WorldWideScience

Sample records for estimating predictive variance

  1. Reexamining financial and economic predictability with new estimators of realized variance and variance risk premium

    DEFF Research Database (Denmark)

    Casas, Isabel; Mao, Xiuping; Veiga, Helena

    This study explores the predictive power of new estimators of the equity variance risk premium and conditional variance for future excess stock market returns, economic activity, and financial instability, both during and after the last global financial crisis. These estimators are obtained from...... time-varying coefficient models are the ones showing considerably higher predictive power for stock market returns and financial instability during the financial crisis, suggesting that an extreme volatility period requires models that can adapt quickly to turmoil........ Moreover, a comparison of the overall results reveals that the conditional variance gains predictive power during the global financial crisis period. Furthermore, both the variance risk premium and conditional variance are determined to be predictors of future financial instability, whereas conditional...

  2. Estimating Predictive Variance for Statistical Gas Distribution Modelling

    International Nuclear Information System (INIS)

    Lilienthal, Achim J.; Asadi, Sahar; Reggente, Matteo

    2009-01-01

    Recent publications in statistical gas distribution modelling have proposed algorithms that model mean and variance of a distribution. This paper argues that estimating the predictive concentration variance entails not only a gradual improvement but is rather a significant step to advance the field. This is, first, since the models much better fit the particular structure of gas distributions, which exhibit strong fluctuations with considerable spatial variations as a result of the intermittent character of gas dispersal. Second, because estimating the predictive variance allows to evaluate the model quality in terms of the data likelihood. This offers a solution to the problem of ground truth evaluation, which has always been a critical issue for gas distribution modelling. It also enables solid comparisons of different modelling approaches, and provides the means to learn meta parameters of the model, to determine when the model should be updated or re-initialised, or to suggest new measurement locations based on the current model. We also point out directions of related ongoing or potential future research work.

  3. Method for calculating the variance and prediction intervals for biomass estimates obtained from allometric equations

    CSIR Research Space (South Africa)

    Kirton, A

    2010-08-01

    Full Text Available for calculating the variance and prediction intervals for biomass estimates obtained from allometric equations A KIRTON B SCHOLES S ARCHIBALD CSIR Ecosystem Processes and Dynamics, Natural Resources and the Environment P.O. BOX 395, Pretoria, 0001, South... intervals (confidence intervals for predicted values) for allometric estimates can be obtained using an example of estimating tree biomass from stem diameter. It explains how to deal with relationships which are in the power function form - a common form...

  4. Estimation of measurement variances

    International Nuclear Information System (INIS)

    Anon.

    1981-01-01

    In the previous two sessions, it was assumed that the measurement error variances were known quantities when the variances of the safeguards indices were calculated. These known quantities are actually estimates based on historical data and on data generated by the measurement program. Session 34 discusses how measurement error parameters are estimated for different situations. The various error types are considered. The purpose of the session is to enable participants to: (1) estimate systematic error variances from standard data; (2) estimate random error variances from data as replicate measurement data; (3) perform a simple analysis of variances to characterize the measurement error structure when biases vary over time

  5. Estimation of genetic connectedness diagnostics based on prediction errors without the prediction error variance-covariance matrix.

    Science.gov (United States)

    Holmes, John B; Dodds, Ken G; Lee, Michael A

    2017-03-02

    An important issue in genetic evaluation is the comparability of random effects (breeding values), particularly between pairs of animals in different contemporary groups. This is usually referred to as genetic connectedness. While various measures of connectedness have been proposed in the literature, there is general agreement that the most appropriate measure is some function of the prediction error variance-covariance matrix. However, obtaining the prediction error variance-covariance matrix is computationally demanding for large-scale genetic evaluations. Many alternative statistics have been proposed that avoid the computational cost of obtaining the prediction error variance-covariance matrix, such as counts of genetic links between contemporary groups, gene flow matrices, and functions of the variance-covariance matrix of estimated contemporary group fixed effects. In this paper, we show that a correction to the variance-covariance matrix of estimated contemporary group fixed effects will produce the exact prediction error variance-covariance matrix averaged by contemporary group for univariate models in the presence of single or multiple fixed effects and one random effect. We demonstrate the correction for a series of models and show that approximations to the prediction error matrix based solely on the variance-covariance matrix of estimated contemporary group fixed effects are inappropriate in certain circumstances. Our method allows for the calculation of a connectedness measure based on the prediction error variance-covariance matrix by calculating only the variance-covariance matrix of estimated fixed effects. Since the number of fixed effects in genetic evaluation is usually orders of magnitudes smaller than the number of random effect levels, the computational requirements for our method should be reduced.

