration. Data from the Raimat weather station, which is located in the Catalonia region of Spain, are used to illustrate the error relationships. The results show that temperature, relative humidity and cloud cover errors have little effect on the net radiation or reference evapotranspiration. A 5°C error in estimating surface temperature leads to errors as big as 30 W m −2 at high temperature. A 4% solar radiation (R s ) error can cause a net radiation error as big as 26 W m −2 when R s ≈ 1000 W m −2 . However, the error is less when cloud cover is calculated as a function of the solar radiation. The absolute error in reference evapotranspiration (ET o ) equals the product of the net radiation error and the radiation term weighting factor [W = Δ(Δ1+γ)] in the ET o equation. Therefore, the ET o error varies between 65 and 85% of the R n error as air temperature increases from about 20° to 40°C. (author)
Modeling the probability distribution of positional errors incurred by residential address geocoding
Directory of Open Access Journals (Sweden)
Mazumdar Soumya
2007-01-01
Full Text Available Abstract Background The assignment of a point-level geocode to subjects' residences is an important data assimilation component of many geographic public health studies. Often, these assignments are made by a method known as automated geocoding, which attempts to match each subject's address to an address-ranged street segment georeferenced within a streetline database and then interpolate the position of the address along that segment. Unfortunately, this process results in positional errors. Our study sought to model the probability distribution of positional errors associated with automated geocoding and E911 geocoding. Results Positional errors were determined for 1423 rural addresses in Carroll County, Iowa as the vector difference between each 100%-matched automated geocode and its true location as determined by orthophoto and parcel information. Errors were also determined for 1449 60%-matched geocodes and 2354 E911 geocodes. Huge (> 15 km outliers occurred among the 60%-matched geocoding errors; outliers occurred for the other two types of geocoding errors also but were much smaller. E911 geocoding was more accurate (median error length = 44 m than 100%-matched automated geocoding (median error length = 168 m. The empirical distributions of positional errors associated with 100%-matched automated geocoding and E911 geocoding exhibited a distinctive Greek-cross shape and had many other interesting features that were not capable of being fitted adequately by a single bivariate normal or t distribution. However, mixtures of t distributions with two or three components fit the errors very well. Conclusion Mixtures of bivariate t distributions with few components appear to be flexible enough to fit many positional error datasets associated with geocoding, yet parsimonious enough to be feasible for nascent applications of measurement-error methodology to spatial epidemiology.
Douglas, Julie A; Skol, Andrew D; Boehnke, Michael
2002-02-01
Gene-mapping studies routinely rely on checking for Mendelian transmission of marker alleles in a pedigree, as a means of screening for genotyping errors and mutations, with the implicit assumption that, if a pedigree is consistent with Mendel's laws of inheritance, then there are no genotyping errors. However, the occurrence of inheritance inconsistencies alone is an inadequate measure of the number of genotyping errors, since the rate of occurrence depends on the number and relationships of genotyped pedigree members, the type of errors, and the distribution of marker-allele frequencies. In this article, we calculate the expected probability of detection of a genotyping error or mutation as an inheritance inconsistency in nuclear-family data, as a function of both the number of genotyped parents and offspring and the marker-allele frequency distribution. Through computer simulation, we explore the sensitivity of our analytic calculations to the underlying error model. Under a random-allele-error model, we find that detection rates are 51%-77% for multiallelic markers and 13%-75% for biallelic markers; detection rates are generally lower when the error occurs in a parent than in an offspring, unless a large number of offspring are genotyped. Errors are especially difficult to detect for biallelic markers with equally frequent alleles, even when both parents are genotyped; in this case, the maximum detection rate is 34% for four-person nuclear families. Error detection in families in which parents are not genotyped is limited, even with multiallelic markers. Given these results, we recommend that additional error checking (e.g., on the basis of multipoint analysis) be performed, beyond routine checking for Mendelian consistency. Furthermore, our results permit assessment of the plausibility of an observed number of inheritance inconsistencies for a family, allowing the detection of likely pedigree-rather than genotyping-errors in the early stages of a genome scan
Failure Probability Estimation of Wind Turbines by Enhanced Monte Carlo
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Nielsen, Søren R.K.; Naess, Arvid
2012-01-01
is controlled by the pitch controller. This provides a fair framework for comparison of the behavior and failure event of the wind turbine with emphasis on the effect of the pitch controller. The Enhanced Monte Carlo method is then applied to the model and the failure probabilities of the model are estimated......, estimation of very low failure probabilities with SMC simulations leads to unacceptably high computational costs. In this study, an Enhanced Monte Carlo (EMC) method is proposed that overcomes this obstacle. The method has advantages over both POT and SMC in terms of its low computational cost and accuracy....... The method is applied to a low-order numerical model of a 5 MW wind turbine with a pitch controller exposed to a turbulent inflow. Two cases of the wind turbine model are investigated. In the first case, the rotor is running with a constant rotational speed. In the second case, the variable rotational speed...
Collective animal behavior from Bayesian estimation and probability matching.
Pérez-Escudero, Alfonso; de Polavieja, Gonzalo G
2011-11-01
Animals living in groups make movement decisions that depend, among other factors, on social interactions with other group members. Our present understanding of social rules in animal collectives is mainly based on empirical fits to observations, with less emphasis in obtaining first-principles approaches that allow their derivation. Here we show that patterns of collective decisions can be derived from the basic ability of animals to make probabilistic estimations in the presence of uncertainty. We build a decision-making model with two stages: Bayesian estimation and probabilistic matching. In the first stage, each animal makes a Bayesian estimation of which behavior is best to perform taking into account personal information about the environment and social information collected by observing the behaviors of other animals. In the probability matching stage, each animal chooses a behavior with a probability equal to the Bayesian-estimated probability that this behavior is the most appropriate one. This model derives very simple rules of interaction in animal collectives that depend only on two types of reliability parameters, one that each animal assigns to the other animals and another given by the quality of the non-social information. We test our model by obtaining theoretically a rich set of observed collective patterns of decisions in three-spined sticklebacks, Gasterosteus aculeatus, a shoaling fish species. The quantitative link shown between probabilistic estimation and collective rules of behavior allows a better contact with other fields such as foraging, mate selection, neurobiology and psychology, and gives predictions for experiments directly testing the relationship between estimation and collective behavior.
Collective animal behavior from Bayesian estimation and probability matching.
Directory of Open Access Journals (Sweden)
Alfonso Pérez-Escudero
2011-11-01
Full Text Available Animals living in groups make movement decisions that depend, among other factors, on social interactions with other group members. Our present understanding of social rules in animal collectives is mainly based on empirical fits to observations, with less emphasis in obtaining first-principles approaches that allow their derivation. Here we show that patterns of collective decisions can be derived from the basic ability of animals to make probabilistic estimations in the presence of uncertainty. We build a decision-making model with two stages: Bayesian estimation and probabilistic matching. In the first stage, each animal makes a Bayesian estimation of which behavior is best to perform taking into account personal information about the environment and social information collected by observing the behaviors of other animals. In the probability matching stage, each animal chooses a behavior with a probability equal to the Bayesian-estimated probability that this behavior is the most appropriate one. This model derives very simple rules of interaction in animal collectives that depend only on two types of reliability parameters, one that each animal assigns to the other animals and another given by the quality of the non-social information. We test our model by obtaining theoretically a rich set of observed collective patterns of decisions in three-spined sticklebacks, Gasterosteus aculeatus, a shoaling fish species. The quantitative link shown between probabilistic estimation and collective rules of behavior allows a better contact with other fields such as foraging, mate selection, neurobiology and psychology, and gives predictions for experiments directly testing the relationship between estimation and collective behavior.
Maximum Entropy Estimation of Transition Probabilities of Reversible Markov Chains
Directory of Open Access Journals (Sweden)
Erik Van der Straeten
2009-11-01
Full Text Available In this paper, we develop a general theory for the estimation of the transition probabilities of reversible Markov chains using the maximum entropy principle. A broad range of physical models can be studied within this approach. We use one-dimensional classical spin systems to illustrate the theoretical ideas. The examples studied in this paper are: the Ising model, the Potts model and the Blume-Emery-Griffiths model.
Estimating probable flaw distributions in PWR steam generator tubes
International Nuclear Information System (INIS)
Gorman, J.A.; Turner, A.P.L.
1997-01-01
This paper describes methods for estimating the number and size distributions of flaws of various types in PWR steam generator tubes. These estimates are needed when calculating the probable primary to secondary leakage through steam generator tubes under postulated accidents such as severe core accidents and steam line breaks. The paper describes methods for two types of predictions: (1) the numbers of tubes with detectable flaws of various types as a function of time, and (2) the distributions in size of these flaws. Results are provided for hypothetical severely affected, moderately affected and lightly affected units. Discussion is provided regarding uncertainties and assumptions in the data and analyses
Estimating the exceedance probability of rain rate by logistic regression
Chiu, Long S.; Kedem, Benjamin
1990-01-01
Recent studies have shown that the fraction of an area with rain intensity above a fixed threshold is highly correlated with the area-averaged rain rate. To estimate the fractional rainy area, a logistic regression model, which estimates the conditional probability that rain rate over an area exceeds a fixed threshold given the values of related covariates, is developed. The problem of dependency in the data in the estimation procedure is bypassed by the method of partial likelihood. Analyses of simulated scanning multichannel microwave radiometer and observed electrically scanning microwave radiometer data during the Global Atlantic Tropical Experiment period show that the use of logistic regression in pixel classification is superior to multiple regression in predicting whether rain rate at each pixel exceeds a given threshold, even in the presence of noisy data. The potential of the logistic regression technique in satellite rain rate estimation is discussed.
Probability Density and CFAR Threshold Estimation for Hyperspectral Imaging
Energy Technology Data Exchange (ETDEWEB)
Clark, G A
2004-09-21
The work reported here shows the proof of principle (using a small data set) for a suite of algorithms designed to estimate the probability density function of hyperspectral background data and compute the appropriate Constant False Alarm Rate (CFAR) matched filter decision threshold for a chemical plume detector. Future work will provide a thorough demonstration of the algorithms and their performance with a large data set. The LASI (Large Aperture Search Initiative) Project involves instrumentation and image processing for hyperspectral images of chemical plumes in the atmosphere. The work reported here involves research and development on algorithms for reducing the false alarm rate in chemical plume detection and identification algorithms operating on hyperspectral image cubes. The chemical plume detection algorithms to date have used matched filters designed using generalized maximum likelihood ratio hypothesis testing algorithms [1, 2, 5, 6, 7, 12, 10, 11, 13]. One of the key challenges in hyperspectral imaging research is the high false alarm rate that often results from the plume detector [1, 2]. The overall goal of this work is to extend the classical matched filter detector to apply Constant False Alarm Rate (CFAR) methods to reduce the false alarm rate, or Probability of False Alarm P{sub FA} of the matched filter [4, 8, 9, 12]. A detector designer is interested in minimizing the probability of false alarm while simultaneously maximizing the probability of detection P{sub D}. This is summarized by the Receiver Operating Characteristic Curve (ROC) [10, 11], which is actually a family of curves depicting P{sub D} vs. P{sub FA}parameterized by varying levels of signal to noise (or clutter) ratio (SNR or SCR). Often, it is advantageous to be able to specify a desired P{sub FA} and develop a ROC curve (P{sub D} vs. decision threshold r{sub 0}) for that case. That is the purpose of this work. Specifically, this work develops a set of algorithms and MATLAB
Bit Error Probability for Maximum Likelihood Decoding of Linear Block Codes
Lin, Shu; Fossorier, Marc P. C.; Rhee, Dojun
1996-01-01
In this paper, the bit error probability P(sub b) for maximum likelihood decoding of binary linear codes is investigated. The contribution of each information bit to P(sub b) is considered. For randomly generated codes, it is shown that the conventional approximation at high SNR P(sub b) is approximately equal to (d(sub H)/N)P(sub s), where P(sub s) represents the block error probability, holds for systematic encoding only. Also systematic encoding provides the minimum P(sub b) when the inverse mapping corresponding to the generator matrix of the code is used to retrieve the information sequence. The bit error performances corresponding to other generator matrix forms are also evaluated. Although derived for codes with a generator matrix randomly generated, these results are shown to provide good approximations for codes used in practice. Finally, for decoding methods which require a generator matrix with a particular structure such as trellis decoding or algebraic-based soft decision decoding, equivalent schemes that reduce the bit error probability are discussed.
Estimating errors in least-squares fitting
Richter, P. H.
1995-01-01
While least-squares fitting procedures are commonly used in data analysis and are extensively discussed in the literature devoted to this subject, the proper assessment of errors resulting from such fits has received relatively little attention. The present work considers statistical errors in the fitted parameters, as well as in the values of the fitted function itself, resulting from random errors in the data. Expressions are derived for the standard error of the fit, as a function of the independent variable, for the general nonlinear and linear fitting problems. Additionally, closed-form expressions are derived for some examples commonly encountered in the scientific and engineering fields, namely ordinary polynomial and Gaussian fitting functions. These results have direct application to the assessment of the antenna gain and system temperature characteristics, in addition to a broad range of problems in data analysis. The effects of the nature of the data and the choice of fitting function on the ability to accurately model the system under study are discussed, and some general rules are deduced to assist workers intent on maximizing the amount of information obtained form a given set of measurements.
ESTIMATION OF INTRUSION DETECTION PROBABILITY BY PASSIVE INFRARED DETECTORS
Directory of Open Access Journals (Sweden)
V. V. Volkhonskiy
2015-07-01
Full Text Available Subject of Research. The paper deals with estimation of detection probability of intruder by passive infrared detector in different conditions of velocity and direction for automated analyses of physical protection systems effectiveness. Method. Analytic formulas for detection distance distribution laws obtained by means of experimental histogram approximation are used. Main Results. Applicability of different distribution laws has been studied, such as Rayleigh, Gauss, Gamma, Maxwell and Weibull distribution. Based on walk tests results, approximation of experimental histograms of detection distance probability distribution laws by passive infrared detectors was done. Conformity of the histograms to the mentioned analytical laws according to fitting criterion 2 has been checked for different conditions of velocity and direction of intruder movement. Mean and variance of approximate distribution laws were equal to the same parameters of experimental histograms for corresponding intruder movement parameters. Approximation accuracy evaluation for above mentioned laws was done with significance level of 0.05. According to fitting criterion 2, the Rayleigh and Gamma laws are corresponded mostly close to the histograms for different velocity and direction of intruder movement. Dependences of approximation accuracy for different conditions of intrusion have been got. They are usable for choosing an approximation law in the certain condition. Practical Relevance. Analytic formulas for detection probability are usable for modeling of intrusion process and objective effectiveness estimation of physical protection systems by both developers and users.
Deconvolution Estimation in Measurement Error Models: The R Package decon
Wang, Xiao-Feng; Wang, Bin
2011-01-01
Data from many scientific areas often come with measurement error. Density or distribution function estimation from contaminated data and nonparametric regression with errors-in-variables are two important topics in measurement error models. In this paper, we present a new software package decon for R, which contains a collection of functions that use the deconvolution kernel methods to deal with the measurement error problems. The functions allow the errors to be either homoscedastic or heteroscedastic. To make the deconvolution estimators computationally more efficient in R, we adapt the fast Fourier transform algorithm for density estimation with error-free data to the deconvolution kernel estimation. We discuss the practical selection of the smoothing parameter in deconvolution methods and illustrate the use of the package through both simulated and real examples. PMID:21614139
Patrick L. Zimmerman; Greg C. Liknes
2010-01-01
Dot grids are often used to estimate the proportion of land cover belonging to some class in an aerial photograph. Interpreter misclassification is an often-ignored source of error in dot-grid sampling that has the potential to significantly bias proportion estimates. For the case when the true class of items is unknown, we present a maximum-likelihood estimator of...
OPTIMAL ESTIMATION OF RANDOM PROCESSES ON THE CRITERION OF MAXIMUM A POSTERIORI PROBABILITY
Directory of Open Access Journals (Sweden)
A. A. Lobaty
2016-01-01
Full Text Available The problem of obtaining the equations for the a posteriori probability density of a stochastic Markov process with a linear measurement model. Unlike common approaches based on consideration as a criterion for optimization of the minimum mean square error of estimation, in this case, the optimization criterion is considered the maximum a posteriori probability density of the process being evaluated.The a priori probability density estimated Gaussian process originally considered a differentiable function that allows us to expand it in a Taylor series without use of intermediate transformations characteristic functions and harmonic decomposition. For small time intervals the probability density measurement error vector, by definition, as given by a Gaussian with zero expectation. This makes it possible to obtain a mathematical expression for the residual function, which characterizes the deviation of the actual measurement process from its mathematical model.To determine the optimal a posteriori estimation of the state vector is given by the assumption that this estimate is consistent with its expectation – the maximum a posteriori probability density. This makes it possible on the basis of Bayes’ formula for the a priori and a posteriori probability density of an equation Stratonovich-Kushner.Using equation Stratonovich-Kushner in different types and values of the vector of drift and diffusion matrix of a Markov stochastic process can solve a variety of filtration tasks, identify, smoothing and system status forecast for continuous and for discrete systems. Discrete continuous implementation of the developed algorithms posteriori assessment provides a specific, discrete algorithms for the implementation of the on-board computer, a mobile robot system.
On the Probability of Error and Stochastic Resonance in Discrete Memoryless Channels
2013-12-01
electromagnetic) and optical communication (light). Radio wave and optical communication does not work well in deep underwater environment. Thus, acoustic... Optical communications has a greater advantage in data rate that can exceed 1 Giga Hz. However, when used in underwater environment, the light is rapidly... underwater wireless sensor networks. We formulated an analytic relationship that relates the average probability of error to the systems parameters, the
Fast Outage Probability Simulation for FSO Links with a Generalized Pointing Error Model
Ben Issaid, Chaouki
2017-02-07
Over the past few years, free-space optical (FSO) communication has gained significant attention. In fact, FSO can provide cost-effective and unlicensed links, with high-bandwidth capacity and low error rate, making it an exciting alternative to traditional wireless radio-frequency communication systems. However, the system performance is affected not only by the presence of atmospheric turbulences, which occur due to random fluctuations in the air refractive index but also by the existence of pointing errors. Metrics, such as the outage probability which quantifies the probability that the instantaneous signal-to-noise ratio is smaller than a given threshold, can be used to analyze the performance of this system. In this work, we consider weak and strong turbulence regimes, and we study the outage probability of an FSO communication system under a generalized pointing error model with both a nonzero boresight component and different horizontal and vertical jitter effects. More specifically, we use an importance sampling approach which is based on the exponential twisting technique to offer fast and accurate results.
Error Estimation and Accuracy Improvements in Nodal Transport Methods
International Nuclear Information System (INIS)
Zamonsky, O.M.
2000-01-01
The accuracy of the solutions produced by the Discrete Ordinates neutron transport nodal methods is analyzed.The obtained new numerical methodologies increase the accuracy of the analyzed scheems and give a POSTERIORI error estimators. The accuracy improvement is obtained with new equations that make the numerical procedure free of truncation errors and proposing spatial reconstructions of the angular fluxes that are more accurate than those used until present. An a POSTERIORI error estimator is rigurously obtained for one dimensional systems that, in certain type of problems, allows to quantify the accuracy of the solutions. From comparisons with the one dimensional results, an a POSTERIORI error estimator is also obtained for multidimensional systems. LOCAL indicators, which quantify the spatial distribution of the errors, are obtained by the decomposition of the menctioned estimators. This makes the proposed methodology suitable to perform adaptive calculations. Some numerical examples are presented to validate the theoretical developements and to illustrate the ranges where the proposed approximations are valid
Error Estimation for Indoor 802.11 Location Fingerprinting
DEFF Research Database (Denmark)
Lemelson, Hendrik; Kjærgaard, Mikkel Baun; Hansen, Rene
2009-01-01
802.11-based indoor positioning systems have been under research for quite some time now. However, despite the large attention this topic has gained, most of the research focused on the calculation of position estimates. In this paper, we go a step further and investigate how the position error...... that is inherent to 802.11-based positioning systems can be estimated. Knowing the position error is crucial for many applications that rely on position information: End users could be informed about the estimated position error to avoid frustration in case the system gives faulty position information. Service...... providers could adapt their delivered services based on the estimated position error to achieve a higher service quality. Finally, system operators could use the information to inspect whether a location system provides satisfactory positioning accuracy throughout the covered area. For position error...
Knock probability estimation through an in-cylinder temperature model with exogenous noise
Bares, P.; Selmanaj, D.; Guardiola, C.; Onder, C.
2018-01-01
This paper presents a new knock model which combines a deterministic knock model based on the in-cylinder temperature and an exogenous noise disturbing this temperature. The autoignition of the end-gas is modelled by an Arrhenius-like function and the knock probability is estimated by propagating a virtual error probability distribution. Results show that the random nature of knock can be explained by uncertainties at the in-cylinder temperature estimation. The model only has one parameter for calibration and thus can be easily adapted online. In order to reduce the measurement uncertainties associated with the air mass flow sensor, the trapped mass is derived from the in-cylinder pressure resonance, which improves the knock probability estimation and reduces the number of sensors needed for the model. A four stroke SI engine was used for model validation. By varying the intake temperature, the engine speed, the injected fuel mass, and the spark advance, specific tests were conducted, which furnished data with various knock intensities and probabilities. The new model is able to predict the knock probability within a sufficient range at various operating conditions. The trapped mass obtained by the acoustical model was compared in steady conditions by using a fuel balance and a lambda sensor and differences below 1 % were found.
A Balanced Approach to Adaptive Probability Density Estimation
Directory of Open Access Journals (Sweden)
Julio A. Kovacs
2017-04-01
Full Text Available Our development of a Fast (Mutual Information Matching (FIM of molecular dynamics time series data led us to the general problem of how to accurately estimate the probability density function of a random variable, especially in cases of very uneven samples. Here, we propose a novel Balanced Adaptive Density Estimation (BADE method that effectively optimizes the amount of smoothing at each point. To do this, BADE relies on an efficient nearest-neighbor search which results in good scaling for large data sizes. Our tests on simulated data show that BADE exhibits equal or better accuracy than existing methods, and visual tests on univariate and bivariate experimental data show that the results are also aesthetically pleasing. This is due in part to the use of a visual criterion for setting the smoothing level of the density estimate. Our results suggest that BADE offers an attractive new take on the fundamental density estimation problem in statistics. We have applied it on molecular dynamics simulations of membrane pore formation. We also expect BADE to be generally useful for low-dimensional applications in other statistical application domains such as bioinformatics, signal processing and econometrics.
A Balanced Approach to Adaptive Probability Density Estimation.
Kovacs, Julio A; Helmick, Cailee; Wriggers, Willy
2017-01-01
Our development of a Fast (Mutual) Information Matching (FIM) of molecular dynamics time series data led us to the general problem of how to accurately estimate the probability density function of a random variable, especially in cases of very uneven samples. Here, we propose a novel Balanced Adaptive Density Estimation (BADE) method that effectively optimizes the amount of smoothing at each point. To do this, BADE relies on an efficient nearest-neighbor search which results in good scaling for large data sizes. Our tests on simulated data show that BADE exhibits equal or better accuracy than existing methods, and visual tests on univariate and bivariate experimental data show that the results are also aesthetically pleasing. This is due in part to the use of a visual criterion for setting the smoothing level of the density estimate. Our results suggest that BADE offers an attractive new take on the fundamental density estimation problem in statistics. We have applied it on molecular dynamics simulations of membrane pore formation. We also expect BADE to be generally useful for low-dimensional applications in other statistical application domains such as bioinformatics, signal processing and econometrics.
Accurate photometric redshift probability density estimation - method comparison and application
Rau, Markus Michael; Seitz, Stella; Brimioulle, Fabrice; Frank, Eibe; Friedrich, Oliver; Gruen, Daniel; Hoyle, Ben
2015-10-01
We introduce an ordinal classification algorithm for photometric redshift estimation, which significantly improves the reconstruction of photometric redshift probability density functions (PDFs) for individual galaxies and galaxy samples. As a use case we apply our method to CFHTLS galaxies. The ordinal classification algorithm treats distinct redshift bins as ordered values, which improves the quality of photometric redshift PDFs, compared with non-ordinal classification architectures. We also propose a new single value point estimate of the galaxy redshift, which can be used to estimate the full redshift PDF of a galaxy sample. This method is competitive in terms of accuracy with contemporary algorithms, which stack the full redshift PDFs of all galaxies in the sample, but requires orders of magnitude less storage space. The methods described in this paper greatly improve the log-likelihood of individual object redshift PDFs, when compared with a popular neural network code (ANNZ). In our use case, this improvement reaches 50 per cent for high-redshift objects (z ≥ 0.75). We show that using these more accurate photometric redshift PDFs will lead to a reduction in the systematic biases by up to a factor of 4, when compared with less accurate PDFs obtained from commonly used methods. The cosmological analyses we examine and find improvement upon are the following: gravitational lensing cluster mass estimates, modelling of angular correlation functions and modelling of cosmic shear correlation functions.
Time of Arrival Estimation in Probability-Controlled Generalized CDMA Systems
Directory of Open Access Journals (Sweden)
Hagit Messer
2007-11-01
Full Text Available In recent years, more and more wireless communications systems are required to provide also a positioning measurement. In code division multiple access (CDMA communication systems, the positioning accuracy is significantly degraded by the multiple access interference (MAI caused by other users in the system. This MAI is commonly managed by a power control mechanism, and yet, MAI has a major effect on positioning accuracy. Probability control is a recently introduced interference management mechanism. In this mechanism, a user with excess power chooses not to transmit some of its symbols. The information in the nontransmitted symbols is recovered by an error-correcting code (ECC, while all other users receive a more reliable data during these quiet periods. Previous research had shown that the implementation of a probability control mechanism can significantly reduce the MAI. In this paper, we show that probability control also improves the positioning accuracy. We focus on time-of-arrival (TOA based positioning systems. We analyze the TOA estimation performance in a generalized CDMA system, in which the probability control mechanism is employed, where the transmitted signal is noncontinuous with a symbol transmission probability smaller than 1. The accuracy of the TOA estimation is determined using appropriate modifications of the Cramer-Rao bound on the delay estimation. Keeping the average transmission power constant, we show that the TOA accuracy of each user does not depend on its transmission probability, while being a nondecreasing function of the transmission probability of any other user. Therefore, a generalized, noncontinuous CDMA system with a probability control mechanism can always achieve better positioning performance, for all users in the network, than a conventional, continuous, CDMA system.
Unbiased bootstrap error estimation for linear discriminant analysis.
Vu, Thang; Sima, Chao; Braga-Neto, Ulisses M; Dougherty, Edward R
2014-12-01
Convex bootstrap error estimation is a popular tool for classifier error estimation in gene expression studies. A basic question is how to determine the weight for the convex combination between the basic bootstrap estimator and the resubstitution estimator such that the resulting estimator is unbiased at finite sample sizes. The well-known 0.632 bootstrap error estimator uses asymptotic arguments to propose a fixed 0.632 weight, whereas the more recent 0.632+ bootstrap error estimator attempts to set the weight adaptively. In this paper, we study the finite sample problem in the case of linear discriminant analysis under Gaussian populations. We derive exact expressions for the weight that guarantee unbiasedness of the convex bootstrap error estimator in the univariate and multivariate cases, without making asymptotic simplifications. Using exact computation in the univariate case and an accurate approximation in the multivariate case, we obtain the required weight and show that it can deviate significantly from the constant 0.632 weight, depending on the sample size and Bayes error for the problem. The methodology is illustrated by application on data from a well-known cancer classification study.
Estimating SEE Error Rates for Complex SoCs With ASERT
Cabanas-Holmen, Manuel; Cannon, Ethan H.; Amort, Tony; Ballast, Jon; Brees, Roger
2015-08-01
This paper describes the ASIC Single Event Effects (SEE) Error Rate Tool (ASERT) methodology to estimate the error rates of complex System-on-Chip (SoC) devices. ASERT consists of a top-down analysis to divide the SoC into sensitive cell groups. The SEE error rate is estimated with a bottom-up calculation summing the contribution of all sensitive cell groups, including derating and utilization factors to account for the probability that a cell-level error has a SoC-level impact. The sensitive cell SEE rates are evaluated using test data from specially designed test structures. Standard rate estimation tools are augmented with novel rate estimation approaches for direct proton upsets and for spatial redundancy.
Modelling soft error probability in fi rmware: A case study | Kourie ...
African Journals Online (AJOL)
This case study involves an analysis of firmware that controls explosions in mining operations. The purpose is to estimate the probability that external disruptive events (such as electro-magnetic interference) could drive the firmware into a state which results in an unintended explosion. Two probabilistic models are built, ...
Bootstrap Estimates of Standard Errors in Generalizability Theory
Tong, Ye; Brennan, Robert L.
2007-01-01
Estimating standard errors of estimated variance components has long been a challenging task in generalizability theory. Researchers have speculated about the potential applicability of the bootstrap for obtaining such estimates, but they have identified problems (especially bias) in using the bootstrap. Using Brennan's bias-correcting procedures…
Nonparametric Item Response Curve Estimation with Correction for Measurement Error
Guo, Hongwen; Sinharay, Sandip
2011-01-01
Nonparametric or kernel regression estimation of item response curves (IRCs) is often used in item analysis in testing programs. These estimates are biased when the observed scores are used as the regressor because the observed scores are contaminated by measurement error. Accuracy of this estimation is a concern theoretically and operationally.…
On the dipole approximation with error estimates
Boßmann, Lea; Grummt, Robert; Kolb, Martin
2018-01-01
The dipole approximation is employed to describe interactions between atoms and radiation. It essentially consists of neglecting the spatial variation of the external field over the atom. Heuristically, this is justified by arguing that the wavelength is considerably larger than the atomic length scale, which holds under usual experimental conditions. We prove the dipole approximation in the limit of infinite wavelengths compared to the atomic length scale and estimate the rate of convergence. Our results include N-body Coulomb potentials and experimentally relevant electromagnetic fields such as plane waves and laser pulses.
On the prior probabilities for two-stage Bayesian estimates
International Nuclear Information System (INIS)
Kohut, P.
1992-01-01
The method of Bayesian inference is reexamined for its applicability and for the required underlying assumptions in obtaining and using prior probability estimates. Two different approaches are suggested to determine the first-stage priors in the two-stage Bayesian analysis which avoid certain assumptions required for other techniques. In the first scheme, the prior is obtained through a true frequency based distribution generated at selected intervals utilizing actual sampling of the failure rate distributions. The population variability distribution is generated as the weighed average of the frequency distributions. The second method is based on a non-parametric Bayesian approach using the Maximum Entropy Principle. Specific features such as integral properties or selected parameters of prior distributions may be obtained with minimal assumptions. It is indicated how various quantiles may also be generated with a least square technique
Estimation of Total Error in DWPF Reported Radionuclide Inventories
International Nuclear Information System (INIS)
Edwards, T.B.
1995-01-01
This report investigates the impact of random errors due to measurement and sampling on the reported concentrations of radionuclides in DWPF's filled canister inventory resulting from each macro-batch. The objective of this investigation is to estimate the variance of the total error in reporting these radionuclide concentrations
Binomial moments of the distance distribution and the probability of undetected error
Energy Technology Data Exchange (ETDEWEB)
Barg, A. [Lucent Technologies, Murray Hill, NJ (United States). Bell Labs.; Ashikhmin, A. [Los Alamos National Lab., NM (United States)
1998-09-01
In [1] K.A.S. Abdel-Ghaffar derives a lower bound on the probability of undetected error for unrestricted codes. The proof relies implicitly on the binomial moments of the distance distribution of the code. The authors use the fact that these moments count the size of subcodes of the code to give a very simple proof of the bound in [1] by showing that it is essentially equivalent to the Singleton bound. They discuss some combinatorial connections revealed by this proof. They also discuss some improvements of this bound. Finally, they analyze asymptotics. They show that an upper bound on the undetected error exponent that corresponds to the bound of [1] improves known bounds on this function.
Directory of Open Access Journals (Sweden)
Juan Mario Torres Nova
2008-09-01
Full Text Available Gaussian minimum shift keying (GMSK and differential binary phase shift keying (DBPSK are two digital modulation schemes which are -frequently used in radio communication systems; however, there is interdependence in the use of its benefits (spectral efficiency, low bit error rate, low inter symbol interference, etc. Optimising one parameter creates problems for another; for example, the GMSK scheme succeeds in reducing bandwidth when introducing a Gaussian filter into an MSK (minimum shift ke-ying modulator in exchange for increasing inter-symbol interference in the system. The DBPSK scheme leads to lower error pro-bability, occupying more bandwidth; it likewise facilitates synchronous data transmission due to the receiver’s bit delay when re-covering a signal.
Laser Doppler anemometer measurements using nonorthogonal velocity components: error estimates.
Orloff, K L; Snyder, P K
1982-01-15
Laser Doppler anemometers (LDAs) that are arranged to measure nonorthogonal velocity components (from which orthogonal components are computed through transformation equations) are more susceptible to calibration and sampling errors than are systems with uncoupled channels. In this paper uncertainty methods and estimation theory are used to evaluate, respectively, the systematic and statistical errors that are present when such devices are applied to the measurement of mean velocities in turbulent flows. Statistical errors are estimated for two-channel LDA data that are either correlated or uncorrelated. For uncorrelated data the directional uncertainty of the measured velocity vector is considered for applications where mean streamline patterns are desired.
An Empirical State Error Covariance Matrix for Batch State Estimation
Frisbee, Joseph H., Jr.
2011-01-01
State estimation techniques serve effectively to provide mean state estimates. However, the state error covariance matrices provided as part of these techniques suffer from some degree of lack of confidence in their ability to adequately describe the uncertainty in the estimated states. A specific problem with the traditional form of state error covariance matrices is that they represent only a mapping of the assumed observation error characteristics into the state space. Any errors that arise from other sources (environment modeling, precision, etc.) are not directly represented in a traditional, theoretical state error covariance matrix. Consider that an actual observation contains only measurement error and that an estimated observation contains all other errors, known and unknown. It then follows that a measurement residual (the difference between expected and observed measurements) contains all errors for that measurement. Therefore, a direct and appropriate inclusion of the actual measurement residuals in the state error covariance matrix will result in an empirical state error covariance matrix. This empirical state error covariance matrix will fully account for the error in the state estimate. By way of a literal reinterpretation of the equations involved in the weighted least squares estimation algorithm, it is possible to arrive at an appropriate, and formally correct, empirical state error covariance matrix. The first specific step of the method is to use the average form of the weighted measurement residual variance performance index rather than its usual total weighted residual form. Next it is helpful to interpret the solution to the normal equations as the average of a collection of sample vectors drawn from a hypothetical parent population. From here, using a standard statistical analysis approach, it directly follows as to how to determine the standard empirical state error covariance matrix. This matrix will contain the total uncertainty in the
Estimating age conditional probability of developing disease from surveillance data
Directory of Open Access Journals (Sweden)
Fay Michael P
2004-07-01
Full Text Available Abstract Fay, Pfeiffer, Cronin, Le, and Feuer (Statistics in Medicine 2003; 22; 1837–1848 developed a formula to calculate the age-conditional probability of developing a disease for the first time (ACPDvD for a hypothetical cohort. The novelty of the formula of Fay et al (2003 is that one need not know the rates of first incidence of disease per person-years alive and disease-free, but may input the rates of first incidence per person-years alive only. Similarly the formula uses rates of death from disease and death from other causes per person-years alive. The rates per person-years alive are much easier to estimate than per person-years alive and disease-free. Fay et al (2003 used simple piecewise constant models for all three rate functions which have constant rates within each age group. In this paper, we detail a method for estimating rate functions which does not have jumps at the beginning of age groupings, and need not be constant within age groupings. We call this method the mid-age group joinpoint (MAJ model for the rates. The drawback of the MAJ model is that numerical integration must be used to estimate the resulting ACPDvD. To increase computational speed, we offer a piecewise approximation to the MAJ model, which we call the piecewise mid-age group joinpoint (PMAJ model. The PMAJ model for the rates input into the formula for ACPDvD described in Fay et al (2003 is the current method used in the freely available DevCan software made available by the National Cancer Institute.
Consistent estimation of linear panel data models with measurement error
Meijer, Erik; Spierdijk, Laura; Wansbeek, Thomas
2017-01-01
Measurement error causes a bias towards zero when estimating a panel data linear regression model. The panel data context offers various opportunities to derive instrumental variables allowing for consistent estimation. We consider three sources of moment conditions: (i) restrictions on the
Estimating occupancy probability of moose using hunter survey data
Crum, Nathan J.; Fuller, Angela K.; Sutherland, Christopher S.; Cooch, Evan G.; Hurst, Jeremy E.
2017-01-01
Monitoring rare species can be difficult, especially across large spatial extents, making conventional methods of population monitoring costly and logistically challenging. Citizen science has the potential to produce observational data across large areas that can be used to monitor wildlife distributions using occupancy models. We used citizen science (i.e., hunter surveys) to facilitate monitoring of moose (Alces alces) populations, an especially important endeavor because of their recent apparent declines in the northeastern and upper midwestern regions of the United States. To better understand patterns of occurrence of moose in New York, we used data collected through an annual survey of approximately 11,000 hunters between 2012 and 2014 that recorded detection–non-detection data of moose and other species. We estimated patterns of occurrence of moose in relation to land cover characteristics, climate effects, and interspecific interactions using occupancy models to analyze spatially referenced moose observations. Coniferous and deciduous forest with low prevalence of white-tailed deer (Odocoileus virginianus) had the highest probability of moose occurrence. This study highlights the potential of data collected using citizen science for understanding the spatial distribution of low-density species across large spatial extents and providing key information regarding where and when future research and management activities should be focused.
Semi-supervised dimensionality reduction using estimated class membership probabilities
Li, Wei; Ruan, Qiuqi; Wan, Jun
2012-10-01
In solving pattern-recognition tasks with partially labeled training data, the semi-supervised dimensionality reduction method, which considers both labeled and unlabeled data, is preferable for improving the classification and generalization capability of the testing data. Among such techniques, graph-based semi-supervised learning methods have attracted a lot of attention due to their appealing properties in discovering discriminative structure and geometric structure of data points. Although they have achieved remarkable success, they cannot promise good performance when the size of the labeled data set is small, as a result of inaccurate class matrix variance approximated by insufficient labeled training data. In this paper, we tackle this problem by combining class membership probabilities estimated from unlabeled data and ground-truth class information associated with labeled data to more precisely characterize the class distribution. Therefore, it is expected to enhance performance in classification tasks. We refer to this approach as probabilistic semi-supervised discriminant analysis (PSDA). The proposed PSDA is applied to face and facial expression recognition tasks and is evaluated using the ORL, Extended Yale B, and CMU PIE face databases and the Cohn-Kanade facial expression database. The promising experimental results demonstrate the effectiveness of our proposed method.
Reference-free error estimation for multiple measurement methods.
Madan, Hennadii; Pernuš, Franjo; Špiclin, Žiga
2018-01-01
We present a computational framework to select the most accurate and precise method of measurement of a certain quantity, when there is no access to the true value of the measurand. A typical use case is when several image analysis methods are applied to measure the value of a particular quantitative imaging biomarker from the same images. The accuracy of each measurement method is characterized by systematic error (bias), which is modeled as a polynomial in true values of measurand, and the precision as random error modeled with a Gaussian random variable. In contrast to previous works, the random errors are modeled jointly across all methods, thereby enabling the framework to analyze measurement methods based on similar principles, which may have correlated random errors. Furthermore, the posterior distribution of the error model parameters is estimated from samples obtained by Markov chain Monte-Carlo and analyzed to estimate the parameter values and the unknown true values of the measurand. The framework was validated on six synthetic and one clinical dataset containing measurements of total lesion load, a biomarker of neurodegenerative diseases, which was obtained with four automatic methods by analyzing brain magnetic resonance images. The estimates of bias and random error were in a good agreement with the corresponding least squares regression estimates against a reference.
Joseph, Maria L; Carriquiry, Alicia
2010-11-01
Collection of dietary intake information requires time-consuming and expensive methods, making it inaccessible to many resource-poor countries. Quantifying the association between simple measures of usual dietary diversity and usual nutrient intake/adequacy would allow inferences to be made about the adequacy of micronutrient intake at the population level for a fraction of the cost. In this study, we used secondary data from a dietary intake study carried out in Bangladesh to assess the association between 3 food group diversity indicators (FGI) and calcium intake; and the association between these same 3 FGI and a composite measure of nutrient adequacy, mean probability of adequacy (MPA). By implementing Fuller's error-in-the-equation measurement error model (EEM) and simple linear regression (SLR) models, we assessed these associations while accounting for the error in the observed quantities. Significant associations were detected between usual FGI and usual calcium intakes, when the more complex EEM was used. The SLR model detected significant associations between FGI and MPA as well as for variations of these measures, including the best linear unbiased predictor. Through simulation, we support the use of the EEM. In contrast to the EEM, the SLR model does not account for the possible correlation between the measurement errors in the response and predictor. The EEM performs best when the model variables are not complex functions of other variables observed with error (e.g. MPA). When observation days are limited and poor estimates of the within-person variances are obtained, the SLR model tends to be more appropriate.
Estimation of subcriticality of TCA using 'indirect estimation method for calculation error'
International Nuclear Information System (INIS)
Naito, Yoshitaka; Yamamoto, Toshihiro; Arakawa, Takuya; Sakurai, Kiyoshi
1996-01-01
To estimate the subcriticality of neutron multiplication factor in a fissile system, 'Indirect Estimation Method for Calculation Error' is proposed. This method obtains the calculational error of neutron multiplication factor by correlating measured values with the corresponding calculated ones. This method was applied to the source multiplication and to the pulse neutron experiments conducted at TCA, and the calculation error of MCNP 4A was estimated. In the source multiplication method, the deviation of measured neutron count rate distributions from the calculated ones estimates the accuracy of calculated k eff . In the pulse neutron method, the calculation errors of prompt neutron decay constants give the accuracy of the calculated k eff . (author)
Robust estimation of errors-in-variables models using M-estimators
Guo, Cuiping; Peng, Junhuan
2017-07-01
The traditional Errors-in-variables (EIV) models are widely adopted in applied sciences. The EIV model estimators, however, can be highly biased by gross error. This paper focuses on robust estimation in EIV models. A new class of robust estimators, called robust weighted total least squared estimators (RWTLS), is introduced. Robust estimators of the parameters of the EIV models are derived from M-estimators and Lagrange multiplier method. A simulated example is carried out to demonstrate the performance of the presented RWTLS. The result shows that the RWTLS algorithm can indeed resist gross error to achieve a reliable solution.
Estimation of rod scale errors in geodetic leveling
Craymer, Michael R.; Vaníček, Petr; Castle, Robert O.
1995-01-01
Comparisons among repeated geodetic levelings have often been used for detecting and estimating residual rod scale errors in leveled heights. Individual rod-pair scale errors are estimated by a two-step procedure using a model based on either differences in heights, differences in section height differences, or differences in section tilts. It is shown that the estimated rod-pair scale errors derived from each model are identical only when the data are correctly weighted, and the mathematical correlations are accounted for in the model based on heights. Analyses based on simple regressions of changes in height versus height can easily lead to incorrect conclusions. We also show that the statistically estimated scale errors are not a simple function of height, height difference, or tilt. The models are valid only when terrain slope is constant over adjacent pairs of setups (i.e., smoothly varying terrain). In order to discriminate between rod scale errors and vertical displacements due to crustal motion, the individual rod-pairs should be used in more than one leveling, preferably in areas of contrasting tectonic activity. From an analysis of 37 separately calibrated rod-pairs used in 55 levelings in southern California, we found eight statistically significant coefficients that could be reasonably attributed to rod scale errors, only one of which was larger than the expected random error in the applied calibration-based scale correction. However, significant differences with other independent checks indicate that caution should be exercised before accepting these results as evidence of scale error. Further refinements of the technique are clearly needed if the results are to be routinely applied in practice.
Complementarity based a posteriori error estimates and their properties
Czech Academy of Sciences Publication Activity Database
Vejchodský, Tomáš
2012-01-01
Roč. 82, č. 10 (2012), s. 2033-2046 ISSN 0378-4754 R&D Projects: GA ČR(CZ) GA102/07/0496; GA AV ČR IAA100760702 Institutional research plan: CEZ:AV0Z10190503 Keywords : error majorant * a posteriori error estimates * method of hypercircle Subject RIV: BA - General Mathematics Impact factor: 0.836, year: 2012 http://www.sciencedirect.com/science/article/pii/S0378475411001509
An Enhanced Non-Coherent Pre-Filter Design for Tracking Error Estimation in GNSS Receivers.
Luo, Zhibin; Ding, Jicheng; Zhao, Lin; Wu, Mouyan
2017-11-18
Tracking error estimation is of great importance in global navigation satellite system (GNSS) receivers. Any inaccurate estimation for tracking error will decrease the signal tracking ability of signal tracking loops and the accuracies of position fixing, velocity determination, and timing. Tracking error estimation can be done by traditional discriminator, or Kalman filter-based pre-filter. The pre-filter can be divided into two categories: coherent and non-coherent. This paper focuses on the performance improvements of non-coherent pre-filter. Firstly, the signal characteristics of coherent and non-coherent integration-which are the basis of tracking error estimation-are analyzed in detail. After that, the probability distribution of estimation noise of four-quadrant arctangent (ATAN2) discriminator is derived according to the mathematical model of coherent integration. Secondly, the statistical property of observation noise of non-coherent pre-filter is studied through Monte Carlo simulation to set the observation noise variance matrix correctly. Thirdly, a simple fault detection and exclusion (FDE) structure is introduced to the non-coherent pre-filter design, and thus its effective working range for carrier phase error estimation extends from (-0.25 cycle, 0.25 cycle) to (-0.5 cycle, 0.5 cycle). Finally, the estimation accuracies of discriminator, coherent pre-filter, and the enhanced non-coherent pre-filter are evaluated comprehensively through the carefully designed experiment scenario. The pre-filter outperforms traditional discriminator in estimation accuracy. In a highly dynamic scenario, the enhanced non-coherent pre-filter provides accuracy improvements of 41.6%, 46.4%, and 50.36% for carrier phase error, carrier frequency error, and code phase error estimation, respectively, when compared with coherent pre-filter. The enhanced non-coherent pre-filter outperforms the coherent pre-filter in code phase error estimation when carrier-to-noise density ratio
CME Velocity and Acceleration Error Estimates Using the Bootstrap Method
Michalek, Grzegorz; Gopalswamy, Nat; Yashiro, Seiji
2017-08-01
The bootstrap method is used to determine errors of basic attributes of coronal mass ejections (CMEs) visually identified in images obtained by the Solar and Heliospheric Observatory (SOHO) mission's Large Angle and Spectrometric Coronagraph (LASCO) instruments. The basic parameters of CMEs are stored, among others, in a database known as the SOHO/LASCO CME catalog and are widely employed for many research studies. The basic attributes of CMEs ( e.g. velocity and acceleration) are obtained from manually generated height-time plots. The subjective nature of manual measurements introduces random errors that are difficult to quantify. In many studies the impact of such measurement errors is overlooked. In this study we present a new possibility to estimate measurements errors in the basic attributes of CMEs. This approach is a computer-intensive method because it requires repeating the original data analysis procedure several times using replicate datasets. This is also commonly called the bootstrap method in the literature. We show that the bootstrap approach can be used to estimate the errors of the basic attributes of CMEs having moderately large numbers of height-time measurements. The velocity errors are in the vast majority small and depend mostly on the number of height-time points measured for a particular event. In the case of acceleration, the errors are significant, and for more than half of all CMEs, they are larger than the acceleration itself.
CME Velocity and Acceleration Error Estimates Using the Bootstrap Method
Michalek, Grzegorz; Gopalswamy, Nat; Yashiro, Seiji
2017-01-01
The bootstrap method is used to determine errors of basic attributes of coronal mass ejections (CMEs) visually identified in images obtained by the Solar and Heliospheric Observatory (SOHO) mission's Large Angle and Spectrometric Coronagraph (LASCO) instruments. The basic parameters of CMEs are stored, among others, in a database known as the SOHO/LASCO CME catalog and are widely employed for many research studies. The basic attributes of CMEs (e.g. velocity and acceleration) are obtained from manually generated height-time plots. The subjective nature of manual measurements introduces random errors that are difficult to quantify. In many studies the impact of such measurement errors is overlooked. In this study we present a new possibility to estimate measurements errors in the basic attributes of CMEs. This approach is a computer-intensive method because it requires repeating the original data analysis procedure several times using replicate datasets. This is also commonly called the bootstrap method in the literature. We show that the bootstrap approach can be used to estimate the errors of the basic attributes of CMEs having moderately large numbers of height-time measurements. The velocity errors are in the vast majority small and depend mostly on the number of height-time points measured for a particular event. In the case of acceleration, the errors are significant, and for more than half of all CMEs, they are larger than the acceleration itself.
Verification of unfold error estimates in the unfold operator code
International Nuclear Information System (INIS)
Fehl, D.L.; Biggs, F.
1997-01-01
Spectral unfolding is an inverse mathematical operation that attempts to obtain spectral source information from a set of response functions and data measurements. Several unfold algorithms have appeared over the past 30 years; among them is the unfold operator (UFO) code written at Sandia National Laboratories. In addition to an unfolded spectrum, the UFO code also estimates the unfold uncertainty (error) induced by estimated random uncertainties in the data. In UFO the unfold uncertainty is obtained from the error matrix. This built-in estimate has now been compared to error estimates obtained by running the code in a Monte Carlo fashion with prescribed data distributions (Gaussian deviates). In the test problem studied, data were simulated from an arbitrarily chosen blackbody spectrum (10 keV) and a set of overlapping response functions. The data were assumed to have an imprecision of 5% (standard deviation). One hundred random data sets were generated. The built-in estimate of unfold uncertainty agreed with the Monte Carlo estimate to within the statistical resolution of this relatively small sample size (95% confidence level). A possible 10% bias between the two methods was unresolved. The Monte Carlo technique is also useful in underdetermined problems, for which the error matrix method does not apply. UFO has been applied to the diagnosis of low energy x rays emitted by Z-pinch and ion-beam driven hohlraums. copyright 1997 American Institute of Physics
Directory of Open Access Journals (Sweden)
Madeiro Francisco
2010-01-01
Full Text Available Abstract This paper presents an alternative method for determining exact expressions for the bit error probability (BEP of modulation schemes subject to Nakagami- fading. In this method, the Nakagami- fading channel is seen as an additive noise channel whose noise is modeled as the ratio between Gaussian and Nakagami- random variables. The method consists of using the cumulative density function of the resulting noise to obtain closed-form expressions for the BEP of modulation schemes subject to Nakagami- fading. In particular, the proposed method is used to obtain closed-form expressions for the BEP of -ary quadrature amplitude modulation ( -QAM, -ary pulse amplitude modulation ( -PAM, and rectangular quadrature amplitude modulation ( -QAM under Nakagami- fading. The main contribution of this paper is to show that this alternative method can be used to reduce the computational complexity for detecting signals in the presence of fading.
Symbol Error Probability of DF Relay Selection over Arbitrary Nakagami-m Fading Channels
Directory of Open Access Journals (Sweden)
George C. Alexandropoulos
2013-01-01
Full Text Available We present a new analytical expression for the moment generating function (MGF of the end-to-end signal-to-noise ratio of dual-hop decode-and-forward (DF relaying systems with relay selection when operating over Nakagami-m fading channels. The derived MGF expression, which is valid for arbitrary values of the fading parameters of both hops, is subsequently utilized to evaluate the average symbol error probability (ASEP of M-ary phase shift keying modulation for the considered DF relaying scheme under various asymmetric fading conditions. It is shown that the MGF-based ASEP performance evaluation results are in excellent agreement with equivalent ones obtained by means of computer simulations, thus validating the correctness of the presented MGF expression.
Standard errors: A review and evaluation of standard error estimators using Monte Carlo simulations
Directory of Open Access Journals (Sweden)
Bradley Harding
2014-09-01
Full Text Available Characteristics of a population are often unknown. To estimate such characteristics, random sampling must be used. Sampling is the process by which a subgroup of a population is examined in order to infer the values of the population's true characteristics. Estimates based on samples are approximations of the population's true value; therefore, it is often useful to know the reliability of such estimates. Standard errors are measures of reliability of a given sample's descriptive statistics with respect to the population's true values. This article reviews some widely used descriptive statistics as well as their standard error estimators and their confidence intervals. The statistics discussed are: the arithmetic mean, the median, the geometric mean, the harmonic mean, the variance, the standard deviation, the median absolute deviation, the quantile, the interquartile range, the skewness, as well as the kurtosis. Evaluations using Monte-Carlo simulations show that standard errors estimators, assuming a normally distributed population, are almost always reliable. In addition, as expected, smaller sample sizes lead to less reliable results. The only exception is the estimate of the confidence interval for kurtosis, which shows evidence of unreliability. We therefore propose an alternative measure of confidence interval based on the lognormal distribution. This review provides easy to find information about many descriptive statistics which can be used, for example, to plot error bars or confidence intervals.
Error estimates for CCMP ocean surface wind data sets
Atlas, R. M.; Hoffman, R. N.; Ardizzone, J.; Leidner, S.; Jusem, J.; Smith, D. K.; Gombos, D.
2011-12-01
The cross-calibrated, multi-platform (CCMP) ocean surface wind data sets are now available at the Physical Oceanography Distributed Active Archive Center from July 1987 through December 2010. These data support wide-ranging air-sea research and applications. The main Level 3.0 data set has global ocean coverage (within 78S-78N) with 25-kilometer resolution every 6 hours. An enhanced variational analysis method (VAM) quality controls and optimally combines multiple input data sources to create the Level 3.0 data set. Data included are all available RSS DISCOVER wind observations, in situ buoys and ships, and ECMWF analyses. The VAM is set up to use the ECMWF analyses to fill in areas of no data and to provide an initial estimate of wind direction. As described in an article in the Feb. 2011 BAMS, when compared to conventional analyses and reanalyses, the CCMP winds are significantly different in some synoptic cases, result in different storm statistics, and provide enhanced high-spatial resolution time averages of ocean surface wind. We plan enhancements to produce estimated uncertainties for the CCMP data. We will apply the method of Desroziers et al. for the diagnosis of error statistics in observation space to the VAM O-B, O-A, and B-A increments. To isolate particular error statistics we will stratify the results by which individual instruments were used to create the increments. Then we will use cross-validation studies to estimate other error statistics. For example, comparisons in regions of overlap for VAM analyses based on SSMI and QuikSCAT separately and together will enable estimating the VAM directional error when using SSMI alone. Level 3.0 error estimates will enable construction of error estimates for the time averaged data sets.
ERROR OCCURRENCE PROBABILITY OF TYPE I AND II IN MONITORING OF A SEEDER-FERTILIZER
Directory of Open Access Journals (Sweden)
W. G. Vale
2016-07-01
Full Text Available The monitoring of the seeder-fertilizer performance throughout the sowing grains becomes essential to ensure its operation and to determine in which moment the pause intervention during the operation should occur. However, a way to analyze the performance of the seeder-fertilizer can be done through the individual values control cards, which detect the presence of eventual causes due the seeding, becoming an important analysis/manager tool. In this way, this paper focuses in evaluate the probability of occurrence of the errors type I and II in the operational performance analysis of a seeder-fertilizer, using values of number one (1 σ, two (2 σ and three (3 σ multiples of the standard deviation. The experiment was performed in rural area within the county of Sinop – MT, during the crop 2014/15. The experimental design used was based on the statistical quality control logic, to monitor the variables throughout the operational course. Has been collected 120 sampling points in total, 60 being collected per day (at random moments, for each seeding type in a period of two days, for each variant analyzed. The quality indicators were the seeder-fertilizer driving wheels skidding and overall field capacity, all variants being collected during the soybean seeding. The major probability of the occurrence of errors type I é presented to all the quality indicators which use value one (1 σ and two (2 σ as standard deviation multiple. The driving wheel skidding, both in the conventional seeding and in the direct seeding can be evaluated using the value multiple of the standard deviation number three (3 σ. The overall field capacity on the conventional seeding system can be evaluated using the value multiple of the standard deviation number three (3 σ. And, the direct seeding can be evaluated using the value multiple of the standard deviation number two (2 σ.
SIMULATED HUMAN ERROR PROBABILITY AND ITS APPLICATION TO DYNAMIC HUMAN FAILURE EVENTS
Energy Technology Data Exchange (ETDEWEB)
Herberger, Sarah M.; Boring, Ronald L.
2016-10-01
Abstract Objectives: Human reliability analysis (HRA) methods typically analyze human failure events (HFEs) at the overall task level. For dynamic HRA, it is important to model human activities at the subtask level. There exists a disconnect between dynamic subtask level and static task level that presents issues when modeling dynamic scenarios. For example, the SPAR-H method is typically used to calculate the human error probability (HEP) at the task level. As demonstrated in this paper, quantification in SPAR-H does not translate to the subtask level. Methods: Two different discrete distributions were generated for each SPAR-H Performance Shaping Factor (PSF) to define the frequency of PSF levels. The first distribution was a uniform, or uninformed distribution that assumed the frequency of each PSF level was equally likely. The second non-continuous distribution took the frequency of PSF level as identified from an assessment of the HERA database. These two different approaches were created to identify the resulting distribution of the HEP. The resulting HEP that appears closer to the known distribution, a log-normal centered on 1E-3, is the more desirable. Each approach then has median, average and maximum HFE calculations applied. To calculate these three values, three events, A, B and C are generated from the PSF level frequencies comprised of subtasks. The median HFE selects the median PSF level from each PSF and calculates HEP. The average HFE takes the mean PSF level, and the maximum takes the maximum PSF level. The same data set of subtask HEPs yields starkly different HEPs when aggregated to the HFE level in SPAR-H. Results: Assuming that each PSF level in each HFE is equally likely creates an unrealistic distribution of the HEP that is centered at 1. Next the observed frequency of PSF levels was applied with the resulting HEP behaving log-normally with a majority of the values under 2.5% HEP. The median, average and maximum HFE calculations did yield
International Nuclear Information System (INIS)
Jang, Inseok; Kim, Ar Ryum; Jung, Wondea; Seong, Poong Hyun
2014-01-01
Highlights: • Many researchers have tried to understand human recovery process or step. • Modeling human recovery process is not sufficient to be applied to HRA. • The operation environment of MCRs in NPPs has changed by adopting new HSIs. • Recovery failure probability in a soft control operation environment is investigated. • Recovery failure probability here would be important evidence for expert judgment. - Abstract: It is well known that probabilistic safety assessments (PSAs) today consider not just hardware failures and environmental events that can impact upon risk, but also human error contributions. Consequently, the focus on reliability and performance management has been on the prevention of human errors and failures rather than the recovery of human errors. However, the recovery of human errors is as important as the prevention of human errors and failures for the safe operation of nuclear power plants (NPPs). For this reason, many researchers have tried to find a human recovery process or step. However, modeling the human recovery process is not sufficient enough to be applied to human reliability analysis (HRA), which requires human error and recovery probabilities. In this study, therefore, human error recovery failure probabilities based on predefined human error modes were investigated by conducting experiments in the operation mockup of advanced/digital main control rooms (MCRs) in NPPs. To this end, 48 subjects majoring in nuclear engineering participated in the experiments. In the experiments, using the developed accident scenario based on tasks from the standard post trip action (SPTA), the steam generator tube rupture (SGTR), and predominant soft control tasks, which are derived from the loss of coolant accident (LOCA) and the excess steam demand event (ESDE), all error detection and recovery data based on human error modes were checked with the performance sheet and the statistical analysis of error recovery/detection was then
A comparison of error bounds for a nonlinear tracking system with detection probability Pd < 1.
Tong, Huisi; Zhang, Hao; Meng, Huadong; Wang, Xiqin
2012-12-14
Error bounds for nonlinear filtering are very important for performance evaluation and sensor management. This paper presents a comparative study of three error bounds for tracking filtering, when the detection probability is less than unity. One of these bounds is the random finite set (RFS) bound, which is deduced within the framework of finite set statistics. The others, which are the information reduction factor (IRF) posterior Cramer-Rao lower bound (PCRLB) and enumeration method (ENUM) PCRLB are introduced within the framework of finite vector statistics. In this paper, we deduce two propositions and prove that the RFS bound is equal to the ENUM PCRLB, while it is tighter than the IRF PCRLB, when the target exists from the beginning to the end. Considering the disappearance of existing targets and the appearance of new targets, the RFS bound is tighter than both IRF PCRLB and ENUM PCRLB with time, by introducing the uncertainty of target existence. The theory is illustrated by two nonlinear tracking applications: ballistic object tracking and bearings-only tracking. The simulation studies confirm the theory and reveal the relationship among the three bounds.
Macroscopic Traffic State Estimation: Understanding Traffic Sensing Data-Based Estimation Errors
Directory of Open Access Journals (Sweden)
Paul B. C. van Erp
2017-01-01
Full Text Available Traffic state estimation is a crucial element in traffic management systems and in providing traffic information to road users. In this article, we evaluate traffic sensing data-based estimation error characteristics in macroscopic traffic state estimation. We consider two types of sensing data, that is, loop-detector data and probe speed data. These data are used to estimate the mean speed in a discrete space-time mesh. We assume that there are no errors in the sensing data. This allows us to study the errors resulting from the differences in characteristics between the sensing data and desired estimate together with the incomplete description of the relation between the two. The aim of the study is to evaluate the dependency of this estimation error on the traffic conditions and sensing data characteristics. For this purpose, we use microscopic traffic simulation, where we compare the estimates with the ground truth using Edie’s definitions. The study exposes a relation between the error distribution characteristics and traffic conditions. Furthermore, we find that it is important to account for the correlation between individual probe data-based estimation errors. Knowledge related to these estimation errors contributes to making better use of the available sensing data in traffic state estimation.
Estimating probability of insemination success using milk progesterone measurements.
Blavy, P; Friggens, N C; Nielsen, K R; Christensen, J M; Derks, M
2018-02-01
The aim of this study was to quantify the effects of progesterone profile features and other cow-level factors on insemination success to provide a real-time predictor equation of probability of insemination success. Progesterone profiles from 26 dairy herds were analyzed and the effects of profile features (progesterone slope, cycle length, and cycle height) and cow traits (milk yield, parity, insemination during the previous estrus) on likelihood of artificial insemination success were estimated. The equation was fitted on a training data set containing data from 16 herds (6,246 estrous cycles from 3,404 lactations). The equation was tested on a testing data set containing data from 10 herds (8,105 estrous cycles from 3,038 lactations). Predictors were selected to be implemented in the final equation if adding them to a base model correcting for timing of insemination and parity decreased the overall likelihood distance of the model. Selected variables (cycle length, milk yield, cycle height, and insemination during the previous estrus) were used to build the final model using a stepwise approach. Predictors were added 1 by 1 in different order, and the model that had the smallest likelihood distance was selected. The final equation included the variables timing of insemination, parity, milk yield, cycle length, cycle height, and insemination during the previous estrus, respectively. The final model was applied to the testing data set and area under the curve (AUC) was calculated. On the testing data set, the final model had an AUC of 58%. When the farm effect was taken into account, the AUC increased to 63%. This equation can be implemented on farms that monitor progesterone and can support the farmer in deciding when to inseminate a cow. This can be the first step in moving the focus away from the current paradigm associated with poorer estrus detection, where each detected estrus is automatically inseminated, to near perfect estrus detection, where the
Error Estimation for the Linearized Auto-Localization Algorithm
Directory of Open Access Journals (Sweden)
Fernando Seco
2012-02-01
Full Text Available The Linearized Auto-Localization (LAL algorithm estimates the position of beacon nodes in Local Positioning Systems (LPSs, using only the distance measurements to a mobile node whose position is also unknown. The LAL algorithm calculates the inter-beacon distances, used for the estimation of the beacons’ positions, from the linearized trilateration equations. In this paper we propose a method to estimate the propagation of the errors of the inter-beacon distances obtained with the LAL algorithm, based on a first order Taylor approximation of the equations. Since the method depends on such approximation, a confidence parameter τ is defined to measure the reliability of the estimated error. Field evaluations showed that by applying this information to an improved weighted-based auto-localization algorithm (WLAL, the standard deviation of the inter-beacon distances can be improved by more than 30% on average with respect to the original LAL method.
Computational Error Estimate for the Power Series Solution of Odes ...
African Journals Online (AJOL)
This paper compares the error estimation of power series solution with recursive Tau method for solving ordinary differential equations. From the computational viewpoint, the power series using zeros of Chebyshevpolunomial is effective, accurate and easy to use. Keywords: Lanczos Tau method, Chebyshev polynomial, ...
Error estimates in horocycle averages asymptotics: challenges from string theory
Cardella, M.A.
2010-01-01
For modular functions of rapid decay, a classical result connects the error estimate in their long horocycle average asymptotic to the Riemann hypothesis. We study similar asymptotics, for modular functions with not that mild growing conditions, such as of polynomial growth and of exponential growth
Measurement variability error for estimates of volume change
James A. Westfall; Paul L. Patterson
2007-01-01
Using quality assurance data, measurement variability distributions were developed for attributes that affect tree volume prediction. Random deviations from the measurement variability distributions were applied to 19381 remeasured sample trees in Maine. The additional error due to measurement variation and measurement bias was estimated via a simulation study for...
Bayesian error estimation in density-functional theory
DEFF Research Database (Denmark)
Mortensen, Jens Jørgen; Kaasbjerg, Kristen; Frederiksen, Søren Lund
2005-01-01
We present a practical scheme for performing error estimates for density-functional theory calculations. The approach, which is based on ideas from Bayesian statistics, involves creating an ensemble of exchange-correlation functionals by comparing with an experimental database of binding energies...
Bootstrap Standard Error Estimates in Dynamic Factor Analysis
Zhang, Guangjian; Browne, Michael W.
2010-01-01
Dynamic factor analysis summarizes changes in scores on a battery of manifest variables over repeated measurements in terms of a time series in a substantially smaller number of latent factors. Algebraic formulae for standard errors of parameter estimates are more difficult to obtain than in the usual intersubject factor analysis because of the…
A Prediction Error Estimator for Nonlinear Stochastic Systems
Leontaritis, I.J.; Billings, S.A.
1986-01-01
A prediction error estimation algorithm incorporating model selection and validation techniques is developed for a class of multivariable discrete time stochastic nonlinear systems which can be represented by the NARMAX (Nonlinear AutoRegressive Moving Average Model with eXogenous inputs)
A posteriori error estimates for axisymmetric and nonlinear problems
Czech Academy of Sciences Publication Activity Database
Křížek, Michal; Němec, J.; Vejchodský, Tomáš
2001-01-01
Roč. 15, - (2001), s. 219-236 ISSN 1019-7168 R&D Projects: GA ČR GA201/01/1200; GA MŠk ME 148 Keywords : weigted Sobolev spaces%a posteriori error estimates%finite elements Subject RIV: BA - General Mathematics Impact factor: 0.886, year: 2001
GMM estimation in panel data models with measurement error
Wansbeek, T.J.
Griliches and Hausman (J. Econom. 32 (1986) 93) have introduced GMM estimation in panel data models with measurement error. We present a simple, systematic approach to derive moment conditions for such models under a variety of assumptions. (C) 2001 Elsevier Science S.A. All rights reserved.
On estimating the fracture probability of nuclear graphite components
International Nuclear Information System (INIS)
Srinivasan, Makuteswara
2008-01-01
The properties of nuclear grade graphites exhibit anisotropy and could vary considerably within a manufactured block. Graphite strength is affected by the direction of alignment of the constituent coke particles, which is dictated by the forming method, coke particle size, and the size, shape, and orientation distribution of pores in the structure. In this paper, a Weibull failure probability analysis for components is presented using the American Society of Testing Materials strength specification for nuclear grade graphites for core components in advanced high-temperature gas-cooled reactors. The risk of rupture (probability of fracture) and survival probability (reliability) of large graphite blocks are calculated for varying and discrete values of service tensile stresses. The limitations in these calculations are discussed from considerations of actual reactor environmental conditions that could potentially degrade the specification properties because of damage due to complex interactions between irradiation, temperature, stress, and variability in reactor operation
Directory of Open Access Journals (Sweden)
2012-12-01
Full Text Available Introduction: Emergency situation is one of the influencing factors on human error. The aim of this research was purpose to evaluate human error in emergency situation of fire and explosion at the oil company warehouse in Hamadan city applying human error probability index (HEPI. . Material and Method: First, the scenario of emergency situation of those situation of fire and explosion at the oil company warehouse was designed and then maneuver against, was performed. The scaled questionnaire of muster for the maneuver was completed in the next stage. Collected data were analyzed to calculate the probability success for the 18 actions required in an emergency situation from starting point of the muster until the latest action to temporary sheltersafe. .Result: The result showed that the highest probability of error occurrence was related to make safe workplace (evaluation phase with 32.4 % and lowest probability of occurrence error in detection alarm (awareness phase with 1.8 %, probability. The highest severity of error was in the evaluation phase and the lowest severity of error was in the awareness and recovery phase. Maximum risk level was related to the evaluating exit routes and selecting one route and choosy another exit route and minimum risk level was related to the four evaluation phases. . Conclusion: To reduce the risk of reaction in the exit phases of an emergency situation, the following actions are recommended, based on the finding in this study: A periodic evaluation of the exit phase and modifying them if necessary, conducting more maneuvers and analyzing this results along with a sufficient feedback to the employees.
Background error covariance estimation for atmospheric CO2 data assimilation
Chatterjee, Abhishek; Engelen, Richard J.; Kawa, Stephan R.; Sweeney, Colm; Michalak, Anna M.
2013-09-01
any data assimilation framework, the background error covariance statistics play the critical role of filtering the observed information and determining the quality of the analysis. For atmospheric CO2 data assimilation, however, the background errors cannot be prescribed via traditional forecast or ensemble-based techniques as these fail to account for the uncertainties in the carbon emissions and uptake, or for the errors associated with the CO2 transport model. We propose an approach where the differences between two modeled CO2 concentration fields, based on different but plausible CO2 flux distributions and atmospheric transport models, are used as a proxy for the statistics of the background errors. The resulting error statistics: (1) vary regionally and seasonally to better capture the uncertainty in the background CO2 field, and (2) have a positive impact on the analysis estimates by allowing observations to adjust predictions over large areas. A state-of-the-art four-dimensional variational (4D-VAR) system developed at the European Centre for Medium-Range Weather Forecasts (ECMWF) is used to illustrate the impact of the proposed approach for characterizing background error statistics on atmospheric CO2 concentration estimates. Observations from the Greenhouse gases Observing SATellite "IBUKI" (GOSAT) are assimilated into the ECMWF 4D-VAR system along with meteorological variables, using both the new error statistics and those based on a traditional forecast-based technique. Evaluation of the four-dimensional CO2 fields against independent CO2 observations confirms that the performance of the data assimilation system improves substantially in the summer, when significant variability and uncertainty in the fluxes are present.
Optimizing Neural Network Architectures Using Generalization Error Estimators
DEFF Research Database (Denmark)
Larsen, Jan
1994-01-01
This paper addresses the optimization of neural network architectures. It is suggested to optimize the architecture by selecting the model with minimal estimated averaged generalization error. We consider a least-squares (LS) criterion for estimating neural network models, i.e., the associated...... neural network applications, it is impossible to suggest a perfect model, and consequently the ability to handle incomplete models is urgent. A concise derivation of the GEN-estimator is provided, and its qualities are demonstrated by comparative numerical studies...
An estimate and evaluation of design error effects on nuclear power plant design adequacy
International Nuclear Information System (INIS)
Stevenson, J.D.
1984-01-01
An area of considerable concern in evaluating Design Control Quality Assurance procedures applied to design and analysis of nuclear power plant is the level of design error expected or encountered. There is very little published data 1 on the level of error typically found in nuclear power plant design calculations and even less on the impact such errors would be expected to have on overall design adequacy of the plant. This paper is concerned with design error associated with civil and mechanical structural design and analysis found in calculations which form part of the Design or Stress reports. These reports are meant to document the design basis and adequacy of the plant. The estimates contained in this paper are based on the personal experiences of the author. In Table 1 is a partial listing of the design docummentation review performed by the author on which the observations contained in this paper are based. In the preparation of any design calculations, it is a utopian dream to presume such calculations can be made error free. The intent of this paper is to define error levels which might be expected in a competent engineering organizations employing currently technically qualified engineers and accepted methods of Design Control. In addition, the effects of these errors on the probability of failure to meet applicable design code requirements also are estimated
Evaluation of human error estimation for nuclear power plants
International Nuclear Information System (INIS)
Haney, L.N.; Blackman, H.S.
1987-01-01
The dominant risk for severe accident occurrence in nuclear power plants (NPPs) is human error. The US Nuclear Regulatory Commission (NRC) sponsored an evaluation of Human Reliability Analysis (HRA) techniques for estimation of human error in NPPs. Twenty HRA techniques identified by a literature search were evaluated with criteria sets designed for that purpose and categorized. Data were collected at a commercial NPP with operators responding in walkthroughs of four severe accident scenarios and full scope simulator runs. Results suggest a need for refinement and validation of the techniques. 19 refs
Estimating Recovery Failure Probabilities in Off-normal Situations from Full-Scope Simulator Data
International Nuclear Information System (INIS)
Kim, Yochan; Park, Jinkyun; Kim, Seunghwan; Choi, Sun Yeong; Jung, Wondea
2016-01-01
As part of this effort, KAERI developed the Human Reliability data EXtraction (HuREX) framework and is collecting full-scope simulator-based human reliability data into the OPERA (Operator PErformance and Reliability Analysis) database. In this study, with the series of estimation research for HEPs or PSF effects, significant information for a quantitative HRA analysis, recovery failure probabilities (RFPs), were produced from the OPERA database. Unsafe acts can occur at any time in safety-critical systems and the operators often manage the systems by discovering their errors and eliminating or mitigating them. To model the recovery processes or recovery strategies, there were several researches that categorize the recovery behaviors. Because the recent human error trends are required to be considered during a human reliability analysis, Jang et al. can be seen as an essential effort of the data collection. However, since the empirical results regarding soft controls were produced from a controlled laboratory environment with student participants, it is necessary to analyze a wide range of operator behaviors using full-scope simulators. This paper presents the statistics related with human error recovery behaviors obtained from the full-scope simulations that in-site operators participated in. In this study, the recovery effects by shift changes or technical support centers were not considered owing to a lack of simulation data
METAPHOR: Probability density estimation for machine learning based photometric redshifts
Amaro, V.; Cavuoti, S.; Brescia, M.; Vellucci, C.; Tortora, C.; Longo, G.
2016-01-01
We present METAPHOR (Machine-learning Estimation Tool for Accurate PHOtometric Redshifts), a method able to provide a reliable PDF for photometric galaxy redshifts estimated through empirical techniques. METAPHOR is a modular workflow, mainly based on the MLPQNA neural network as internal engine to
Parameter Estimation for GRACE-FO Geometric Ranging Errors
Wegener, H.; Mueller, V.; Darbeheshti, N.; Naeimi, M.; Heinzel, G.
2017-12-01
Onboard GRACE-FO, the novel Laser Ranging Instrument (LRI) serves as a technology demonstrator, but it is a fully functional instrument to provide an additional high-precision measurement of the primary mission observable: the biased range between the two spacecraft. Its (expectedly) two largest error sources are laser frequency noise and tilt-to-length (TTL) coupling. While not much can be done about laser frequency noise, the mechanics of the TTL error are widely understood. They depend, however, on unknown parameters. In order to improve the quality of the ranging data, it is hence essential to accurately estimate these parameters and remove the resulting TTL error from the data.Means to do so will be discussed. In particular, the possibility of using calibration maneuvers, the utility of the attitude information provided by the LRI via Differential Wavefront Sensing (DWS), and the benefit from combining ranging data from LRI with ranging data from the established microwave ranging, will be mentioned.
Error Estimation and Uncertainty Propagation in Computational Fluid Mechanics
Zhu, J. Z.; He, Guowei; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
Numerical simulation has now become an integral part of engineering design process. Critical design decisions are routinely made based on the simulation results and conclusions. Verification and validation of the reliability of the numerical simulation is therefore vitally important in the engineering design processes. We propose to develop theories and methodologies that can automatically provide quantitative information about the reliability of the numerical simulation by estimating numerical approximation error, computational model induced errors and the uncertainties contained in the mathematical models so that the reliability of the numerical simulation can be verified and validated. We also propose to develop and implement methodologies and techniques that can control the error and uncertainty during the numerical simulation so that the reliability of the numerical simulation can be improved.
Estimating the Probability of Wind Ramping Events: A Data-driven Approach
Wang, Cheng; Wei, Wei; Wang, Jianhui; Qiu, Feng
2016-01-01
This letter proposes a data-driven method for estimating the probability of wind ramping events without exploiting the exact probability distribution function (PDF) of wind power. Actual wind data validates the proposed method.
Zhou, Daniel K.; Larar, Allen M.; Liu, Xu; Smith, William L.; Strow, Larry, L.
2013-01-01
Great effort has been devoted towards validating geophysical parameters retrieved from ultraspectral infrared radiances obtained from satellite remote sensors. An error consistency analysis scheme (ECAS), utilizing fast radiative transfer model (RTM) forward and inverse calculations, has been developed to estimate the error budget in terms of mean difference and standard deviation of error in both spectral radiance and retrieval domains. The retrieval error is assessed through ECAS without relying on other independent measurements such as radiosonde data. ECAS establishes a link between the accuracies of radiances and retrieved geophysical parameters. ECAS can be applied to measurements from any ultraspectral instrument and any retrieval scheme with its associated RTM. In this manuscript, ECAS is described and demonstrated with measurements from the MetOp-A satellite Infrared Atmospheric Sounding Interferometer (IASI). This scheme can be used together with other validation methodologies to give a more definitive characterization of the error and/or uncertainty of geophysical parameters retrieved from ultraspectral radiances observed from current and future satellite remote sensors such as IASI, the Atmospheric Infrared Sounder (AIRS), and the Cross-track Infrared Sounder (CrIS).
GPS/DR Error Estimation for Autonomous Vehicle Localization
Directory of Open Access Journals (Sweden)
Byung-Hyun Lee
2015-08-01
Full Text Available Autonomous vehicles require highly reliable navigation capabilities. For example, a lane-following method cannot be applied in an intersection without lanes, and since typical lane detection is performed using a straight-line model, errors can occur when the lateral distance is estimated in curved sections due to a model mismatch. Therefore, this paper proposes a localization method that uses GPS/DR error estimation based on a lane detection method with curved lane models, stop line detection, and curve matching in order to improve the performance during waypoint following procedures. The advantage of using the proposed method is that position information can be provided for autonomous driving through intersections, in sections with sharp curves, and in curved sections following a straight section. The proposed method was applied in autonomous vehicles at an experimental site to evaluate its performance, and the results indicate that the positioning achieved accuracy at the sub-meter level.
GPS/DR Error Estimation for Autonomous Vehicle Localization.
Lee, Byung-Hyun; Song, Jong-Hwa; Im, Jun-Hyuck; Im, Sung-Hyuck; Heo, Moon-Beom; Jee, Gyu-In
2015-08-21
Autonomous vehicles require highly reliable navigation capabilities. For example, a lane-following method cannot be applied in an intersection without lanes, and since typical lane detection is performed using a straight-line model, errors can occur when the lateral distance is estimated in curved sections due to a model mismatch. Therefore, this paper proposes a localization method that uses GPS/DR error estimation based on a lane detection method with curved lane models, stop line detection, and curve matching in order to improve the performance during waypoint following procedures. The advantage of using the proposed method is that position information can be provided for autonomous driving through intersections, in sections with sharp curves, and in curved sections following a straight section. The proposed method was applied in autonomous vehicles at an experimental site to evaluate its performance, and the results indicate that the positioning achieved accuracy at the sub-meter level.
Estimated Probability of a Cervical Spine Injury During an ISS Mission
Brooker, John E.; Weaver, Aaron S.; Myers, Jerry G.
2013-01-01
Introduction: The Integrated Medical Model (IMM) utilizes historical data, cohort data, and external simulations as input factors to provide estimates of crew health, resource utilization and mission outcomes. The Cervical Spine Injury Module (CSIM) is an external simulation designed to provide the IMM with parameter estimates for 1) a probability distribution function (PDF) of the incidence rate, 2) the mean incidence rate, and 3) the standard deviation associated with the mean resulting from injury/trauma of the neck. Methods: An injury mechanism based on an idealized low-velocity blunt impact to the superior posterior thorax of an ISS crewmember was used as the simulated mission environment. As a result of this impact, the cervical spine is inertially loaded from the mass of the head producing an extension-flexion motion deforming the soft tissues of the neck. A multibody biomechanical model was developed to estimate the kinematic and dynamic response of the head-neck system from a prescribed acceleration profile. Logistic regression was performed on a dataset containing AIS1 soft tissue neck injuries from rear-end automobile collisions with published Neck Injury Criterion values producing an injury transfer function (ITF). An injury event scenario (IES) was constructed such that crew 1 is moving through a primary or standard translation path transferring large volume equipment impacting stationary crew 2. The incidence rate for this IES was estimated from in-flight data and used to calculate the probability of occurrence. The uncertainty in the model input factors were estimated from representative datasets and expressed in terms of probability distributions. A Monte Carlo Method utilizing simple random sampling was employed to propagate both aleatory and epistemic uncertain factors. Scatterplots and partial correlation coefficients (PCC) were generated to determine input factor sensitivity. CSIM was developed in the SimMechanics/Simulink environment with a
Susko, Edward
2011-01-01
Simulation studies have been the main way in which properties of maximum likelihood estimation of evolutionary trees from aligned sequence data have been studied. Because trees are unusual parameters and because fitting is computationally intensive, such studies have a heavy computational cost. We develop an asymptotic framework that can be used to obtain probabilities of correct topological reconstruction and study other properties of likelihood methods when a single split is poorly resolved. Simulations suggest that while approximations to log likelihood differences are better for less well-resolved topologies, approximations to probabilities of correct reconstruction are generally good. We used the approximations to investigate biases in estimation and found that maximum likelihood estimation has a long-branch-repels bias. This differs from the long-branch-attracts bias often reported in the literature because it is a different form of bias. For maximum likelihood estimation, usually long-branch-attracts bias results arise in the presence of model misspecification and are a form of statistical inconsistency where the estimated tree converges upon an incorrect tree with long edges together. Here, by bias we mean a tendency to favour a particular topology when data are generated from a four-taxon star tree. While we find a tendency to favour the tree with long branches apart, with more extreme long edges, a strong small sequence-length long-branch-attracts bias overwhelms the long-branch-repels bias. The long-branch-repels bias generalizes to five and six taxa in the sense that subtrees containing taxa that are all distant from the poorly resolved split repel each other.
A posteriori error estimates for two-phase obstacle problem
Czech Academy of Sciences Publication Activity Database
Repin, S.; Valdman, Jan
2015-01-01
Roč. 107, č. 2 (2015), s. 324-335 ISSN 1072-3374 R&D Projects: GA ČR GA13-18652S Institutional support: RVO:67985556 Keywords : two-phase obstacle problem * a posteriori error estimate * finite element method * variational inequalities Subject RIV: BA - General Mathematics http://library.utia.cas.cz/separaty/2015/MTR/valdman-0444082.pdf
Estimation of GRACE observation error covariance in wavelet domain
Behzadpour, Saniya; Mayer-Gürr, Torsten; Flury, Jakob; Goswami, Sujata
2017-04-01
We present a wavelet-based error covariance estimator in the GRACE gravity parameter estimation procedure and study its impact on the recovered gravity field solutions based on the ITSG-Grace2016 scheme. So far, stationarity was the main assumption in modelling the noise in range rate observations and a stationary covariance function was used in the observation whitening (decorrelation) step performed before the least-squares adjustment. We have shown this assumption is violated as the noise has time-variable behaviour and should be modelled in the framework of non-stationary stochastic processes. The Discrete Wavelet Transform (DWT) is of particular interest for analysis of non-stationary and transient time series. This transform operates unconditional of the input process type and tends to achieve the desirable decorrelating property for a large class of stochastic processes, including stationary random processes and some non-stationary random processes such as fractional Brownian motions and fractionally differenced processes. In order to perform the gravity parameter estimation in wavelet domain, both observation and design matrices are transformed by a discrete wavelet transform. In this case, the dense variance-covariance matrix of the noise is diagonalized by exploiting the decorrelation property of the transform. Implementation of gravity parameter estimation in wavelet domain, estimation of the empirical error covariance matrix using the residual coefficients, and comparison of the results with the ITSG-Grace2016 solution will be discussed.
Bayesian Statistics-The Theory of Inverse Probability
Indian Academy of Sciences (India)
Statistical inference; inductive inference; probability model; likelihood function; prior probability; posterior probability; estimation; estimation error; maximum likelihood estimate; maximum a posteriori estimate; penalized likelihood; statistical computing; Bayes theorem; confidence interval.
Percentile estimation using the normal and lognormal probability distribution
International Nuclear Information System (INIS)
Bement, T.R.
1980-01-01
Implicitly or explicitly percentile estimation is an important aspect of the analysis of aerial radiometric survey data. Standard deviation maps are produced for quadrangles which are surveyed as part of the National Uranium Resource Evaluation. These maps show where variables differ from their mean values by more than one, two or three standard deviations. Data may or may not be log-transformed prior to analysis. These maps have specific percentile interpretations only when proper distributional assumptions are met. Monte Carlo results are presented in this paper which show the consequences of estimating percentiles by: (1) assuming normality when the data are really from a lognormal distribution; and (2) assuming lognormality when the data are really from a normal distribution
METAPHOR: Probability density estimation for machine learning based photometric redshifts
Amaro, V.; Cavuoti, S.; Brescia, M.; Vellucci, C.; Tortora, C.; Longo, G.
2017-06-01
We present METAPHOR (Machine-learning Estimation Tool for Accurate PHOtometric Redshifts), a method able to provide a reliable PDF for photometric galaxy redshifts estimated through empirical techniques. METAPHOR is a modular workflow, mainly based on the MLPQNA neural network as internal engine to derive photometric galaxy redshifts, but giving the possibility to easily replace MLPQNA with any other method to predict photo-z's and their PDF. We present here the results about a validation test of the workflow on the galaxies from SDSS-DR9, showing also the universality of the method by replacing MLPQNA with KNN and Random Forest models. The validation test include also a comparison with the PDF's derived from a traditional SED template fitting method (Le Phare).
Collective Animal Behavior from Bayesian Estimation and Probability Matching
Pérez-Escudero, Alfonso; de Polavieja, Gonzalo G.
2011-01-01
Animals living in groups make movement decisions that depend, among other factors, on social interactions with other group members. Our present understanding of social rules in animal collectives is mainly based on empirical fits to observations, with less emphasis in obtaining first-principles approaches that allow their derivation. Here we show that patterns of collective decisions can be derived from the basic ability of animals to make probabilistic estimations in the presence of uncertai...
Naive Probability: Model-based Estimates of Unique Events
2014-05-04
JPD with a coarse scale than with a fine scale. Monte Carlo simulations bear out this phenomenon, and a previous study corroborated this prediction...between their estimates of P(A) and P(B) on at least 50% of trials (Binomial test, p < .0005). They also bear out the restricted nature of system 1...Glucksberg, Adele Goldberg, Tony Harrison, Laura Hiatt, Olivia Kang, Philipp Koralus, Ed Lawson, Dan Osherson, Janani Prabhakar, Marco Ragni
Estimating Controller Intervention Probabilities for Optimized Profile Descent Arrivals
Meyn, Larry A.; Erzberger, Heinz; Huynh, Phu V.
2011-01-01
Simulations of arrival traffic at Dallas/Fort-Worth and Denver airports were conducted to evaluate incorporating scheduling and separation constraints into advisories that define continuous descent approaches. The goal was to reduce the number of controller interventions required to ensure flights maintain minimum separation distances of 5 nmi horizontally and 1000 ft vertically. It was shown that simply incorporating arrival meter fix crossing-time constraints into the advisory generation could eliminate over half of the all predicted separation violations and more than 80% of the predicted violations between two arrival flights. Predicted separation violations between arrivals and non-arrivals were 32% of all predicted separation violations at Denver and 41% at Dallas/Fort-Worth. A probabilistic analysis of meter fix crossing-time errors is included which shows that some controller interventions will still be required even when the predicted crossing-times of the advisories are set to add a 1 or 2 nmi buffer above the minimum in-trail separation of 5 nmi. The 2 nmi buffer was shown to increase average flight delays by up to 30 sec when compared to the 1 nmi buffer, but it only resulted in a maximum decrease in average arrival throughput of one flight per hour.
Fusion probability and survivability in estimates of heaviest nuclei production
International Nuclear Information System (INIS)
Sagaidak, Roman
2012-01-01
A number of theoretical models have been recently developed to predict production cross sections for the heaviest nuclei in fusion-evaporation reactions. All the models reproduce cross sections obtained in experiments quite well. At the same time they give fusion probability values P fus ≡ P CN differed within several orders of the value. This difference implies a corresponding distinction in the calculated values of survivability. The production of the heaviest nuclei (from Cm to the region of superheavy elements (SHE) close to Z = 114 and N = 184) in fusion-evaporation reactions induced by heavy ions has been considered in a systematic way within the framework of the barrier-passing (fusion) model coupled with the standard statistical model (SSM) of the compound nucleus (CN) decay. Both models are incorporated into the HIVAP code. Available data on the excitation functions for fission and evaporation residues (ER) produced in very asymmetric combinations can be described rather well within the framework of HIVAP. Cross-section data obtained in these reactions allow one to choose model parameters quite definitely. Thus one can scale and fix macroscopic (liquid-drop) fission barriers for nuclei involved in the evaporation-fission cascade. In less asymmetric combinations (with 22 Ne and heavier projectiles) effects of fusion suppression caused by quasi-fission are starting to appear in the entrance channel of reactions. The P fus values derived from the capture-fission and fusion-fission cross-sections obtained at energies above the Bass barrier were plotted as a function of the Coulomb parameter. For more symmetric combinations one can deduce the P fus values semi-empirically, using the ER and fission excitation functions measured in experiments, and applying SSM model with parameters obtained in the analysis of a very asymmetric combination leading to the production of (nearly) the same CN, as was done for reactions leading to the pre-actinide nuclei formation
Estimation of post-test probabilities by residents: Bayesian reasoning versus heuristics?
Hall, Stacey; Phang, Sen Han; Schaefer, Jeffrey P; Ghali, William; Wright, Bruce; McLaughlin, Kevin
2014-08-01
Although the process of diagnosing invariably begins with a heuristic, we encourage our learners to support their diagnoses by analytical cognitive processes, such as Bayesian reasoning, in an attempt to mitigate the effects of heuristics on diagnosing. There are, however, limited data on the use ± impact of Bayesian reasoning on the accuracy of disease probability estimates. In this study our objective was to explore whether Internal Medicine residents use a Bayesian process to estimate disease probabilities by comparing their disease probability estimates to literature-derived Bayesian post-test probabilities. We gave 35 Internal Medicine residents four clinical vignettes in the form of a referral letter and asked them to estimate the post-test probability of the target condition in each case. We then compared these to literature-derived probabilities. For each vignette the estimated probability was significantly different from the literature-derived probability. For the two cases with low literature-derived probability our participants significantly overestimated the probability of these target conditions being the correct diagnosis, whereas for the two cases with high literature-derived probability the estimated probability was significantly lower than the calculated value. Our results suggest that residents generate inaccurate post-test probability estimates. Possible explanations for this include ineffective application of Bayesian reasoning, attribute substitution whereby a complex cognitive task is replaced by an easier one (e.g., a heuristic), or systematic rater bias, such as central tendency bias. Further studies are needed to identify the reasons for inaccuracy of disease probability estimates and to explore ways of improving accuracy.