  6. Estimation of measurement variances

    International Nuclear Information System (INIS)

    Jaech, J.L.

    1984-01-01

    The estimation of measurement error parameters in safeguards systems is discussed. Both systematic and random errors are considered. A simple analysis of variances to characterize the measurement error structure with biases varying over time is presented

  7. Introduction to variance estimation

    CERN Document Server

    Wolter, Kirk M

    2007-01-01

    We live in the information age. Statistical surveys are used every day to determine or evaluate public policy and to make important business decisions. Correct methods for computing the precision of the survey data and for making inferences to the target population are absolutely essential to sound decision making. Now in its second edition, Introduction to Variance Estimation has for more than twenty years provided the definitive account of the theory and methods for correct precision calculations and inference, including examples of modern, complex surveys in which the methods have been used successfully. The book provides instruction on the methods that are vital to data-driven decision making in business, government, and academe. It will appeal to survey statisticians and other scientists engaged in the planning and conduct of survey research, and to those analyzing survey data and charged with extracting compelling information from such data. It will appeal to graduate students and university faculty who...

  8. Quantitative milk genomics: estimation of variance components and prediction of fatty acids in bovine milk

    DEFF Research Database (Denmark)

    Krag, Kristian

    The composition of bovine milk fat, used for human consumption, is far from the recommendations for human fat nutrition. The aim of this PhD was to describe the variance components and prediction probabilities of individual fatty acids (FA) in bovine milk, and to evaluate the possibilities...

  9. Variance Function Estimation. Revision.

    Science.gov (United States)

    1987-03-01

    UNLSIFIED RFOSR-TR-87-±112 F49620-85-C-O144 F/C 12/3 NL EEEEEEh LOUA28~ ~ L53 11uLoo MICROOP REOUINTS-’HR ------ N L E U INARF-% - IS %~1 %i % 0111...and 9 jointly. If 7,, 0. and are any preliminary estimators for 71, 6. and 3. define 71 and 6 to be the solutions of (4.1) N1 IN2 (7., ’ Td " ~ - / =0P

  10. Variance estimation for generalized Cavalieri estimators

    OpenAIRE

    Johanna Ziegel; Eva B. Vedel Jensen; Karl-Anton Dorph-Petersen

    2011-01-01

    The precision of stereological estimators based on systematic sampling is of great practical importance. This paper presents methods of data-based variance estimation for generalized Cavalieri estimators where errors in sampling positions may occur. Variance estimators are derived under perturbed systematic sampling, systematic sampling with cumulative errors and systematic sampling with random dropouts. Copyright 2011, Oxford University Press.

  11. Calculating the variance and prediction intervals for estimates obtained from allometric relationships

    CSIR Research Space (South Africa)

    Nickless, A

    2010-09-01

    Full Text Available that across the range of x values, the variability in the error does not change (i.e. no heteroscedasticity). Often the power function in allometry is used: y = axbε This can be converted to: ln(yi) = β0 + β1 ln(xi) + εi The above assumptions now apply... to the regression relationship with the logged variables. Therefore ln(yi) is assumed to be normally distributed with mean µ=β0+β1 ln(xi) and variance σ2*. From regression theory it is known that the expected value (e) and variance (Var) of ln(yi) is given by...

  12. Gini estimation under infinite variance

    NARCIS (Netherlands)

    A. Fontanari (Andrea); N.N. Taleb (Nassim Nicholas); P. Cirillo (Pasquale)

    2018-01-01

    textabstractWe study the problems related to the estimation of the Gini index in presence of a fat-tailed data generating process, i.e. one in the stable distribution class with finite mean but infinite variance (i.e. with tail index α∈(1,2)). We show that, in such a case, the Gini coefficient

  13. Variance function estimation for immunoassays

    International Nuclear Information System (INIS)

    Raab, G.M.; Thompson, R.; McKenzie, I.