Fusion probability and survivability in estimates of heaviest nuclei production
Directory of Open Access Journals (Sweden)
Sagaidak Roman N.
2012-02-01
Full Text Available Production of the heavy and heaviest nuclei (from Po to the region of superheavy elements close to Z=114 and N=184 in fusion-evaporation reactions induced by heavy ions has been considered in a systematic way within the framework of the barrier-passing model coupled with the statistical model (SM of de-excitation of a compound nucleus (CN. Excitation functions for fission and evaporation residues (ER measured in very asymmetric combinations can be described rather well. One can scale and fix macroscopic (liquid-drop fission barriers for nuclei involved in the calculation of survivability with SM. In less asymmetric combinations, effects of fusion suppression caused by quasi-fission (QF are starting to appear in the entrance channel of reactions. QF effects could be semi-empirically taken into account using fusion probabilities deduced as the ratio of measured ER cross sections to the ones obtained in the assumption of absence of the fusion suppression in corresponding reactions. SM parameters (fission barriers obtained at the analysis of a very asymmetric combination leading to the production of (nearly the same CN should be used for this evaluation.
Error bounds for surface area estimators based on Crofton's formula
DEFF Research Database (Denmark)
Kiderlen, Markus; Meschenmoser, Daniel
2009-01-01
According to Crofton’s formula, the surface area S(A) of a sufficiently regular compact set A in R^d is proportional to the mean of all total projections pA (u) on a linear hyperplane with normal u, uniformly averaged over all unit vectors u. In applications, pA (u) is only measured in k directio...... in the sense that the relative error of the surface area estimator is very close to the minimal error....... and the mean is approximated by a finite weighted sum S(A) of the total projections in these directions. The choice of the weights depends on the selected quadrature rule. We define an associated zonotope Z (depending only on the projection directions and the quadrature rule), and show that the relative error...... S (A)/S (A) is bounded from below by the inradius of Z and from above by the circumradius of Z. Applying a strengthened isoperimetric inequality due to Bonnesen, we show that the rectangular quadrature rule does not give the best possible error bounds for d = 2. In addition, we derive asymptotic...
Close-range radar rainfall estimation and error analysis
van de Beek, C. Z.; Leijnse, H.; Hazenberg, P.; Uijlenhoet, R.
2016-08-01
Quantitative precipitation estimation (QPE) using ground-based weather radar is affected by many sources of error. The most important of these are (1) radar calibration, (2) ground clutter, (3) wet-radome attenuation, (4) rain-induced attenuation, (5) vertical variability in rain drop size distribution (DSD), (6) non-uniform beam filling and (7) variations in DSD. This study presents an attempt to separate and quantify these sources of error in flat terrain very close to the radar (1-2 km), where (4), (5) and (6) only play a minor role. Other important errors exist, like beam blockage, WLAN interferences and hail contamination and are briefly mentioned, but not considered in the analysis. A 3-day rainfall event (25-27 August 2010) that produced more than 50 mm of precipitation in De Bilt, the Netherlands, is analyzed using radar, rain gauge and disdrometer data. Without any correction, it is found that the radar severely underestimates the total rain amount (by more than 50 %). The calibration of the radar receiver is operationally monitored by analyzing the received power from the sun. This turns out to cause a 1 dB underestimation. The operational clutter filter applied by KNMI is found to incorrectly identify precipitation as clutter, especially at near-zero Doppler velocities. An alternative simple clutter removal scheme using a clear sky clutter map improves the rainfall estimation slightly. To investigate the effect of wet-radome attenuation, stable returns from buildings close to the radar are analyzed. It is shown that this may have caused an underestimation of up to 4 dB. Finally, a disdrometer is used to derive event and intra-event specific Z-R relations due to variations in the observed DSDs. Such variations may result in errors when applying the operational Marshall-Palmer Z-R relation. Correcting for all of these effects has a large positive impact on the radar-derived precipitation estimates and yields a good match between radar QPE and gauge
Normalized Minimum Error Entropy Algorithm with Recursive Power Estimation
Directory of Open Access Journals (Sweden)
Namyong Kim
2016-06-01
Full Text Available The minimum error entropy (MEE algorithm is known to be superior in signal processing applications under impulsive noise. In this paper, based on the analysis of behavior of the optimum weight and the properties of robustness against impulsive noise, a normalized version of the MEE algorithm is proposed. The step size of the MEE algorithm is normalized with the power of input entropy that is estimated recursively for reducing its computational complexity. The proposed algorithm yields lower minimum MSE (mean squared error and faster convergence speed simultaneously than the original MEE algorithm does in the equalization simulation. On the condition of the same convergence speed, its performance enhancement in steady state MSE is above 3 dB.
Error Estimation of An Ensemble Statistical Seasonal Precipitation Prediction Model
Shen, Samuel S. P.; Lau, William K. M.; Kim, Kyu-Myong; Li, Gui-Long
2001-01-01
This NASA Technical Memorandum describes an optimal ensemble canonical correlation forecasting model for seasonal precipitation. Each individual forecast is based on the canonical correlation analysis (CCA) in the spectral spaces whose bases are empirical orthogonal functions (EOF). The optimal weights in the ensemble forecasting crucially depend on the mean square error of each individual forecast. An estimate of the mean square error of a CCA prediction is made also using the spectral method. The error is decomposed onto EOFs of the predictand and decreases linearly according to the correlation between the predictor and predictand. Since new CCA scheme is derived for continuous fields of predictor and predictand, an area-factor is automatically included. Thus our model is an improvement of the spectral CCA scheme of Barnett and Preisendorfer. The improvements include (1) the use of area-factor, (2) the estimation of prediction error, and (3) the optimal ensemble of multiple forecasts. The new CCA model is applied to the seasonal forecasting of the United States (US) precipitation field. The predictor is the sea surface temperature (SST). The US Climate Prediction Center's reconstructed SST is used as the predictor's historical data. The US National Center for Environmental Prediction's optimally interpolated precipitation (1951-2000) is used as the predictand's historical data. Our forecast experiments show that the new ensemble canonical correlation scheme renders a reasonable forecasting skill. For example, when using September-October-November SST to predict the next season December-January-February precipitation, the spatial pattern correlation between the observed and predicted are positive in 46 years among the 50 years of experiments. The positive correlations are close to or greater than 0.4 in 29 years, which indicates excellent performance of the forecasting model. The forecasting skill can be further enhanced when several predictors are used.
Estimating the Probability of Earthquake-Induced Landslides
McRae, M. E.; Christman, M. C.; Soller, D. R.; Sutter, J. F.
2001-12-01
The development of a regionally applicable, predictive model for earthquake-triggered landslides is needed to improve mitigation decisions at the community level. The distribution of landslides triggered by the 1994 Northridge earthquake in the Oat Mountain and Simi Valley quadrangles of southern California provided an inventory of failures against which to evaluate the significance of a variety of physical variables in probabilistic models of static slope stability. Through a cooperative project, the California Division of Mines and Geology provided 10-meter resolution data on elevation, slope angle, coincidence of bedding plane and topographic slope, distribution of pre-Northridge landslides, internal friction angle and cohesive strength of individual geologic units. Hydrologic factors were not evaluated since failures in the study area were dominated by shallow, disrupted landslides in dry materials. Previous studies indicate that 10-meter digital elevation data is required to properly characterize the short, steep slopes on which many earthquake-induced landslides occur. However, to explore the robustness of the model at different spatial resolutions, models were developed at the 10, 50, and 100-meter resolution using classification and regression tree (CART) analysis and logistic regression techniques. Multiple resampling algorithms were tested for each variable in order to observe how resampling affects the statistical properties of each grid, and how relationships between variables within the model change with increasing resolution. Various transformations of the independent variables were used to see which had the strongest relationship with the probability of failure. These transformations were based on deterministic relationships in the factor of safety equation. Preliminary results were similar for all spatial scales. Topographic variables dominate the predictive capability of the models. The distribution of prior landslides and the coincidence of slope
On Bit Error Probability and Power Optimization in Multihop Millimeter Wave Relay Systems
Chelli, Ali
2018-01-15
5G networks are expected to provide gigabit data rate to users via millimeter-wave (mmWave) communication technology. One of the major problem faced by mmWaves is that they cannot penetrate buildings. In this paper, we utilize multihop relaying to overcome the signal blockage problem in mmWave band. The multihop relay network comprises a source device, several relay devices and a destination device and uses device-todevice communication. Relay devices redirect the source signal to avoid the obstacles existing in the propagation environment. Each device amplifies and forwards the signal to the next device, such that a multihop link ensures the connectivity between the source device and the destination device. We consider that the relay devices and the destination device are affected by external interference and investigate the bit error probability (BEP) of this multihop mmWave system. Note that the study of the BEP allows quantifying the quality of communication and identifying the impact of different parameters on the system reliability. In this way, the system parameters, such as the powers allocated to different devices, can be tuned to maximize the link reliability. We derive exact expressions for the BEP of M-ary quadrature amplitude modulation (M-QAM) and M-ary phase-shift keying (M-PSK) in terms of multivariate Meijer’s G-function. Due to the complicated expression of the exact BEP, a tight lower-bound expression for the BEP is derived using a novel Mellin-approach. Moreover, an asymptotic expression for the BEP at high SIR regime is derived and used to determine the diversity and the coding gain of the system. Additionally, we optimize the power allocation at different devices subject to a sum power constraint such that the BEP is minimized. Our analysis reveals that optimal power allocation allows achieving more than 3 dB gain compared to the equal power allocation.This research work can serve as a framework for designing and optimizing mmWave multihop
Estimating deficit probabilities with price-responsive demand in contract-based electricity markets
Energy Technology Data Exchange (ETDEWEB)
Galetovic, Alexander [Facultad de Ciencias Economicas y Empresariales, Universidad de los Andes, Santiago (Chile); Munoz, Cristian M. [Departamento de Ingenieria Electrica, Universidad de Chile, Mariano Sanchez Fontecilla 310, piso 3 Las Condes, Santiago (Chile)
2009-02-15
Studies that estimate deficit probabilities in hydrothermal systems have generally ignored the response of demand to changing prices, in the belief that such response is largely irrelevant. We show that ignoring the response of demand to prices can lead to substantial over or under estimation of the probability of an energy deficit. To make our point we present an estimation of deficit probabilities in Chile's Central Interconnected System between 2006 and 2010. This period is characterized by tight supply, fast consumption growth and rising electricity prices. When the response of demand to rising prices is acknowledged, forecasted deficit probabilities and marginal costs are shown to be substantially lower. (author)
Estimating deficit probabilities with price-responsive demand in contract-based electricity markets
International Nuclear Information System (INIS)
Galetovic, Alexander; Munoz, Cristian M.
2009-01-01
Studies that estimate deficit probabilities in hydrothermal systems have generally ignored the response of demand to changing prices, in the belief that such response is largely irrelevant. We show that ignoring the response of demand to prices can lead to substantial over or under estimation of the probability of an energy deficit. To make our point we present an estimation of deficit probabilities in Chile's Central Interconnected System between 2006 and 2010. This period is characterized by tight supply, fast consumption growth and rising electricity prices. When the response of demand to rising prices is acknowledged, forecasted deficit probabilities and marginal costs are shown to be substantially lower. (author)
Estimation and asymptotic theory for transition probabilities in markov renewal multi-state models
Spitoni, Cristian|info:eu-repo/dai/nl/304625957; Verduijn, Marion; Putter, Hein
2014-01-01
In this paper we discuss estimation of transition probabilities for semi-Markov multi-state models. Non-parametric and semi-parametric estimators of the transition probabilities for a large class of models (forward going models) are proposed. Large sample theory is derived using the functional delta
Thomas B. Lynch; Jean Nkouka; Michael M. Huebschmann; James M. Guldin
2003-01-01
A logistic equation is the basis for a model that predicts the probability of obtaining regeneration at specified densities. The density of regeneration (trees/ha) for which an estimate of probability is desired can be specified by means of independent variables in the model. When estimating parameters, the dependent variable is set to 1 if the regeneration density (...
Erasing errors due to alignment ambiguity when estimating positive selection.
Redelings, Benjamin
2014-08-01
Current estimates of diversifying positive selection rely on first having an accurate multiple sequence alignment. Simulation studies have shown that under biologically plausible conditions, relying on a single estimate of the alignment from commonly used alignment software can lead to unacceptably high false-positive rates in detecting diversifying positive selection. We present a novel statistical method that eliminates excess false positives resulting from alignment error by jointly estimating the degree of positive selection and the alignment under an evolutionary model. Our model treats both substitutions and insertions/deletions as sequence changes on a tree and allows site heterogeneity in the substitution process. We conduct inference starting from unaligned sequence data by integrating over all alignments. This approach naturally accounts for ambiguous alignments without requiring ambiguously aligned sites to be identified and removed prior to analysis. We take a Bayesian approach and conduct inference using Markov chain Monte Carlo to integrate over all alignments on a fixed evolutionary tree topology. We introduce a Bayesian version of the branch-site test and assess the evidence for positive selection using Bayes factors. We compare two models of differing dimensionality using a simple alternative to reversible-jump methods. We also describe a more accurate method of estimating the Bayes factor using Rao-Blackwellization. We then show using simulated data that jointly estimating the alignment and the presence of positive selection solves the problem with excessive false positives from erroneous alignments and has nearly the same power to detect positive selection as when the true alignment is known. We also show that samples taken from the posterior alignment distribution using the software BAli-Phy have substantially lower alignment error compared with MUSCLE, MAFFT, PRANK, and FSA alignments. © The Author 2014. Published by Oxford University Press on
A Posteriori Error Estimates Including Algebraic Error and Stopping Criteria for Iterative Solvers
Czech Academy of Sciences Publication Activity Database
Jiránek, P.; Strakoš, Zdeněk; Vohralík, M.
2010-01-01
Roč. 32, č. 3 (2010), s. 1567-1590 ISSN 1064-8275 R&D Projects: GA AV ČR IAA100300802 Grant - others:GA ČR(CZ) GP201/09/P464 Institutional research plan: CEZ:AV0Z10300504 Keywords : second-order elliptic partial differential equation * finite volume method * a posteriori error estimates * iterative methods for linear algebraic systems * conjugate gradient method * stopping criteria Subject RIV: BA - General Mathematics Impact factor: 3.016, year: 2010
Smoothed Spectra, Ogives, and Error Estimates for Atmospheric Turbulence Data
Dias, Nelson Luís
2018-01-01
A systematic evaluation is conducted of the smoothed spectrum, which is a spectral estimate obtained by averaging over a window of contiguous frequencies. The technique is extended to the ogive, as well as to the cross-spectrum. It is shown that, combined with existing variance estimates for the periodogram, the variance—and therefore the random error—associated with these estimates can be calculated in a straightforward way. The smoothed spectra and ogives are biased estimates; with simple power-law analytical models, correction procedures are devised, as well as a global constraint that enforces Parseval's identity. Several new results are thus obtained: (1) The analytical variance estimates compare well with the sample variance calculated for the Bartlett spectrum and the variance of the inertial subrange of the cospectrum is shown to be relatively much larger than that of the spectrum. (2) Ogives and spectra estimates with reduced bias are calculated. (3) The bias of the smoothed spectrum and ogive is shown to be negligible at the higher frequencies. (4) The ogives and spectra thus calculated have better frequency resolution than the Bartlett spectrum, with (5) gradually increasing variance and relative error towards the low frequencies. (6) Power-law identification and extraction of the rate of dissipation of turbulence kinetic energy are possible directly from the ogive. (7) The smoothed cross-spectrum is a valid inner product and therefore an acceptable candidate for coherence and spectral correlation coefficient estimation by means of the Cauchy-Schwarz inequality. The quadrature, phase function, coherence function and spectral correlation function obtained from the smoothed spectral estimates compare well with the classical ones derived from the Bartlett spectrum.
DEFF Research Database (Denmark)
Gardi, Jonathan Eyal; Nyengaard, Jens Randel; Gundersen, Hans Jørgen Gottlieb
2008-01-01
is 2- to 15-fold more efficient than the common systematic, uniformly random sampling. The simulations also indicate that the lack of a simple predictor of the coefficient of error (CE) due to field-to-field variation is a more severe problem for uniform sampling strategies than anticipated. Because...... of its entirely different sampling strategy, based on known but non-uniform sampling probabilities, the proportionator for the first time allows the real CE at the section level to be automatically estimated (not just predicted), unbiased - for all estimators and at no extra cost to the user....
Are Low-order Covariance Estimates Useful in Error Analyses?
Baker, D. F.; Schimel, D.
2005-12-01
Atmospheric trace gas inversions, using modeled atmospheric transport to infer surface sources and sinks from measured concentrations, are most commonly done using least-squares techniques that return not only an estimate of the state (the surface fluxes) but also the covariance matrix describing the uncertainty in that estimate. Besides allowing one to place error bars around the estimate, the covariance matrix may be used in simulation studies to learn what uncertainties would be expected from various hypothetical observing strategies. This error analysis capability is routinely used in designing instrumentation, measurement campaigns, and satellite observing strategies. For example, Rayner, et al (2002) examined the ability of satellite-based column-integrated CO2 measurements to constrain monthly-average CO2 fluxes for about 100 emission regions using this approach. Exact solutions for both state vector and covariance matrix become computationally infeasible, however, when the surface fluxes are solved at finer resolution (e.g., daily in time, under 500 km in space). It is precisely at these finer scales, however, that one would hope to be able to estimate fluxes using high-density satellite measurements. Non-exact estimation methods such as variational data assimilation or the ensemble Kalman filter could be used, but they achieve their computational savings by obtaining an only approximate state estimate and a low-order approximation of the true covariance. One would like to be able to use this covariance matrix to do the same sort of error analyses as are done with the full-rank covariance, but is it correct to do so? Here we compare uncertainties and `information content' derived from full-rank covariance matrices obtained from a direct, batch least squares inversion to those from the incomplete-rank covariance matrices given by a variational data assimilation approach solved with a variable metric minimization technique (the Broyden-Fletcher- Goldfarb
International Nuclear Information System (INIS)
Fruehwirth, R.
1993-01-01
We present an estimation procedure of the error components in a linear regression model with multiple independent stochastic error contributions. After solving the general problem we apply the results to the estimation of the actual trajectory in track fitting with multiple scattering. (orig.)
Minimum Mean-Square Error Single-Channel Signal Estimation
DEFF Research Database (Denmark)
Beierholm, Thomas
2008-01-01
-impaired persons in some noisy situations need a higher signal to noise ratio for speech to be intelligible when compared to normal-hearing persons. In this thesis two different methods to approach the MMSE signal estimation problem is examined. The methods differ in the way that models for the signal and noise...... are expressed and in the way the estimator is approximated. The starting point of the first method is prior probability density functions for both signal and noise and it is assumed that their Laplace transforms (moment generating functions) are available. The corresponding posterior mean integral that defines...... inference is performed by particle filtering. The speech model is a time-varying auto-regressive model reparameterized by formant frequencies and bandwidths. The noise is assumed non-stationary and white. Compared to the case of using the AR coefficients directly then it is found very beneficial to perform...
International Nuclear Information System (INIS)
Varde, P. V.; Lee, D. Y.; Han, J. B.
2003-03-01
A case of study on human reliability analysis has been performed as part of reliability analysis of digital protection system of the reactor automatically actuates the shutdown system of the reactor when demanded. However, the safety analysis takes credit for operator action as a diverse mean for tripping the reactor for, though a low probability, ATWS scenario. Based on the available information two cases, viz., human error in tripping the reactor and calibration error for instrumentations in protection system, have been analyzed. Wherever applicable a parametric study has also been performed
Directory of Open Access Journals (Sweden)
Sergei Scherbov
2011-03-01
Full Text Available We study bias, standard errors, and distributions of characteristics of life tables for small populations. Theoretical considerations and simulations show that statistical efficiency of different methods is, above all, affected by the population size. Yet it is also significantly affected by the life table construction method and by a population's age composition. Study results are presented in the form of ready-to-use tables and relations, which may be useful in assessing the significance of estimates and differences in life expectancy across time and space for the territories with a small population size, when standard errors of life expectancy estimates may be high.
Dabiri, Mohammad Taghi; Sadough, Seyed Mohammad Sajad; Khalighi, Mohammad Ali
2017-11-01
In the free-space optical (FSO) links, atmospheric turbulence and pointing errors lead to scintillation in the received signal. Due to its ease of implementation, intensity modulation with direct detection (IM/DD) based on ON-OFF-keying(OOK) is a popular signaling scheme in these systems. For long-haul FSO links, avalanche photo diodes (APDs) are commonly used, which provide an internal gain in photo-detection, allowing larger transmission ranges, as compared with PIN photo-detector (PD) counterparts. Since optimal OOK detection at the receiver requires the knowledge of the instantaneous channel fading coefficient, channel estimation is an important task that can considerably impact the link performance. In this paper, we investigate the channel estimation issue when using an APD at the receiver. Here, optimal signal detection is quite more delicate than in the case of using a PIN PD. In fact, given that APD-based receivers are usually shot-noise limited, the receiver noise will have a different distribution depending on whether the transmitted bit is '0' or '1', and moreover, its statistics are further affected by the scintillation. To deal with this, we first consider minimum mean-square-error (MMSE), maximum a posteriori probability (MAP) and maximum likelihood (ML) channel estimation over an observation window encompassing several consecutive received OOK symbols. Due to the high computational complexity of these methods, in a second step, we propose an ML channel estimator based on the expectation-maximization (EM) algorithm which has a low implementation complexity, making it suitable for high data-rate FSO communications. Numerical results show that for a sufficiently large observation window, by using the proposed EM channel estimator, we can achieve bit error rate performance very close to that with perfect channel state information. We also derive the Cramer-Rao lower bound (CRLB) of MSE of estimation errors and show that for a large enough observation
Chasing probabilities — Signaling negative and positive prediction errors across domains
DEFF Research Database (Denmark)
Meder, David; Madsen, Kristoffer H; Hulme, Oliver
2016-01-01
Adaptive actions build on internal probabilistic models of possible outcomes that are tuned according to the errors of their predictions when experiencing an actual outcome. Prediction errors (PEs) inform choice behavior across a diversity of outcome domains and dimensions, yet neuroimaging studies...... of the two. We acquired functional MRI data while volunteers performed four probabilistic reversal learning tasks which differed in terms of outcome valence (reward-seeking versus punishment-avoidance) and domain (abstract symbols versus facial expressions) of outcomes. We found that ventral striatum...
Yang, Liang
2013-04-01
In this paper, we consider the performance of a two-way amplify-and-forward relaying network (AF TWRN) in the presence of unequal power co-channel interferers (CCI). Specifically, we consider AF TWRN with an interference-limited relay and two noisy-nodes with channel estimation error and CCI. We derive the approximate signal-to-interference plus noise ratio expressions and then use these expressions to evaluate the outage probability and error probability. Numerical results show that the approximate closed-form expressions are very close to the exact ones. © 2013 IEEE.
Regambal, Marci J; Alden, Lynn E
2012-09-01
Individuals with posttraumatic stress disorder (PTSD) are hypothesized to have a "sense of current threat." Perceived threat from the environment (i.e., external threat), can lead to overestimating the probability of the traumatic event reoccurring (Ehlers & Clark, 2000). However, it is unclear if external threat judgments are a pre-existing vulnerability for PTSD or a consequence of trauma exposure. We used trauma analog methodology to prospectively measure probability estimates of a traumatic event, and investigate how these estimates were related to cognitive processes implicated in PTSD development. 151 participants estimated the probability of being in car-accident related situations, watched a movie of a car accident victim, and then completed a measure of data-driven processing during the movie. One week later, participants re-estimated the probabilities, and completed measures of reexperiencing symptoms and symptom appraisals/reactions. Path analysis revealed that higher pre-existing probability estimates predicted greater data-driven processing which was associated with negative appraisals and responses to intrusions. Furthermore, lower pre-existing probability estimates and negative responses to intrusions were both associated with a greater change in probability estimates. Reexperiencing symptoms were predicted by negative responses to intrusions and, to a lesser degree, by greater changes in probability estimates. The undergraduate student sample may not be representative of the general public. The reexperiencing symptoms are less severe than what would be found in a trauma sample. Threat estimates present both a vulnerability and a consequence of exposure to a distressing event. Furthermore, changes in these estimates are associated with cognitive processes implicated in PTSD. Copyright © 2012 Elsevier Ltd. All rights reserved.
Estimation of functional failure probability of passive systems based on subset simulation method
International Nuclear Information System (INIS)
Wang Dongqing; Wang Baosheng; Zhang Jianmin; Jiang Jing
2012-01-01
In order to solve the problem of multi-dimensional epistemic uncertainties and small functional failure probability of passive systems, an innovative reliability analysis algorithm called subset simulation based on Markov chain Monte Carlo was presented. The method is found on the idea that a small failure probability can be expressed as a product of larger conditional failure probabilities by introducing a proper choice of intermediate failure events. Markov chain Monte Carlo simulation was implemented to efficiently generate conditional samples for estimating the conditional failure probabilities. Taking the AP1000 passive residual heat removal system, for example, the uncertainties related to the model of a passive system and the numerical values of its input parameters were considered in this paper. And then the probability of functional failure was estimated with subset simulation method. The numerical results demonstrate that subset simulation method has the high computing efficiency and excellent computing accuracy compared with traditional probability analysis methods. (authors)
Influence of binary mask estimation errors on robust speaker identification
DEFF Research Database (Denmark)
May, Tobias
2017-01-01
Missing-data strategies have been developed to improve the noise-robustness of automatic speech recognition systems in adverse acoustic conditions. This is achieved by classifying time-frequency (T-F) units into reliable and unreliable components, as indicated by a so-called binary mask. Different...... approaches have been proposed to handle unreliable feature components, each with distinct advantages. The direct masking (DM) approach attenuates unreliable T-F units in the spectral domain, which allows the extraction of conventionally used mel-frequency cepstral coefficients (MFCCs). Instead of attenuating....... Since each of these approaches utilizes the knowledge about reliable and unreliable feature components in a different way, they will respond differently to estimation errors in the binary mask. The goal of this study was to identify the most effective strategy to exploit knowledge about reliable...
On GPS Water Vapour estimation and related errors
Antonini, Andrea; Ortolani, Alberto; Rovai, Luca; Benedetti, Riccardo; Melani, Samantha
2010-05-01
Water vapour (WV) is one of the most important constituents of the atmosphere: it plays a crucial role in the earth's radiation budget in the absorption processes both of the incoming shortwave and the outgoing longwave radiation; it is one of the main greenhouse gases of the atmosphere, by far the one with higher concentration. In addition moisture and latent heat are transported through the WV phase, which is one of the driving factor of the weather dynamics, feeding the cloud systems evolution. An accurate, dense and frequent sampling of WV at different scales, is consequently of great importance for climatology and meteorology research as well as operational weather forecasting. Since the development of the satellite positioning systems, it has been clear that the troposphere and its WV content were a source of delay in the positioning signal, in other words a source of error in the positioning process or in turn a source of information in meteorology. The use of the GPS (Global Positioning System) signal for WV estimation has increased in recent years, starting from measurements collected from a ground-fixed dual frequency GPS geodetic station. This technique for processing the GPS data is based on measuring the signal travel time in the satellite-receiver path and then processing such signal to filter out all delay contributions except the tropospheric one. Once the troposheric delay is computed, the wet and dry part are decoupled under some hypotheses on the tropospheric structure and/or through ancillary information on pressure and temperature. The processing chain normally aims at producing a vertical Integrated Water Vapour (IWV) value. The other non troposheric delays are due to ionospheric free electrons, relativistic effects, multipath effects, transmitter and receiver instrumental biases, signal bending. The total effect is a delay in the signal travel time with respect to the geometrical straight path. The GPS signal has the advantage to be nearly
International Nuclear Information System (INIS)
Jang, Inseok; Kim, Ar Ryum; Harbi, Mohamed Ali Salem Al; Lee, Seung Jun; Kang, Hyun Gook; Seong, Poong Hyun
2013-01-01
Highlights: ► The operation environment of MCRs in NPPs has changed by adopting new HSIs. ► The operation action in NPP Advanced MCRs is performed by soft control. ► Different basic human error probabilities (BHEPs) should be considered. ► BHEPs in a soft control operation environment are investigated empirically. ► This work will be helpful to verify if soft control has positive or negative effects. -- Abstract: By adopting new human–system interfaces that are based on computer-based technologies, the operation environment of main control rooms (MCRs) in nuclear power plants (NPPs) has changed. The MCRs that include these digital and computer technologies, such as large display panels, computerized procedures, soft controls, and so on, are called Advanced MCRs. Among the many features in Advanced MCRs, soft controls are an important feature because the operation action in NPP Advanced MCRs is performed by soft control. Using soft controls such as mouse control, touch screens, and so on, operators can select a specific screen, then choose the controller, and finally manipulate the devices. However, because of the different interfaces between soft control and hardwired conventional type control, different basic human error probabilities (BHEPs) should be considered in the Human Reliability Analysis (HRA) for advanced MCRs. Although there are many HRA methods to assess human reliabilities, such as Technique for Human Error Rate Prediction (THERP), Accident Sequence Evaluation Program (ASEP), Human Error Assessment and Reduction Technique (HEART), Human Event Repository and Analysis (HERA), Nuclear Computerized Library for Assessing Reactor Reliability (NUCLARR), Cognitive Reliability and Error Analysis Method (CREAM), and so on, these methods have been applied to conventional MCRs, and they do not consider the new features of advance MCRs such as soft controls. As a result, there is an insufficient database for assessing human reliabilities in advanced
Directory of Open Access Journals (Sweden)
Zhanshan Wang
2014-01-01
Full Text Available The control of a high performance alternative current (AC motor drive under sensorless operation needs the accurate estimation of rotor position. In this paper, one method of accurately estimating rotor position by using both motor complex number model based position estimation and position estimation error suppression proportion integral (PI controller is proposed for the sensorless control of the surface permanent magnet synchronous motor (SPMSM. In order to guarantee the accuracy of rotor position estimation in the flux-weakening region, one scheme of identifying the permanent magnet flux of SPMSM by extended Kalman filter (EKF is also proposed, which formed the effective combination method to realize the sensorless control of SPMSM with high accuracy. The simulation results demonstrated the validity and feasibility of the proposed position/speed estimation system.
Black hole spectroscopy: Systematic errors and ringdown energy estimates
Baibhav, Vishal; Berti, Emanuele; Cardoso, Vitor; Khanna, Gaurav
2018-02-01
The relaxation of a distorted black hole to its final state provides important tests of general relativity within the reach of current and upcoming gravitational wave facilities. In black hole perturbation theory, this phase consists of a simple linear superposition of exponentially damped sinusoids (the quasinormal modes) and of a power-law tail. How many quasinormal modes are necessary to describe waveforms with a prescribed precision? What error do we incur by only including quasinormal modes, and not tails? What other systematic effects are present in current state-of-the-art numerical waveforms? These issues, which are basic to testing fundamental physics with distorted black holes, have hardly been addressed in the literature. We use numerical relativity waveforms and accurate evolutions within black hole perturbation theory to provide some answers. We show that (i) a determination of the fundamental l =m =2 quasinormal frequencies and damping times to within 1% or better requires the inclusion of at least the first overtone, and preferably of the first two or three overtones; (ii) a determination of the black hole mass and spin with precision better than 1% requires the inclusion of at least two quasinormal modes for any given angular harmonic mode (ℓ , m ). We also improve on previous estimates and fits for the ringdown energy radiated in the various multipoles. These results are important to quantify theoretical (as opposed to instrumental) limits in parameter estimation accuracy and tests of general relativity allowed by ringdown measurements with high signal-to-noise ratio gravitational wave detectors.
Detecting Positioning Errors and Estimating Correct Positions by Moving Window
Song, Ha Yoon; Lee, Jun Seok
2015-01-01
In recent times, improvements in smart mobile devices have led to new functionalities related to their embedded positioning abilities. Many related applications that use positioning data have been introduced and are widely being used. However, the positioning data acquired by such devices are prone to erroneous values caused by environmental factors. In this research, a detection algorithm is implemented to detect erroneous data over a continuous positioning data set with several options. Our algorithm is based on a moving window for speed values derived by consecutive positioning data. Both the moving average of the speed and standard deviation in a moving window compose a moving significant interval at a given time, which is utilized to detect erroneous positioning data along with other parameters by checking the newly obtained speed value. In order to fulfill the designated operation, we need to examine the physical parameters and also determine the parameters for the moving windows. Along with the detection of erroneous speed data, estimations of correct positioning are presented. The proposed algorithm first estimates the speed, and then the correct positions. In addition, it removes the effect of errors on the moving window statistics in order to maintain accuracy. Experimental verifications based on our algorithm are presented in various ways. We hope that our approach can help other researchers with regard to positioning applications and human mobility research. PMID:26624282
A new method of joint nonparametric estimation of probability density and its support
Moriyama, Taku
2017-01-01
In this paper we propose a new method of joint nonparametric estimation of probability density and its support. As is well known, nonparametric kernel density estimator has "boundary bias problem" when the support of the population density is not the whole real line. To avoid the unknown boundary effects, our estimator detects the boundary, and eliminates the boundary-bias of the estimator simultaneously. Moreover, we refer an extension to a simple multivariate case, and propose an improved e...
Migliorati, Giovanni
2015-08-28
We study the accuracy of the discrete least-squares approximation on a finite dimensional space of a real-valued target function from noisy pointwise evaluations at independent random points distributed according to a given sampling probability measure. The convergence estimates are given in mean-square sense with respect to the sampling measure. The noise may be correlated with the location of the evaluation and may have nonzero mean (offset). We consider both cases of bounded or square-integrable noise / offset. We prove conditions between the number of sampling points and the dimension of the underlying approximation space that ensure a stable and accurate approximation. Particular focus is on deriving estimates in probability within a given confidence level. We analyze how the best approximation error and the noise terms affect the convergence rate and the overall confidence level achieved by the convergence estimate. The proofs of our convergence estimates in probability use arguments from the theory of large deviations to bound the noise term. Finally we address the particular case of multivariate polynomial approximation spaces with any density in the beta family, including uniform and Chebyshev.
Estimating the Probability of Rare Events Occurring Using a Local Model Averaging.
Chen, Jin-Hua; Chen, Chun-Shu; Huang, Meng-Fan; Lin, Hung-Chih
2016-10-01
In statistical applications, logistic regression is a popular method for analyzing binary data accompanied by explanatory variables. But when one of the two outcomes is rare, the estimation of model parameters has been shown to be severely biased and hence estimating the probability of rare events occurring based on a logistic regression model would be inaccurate. In this article, we focus on estimating the probability of rare events occurring based on logistic regression models. Instead of selecting a best model, we propose a local model averaging procedure based on a data perturbation technique applied to different information criteria to obtain different probability estimates of rare events occurring. Then an approximately unbiased estimator of Kullback-Leibler loss is used to choose the best one among them. We design complete simulations to show the effectiveness of our approach. For illustration, a necrotizing enterocolitis (NEC) data set is analyzed. © 2016 Society for Risk Analysis.
CO2 flux estimation errors associated with moist atmospheric processes
Parazoo, N. C.; Denning, A. S.; Kawa, S. R.; Pawson, S.; Lokupitiya, R.
2012-07-01
Vertical transport by moist sub-grid scale processes such as deep convection is a well-known source of uncertainty in CO2 source/sink inversion. However, a dynamical link between vertical transport, satellite based retrievals of column mole fractions of CO2, and source/sink inversion has not yet been established. By using the same offline transport model with meteorological fields from slightly different data assimilation systems, we examine sensitivity of frontal CO2 transport and retrieved fluxes to different parameterizations of sub-grid vertical transport. We find that frontal transport feeds off background vertical CO2 gradients, which are modulated by sub-grid vertical transport. The implication for source/sink estimation is two-fold. First, CO2 variations contained in moist poleward moving air masses are systematically different from variations in dry equatorward moving air. Moist poleward transport is hidden from orbital sensors on satellites, causing a sampling bias, which leads directly to small but systematic flux retrieval errors in northern mid-latitudes. Second, differences in the representation of moist sub-grid vertical transport in GEOS-4 and GEOS-5 meteorological fields cause differences in vertical gradients of CO2, which leads to systematic differences in moist poleward and dry equatorward CO2 transport and therefore the fraction of CO2 variations hidden in moist air from satellites. As a result, sampling biases are amplified and regional scale flux errors enhanced, most notably in Europe (0.43 ± 0.35 PgC yr-1). These results, cast from the perspective of moist frontal transport processes, support previous arguments that the vertical gradient of CO2 is a major source of uncertainty in source/sink inversion.
An estimation method of marine accident probability for exclusive-use ships
International Nuclear Information System (INIS)
Watabe, N.; Suzuki, H.; Nishimura, Y.; Mori, H.; Kouno, K.
1998-01-01
The results of probabilistic evaluation of marine accidents to ships dedicated exclusively for sea transport of radioactive materials are described. The scenario analysis is executed first. Fire accidents including engine room fire and sea fire and sinking accidents caused by collision or stormy weather are considered as 'hypothetical accidents'. Some consideration of protection methods is additionally made. Secondly, exclusive-use and ordinary 3000-5000 GT class cargo ships, which are of equal size and tonnage, are selected for comparison, and the probabilities of the above hypothetical accidents are estimated from the casualty statistics of Japan. Thirdly, the probability of 'total loss' of ordinary cargo ships and the exclusive-use ships are calculated and compared by a method developed by the Shipbuilding Research Association of Japan (JSRA). Finally, the maritime accident probabilities, considering the protection methods for exclusive-use ships, are estimated. It should be noted that these probabilities do not express the probability of breaching the packaging. (author)
[WebSurvCa: web-based estimation of death and survival probabilities in a cohort].
Clèries, Ramon; Ameijide, Alberto; Buxó, Maria; Vilardell, Mireia; Martínez, José Miguel; Alarcón, Francisco; Cordero, David; Díez-Villanueva, Ana; Yasui, Yutaka; Marcos-Gragera, Rafael; Vilardell, Maria Loreto; Carulla, Marià; Galceran, Jaume; Izquierdo, Ángel; Moreno, Víctor; Borràs, Josep M
2018-01-19
Relative survival has been used as a measure of the temporal evolution of the excess risk of death of a cohort of patients diagnosed with cancer, taking into account the mortality of a reference population. Once the excess risk of death has been estimated, three probabilities can be computed at time T: 1) the crude probability of death associated with the cause of initial diagnosis (disease under study), 2) the crude probability of death associated with other causes, and 3) the probability of absolute survival in the cohort at time T. This paper presents the WebSurvCa application (https://shiny.snpstats.net/WebSurvCa/), whereby hospital-based and population-based cancer registries and registries of other diseases can estimate such probabilities in their cohorts by selecting the mortality of the relevant region (reference population). Copyright © 2017 SESPAS. Publicado por Elsevier España, S.L.U. All rights reserved.
An error estimation procedure for plate bending elements
Dow, John O.; Byrd, Doyle E.
1988-01-01
Procedures for identifying and eliminating errors inherent in individual finite elements and those due to the discretization of the continuum are presented. The elemental errors are identified through the use of an element formulation procedure based on physically interpretable strain gradient interpolation functions. The use of physically interpretable notation allows these errors to be eliminated using rational arguments. The discretization errors are identified by comparing the finite-element solution with a smoothed superconvergent solution. The errors thus identified are used to guide an adaptive mesh refinement procedure which produces improved results.
International Nuclear Information System (INIS)
Kobayashi, H.; Matsunaga, T.; Hoyano, A.
2002-01-01
Absorbed photosynthetically active radiation (APAR), which is defined as downward solar radiation in 400-700 nm absorbed by vegetation, is one of the significant variables for Net Primary Production (NPP) estimation from satellite data. Toward the reduction of the uncertainties in the global NPP estimation, it is necessary to clarify the APAR accuracy. In this paper, first we proposed the improved PAR estimation method based on Eck and Dye's method in which the ultraviolet (UV) reflectivity data derived from Total Ozone Mapping Spectrometer (TOMS) at the top of atmosphere were used for clouds transmittance estimation. The proposed method considered the variable effects of land surface UV reflectivity on the satellite-observed UV data. Monthly mean PAR comparisons between satellite-derived and ground-based data at various meteorological stations in Japan indicated that the improved PAR estimation method reduced the bias errors in the summer season. Assuming the relative error of the fraction of PAR (FPAR) derived from Moderate Resolution Imaging Spectroradiometer (MODIS) to be 10%, we estimated APAR relative errors to be 10-15%. Annual NPP is calculated using APAR derived from MODIS/ FPAR and the improved PAR estimation method. It is shown that random and bias errors of annual NPP in a 1 km resolution pixel are less than 4% and 6% respectively. The APAR bias errors due to the PAR bias errors also affect the estimated total NPP. We estimated the most probable total annual NPP in Japan by subtracting the bias PAR errors. It amounts about 248 MtC/yr. Using the improved PAR estimation method, and Eck and Dye's method, total annual NPP is 4% and 9% difference from most probable value respectively. The previous intercomparison study among using fifteen NPP models4) showed that global NPP estimations among NPP models are 44.4-66.3 GtC/yr (coefficient of variation = 14%). Hence we conclude that the NPP estimation uncertainty due to APAR estimation error is small
International Nuclear Information System (INIS)
Reece, W.J.; Gilbert, B.G.; Richards, R.E.
1994-09-01
This data manual contains a hard copy of the information in the Nuclear Computerized Library for Assessing Reactor Reliability (NUCLARR) Version 3.5 database, which is sponsored by the US Nuclear Regulatory Commission. NUCLARR was designed as a tool for risk analysis. Many of the nuclear reactors in the US and several outside the US are represented in the NUCLARR database. NUCLARR includes both human error probability estimates for workers at the plants and hardware failure data for nuclear reactor equipment. Aggregations of these data yield valuable reliability estimates for probabilistic risk assessments and human reliability analyses. The data manual is organized to permit manual searches of the information if the computerized version is not available. Originally, the manual was published in three parts. In this revision the introductory material located in the original Part 1 has been incorporated into the text of Parts 2 and 3. The user can now find introductory material either in the original Part 1, or in Parts 2 and 3 as revised. Part 2 contains the human error probability data, and Part 3, the hardware component reliability data
Energy Technology Data Exchange (ETDEWEB)
Reece, W.J.; Gilbert, B.G.; Richards, R.E. [EG and G Idaho, Inc., Idaho Falls, ID (United States)
1994-09-01
This data manual contains a hard copy of the information in the Nuclear Computerized Library for Assessing Reactor Reliability (NUCLARR) Version 3.5 database, which is sponsored by the US Nuclear Regulatory Commission. NUCLARR was designed as a tool for risk analysis. Many of the nuclear reactors in the US and several outside the US are represented in the NUCLARR database. NUCLARR includes both human error probability estimates for workers at the plants and hardware failure data for nuclear reactor equipment. Aggregations of these data yield valuable reliability estimates for probabilistic risk assessments and human reliability analyses. The data manual is organized to permit manual searches of the information if the computerized version is not available. Originally, the manual was published in three parts. In this revision the introductory material located in the original Part 1 has been incorporated into the text of Parts 2 and 3. The user can now find introductory material either in the original Part 1, or in Parts 2 and 3 as revised. Part 2 contains the human error probability data, and Part 3, the hardware component reliability data.
Bootstrap Standard Errors for Maximum Likelihood Ability Estimates When Item Parameters Are Unknown
Patton, Jeffrey M.; Cheng, Ying; Yuan, Ke-Hai; Diao, Qi
2014-01-01
When item parameter estimates are used to estimate the ability parameter in item response models, the standard error (SE) of the ability estimate must be corrected to reflect the error carried over from item calibration. For maximum likelihood (ML) ability estimates, a corrected asymptotic SE is available, but it requires a long test and the…
Measurement Error Estimation for Capacitive Voltage Transformer by Insulation Parameters
Directory of Open Access Journals (Sweden)
Bin Chen
2017-03-01
Full Text Available Measurement errors of a capacitive voltage transformer (CVT are relevant to its equivalent parameters for which its capacitive divider contributes the most. In daily operation, dielectric aging, moisture, dielectric breakdown, etc., it will exert mixing effects on a capacitive divider’s insulation characteristics, leading to fluctuation in equivalent parameters which result in the measurement error. This paper proposes an equivalent circuit model to represent a CVT which incorporates insulation characteristics of a capacitive divider. After software simulation and laboratory experiments, the relationship between measurement errors and insulation parameters is obtained. It indicates that variation of insulation parameters in a CVT will cause a reasonable measurement error. From field tests and calculation, equivalent capacitance mainly affects magnitude error, while dielectric loss mainly affects phase error. As capacitance changes 0.2%, magnitude error can reach −0.2%. As dielectric loss factor changes 0.2%, phase error can reach 5′. An increase of equivalent capacitance and dielectric loss factor in the high-voltage capacitor will cause a positive real power measurement error. An increase of equivalent capacitance and dielectric loss factor in the low-voltage capacitor will cause a negative real power measurement error.
International Nuclear Information System (INIS)
Jung, W.D.; Kim, T.W.; Park, C.K.
1991-01-01
This paper presents an integrated approach to prediction of human error probabilities with a computer program, HREP (Human Reliability Evaluation Program). HREP is developed to provide simplicity in Human Reliability Analysis (HRA) and consistency in the obtained results. The basic assumption made in developing HREP is that human behaviors can be quantified in two separate steps. One is the diagnosis error evaluation step and the other the response error evaluation step. HREP integrates the Human Cognitive Reliability (HCR) model and the HRA Event Tree technique. The former corresponds to the Diagnosis model, and the latter the Response model. HREP consists of HREP-IN and HREP-MAIN. HREP-IN is used to generate input files. HREP-MAIN is used to evaluate selected human errors in a given input file. HREP-MAIN is divided into three subsections ; the diagnosis evaluation step, the subaction evaluation step and the modification step. The final modification step takes dependency and/or recovery factors into consideration. (author)
Silva, Ivair R
2018-01-15
Type I error probability spending functions are commonly used for designing sequential analysis of binomial data in clinical trials, but it is also quickly emerging for near-continuous sequential analysis of post-market drug and vaccine safety surveillance. It is well known that, for clinical trials, when the null hypothesis is not rejected, it is still important to minimize the sample size. Unlike in post-market drug and vaccine safety surveillance, that is not important. In post-market safety surveillance, specially when the surveillance involves identification of potential signals, the meaningful statistical performance measure to be minimized is the expected sample size when the null hypothesis is rejected. The present paper shows that, instead of the convex Type I error spending shape conventionally used in clinical trials, a concave shape is more indicated for post-market drug and vaccine safety surveillance. This is shown for both, continuous and group sequential analysis. Copyright © 2017 John Wiley & Sons, Ltd.
Yilmaz, Ferkan
2010-09-01
In this paper, we propose an analytical framework on the exact computation of the average symbol error probabilities (ASEP) of multihop transmission over generalized fading channels when an arbitrary number of amplify-and-forward relays is used. Our approach relies on moment generating function (MGF) framework to obtain exact single integral expressions which can be easily computed by Gauss-Chebyshev Quadrature (GCQ) rule. As such, the derived results are a convenient tool to analyze the ASEP performance of multihop transmission over amplify-and-forward relay fading channels. Numerical and simulation results, performed to verify the correctness of the proposed formulation, are in perfect agreement. © 2010 IEEE.
Soury, Hamza
2013-07-01
This paper considers the average symbol error probability of square Quadrature Amplitude Modulation (QAM) coherent signaling over flat fading channels subject to additive generalized Gaussian noise. More specifically, a generic closedform expression in terms of the Fox H function and the bivariate Fox H function is offered for the extended generalized-K fading case. Simplifications for some special fading distributions such as generalized-K fading, Nakagami-m fading, and Rayleigh fading and special additive noise distributions such as Gaussian and Laplacian noise are then presented. Finally, the mathematical formalism is illustrated by some numerical examples verified by computer based simulations for a variety of fading and additive noise parameters.
Soury, Hamza
2012-06-01
This letter considers the average bit error probability of binary coherent signaling over flat fading channels subject to additive generalized Gaussian noise. More specifically, a generic closed form expression in terms of the Fox\\'s H function is offered for the extended generalized-K fading case. Simplifications for some special fading distributions such as generalized-K fading and Nakagami-m fading and special additive noise distributions such as Gaussian and Laplacian noise are then presented. Finally, the mathematical formalism is illustrated by some numerical examples verified by computer based simulations for a variety of fading and additive noise parameters. © 2012 IEEE.
A Posteriori Error Estimation for Finite Element Methods and Iterative Linear Solvers
Energy Technology Data Exchange (ETDEWEB)
Melboe, Hallgeir
2001-10-01
This thesis addresses a posteriori error estimation for finite element methods and iterative linear solvers. Adaptive finite element methods have gained a lot of popularity over the last decades due to their ability to produce accurate results with limited computer power. In these methods a posteriori error estimates play an essential role. Not only do they give information about how large the total error is, they also indicate which parts of the computational domain should be given a more sophisticated treatment in order to reduce the error. A posteriori error estimates are traditionally aimed at estimating the global error, but more recently so called goal oriented error estimators have been shown a lot of interest. The name reflects the fact that they estimate the error in user-defined local quantities. In this thesis the main focus is on global error estimators for highly stretched grids and goal oriented error estimators for flow problems on regular grids. Numerical methods for partial differential equations, such as finite element methods and other similar techniques, typically result in a linear system of equations that needs to be solved. Usually such systems are solved using some iterative procedure which due to a finite number of iterations introduces an additional error. Most such algorithms apply the residual in the stopping criterion, whereas the control of the actual error may be rather poor. A secondary focus in this thesis is on estimating the errors that are introduced during this last part of the solution procedure. The thesis contains new theoretical results regarding the behaviour of some well known, and a few new, a posteriori error estimators for finite element methods on anisotropic grids. Further, a goal oriented strategy for the computation of forces in flow problems is devised and investigated. Finally, an approach for estimating the actual errors associated with the iterative solution of linear systems of equations is suggested. (author)
On the mean squared error of the ridge estimator of the covariance and precision matrix
van Wieringen, Wessel N.
2017-01-01
For a suitably chosen ridge penalty parameter, the ridge regression estimator uniformly dominates the maximum likelihood regression estimator in terms of the mean squared error. Analogous results for the ridge maximum likelihood estimators of covariance and precision matrix are presented.
Multifractals embedded in short time series: An unbiased estimation of probability moment
Qiu, Lu; Yang, Tianguang; Yin, Yanhua; Gu, Changgui; Yang, Huijie
2016-12-01
An exact estimation of probability moments is the base for several essential concepts, such as the multifractals, the Tsallis entropy, and the transfer entropy. By means of approximation theory we propose a new method called factorial-moment-based estimation of probability moments. Theoretical prediction and computational results show that it can provide us an unbiased estimation of the probability moments of continuous order. Calculations on probability redistribution model verify that it can extract exactly multifractal behaviors from several hundred recordings. Its powerfulness in monitoring evolution of scaling behaviors is exemplified by two empirical cases, i.e., the gait time series for fast, normal, and slow trials of a healthy volunteer, and the closing price series for Shanghai stock market. By using short time series with several hundred lengths, a comparison with the well-established tools displays significant advantages of its performance over the other methods. The factorial-moment-based estimation can evaluate correctly the scaling behaviors in a scale range about three generations wider than the multifractal detrended fluctuation analysis and the basic estimation. The estimation of partition function given by the wavelet transform modulus maxima has unacceptable fluctuations. Besides the scaling invariance focused in the present paper, the proposed factorial moment of continuous order can find its various uses, such as finding nonextensive behaviors of a complex system and reconstructing the causality relationship network between elements of a complex system.
DEFF Research Database (Denmark)
Poulsen, Per Rugaard; Cho, Byungchul; Keall, Paul
2010-01-01
. The mathematical formalism of the method includes an individualized measure of the position estimation error in terms of an estimated 1D Gaussian distribution for the unresolved target position[2]. The present study investigates how well this 1D Gaussian predicts the actual distribution of position estimation...... errors. Over 5000 CBCT acquisitions were simulated from a 46-patient thoracic/abdominal and a 17-patient prostate tumor motion database. The 1D Gaussian predicted the actual root-mean-square and 95th percentile of the position estimation error with mean errors ≤0.04mm and maximum errors ≤0.48mm....... This finding indicates that individualized root-mean-square errors and 95% confidence intervals can be applied reliably to the estimated target trajectories....
First Passage Probability Estimation of Wind Turbines by Markov Chain Monte Carlo
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Nielsen, Søren R.K.
2013-01-01
Markov Chain Monte Carlo simulation has received considerable attention within the past decade as reportedly one of the most powerful techniques for the first passage probability estimation of dynamic systems. A very popular method in this direction capable of estimating probability of rare events...... of the method by modifying the conditional sampler. In this paper, applicability of the original SS is compared to the recently introduced modifications of the method on a wind turbine model. The model incorporates a PID pitch controller which aims at keeping the rotational speed of the wind turbine rotor equal...... to its nominal value. Finally Monte Carlo simulations are performed which allow assessment of the accuracy of the first passage probability estimation by the SS methods....
Error estimates for extrapolations with matrix-product states
Hubig, C.; Haegeman, J.; Schollwöck, U.
2018-01-01
We introduce an error measure for matrix-product states without requiring the relatively costly two-site density-matrix renormalization group (2DMRG). This error measure is based on an approximation of the full variance 〈ψ |(Ĥ-E ) 2|ψ 〉 . When applied to a series of matrix-product states at different bond dimensions obtained from a single-site density-matrix renormalization group (1DMRG) calculation, it allows for the extrapolation of observables towards the zero-error case representing the exact ground state of the system. The calculation of the error measure is split into a sequential part of cost equivalent to two calculations of 〈ψ |H ̂|ψ 〉 and a trivially parallelized part scaling like a single operator application in 2DMRG. The reliability of this error measure is demonstrated by four examples: the L =30 ,S =1 /2 Heisenberg chain, the L =50 Hubbard chain, an electronic model with long-range Coulomb-like interactions, and the Hubbard model on a cylinder with a size of 10 ×4 . Extrapolation in this error measure is shown to be on par with extrapolation in the 2DMRG truncation error or the full variance 〈ψ |(Ĥ-E ) 2|ψ 〉 at a fraction of the computational effort.
Energy Technology Data Exchange (ETDEWEB)
Ju, Lili; Tian, Li; Wang, Desheng
2008-10-31
In this paper, we present a residual-based a posteriori error estimate for the finite volume discretization of steady convection– diffusion–reaction equations defined on surfaces in R3, which are often implicitly represented as level sets of smooth functions. Reliability and efficiency of the proposed a posteriori error estimator are rigorously proved. Numerical experiments are also conducted to verify the theoretical results and demonstrate the robustness of the error estimator.
On the a priori estimation of collocation error covariance functions: a feasibility study
DEFF Research Database (Denmark)
Arabelos, D.N.; Forsberg, René; Tscherning, C.C.
2007-01-01
Error covariance estimates are necessary information for the combination of solutions resulting from different kinds of data or methods, or for the assimilation of new results in already existing solutions. Such a combination or assimilation process demands proper weighting of the data, in order ...... error covariance estimates and given features of the input data we investigate the possibility of a straightforward estimation of error covariance functions exploiting known characteristics of the observations. The experiments using gravity anomalies for the computation of geoid heights...
Base pair probability estimates improve the prediction accuracy of RNA non-canonical base pairs.
Directory of Open Access Journals (Sweden)
Michael F Sloma
2017-11-01
Full Text Available Prediction of RNA tertiary structure from sequence is an important problem, but generating accurate structure models for even short sequences remains difficult. Predictions of RNA tertiary structure tend to be least accurate in loop regions, where non-canonical pairs are important for determining the details of structure. Non-canonical pairs can be predicted using a knowledge-based model of structure that scores nucleotide cyclic motifs, or NCMs. In this work, a partition function algorithm is introduced that allows the estimation of base pairing probabilities for both canonical and non-canonical interactions. Pairs that are predicted to be probable are more likely to be found in the true structure than pairs of lower probability. Pair probability estimates can be further improved by predicting the structure conserved across multiple homologous sequences using the TurboFold algorithm. These pairing probabilities, used in concert with prior knowledge of the canonical secondary structure, allow accurate inference of non-canonical pairs, an important step towards accurate prediction of the full tertiary structure. Software to predict non-canonical base pairs and pairing probabilities is now provided as part of the RNAstructure software package.
Base pair probability estimates improve the prediction accuracy of RNA non-canonical base pairs.
Sloma, Michael F; Mathews, David H
2017-11-01
Prediction of RNA tertiary structure from sequence is an important problem, but generating accurate structure models for even short sequences remains difficult. Predictions of RNA tertiary structure tend to be least accurate in loop regions, where non-canonical pairs are important for determining the details of structure. Non-canonical pairs can be predicted using a knowledge-based model of structure that scores nucleotide cyclic motifs, or NCMs. In this work, a partition function algorithm is introduced that allows the estimation of base pairing probabilities for both canonical and non-canonical interactions. Pairs that are predicted to be probable are more likely to be found in the true structure than pairs of lower probability. Pair probability estimates can be further improved by predicting the structure conserved across multiple homologous sequences using the TurboFold algorithm. These pairing probabilities, used in concert with prior knowledge of the canonical secondary structure, allow accurate inference of non-canonical pairs, an important step towards accurate prediction of the full tertiary structure. Software to predict non-canonical base pairs and pairing probabilities is now provided as part of the RNAstructure software package.
Estimation of component failure probability from masked binomial system testing data
International Nuclear Information System (INIS)
Tan Zhibin
2005-01-01
The component failure probability estimates from analysis of binomial system testing data are very useful because they reflect the operational failure probability of components in the field which is similar to the test environment. In practice, this type of analysis is often confounded by the problem of data masking: the status of tested components is unknown. Methods in considering this type of uncertainty are usually computationally intensive and not practical to solve the problem for complex systems. In this paper, we consider masked binomial system testing data and develop a probabilistic model to efficiently estimate component failure probabilities. In the model, all system tests are classified into test categories based on component coverage. Component coverage of test categories is modeled by a bipartite graph. Test category failure probabilities conditional on the status of covered components are defined. An EM algorithm to estimate component failure probabilities is developed based on a simple but powerful concept: equivalent failures and tests. By simulation we not only demonstrate the convergence and accuracy of the algorithm but also show that the probabilistic model is capable of analyzing systems in series, parallel and any other user defined structures. A case study illustrates an application in test case prioritization
A method for estimating failure rates for low probability events arising in PSA
International Nuclear Information System (INIS)
Thorne, M.C.; Williams, M.M.R.
1995-01-01
The authors develop a method for predicting failure rates and failure probabilities per event when, over a given test period or number of demands, no failures have occurred. A Bayesian approach is adopted to calculate a posterior probability distribution for the failure rate or failure probability per event subsequent to the test period. This posterior is then used to estimate effective failure rates or probabilities over a subsequent period of time or number of demands. In special circumstances, the authors results reduce to the well-known rules of thumb, viz: 1/N and 1/T, where N is the number of demands during the test period for no failures and T is the test period for no failures. However, the authors are able to give strict conditions on the validity of these rules of thumb and to improve on them when necessary
International Nuclear Information System (INIS)
Wang Baosheng; Wang Dongqing; Zhang Jianmin; Jiang Jing
2012-01-01
In order to estimate the functional failure probability of passive systems, an innovative adaptive importance sampling methodology is presented. In the proposed methodology, information of variables is extracted with some pre-sampling of points in the failure region. An important sampling density is then constructed from the sample distribution in the failure region. Taking the AP1000 passive residual heat removal system as an example, the uncertainties related to the model of a passive system and the numerical values of its input parameters are considered in this paper. And then the probability of functional failure is estimated with the combination of the response surface method and adaptive importance sampling method. The numerical results demonstrate the high computed efficiency and excellent computed accuracy of the methodology compared with traditional probability analysis methods. (authors)
A New Method for the Estimation of Avalanche Distance Exceeded Probabilities
Barbolini, Massimiliano; Cappabianca, Federica; Savi, Fabrizio
2003-11-01
A crucial point in any methodology for avalanche hazard assessment is the evaluation of avalanche distance exceeded probability, i.e., the annual probability that any assigned location along a given path is reached or exceeded by an avalanche. Typically this problem is faced by estimating the snow volume in the starting zone that is likely to accumulate an average every T years by statistical analysis of snowfall record, and then using this volume as input to an appropriately calibrated avalanche dynamics model to determine the runout distances for this design event. This methodology identifies the areas that can be affected by an avalanche for the considered value of the return period (i.e. the average interval of time for a certain event to repeat itself), T. However, it does not allow us to evaluate the actual avalanche encounter probability for any given point in the runout zone. In the present work this probability is computed by numerical integration of the expression P(x) = ∫0∞ P*(V)f(V) dV, where f is the probability density function (PDF) of the avalanche release volume V, and P* is the probability of the point x being reached or passed by an avalanche if the release volume is V; this latter probability is calculated by avalanche dynamics simulations. The procedure is implemented using a one-dimensional hydraulic-continuum avalanche dynamic model, calibrated on data from different Italian Alpine ranges, and is applied to a real world hazard mapping problem.
Impact of Uncertainty on Non-Medical Professionals' Estimates of Sexual Abuse Probability.
Fargason, Crayton A., Jr.; Peralta-Carcelen, Myriam C.; Fountain, Kathleen E.; Amaya, Michelle I.; Centor, Robert
1997-01-01
Assesses how an educational intervention describing uncertainty in child sexual-abuse assessments affects estimates of sexual abuse probability by non-physician child-abuse professionals (CAPs). Results, based on evaluations of 89 CAPs after the intervention, indicate they undervalued medical-exam findings and had difficulty adjusting for medical…
Estimating success probability of a rugby goal kick and developing a ...
African Journals Online (AJOL)
The objective of this study was firstly to derive a formula to estimate the success probability of a particular rugby goal kick and, secondly to derive a goal kicker rating measure that could be used to rank rugby union goal kickers. Various factors that could influence the success of a particular goal kick were considered.
DEFF Research Database (Denmark)
Tvedebrink, Torben; Eriksen, Poul Svante; Asplund, Maria
2012-01-01
We discuss the model for estimating drop-out probabilities presented by Tvedebrink et al. [7] and the concerns, that have been raised. The criticism of the model has demonstrated that the model is not perfect. However, the model is very useful for advanced forensic genetic work, where allelic dro...
Directory of Open Access Journals (Sweden)
Yun Shi
2014-01-01
Full Text Available Modern observation technology has verified that measurement errors can be proportional to the true values of measurements such as GPS, VLBI baselines and LiDAR. Observational models of this type are called multiplicative error models. This paper is to extend the work of Xu and Shimada published in 2000 on multiplicative error models to analytical error analysis of quantities of practical interest and estimates of the variance of unit weight. We analytically derive the variance-covariance matrices of the three least squares (LS adjustments, the adjusted measurements and the corrections of measurements in multiplicative error models. For quality evaluation, we construct five estimators for the variance of unit weight in association of the three LS adjustment methods. Although LiDAR measurements are contaminated with multiplicative random errors, LiDAR-based digital elevation models (DEM have been constructed as if they were of additive random errors. We will simulate a model landslide, which is assumed to be surveyed with LiDAR, and investigate the effect of LiDAR-type multiplicative error measurements on DEM construction and its effect on the estimate of landslide mass volume from the constructed DEM.
International Nuclear Information System (INIS)
Zio, E.; Pedroni, N.
2010-01-01
The quantitative reliability assessment of a thermal-hydraulic (T-H) passive safety system of a nuclear power plant can be obtained by (i) Monte Carlo (MC) sampling the uncertainties of the system model and parameters, (ii) computing, for each sample, the system response by a mechanistic T-H code and (iii) comparing the system response with pre-established safety thresholds, which define the success or failure of the safety function. The computational effort involved can be prohibitive because of the large number of (typically long) T-H code simulations that must be performed (one for each sample) for the statistical estimation of the probability of success or failure. In this work, Line Sampling (LS) is adopted for efficient MC sampling. In the LS method, an 'important direction' pointing towards the failure domain of interest is determined and a number of conditional one-dimensional problems are solved along such direction; this allows for a significant reduction of the variance of the failure probability estimator, with respect, for example, to standard random sampling. Two issues are still open with respect to LS: first, the method relies on the determination of the 'important direction', which requires additional runs of the T-H code; second, although the method has been shown to improve the computational efficiency by reducing the variance of the failure probability estimator, no evidence has been given yet that accurate and precise failure probability estimates can be obtained with a number of samples reduced to below a few hundreds, which may be required in case of long-running models. The work presented in this paper addresses the first issue by (i) quantitatively comparing the efficiency of the methods proposed in the literature to determine the LS important direction; (ii) employing artificial neural network (ANN) regression models as fast-running surrogates of the original, long-running T-H code to reduce the computational cost associated to the
Liang Yang,
2013-06-01
In this paper, we consider the performance of a two-way amplify-and-forward relaying network (AF TWRN) in the presence of unequal power co-channel interferers (CCI). Specifically, we first consider AF TWRN with an interference-limited relay and two noisy-nodes with channel estimation errors and CCI. We derive the approximate signal-to-interference plus noise ratio expressions and then use them to evaluate the outage probability, error probability, and achievable rate. Subsequently, to investigate the joint effects of the channel estimation error and CCI on the system performance, we extend our analysis to a multiple-relay network and derive several asymptotic performance expressions. For comparison purposes, we also provide the analysis for the relay selection scheme under the total power constraint at the relays. For AF TWRN with channel estimation error and CCI, numerical results show that the performance of the relay selection scheme is not always better than that of the all-relay participating case. In particular, the relay selection scheme can improve the system performance in the case of high power levels at the sources and small powers at the relays.
On the Performance of Principal Component Liu-Type Estimator under the Mean Square Error Criterion
Directory of Open Access Journals (Sweden)
Jibo Wu
2013-01-01
Full Text Available Wu (2013 proposed an estimator, principal component Liu-type estimator, to overcome multicollinearity. This estimator is a general estimator which includes ordinary least squares estimator, principal component regression estimator, ridge estimator, Liu estimator, Liu-type estimator, r-k class estimator, and r-d class estimator. In this paper, firstly we use a new method to propose the principal component Liu-type estimator; then we study the superior of the new estimator by using the scalar mean squares error criterion. Finally, we give a numerical example to show the theoretical results.
International Nuclear Information System (INIS)
Hwang, Meejeong; Kang, Dae Il
2011-01-01
Highlights: ► This paper presents a method to estimate the common cause failure probabilities on the common cause component group with mixed testing schemes. ► The CCF probabilities are dependent on the testing schemes such as staggered testing or non-staggered testing. ► There are many CCCGs with specific mixed testing schemes in real plant operation. ► Therefore, a general formula which is applicable to both alternate periodic testing scheme and train level mixed testing scheme was derived. - Abstract: This paper presents a method to estimate the common cause failure (CCF) probabilities on the common cause component group (CCCG) with mixed testing schemes such as the train level mixed testing scheme or the alternate periodic testing scheme. In the train level mixed testing scheme, the components are tested in a non-staggered way within the same train, but the components are tested in a staggered way between the trains. The alternate periodic testing scheme indicates that all components in the same CCCG are tested in a non-staggered way during the planned maintenance period, but they are tested in a staggered way during normal plant operation. Since the CCF probabilities are dependent on the testing schemes such as staggered testing or non-staggered testing, CCF estimators have two kinds of formulas in accordance with the testing schemes. Thus, there are general formulas to estimate the CCF probability on the staggered testing scheme and non-staggered testing scheme. However, in real plant operation, there are many CCCGs with specific mixed testing schemes. Recently, Barros () and Kang () proposed a CCF factor estimation method to reflect the alternate periodic testing scheme and the train level mixed testing scheme. In this paper, a general formula which is applicable to both the alternate periodic testing scheme and the train level mixed testing scheme was derived.
O'Connell, Allan F.; Talancy, Neil W.; Bailey, Larissa L.; Sauer, John R.; Cook, Robert; Gilbert, Andrew T.
2006-01-01
Large-scale, multispecies monitoring programs are widely used to assess changes in wildlife populations but they often assume constant detectability when documenting species occurrence. This assumption is rarely met in practice because animal populations vary across time and space. As a result, detectability of a species can be influenced by a number of physical, biological, or anthropogenic factors (e.g., weather, seasonality, topography, biological rhythms, sampling methods). To evaluate some of these influences, we estimated site occupancy rates using species-specific detection probabilities for meso- and large terrestrial mammal species on Cape Cod, Massachusetts, USA. We used model selection to assess the influence of different sampling methods and major environmental factors on our ability to detect individual species. Remote cameras detected the most species (9), followed by cubby boxes (7) and hair traps (4) over a 13-month period. Estimated site occupancy rates were similar among sampling methods for most species when detection probabilities exceeded 0.15, but we question estimates obtained from methods with detection probabilities between 0.05 and 0.15, and we consider methods with lower probabilities unacceptable for occupancy estimation and inference. Estimated detection probabilities can be used to accommodate variation in sampling methods, which allows for comparison of monitoring programs using different protocols. Vegetation and seasonality produced species-specific differences in detectability and occupancy, but differences were not consistent within or among species, which suggests that our results should be considered in the context of local habitat features and life history traits for the target species. We believe that site occupancy is a useful state variable and suggest that monitoring programs for mammals using occupancy data consider detectability prior to making inferences about species distributions or population change.
Langtimm, C.A.; O'Shea, T.J.; Pradel, R.; Beck, C.A.
1998-01-01
The population dynamics of large, long-lived mammals are particularly sensitive to changes in adult survival. Understanding factors affecting survival patterns is therefore critical for developing and testing theories of population dynamics and for developing management strategies aimed at preventing declines or extinction in such taxa. Few studies have used modern analytical approaches for analyzing variation and testing hypotheses about survival probabilities in large mammals. This paper reports a detailed analysis of annual adult survival in the Florida manatee (Trichechus manatus latirostris), an endangered marine mammal, based on a mark-recapture approach. Natural and boat-inflicted scars distinctively 'marked' individual manatees that were cataloged in a computer-based photographic system. Photo-documented resightings provided 'recaptures.' Using open population models, annual adult-survival probabilities were estimated for manatees observed in winter in three areas of Florida: Blue Spring, Crystal River, and the Atlantic coast. After using goodness-of-fit tests in Program RELEASE to search for violations of the assumptions of mark-recapture analysis, survival and sighting probabilities were modeled under several different biological hypotheses with Program SURGE. Estimates of mean annual probability of sighting varied from 0.948 for Blue Spring to 0.737 for Crystal River and 0.507 for the Atlantic coast. At Crystal River and Blue Spring, annual survival probabilities were best estimated as constant over the study period at 0.96 (95% CI = 0.951-0.975 and 0.900-0.985, respectively). On the Atlantic coast, where manatees are impacted more by human activities, annual survival probabilities had a significantly lower mean estimate of 0.91 (95% CI = 0.887-0.926) and varied unpredictably over the study period. For each study area, survival did not differ between sexes and was independent of relative adult age. The high constant adult-survival probabilities estimated
Yilmaz, Ferkan
2012-07-01
Analysis of the average binary error probabilities (ABEP) and average capacity (AC) of wireless communications systems over generalized fading channels have been considered separately in past years. This paper introduces a novel moment generating function (MGF)-based unified expression for the ABEP and AC of single and multiple link communications with maximal ratio combining. In addition, this paper proposes the hyper-Fox\\'s H fading model as a unified fading distribution of a majority of the well-known generalized fading environments. As such, the authors offer a generic unified performance expression that can be easily calculated, and that is applicable to a wide variety of fading scenarios. The mathematical formulism is illustrated with some selected numerical examples that validate the correctness of the authors\\' newly derived results. © 1972-2012 IEEE.
Yilmaz, Ferkan
2014-04-01
The main idea in the moment generating function (MGF) approach is to alternatively express the conditional bit error probability (BEP) in a desired exponential form so that possibly multi-fold performance averaging is readily converted into a computationally efficient single-fold averaging - sometimes into a closed-form - by means of using the MGF of the signal-to-noise ratio. However, as presented in [1] and specifically indicated in [2] and also to the best of our knowledge, there does not exist an MGF-based approach in the literature to represent Wojnar\\'s generic BEP expression in a desired exponential form. This paper presents novel MGF-based expressions for calculating the average BEP of binary signalling over generalized fading channels, specifically by expressing Wojnar\\'s generic BEP expression in a desirable exponential form. We also propose MGF-based expressions to explore the amount of dispersion in the BEP for binary signalling over generalized fading channels.
Measurement Error Affects Risk Estimates for Recruitment to the Hudson River Stock of Striped Bass
Directory of Open Access Journals (Sweden)
Dennis J. Dunning
2002-01-01
Full Text Available We examined the consequences of ignoring the distinction between measurement error and natural variability in an assessment of risk to the Hudson River stock of striped bass posed by entrainment at the Bowline Point, Indian Point, and Roseton power plants. Risk was defined as the probability that recruitment of age-1+ striped bass would decline by 80% or more, relative to the equilibrium value, at least once during the time periods examined (1, 5, 10, and 15 years. Measurement error, estimated using two abundance indices from independent beach seine surveys conducted on the Hudson River, accounted for 50% of the variability in one index and 56% of the variability in the other. If a measurement error of 50% was ignored and all of the variability in abundance was attributed to natural causes, the risk that recruitment of age-1+ striped bass would decline by 80% or more after 15 years was 0.308 at the current level of entrainment mortality (11%. However, the risk decreased almost tenfold (0.032 if a measurement error of 50% was considered. The change in risk attributable to decreasing the entrainment mortality rate from 11 to 0% was very small (0.009 and similar in magnitude to the change in risk associated with an action proposed in Amendment #5 to the Interstate Fishery Management Plan for Atlantic striped bass (0.006— an increase in the instantaneous fishing mortality rate from 0.33 to 0.4. The proposed increase in fishing mortality was not considered an adverse environmental impact, which suggests that potentially costly efforts to reduce entrainment mortality on the Hudson River stock of striped bass are not warranted.
Efficient Estimation of first Passage Probability of high-Dimensional Nonlinear Systems
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri; Nielsen, Søren R.K.; Bucher, Christian
2011-01-01
on the system memory. Consequently, high-dimensional problems can be handled, and nonlinearities in the model neither bring any difficulty in applying it nor lead to considerable reduction of its efficiency. These characteristics suggest that the method is a powerful candidate for complicated problems. First......An efficient method for estimating low first passage probabilities of high-dimensional nonlinear systems based on asymptotic estimation of low probabilities is presented. The method does not require any a priori knowledge of the system, i.e. it is a black-box method, and has very low requirements...... of the wind turbine model is estimated down to very low values; this demonstrates the efficiency and power of the method on a realistic high-dimensional highly nonlinear system....
An estimation method of marine accident probability for exclusive-use ships
Energy Technology Data Exchange (ETDEWEB)
Watabe, N.; Suzuki, H.; Nishimura, Y.; Mori, H.; Kouno, K
1998-07-01
The results of probabilistic evaluation of marine accidents to ships dedicated exclusively for sea transport of radioactive materials are described. The scenario analysis is executed first. Fire accidents including engine room fire and sea fire and sinking accidents caused by collision or stormy weather are considered as 'hypothetical accidents'. Some consideration of protection methods is additionally made. Secondly, exclusive-use and ordinary 3000-5000 GT class cargo ships, which are of equal size and tonnage, are selected for comparison, and the probabilities of the above hypothetical accidents are estimated from the casualty statistics of Japan. Thirdly, the probability of 'total loss' of ordinary cargo ships and the exclusive-use ships are calculated and compared by a method developed by the Shipbuilding Research Association of Japan (JSRA). Finally, the maritime accident probabilities, considering the protection methods for exclusive-use ships, are estimated. It should be noted that these probabilities do not express the probability of breaching the packaging. (author)
Subroutine library for error estimation of matrix computation (Ver. 1.0)
International Nuclear Information System (INIS)
Ichihara, Kiyoshi; Shizawa, Yoshihisa; Kishida, Norio
1999-03-01
'Subroutine Library for Error Estimation of Matrix Computation' is a subroutine library which aids the users in obtaining the error ranges of the linear system's solutions or the Hermitian matrices' eigenvalues. This library contains routines for both sequential computers and parallel computers. The subroutines for linear system error estimation calculate norms of residual vectors, matrices's condition numbers, error bounds of solutions and so on. The subroutines for error estimation of Hermitian matrix eigenvalues derive the error ranges of the eigenvalues according to the Korn-Kato's formula. The test matrix generators supply the matrices appeared in the mathematical research, the ones randomly generated and the ones appeared in the application programs. This user's manual contains a brief mathematical background of error analysis on linear algebra and usage of the subroutines. (author)
International Nuclear Information System (INIS)
Gilmore, W.E.; Gertman, D.I.; Gilbert, B.G.; Reece, W.J.
1988-11-01
The Nuclear Computerized Library for Assessing Reactor Reliability (NUCLARR) is an automated data base management system for processing and storing human error probability (HEP) and hardware component failure data (HCFD). The NUCLARR system software resides on an IBM (or compatible) personal micro-computer. Users can perform data base searches to furnish HEP estimates and HCFD rates. In this manner, the NUCLARR system can be used to support a variety of risk assessment activities. This volume, Volume 3 of a 5-volume series, presents the procedures used to process HEP and HCFD for entry in NUCLARR and describes how to modify the existing NUCLARR taxonomy in order to add either equipment types or action verbs. Volume 3 also specifies the various roles of the administrative staff on assignment to the NUCLARR Clearinghouse who are tasked with maintaining the data base, dealing with user requests, and processing NUCLARR data. 5 refs., 34 figs., 3 tabs
Shafie, Sabarina; Tran, Thanh
2017-08-01
Error estimations of H1 mixed finite element method for the Benjamin-Bona-Mahony equation are considered. The problem is reformulated into a system of first order partial differential equations, which allows an approximation of the unknown function and its derivative. Local parabolic error estimates are introduced to approximate the true errors from the computed solutions; the so-called a posteriori error estimates. Numerical experiments show that the a posteriori error estimates converge to the true errors of the problem.
A method for the estimation of the probability of damage due to earthquakes
International Nuclear Information System (INIS)
Alderson, M.A.H.G.
1979-07-01
The available information on seismicity within the United Kingdom has been combined with building damage data from the United States to produce a method of estimating the probability of damage to structures due to the occurrence of earthquakes. The analysis has been based on the use of site intensity as the major damage producing parameter. Data for structural, pipework and equipment items have been assumed and the overall probability of damage calculated as a function of the design level. Due account is taken of the uncertainties of the seismic data. (author)
Estimating and localizing the algebraic and total numerical errors using flux reconstructions
Czech Academy of Sciences Publication Activity Database
Papež, Jan; Strakoš, Z.; Vohralík, M.
2018-01-01
Roč. 138, č. 3 (2018), s. 681-721 ISSN 0029-599X R&D Projects: GA ČR GA13-06684S Grant - others:GA MŠk(CZ) LL1202 Institutional support: RVO:67985807 Keywords : numerical solution of partial differential equations * finite element method * a posteriori error estimation * algebraic error * discretization error * stopping criteria * spatial distribution of the error Subject RIV: BA - General Mathematics Impact factor: 2.152, year: 2016
Residual-based a posteriori error estimation for multipoint flux mixed finite element methods
Du, Shaohong
2015-10-26
A novel residual-type a posteriori error analysis technique is developed for multipoint flux mixed finite element methods for flow in porous media in two or three space dimensions. The derived a posteriori error estimator for the velocity and pressure error in L-norm consists of discretization and quadrature indicators, and is shown to be reliable and efficient. The main tools of analysis are a locally postprocessed approximation to the pressure solution of an auxiliary problem and a quadrature error estimate. Numerical experiments are presented to illustrate the competitive behavior of the estimator.
1980-06-30
AO AObS 250 SOUTH CARO.INA UNIV COLUNSIA DEPT OF MATHENATICS CON--ETC V/6 12/I1 NONPARANETRIC BAYES ESTIMATION OF DISTRIBUTION FUNCTIONS AND TH-rTCM...WeiF4964 79-C -4YF 9. PERFORMING ORGANIZATION NAME AND ADDRESS 0NT. SK ~ University of South Carolina, Department of IL . - Mathematics, Computer ...powerful than the sign test. The power of the test was compared with that of the sign test by computer simulations using the Marshall-Olkin bivariate
Winham, Stacey J; Motsinger-Reif, Alison A
2011-01-01
The standard in genetic association studies of complex diseases is replication and validation of positive results, with an emphasis on assessing the predictive value of associations. In response to this need, a number of analytical approaches have been developed to identify predictive models that account for complex genetic etiologies. Multifactor Dimensionality Reduction (MDR) is a commonly used, highly successful method designed to evaluate potential gene-gene interactions. MDR relies on classification error in a cross-validation framework to rank and evaluate potentially predictive models. Previous work has demonstrated the high power of MDR, but has not considered the accuracy and variance of the MDR prediction error estimate. Currently, we evaluate the bias and variance of the MDR error estimate as both a retrospective and prospective estimator and show that MDR can both underestimate and overestimate error. We argue that a prospective error estimate is necessary if MDR models are used for prediction, and propose a bootstrap resampling estimate, integrating population prevalence, to accurately estimate prospective error. We demonstrate that this bootstrap estimate is preferable for prediction to the error estimate currently produced by MDR. While demonstrated with MDR, the proposed estimation is applicable to all data-mining methods that use similar estimates. © 2010 The Authors Annals of Human Genetics © 2010 Blackwell Publishing Ltd/University College London.
Chiplonkar, Shashi Ajit; Agte, Vaishali Vilas
2007-01-01
Individual cooked foods (104) and composite meals (92) were examined for agreement between nutritive value estimated by indirect analysis (E) (Indian National database of nutrient composition of raw foods, adjusted for observed moisture contents of cooked recipes), and by chemical analysis in our laboratory (M). The extent of error incurred in using food table values with moisture correction for estimating macro as well as micronutrients at food level and daily intake level was quantified. Food samples were analyzed for contents of iron, zinc, copper, beta-carotene, riboflavin, thiamine, ascorbic acid, folic acid and also for macronutrients, phytate and dietary fiber. Mean percent difference in energy content between E and M was 3.07+/-0.6%, that for protein was 5.3+/-2.0%, for fat was 2.6+/-1.8% and for carbohydrates was 5.1+/-0.9%. Mean percent difference in vitamin contents between E and M ranged from 32 (vitamin C) to 45.5% (beta-carotene content); and that for minerals between 5.6 (copper) to 19.8% (zinc). Percent E/M were computed for daily nutrient intakes of 264 apparently healthy adults. These were observed to be 108, 112, 127 and 97 for energy, protein, fat and carbohydrates respectively. Percent E/M for their intakes of copper (102) and beta-carotene (114) were closer to 100 but these were very high in the case of zinc (186), iron (202), and vitamins C (170), thiamine (190), riboflavin (181) and folic acid (165). Estimates based on food composition table values with moisture correction show macronutrients for cooked foods to be within +/- 5% whereas at daily intake levels the error increased up to 27%. The lack of good agreement in the case of several micronutrients indicated that the use of Indian food tables for micronutrient intakes would be inappropriate.
Ambros Berger; Thomas Gschwantner; Ronald E. McRoberts; Klemens. Schadauer
2014-01-01
National forest inventories typically estimate individual tree volumes using models that rely on measurements of predictor variables such as tree height and diameter, both of which are subject to measurement error. The aim of this study was to quantify the impacts of these measurement errors on the uncertainty of the model-based tree stem volume estimates. The impacts...
Kim, ChangHwan; Tamborini, Christopher R.
2012-01-01
Few studies have considered how earnings inequality estimates may be affected by measurement error in self-reported earnings in surveys. Utilizing restricted-use data that links workers in the Survey of Income and Program Participation with their W-2 earnings records, we examine the effect of measurement error on estimates of racial earnings…
The effect of coupling hydrologic and hydrodynamic models on probable maximum flood estimation
Felder, Guido; Zischg, Andreas; Weingartner, Rolf
2017-07-01
Deterministic rainfall-runoff modelling usually assumes stationary hydrological system, as model parameters are calibrated with and therefore dependant on observed data. However, runoff processes are probably not stationary in the case of a probable maximum flood (PMF) where discharge greatly exceeds observed flood peaks. Developing hydrodynamic models and using them to build coupled hydrologic-hydrodynamic models can potentially improve the plausibility of PMF estimations. This study aims to assess the potential benefits and constraints of coupled modelling compared to standard deterministic hydrologic modelling when it comes to PMF estimation. The two modelling approaches are applied using a set of 100 spatio-temporal probable maximum precipitation (PMP) distribution scenarios. The resulting hydrographs, the resulting peak discharges as well as the reliability and the plausibility of the estimates are evaluated. The discussion of the results shows that coupling hydrologic and hydrodynamic models substantially improves the physical plausibility of PMF modelling, although both modelling approaches lead to PMF estimations for the catchment outlet that fall within a similar range. Using a coupled model is particularly suggested in cases where considerable flood-prone areas are situated within a catchment.
LiDAR error estimation with WAsP engineering
DEFF Research Database (Denmark)
Bingöl, Ferhat; Mann, Jakob; Foussekis, D.
2008-01-01
The LiDAR measurements, vertical wind profile in any height between 10 to 150m, are based on assumption that the measured wind is a product of a homogenous wind. In reality there are many factors affecting the wind on each measurement point which the terrain plays the main role. To model LiDAR me...... data is compared with the model results. The model results are acceptable and very close for one site while the more complex one is returning higher errors at higher positions and in some wind directions.......DAR measurements and predict possible error in different wind directions for a certain terrain we have analyzed two experiment data sets from Greece. In both sites LiDAR and met. mast data have been collected and the same conditions are simulated with Riso/DTU software, WAsP Engineering 2.0. Finally measurement...
Annotated corpus and the empirical evaluation of probability estimates of grammatical forms
Directory of Open Access Journals (Sweden)
Ševa Nada
2003-01-01
Full Text Available The aim of the present study is to demonstrate the usage of an annotated corpus in the field of experimental psycholinguistics. Specifically, we demonstrate how the manually annotated Corpus of Serbian Language (Kostić, Đ. 2001 can be used for probability estimates of grammatical forms, which allow the control of independent variables in psycholinguistic experiments. We address the issue of processing Serbian inflected forms within two subparadigms of feminine nouns. In regression analysis, almost all processing variability of inflected forms has been accounted for by the amount of information (i.e. bits carried by the presented forms. In spite of the fact that probability distributions of inflected forms for the two paradigms differ, it was shown that the best prediction of processing variability is obtained by the probabilities derived from the predominant subparadigm which encompasses about 80% of feminine nouns. The relevance of annotated corpora in experimental psycholinguistics is discussed more in detail .
Performances of estimators of linear auto-correlated error model ...
African Journals Online (AJOL)
The performances of five estimators of linear models with autocorrelated disturbance terms are compared when the independent variable is exponential. The results reveal that for both small and large samples, the Ordinary Least Squares (OLS) compares favourably with the Generalized least Squares (GLS) estimators in ...
Estimating migratory connectivity of birds when re-encounter probabilities are heterogeneous
Cohen, Emily B.; Hostelter, Jeffrey A.; Royle, J. Andrew; Marra, Peter P.
2014-01-01
Understanding the biology and conducting effective conservation of migratory species requires an understanding of migratory connectivity – the geographic linkages of populations between stages of the annual cycle. Unfortunately, for most species, we are lacking such information. The North American Bird Banding Laboratory (BBL) houses an extensive database of marking, recaptures and recoveries, and such data could provide migratory connectivity information for many species. To date, however, few species have been analyzed for migratory connectivity largely because heterogeneous re-encounter probabilities make interpretation problematic. We accounted for regional variation in re-encounter probabilities by borrowing information across species and by using effort covariates on recapture and recovery probabilities in a multistate capture–recapture and recovery model. The effort covariates were derived from recaptures and recoveries of species within the same regions. We estimated the migratory connectivity for three tern species breeding in North America and over-wintering in the tropics, common (Sterna hirundo), roseate (Sterna dougallii), and Caspian terns (Hydroprogne caspia). For western breeding terns, model-derived estimates of migratory connectivity differed considerably from those derived directly from the proportions of re-encounters. Conversely, for eastern breeding terns, estimates were merely refined by the inclusion of re-encounter probabilities. In general, eastern breeding terns were strongly connected to eastern South America, and western breeding terns were strongly linked to the more western parts of the nonbreeding range under both models. Through simulation, we found this approach is likely useful for many species in the BBL database, although precision improved with higher re-encounter probabilities and stronger migratory connectivity. We describe an approach to deal with the inherent biases in BBL banding and re-encounter data to demonstrate
Stefanescu, E. R.; Patra, A.; Sheridan, M. F.; Cordoba, G.
2012-04-01
In this study we propose a conditional probability framework for Galeras volcano, which is one of the most active volcanoes on the world. Nearly 400,000 people currently live near the volcano; 10,000 of them reside within the zone of high volcanic hazard. Pyroclastic flows pose a major hazard for this population. Some of the questions we try to answer when studying conditional probabilities for volcanic hazards are: "Should a village be evacuated and villagers moved to a different location?", "Should we construct a road along this valley or along a different one?", "Should this university be evacuated?" Here, we try to identify critical regions such as villages, infrastructures, cities, university to determine their relative probability of inundation in case of an volcanic eruption. In this study, a set of numerical simulation were performed using a computational tool TITAN2D which simulates granular flow over digital representation of the natural terrain. The particular choice from among the methods described below can be based on the amount of information necessary in the evacuation decision and on the complexity of the analysis required in taking such decision. A set of 4200 TITAN2D runs were performed for several different location so that the area of all probably vents is covered. The output of the geophysical model provides a flow map which contains the maximum flow depth over time. Frequency approach - In estimating the conditional probability of volcanic flows we define two discrete random variables (r.v.) A and B, where P(A =1) and P(B=1) represents the probability of having a flow at location A, and B, respectively. For this analysis we choose two critical locations identified by their UTM coordinates. The flow map is then used in identifying at the pixel level, flow or non-flow at the two locations. By counting the number of times there is flow or non-flow, we are able to find the marginal probabilities along with the joint probability associated with an
Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis
Chiba, Tomoaki; Akaho, Shotaro; Murata, Noboru
2017-01-01
In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group’s sales beat GM’s sales, which is a reasonable scenario. PMID:28076383
Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis.
Chiba, Tomoaki; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru
2017-01-01
In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group's sales beat GM's sales, which is a reasonable scenario.
Estimating Effect Sizes and Expected Replication Probabilities from GWAS Summary Statistics
DEFF Research Database (Denmark)
Holland, Dominic; Wang, Yunpeng; Thompson, Wesley K
2016-01-01
9.3 million SNP z-scores in both cases. We show that, over a broad range of z-scores and sample sizes, the model accurately predicts expectation estimates of true effect sizes and replication probabilities in multistage GWAS designs. We assess the degree to which effect sizes are over-estimated when......-scores, as such knowledge would enhance causal SNP and gene discovery, help elucidate mechanistic pathways, and inform future study design. Here we present a parsimonious methodology for modeling effect sizes and replication probabilities, relying only on summary statistics from GWAS substudies, and a scheme allowing...... for direct empirical validation. We show that modeling z-scores as a mixture of Gaussians is conceptually appropriate, in particular taking into account ubiquitous non-null effects that are likely in the datasets due to weak linkage disequilibrium with causal SNPs. The four-parameter model allows...
Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis.
Directory of Open Access Journals (Sweden)
Tomoaki Chiba
Full Text Available In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group's sales beat GM's sales, which is a reasonable scenario.
Directory of Open Access Journals (Sweden)
Isabel C. Pérez Hoyos
2016-04-01
Full Text Available Groundwater Dependent Ecosystems (GDEs are increasingly threatened by humans’ rising demand for water resources. Consequently, it is imperative to identify the location of GDEs to protect them. This paper develops a methodology to identify the probability of an ecosystem to be groundwater dependent. Probabilities are obtained by modeling the relationship between the known locations of GDEs and factors influencing groundwater dependence, namely water table depth and climatic aridity index. Probabilities are derived for the state of Nevada, USA, using modeled water table depth and aridity index values obtained from the Global Aridity database. The model selected results from the performance comparison of classification trees (CT and random forests (RF. Based on a threshold-independent accuracy measure, RF has a better ability to generate probability estimates. Considering a threshold that minimizes the misclassification rate for each model, RF also proves to be more accurate. Regarding training accuracy, performance measures such as accuracy, sensitivity, and specificity are higher for RF. For the test set, higher values of accuracy and kappa for CT highlight the fact that these measures are greatly affected by low prevalence. As shown for RF, the choice of the cutoff probability value has important consequences on model accuracy and the overall proportion of locations where GDEs are found.
Ribereau, Pierre; Masiello, Esterina; Naveau, Philippe
2014-01-01
International audience; Following the work of Azzalini ([2] and [3]) on the skew normal distribution, we propose an extension of the Generalized Extreme Value (GEV) distribution, the SGEV. This new distribution allows for a better t of maxima and can be interpreted as both the distribution of maxima when maxima are taken on dependent data and when maxima are taken over a random block size. We propose to estimate the parameters of the SGEV distribution via the Probability Weighted Moments meth...
The Probability of Default Under IFRS 9: Multi-period Estimation and Macroeconomic Forecast
Directory of Open Access Journals (Sweden)
Tomáš Vaněk
2017-01-01
Full Text Available In this paper we propose a straightforward, flexible and intuitive computational framework for the multi-period probability of default estimation incorporating macroeconomic forecasts. The concept is based on Markov models, the estimated economic adjustment coefficient and the official economic forecasts of the Czech National Bank. The economic forecasts are taken into account in a separate step to better distinguish between idiosyncratic and systemic risk. This approach is also attractive from the interpretational point of view. The proposed framework can be used especially when calculating lifetime expected credit losses under IFRS 9.
[Estimation of transition probability in diameter grade transition model of forest population].
Qu, Zhilin; Hu, Haiqing
2006-12-01
Based on the theories of statistical analysis and differential equation, two methods were given for estimating the transition probability in the diameter grade transition model of forest population. The first method was used for the estimation when two groups of observation data were given and it was no necessary to consider the environmental factors of forest stand, while the second one was used for that when the environmental factors were known and there was no need of the observation data. The results of case studies showed that both of the two methods had the characteristics of easy operation and high practicability, and the importance of theoretical guidance and practical application in forest management.
Remediating Non-Positive Definite State Covariances for Collision Probability Estimation
Hall, Doyle T.; Hejduk, Matthew D.; Johnson, Lauren C.
2017-01-01
The NASA Conjunction Assessment Risk Analysis team estimates the probability of collision (Pc) for a set of Earth-orbiting satellites. The Pc estimation software processes satellite position+velocity states and their associated covariance matri-ces. On occasion, the software encounters non-positive definite (NPD) state co-variances, which can adversely affect or prevent the Pc estimation process. Inter-polation inaccuracies appear to account for the majority of such covariances, alt-hough other mechanisms contribute also. This paper investigates the origin of NPD state covariance matrices, three different methods for remediating these co-variances when and if necessary, and the associated effects on the Pc estimation process.
A robust design mark-resight abundance estimator allowing heterogeneity in resighting probabilities
McClintock, B.T.; White, Gary C.; Burnham, K.P.
2006-01-01
This article introduces the beta-binomial estimator (BBE), a closed-population abundance mark-resight model combining the favorable qualities of maximum likelihood theory and the allowance of individual heterogeneity in sighting probability (p). The model may be parameterized for a robust sampling design consisting of multiple primary sampling occasions where closure need not be met between primary occasions. We applied the model to brown bear data from three study areas in Alaska and compared its performance to the joint hypergeometric estimator (JHE) and Bowden's estimator (BOWE). BBE estimates suggest heterogeneity levels were non-negligible and discourage the use of JHE for these data. Compared to JHE and BOWE, confidence intervals were considerably shorter for the AICc model-averaged BBE. To evaluate the properties of BBE relative to JHE and BOWE when sample sizes are small, simulations were performed with data from three primary occasions generated under both individual heterogeneity and temporal variation in p. All models remained consistent regardless of levels of variation in p. In terms of precision, the AICc model-averaged BBE showed advantages over JHE and BOWE when heterogeneity was present and mean sighting probabilities were similar between primary occasions. Based on the conditions examined, BBE is a reliable alternative to JHE or BOWE and provides a framework for further advances in mark-resight abundance estimation. ?? 2006 American Statistical Association and the International Biometric Society.
Shoemaker, David M.
Described and listed herein with concomitant sample input and output is the Fortran IV program which estimates parameters and standard errors of estimate per parameters for parameters estimated through multiple matrix sampling. The specific program is an improved and expanded version of an earlier version. (Author/BJG)
Estimation of probability of failure for damage-tolerant aerospace structures
Halbert, Keith
The majority of aircraft structures are designed to be damage-tolerant such that safe operation can continue in the presence of minor damage. It is necessary to schedule inspections so that minor damage can be found and repaired. It is generally not possible to perform structural inspections prior to every flight. The scheduling is traditionally accomplished through a deterministic set of methods referred to as Damage Tolerance Analysis (DTA). DTA has proven to produce safe aircraft but does not provide estimates of the probability of failure of future flights or the probability of repair of future inspections. Without these estimates maintenance costs cannot be accurately predicted. Also, estimation of failure probabilities is now a regulatory requirement for some aircraft. The set of methods concerned with the probabilistic formulation of this problem are collectively referred to as Probabilistic Damage Tolerance Analysis (PDTA). The goal of PDTA is to control the failure probability while holding maintenance costs to a reasonable level. This work focuses specifically on PDTA for fatigue cracking of metallic aircraft structures. The growth of a crack (or cracks) must be modeled using all available data and engineering knowledge. The length of a crack can be assessed only indirectly through evidence such as non-destructive inspection results, failures or lack of failures, and the observed severity of usage of the structure. The current set of industry PDTA tools are lacking in several ways: they may in some cases yield poor estimates of failure probabilities, they cannot realistically represent the variety of possible failure and maintenance scenarios, and they do not allow for model updates which incorporate observed evidence. A PDTA modeling methodology must be flexible enough to estimate accurately the failure and repair probabilities under a variety of maintenance scenarios, and be capable of incorporating observed evidence as it becomes available. This
Error Estimates Derived from the Data for Least-Squares Spline Fitting
Energy Technology Data Exchange (ETDEWEB)
Jerome Blair
2007-06-25
The use of least-squares fitting by cubic splines for the purpose of noise reduction in measured data is studied. Splines with variable mesh size are considered. The error, the difference between the input signal and its estimate, is divided into two sources: the R-error, which depends only on the noise and increases with decreasing mesh size, and the Ferror, which depends only on the signal and decreases with decreasing mesh size. The estimation of both errors as a function of time is demonstrated. The R-error estimation requires knowledge of the statistics of the noise and uses well-known methods. The primary contribution of the paper is a method for estimating the F-error that requires no prior knowledge of the signal except that it has four derivatives. It is calculated from the difference between two different spline fits to the data and is illustrated with Monte Carlo simulations and with an example.
Maximum Likelihood Approach for RFID Tag Set Cardinality Estimation with Detection Errors
DEFF Research Database (Denmark)
Nguyen, Chuyen T.; Hayashi, Kazunori; Kaneko, Megumi
2013-01-01
Abstract Estimation schemes of Radio Frequency IDentification (RFID) tag set cardinality are studied in this paper using Maximum Likelihood (ML) approach. We consider the estimation problem under the model of multiple independent reader sessions with detection errors due to unreliable radio...... is evaluated under dierent system parameters and compared with that of the conventional method via computer simulations assuming flat Rayleigh fading environments and framed-slotted ALOHA based protocol. Keywords RFID tag cardinality estimation maximum likelihood detection error...
Automatic Estimation of Verified Floating-Point Round-Off Errors via Static Analysis
Moscato, Mariano; Titolo, Laura; Dutle, Aaron; Munoz, Cesar A.
2017-01-01
This paper introduces a static analysis technique for computing formally verified round-off error bounds of floating-point functional expressions. The technique is based on a denotational semantics that computes a symbolic estimation of floating-point round-o errors along with a proof certificate that ensures its correctness. The symbolic estimation can be evaluated on concrete inputs using rigorous enclosure methods to produce formally verified numerical error bounds. The proposed technique is implemented in the prototype research tool PRECiSA (Program Round-o Error Certifier via Static Analysis) and used in the verification of floating-point programs of interest to NASA.
Measurement Error in Income and Schooling and the Bias of Linear Estimators
DEFF Research Database (Denmark)
Bingley, Paul; Martinello, Alessandro
2017-01-01
and Retirement in Europe data with Danish administrative registers. Contrary to most validation studies, we find that measurement error in income is classical once we account for imperfect validation data. We find nonclassical measurement error in schooling, causing a 38% amplification bias in IV estimators......We propose a general framework for determining the extent of measurement error bias in ordinary least squares and instrumental variable (IV) estimators of linear models while allowing for measurement error in the validation source. We apply this method by validating Survey of Health, Ageing...
Hall, Eric
2016-01-09
The Monte Carlo (and Multi-level Monte Carlo) finite element method can be used to approximate observables of solutions to diffusion equations with lognormal distributed diffusion coefficients, e.g. modeling ground water flow. Typical models use lognormal diffusion coefficients with H´ older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible and can be larger than the computable low frequency error. We address how the total error can be estimated by the computable error.
Sandberg, Mattias
2015-01-07
The Monte Carlo (and Multi-level Monte Carlo) finite element method can be used to approximate observables of solutions to diffusion equations with log normal distributed diffusion coefficients, e.g. modelling ground water flow. Typical models use log normal diffusion coefficients with H¨older regularity of order up to 1/2 a.s. This low regularity implies that the high frequency finite element approximation error (i.e. the error from frequencies larger than the mesh frequency) is not negligible and can be larger than the computable low frequency error. This talk will address how the total error can be estimated by the computable error.
Improved estimates of coordinate error for molecular replacement
International Nuclear Information System (INIS)
Oeffner, Robert D.; Bunkóczi, Gábor; McCoy, Airlie J.; Read, Randy J.
2013-01-01
A function for estimating the effective root-mean-square deviation in coordinates between two proteins has been developed that depends on both the sequence identity and the size of the protein and is optimized for use with molecular replacement in Phaser. A top peak translation-function Z-score of over 8 is found to be a reliable metric of when molecular replacement has succeeded. The estimate of the root-mean-square deviation (r.m.s.d.) in coordinates between the model and the target is an essential parameter for calibrating likelihood functions for molecular replacement (MR). Good estimates of the r.m.s.d. lead to good estimates of the variance term in the likelihood functions, which increases signal to noise and hence success rates in the MR search. Phaser has hitherto used an estimate of the r.m.s.d. that only depends on the sequence identity between the model and target and which was not optimized for the MR likelihood functions. Variance-refinement functionality was added to Phaser to enable determination of the effective r.m.s.d. that optimized the log-likelihood gain (LLG) for a correct MR solution. Variance refinement was subsequently performed on a database of over 21 000 MR problems that sampled a range of sequence identities, protein sizes and protein fold classes. Success was monitored using the translation-function Z-score (TFZ), where a TFZ of 8 or over for the top peak was found to be a reliable indicator that MR had succeeded for these cases with one molecule in the asymmetric unit. Good estimates of the r.m.s.d. are correlated with the sequence identity and the protein size. A new estimate of the r.m.s.d. that uses these two parameters in a function optimized to fit the mean of the refined variance is implemented in Phaser and improves MR outcomes. Perturbing the initial estimate of the r.m.s.d. from the mean of the distribution in steps of standard deviations of the distribution further increases MR success rates
Huddleston, Lisa L.; Roeder, William; Merceret, Francis J.
2010-01-01
A technique has been developed to calculate the probability that any nearby lightning stroke is within any radius of any point of interest. In practice, this provides the probability that a nearby lightning stroke was within a key distance of a facility, rather than the error ellipses centered on the stroke. This process takes the current bivariate Gaussian distribution of probability density provided by the current lightning location error ellipse for the most likely location of a lightning stroke and integrates it to get the probability that the stroke is inside any specified radius. This new facility-centric technique will be much more useful to the space launch customers and may supersede the lightning error ellipse approach discussed in [5], [6].
Rahim, Ahmad Nabil Bin Ab; Mohamed, Faizal; Farid, Mohd Fairus Abdul; Fazli Zakaria, Mohd; Sangau Ligam, Alfred; Ramli, Nurhayati Binti
2018-01-01
Human factor can be affected by prevalence stress measured using Depression, Anxiety and Stress Scale (DASS). From the respondents feedback can be summarized that the main factor causes the highest prevalence stress is due to the working conditions that require operators to handle critical situation and make a prompt critical decisions. The relationship between the prevalence stress and performance shaping factors found that PSFFitness and PSFWork Process showed positive Pearson’s Correlation with the score of .763 and .826 while the level of significance, p = .028 and p = .012. These positive correlations with good significant values between prevalence stress and human performance shaping factor (PSF) related to fitness, work processes and procedures. The higher the stress level of the respondents, the higher the score of selected for the PSFs. This is due to the higher levels of stress lead to deteriorating physical health and cognitive also worsened. In addition, the lack of understanding in the work procedures can also be a factor that causes a growing stress. The higher these values will lead to the higher the probabilities of human error occur. Thus, monitoring the level of stress among operators RTP is important to ensure the safety of RTP.
Kelkboom, E.J.C.; Molina, G.; Kevenaar, T.A.M.; Veldhuis, Raymond N.J.; Jonker, Willem
2008-01-01
In recent years the protection of biometric data has gained increased interest from the scientific community. Methods such as the helper data system, fuzzy extractors, fuzzy vault and cancellable biometrics have been proposed for protecting biometric data. Most of these methods use cryptographic
Lee, T. S.; Yoon, S.; Jeong, C.
2012-12-01
The primary purpose of frequency analysis in hydrology is to estimate the magnitude of an event with a given frequency of occurrence. The precision of frequency analysis depends on the selection of an appropriate probability distribution model (PDM) and parameter estimation techniques. A number of PDMs have been developed to describe the probability distribution of the hydrological variables. For each of the developed PDMs, estimated parameters are provided based on alternative estimation techniques, such as the method of moments (MOM), probability weighted moments (PWM), linear function of ranked observations (L-moments), and maximum likelihood (ML). Generally, the results using ML are more reliable than the other methods. However, the ML technique is more laborious than the other methods because an iterative numerical solution, such as the Newton-Raphson method, must be used for the parameter estimation of PDMs. In the meantime, meta-heuristic approaches have been developed to solve various engineering optimization problems (e.g., linear and stochastic, dynamic, nonlinear). These approaches include genetic algorithms, ant colony optimization, simulated annealing, tabu searches, and evolutionary computation methods. Meta-heuristic approaches use a stochastic random search instead of a gradient search so that intricate derivative information is unnecessary. Therefore, the meta-heuristic approaches have been shown to be a useful strategy to solve optimization problems in hydrology. A number of studies focus on using meta-heuristic approaches for estimation of hydrological variables with parameter estimation of PDMs. Applied meta-heuristic approaches offer reliable solutions but use more computation time than derivative-based methods. Therefore, the purpose of this study is to enhance the meta-heuristic approach for the parameter estimation of PDMs by using a recently developed algorithm known as a harmony search (HS). The performance of the HS is compared to the
Zollanvari, Amin
2013-05-24
We provide a fundamental theorem that can be used in conjunction with Kolmogorov asymptotic conditions to derive the first moments of well-known estimators of the actual error rate in linear discriminant analysis of a multivariate Gaussian model under the assumption of a common known covariance matrix. The estimators studied in this paper are plug-in and smoothed resubstitution error estimators, both of which have not been studied before under Kolmogorov asymptotic conditions. As a result of this work, we present an optimal smoothing parameter that makes the smoothed resubstitution an unbiased estimator of the true error. For the sake of completeness, we further show how to utilize the presented fundamental theorem to achieve several previously reported results, namely the first moment of the resubstitution estimator and the actual error rate. We provide numerical examples to show the accuracy of the succeeding finite sample approximations in situations where the number of dimensions is comparable or even larger than the sample size.
Zollanvari, Amin; Genton, Marc G
2013-08-01
We provide a fundamental theorem that can be used in conjunction with Kolmogorov asymptotic conditions to derive the first moments of well-known estimators of the actual error rate in linear discriminant analysis of a multivariate Gaussian model under the assumption of a common known covariance matrix. The estimators studied in this paper are plug-in and smoothed resubstitution error estimators, both of which have not been studied before under Kolmogorov asymptotic conditions. As a result of this work, we present an optimal smoothing parameter that makes the smoothed resubstitution an unbiased estimator of the true error. For the sake of completeness, we further show how to utilize the presented fundamental theorem to achieve several previously reported results, namely the first moment of the resubstitution estimator and the actual error rate. We provide numerical examples to show the accuracy of the succeeding finite sample approximations in situations where the number of dimensions is comparable or even larger than the sample size.
Measurement error in income and schooling, and the bias for linear estimators
DEFF Research Database (Denmark)
Bingley, Paul; Martinello, Alessandro
with Danish administrative registers. We find that measurement error in surveys is classical for annual gross income but non-classical for years of schooling, causing a 21% amplification bias in IV estimators of returns to schooling. Using a 1958 Danish schooling reform, we contextualize our result......The characteristics of measurement error determine the bias of linear estimators. We propose a method for validating economic survey data allowing for measurement error in the validation source, and we apply this method by validating Survey of Health, Ageing and Retirement in Europe (SHARE) data...... with an estimate of the income returns to schooling....
Measurement error in income and schooling, and the bias of linear estimators
DEFF Research Database (Denmark)
Bingley, Paul; Martinello, Alessandro
with Danish administrative registers. We find that measurement error in surveys is classical for annual gross income but non-classical for years of schooling, causing a 21% amplification bias in IV estimators of returns to schooling. Using a 1958 Danish schooling reform, we contextualize our result......The characteristics of measurement error determine the bias of linear estimators. We propose a method for validating economic survey data allowing for measurement error in the validation source, and we apply this method by validating Survey of Health, Ageing and Retirement in Europe (SHARE) data...... with an estimate of the income returns to schooling....
A Design-Adaptive Local Polynomial Estimator for the Errors-in-Variables Problem
Delaigle, Aurore
2009-03-01
Local polynomial estimators are popular techniques for nonparametric regression estimation and have received great attention in the literature. Their simplest version, the local constant estimator, can be easily extended to the errors-in-variables context by exploiting its similarity with the deconvolution kernel density estimator. The generalization of the higher order versions of the estimator, however, is not straightforward and has remained an open problem for the last 15 years. We propose an innovative local polynomial estimator of any order in the errors-in-variables context, derive its design-adaptive asymptotic properties and study its finite sample performance on simulated examples. We provide not only a solution to a long-standing open problem, but also provide methodological contributions to error-invariable regression, including local polynomial estimation of derivative functions.
On systematic and statistic errors in radionuclide mass activity estimation procedure
International Nuclear Information System (INIS)
Smelcerovic, M.; Djuric, G.; Popovic, D.
1989-01-01
One of the most important requirements during nuclear accidents is the fast estimation of the mass activity of the radionuclides that suddenly and without control reach the environment. The paper points to systematic errors in the procedures of sampling, sample preparation and measurement itself, that in high degree contribute to total mass activity evaluation error. Statistic errors in gamma spectrometry as well as in total mass alpha and beta activity evaluation are also discussed. Beside, some of the possible sources of errors in the partial mass activity evaluation for some of the radionuclides are presented. The contribution of the errors in the total mass activity evaluation error is estimated and procedures that could possibly reduce it are discussed (author)
Lamb, Jennifer Y.; Waddle, J. Hardin; Qualls, Carl P.
2017-01-01
Large gaps exist in our knowledge of the ecology of stream-breeding plethodontid salamanders in the Gulf Coastal Plain. Data describing where these salamanders are likely to occur along environmental gradients, as well as their likelihood of detection, are important for the prevention and management of amphibian declines. We used presence/absence data from leaf litter bag surveys and a hierarchical Bayesian multispecies single-season occupancy model to estimate the occurrence of five species of plethodontids across reaches in headwater streams in the Gulf Coastal Plain. Average detection probabilities were high (range = 0.432–0.942) and unaffected by sampling covariates specific to the use of litter bags (i.e., bag submergence, sampling season, in-stream cover). Estimates of occurrence probabilities differed substantially between species (range = 0.092–0.703) and were influenced by the size of the upstream drainage area and by the maximum proportion of the reach that dried. The effects of these two factors were not equivalent across species. Our results demonstrate that hierarchical multispecies models successfully estimate occurrence parameters for both rare and common stream-breeding plethodontids. The resulting models clarify how species are distributed within stream networks, and they provide baseline values that will be useful in evaluating the conservation statuses of plethodontid species within lotic systems in the Gulf Coastal Plain.
Harutyunyan, D.; Izsak, F.; van der Vegt, Jacobus J.W.; Bochev, Mikhail A.
For the adaptive solution of the Maxwell equations on three-dimensional domains with N´ed´elec edge finite element methods, we consider an implicit a posteriori error estimation technique. On each element of the tessellation an equation for the error is formulated and solved with a properly chosen
Keuning, Jos; Hemker, Bas
2014-01-01
The data collection of a cohort study requires making many decisions. Each decision may introduce error in the statistical analyses conducted later on. In the present study, a procedure was developed for estimation of the error made due to the composition of the sample, the item selection procedure, and the test equating process. The math results…
Lukeš, Tomáš; Křížek, Pavel; Švindrych, Zdeněk; Benda, Jakub; Ovesný, Martin; Fliegel, Karel; Klíma, Miloš; Hagen, Guy M
2014-12-01
We introduce and demonstrate a new high performance image reconstruction method for super-resolution structured illumination microscopy based on maximum a posteriori probability estimation (MAP-SIM). Imaging performance is demonstrated on a variety of fluorescent samples of different thickness, labeling density and noise levels. The method provides good suppression of out of focus light, improves spatial resolution, and allows reconstruction of both 2D and 3D images of cells even in the case of weak signals. The method can be used to process both optical sectioning and super-resolution structured illumination microscopy data to create high quality super-resolution images.
Estimation of delayed neutron emission probability by using the gross theory of nuclear β-decay
International Nuclear Information System (INIS)
Tachibana, Takahiro
1999-01-01
The delayed neutron emission probabilities (P n -values) of fission products are necessary in the study of reactor physics; e.g. in the calculation of total delayed neutron yields and in the summation calculation of decay heat. In this report, the P n -values estimated by the gross theory for some fission products are compared with experiment, and it is found that, on the average, the semi-gross theory somewhat underestimates the experimental P n -values. A modification of the β-decay strength function is briefly discussed to get more reasonable P n -values. (author)
Estimating the probability of allelic drop-out of STR alleles in forensic genetics
DEFF Research Database (Denmark)
Tvedebrink, Torben; Eriksen, Poul Svante; Mogensen, Helle Smidt
2009-01-01
In crime cases with available DNA evidence, the amount of DNA is often sparse due to the setting of the crime. In such cases, allelic drop-out of one or more true alleles in STR typing is possible. We present a statistical model for estimating the per locus and overall probability of allelic drop......-out using the results of all STR loci in the case sample as reference. The methodology of logistic regression is appropriate for this analysis, and we demonstrate how to incorporate this in a forensic genetic framework....
Hall, Eric Joseph
2016-12-08
We derive computable error estimates for finite element approximations of linear elliptic partial differential equations with rough stochastic coefficients. In this setting, the exact solutions contain high frequency content that standard a posteriori error estimates fail to capture. We propose goal-oriented estimates, based on local error indicators, for the pathwise Galerkin and expected quadrature errors committed in standard, continuous, piecewise linear finite element approximations. Derived using easily validated assumptions, these novel estimates can be computed at a relatively low cost and have applications to subsurface flow problems in geophysics where the conductivities are assumed to have lognormal distributions with low regularity. Our theory is supported by numerical experiments on test problems in one and two dimensions.
Type I Error Rates and Power Estimates of Selected Parametric and Nonparametric Tests of Scale.
Olejnik, Stephen F.; Algina, James
1987-01-01
Estimated Type I Error rates and power are reported for the Brown-Forsythe, O'Brien, Klotz, and Siegal-Tukey procedures. The effect of aligning the data using deviations from group means or group medians is investigated. (RB)
On the a priori estimation of collocation error covariance functions: a feasibility study
DEFF Research Database (Denmark)
Arabelos, D.N.; Forsberg, René; Tscherning, C.C.
2007-01-01
Error covariance estimates are necessary information for the combination of solutions resulting from different kinds of data or methods, or for the assimilation of new results in already existing solutions. Such a combination or assimilation process demands proper weighting of the data, in order...... for the combination to be optimal and the error estimates of the results realistic. One flexible method for the gravity field approximation is least-squares collocation leading to optimal solutions for the predicted quantities and their error covariance estimates. The drawback of this method is related to the current...... ability of computers in handling very large systems of linear equations produced by an equally large amount of available input data. This problem becomes more serious when error covariance estimates have to be simultaneously computed. Using numerical experiments aiming at revealing dependencies between...
Error estimation in the neural network solution of ordinary differential equations.
Filici, Cristian
2010-06-01
In this article a method of error estimation for the neural approximation of the solution of an Ordinary Differential Equation is presented. Some examples of the application of the method support the theory presented. Copyright 2010. Published by Elsevier Ltd.
A New Formulation of the Filter-Error Method for Aerodynamic Parameter Estimation in Turbulence
Grauer, Jared A.; Morelli, Eugene A.
2015-01-01
A new formulation of the filter-error method for estimating aerodynamic parameters in nonlinear aircraft dynamic models during turbulence was developed and demonstrated. The approach uses an estimate of the measurement noise covariance to identify the model parameters, their uncertainties, and the process noise covariance, in a relaxation method analogous to the output-error method. Prior information on the model parameters and uncertainties can be supplied, and a post-estimation correction to the uncertainty was included to account for colored residuals not considered in the theory. No tuning parameters, needing adjustment by the analyst, are used in the estimation. The method was demonstrated in simulation using the NASA Generic Transport Model, then applied to the subscale T-2 jet-engine transport aircraft flight. Modeling results in different levels of turbulence were compared with results from time-domain output error and frequency- domain equation error methods to demonstrate the effectiveness of the approach.
A Prediction Error and Stepwise Regression Estimation Algorithm for Nonlinear Systems
Billings, S.A.; Voon, W.S.F.
1985-01-01
The identification of nonlinear systems based on a NARMAX (Nonlinear Autoregressive Moving Average model with exogenous inputs)model representation is considered and a combined stepwise regression/prediction error estimation algorithm is derived.
Systematic error mitigation in multi-GNSS positioning based on semiparametric estimation
Yu, Wenkun; Ding, Xiaoli; Dai, Wujiao; Chen, Wu
2017-12-01
Joint use of observations from multiple global navigation satellite systems (GNSS) is advantageous in high-accuracy positioning. However, systematic errors in the observations can significantly impact on the positioning accuracy if such errors cannot be properly mitigated. The errors can distort least squares estimations and also affect the results of variance component estimation that is frequently used to determine the stochastic model when observations from multiple GNSS are used. We present an approach that is based on the concept of semiparametric estimation for mitigating the effects of the systematic errors. Experimental results based on both simulated and real GNSS datasets show that the approach is effective, especially when applied before carrying out variance component estimation.
Directory of Open Access Journals (Sweden)
Cheng-Chin Liu
2016-01-01
Full Text Available Typhoon Morakot hit southern Taiwan in 2009, bringing 48-hr of heavy rainfall [close to the Probable Maximum Precipitation (PMP] to the Tsengwen Reservoir catchment. This extreme rainfall event resulted from the combined (co-movement effect of two climate systems (i.e., typhoon and southwesterly air flow. Based on the traditional PMP estimation method (i.e., the storm transposition method, STM, two PMP estimation approaches, i.e., Amplification Index (AI and Independent System (IS approaches, which consider the combined effect are proposed in this work. The AI approach assumes that the southwesterly air flow precipitation in a typhoon event could reach its maximum value. The IS approach assumes that the typhoon and southwesterly air flow are independent weather systems. Based on these assumptions, calculation procedures for the two approaches were constructed for a case study on the Tsengwen Reservoir catchment. The results show that the PMP estimates for 6- to 60-hr durations using the two approaches are approximately 30% larger than the PMP estimates using the traditional STM without considering the combined effect. This work is a pioneer PMP estimation method that considers the combined effect of a typhoon and southwesterly air flow. Further studies on this issue are essential and encouraged.
Energy Technology Data Exchange (ETDEWEB)
Eldred, Michael Scott; Subia, Samuel Ramirez; Neckels, David; Hopkins, Matthew Morgan; Notz, Patrick K.; Adams, Brian M.; Carnes, Brian; Wittwer, Jonathan W.; Bichon, Barron J.; Copps, Kevin D.
2006-10-01
This report documents the results for an FY06 ASC Algorithms Level 2 milestone combining error estimation and adaptivity, uncertainty quantification, and probabilistic design capabilities applied to the analysis and design of bistable MEMS. Through the use of error estimation and adaptive mesh refinement, solution verification can be performed in an automated and parameter-adaptive manner. The resulting uncertainty analysis and probabilistic design studies are shown to be more accurate, efficient, reliable, and convenient.
Estimation of Mechanical Signals in Induction Motors using the Recursive Prediction Error Method
DEFF Research Database (Denmark)
Børsting, H.; Knudsen, Morten; Rasmussen, Henrik
1993-01-01
Sensor feedback of mechanical quantities for control applications in induction motors is troublesome and relative expensive. In this paper a recursive prediction error (RPE) method has successfully been used to estimate the angular rotor speed ........Sensor feedback of mechanical quantities for control applications in induction motors is troublesome and relative expensive. In this paper a recursive prediction error (RPE) method has successfully been used to estimate the angular rotor speed .....
Xue, Ming; Wang, Jiang; Jia, Chenhui; Yu, Haitao; Deng, Bin; Wei, Xile; Che, Yanqiu
2013-03-01
In this paper, we proposed a new approach to estimate unknown parameters and topology of a neuronal network based on the adaptive synchronization control scheme. A virtual neuronal network is constructed as an observer to track the membrane potential of the corresponding neurons in the original network. When they achieve synchronization, the unknown parameters and topology of the original network are obtained. The method is applied to estimate the real-time status of the connection in the feedforward network and the neurotransmitter release probability of unreliable synapses is obtained by statistic computation. Numerical simulations are also performed to demonstrate the effectiveness of the proposed adaptive controller. The obtained results may have important implications in system identification in neural science.
Estimated probability of arsenic in groundwater from bedrock aquifers in New Hampshire, 2011
Ayotte, Joseph D.; Cahillane, Matthew; Hayes, Laura; Robinson, Keith W.
2012-01-01
Probabilities of arsenic occurrence in groundwater from bedrock aquifers at concentrations of 1, 5, and 10 micrograms per liter (µg/L) were estimated during 2011 using multivariate logistic regression. These estimates were developed for use by the New Hampshire Environmental Public Health Tracking Program. About 39 percent of New Hampshire bedrock groundwater was identified as having at least a 50 percent chance of containing an arsenic concentration greater than or equal to 1 µg/L. This compares to about 7 percent of New Hampshire bedrock groundwater having at least a 50 percent chance of containing an arsenic concentration equaling or exceeding 5 µg/L and about 5 percent of the State having at least a 50 percent chance for its bedrock groundwater to contain concentrations at or above 10 µg/L. The southeastern counties of Merrimack, Strafford, Hillsborough, and Rockingham have the greatest potential for having arsenic concentrations above 5 and 10 µg/L in bedrock groundwater.
Estimation of (n,f) Cross-Sections by Measuring Reaction Probability Ratios
Energy Technology Data Exchange (ETDEWEB)
Plettner, C; Ai, H; Beausang, C W; Bernstein, L A; Ahle, L; Amro, H; Babilon, M; Burke, J T; Caggiano, J A; Casten, R F; Church, J A; Cooper, J R; Crider, B; Gurdal, G; Heinz, A; McCutchan, E A; Moody, K; Punyon, J A; Qian, J; Ressler, J J; Schiller, A; Williams, E; Younes, W
2005-04-21
Neutron-induced reaction cross-sections on unstable nuclei are inherently difficult to measure due to target activity and the low intensity of neutron beams. In an alternative approach, named the 'surrogate' technique, one measures the decay probability of the same compound nucleus produced using a stable beam on a stable target to estimate the neutron-induced reaction cross-section. As an extension of the surrogate method, in this paper they introduce a new technique of measuring the fission probabilities of two different compound nuclei as a ratio, which has the advantage of removing most of the systematic uncertainties. This method was benchmarked in this report by measuring the probability of deuteron-induced fission events in coincidence with protons, and forming the ratio P({sup 236}U(d,pf))/P({sup 238}U(d,pf)), which serves as a surrogate for the known cross-section ratio of {sup 236}U(n,f)/{sup 238}U(n,f). IN addition, the P({sup 238}U(d,d{prime}f))/P({sup 236}U(d,d{prime}f)) ratio as a surrogate for the {sup 237}U(n,f)/{sup 235}U(n,f) cross-section ratio was measured for the first time in an unprecedented range of excitation energies.
Wang, Ching-Yun; Cullings, Harry; Song, Xiao; Kopecky, Kenneth J
2017-11-01
Observational epidemiological studies often confront the problem of estimating exposure-disease relationships when the exposure is not measured exactly. In the paper, we investigate exposure measurement error in excess relative risk regression, which is a widely used model in radiation exposure effect research. In the study cohort, a surrogate variable is available for the true unobserved exposure variable. The surrogate variable satisfies a generalized version of the classical additive measurement error model, but it may or may not have repeated measurements. In addition, an instrumental variable is available for individuals in a subset of the whole cohort. We develop a nonparametric correction (NPC) estimator using data from the subcohort, and further propose a joint nonparametric correction (JNPC) estimator using all observed data to adjust for exposure measurement error. An optimal linear combination estimator of JNPC and NPC is further developed. The proposed estimators are nonparametric, which are consistent without imposing a covariate or error distribution, and are robust to heteroscedastic errors. Finite sample performance is examined via a simulation study. We apply the developed methods to data from the Radiation Effects Research Foundation, in which chromosome aberration is used to adjust for the effects of radiation dose measurement error on the estimation of radiation dose responses.
Carroll, Raymond J.
2010-05-01
This paper considers identification and estimation of a general nonlinear Errors-in-Variables (EIV) model using two samples. Both samples consist of a dependent variable, some error-free covariates, and an error-prone covariate, for which the measurement error has unknown distribution and could be arbitrarily correlated with the latent true values; and neither sample contains an accurate measurement of the corresponding true variable. We assume that the regression model of interest - the conditional distribution of the dependent variable given the latent true covariate and the error-free covariates - is the same in both samples, but the distributions of the latent true covariates vary with observed error-free discrete covariates. We first show that the general latent nonlinear model is nonparametrically identified using the two samples when both could have nonclassical errors, without either instrumental variables or independence between the two samples. When the two samples are independent and the nonlinear regression model is parameterized, we propose sieve Quasi Maximum Likelihood Estimation (Q-MLE) for the parameter of interest, and establish its root-n consistency and asymptotic normality under possible misspecification, and its semiparametric efficiency under correct specification, with easily estimated standard errors. A Monte Carlo simulation and a data application are presented to show the power of the approach.
An Extended Quadratic Frobenius Primality Test with Average- and Worst-Case Error Estimate
DEFF Research Database (Denmark)
Damgård, Ivan Bjerre; Frandsen, Gudmund Skovbjerg
2006-01-01
We present an Extended Quadratic Frobenius Primality Test (EQFT), which is related to an extends the Miller-Rabin test and the Quadratic Frobenius test (QFT) by Grantham. EQFT takes time about equivalent to 2 Miller-Rabin tests, but has much smaller error probability, namely 256/331776t for t ite......-Rabin tests, while only taking time equivalent to about 2 such tests. We also give bounds for the error in case a prime is sought by incremental search from a random starting point.......We present an Extended Quadratic Frobenius Primality Test (EQFT), which is related to an extends the Miller-Rabin test and the Quadratic Frobenius test (QFT) by Grantham. EQFT takes time about equivalent to 2 Miller-Rabin tests, but has much smaller error probability, namely 256/331776t for t...... for the error probability of this algorithm as well as a general closed expression bounding the error. For instance, it is at most 2-143 for k = 500, t = 2. Compared to earlier similar results for the Miller-Rabin test, the results indicates that our test in the average case has the effect of 9 Miller...
An Extended Quadratic Frobenius Primality Test with Average Case Error Estimates
DEFF Research Database (Denmark)
Damgård, Ivan Bjerre; Frandsen, Gudmund Skovbjerg
2001-01-01
We present an Extended Quadratic Frobenius Primality Test (EQFT), which is related to an extends the Miller-Rabin test and the Quadratic Frobenius test (QFT) by Grantham. EQFT takes time about equivalent to 2 Miller-Rabin tests, but has much smaller error probability, namely 256/331776t for t ite......-Rabin tests, while only taking time equivalent to about 2 such tests. We also give bounds for the error in case a prime is sought by incremental search from a random starting point.......We present an Extended Quadratic Frobenius Primality Test (EQFT), which is related to an extends the Miller-Rabin test and the Quadratic Frobenius test (QFT) by Grantham. EQFT takes time about equivalent to 2 Miller-Rabin tests, but has much smaller error probability, namely 256/331776t for t...... for the error probability of this algorithm as well as a general closed expression bounding the error. For instance, it is at most 2-143 for k = 500, t = 2. Compared to earlier similar results for the Miller-Rabin test, the results indicates that our test in the average case has the effect of 9 Miller...
Data driven estimation of imputation error-a strategy for imputation with a reject option
DEFF Research Database (Denmark)
Bak, Nikolaj; Hansen, Lars Kai
2016-01-01
indiscriminately. We note that the effects of imputation can be strongly dependent on what is missing. To help make decisions about which records should be imputed, we propose to use a machine learning approach to estimate the imputation error for each case with missing data. The method is thought...... to be a practical approach to help users using imputation after the informed choice to impute the missing data has been made. To do this all patterns of missing values are simulated in all complete cases, enabling calculation of the "true error" in each of these new cases. The error is then estimated for each case...... with missing values by weighing the "true errors" by similarity. The method can also be used to test the performance of different imputation methods. A universal numerical threshold of acceptable error cannot be set since this will differ according to the data, research question, and analysis method...
Estimating probabilities of peptide database identifications to LC-FTICR-MS observations
Directory of Open Access Journals (Sweden)
Daly Don S
2006-02-01
Full Text Available Abstract Background The field of proteomics involves the characterization of the peptides and proteins expressed in a cell under specific conditions. Proteomics has made rapid advances in recent years following the sequencing of the genomes of an increasing number of organisms. A prominent technology for high throughput proteomics analysis is the use of liquid chromatography coupled to Fourier transform ion cyclotron resonance mass spectrometry (LC-FTICR-MS. Meaningful biological conclusions can best be made when the peptide identities returned by this technique are accompanied by measures of accuracy and confidence. Methods After a tryptically digested protein mixture is analyzed by LC-FTICR-MS, the observed masses and normalized elution times of the detected features are statistically matched to the theoretical masses and elution times of known peptides listed in a large database. The probability of matching is estimated for each peptide in the reference database using statistical classification methods assuming bivariate Gaussian probability distributions on the uncertainties in the masses and the normalized elution times. Results A database of 69,220 features from 32 LC-FTICR-MS analyses of a tryptically digested bovine serum albumin (BSA sample was matched to a database populated with 97% false positive peptides. The percentage of high confidence identifications was found to be consistent with other database search procedures. BSA database peptides were identified with high confidence on average in 14.1 of the 32 analyses. False positives were identified on average in just 2.7 analyses. Conclusion Using a priori probabilities that contrast peptides from expected and unexpected proteins was shown to perform better in identifying target peptides than using equally likely a priori probabilities. This is because a large percentage of the target peptides were similar to unexpected peptides which were included to be false positives. The use of
How Well Can We Estimate Error Variance of Satellite Precipitation Data Around the World?
Gebregiorgis, A. S.; Hossain, F.
2014-12-01
The traditional approach to measuring precipitation by placing a probe on the ground will likely never be adequate or affordable in most parts of the world. Fortunately, satellites today provide a continuous global bird's-eye view (above ground) at any given location. However, the usefulness of such precipitation products for hydrological applications depends on their error characteristics. Thus, providing error information associated with existing satellite precipitation estimates is crucial to advancing applications in hydrologic modeling. In this study, we present a method of estimating satellite precipitation error variance using regression model for three satellite precipitation products (3B42RT, CMORPH, and PERSIANN-CCS) using easily available geophysical features and satellite precipitation rate. The goal of this work is to explore how well the method works around the world in diverse geophysical settings. Topography, climate, and seasons are considered as the governing factors to segregate the satellite precipitation uncertainty and fit a nonlinear regression equation as function of satellite precipitation rate. The error variance models were tested on USA, Asia, Middle East, and Mediterranean region. Rain-gauge based precipitation product was used to validate the errors variance of satellite precipitation products. Our study attests that transferability of model estimators (which help to estimate the error variance) from one region to another is practically possible by leveraging the similarity in geophysical features. Therefore, the quantitative picture of satellite precipitation error over ungauged regions can be discerned even in the absence of ground truth data.
Ogawa, Takahiro; Haseyama, Miki
2013-03-01
A missing texture reconstruction method based on an error reduction (ER) algorithm, including a novel estimation scheme of Fourier transform magnitudes is presented in this brief. In our method, Fourier transform magnitude is estimated for a target patch including missing areas, and the missing intensities are estimated by retrieving its phase based on the ER algorithm. Specifically, by monitoring errors converged in the ER algorithm, known patches whose Fourier transform magnitudes are similar to that of the target patch are selected from the target image. In the second approach, the Fourier transform magnitude of the target patch is estimated from those of the selected known patches and their corresponding errors. Consequently, by using the ER algorithm, we can estimate both the Fourier transform magnitudes and phases to reconstruct the missing areas.
Error estimation for goal-oriented spatial adaptivity for the SN equations on triangular meshes
International Nuclear Information System (INIS)
Lathouwers, D.
2011-01-01
In this paper we investigate different error estimation procedures for use within a goal oriented adaptive algorithm for the S N equations on unstructured meshes. The method is based on a dual-weighted residual approach where an appropriate adjoint problem is formulated and solved in order to obtain the importance of residual errors in the forward problem on the specific goal of interest. The forward residuals and the adjoint function are combined to obtain both economical finite element meshes tailored to the solution of the target functional as well as providing error estimates. Various approximations made to make the calculation of the adjoint angular flux more economically attractive are evaluated by comparing the performance of the resulting adaptive algorithm and the quality of the error estimators when applied to two shielding-type test problems. (author)
Corrected-loss estimation for quantile regression with covariate measurement errors.
Wang, Huixia Judy; Stefanski, Leonard A; Zhu, Zhongyi
2012-06-01
We study estimation in quantile regression when covariates are measured with errors. Existing methods require stringent assumptions, such as spherically symmetric joint distribution of the regression and measurement error variables, or linearity of all quantile functions, which restrict model flexibility and complicate computation. In this paper, we develop a new estimation approach based on corrected scores to account for a class of covariate measurement errors in quantile regression. The proposed method is simple to implement. Its validity requires only linearity of the particular quantile function of interest, and it requires no parametric assumptions on the regression error distributions. Finite-sample results demonstrate that the proposed estimators are more efficient than the existing methods in various models considered.
Estimation of probability of coastal flooding: A case study in the Norton Sound, Alaska
Kim, S.; Chapman, R. S.; Jensen, R. E.; Azleton, M. T.; Eisses, K. J.
2010-12-01
Along the Norton Sound, Alaska, coastal communities have been exposed to flooding induced by the extra-tropical storms. Lack of observation data especially with long-term variability makes it difficult to assess the probability of coastal flooding critical in planning for development and evacuation of the coastal communities. We estimated the probability of coastal flooding with the help of an existing storm surge model using ADCIRC and a wave model using WAM for the Western Alaska which includes the Norton Sound as well as the adjacent Bering Sea and Chukchi Sea. The surface pressure and winds as well as ice coverage was analyzed and put in a gridded format with 3 hour interval over the entire Alaskan Shelf by Ocean Weather Inc. (OWI) for the period between 1985 and 2009. The OWI also analyzed the surface conditions for the storm events over the 31 year time period between 1954 and 1984. The correlation between water levels recorded by NOAA tide gage and local meteorological conditions at Nome between 1992 and 2005 suggested strong local winds with prevailing Southerly components period are good proxies for high water events. We also selected heuristically the local winds with prevailing Westerly components at Shaktoolik which locates at the eastern end of the Norton Sound provided extra selection of flood events during the continuous meteorological data record between 1985 and 2009. The frequency analyses were performed using the simulated water levels and wave heights for the 56 year time period between 1954 and 2009. Different methods of estimating return periods were compared including the method according to FEMA guideline, the extreme value statistics, and fitting to the statistical distributions such as Weibull and Gumbel. The estimates are similar as expected but with a variation.