    1980-01-01

    A computer program is described which implements a recently described, modified likelihood method of determining an appropriate weighting function to use when fitting immunoassay dose-response curves. The relationship between the variance of the response and its mean value is assumed to have an exponential form, and the best fit to this model is determined from the within-set variability of many small sets of repeated measurements. The program estimates the parameter of the exponential function with its estimated standard error, and tests the fit of the experimental data to the proposed model. Output options include a list of the actual and fitted standard deviation of the set of responses, a plot of actual and fitted standard deviation against the mean response, and an ordered list of the 10 sets of data with the largest ratios of actual to fitted standard deviation. The program has been designed for a laboratory user without computing or statistical expertise. The test-of-fit has proved valuable for identifying outlying responses, which may be excluded from further analysis by being set to negative values in the input file. (Auth.)

  14. Least-squares variance component estimation

    NARCIS (Netherlands)

    Teunissen, P.J.G.; Amiri-Simkooei, A.R.

    2007-01-01

    Least-squares variance component estimation (LS-VCE) is a simple, flexible and attractive method for the estimation of unknown variance and covariance components. LS-VCE is simple because it is based on the well-known principle of LS; it is flexible because it works with a user-defined weight

  15. Estimating additive and non-additive genetic variances and predicting genetic merits using genome-wide dense single nucleotide polymorphism markers.

    Directory of Open Access Journals (Sweden)

    Guosheng Su

    Full Text Available Non-additive genetic variation is usually ignored when genome-wide markers are used to study the genetic architecture and genomic prediction of complex traits in human, wild life, model organisms or farm animals. However, non-additive genetic effects may have an important contribution to total genetic variation of complex traits. This study presented a genomic BLUP model including additive and non-additive genetic effects, in which additive and non-additive genetic relation matrices were constructed from information of genome-wide dense single nucleotide polymorphism (SNP markers. In addition, this study for the first time proposed a method to construct dominance relationship matrix using SNP markers and demonstrated it in detail. The proposed model was implemented to investigate the amounts of additive genetic, dominance and epistatic variations, and assessed the accuracy and unbiasedness of genomic predictions for daily gain in pigs. In the analysis of daily gain, four linear models were used: 1 a simple additive genetic model (MA, 2 a model including both additive and additive by additive epistatic genetic effects (MAE, 3 a model including both additive and dominance genetic effects (MAD, and 4 a full model including all three genetic components (MAED. Estimates of narrow-sense heritability were 0.397, 0.373, 0.379 and 0.357 for models MA, MAE, MAD and MAED, respectively. Estimated dominance variance and additive by additive epistatic variance accounted for 5.6% and 9.5% of the total phenotypic variance, respectively. Based on model MAED, the estimate of broad-sense heritability was 0.506. Reliabilities of genomic predicted breeding values for the animals without performance records were 28.5%, 28.8%, 29.2% and 29.5% for models MA, MAE, MAD and MAED, respectively. In addition, models including non-additive genetic effects improved unbiasedness of genomic predictions.

  16. Variance computations for functional of absolute risk estimates.

    Science.gov (United States)

    Pfeiffer, R M; Petracci, E

    2011-07-01

    We present a simple influence function based approach to compute the variances of estimates of absolute risk and functions of absolute risk. We apply this approach to criteria that assess the impact of changes in the risk factor distribution on absolute risk for an individual and at the population level. As an illustration we use an absolute risk prediction model for breast cancer that includes modifiable risk factors in addition to standard breast cancer risk factors. Influence function based variance estimates for absolute risk and the criteria are compared to bootstrap variance estimates.

  17. Zero-intelligence realized variance estimation

    NARCIS (Netherlands)

    Gatheral, J.; Oomen, R.C.A.

    2010-01-01

    Given a time series of intra-day tick-by-tick price data, how can realized variance be estimated? The obvious estimator—the sum of squared returns between trades—is biased by microstructure effects such as bid-ask bounce and so in the past, practitioners were advised to drop most of the data and

  18. Estimating quadratic variation using realized variance

    DEFF Research Database (Denmark)

    Barndorff-Nielsen, Ole Eiler; Shephard, N.

    2002-01-01

    with a rather general SV model - which is a special case of the semimartingale model. Then QV is integrated variance and we can derive the asymptotic distribution of the RV and its rate of convergence. These results do not require us to specify a model for either the drift or volatility functions, although we...... have to impose some weak regularity assumptions. We illustrate the use of the limit theory on some exchange rate data and some stock data. We show that even with large values of M the RV is sometimes a quite noisy estimator of integrated variance. Copyright © 2002 John Wiley & Sons, Ltd....