International Nuclear Information System (INIS)
Carta, Jose A.; Ramirez, Penelope; Velazquez, Sergio
2008-01-01
Static methods which are based on statistical techniques to estimate the mean power output of a WECS (wind energy conversion system) have been widely employed in the scientific literature related to wind energy. In the static method which we use in this paper, for a given wind regime probability distribution function and a known WECS power curve, the mean power output of a WECS is obtained by resolving the integral, usually using numerical evaluation techniques, of the product of these two functions. In this paper an analysis is made of the influence of the level of fit between an empirical probability density function of a sample of wind speeds and the probability density function of the adjusted theoretical model on the relative error ε made in the estimation of the mean annual power output of a WECS. The mean power output calculated through the use of a quasi-dynamic or chronological method, that is to say using time-series of wind speed data and the power versus wind speed characteristic of the wind turbine, serves as the reference. The suitability of the distributions is judged from the adjusted R 2 statistic (R a 2 ). Hourly mean wind speeds recorded at 16 weather stations located in the Canarian Archipelago, an extensive catalogue of wind-speed probability models and two wind turbines of 330 and 800 kW rated power are used in this paper. Among the general conclusions obtained, the following can be pointed out: (a) that the R a 2 statistic might be useful as an initial gross indicator of the relative error made in the mean annual power output estimation of a WECS when a probabilistic method is employed; (b) the relative errors tend to decrease, in accordance with a trend line defined by a second-order polynomial, as R a 2 increases
International Nuclear Information System (INIS)
Burr, T.; Croft, S.; Krieger, T.; Martin, K.; Norman, C.; Walsh, S.
2016-01-01
One example of top-down uncertainty quantification (UQ) involves comparing two or more measurements on each of multiple items. One example of bottom-up UQ expresses a measurement result as a function of one or more input variables that have associated errors, such as a measured count rate, which individually (or collectively) can be evaluated for impact on the uncertainty in the resulting measured value. In practice, it is often found that top-down UQ exhibits larger error variances than bottom-up UQ, because some error sources are present in the fielded assay methods used in top-down UQ that are not present (or not recognized) in the assay studies used in bottom-up UQ. One would like better consistency between the two approaches in order to claim understanding of the measurement process. The purpose of this paper is to refine bottom-up uncertainty estimation by using calibration information so that if there are no unknown error sources, the refined bottom-up uncertainty estimate will agree with the top-down uncertainty estimate to within a specified tolerance. Then, in practice, if the top-down uncertainty estimate is larger than the refined bottom-up uncertainty estimate by more than the specified tolerance, there must be omitted sources of error beyond those predicted from calibration uncertainty. The paper develops a refined bottom-up uncertainty approach for four cases of simple linear calibration: (1) inverse regression with negligible error in predictors, (2) inverse regression with non-negligible error in predictors, (3) classical regression followed by inversion with negligible error in predictors, and (4) classical regression followed by inversion with non-negligible errors in predictors. Our illustrations are of general interest, but are drawn from our experience with nuclear material assay by non-destructive assay. The main example we use is gamma spectroscopy that applies the enrichment meter principle. Previous papers that ignore error in predictors
Measurement Error in Nonparametric Item Response Curve Estimation. Research Report. ETS RR-11-28
Guo, Hongwen; Sinharay, Sandip
2011-01-01
Nonparametric, or kernel, estimation of item response curve (IRC) is a concern theoretically and operationally. Accuracy of this estimation, often used in item analysis in testing programs, is biased when the observed scores are used as the regressor because the observed scores are contaminated by measurement error. In this study, we investigate…
Improved Margin of Error Estimates for Proportions in Business: An Educational Example
Arzumanyan, George; Halcoussis, Dennis; Phillips, G. Michael
2015-01-01
This paper presents the Agresti & Coull "Adjusted Wald" method for computing confidence intervals and margins of error for common proportion estimates. The presented method is easily implementable by business students and practitioners and provides more accurate estimates of proportions particularly in extreme samples and small…
Estimating the distribution of probable age-at-death from dental remains of immature human fossils.
Shackelford, Laura L; Stinespring Harris, Ashley E; Konigsberg, Lyle W
2012-02-01
In two historic longitudinal growth studies, Moorrees et al. (Am J Phys Anthropol 21 (1963) 99-108; J Dent Res 42 (1963) 1490-1502) presented the "mean attainment age" for stages of tooth development for 10 permanent tooth types and three deciduous tooth types. These findings were presented graphically to assess the rate of tooth formation in living children and to age immature skeletal remains. Despite being widely cited, these graphical data are difficult to implement because there are no accompanying numerical values for the parameters underlying the growth data. This analysis generates numerical parameters from the data reported by Moorrees et al. by digitizing 358 points from these tooth formation graphs using DataThief III, version 1.5. Following the original methods, the digitized points for each age transition were conception-corrected and converted to the logarithmic scale to determine a median attainment age for each dental formation stage. These values are subsequently used to estimate age-at-death distributions for immature individuals using a single tooth or multiple teeth, including estimates for 41 immature early modern humans and 25 immature Neandertals. Within-tooth variance is calculated for each age estimate based on a single tooth, and a between-tooth component of variance is calculated for age estimates based on two or more teeth to account for the increase in precision that comes from using additional teeth. Finally, we calculate the relative probability of observing a particular dental formation sequence given known-age reference information and demonstrate its value in estimating age for immature fossil specimens. Copyright © 2011 Wiley Periodicals, Inc.
Research on the Method of Noise Error Estimation of Atomic Clocks
Song, H. J.; Dong, S. W.; Li, W.; Zhang, J. H.; Jing, Y. J.
2017-05-01
The simulation methods of different noises of atomic clocks are given. The frequency flicker noise of atomic clock is studied by using the Markov process theory. The method for estimating the maximum interval error of the frequency white noise is studied by using the Wiener process theory. Based on the operation of 9 cesium atomic clocks in the time frequency reference laboratory of NTSC (National Time Service Center), the noise coefficients of the power-law spectrum model are estimated, and the simulations are carried out according to the noise models. Finally, the maximum interval error estimates of the frequency white noises generated by the 9 cesium atomic clocks have been acquired.
Investigation of systematic errors and estimation of $\\pi K$ atom lifetime
Yazkov, Valeriy
2013-01-01
This note describes details of analysis of data sample collected by DIRAC experiment on Ni target in 2008-2010 in order to estimate lifetime of $\\pi K$ atoms. Experimental results consists of six distinct data samples: both charge combinations ($\\pi^+K^−$ and $K^+\\pi^−$ atoms) obtained in dierent experimental conditions corresponding to each year of data-taking. Sources of systematic errors are analyzed, and estimations of systematic errors are presented. Taking into account both statistical and systematic uncertainties, the lifetime of $\\pi K$ atoms is estimated by maximum likelihood method.
Directory of Open Access Journals (Sweden)
Mark A Walker
2017-11-01
Full Text Available Ectopic heartbeats can trigger reentrant arrhythmias, leading to ventricular fibrillation and sudden cardiac death. Such events have been attributed to perturbed Ca2+ handling in cardiac myocytes leading to spontaneous Ca2+ release and delayed afterdepolarizations (DADs. However, the ways in which perturbation of specific molecular mechanisms alters the probability of ectopic beats is not understood. We present a multiscale model of cardiac tissue incorporating a biophysically detailed three-dimensional model of the ventricular myocyte. This model reproduces realistic Ca2+ waves and DADs driven by stochastic Ca2+ release channel (RyR gating and is used to study mechanisms of DAD variability. In agreement with previous experimental and modeling studies, key factors influencing the distribution of DAD amplitude and timing include cytosolic and sarcoplasmic reticulum Ca2+ concentrations, inwardly rectifying potassium current (IK1 density, and gap junction conductance. The cardiac tissue model is used to investigate how random RyR gating gives rise to probabilistic triggered activity in a one-dimensional myocyte tissue model. A novel spatial-average filtering method for estimating the probability of extreme (i.e. rare, high-amplitude stochastic events from a limited set of spontaneous Ca2+ release profiles is presented. These events occur when randomly organized clusters of cells exhibit synchronized, high amplitude Ca2+ release flux. It is shown how reduced IK1 density and gap junction coupling, as observed in heart failure, increase the probability of extreme DADs by multiple orders of magnitude. This method enables prediction of arrhythmia likelihood and its modulation by alterations of other cellular mechanisms.
Adams, Vanessa M.; Pressey, Robert L.; Stoeckl, Natalie
2014-01-01
The need to integrate social and economic factors into conservation planning has become a focus of academic discussions and has important practical implications for the implementation of conservation areas, both private and public. We conducted a survey in the Daly Catchment, Northern Territory, to inform the design and implementation of a stewardship payment program. We used a choice model to estimate the likely level of participation in two legal arrangements - conservation covenants and management agreements - based on payment level and proportion of properties required to be managed. We then spatially predicted landholders’ probability of participating at the resolution of individual properties and incorporated these predictions into conservation planning software to examine the potential for the stewardship program to meet conservation objectives. We found that the properties that were least costly, per unit area, to manage were also the least likely to participate. This highlights a tension between planning for a cost-effective program and planning for a program that targets properties with the highest probability of participation. PMID:24892520
Estimating the ground-state probability of a quantum simulation with product-state measurements
Directory of Open Access Journals (Sweden)
Bryce eYoshimura
2015-10-01
Full Text Available .One of the goals in quantum simulation is to adiabatically generate the ground state of a complicated Hamiltonian by starting with the ground state of a simple Hamiltonian and slowly evolving the system to the complicated one. If the evolution is adiabatic and the initial and final ground states are connected due to having the same symmetry, then the simulation will be successful. But in most experiments, adiabatic simulation is not possible because it would take too long, and the system has some level of diabatic excitation. In this work, we quantify the extent of the diabatic excitation even if we do not know {it a priori} what the complicated ground state is. Since many quantum simulator platforms, like trapped ions, can measure the probabilities to be in a product state, we describe techniques that can employ these simple measurements to estimate the probability of being in the ground state of the system after the diabatic evolution. These techniques do not require one to know any properties about the Hamiltonian itself, nor to calculate its eigenstate properties. All the information is derived by analyzing the product-state measurements as functions of time.
Wenger, Seth J; Freeman, Mary C
2008-10-01
Researchers have developed methods to account for imperfect detection of species with either occupancy (presence absence) or count data using replicated sampling. We show how these approaches can be combined to simultaneously estimate occurrence, abundance, and detection probability by specifying a zero-inflated distribution for abundance. This approach may be particularly appropriate when patterns of occurrence and abundance arise from distinct processes operating at differing spatial or temporal scales. We apply the model to two data sets: (1) previously published data for a species of duck, Anas platyrhynchos, and (2) data for a stream fish species, Etheostoma scotti. We show that in these cases, an incomplete-detection zero-inflated modeling approach yields a superior fit to the data than other models. We propose that zero-inflated abundance models accounting for incomplete detection be considered when replicate count data are available.
Estimation of the nuclear fuel assembly eigenfrequencies in the probability sense
Directory of Open Access Journals (Sweden)
Zeman V.
2014-12-01
Full Text Available The paper deals with upper and lower limits estimation of the nuclear fuel assembly eigenfrequencies, whose design and operation parameters are random variables. Each parameter is defined by its mean value and standard deviation or by a range of values. The gradient and three sigma criterion approach is applied to the calculation of the upper and lower limits of fuel assembly eigenfrequencies in the probability sense. Presented analytical approach used for the calculation of eigenfrequencies sensitivity is based on the modal synthesis method and the fuel assembly decomposition into six identical revolved fuel rod segments, centre tube and load-bearing skeleton linked by spacer grids. The method is applied for the Russian TVSA-T fuel assembly in the WWER1000/320 type reactor core in the Czech nuclear power plant Temelín.
Estimation of total error in DWPF reported radionuclide inventories. Revision 1
International Nuclear Information System (INIS)
Edwards, T.B.
1995-01-01
The Defense Waste Processing Facility (DWPF) at the Savannah River Site is required to determine and report the radionuclide inventory of its glass product. For each macro-batch, the DWPF will report both the total amount (in curies) of each reportable radionuclide and the average concentration (in curies/gram of glass) of each reportable radionuclide. The DWPF is to provide the estimated error of these reported values of its radionuclide inventory as well. The objective of this document is to provide a framework for determining the estimated error in DWPF's reporting of these radionuclide inventories. This report investigates the impact of random errors due to measurement and sampling on the total amount of each reportable radionuclide in a given macro-batch. In addition, the impact of these measurement and sampling errors and process variation are evaluated to determine the uncertainty in the reported average concentrations of radionuclides in DWPF's filled canister inventory resulting from each macro-batch
An Extended Quadratic Frobenius Primality Test with Average and Worst Case Error Estimates
DEFF Research Database (Denmark)
Damgård, Ivan Bjerre; Frandsen, Gudmund Skovbjerg
2003-01-01
We present an Extended Quadratic Frobenius Primality Test (EQFT), which is related to an extends the Miller-Rabin test and the Quadratic Frobenius test (QFT) by Grantham. EQFT takes time about equivalent to 2 Miller-Rabin tests, but has much smaller error probability, namely 256/331776t for t......-Rabin tests, while only taking time equivalent to about 2 such tests. We also give bounds for the error in case a prime is sought by incremental search from a random starting point....
Hemoglobin-Dilution Method: Effect of Measurement Errors on Vascular Volume Estimation
Directory of Open Access Journals (Sweden)
Matthew B. Wolf
2017-01-01
Full Text Available The hemoglobin-dilution method (HDM has been used to estimate changes in vascular volumes in patients because direct measurements with radioisotopes are time-consuming and not practical in many facilities. The HDM requires an assumption of initial blood volume, repeated measurements of plasma hemoglobin concentration, and the calculation of the ratio of hemoglobin measurements. The statistics of these ratio distributions resulting from measurement error are ill-defined even when the errors are normally distributed. This study uses a “Monte Carlo” approach to determine the distribution of these errors. The finding was that these errors could be closely approximated with a log-normal distribution that can be parameterized by a geometric mean (X and a dispersion factor (S. When the ratio of successive Hb concentrations is used to estimate blood volume, normally distributed hemoglobin measurement errors tend to produce exponentially higher values of X and S as the SD of the measurement error increases. The longer tail of the distribution to the right could produce much greater overestimations than would be expected from the SD values of the measurement error; however, it was found that averaging duplicate and triplicate hemoglobin measurements on a blood sample greatly improved the accuracy.
Estimation of heading gyrocompass error using a GPS 3DF system: Impact on ADCP measurements
Directory of Open Access Journals (Sweden)
Simón Ruiz
2002-12-01
Full Text Available Traditionally the horizontal orientation in a ship (heading has been obtained from a gyrocompass. This instrument is still used on research vessels but has an estimated error of about 2-3 degrees, inducing a systematic error in the cross-track velocity measured by an Acoustic Doppler Current Profiler (ADCP. The three-dimensional positioning system (GPS 3DF provides an independent heading measurement with accuracy better than 0.1 degree. The Spanish research vessel BIO Hespérides has been operating with this new system since 1996. For the first time on this vessel, the data from this new instrument are used to estimate gyrocompass error. The methodology we use follows the scheme developed by Griffiths (1994, which compares data from the gyrocompass and the GPS system in order to obtain an interpolated error function. In the present work we apply this methodology on mesoscale surveys performed during the observational phase of the OMEGA project, in the Alboran Sea. The heading-dependent gyrocompass error dominated. Errors in gyrocompass heading of 1.4-3.4 degrees have been found, which give a maximum error in measured cross-track ADCP velocity of 24 cm s-1.
Huddleston, Lisa; Roeder, WIlliam P.; Merceret, Francis J.
2011-01-01
A new technique has been developed to estimate the probability that a nearby cloud-to-ground lightning stroke was within a specified radius of any point of interest. This process uses the bivariate Gaussian distribution of probability density provided by the current lightning location error ellipse for the most likely location of a lightning stroke and integrates it to determine the probability that the stroke is inside any specified radius of any location, even if that location is not centered on or even within the location error ellipse. This technique is adapted from a method of calculating the probability of debris collision with spacecraft. Such a technique is important in spaceport processing activities because it allows engineers to quantify the risk of induced current damage to critical electronics due to nearby lightning strokes. This technique was tested extensively and is now in use by space launch organizations at Kennedy Space Center and Cape Canaveral Air Force station. Future applications could include forensic meteorology.
Global Warming Estimation from MSU: Correction for Drift and Calibration Errors
Prabhakara, C.; Iacovazzi, R., Jr.; Yoo, J.-M.; Einaudi, Franco (Technical Monitor)
2000-01-01
Microwave Sounding Unit (MSU) radiometer observations in Ch 2 (53.74 GHz), made in the nadir direction from sequential, sun-synchronous, polar-orbiting NOAA morning satellites (NOAA 6, 10 and 12 that have about 7am/7pm orbital geometry) and afternoon satellites (NOAA 7, 9, 11 and 14 that have about 2am/2pm orbital geometry) are analyzed in this study to derive global temperature trend from 1980 to 1998. In order to remove the discontinuities between the data of the successive satellites and to get a continuous time series, first we have used shortest possible time record of each satellite. In this way we get a preliminary estimate of the global temperature trend of 0.21 K/decade. However, this estimate is affected by systematic time-dependent errors. One such error is the instrument calibration error. This error can be inferred whenever there are overlapping measurements made by two satellites over an extended period of time. From the available successive satellite data we have taken the longest possible time record of each satellite to form the time series during the period 1980 to 1998 to this error. We find we can decrease the global temperature trend by about 0.07 K/decade. In addition there are systematic time dependent errors present in the data that are introduced by the drift in the satellite orbital geometry arises from the diurnal cycle in temperature which is the drift related change in the calibration of the MSU. In order to analyze the nature of these drift related errors the multi-satellite Ch 2 data set is partitioned into am and pm subsets to create two independent time series. The error can be assessed in the am and pm data of Ch 2 on land and can be eliminated. Observations made in the MSU Ch 1 (50.3 GHz) support this approach. The error is obvious only in the difference between the pm and am observations of Ch 2 over the ocean. We have followed two different paths to assess the impact of the errors on the global temperature trend. In one path the
Directory of Open Access Journals (Sweden)
Bossew Peter
2017-01-01
Full Text Available Indoor radon has been recognized as an important air pollutant. Based on epidemiological evidence, it is estimated that indoor radon is the second cause of lung cancer after smoking. As a consequence, one tries to limit exposure through regulations concerning the remediation of the existing and prevention of future exposure. In this context, an essential task is the delineation of areas in which it can be expected with certain confidence that time-averaged indoor radon concentrations in dwellings and workplaces exceed the reference level. These are called radon priority areas to denote that these are areas in which remedial and preventive action has to be implemented with priority. There are different definitions of radon priority areas and different methods to estimate them from data. In Germany, the current approach uses the geogenic radon potential as the predictor. However, legal reference levels pertain to indoor radon concentration, not to the geogenic radon potential. One therefore has to identify derived reference levels for geogenic radon potential through statistical association of both quantities. This paper presents a method to derive the local probability that indoor radon concentration exceeds a threshold, given the local geogenic radon potential. The relationship can be used to derive geogenic radon potential reference levels which in turn serve to define radon priority areas.
Locatelli, R.; Bousquet, P.; Chevallier, F.; Fortems-Cheney, A.; Szopa, S.; Saunois, M.; Agusti-Panareda, A.; Bergmann, D.; Bian, H.; Cameron-Smith, P.; Chipperfield, M. P.; Gloor, E.; Houweling, S.; Kawa, S. R.; Krol, M.; Patra, P. K.; Prinn, R. G.; Rigby, M.; Saito, R.; Wilson, C.
2013-10-01
A modelling experiment has been conceived to assess the impact of transport model errors on methane emissions estimated in an atmospheric inversion system. Synthetic methane observations, obtained from 10 different model outputs from the international TransCom-CH4 model inter-comparison exercise, are combined with a prior scenario of methane emissions and sinks, and integrated into the three-component PYVAR-LMDZ-SACS (PYthon VARiational-Laboratoire de Météorologie Dynamique model with Zooming capability-Simplified Atmospheric Chemistry System) inversion system to produce 10 different methane emission estimates at the global scale for the year 2005. The same methane sinks, emissions and initial conditions have been applied to produce the 10 synthetic observation datasets. The same inversion set-up (statistical errors, prior emissions, inverse procedure) is then applied to derive flux estimates by inverse modelling. Consequently, only differences in the modelling of atmospheric transport may cause differences in the estimated fluxes. In our framework, we show that transport model errors lead to a discrepancy of 27 Tg yr-1 at the global scale, representing 5% of total methane emissions. At continental and annual scales, transport model errors are proportionally larger than at the global scale, with errors ranging from 36 Tg yr-1 in North America to 7 Tg yr-1 in Boreal Eurasia (from 23 to 48%, respectively). At the model grid-scale, the spread of inverse estimates can reach 150% of the prior flux. Therefore, transport model errors contribute significantly to overall uncertainties in emission estimates by inverse modelling, especially when small spatial scales are examined. Sensitivity tests have been carried out to estimate the impact of the measurement network and the advantage of higher horizontal resolution in transport models. The large differences found between methane flux estimates inferred in these different configurations highly question the consistency of
Directory of Open Access Journals (Sweden)
R. Locatelli
2013-10-01
Full Text Available A modelling experiment has been conceived to assess the impact of transport model errors on methane emissions estimated in an atmospheric inversion system. Synthetic methane observations, obtained from 10 different model outputs from the international TransCom-CH4 model inter-comparison exercise, are combined with a prior scenario of methane emissions and sinks, and integrated into the three-component PYVAR-LMDZ-SACS (PYthon VARiational-Laboratoire de Météorologie Dynamique model with Zooming capability-Simplified Atmospheric Chemistry System inversion system to produce 10 different methane emission estimates at the global scale for the year 2005. The same methane sinks, emissions and initial conditions have been applied to produce the 10 synthetic observation datasets. The same inversion set-up (statistical errors, prior emissions, inverse procedure is then applied to derive flux estimates by inverse modelling. Consequently, only differences in the modelling of atmospheric transport may cause differences in the estimated fluxes. In our framework, we show that transport model errors lead to a discrepancy of 27 Tg yr−1 at the global scale, representing 5% of total methane emissions. At continental and annual scales, transport model errors are proportionally larger than at the global scale, with errors ranging from 36 Tg yr−1 in North America to 7 Tg yr−1 in Boreal Eurasia (from 23 to 48%, respectively. At the model grid-scale, the spread of inverse estimates can reach 150% of the prior flux. Therefore, transport model errors contribute significantly to overall uncertainties in emission estimates by inverse modelling, especially when small spatial scales are examined. Sensitivity tests have been carried out to estimate the impact of the measurement network and the advantage of higher horizontal resolution in transport models. The large differences found between methane flux estimates inferred in these different configurations highly
DEFF Research Database (Denmark)
Jensen, Jonas; Olesen, Jacob Bjerring; Stuart, Matthias Bo
2016-01-01
A method for vector velocity volume flow estimation is presented, along with an investigation of its sources of error and correction of actual volume flow measurements. Volume flow errors are quantified theoretically by numerical modeling, through flow phantom measurements, and studied in vivo....... This paper investigates errors from estimating volumetric flow using a commercial ultrasound scanner and the common assumptions made in the literature. The theoretical model shows, e.g. that volume flow is underestimated by 15%, when the scan plane is off-axis with the vessel center by 28% of the vessel...... to cross-sectional scans of the fistulas, the major axis was on average 10.2 mm, which is 8.6% larger than the minor axis. The ultrasound beam was on average 1.5 mm from the vessel center, corresponding to 28% of the semi-major axis in an average fistula. Estimating volume flow with an elliptical, rather...
Eilers, Anna-Christina; Hennawi, Joseph F.; Lee, Khee-Gan
2017-08-01
We present a new Bayesian algorithm making use of Markov Chain Monte Carlo sampling that allows us to simultaneously estimate the unknown continuum level of each quasar in an ensemble of high-resolution spectra, as well as their common probability distribution function (PDF) for the transmitted Lyα forest flux. This fully automated PDF regulated continuum fitting method models the unknown quasar continuum with a linear principal component analysis (PCA) basis, with the PCA coefficients treated as nuisance parameters. The method allows one to estimate parameters governing the thermal state of the intergalactic medium (IGM), such as the slope of the temperature-density relation γ -1, while marginalizing out continuum uncertainties in a fully Bayesian way. Using realistic mock quasar spectra created from a simplified semi-numerical model of the IGM, we show that this method recovers the underlying quasar continua to a precision of ≃ 7 % and ≃ 10 % at z = 3 and z = 5, respectively. Given the number of principal component spectra, this is comparable to the underlying accuracy of the PCA model itself. Most importantly, we show that we can achieve a nearly unbiased estimate of the slope γ -1 of the IGM temperature-density relation with a precision of +/- 8.6 % at z = 3 and +/- 6.1 % at z = 5, for an ensemble of ten mock high-resolution quasar spectra. Applying this method to real quasar spectra and comparing to a more realistic IGM model from hydrodynamical simulations would enable precise measurements of the thermal and cosmological parameters governing the IGM, albeit with somewhat larger uncertainties, given the increased flexibility of the model.
Goal-oriented error estimation for Cahn-Hilliard models of binary phase transition
van der Zee, Kristoffer G.
2010-10-27
A posteriori estimates of errors in quantities of interest are developed for the nonlinear system of evolution equations embodied in the Cahn-Hilliard model of binary phase transition. These involve the analysis of wellposedness of dual backward-in-time problems and the calculation of residuals. Mixed finite element approximations are developed and used to deliver numerical solutions of representative problems in one- and two-dimensional domains. Estimated errors are shown to be quite accurate in these numerical examples. © 2010 Wiley Periodicals, Inc.
A review of some a posteriori error estimates for adaptive finite element methods
Czech Academy of Sciences Publication Activity Database
Segeth, Karel
2010-01-01
Roč. 80, č. 8 (2010), s. 1589-1600 ISSN 0378-4754. [European Seminar on Coupled Problems. Jetřichovice, 08.06.2008-13.06.2008] R&D Projects: GA AV ČR(CZ) IAA100190803 Institutional research plan: CEZ:AV0Z10190503 Keywords : hp-adaptive finite element method * a posteriori error estimators * computational error estimates Subject RIV: BA - General Mathematics Impact factor: 0.812, year: 2010 http://www.sciencedirect.com/science/article/pii/S0378475408004230
J.M. Hull; A.M. Fish; J.J. Keane; S.R. Mori; B.J Sacks; A.C. Hull
2010-01-01
One of the primary assumptions associated with many wildlife and population trend studies is that target species are correctly identified. This assumption may not always be valid, particularly for species similar in appearance to co-occurring species. We examined size overlap and identification error rates among Cooper's (Accipiter cooperii...
Consiglio, Maria C.; Hoadley, Sherwood T.; Allen, B. Danette
2009-01-01
Wind prediction errors are known to affect the performance of automated air traffic management tools that rely on aircraft trajectory predictions. In particular, automated separation assurance tools, planned as part of the NextGen concept of operations, must be designed to account and compensate for the impact of wind prediction errors and other system uncertainties. In this paper we describe a high fidelity batch simulation study designed to estimate the separation distance required to compensate for the effects of wind-prediction errors throughout increasing traffic density on an airborne separation assistance system. These experimental runs are part of the Safety Performance of Airborne Separation experiment suite that examines the safety implications of prediction errors and system uncertainties on airborne separation assurance systems. In this experiment, wind-prediction errors were varied between zero and forty knots while traffic density was increased several times current traffic levels. In order to accurately measure the full unmitigated impact of wind-prediction errors, no uncertainty buffers were added to the separation minima. The goal of the study was to measure the impact of wind-prediction errors in order to estimate the additional separation buffers necessary to preserve separation and to provide a baseline for future analyses. Buffer estimations from this study will be used and verified in upcoming safety evaluation experiments under similar simulation conditions. Results suggest that the strategic airborne separation functions exercised in this experiment can sustain wind prediction errors up to 40kts at current day air traffic density with no additional separation distance buffer and at eight times the current day with no more than a 60% increase in separation distance buffer.
DEFF Research Database (Denmark)
Lowes, F.J.; Olsen, Nils
2004-01-01
, led to quite inaccurate variance estimates. We estimate correction factors which range from 1/4 to 20, with the largest increases being for the zonal, m = 0, and sectorial, m = n, terms. With no correction, the OSVM variances give a mean-square vector field error of prediction over the Earth's surface......Most modern spherical harmonic geomagnetic models based on satellite data include estimates of the variances of the spherical harmonic coefficients of the model; these estimates are based on the geometry of the data and the fitting functions, and on the magnitude of the residuals. However...
Effect of unrepresented model errors on estimated soil hydraulic material properties
Directory of Open Access Journals (Sweden)
S. Jaumann
2017-09-01
Full Text Available Unrepresented model errors influence the estimation of effective soil hydraulic material properties. As the required model complexity for a consistent description of the measurement data is application dependent and unknown a priori, we implemented a structural error analysis based on the inversion of increasingly complex models. We show that the method can indicate unrepresented model errors and quantify their effects on the resulting material properties. To this end, a complicated 2-D subsurface architecture (ASSESS was forced with a fluctuating groundwater table while time domain reflectometry (TDR and hydraulic potential measurement devices monitored the hydraulic state. In this work, we analyze the quantitative effect of unrepresented (i sensor position uncertainty, (ii small scale-heterogeneity, and (iii 2-D flow phenomena on estimated soil hydraulic material properties with a 1-D and a 2-D study. The results of these studies demonstrate three main points: (i the fewer sensors are available per material, the larger is the effect of unrepresented model errors on the resulting material properties. (ii The 1-D study yields biased parameters due to unrepresented lateral flow. (iii Representing and estimating sensor positions as well as small-scale heterogeneity decreased the mean absolute error of the volumetric water content data by more than a factor of 2 to 0. 004.
Effect of unrepresented model errors on estimated soil hydraulic material properties
Jaumann, Stefan; Roth, Kurt
2017-09-01
Unrepresented model errors influence the estimation of effective soil hydraulic material properties. As the required model complexity for a consistent description of the measurement data is application dependent and unknown a priori, we implemented a structural error analysis based on the inversion of increasingly complex models. We show that the method can indicate unrepresented model errors and quantify their effects on the resulting material properties. To this end, a complicated 2-D subsurface architecture (ASSESS) was forced with a fluctuating groundwater table while time domain reflectometry (TDR) and hydraulic potential measurement devices monitored the hydraulic state. In this work, we analyze the quantitative effect of unrepresented (i) sensor position uncertainty, (ii) small scale-heterogeneity, and (iii) 2-D flow phenomena on estimated soil hydraulic material properties with a 1-D and a 2-D study. The results of these studies demonstrate three main points: (i) the fewer sensors are available per material, the larger is the effect of unrepresented model errors on the resulting material properties. (ii) The 1-D study yields biased parameters due to unrepresented lateral flow. (iii) Representing and estimating sensor positions as well as small-scale heterogeneity decreased the mean absolute error of the volumetric water content data by more than a factor of 2 to 0. 004.
Over, Thomas M.; Saito, Riki J.; Veilleux, Andrea G.; Sharpe, Jennifer B.; Soong, David T.; Ishii, Audrey L.
2016-06-28
This report provides two sets of equations for estimating peak discharge quantiles at annual exceedance probabilities (AEPs) of 0.50, 0.20, 0.10, 0.04, 0.02, 0.01, 0.005, and 0.002 (recurrence intervals of 2, 5, 10, 25, 50, 100, 200, and 500 years, respectively) for watersheds in Illinois based on annual maximum peak discharge data from 117 watersheds in and near northeastern Illinois. One set of equations was developed through a temporal analysis with a two-step least squares-quantile regression technique that measures the average effect of changes in the urbanization of the watersheds used in the study. The resulting equations can be used to adjust rural peak discharge quantiles for the effect of urbanization, and in this study the equations also were used to adjust the annual maximum peak discharges from the study watersheds to 2010 urbanization conditions.The other set of equations was developed by a spatial analysis. This analysis used generalized least-squares regression to fit the peak discharge quantiles computed from the urbanization-adjusted annual maximum peak discharges from the study watersheds to drainage-basin characteristics. The peak discharge quantiles were computed by using the Expected Moments Algorithm following the removal of potentially influential low floods defined by a multiple Grubbs-Beck test. To improve the quantile estimates, regional skew coefficients were obtained from a newly developed regional skew model in which the skew increases with the urbanized land use fraction. The drainage-basin characteristics used as explanatory variables in the spatial analysis include drainage area, the fraction of developed land, the fraction of land with poorly drained soils or likely water, and the basin slope estimated as the ratio of the basin relief to basin perimeter.This report also provides the following: (1) examples to illustrate the use of the spatial and urbanization-adjustment equations for estimating peak discharge quantiles at ungaged
EstimatingTP53Mutation Carrier Probability in Families with Li-Fraumeni Syndrome Using LFSPRO.
Peng, Gang; Bojadzieva, Jasmina; Ballinger, Mandy L; Li, Jialu; Blackford, Amanda L; Mai, Phuong L; Savage, Sharon A; Thomas, David M; Strong, Louise C; Wang, Wenyi
2017-06-01
Background: Li-Fraumeni syndrome (LFS) is associated with germline TP53 mutations and a very high lifetime cancer risk. Algorithms that assess a patient's risk of inherited cancer predisposition are often used in clinical counseling. The existing LFS criteria have limitations, suggesting the need for an advanced prediction tool to support clinical decision making for TP53 mutation testing and LFS management. Methods: Based on a Mendelian model, LFSPRO estimates TP53 mutation probability through the Elston-Stewart algorithm and consequently estimates future risk of cancer. With independent datasets of 1,353 tested individuals from 867 families, we evaluated the prediction performance of LFSPRO. Results: LFSPRO accurately predicted TP53 mutation carriers in a pediatric sarcoma cohort from MD Anderson Cancer Center in the United States, the observed to expected ratio (OE) = 1.35 (95% confidence interval, 0.99-1.80); area under the receiver operating characteristic curve (AUC) = 0.85 (0.75-0.93); a population-based sarcoma cohort from the International Sarcoma Kindred Study in Australia, OE = 1.62 (1.03-2.55); AUC = 0.67 (0.54-0.79); and the NCI LFS study cohort, OE = 1.28 (1.17-1.39); AUC = 0.82 (0.78-0.86). LFSPRO also showed higher sensitivity and specificity than the classic LFS and Chompret criteria. LFSPRO is freely available through the R packages LFSPRO and BayesMendel. Conclusions: LFSPRO shows good performance in predicting TP53 mutations in individuals and families in varied situations. Impact: LFSPRO is more broadly applicable than the current clinical criteria and may improve clinical management for individuals and families with LFS. Cancer Epidemiol Biomarkers Prev; 26(6); 837-44. ©2017 AACR . ©2017 American Association for Cancer Research.
Lugtig, Peter; Toepoel, Vera
2016-01-01
Respondents in an Internet panel survey can often choose which device they use to complete questionnaires: a traditional PC, laptop, tablet computer, or a smartphone. Because all these devices have different screen sizes and modes of data entry, measurement errors may differ between devices. Using
Detecting Topological Errors with Pre-Estimation Filtering of Bad Data in Wide-Area Measurements
DEFF Research Database (Denmark)
Møller, Jakob Glarbo; Sørensen, Mads; Jóhannsson, Hjörtur
2017-01-01
It is expected that bad data and missing topology information will become an issue of growing concern when power system state estimators are to exploit the high measurement reporting rates from phasor measurement units. This paper suggests to design state estimators with enhanced resilience against...... those issues. The work presented here include a review of a pre-estimation filter for bad data. A method for detecting branch status errors which may also be applied before the state estimation is then proposed. Both methods are evaluated through simulation on a novel test platform for wide......-area measurement applications. It is found that topology errors may be detected even under influence of the large dynamics following the loss of a heavily loaded branch....
A novel multitemporal insar model for joint estimation of deformation rates and orbital errors
Zhang, Lei
2014-06-01
Orbital errors, characterized typically as longwavelength artifacts, commonly exist in interferometric synthetic aperture radar (InSAR) imagery as a result of inaccurate determination of the sensor state vector. Orbital errors degrade the precision of multitemporal InSAR products (i.e., ground deformation). Although research on orbital error reduction has been ongoing for nearly two decades and several algorithms for reducing the effect of the errors are already in existence, the errors cannot always be corrected efficiently and reliably. We propose a novel model that is able to jointly estimate deformation rates and orbital errors based on the different spatialoral characteristics of the two types of signals. The proposed model is able to isolate a long-wavelength ground motion signal from the orbital error even when the two types of signals exhibit similar spatial patterns. The proposed algorithm is efficient and requires no ground control points. In addition, the method is built upon wrapped phases of interferograms, eliminating the need of phase unwrapping. The performance of the proposed model is validated using both simulated and real data sets. The demo codes of the proposed model are also provided for reference. © 2013 IEEE.
Directory of Open Access Journals (Sweden)
Berhane Yemane
2008-03-01
estimates and regression analyses to significant amounts of randomly introduced errors indicates a high level of robustness of the dataset. This apparent inertia of population parameter estimates to simulated errors is largely due to the size of the dataset. Tolerable margins of random error in DSS data may exceed 20%. While this is not an argument in favour of poor quality data, reducing the time and valuable resources spent on detecting and correcting random errors in routine DSS operations may be justifiable as the returns from such procedures diminish with increasing overall accuracy. The money and effort currently spent on endlessly correcting DSS datasets would perhaps be better spent on increasing the surveillance population size and geographic spread of DSSs and analysing and disseminating research findings.
Dictionary-based probability density function estimation for high-resolution SAR data
Krylov, Vladimir; Moser, Gabriele; Serpico, Sebastiano B.; Zerubia, Josiane
2009-02-01
In the context of remotely sensed data analysis, a crucial problem is represented by the need to develop accurate models for the statistics of pixel intensities. In this work, we develop a parametric finite mixture model for the statistics of pixel intensities in high resolution synthetic aperture radar (SAR) images. This method is an extension of previously existing method for lower resolution images. The method integrates the stochastic expectation maximization (SEM) scheme and the method of log-cumulants (MoLC) with an automatic technique to select, for each mixture component, an optimal parametric model taken from a predefined dictionary of parametric probability density functions (pdf). The proposed dictionary consists of eight state-of-the-art SAR-specific pdfs: Nakagami, log-normal, generalized Gaussian Rayleigh, Heavy-tailed Rayleigh, Weibull, K-root, Fisher and generalized Gamma. The designed scheme is endowed with the novel initialization procedure and the algorithm to automatically estimate the optimal number of mixture components. The experimental results with a set of several high resolution COSMO-SkyMed images demonstrate the high accuracy of the designed algorithm, both from the viewpoint of a visual comparison of the histograms, and from the viewpoint of quantitive accuracy measures such as correlation coefficient (above 99,5%). The method proves to be effective on all the considered images, remaining accurate for multimodal and highly heterogeneous scenes.
Directory of Open Access Journals (Sweden)
Jayajit Das '
2015-07-01
Full Text Available A common statistical situation concerns inferring an unknown distribution Q(x from a known distribution P(y, where X (dimension n, and Y (dimension m have a known functional relationship. Most commonly, n ≤ m, and the task is relatively straightforward for well-defined functional relationships. For example, if Y1 and Y2 are independent random variables, each uniform on [0, 1], one can determine the distribution of X = Y1 + Y2; here m = 2 and n = 1. However, biological and physical situations can arise where n > m and the functional relation Y→X is non-unique. In general, in the absence of additional information, there is no unique solution to Q in those cases. Nevertheless, one may still want to draw some inferences about Q. To this end, we propose a novel maximum entropy (MaxEnt approach that estimates Q(x based only on the available data, namely, P(y. The method has the additional advantage that one does not need to explicitly calculate the Lagrange multipliers. In this paper we develop the approach, for both discrete and continuous probability distributions, and demonstrate its validity. We give an intuitive justification as well, and we illustrate with examples.
DEFF Research Database (Denmark)
Vacca, Alessandro; Prato, Carlo Giacomo; Meloni, Italo
2015-01-01
is the dependency of the parameter estimates from the choice set generation technique. Bias introduced in model estimation has been corrected only for the random walk algorithm, which has problematic applicability to large-scale networks. This study proposes a correction term for the sampling probability of routes...
Directory of Open Access Journals (Sweden)
Khasanov Zimfir
2018-01-01
Full Text Available The article reviews the capabilities and particularities of the approach to the improvement of metrological characteristics of fiber-optic pressure sensors (FOPS based on estimation estimation of dynamic errors in laser optoelectronic dimension gauges for geometric measurement of details. It is shown that the proposed criteria render new methods for conjugation of optoelectronic converters in the dimension gauge for geometric measurements in order to reduce the speed and volume requirements for the Random Access Memory (RAM of the video controller which process the signal. It is found that the lower relative error, the higher the interrogetion speed of the CCD array. It is shown that thus, the maximum achievable dynamic accuracy characteristics of the optoelectronic gauge are determined by the following conditions: the parameter stability of the electronic circuits in the CCD array and the microprocessor calculator; linearity of characteristics; error dynamics and noise in all electronic circuits of the CCD array and microprocessor calculator.
A Refined Algorithm On The Estimation Of Residual Motion Errors In Airborne SAR Images
Zhong, Xuelian; Xiang, Maosheng; Yue, Huanyin; Guo, Huadong
2010-10-01
Due to the lack of accuracy in the navigation system, residual motion errors (RMEs) frequently appear in the airborne SAR image. For very high resolution SAR imaging and repeat-pass SAR interferometry, the residual motion errors must be estimated and compensated. We have proposed a new algorithm before to estimate the residual motion errors for an individual SAR image. It exploits point-like targets distributed along the azimuth direction, and not only corrects the phase, but also improves the azimuth focusing. But the required point targets are selected by hand, which is time- and labor-consuming. In addition, the algorithm is sensitive to noises. In this paper, a refined algorithm is proposed aiming at these two shortcomings. With real X-band airborne SAR data, the feasibility and accuracy of the refined algorithm are demonstrated.
On the BER and capacity analysis of MIMO MRC systems with channel estimation error
Yang, Liang
2011-10-01
In this paper, we investigate the effect of channel estimation error on the capacity and bit-error rate (BER) of a multiple-input multiple-output (MIMO) transmit maximal ratio transmission (MRT) and receive maximal ratio combining (MRC) systems over uncorrelated Rayleigh fading channels. We first derive the ergodic (average) capacity expressions for such systems when power adaptation is applied at the transmitter. The exact capacity expression for the uniform power allocation case is also presented. Furthermore, to investigate the diversity order of MIMO MRT-MRC scheme, we derive the BER performance under a uniform power allocation policy. We also present an asymptotic BER performance analysis for the MIMO MRT-MRC system with multiuser diversity. The numerical results are given to illustrate the sensitivity of the main performance to the channel estimation error and the tightness of the approximate cutoff value. © 2011 IEEE.
Burnecki, Krzysztof; Kepten, Eldad; Garini, Yuval; Sikora, Grzegorz; Weron, Aleksander
2015-06-11
Accurately characterizing the anomalous diffusion of a tracer particle has become a central issue in biophysics. However, measurement errors raise difficulty in the characterization of single trajectories, which is usually performed through the time-averaged mean square displacement (TAMSD). In this paper, we study a fractionally integrated moving average (FIMA) process as an appropriate model for anomalous diffusion data with measurement errors. We compare FIMA and traditional TAMSD estimators for the anomalous diffusion exponent. The ability of the FIMA framework to characterize dynamics in a wide range of anomalous exponents and noise levels through the simulation of a toy model (fractional Brownian motion disturbed by Gaussian white noise) is discussed. Comparison to the TAMSD technique, shows that FIMA estimation is superior in many scenarios. This is expected to enable new measurement regimes for single particle tracking (SPT) experiments even in the presence of high measurement errors.
Some error estimates for the lumped mass finite element method for a parabolic problem
Chatzipantelidis, P.
2012-01-01
We study the spatially semidiscrete lumped mass method for the model homogeneous heat equation with homogeneous Dirichlet boundary conditions. Improving earlier results we show that known optimal order smooth initial data error estimates for the standard Galerkin method carry over to the lumped mass method whereas nonsmooth initial data estimates require special assumptions on the triangulation. We also discuss the application to time discretization by the backward Euler and Crank-Nicolson methods. © 2011 American Mathematical Society.
Impact of Channel Estimation Errors on Multiuser Detection via the Replica Method
Directory of Open Access Journals (Sweden)
Li Husheng
2005-01-01
Full Text Available For practical wireless DS-CDMA systems, channel estimation is imperfect due to noise and interference. In this paper, the impact of channel estimation errors on multiuser detection (MUD is analyzed under the framework of the replica method. System performance is obtained in the large system limit for optimal MUD, linear MUD, and turbo MUD, and is validated by numerical results for finite systems.
Statistical error estimation of the Feynman-α method using the bootstrap method
International Nuclear Information System (INIS)
Endo, Tomohiro; Yamamoto, Akio; Yagi, Takahiro; Pyeon, Cheol Ho
2016-01-01
Applicability of the bootstrap method is investigated to estimate the statistical error of the Feynman-α method, which is one of the subcritical measurement techniques on the basis of reactor noise analysis. In the Feynman-α method, the statistical error can be simply estimated from multiple measurements of reactor noise, however it requires additional measurement time to repeat the multiple times of measurements. Using a resampling technique called 'bootstrap method' standard deviation and confidence interval of measurement results obtained by the Feynman-α method can be estimated as the statistical error, using only a single measurement of reactor noise. In order to validate our proposed technique, we carried out a passive measurement of reactor noise without any external source, i.e. with only inherent neutron source by spontaneous fission and (α,n) reactions in nuclear fuels at the Kyoto University Criticality Assembly. Through the actual measurement, it is confirmed that the bootstrap method is applicable to approximately estimate the statistical error of measurement results obtained by the Feynman-α method. (author)
A Sandwich-Type Standard Error Estimator of SEM Models with Multivariate Time Series
Zhang, Guangjian; Chow, Sy-Miin; Ong, Anthony D.
2011-01-01
Structural equation models are increasingly used as a modeling tool for multivariate time series data in the social and behavioral sciences. Standard error estimators of SEM models, originally developed for independent data, require modifications to accommodate the fact that time series data are inherently dependent. In this article, we extend a…
Discretization error estimation and exact solution generation using the method of nearby problems.
Energy Technology Data Exchange (ETDEWEB)
Sinclair, Andrew J. (Auburn University Auburn, AL); Raju, Anil (Auburn University Auburn, AL); Kurzen, Matthew J. (Virginia Tech Blacksburg, VA); Roy, Christopher John (Virginia Tech Blacksburg, VA); Phillips, Tyrone S. (Virginia Tech Blacksburg, VA)
2011-10-01
The Method of Nearby Problems (MNP), a form of defect correction, is examined as a method for generating exact solutions to partial differential equations and as a discretization error estimator. For generating exact solutions, four-dimensional spline fitting procedures were developed and implemented into a MATLAB code for generating spline fits on structured domains with arbitrary levels of continuity between spline zones. For discretization error estimation, MNP/defect correction only requires a single additional numerical solution on the same grid (as compared to Richardson extrapolation which requires additional numerical solutions on systematically-refined grids). When used for error estimation, it was found that continuity between spline zones was not required. A number of cases were examined including 1D and 2D Burgers equation, the 2D compressible Euler equations, and the 2D incompressible Navier-Stokes equations. The discretization error estimation results compared favorably to Richardson extrapolation and had the advantage of only requiring a single grid to be generated.
Locatelli, R.; Bousquet, P.; Chevallier, F.; Fortems-Cheney, A.; Szopa, S.; Saunois, M.; Agusti-Panareda, A.; Bergmann, D.; Bian, H.; Cameron-Smith, P.; Chipperfield, M.P.; Gloor, E.; Houweling, S.; Kawa, S.R.; Krol, M.C.; Patra, P.K.; Prinn, R.G.; Rigby, M.; Saito, R.; Wilson, C.
2013-01-01
A modelling experiment has been conceived to assess the impact of transport model errors on methane emissions estimated in an atmospheric inversion system. Synthetic methane observations, obtained from 10 different model outputs from the international TransCom-CH4 model inter-comparison exercise,
Development and estimation of a semi-compensatory model with flexible error structure
DEFF Research Database (Denmark)
Kaplan, Sigal; Shiftan, Yoram; Bekhor, Shlomo
-response model and the utility-based choice by alternatively (i) a nested-logit model and (ii) an error-component logit. In order to test the suggested methodology, the model was estimated for a sample of 1,893 ranked choices and respective threshold values from 631 students who participated in a web-based two...
Precision and shortcomings of yaw error estimation using spinner-based light detection and ranging
DEFF Research Database (Denmark)
Kragh, Knud Abildgaard; Hansen, Morten Hartvig; Mikkelsen, Torben
2013-01-01
When extracting energy from the wind using horizontal axis wind turbines, the ability to align the rotor axis with the mean wind direction is crucial. In previous work, a method for estimating the yaw error based on measurements from a spinner mounted light detection and ranging (LIDAR) device wa...
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Karátson, J.
2017-01-01
Roč. 210, January 2017 (2017), s. 155-164 ISSN 0377-0427 Institutional support: RVO:68145535 Keywords : finite difference method * error estimates * matrix splitting * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.357, year: 2016 http://www.sciencedirect.com/science/article/pii/S0377042716301492?via%3Dihub
Czech Academy of Sciences Publication Activity Database
Axelsson, Owe; Karátson, J.
2017-01-01
Roč. 210, January 2017 (2017), s. 155-164 ISSN 0377-0427 Institutional support: RVO:68145535 Keywords : finite difference method * error estimates * matrix splitting * preconditioning Subject RIV: BA - General Mathematics OBOR OECD: Applied mathematics Impact factor: 1.357, year: 2016 http://www. science direct.com/ science /article/pii/S0377042716301492?via%3Dihub
DEFF Research Database (Denmark)
Voigt, Andreas Jauernik; Santos, Ilmar
2012-01-01
This paper gives an original theoretical and experimental contribution to the issue of reducing force estimation errors, which arise when applying Active Magnetic Bearings (AMBs) with pole embedded Hall sensors for force quantification purposes. Motivated by the prospect of increasing the usabili...
Estimating root mean square errors in remotely sensed soil moisture over continental scale domains
de Jeu, R.A.M.; Draper, C.; Reichle, R.; Naeimi, V.; Parinussa, R.M.; Wagner, W.W.
2013-01-01
Root Mean Square Errors (RMSEs) in the soil moisture anomaly time series obtained from the Advanced Scatterometer (ASCAT) and the Advanced Microwave Scanning Radiometer (AMSR-E; using the Land Parameter Retrieval Model) are estimated over a continental scale domain centered on North America, using
Scipal, K.; Holmes, T.R.H.; de Jeu, R.A.M.; Naeimi, V.; Wagner, W.W.
2008-01-01
In the last few years, research made significant progress towards operational soil moisture remote sensing which lead to the availability of several global data sets. For an optimal use of these data, an accurate estimation of the error structure is an important condition. To solve for the
Standard Error Estimation of 3PL IRT True Score Equating with an MCMC Method
Liu, Yuming; Schulz, E. Matthew; Yu, Lei
2008-01-01
A Markov chain Monte Carlo (MCMC) method and a bootstrap method were compared in the estimation of standard errors of item response theory (IRT) true score equating. Three test form relationships were examined: parallel, tau-equivalent, and congeneric. Data were simulated based on Reading Comprehension and Vocabulary tests of the Iowa Tests of…
L∞-error estimate for a system of elliptic quasivariational inequalities
Directory of Open Access Journals (Sweden)
M. Boulbrachene
2003-01-01
Full Text Available We deal with the numerical analysis of a system of elliptic quasivariational inequalities (QVIs. Under W2,p(Ω-regularity of the continuous solution, a quasi-optimal L∞-convergence of a piecewise linear finite element method is established, involving a monotone algorithm of Bensoussan-Lions type and standard uniform error estimates known for elliptic variational inequalities (VIs.
Jones, Reese E.; Mandadapu, Kranthi K.
2012-04-01
We present a rigorous Green-Kubo methodology for calculating transport coefficients based on on-the-fly estimates of: (a) statistical stationarity of the relevant process, and (b) error in the resulting coefficient. The methodology uses time samples efficiently across an ensemble of parallel replicas to yield accurate estimates, which is particularly useful for estimating the thermal conductivity of semi-conductors near their Debye temperatures where the characteristic decay times of the heat flux correlation functions are large. Employing and extending the error analysis of Zwanzig and Ailawadi [Phys. Rev. 182, 280 (1969)], 10.1103/PhysRev.182.280 and Frenkel [in Proceedings of the International School of Physics "Enrico Fermi", Course LXXV (North-Holland Publishing Company, Amsterdam, 1980)] to the integral of correlation, we are able to provide tight theoretical bounds for the error in the estimate of the transport coefficient. To demonstrate the performance of the method, four test cases of increasing computational cost and complexity are presented: the viscosity of Ar and water, and the thermal conductivity of Si and GaN. In addition to producing accurate estimates of the transport coefficients for these materials, this work demonstrates precise agreement of the computed variances in the estimates of the correlation and the transport coefficient with the extended theory based on the assumption that fluctuations follow a Gaussian process. The proposed algorithm in conjunction with the extended theory enables the calculation of transport coefficients with the Green-Kubo method accurately and efficiently.
Carroll, Raymond J.
2011-03-01
In many applications we can expect that, or are interested to know if, a density function or a regression curve satisfies some specific shape constraints. For example, when the explanatory variable, X, represents the value taken by a treatment or dosage, the conditional mean of the response, Y , is often anticipated to be a monotone function of X. Indeed, if this regression mean is not monotone (in the appropriate direction) then the medical or commercial value of the treatment is likely to be significantly curtailed, at least for values of X that lie beyond the point at which monotonicity fails. In the case of a density, common shape constraints include log-concavity and unimodality. If we can correctly guess the shape of a curve, then nonparametric estimators can be improved by taking this information into account. Addressing such problems requires a method for testing the hypothesis that the curve of interest satisfies a shape constraint, and, if the conclusion of the test is positive, a technique for estimating the curve subject to the constraint. Nonparametric methodology for solving these problems already exists, but only in cases where the covariates are observed precisely. However in many problems, data can only be observed with measurement errors, and the methods employed in the error-free case typically do not carry over to this error context. In this paper we develop a novel approach to hypothesis testing and function estimation under shape constraints, which is valid in the context of measurement errors. Our method is based on tilting an estimator of the density or the regression mean until it satisfies the shape constraint, and we take as our test statistic the distance through which it is tilted. Bootstrap methods are used to calibrate the test. The constrained curve estimators that we develop are also based on tilting, and in that context our work has points of contact with methodology in the error-free case.
Eric H. Wharton; Tiberius Cunia
1987-01-01
Proceedings of a workshop co-sponsored by the USDA Forest Service, the State University of New York, and the Society of American Foresters. Presented were papers on the methodology of sample tree selection, tree biomass measurement, construction of biomass tables and estimation of their error, and combining the error of biomass tables with that of the sample plots or...
Directory of Open Access Journals (Sweden)
Nils Ternès
2017-05-01
Full Text Available Abstract Background Thanks to the advances in genomics and targeted treatments, more and more prediction models based on biomarkers are being developed to predict potential benefit from treatments in a randomized clinical trial. Despite the methodological framework for the development and validation of prediction models in a high-dimensional setting is getting more and more established, no clear guidance exists yet on how to estimate expected survival probabilities in a penalized model with biomarker-by-treatment interactions. Methods Based on a parsimonious biomarker selection in a penalized high-dimensional Cox model (lasso or adaptive lasso, we propose a unified framework to: estimate internally the predictive accuracy metrics of the developed model (using double cross-validation; estimate the individual survival probabilities at a given timepoint; construct confidence intervals thereof (analytical or bootstrap; and visualize them graphically (pointwise or smoothed with spline. We compared these strategies through a simulation study covering scenarios with or without biomarker effects. We applied the strategies to a large randomized phase III clinical trial that evaluated the effect of adding trastuzumab to chemotherapy in 1574 early breast cancer patients, for which the expression of 462 genes was measured. Results In our simulations, penalized regression models using the adaptive lasso estimated the survival probability of new patients with low bias and standard error; bootstrapped confidence intervals had empirical coverage probability close to the nominal level across very different scenarios. The double cross-validation performed on the training data set closely mimicked the predictive accuracy of the selected models in external validation data. We also propose a useful visual representation of the expected survival probabilities using splines. In the breast cancer trial, the adaptive lasso penalty selected a prediction model with 4
Accurate and fast methods to estimate the population mutation rate from error prone sequences
Directory of Open Access Journals (Sweden)
Miyamoto Michael M
2009-08-01
Full Text Available Abstract Background The population mutation rate (θ remains one of the most fundamental parameters in genetics, ecology, and evolutionary biology. However, its accurate estimation can be seriously compromised when working with error prone data such as expressed sequence tags, low coverage draft sequences, and other such unfinished products. This study is premised on the simple idea that a random sequence error due to a chance accident during data collection or recording will be distributed within a population dataset as a singleton (i.e., as a polymorphic site where one sampled sequence exhibits a unique base relative to the common nucleotide of the others. Thus, one can avoid these random errors by ignoring the singletons within a dataset. Results This strategy is implemented under an infinite sites model that focuses on only the internal branches of the sample genealogy where a shared polymorphism can arise (i.e., a variable site where each alternative base is represented by at least two sequences. This approach is first used to derive independently the same new Watterson and Tajima estimators of θ, as recently reported by Achaz 1 for error prone sequences. It is then used to modify the recent, full, maximum-likelihood model of Knudsen and Miyamoto 2, which incorporates various factors for experimental error and design with those for coalescence and mutation. These new methods are all accurate and fast according to evolutionary simulations and analyses of a real complex population dataset for the California seahare. Conclusion In light of these results, we recommend the use of these three new methods for the determination of θ from error prone sequences. In particular, we advocate the new maximum likelihood model as a starting point for the further development of more complex coalescent/mutation models that also account for experimental error and design.
Energy Technology Data Exchange (ETDEWEB)
Kunin, Victor; Engelbrektson, Anna; Ochman, Howard; Hugenholtz, Philip
2009-08-01
Massively parallel pyrosequencing of the small subunit (16S) ribosomal RNA gene has revealed that the extent of rare microbial populations in several environments, the 'rare biosphere', is orders of magnitude higher than previously thought. One important caveat with this method is that sequencing error could artificially inflate diversity estimates. Although the per-base error of 16S rDNA amplicon pyrosequencing has been shown to be as good as or lower than Sanger sequencing, no direct assessments of pyrosequencing errors on diversity estimates have been reported. Using only Escherichia coli MG1655 as a reference template, we find that 16S rDNA diversity is grossly overestimated unless relatively stringent read quality filtering and low clustering thresholds are applied. In particular, the common practice of removing reads with unresolved bases and anomalous read lengths is insufficient to ensure accurate estimates of microbial diversity. Furthermore, common and reproducible homopolymer length errors can result in relatively abundant spurious phylotypes further confounding data interpretation. We suggest that stringent quality-based trimming of 16S pyrotags and clustering thresholds no greater than 97% identity should be used to avoid overestimates of the rare biosphere.
Estimation of the optical errors on the luminescence imaging of water for proton beam
Yabe, Takuya; Komori, Masataka; Horita, Ryo; Toshito, Toshiyuki; Yamamoto, Seiichi
2018-04-01
Although luminescence imaging of water during proton-beam irradiation can be applied to range estimation, the height of the Bragg peak of the luminescence image was smaller than that measured with an ionization chamber. We hypothesized that the reasons of the difference were attributed to the optical phenomena; parallax errors of the optical system and the reflection of the luminescence from the water phantom. We estimated the errors cause by these optical phenomena affecting the luminescence image of water. To estimate the parallax error on the luminescence images, we measured the luminescence images during proton-beam irradiation using a cooled charge-coupled camera by changing the heights of the optical axis of the camera from those of the Bragg peak. When the heights of the optical axis matched to the depths of the Bragg peak, the Bragg peak heights in the depth profiles were the highest. The reflection of the luminescence of water with a black wall phantom was slightly smaller than that with a transparent phantom and changed the shapes of the depth profiles. We conclude that the parallax error significantly affects the heights of the Bragg peak and the reflection of the phantom affects the shapes of depth profiles of the luminescence images of water.
Estimate of Extinction Probability of Bisexual Galton-Watson Branching Process
Directory of Open Access Journals (Sweden)
Z. Zarabi Zadeh
2010-12-01
Full Text Available In this paper a bisexual Galton-Watson branching process is studied. Monte Carlo method is purposed to calculate the extinction probability. For certain class of processes ${{Z_{n}}}$ extinction probability is calculated and simulated, when initially population size ${(Z_{0}}$ has a different value, then results of two methods are compared.
Accuracy and Sources of Error for an Angle Independent Volume Flow Estimator
DEFF Research Database (Denmark)
Jensen, Jonas; Olesen, Jacob Bjerring; Hansen, Peter Møller
2014-01-01
This paper investigates sources of error for a vector velocity volume flow estimator. Quantification of the estima tor’s accuracy is performed theoretically and investigated in vivo . Womersley’s model for pulsatile flow is used to simulate velo city profiles and calculate volume flow errors....... A BK Medical UltraView 800 ultrasound scanner with a 9 MHz linear array transducer is used to obtain Vector Flow Imaging sequences of a superficial part of the fistulas. Cross-sectional diameters of each fistu la are measured on B-mode images by rotating the scan plane 90 degrees. The major axis...
Estimation of the wind turbine yaw error by support vector machines
DEFF Research Database (Denmark)
Sheibat-Othman, Nida; Othman, Sami; Tayari, Raoaa
2015-01-01
Wind turbine yaw error information is of high importance in controlling wind turbine power and structural load. Normally used wind vanes are imprecise. In this work, the estimation of yaw error in wind turbines is studied using support vector machines for regression (SVR). As the methodology...... is data-based, simulated data from a high fidelity aero-elastic model is used for learning. The model simulates a variable speed horizontal-axis wind turbine composed of three blades and a full converter. Both partial load (blade angles fixed at 0 deg) and full load zones (active pitch actuators...
Assumption-free estimation of the genetic contribution to refractive error across childhood.
Guggenheim, Jeremy A; St Pourcain, Beate; McMahon, George; Timpson, Nicholas J; Evans, David M; Williams, Cathy
2015-01-01
Studies in relatives have generally yielded high heritability estimates for refractive error: twins 75-90%, families 15-70%. However, because related individuals often share a common environment, these estimates are inflated (via misallocation of unique/common environment variance). We calculated a lower-bound heritability estimate for refractive error free from such bias. Between the ages 7 and 15 years, participants in the Avon Longitudinal Study of Parents and Children (ALSPAC) underwent non-cycloplegic autorefraction at regular research clinics. At each age, an estimate of the variance in refractive error explained by single nucleotide polymorphism (SNP) genetic variants was calculated using genome-wide complex trait analysis (GCTA) using high-density genome-wide SNP genotype information (minimum N at each age=3,404). The variance in refractive error explained by the SNPs ("SNP heritability") was stable over childhood: Across age 7-15 years, SNP heritability averaged 0.28 (SE=0.08, pchildhood. Simulations suggested lack of cycloplegia during autorefraction led to a small underestimation of SNP heritability (adjusted SNP heritability=0.35; SE=0.09). To put these results in context, the variance in refractive error explained (or predicted) by the time participants spent outdoors was time spent reading was childhood. Notwithstanding the strong evidence of association between time outdoors and myopia, and time reading and myopia, less than 1% of the variance in myopia at age 15 was explained by crude measures of these two risk factors, indicating that their effects may be limited, at least when averaged over the whole population.
Judgements with errors lead to behavioral heuristics
Ungureanu, S.
2016-01-01
A decision process robust to errors in the estimation of values, probabilities and times will employ heuristics that generate consistent apparent biases like loss aversion, nonlinear probability weighting with discontinuities and present bias.
Errors in the estimation method for the rejection of vibrations in adaptive optics systems
Kania, Dariusz
2017-06-01
In recent years the problem of the mechanical vibrations impact in adaptive optics (AO) systems has been renewed. These signals are damped sinusoidal signals and have deleterious effect on the system. One of software solutions to reject the vibrations is an adaptive method called AVC (Adaptive Vibration Cancellation) where the procedure has three steps: estimation of perturbation parameters, estimation of the frequency response of the plant, update the reference signal to reject/minimalize the vibration. In the first step a very important problem is the estimation method. A very accurate and fast (below 10 ms) estimation method of these three parameters has been presented in several publications in recent years. The method is based on using the spectrum interpolation and MSD time windows and it can be used to estimate multifrequency signals. In this paper the estimation method is used in the AVC method to increase the system performance. There are several parameters that affect the accuracy of obtained results, e.g. CiR - number of signal periods in a measurement window, N - number of samples in the FFT procedure, H - time window order, SNR, b - number of ADC bits, γ - damping ratio of the tested signal. Systematic errors increase when N, CiR, H decrease and when γ increases. The value for systematic error is approximately 10^-10 Hz/Hz for N = 2048 and CiR = 0.1. This paper presents equations that can used to estimate maximum systematic errors for given values of H, CiR and N before the start of the estimation process.
de Uña-Álvarez, Jacobo; Meira-Machado, Luís
2015-06-01
Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than the existing non-Markov estimators in most cases. An application to a clinical trial on colon cancer is included. Extensions to progressive processes beyond the three-state illness-death model are discussed. © 2015, The International Biometric Society.
A residual-based a posteriori error estimator for single-phase Darcy flow in fractured porous media
Chen, Huangxin
2016-12-09
In this paper we develop an a posteriori error estimator for a mixed finite element method for single-phase Darcy flow in a two-dimensional fractured porous media. The discrete fracture model is applied to model the fractures by one-dimensional fractures in a two-dimensional domain. We consider Raviart–Thomas mixed finite element method for the approximation of the coupled Darcy flows in the fractures and the surrounding porous media. We derive a robust residual-based a posteriori error estimator for the problem with non-intersecting fractures. The reliability and efficiency of the a posteriori error estimator are established for the error measured in an energy norm. Numerical results verifying the robustness of the proposed a posteriori error estimator are given. Moreover, our numerical results indicate that the a posteriori error estimator also works well for the problem with intersecting fractures.
Directory of Open Access Journals (Sweden)
Y. Yang
2017-12-01
Full Text Available We model the outage probability and bit-error rate (BER for an intensity-modulation/direct detection optical wireless communication (OWC systems for the ground-to-train of the curved track in rainy weather. By adopting the inverse Gaussian models of the raining turbulence, we derive the outage probability and average BER expression for the channel with pointing errors. The numerical analysis reveals that the rainfall can disrupt the stability and accuracy of the system, especially the rainstorm weather. The improving of the shockproof performance of the tracks and using long wavelength of the signal source will improve the communication performance of OWC links. The atmospheric turbulence has greater impact on the OWC link than the cover track length. The pointing errors caused by beam wander or train vibration are the dominant factors decreasing the performance of OWC link for the train along the curved track. We can choose the size of communication transmitting and receiving apertures to optimize the performance of the OWC link.
Xiao, Yongling; Abrahamowicz, Michal
2010-03-30
We propose two bootstrap-based methods to correct the standard errors (SEs) from Cox's model for within-cluster correlation of right-censored event times. The cluster-bootstrap method resamples, with replacement, only the clusters, whereas the two-step bootstrap method resamples (i) the clusters, and (ii) individuals within each selected cluster, with replacement. In simulations, we evaluate both methods and compare them with the existing robust variance estimator and the shared gamma frailty model, which are available in statistical software packages. We simulate clustered event time data, with latent cluster-level random effects, which are ignored in the conventional Cox's model. For cluster-level covariates, both proposed bootstrap methods yield accurate SEs, and type I error rates, and acceptable coverage rates, regardless of the true random effects distribution, and avoid serious variance under-estimation by conventional Cox-based standard errors. However, the two-step bootstrap method over-estimates the variance for individual-level covariates. We also apply the proposed bootstrap methods to obtain confidence bands around flexible estimates of time-dependent effects in a real-life analysis of cluster event times.
A TOA-AOA-Based NLOS Error Mitigation Method for Location Estimation
Directory of Open Access Journals (Sweden)
Tianshuang Qiu
2007-12-01
Full Text Available This paper proposes a geometric method to locate a mobile station (MS in a mobile cellular network when both the range and angle measurements are corrupted by non-line-of-sight (NLOS errors. The MS location is restricted to an enclosed region by geometric constraints from the temporal-spatial characteristics of the radio propagation channel. A closed-form equation of the MS position, time of arrival (TOA, angle of arrival (AOA, and angle spread is provided. The solution space of the equation is very large because the angle spreads are random variables in nature. A constrained objective function is constructed to further limit the MS position. A Lagrange multiplier-based solution and a numerical solution are proposed to resolve the MS position. The estimation quality of the estimator in term of Ã¢Â€ÂœbiasedÃ¢Â€Â or Ã¢Â€ÂœunbiasedÃ¢Â€Â is discussed. The scale factors, which may be used to evaluate NLOS propagation level, can be estimated by the proposed method. AOA seen at base stations may be corrected to some degree. The performance comparisons among the proposed method and other hybrid location methods are investigated on different NLOS error models and with two scenarios of cell layout. It is found that the proposed method can deal with NLOS error effectively, and it is attractive for location estimation in cellular networks.
DTI quality control assessment via error estimation from Monte Carlo simulations
Farzinfar, Mahshid; Li, Yin; Verde, Audrey R.; Oguz, Ipek; Gerig, Guido; Styner, Martin A.
2013-03-01
Diffusion Tensor Imaging (DTI) is currently the state of the art method for characterizing the microscopic tissue structure of white matter in normal or diseased brain in vivo. DTI is estimated from a series of Diffusion Weighted Imaging (DWI) volumes. DWIs suffer from a number of artifacts which mandate stringent Quality Control (QC) schemes to eliminate lower quality images for optimal tensor estimation. Conventionally, QC procedures exclude artifact-affected DWIs from subsequent computations leading to a cleaned, reduced set of DWIs, called DWI-QC. Often, a rejection threshold is heuristically/empirically chosen above which the entire DWI-QC data is rendered unacceptable and thus no DTI is computed. In this work, we have devised a more sophisticated, Monte-Carlo (MC) simulation based method for the assessment of resulting tensor properties. This allows for a consistent, error-based threshold definition in order to reject/accept the DWI-QC data. Specifically, we propose the estimation of two error metrics related to directional distribution bias of Fractional Anisotropy (FA) and the Principal Direction (PD). The bias is modeled from the DWI-QC gradient information and a Rician noise model incorporating the loss of signal due to the DWI exclusions. Our simulations further show that the estimated bias can be substantially different with respect to magnitude and directional distribution depending on the degree of spatial clustering of the excluded DWIs. Thus, determination of diffusion properties with minimal error requires an evenly distributed sampling of the gradient directions before and after QC.
An Error-Reduction Algorithm to Improve Lidar Turbulence Estimates for Wind Energy
Energy Technology Data Exchange (ETDEWEB)
Newman, Jennifer F.; Clifton, Andrew
2016-08-01
Currently, cup anemometers on meteorological (met) towers are used to measure wind speeds and turbulence intensity to make decisions about wind turbine class and site suitability. However, as modern turbine hub heights increase and wind energy expands to complex and remote sites, it becomes more difficult and costly to install met towers at potential sites. As a result, remote sensing devices (e.g., lidars) are now commonly used by wind farm managers and researchers to estimate the flow field at heights spanned by a turbine. While lidars can accurately estimate mean wind speeds and wind directions, there is still a large amount of uncertainty surrounding the measurement of turbulence with lidars. This uncertainty in lidar turbulence measurements is one of the key roadblocks that must be overcome in order to replace met towers with lidars for wind energy applications. In this talk, a model for reducing errors in lidar turbulence estimates is presented. Techniques for reducing errors from instrument noise, volume averaging, and variance contamination are combined in the model to produce a corrected value of the turbulence intensity (TI), a commonly used parameter in wind energy. In the next step of the model, machine learning techniques are used to further decrease the error in lidar TI estimates.
Budka, Marcin; Gabrys, Bogdan
2013-01-01
Estimation of the generalization ability of a classification or regression model is an important issue, as it indicates the expected performance on previously unseen data and is also used for model selection. Currently used generalization error estimation procedures, such as cross-validation (CV) or bootstrap, are stochastic and, thus, require multiple repetitions in order to produce reliable results, which can be computationally expensive, if not prohibitive. The correntropy-inspired density-preserving sampling (DPS) procedure proposed in this paper eliminates the need for repeating the error estimation procedure by dividing the available data into subsets that are guaranteed to be representative of the input dataset. This allows the production of low-variance error estimates with an accuracy comparable to 10 times repeated CV at a fraction of the computations required by CV. This method can also be used for model ranking and selection. This paper derives the DPS procedure and investigates its usability and performance using a set of public benchmark datasets and standard classifiers.
Robust Estimator for Non-Line-of-Sight Error Mitigation in Indoor Localization
Casas, R.; Marco, A.; Guerrero, J. J.; Falcó, J.
2006-12-01
Indoor localization systems are undoubtedly of interest in many application fields. Like outdoor systems, they suffer from non-line-of-sight (NLOS) errors which hinder their robustness and accuracy. Though many ad hoc techniques have been developed to deal with this problem, unfortunately most of them are not applicable indoors due to the high variability of the environment (movement of furniture and of people, etc.). In this paper, we describe the use of robust regression techniques to detect and reject NLOS measures in a location estimation using multilateration. We show how the least-median-of-squares technique can be used to overcome the effects of NLOS errors, even in environments with little infrastructure, and validate its suitability by comparing it to other methods described in the bibliography. We obtained remarkable results when using it in a real indoor positioning system that works with Bluetooth and ultrasound (BLUPS), even when nearly half the measures suffered from NLOS or other coarse errors.
Estimating shipper/receiver measurement error variances by use of ANOVA
International Nuclear Information System (INIS)
Lanning, B.M.
1993-01-01
Every measurement made on nuclear material items is subject to measurement errors which are inherent variations in the measurement process that cause the measured value to differ from the true value. In practice, it is important to know the variance (or standard deviation) in these measurement errors, because this indicates the precision in reported results. If a nuclear material facility is generating paired data (e.g., shipper/receiver) where party 1 and party 2 each make independent measurements on the same items, the measurement error variance associated with both parties can be extracted. This paper presents a straightforward method for the use of standard statistical computer packages, with analysis of variance (ANOVA), to obtain valid estimates of measurement variances. Also, with the help of the P-value, significant biases between the two parties can be directly detected without reference to an F-table
Genetic Algorithm for Optimization: Preprocessing with n Dimensional Bisection and Error Estimation
Sen, S. K.; Shaykhian, Gholam Ali
2006-01-01
A knowledge of the appropriate values of the parameters of a genetic algorithm (GA) such as the population size, the shrunk search space containing the solution, crossover and mutation probabilities is not available a priori for a general optimization problem. Recommended here is a polynomial-time preprocessing scheme that includes an n-dimensional bisection and that determines the foregoing parameters before deciding upon an appropriate GA for all problems of similar nature and type. Such a preprocessing is not only fast but also enables us to get the global optimal solution and its reasonably narrow error bounds with a high degree of confidence.
Directory of Open Access Journals (Sweden)
Rie Hagihara
Full Text Available The probability of an aquatic animal being available for detection is typically <1. Accounting for covariates that reduce the probability of detection is important for obtaining robust estimates of the population abundance and determining its status and trends. The dugong (Dugong dugon is a bottom-feeding marine mammal and a seagrass community specialist. We hypothesized that the probability of a dugong being available for detection is dependent on water depth and that dugongs spend more time underwater in deep-water seagrass habitats than in shallow-water seagrass habitats. We tested this hypothesis by quantifying the depth use of 28 wild dugongs fitted with GPS satellite transmitters and time-depth recorders (TDRs at three sites with distinct seagrass depth distributions: 1 open waters supporting extensive seagrass meadows to 40 m deep (Torres Strait, 6 dugongs, 2015; 2 a protected bay (average water depth 6.8 m with extensive shallow seagrass beds (Moreton Bay, 13 dugongs, 2011 and 2012; and 3 a mixture of lagoon, coral and seagrass habitats to 60 m deep (New Caledonia, 9 dugongs, 2013. The fitted instruments were used to measure the times the dugongs spent in the experimentally determined detection zones under various environmental conditions. The estimated probability of detection was applied to aerial survey data previously collected at each location. In general, dugongs were least available for detection in Torres Strait, and the population estimates increased 6-7 fold using depth-specific availability correction factors compared with earlier estimates that assumed homogeneous detection probability across water depth and location. Detection probabilities were higher in Moreton Bay and New Caledonia than Torres Strait because the water transparency in these two locations was much greater than in Torres Strait and the effect of correcting for depth-specific detection probability much less. The methodology has application to visual survey of
Estimating Probability of Default on Peer to Peer Market – Survival Analysis Approach
Directory of Open Access Journals (Sweden)
Đurović Andrija
2017-05-01
Full Text Available Arguably a cornerstone of credit risk modelling is the probability of default. This article aims is to search for the evidence of relationship between loan characteristics and probability of default on peer-to-peer (P2P market. In line with that, two loan characteristics are analysed: 1 loan term length and 2 loan purpose. The analysis is conducted using survival analysis approach within the vintage framework. Firstly, 12 months probability of default through the cycle is used to compare riskiness of analysed loan characteristics. Secondly, log-rank test is employed in order to compare complete survival period of cohorts. Findings of the paper suggest that there is clear evidence of relationship between analysed loan characteristics and probability of default. Longer term loans are more risky than the shorter term ones and the least risky loans are those used for credit card payoff.
Sample Size Determination for Estimation of Sensor Detection Probabilities Based on a Test Variable
National Research Council Canada - National Science Library
Oymak, Okan
2007-01-01
.... Army Yuma Proving Ground. Specifically, we evaluate the coverage probabilities and lengths of widely used confidence intervals for a binomial proportion and report the required sample sizes for some specified goals...
Lu, Dan; Ye, Ming; Meyer, Philip D.; Curtis, Gary P.; Shi, Xiaoqing; Niu, Xu-Feng; Yabusaki, Steve B.
2013-01-01
When conducting model averaging for assessing groundwater conceptual model uncertainty, the averaging weights are often evaluated using model selection criteria such as AIC, AICc, BIC, and KIC (Akaike Information Criterion, Corrected Akaike Information Criterion, Bayesian Information Criterion, and Kashyap Information Criterion, respectively). However, this method often leads to an unrealistic situation in which the best model receives overwhelmingly large averaging weight (close to 100%), which cannot be justified by available data and knowledge. It was found in this study that this problem was caused by using the covariance matrix, CE, of measurement errors for estimating the negative log likelihood function common to all the model selection criteria. This problem can be resolved by using the covariance matrix, Cek, of total errors (including model errors and measurement errors) to account for the correlation between the total errors. An iterative two-stage method was developed in the context of maximum likelihood inverse modeling to iteratively infer the unknown Cek from the residuals during model calibration. The inferred Cek was then used in the evaluation of model selection criteria and model averaging weights. While this method was limited to serial data using time series techniques in this study, it can be extended to spatial data using geostatistical techniques. The method was first evaluated in a synthetic study and then applied to an experimental study, in which alternative surface complexation models were developed to simulate column experiments of uranium reactive transport. It was found that the total errors of the alternative models were temporally correlated due to the model errors. The iterative two-stage method using Cekresolved the problem that the best model receives 100% model averaging weight, and the resulting model averaging weights were supported by the calibration results and physical understanding of the alternative models. Using Cek
Directory of Open Access Journals (Sweden)
Holschneider Matthias
2007-05-01
Full Text Available Abstract Background The size and magnitude of the metabolome, the ratio between individual metabolites and the response of metabolic networks is controlled by multiple cellular factors. A tight control over metabolite ratios will be reflected by a linear relationship of pairs of metabolite due to the flexibility of metabolic pathways. Hence, unbiased detection and validation of linear metabolic variance can be interpreted in terms of biological control. For robust analyses, criteria for rejecting or accepting linearities need to be developed despite technical measurement errors. The entirety of all pair wise linear metabolic relationships then yields insights into the network of cellular regulation. Results The Bayesian law was applied for detecting linearities that are validated by explaining the residues by the degree of technical measurement errors. Test statistics were developed and the algorithm was tested on simulated data using 3–150 samples and 0–100% technical error. Under the null hypothesis of the existence of a linear relationship, type I errors remained below 5% for data sets consisting of more than four samples, whereas the type II error rate quickly raised with increasing technical errors. Conversely, a filter was developed to balance the error rates in the opposite direction. A minimum of 20 biological replicates is recommended if technical errors remain below 20% relative standard deviation and if thresholds for false error rates are acceptable at less than 5%. The algorithm was proven to be robust against outliers, unlike Pearson's correlations. Conclusion The algorithm facilitates finding linear relationships in complex datasets, which is radically different from estimating linearity parameters from given linear relationships. Without filter, it provides high sensitivity and fair specificity. If the filter is activated, high specificity but only fair sensitivity is yielded. Total error rates are more favorable with
Error Analysis on the Estimation of Cumulative Infiltration in Soil Using Green and AMPT Model
Directory of Open Access Journals (Sweden)
Muhamad Askari
2006-08-01
Full Text Available Green and Ampt infiltration model is still useful for the infiltration process because of a clear physical basis of the model and of the existence of the model parameter values for a wide range of soil. The objective of thise study was to analyze error on the esimation of cumulative infiltration in sooil using Green and Ampt model and to design laboratory experiment in measuring cumulative infiltration. Parameter of the model was determined based on soil physical properties from laboratory experiment. Newton –Raphson method was esed to estimate wetting front during calculation using visual Basic for Application (VBA in MS Word. The result showed that contributed the highest error in estimation of cumulative infiltration and was followed by K, H0, H1, and t respectively. It also showed that the calculated cumulative infiltration is always lower than both measured cumulative infiltration and volumetric soil water content.
Directory of Open Access Journals (Sweden)
T. Jin
2017-09-01
Full Text Available Multichannel synthetic aperture radar (SAR is a significant breakthrough to the inherent limitation between high-resolution and wide-swath (HRWS faced with conventional SAR. Error estimation and unambiguous reconstruction are two crucial techniques for obtaining high-quality imagery. This paper demonstrates the experimental results of the two techniques for Chinese first dualchannel spaceborne SAR imaging. The model of Chinese Gaofen-3 dual-channel mode is established and the mechanism of channel mismatches is first discussed. Particularly, we propose a digital beamforming (DBF process composed of the subspace-based error estimation algorithm and the reconstruction algorithm before imaging. The results exhibit the effective suppression of azimuth ambiguities with the proposed DBF process, and indicate the feasibility of this technique for future HRWS SAR systems.
Error Estimates for a Semidiscrete Finite Element Method for Fractional Order Parabolic Equations
Jin, Bangti
2013-01-01
We consider the initial boundary value problem for a homogeneous time-fractional diffusion equation with an initial condition ν(x) and a homogeneous Dirichlet boundary condition in a bounded convex polygonal domain Ω. We study two semidiscrete approximation schemes, i.e., the Galerkin finite element method (FEM) and lumped mass Galerkin FEM, using piecewise linear functions. We establish almost optimal with respect to the data regularity error estimates, including the cases of smooth and nonsmooth initial data, i.e., ν ∈ H2(Ω) ∩ H0 1(Ω) and ν ∈ L2(Ω). For the lumped mass method, the optimal L2-norm error estimate is valid only under an additional assumption on the mesh, which in two dimensions is known to be satisfied for symmetric meshes. Finally, we present some numerical results that give insight into the reliability of the theoretical study. © 2013 Society for Industrial and Applied Mathematics.
Approximate damped oscillatory solutions and error estimates for the perturbed Klein–Gordon equation
International Nuclear Information System (INIS)
Ye, Caier; Zhang, Weiguo
2015-01-01
Highlights: • Analyze the dynamical behavior of the planar dynamical system corresponding to the perturbed Klein–Gordon equation. • Present the relations between the properties of traveling wave solutions and the perturbation coefficient. • Obtain all explicit expressions of approximate damped oscillatory solutions. • Investigate error estimates between exact damped oscillatory solutions and the approximate solutions and give some numerical simulations. - Abstract: The influence of perturbation on traveling wave solutions of the perturbed Klein–Gordon equation is studied by applying the bifurcation method and qualitative theory of dynamical systems. All possible approximate damped oscillatory solutions for this equation are obtained by using undetermined coefficient method. Error estimates indicate that the approximate solutions are meaningful. The results of numerical simulations also establish our analysis
Minimum Mean-Square Error Estimation of Mel-Frequency Cepstral Features
DEFF Research Database (Denmark)
Jensen, Jesper; Tan, Zheng-Hua
2015-01-01
In this work we consider the problem of feature enhancement for noise-robust automatic speech recognition (ASR). We propose a method for minimum mean-square error (MMSE) estimation of mel-frequency cepstral features, which is based on a minimum number of well-established, theoretically consistent...... statistical assumptions. More specifically, the method belongs to the class of methods relying on the statistical framework proposed in Ephraim and Malah’s original work [1]. The method is general in that it allows MMSE estimation of mel-frequency cepstral coefficients (MFCC’s), cepstral-mean subtracted (CMS......, as measured by MFCC mean-square error, the proposed method shows performance, which is identical to or better than other state-of-the-art methods. In terms of ASR performance, no statistical difference could be found between the proposed method and the state-of-the-art methods. We conclude that existing state...
An information-guided channel-hopping scheme for block-fading channels with estimation errors
Yang, Yuli
2010-12-01
Information-guided channel-hopping technique employing multiple transmit antennas was previously proposed for supporting high data rate transmission over fading channels. This scheme achieves higher data rates than some mature schemes, such as the well-known cyclic transmit antenna selection and space-time block coding, by exploiting the independence character of multiple channels, which effectively results in having an additional information transmitting channel. Moreover, maximum likelihood decoding may be performed by simply decoupling the signals conveyed by the different mapping methods. In this paper, we investigate the achievable spectral efficiency of this scheme in the case of having channel estimation errors, with optimum pilot overhead for minimum meansquare error channel estimation, when transmitting over blockfading channels. Our numerical results further substantiate the robustness of the presented scheme, even with imperfect channel state information. ©2010 IEEE.
Dreano, Denis
2017-04-05
Specification and tuning of errors from dynamical models are important issues in data assimilation. In this work, we propose an iterative expectation-maximisation (EM) algorithm to estimate the model error covariances using classical extended and ensemble versions of the Kalman smoother. We show that, for additive model errors, the estimate of the error covariance converges. We also investigate other forms of model error, such as parametric or multiplicative errors. We show that additive Gaussian model error is able to compensate for non additive sources of error in the algorithms we propose. We also demonstrate the limitations of the extended version of the algorithm and recommend the use of the more robust and flexible ensemble version. This article is a proof of concept of the methodology with the Lorenz-63 attractor. We developed an open-source Python library to enable future users to apply the algorithm to their own nonlinear dynamical models.
Tapsoba, Jean de Dieu; Lee, Shen-Ming; Wang, Ching-Yun
2014-02-20
Data collected in many epidemiological or clinical research studies are often contaminated with measurement errors that may be of classical or Berkson error type. The measurement error may also be a combination of both classical and Berkson errors and failure to account for both errors could lead to unreliable inference in many situations. We consider regression analysis in generalized linear models when some covariates are prone to a mixture of Berkson and classical errors, and calibration data are available only for some subjects in a subsample. We propose an expected estimating equation approach to accommodate both errors in generalized linear regression analyses. The proposed method can consistently estimate the classical and Berkson error variances based on the available data, without knowing the mixture percentage. We investigated its finite-sample performance numerically. Our method is illustrated by an application to real data from an HIV vaccine study. Copyright © 2013 John Wiley & Sons, Ltd.
Kline, Jeffrey A; Stubblefield, William B
2014-03-01
Pretest probability helps guide diagnostic testing for patients with suspected acute coronary syndrome and pulmonary embolism. Pretest probability derived from the clinician's unstructured gestalt estimate is easier and more readily available than methods that require computation. We compare the diagnostic accuracy of physician gestalt estimate for the pretest probability of acute coronary syndrome and pulmonary embolism with a validated, computerized method. This was a secondary analysis of a prospectively collected, multicenter study. Patients (N=840) had chest pain, dyspnea, nondiagnostic ECGs, and no obvious diagnosis. Clinician gestalt pretest probability for both acute coronary syndrome and pulmonary embolism was assessed by visual analog scale and from the method of attribute matching using a Web-based computer program. Patients were followed for outcomes at 90 days. Clinicians had significantly higher estimates than attribute matching for both acute coronary syndrome (17% versus 4%; Pgestalt versus 0.78 (95% CI 0.71 to 0.85) for attribute matching. For pulmonary embolism, these values were 0.81 (95% CI 0.79 to 0.92) for clinician gestalt and 0.84 (95% CI 0.76 to 0.93) for attribute matching. Compared with a validated machine-based method, clinicians consistently overestimated pretest probability but on receiver operating curve analysis were as accurate for pulmonary embolism but not acute coronary syndrome. Copyright © 2013 American College of Emergency Physicians. Published by Mosby, Inc. All rights reserved.
Rate estimation in partially observed Markov jump processes with measurement errors
Amrein, Michael; Kuensch, Hans R.
2010-01-01
We present a simulation methodology for Bayesian estimation of rate parameters in Markov jump processes arising for example in stochastic kinetic models. To handle the problem of missing components and measurement errors in observed data, we embed the Markov jump process into the framework of a general state space model. We do not use diffusion approximations. Markov chain Monte Carlo and particle filter type algorithms are introduced, which allow sampling from the posterior distribution of t...
Czech Academy of Sciences Publication Activity Database
Feireisl, Eduard; Hošek, Radim; Maltese, D.; Novotný, A.
2017-01-01
Roč. 33, č. 4 (2017), s. 1208-1223 ISSN 0749-159X EU Projects: European Commission(XE) 320078 - MATHEF Institutional support: RVO:67985840 Keywords : convergence * error estimates * mixed numerical method * Navier –Stokes system Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 1.079, year: 2016 http://onlinelibrary.wiley.com/doi/10.1002/num.22140/abstract
Goal Oriented Estimation of Errors due to Modal Reduction in Dynamics
Shetty, Sandeep; Okeke, Chukwudi Anthony
2007-01-01
The aim of this thesis is the estimation of errors due to reduction in modal superposition method. Mode superposition methods are used to calculate the dynamic response of linear systems. In modal superposition method, it becomes unnecessary to consider all the modes of a particular system. In generally only a few number of modes contribute significantly to the solution. The main aim of the study is to identify the significant modes required for good approximation. Finally, this study constit...
Verification of functional a posteriori error estimates for obstacle problem in 2D
Czech Academy of Sciences Publication Activity Database
Harasim, P.; Valdman, Jan
2014-01-01
Roč. 50, č. 6 (2014), s. 978-1002 ISSN 0023-5954 R&D Projects: GA ČR GA13-18652S Institutional support: RVO:67985556 Keywords : obstacle problem * a posteriori error estimate * finite element method * variational inequalities Subject RIV: BA - General Mathematics Impact factor: 0.541, year: 2014 http://library.utia.cas.cz/separaty/2015/MTR/valdman-0441661.pdf
Czech Academy of Sciences Publication Activity Database
Feireisl, Eduard; Hošek, Radim; Maltese, D.; Novotný, A.
2017-01-01
Roč. 33, č. 4 (2017), s. 1208-1223 ISSN 0749-159X EU Projects: European Commission(XE) 320078 - MATHEF Institutional support: RVO:67985840 Keywords : convergence * error estimates * mixed numerical method * Navier–Stokes system Subject RIV: BA - General Mathematics OBOR OECD: Pure mathematics Impact factor: 1.079, year: 2016 http://onlinelibrary.wiley.com/doi/10.1002/num.22140/abstract
Keiter, David A; Davis, Amy J; Rhodes, Olin E; Cunningham, Fred L; Kilgo, John C; Pepin, Kim M; Beasley, James C
2017-08-25
Knowledge of population density is necessary for effective management and conservation of wildlife, yet rarely are estimators compared in their robustness to effects of ecological and observational processes, which can greatly influence accuracy and precision of density estimates. In this study, we simulate biological and observational processes using empirical data to assess effects of animal scale of movement, true population density, and probability of detection on common density estimators. We also apply common data collection and analytical techniques in the field and evaluate their ability to estimate density of a globally widespread species. We find that animal scale of movement had the greatest impact on accuracy of estimators, although all estimators suffered reduced performance when detection probability was low, and we provide recommendations as to when each field and analytical technique is most appropriately employed. The large influence of scale of movement on estimator accuracy emphasizes the importance of effective post-hoc calculation of area sampled or use of methods that implicitly account for spatial variation. In particular, scale of movement impacted estimators substantially, such that area covered and spacing of detectors (e.g. cameras, traps, etc.) must reflect movement characteristics of the focal species to reduce bias in estimates of movement and thus density.
Estimating the Standard Error of the Judging in a modified-Angoff Standards Setting Procedure
Directory of Open Access Journals (Sweden)
Robert G. MacCann
2004-03-01
Full Text Available For a modified Angoff standards setting procedure, two methods of calculating the standard error of the..judging were compared. The Central Limit Theorem (CLT method is easy to calculate and uses readily..available data. It estimates the variance of mean cut scores as a function of the variance of cut scores within..a judging group, based on the independent judgements at Stage 1 of the process. Its theoretical drawback is..that it is unable to take account of the effects of collaboration among the judges at Stages 2 and 3. The..second method, an application of equipercentile (EQP equating, relies on the selection of very large stable..candidatures and the standardisation of the raw score distributions to remove effects associated with test..difficulty. The standard error estimates were then empirically obtained from the mean cut score variation..observed over a five year period. For practical purposes, the two methods gave reasonable agreement, with..the CLT method working well for the top band, the band that attracts most public attention. For some..bands in English and Mathematics, the CLT standard error was smaller than the EQP estimate, suggesting..the CLT method be used with caution as an approximate guide only.
On Gait Analysis Estimation Errors Using Force Sensors on a Smart Rollator
Directory of Open Access Journals (Sweden)
Joaquin Ballesteros
2016-11-01
Full Text Available Gait analysis can provide valuable information on a person’s condition and rehabilitation progress. Gait is typically captured using external equipment and/or wearable sensors. These tests are largely constrained to specific controlled environments. In addition, gait analysis often requires experts for calibration, operation and/or to place sensors on volunteers. Alternatively, mobility support devices like rollators can be equipped with onboard sensors to monitor gait parameters, while users perform their Activities of Daily Living. Gait analysis in rollators may use odometry and force sensors in the handlebars. However, force based estimation of gait parameters is less accurate than traditional methods, especially when rollators are not properly used. This paper presents an evaluation of force based gait analysis using a smart rollator on different groups of users to determine when this methodology is applicable. In a second stage, the rollator is used in combination with two lab-based gait analysis systems to assess the rollator estimation error. Our results show that: (i there is an inverse relation between the variance in the force difference between handlebars and support on the handlebars—related to the user condition—and the estimation error; and (ii this error is lower than 10% when the variation in the force difference is above 7 N. This lower limit was exceeded by the 95.83% of our challenged volunteers. In conclusion, rollators are useful for gait characterization as long as users really need the device for ambulation.
On Gait Analysis Estimation Errors Using Force Sensors on a Smart Rollator.
Ballesteros, Joaquin; Urdiales, Cristina; Martinez, Antonio B; van Dieën, Jaap H
2016-11-10
Gait analysis can provide valuable information on a person's condition and rehabilitation progress. Gait is typically captured using external equipment and/or wearable sensors. These tests are largely constrained to specific controlled environments. In addition, gait analysis often requires experts for calibration, operation and/or to place sensors on volunteers. Alternatively, mobility support devices like rollators can be equipped with onboard sensors to monitor gait parameters, while users perform their Activities of Daily Living. Gait analysis in rollators may use odometry and force sensors in the handlebars. However, force based estimation of gait parameters is less accurate than traditional methods, especially when rollators are not properly used. This paper presents an evaluation of force based gait analysis using a smart rollator on different groups of users to determine when this methodology is applicable. In a second stage, the rollator is used in combination with two lab-based gait analysis systems to assess the rollator estimation error. Our results show that: (i) there is an inverse relation between the variance in the force difference between handlebars and support on the handlebars-related to the user condition-and the estimation error; and (ii) this error is lower than 10% when the variation in the force difference is above 7 N. This lower limit was exceeded by the 95.83% of our challenged volunteers. In conclusion, rollators are useful for gait characterization as long as users really need the device for ambulation.
Error Estimates of the Ares I Computed Turbulent Ascent Longitudinal Aerodynamic Analysis
Abdol-Hamid, Khaled S.; Ghaffari, Farhad
2012-01-01
Numerical predictions of the longitudinal aerodynamic characteristics for the Ares I class of vehicles, along with the associated error estimate derived from an iterative convergence grid refinement, are presented. Computational results are based on an unstructured grid, Reynolds-averaged Navier-Stokes analysis. The validity of the approach to compute the associated error estimates, derived from a base grid to an extrapolated infinite-size grid, was first demonstrated on a sub-scaled wind tunnel model at representative ascent flow conditions for which the experimental data existed. Such analysis at the transonic flow conditions revealed a maximum deviation of about 23% between the computed longitudinal aerodynamic coefficients with the base grid and the measured data across the entire roll angles. This maximum deviation from the wind tunnel data was associated with the computed normal force coefficient at the transonic flow condition and was reduced to approximately 16% based on the infinite-size grid. However, all the computed aerodynamic coefficients with the base grid at the supersonic flow conditions showed a maximum deviation of only about 8% with that level being improved to approximately 5% for the infinite-size grid. The results and the error estimates based on the established procedure are also presented for the flight flow conditions.
An error reduction algorithm to improve lidar turbulence estimates for wind energy
Directory of Open Access Journals (Sweden)
J. F. Newman
2017-02-01
Full Text Available Remote-sensing devices such as lidars are currently being investigated as alternatives to cup anemometers on meteorological towers for the measurement of wind speed and direction. Although lidars can measure mean wind speeds at heights spanning an entire turbine rotor disk and can be easily moved from one location to another, they measure different values of turbulence than an instrument on a tower. Current methods for improving lidar turbulence estimates include the use of analytical turbulence models and expensive scanning lidars. While these methods provide accurate results in a research setting, they cannot be easily applied to smaller, vertically profiling lidars in locations where high-resolution sonic anemometer data are not available. Thus, there is clearly a need for a turbulence error reduction model that is simpler and more easily applicable to lidars that are used in the wind energy industry. In this work, a new turbulence error reduction algorithm for lidars is described. The Lidar Turbulence Error Reduction Algorithm, L-TERRA, can be applied using only data from a stand-alone vertically profiling lidar and requires minimal training with meteorological tower data. The basis of L-TERRA is a series of physics-based corrections that are applied to the lidar data to mitigate errors from instrument noise, volume averaging, and variance contamination. These corrections are applied in conjunction with a trained machine-learning model to improve turbulence estimates from a vertically profiling WINDCUBE v2 lidar. The lessons learned from creating the L-TERRA model for a WINDCUBE v2 lidar can also be applied to other lidar devices. L-TERRA was tested on data from two sites in the Southern Plains region of the United States. The physics-based corrections in L-TERRA brought regression line slopes much closer to 1 at both sites and significantly reduced the sensitivity of lidar turbulence errors to atmospheric stability. The accuracy of machine
DEFF Research Database (Denmark)
Sichani, Mahdi Teimouri
by the indicated so-called crude Monte Carlo method. With failure probabilities of the magnitude 10−7 during a 10 min. sampling interval the tails of the distributions are never encountered during normal operations. To circumvent this problem the application of variance reduction Monte Carlo methods i...... an alternative approach for estimation of the first excursion probability of any system is based on calculating the evolution of the Probability Density Function (PDF) of the process and integrating it on the specified domain. Clearly this provides the most accurate results among the three classes of the methods......Extreme value predictions for application in wind turbine design are often based on asymptotic results. Assuming that the extreme values of a wind turbine responses, i.e. maximum values of the mud-line moment or blades’ root stress, follow a certain but unknown probability density (mass...
Zhukovskiy, Yu L.; Korolev, N. A.; Babanova, I. S.; Boikov, A. V.
2017-10-01
This article is devoted to the development of a method for probability estimate of failure of an asynchronous motor as a part of electric drive with a frequency converter. The proposed method is based on a comprehensive method of diagnostics of vibration and electrical characteristics that take into account the quality of the supply network and the operating conditions. The developed diagnostic system allows to increase the accuracy and quality of diagnoses by determining the probability of failure-free operation of the electromechanical equipment, when the parameters deviate from the norm. This system uses an artificial neural networks (ANNs). The results of the system for estimator the technical condition are probability diagrams of the technical state and quantitative evaluation of the defects of the asynchronous motor and its components.
Directory of Open Access Journals (Sweden)
Edgar Romo-Montiel
2016-01-01
Full Text Available Las redes inalámbricas de sensores están compuestas por un gran número de nodos autónomos que vigilan algún parámetro del ambiente de interés, como puede ser la temperatura, la humedad o incluso objetivos móviles. Este trabajo se enfoca en la detección de móviles en áreas amplias como puede ser la vigilancia de animales en un bosque o la detección de vehículos en misiones de seguridad. Específicamente, se propone, analiza y estudia un protocolo de agrupación de bajo consumo de energía. Para ello, se presentan dos esquemas de comunicaciones basados en el bien conocido protocolo LEACH. El desempeño del sistema se estudia por medio de un modelo matemático que describe el comportamiento de la red bajo los parámetros más relevantes, como son: radio de cobertura, radio de transmisión y número de nodos en la red. Adicionalmente, se estudia la probabilidad de transmisión en la fase de formación de grupos bajo consideraciones realistas de un canal inalámbrico, en donde la detección de la señal tiene errores debido a la interferencia y ruido en el canal de acceso
Sanson, B. J.; Lijmer, J. G.; Mac Gillavry, M. R.; Turkstra, F.; Prins, M. H.; Büller, H. R.
2000-01-01
Recent studies have suggested that both the subjective judgement of a physician and standardized clinical models can be helpful in the estimation of the probability of the disease in patients with suspected pulmonary embolism (PE). We performed a multi-center study in consecutive in- and outpatients
Man‐Son‐Hing, Malcolm; O'Connor, Annette M.; Drake, Elizabeth; Biggs, Jennifer; Hum, Valerie; Laupacis, Andreas
2002-01-01
Background Given the greater uncertainty surrounding probability estimates associated with qualitative (use of words or phrases) descriptions, the use of quantitative (numerical) information to communicate the risks and benefits of therapies is recommended but the impact of its use in decision aids is unexplored.
2014-01-01
Regression analysis techniques were used to develop a : set of equations for rural ungaged stream sites for estimating : discharges with 50-, 20-, 10-, 4-, 2-, 1-, 0.5-, and 0.2-percent : annual exceedance probabilities, which are equivalent to : ann...
Directory of Open Access Journals (Sweden)
Alison J. Scott
2018-01-01
Full Text Available The error-in-variables-model (EVM is the most statistically correct non-linear parameter estimation technique for reactivity ratio estimation. However, many polymer researchers are unaware of the advantages of EVM and therefore still choose to use rather erroneous or approximate methods. The procedure is straightforward but it is often avoided because it is seen as mathematically and computationally intensive. Therefore, the goal of this work is to make EVM more accessible to all researchers through a series of focused case studies. All analyses employ a MATLAB-based computational package for copolymerization reactivity ratio estimation. The basis of the package is previous work in our group over many years. This version is an improvement, as it ensures wider compatibility and enhanced flexibility with respect to copolymerization parameter estimation scenarios that can be considered.
Parinussa, R.M.; Meesters, A.G.C.A.; Liu, Y.Y.; Dorigo, W.; Wagner, W.; de Jeu, R.A.M.
2011-01-01
A time-efficient solution to estimate the error of satellite surface soil moisture from the land parameter retrieval model is presented. The errors are estimated using an analytical solution for soil moisture retrievals from this radiative-transfer-based model that derives soil moisture from
Silva, Leandro de Carvalho da; Pereira-Monfredini, Carla Ferro; Teixeira, Luis Augusto
2017-09-01
This study aimed at assessing the interaction between subjective error estimation and frequency of extrinsic feedback in the learning of the basketball free shooting pattern by children. 10- to 12-year olds were assigned to 1 of 4 groups combining subjective error estimation and relative frequency of extrinsic feedback (33% × 100%). Analysis of performance was based on quality of movement pattern. Analysis showed superior learning of the group combining error estimation and 100% feedback frequency, both groups receiving feedback on 33% of trials achieved intermediate results, and the group combining no requirement of error estimation and 100% feedback frequency had the poorest learning. Our results show the benefit of subjective error estimation in association with high frequency of extrinsic feedback in children's motor learning of a sport motor pattern.
In vivo estimation of target registration errors during augmented reality laparoscopic surgery.
Thompson, Stephen; Schneider, Crispin; Bosi, Michele; Gurusamy, Kurinchi; Ourselin, Sébastien; Davidson, Brian; Hawkes, David; Clarkson, Matthew J
2018-04-16
Successful use of augmented reality for laparoscopic surgery requires that the surgeon has a thorough understanding of the likely accuracy of any overlay. Whilst the accuracy of such systems can be estimated in the laboratory, it is difficult to extend such methods to the in vivo clinical setting. Herein we describe a novel method that enables the surgeon to estimate in vivo errors during use. We show that the method enables quantitative evaluation of in vivo data gathered with the SmartLiver image guidance system. The SmartLiver system utilises an intuitive display to enable the surgeon to compare the positions of landmarks visible in both a projected model and in the live video stream. From this the surgeon can estimate the system accuracy when using the system to locate subsurface targets not visible in the live video. Visible landmarks may be either point or line features. We test the validity of the algorithm using an anatomically representative liver phantom, applying simulated perturbations to achieve clinically realistic overlay errors. We then apply the algorithm to in vivo data. The phantom results show that using projected errors of surface features provides a reliable predictor of subsurface target registration error for a representative human liver shape. Applying the algorithm to in vivo data gathered with the SmartLiver image-guided surgery system shows that the system is capable of accuracies around 12 mm; however, achieving this reliably remains a significant challenge. We present an in vivo quantitative evaluation of the SmartLiver image-guided surgery system, together with a validation of the evaluation algorithm. This is the first quantitative in vivo analysis of an augmented reality system for laparoscopic surgery.
DEFF Research Database (Denmark)
Abdelraheem, Mohamed Ahmed
2012-01-01
We use large but sparse correlation and transition-difference-probability submatrices to find the best linear and differential approximations respectively on PRESENT-like ciphers. This outperforms the branch and bound algorithm when the number of low-weight differential and linear characteristics...
Effects of population variability on the accuracy of detection probability estimates
DEFF Research Database (Denmark)
Ordonez Gloria, Alejandro
2011-01-01
Observing a constant fraction of the population over time, locations, or species is virtually impossible. Hence, quantifying this proportion (i.e. detection probability) is an important task in quantitative population ecology. In this study we determined, via computer simulations, the ef- fect of...
DEFF Research Database (Denmark)
Sergeant, E.S.G.; Nielsen, Søren S.; Toft, Nils
2008-01-01
-sensitivity and specificity; use of a distribution of observed values (rather than a fixed, low value) for design prevalence; and estimates of the probability of low prevalence (Pr-Low) based on a specific number of test-positive animals, rather than for a result less than or equal to a specified cut-point number of reactors...... of this study was to develop a method to estimate the probability of low within-herd prevalence of paratuberculosis for Danish dairy herds. A stochastic simulation model was developed using the R(R) programming environment. Features of this model included: use of age-specific estimates of test....... Using this model, five herd-testing strategies were evaluated: (1) milk-ELISA on all lactating cows; (2) milk-ELISA on lactating cows 4 years old; (4) faecal culture on all lactating cows; and (5) milk-ELISA plus faecal culture in series on all lactating cows. The five testing strategies were evaluated...
Estimating the State of Aerodynamic Flows in the Presence of Modeling Errors
da Silva, Andre F. C.; Colonius, Tim
2017-11-01
The ensemble Kalman filter (EnKF) has been proven to be successful in fields such as meteorology, in which high-dimensional nonlinear systems render classical estimation techniques impractical. When the model used to forecast state evolution misrepresents important aspects of the true dynamics, estimator performance may degrade. In this work, parametrization and state augmentation are used to track misspecified boundary conditions (e.g., free stream perturbations). The resolution error is modeled as a Gaussian-distributed random variable with the mean (bias) and variance to be determined. The dynamics of the flow past a NACA 0009 airfoil at high angles of attack and moderate Reynolds number is represented by a Navier-Stokes equations solver with immersed boundaries capabilities. The pressure distribution on the airfoil or the velocity field in the wake, both randomized by synthetic noise, are sampled as measurement data and incorporated into the estimated state and bias following Kalman's analysis scheme. Insights about how to specify the modeling error covariance matrix and its impact on the estimator performance are conveyed. This work has been supported in part by a Grant from AFOSR (FA9550-14-1-0328) with Dr. Douglas Smith as program manager, and by a Science without Borders scholarship from the Ministry of Education of Brazil (Capes Foundation - BEX 12966/13-4).
Owens, A. R.; Kópházi, J.; Welch, J. A.; Eaton, M. D.
2017-04-01
In this paper a hanging-node, discontinuous Galerkin, isogeometric discretisation of the multigroup, discrete ordinates (SN) equations is presented in which each energy group has its own mesh. The equations are discretised using Non-Uniform Rational B-Splines (NURBS), which allows the coarsest mesh to exactly represent the geometry for a wide range of engineering problems of interest; this would not be the case using straight-sided finite elements. Information is transferred between meshes via the construction of a supermesh. This is a non-trivial task for two arbitrary meshes, but is significantly simplified here by deriving every mesh from a common coarsest initial mesh. In order to take full advantage of this flexible discretisation, goal-based error estimators are derived for the multigroup, discrete ordinates equations with both fixed (extraneous) and fission sources, and these estimators are used to drive an adaptive mesh refinement (AMR) procedure. The method is applied to a variety of test cases for both fixed and fission source problems. The error estimators are found to be extremely accurate for linear NURBS discretisations, with degraded performance for quadratic discretisations owing to a reduction in relative accuracy of the "exact" adjoint solution required to calculate the estimators. Nevertheless, the method seems to produce optimal meshes in the AMR process for both linear and quadratic discretisations, and is ≈×100 more accurate than uniform refinement for the same amount of computational effort for a 67 group deep penetration shielding problem.
Estimating and comparing microbial diversity in the presence of sequencing errors
Directory of Open Access Journals (Sweden)
Chun-Huo Chiu
2016-02-01
Full Text Available Estimating and comparing microbial diversity are statistically challenging due to limited sampling and possible sequencing errors for low-frequency counts, producing spurious singletons. The inflated singleton count seriously affects statistical analysis and inferences about microbial diversity. Previous statistical approaches to tackle the sequencing errors generally require different parametric assumptions about the sampling model or about the functional form of frequency counts. Different parametric assumptions may lead to drastically different diversity estimates. We focus on nonparametric methods which are universally valid for all parametric assumptions and can be used to compare diversity across communities. We develop here a nonparametric estimator of the true singleton count to replace the spurious singleton count in all methods/approaches. Our estimator of the true singleton count is in terms of the frequency counts of doubletons, tripletons and quadrupletons, provided these three frequency counts are reliable. To quantify microbial alpha diversity for an individual community, we adopt the measure of Hill numbers (effective number of taxa under a nonparametric framework. Hill numbers, parameterized by an order q that determines the measures’ emphasis on rare or common species, include taxa richness (q = 0, Shannon diversity (q = 1, the exponential of Shannon entropy, and Simpson diversity (q = 2, the inverse of Simpson index. A diversity profile which depicts the Hill number as a function of order q conveys all information contained in a taxa abundance distribution. Based on the estimated singleton count and the original non-singleton frequency counts, two statistical approaches (non-asymptotic and asymptotic are developed to compare microbial diversity for multiple communities. (1 A non-asymptotic approach refers to the comparison of estimated diversities of standardized samples with a common finite sample size or sample
Directory of Open Access Journals (Sweden)
Fang Zheng
2013-04-01
Full Text Available Analysis of knee joint vibration or vibroarthrographic (VAG signals using signal processing and machine learning algorithms possesses high potential for the noninvasive detection of articular cartilage degeneration, which may reduce unnecessary exploratory surgery. Feature representation of knee joint VAG signals helps characterize the pathological condition of degenerative articular cartilages in the knee. This paper used the kernel-based probability density estimation method to model the distributions of the VAG signals recorded from healthy subjects and patients with knee joint disorders. The estimated densities of the VAG signals showed explicit distributions of the normal and abnormal signal groups, along with the corresponding contours in the bivariate feature space. The signal classifications were performed by using the Fisher’s linear discriminant analysis, support vector machine with polynomial kernels, and the maximal posterior probability decision criterion. The maximal posterior probability decision criterion was able to provide the total classification accuracy of 86.67% and the area (Az of 0.9096 under the receiver operating characteristics curve, which were superior to the results obtained by either the Fisher’s linear discriminant analysis (accuracy: 81.33%, Az: 0.8564 or the support vector machine with polynomial kernels (accuracy: 81.33%, Az: 0.8533. Such results demonstrated the merits of the bivariate feature distribution estimation and the superiority of the maximal posterior probability decision criterion for analysis of knee joint VAG signals.
Willems, Sjw; Schat, A; van Noorden, M S; Fiocco, M
2018-02-01
Censored data make survival analysis more complicated because exact event times are not observed. Statistical methodology developed to account for censored observations assumes that patients' withdrawal from a study is independent of the event of interest. However, in practice, some covariates might be associated to both lifetime and censoring mechanism, inducing dependent censoring. In this case, standard survival techniques, like Kaplan-Meier estimator, give biased results. The inverse probability censoring weighted estimator was developed to correct for bias due to dependent censoring. In this article, we explore the use of inverse probability censoring weighting methodology and describe why it is effective in removing the bias. Since implementing this method is highly time consuming and requires programming and mathematical skills, we propose a user friendly algorithm in R. Applications to a toy example and to a medical data set illustrate how the algorithm works. A simulation study was carried out to investigate the performance of the inverse probability censoring weighted estimators in situations where dependent censoring is present in the data. In the simulation process, different sample sizes, strengths of the censoring model, and percentages of censored individuals were chosen. Results show that in each scenario inverse probability censoring weighting reduces the bias induced in the traditional Kaplan-Meier approach where dependent censoring is ignored.
Oliveira, R. A. J.; Vila, D. A.; Maggioni, V.; Morales, C. A.
2015-12-01
This study aims to investigate, over the different regions of Brazil, the error characteristics and uncertainties (random and systematic errors components) in satellite-based precipitation estimates by comparing the Goddard Profiling Algorithm (GPROF), through different sensors from GPM database (such as GMI, TMI, SSMI/S, AMSR2, MHS, among others), and Integrated Multi-satellitE Retrievals for GPM (IMERG) algorithms. The analyses are made with other ground (S- and X-band dual polarization weather radar) and space (e.g., TRMM-PR and GPM-DPR [at Ku-band] active radars) based rainfall estimates as references at instantaneous timescales and respecting their temporal limitations. The Precipitation Uncertainties for Satellite Hydrology (PUSH) framework is used for the analysis and uncertainties characterization and error modeling. Specially, this study are focused on specific regions of Brazil, where the campaigns of the CHUVA project occurred (CHUVA/GoAmazon [IOP1 and 2] in Amazon and over southern Brazil where the S-band dual polarization radars (e.g., the FCTH radar) are located.
Estimating Root Mean Square Errors in Remotely Sensed Soil Moisture over Continental Scale Domains
Draper, Clara S.; Reichle, Rolf; de Jeu, Richard; Naeimi, Vahid; Parinussa, Robert; Wagner, Wolfgang
2013-01-01
Root Mean Square Errors (RMSE) in the soil moisture anomaly time series obtained from the Advanced Scatterometer (ASCAT) and the Advanced Microwave Scanning Radiometer (AMSR-E; using the Land Parameter Retrieval Model) are estimated over a continental scale domain centered on North America, using two methods: triple colocation (RMSETC ) and error propagation through the soil moisture retrieval models (RMSEEP ). In the absence of an established consensus for the climatology of soil moisture over large domains, presenting a RMSE in soil moisture units requires that it be specified relative to a selected reference data set. To avoid the complications that arise from the use of a reference, the RMSE is presented as a fraction of the time series standard deviation (fRMSE). For both sensors, the fRMSETC and fRMSEEP show similar spatial patterns of relatively highlow errors, and the mean fRMSE for each land cover class is consistent with expectations. Triple colocation is also shown to be surprisingly robust to representativity differences between the soil moisture data sets used, and it is believed to accurately estimate the fRMSE in the remotely sensed soil moisture anomaly time series. Comparing the ASCAT and AMSR-E fRMSETC shows that both data sets have very similar accuracy across a range of land cover classes, although the AMSR-E accuracy is more directly related to vegetation cover. In general, both data sets have good skill up to moderate vegetation conditions.
Evaluation of the sources of error in the linepack estimation of a natural gas pipeline
Energy Technology Data Exchange (ETDEWEB)
Marco, Fabio Capelassi Gavazzi de [Transportadora Brasileira Gasoduto Bolivia-Brasil S.A. (TBG), Rio de Janeiro, RJ (Brazil)
2012-07-01
The intent of this work is to explore the behavior of the random error associated with determination of linepack in a complex natural gas pipeline based on the effect introduced by the uncertainty of the different variables involved. There are many parameters involved in the determination of the gas inventory in a transmission pipeline: geometrical (diameter, length and elevation profile), operational (pressure, temperature and gas composition), environmental (ambient / ground temperature) and those dependent on the modeling assumptions (compressibility factor and heat transfer coefficient). Due to the extent of a natural gas pipeline and the vast amount of sensor involved it is infeasible to determine analytically the magnitude of resulting uncertainty in the linepack, thus this problem has been addressed using Monte Carlo Method. The approach consists of introducing random errors in the values of pressure, temperature and gas gravity that are employed in the determination of the linepack and verify its impact. Additionally, the errors associated with three different modeling assumptions to estimate the linepack are explored. The results reveal that pressure is the most critical variable while the temperature is the less critical. In regard to the different methods to estimate the linepack, deviations around 1.6% were verified among the methods. (author)
Wei, Na; Shi, Chuang; Wang, Guangxing; Liu, Jingnan
2018-02-01
We investigate and try to reduce the impacts on low-degree estimates of non-loading errors, that is, aliasing of unmodeled loading and Global Positioning System (GPS) draconitic year errors, to improve the sensitivity of GPS observations to the loading mass. Three GPS data sets, ITRF2008-GPS residuals, ITRF2014-GPS residuals and Jet Propulsion Laboratory (JPL)'s residuals, are used and compared in this paper. Results show that the aliasing signals in GPS displacements is an important error source, especially for inferring geocentre motion. The two International Terrestrial Reference Frame (ITRF)-GPS residuals generated in a two-step combination based on Helmert transformation show more complex aliasing errors than JPL's residuals produced in precise point positions mode. The seasonal variations of geocentre motion derived from JPL thus perform the best among all three solutions, while the higher degree coefficients from the two ITRF-GPS solutions do better. Compared with ITRF2008-GPS residuals, the aliasing errors are indeed reduced, and geocentre motion/{{Δ }}T_{20}^C (degree-2 zonal coefficients in terms of surface mass density) are also much improved for ITRF2014-GPS residuals produced with a six-parameter transformation without scale parameter. Additional translation parameters should be included into ITRF2008-GPS residuals, or else {{Δ }}T_{20}^C cannot be correctly obtained. The draconitic errors pose another obstacle to accurately studying the seasonal variations of surface loading using GPS data. The draconitic harmonics (first, second and third) are well extracted from ITRF2014-derived {{Δ }}T_{20}^C and {{Δ }}T_{21}^S (degree-2 and order-1 sine coefficients), even if the time span is not long enough to independently separate the seasonal variations and draconitic harmonics. These errors account for an increase of about 10 per cent in the annual amplitude of ITRF2014-derived {{Δ }}T_{20}^C and {{Δ }}T_{21}^S. Removing the found draconitic errors
van der Hoop, Julie M; Vanderlaan, Angelia S M; Taggart, Christopher T
2012-10-01
Vessel strikes are the primary source of known mortality for the endangered North Atlantic right whale (Eubalaena glacialis). Multi-institutional efforts to reduce mortality associated with vessel strikes include vessel-routing amendments such as the International Maritime Organization voluntary "area to be avoided" (ATBA) in the Roseway Basin right whale feeding habitat on the southwestern Scotian Shelf. Though relative probabilities of lethal vessel strikes have been estimated and published, absolute probabilities remain unknown. We used a modeling approach to determine the regional effect of the ATBA, by estimating reductions in the expected number of lethal vessel strikes. This analysis differs from others in that it explicitly includes a spatiotemporal analysis of real-time transits of vessels through a population of simulated, swimming right whales. Combining automatic identification system (AIS) vessel navigation data and an observationally based whale movement model allowed us to determine the spatial and temporal intersection of vessels and whales, from which various probability estimates of lethal vessel strikes are derived. We estimate one lethal vessel strike every 0.775-2.07 years prior to ATBA implementation, consistent with and more constrained than previous estimates of every 2-16 years. Following implementation, a lethal vessel strike is expected every 41 years. When whale abundance is held constant across years, we estimate that voluntary vessel compliance with the ATBA results in an 82% reduction in the per capita rate of lethal strikes; very similar to a previously published estimate of 82% reduction in the relative risk of a lethal vessel strike. The models we developed can inform decision-making and policy design, based on their ability to provide absolute, population-corrected, time-varying estimates of lethal vessel strikes, and they are easily transported to other regions and situations.
Estimates of Single Sensor Error Statistics for the MODIS Matchup Database Using Machine Learning
Kumar, C.; Podesta, G. P.; Minnett, P. J.; Kilpatrick, K. A.
2017-12-01
Sea surface temperature (SST) is a fundamental quantity for understanding weather and climate dynamics. Although sensors aboard satellites provide global and repeated SST coverage, a characterization of SST precision and bias is necessary for determining the suitability of SST retrievals in various applications. Guidance on how to derive meaningful error estimates is still being developed. Previous methods estimated retrieval uncertainty based on geophysical factors, e.g. season or "wet" and "dry" atmospheres, but the discrete nature of these bins led to spatial discontinuities in SST maps. Recently, a new approach clustered retrievals based on the terms (excluding offset) in the statistical algorithm used to estimate SST. This approach resulted in over 600 clusters - too many to understand the geophysical conditions that influence retrieval error. Using MODIS and buoy SST matchups (2002 - 2016), we use machine learning algorithms (recursive and conditional trees, random forests) to gain insight into geophysical conditions leading to the different signs and magnitudes of MODIS SST residuals (satellite SSTs minus buoy SSTs). MODIS retrievals were first split into three categories: 0.4 C. These categories are heavily unbalanced, with residuals > 0.4 C being much less frequent. Performance of classification algorithms is affected by imbalance, thus we tested various rebalancing algorithms (oversampling, undersampling, combinations of the two). We consider multiple features for the decision tree algorithms: regressors from the MODIS SST algorithm, proxies for temperature deficit, and spatial homogeneity of brightness temperatures (BTs), e.g., the range of 11 μm BTs inside a 25 km2 area centered on the buoy location. These features and a rebalancing of classes led to an 81.9% accuracy when classifying SST retrievals into the BTs consistently appears as a very important variable for classification, suggesting that unidentified cloud contamination still is one of the
A modelling error approach for the estimation of optical absorption in the presence of anisotropies
Energy Technology Data Exchange (ETDEWEB)
Heino, Jenni [Helsinki University of Technology, Laboratory of Biomedical Engineering, PO Box 2200, FIN-02015 HUT (Finland); Somersalo, Erkki [Helsinki University of Technology, Institute of Mathematics, PO Box 1100, FIN-02015 HUT (Finland)
2004-10-21
Optical tomography is an emerging method for non-invasive imaging of human tissues using near-infrared light. Generally, the tissue is assumed isotropic, but this may not always be true. In this paper, we present a method for the estimation of optical absorption coefficient allowing the background to be anisotropic. To solve the forward problem, we model the light propagation in tissue using an anisotropic diffusion equation. The inverse problem consists of the estimation of the absorption coefficient based on boundary measurements. Generally, the background anisotropy cannot be assumed to be known. We treat the uncertainties in the background anisotropy parameter values as modelling error, and include this in our model and reconstruction. We present numerical examples based on simulated data. For reference, examples using an isotropic inversion scheme are also included. The estimates are qualitatively different for the two methods.
Methods for estimating the probability of cancer from occupational radiation exposure
International Nuclear Information System (INIS)
1996-04-01
The aims of this TECDOC are to present the factors which are generally accepted as being responsible for cancer induction, to examine the role of radiation as a carcinogen, to demonstrate how the probability of cancer causation by radiation may be calculated and to inform the reader of the uncertainties that are associated with the use of various risk factors and models in such calculations. 139 refs, 2 tabs
Diabetes in the dental office: using NHANES III to estimate the probability of undiagnosed disease.
Borrell, L N; Kunzel, C; Lamster, I; Lalla, E
2007-12-01
Recent data have suggested that in the past 15 years there has been a dramatic increase in the incidence of diabetes mellitus in the USA. However, evidence suggests that approximately one-third of diabetes cases remain undiagnosed. Because 60% of Americans see a dentist at least once per year for routine, nonemergent, care, it is reasonable to propose that the dental office can be a healthcare location actively involved in screening for unidentified diabetes. This study used NHANES III to develop a predictive equation that can form the basis of a tool to help dentists determine the probability of undiagnosed diabetes by using self-reported data and periodontal clinical parameters routinely assessed in the dental office. Our analyses reveal that individuals with a self-reported family history of diabetes, hypertension, high cholesterol levels and clinical evidence of periodontal disease bear a probability of 27-53% of having undiagnosed diabetes, with Mexican-American men exhibiting the highest probability and white women the lowest. These findings suggest that the dental office could provide an important opportunity to identify individuals unaware of their diabetic status.
Convergence, error estimation and adaptivity in non-elliptic coupled electro-mechanical problems
Zboiński, Grzegorz
2018-01-01
This paper presents the influence of the lack of ellipticity property on the solution convergence of the coupled electro-mechanical problems. This influence consists in the non-monotonic convergence which can hardly be described analytically. We recall our previous unpublished research where we demonstrate that the non-monotonicity depends very much on the energy level of the two component parts of the energy related to the coupled fields of mechanical and electric character. We further investigate the influence of this non-monotonic character of the convergence on the error estimation via equilibrated residual method. We also assess the influence of such convergence on the three-step error-controlled adaptive algorithms. We indicate the methods of practical overcoming the mentioned problems related to the lack of ellipticity.
Development and estimation of a semi-compensatory model with flexible error structure
DEFF Research Database (Denmark)
Kaplan, Sigal; Shiftan, Yoram; Bekhor, Shlomo
2009-01-01
that alleviates these simplifying assumptions concerning (i) the number of alternatives, (ii) the representation of choice set formation, and (iii) the error structure. The proposed semi-compensatory model represents a sequence of choice set formation based on the conjunctive heuristic with correlated thresholds......, and utility-based choice accommodating alternatively nested substitution patterns across the alternatives and random taste variation across the population. The proposed model is applied to off-campus rental apartment choice of students. Results show (i) the estimated model for a universal realm of 200...... alternatives and 41 choice sets, (ii) the threshold representation as a function of individual characteristics, and (iii) the feasibility and importance of introducing a flexible error structure into semi-compensatory models....
International Nuclear Information System (INIS)
Yashiki, Taturou; Yagawa, Genki; Okuda, Hiroshi
1995-01-01
The adaptive finite element method based on an 'a posteriori error estimation' is known to be a powerful technique for analyzing the engineering practical problems, since it excludes the instinctive aspect of the mesh subdivision and gives high accuracy with relatively low computational cost. In the adaptive procedure, both the error estimation and the mesh generation according to the error estimator are essential. In this paper, the adaptive procedure is realized by the automatic mesh generation based on the control of node density distribution, which is decided according to the error estimator. The global percentage error, CPU time, the degrees of freedom and the accuracy of the solution of the adaptive procedure are compared with those of the conventional method using regular meshes. Such numerical examples as the driven cavity flows of various Reynolds numbers and the flows around a cylinder have shown the very high performance of the proposed adaptive procedure. (author)
Directory of Open Access Journals (Sweden)
Paolo Casale
2007-06-01
Full Text Available Survival probabilities of loggerhead sea turtles (Caretta caretta are estimated for the first time in the Mediterranean by analysing 3254 tagging and 134 re-encounter data from this region. Most of these turtles were juveniles found at sea. Re-encounters were live resightings and dead recoveries and data were analysed with Barker’s model, a modified version of the Cormack-Jolly-Seber model which can combine recapture, live resighting and dead recovery data. An annual survival probability of 0.73 (CI 95% = 0.67-0.78; n=3254 was obtained, and should be considered as a conservative estimate due to an unknown, though not negligible, tag loss rate. This study makes a preliminary estimate of the survival probabilities of in-water developmental stages for the Mediterranean population of endangered loggerhead sea turtles and provides the first insights into the magnitude of the suspected human-induced mortality in the region. The model used here for the first time on sea turtles could be used to obtain survival estimates from other data sets with few or no true recaptures but with other types of re-encounter data, which are a common output of tagging programmes involving these wide-ranging animals.
Pierson, Willard J., Jr.
1989-01-01
The values of the Normalized Radar Backscattering Cross Section (NRCS), sigma (o), obtained by a scatterometer are random variables whose variance is a known function of the expected value. The probability density function can be obtained from the normal distribution. Models for the expected value obtain it as a function of the properties of the waves on the ocean and the winds that generated the waves. Point estimates of the expected value were found from various statistics given the parameters that define the probability density function for each value. Random intervals were derived with a preassigned probability of containing that value. A statistical test to determine whether or not successive values of sigma (o) are truly independent was derived. The maximum likelihood estimates for wind speed and direction were found, given a model for backscatter as a function of the properties of the waves on the ocean. These estimates are biased as a result of the terms in the equation that involve natural logarithms, and calculations of the point estimates of the maximum likelihood values are used to show that the contributions of the logarithmic terms are negligible and that the terms can be omitted.
Chang, Howard H; Peng, Roger D; Dominici, Francesca
2011-10-01
In air pollution epidemiology, there is a growing interest in estimating the health effects of coarse particulate matter (PM) with aerodynamic diameter between 2.5 and 10 μm. Coarse PM concentrations can exhibit considerable spatial heterogeneity because the particles travel shorter distances and do not remain suspended in the atmosphere for an extended period of time. In this paper, we develop a modeling approach for estimating the short-term effects of air pollution in time series analysis when the ambient concentrations vary spatially within the study region. Specifically, our approach quantifies the error in the exposure variable by characterizing, on any given day, the disagreement in ambient concentrations measured across monitoring stations. This is accomplished by viewing monitor-level measurements as error-prone repeated measurements of the unobserved population average exposure. Inference is carried out in a Bayesian framework to fully account for uncertainty in the estimation of model parameters. Finally, by using different exposure indicators, we investigate the sensitivity of the association between coarse PM and daily hospital admissions based on a recent national multisite time series analysis. Among Medicare enrollees from 59 US counties between the period 1999 and 2005, we find a consistent positive association between coarse PM and same-day admission for cardiovascular diseases.
Jones, Evan; Singal, Jack
2018-01-01
We present results of using individual galaxies' redshift probability information derived from a photometric redshift (photo-z) algorithm, SPIDERz, to identify potential catastrophic outliers in photometric redshift determinations. By using test data comprised of COSMOS multi-band photometry and known spectroscopic redshifts from the 3D-HST survey spanning a wide redshift range (0strategy in photo-z determinations using a range of flagging parameter values. These results could potentially be useful for utilization of photometric redshifts in future large scale surveys where catastrophic outliers are particularly detrimental to the science goals.
Directory of Open Access Journals (Sweden)
A. M. Karpachevskiy
2016-01-01
Full Text Available In this article we review the method of representation an electrical power grid as a graph. Then we state a definition of structural vulnerability as the main feature of electric power grid reliability, which allows to evaluate the blackout probability. We have created the methodic of locating critical element (nodes by using GIS-technologies and tested it on studied regions. As the result, we have located zones of high and low structural vulnerability. In addition, some priority areas for investigation with the help of the network model are given.
International Nuclear Information System (INIS)
Constantinescu, S.; Dita, S.; Jouan, D.
1996-01-01
The true muon pairs production is experimentally associated with a background of random combinations originating mainly from uncorrelated decays of mesons π and K into muons. Several methods for determining the background have been proposed in the past years. The non trivial errors that has to be associated with the 're-combinatorial method' which is the principal focus of this study are estimated. For the sake of comparison the other method currently used in the NA38 experiment, which derives from the same framework, will also be considered. (K.A.)
Directory of Open Access Journals (Sweden)
Sirajo Lawan Bichi
2014-01-01
Full Text Available The approximate solutions for the semibounded Hadamard type hypersingular integrals (HSIs for smooth density function are investigated. The automatic quadrature schemes (AQSs are constructed by approximating the density function using the third and fourth kinds of Chebyshev polynomials. Error estimates for the semibounded solutions are obtained in the class of h(t∈CN,α[-1,1]. Numerical results for the obtained quadrature schemes revealed that the proposed methods are highly accurate when the density function h (t is any polynomial or rational functions. The results are in line with the theoretical findings.
Use and Subtleties of Saddlepoint Approximation for Minimum Mean-Square Error Estimation
DEFF Research Database (Denmark)
Beierholm, Thomas; Nuttall, Albert H.; Hansen, Lars Kai
2008-01-01
An integral representation for the minimum mean-square error (MMSE) estimator for a random variable in an observation model consisting of a linear combination of two random variables is derived. The derivation is based on the moment-generating functions for the random variables in the observation...... integral representation. However, the examples also demonstrate that when two saddle points are close or coalesce, then saddle-point approximation based on isolated saddle points is not valid. A saddle-point approximation based on two close or coalesced saddle points is derived and in the examples...
Recursive prediction error methods for online estimation in nonlinear state-space models
Directory of Open Access Journals (Sweden)
Dag Ljungquist
1994-04-01
Full Text Available Several recursive algorithms for online, combined state and parameter estimation in nonlinear state-space models are discussed in this paper. Well-known algorithms such as the extended Kalman filter and alternative formulations of the recursive prediction error method are included, as well as a new method based on a line-search strategy. A comparison of the algorithms illustrates that they are very similar although the differences can be important for the online tracking capabilities and robustness. Simulation experiments on a simple nonlinear process show that the performance under certain conditions can be improved by including a line-search strategy.
International Nuclear Information System (INIS)
Liu, Heping; Shi, Jing; Qu, Xiuli
2013-01-01
Highlights: ► Ten-minute wind speed and power generation data of an offshore wind turbine are used. ► An ARMA–GARCH-M model is built to simultaneously forecast wind speed mean and volatility. ► The operation probability and expected power output of the wind turbine are predicted. ► The integrated approach produces more accurate wind power forecasting than other conventional methods. - Abstract: In this paper, we introduce a quantitative methodology that performs the interval estimation of wind speed, calculates the operation probability of wind turbine, and forecasts the wind power output. The technological advantage of this methodology stems from the empowered capability of mean and volatility forecasting of wind speed. Based on the real wind speed and corresponding wind power output data from an offshore wind turbine, this methodology is applied to build an ARMA–GARCH-M model for wind speed forecasting, and then to compute the operation probability and the expected power output of the wind turbine. The results show that the developed methodology is effective, the obtained interval estimation of wind speed is reliable, and the forecasted operation probability and expected wind power output of the wind turbine are accurate
Yang, Shuang-Long; Liang, Li-Ping; Liu, Hou-De; Xu, Ke-Jun
2018-03-01
Aiming at reducing the estimation error of the sensor frequency response function (FRF) estimated by the commonly used window-based spectral estimation method, the error models of interpolation and transient errors are derived in the form of non-parameter models. Accordingly, window effects on the errors are analyzed and reveal that the commonly used hanning window leads to smaller interpolation error which can also be significantly eliminated by the cubic spline interpolation method when estimating the FRF from the step response data, and window with smaller front-end value can restrain more transient error. Thus, a new dual-cosine window with its non-zero discrete Fourier transform bins at -3, -1, 0, 1, and 3 is constructed for FRF estimation. Compared with the hanning window, the new dual-cosine window has the equivalent interpolation error suppression capability and better transient error suppression capability when estimating the FRF from the step response; specifically, it reduces the asymptotic property of the transient error from O(N-2) of the hanning window method to O(N-4) while only increases the uncertainty slightly (about 0.4 dB). Then, one direction of a wind tunnel strain gauge balance which is a high order, small damping, and non-minimum phase system is employed as the example for verifying the new dual-cosine window-based spectral estimation method. The model simulation result shows that the new dual-cosine window method is better than the hanning window method for FRF estimation, and compared with the Gans method and LPM method, it has the advantages of simple computation, less time consumption, and short data requirement; the actual data calculation result of the balance FRF is consistent to the simulation result. Thus, the new dual-cosine window is effective and practical for FRF estimation.