  19. Comparison of variance estimators for metaanalysis of instrumental variable estimates

    NARCIS (Netherlands)

    Schmidt, A. F.; Hingorani, A. D.; Jefferis, B. J.; White, J.; Groenwold, R. H H; Dudbridge, F.; Ben-Shlomo, Y.; Chaturvedi, N.; Engmann, J.; Hughes, A.; Humphries, S.; Hypponen, E.; Kivimaki, M.; Kuh, D.; Kumari, M.; Menon, U.; Morris, R.; Power, C.; Price, J.; Wannamethee, G.; Whincup, P.

    2016-01-01

    Background: Mendelian randomization studies perform instrumental variable (IV) analysis using genetic IVs. Results of individual Mendelian randomization studies can be pooled through meta-analysis. We explored how different variance estimators influence the meta-analysed IV estimate. Methods: Two

  20. Adaptive Nonparametric Variance Estimation for a Ratio Estimator ...

    African Journals Online (AJOL)

    Kernel estimators for smooth curves require modifications when estimating near end points of the support, both for practical and asymptotic reasons. The construction of such boundary kernels as solutions of variational problem is a difficult exercise. For estimating the error variance of a ratio estimator, we suggest an ...

  1. Power Estimation in Multivariate Analysis of Variance

    Directory of Open Access Journals (Sweden)

    Jean François Allaire

    2007-09-01

    Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.

  2. Estimating the encounter rate variance in distance sampling

    Science.gov (United States)

    Fewster, R.M.; Buckland, S.T.; Burnham, K.P.; Borchers, D.L.; Jupp, P.E.; Laake, J.L.; Thomas, L.

    2009-01-01

    The dominant source of variance in line transect sampling is usually the encounter rate variance. Systematic survey designs are often used to reduce the true variability among different realizations of the design, but estimating the variance is difficult and estimators typically approximate the variance by treating the design as a simple random sample of lines. We explore the properties of different encounter rate variance estimators under random and systematic designs. We show that a design-based variance estimator improves upon the model-based estimator of Buckland et al. (2001, Introduction to Distance Sampling. Oxford: Oxford University Press, p. 79) when transects are positioned at random. However, if populations exhibit strong spatial trends, both estimators can have substantial positive bias under systematic designs. We show that poststratification is effective in reducing this bias. ?? 2008, The International Biometric Society.

  3. Network Structure and Biased Variance Estimation in Respondent Driven Sampling.

    Science.gov (United States)

    Verdery, Ashton M; Mouw, Ted; Bauldry, Shawn; Mucha, Peter J

    2015-01-01

    This paper explores bias in the estimation of sampling variance in Respondent Driven Sampling (RDS). Prior methodological work on RDS has focused on its problematic assumptions and the biases and inefficiencies of its estimators of the population mean. Nonetheless, researchers have given only slight attention to the topic of estimating sampling variance in RDS, despite the importance of variance estimation for the construction of confidence intervals and hypothesis tests. In this paper, we show that the estimators of RDS sampling variance rely on a critical assumption that the network is First Order Markov (FOM) with respect to the dependent variable of interest. We demonstrate, through intuitive examples, mathematical generalizations, and computational experiments that current RDS variance estimators will always underestimate the population sampling variance of RDS in empirical networks that do not conform to the FOM assumption. Analysis of 215 observed university and school networks from Facebook and Add Health indicates that the FOM assumption is violated in every empirical network we analyze, and that these violations lead to substantially biased RDS estimators of sampling variance. We propose and test two alternative variance estimators that show some promise for reducing biases, but which also illustrate the limits of estimating sampling variance with only partial information on the underlying population social network.

  4. MINIMUM VARIANCE BETA ESTIMATION WITH DYNAMIC CONSTRAINTS,

    Science.gov (United States)

    developed (at AFETR ) and is being used to isolate the primary error sources in the beta estimation task. This computer program is additionally used to...determine what success in beta estimation can be achieved with foreseeable instrumentation accuracies. Results are included that illustrate the effects on

  5. Estimating High-Frequency Based (Co-) Variances: A Unified Approach

    DEFF Research Database (Denmark)

    Voev, Valeri; Nolte, Ingmar

    We propose a unified framework for estimating integrated variances and covariances based on simple OLS regressions, allowing for a general market microstructure noise specification. We show that our estimators can outperform, in terms of the root mean squared error criterion, the most recent...... and commonly applied estimators, such as the realized kernels of Barndorff-Nielsen, Hansen, Lunde & Shephard (2006), the two-scales realized variance of Zhang, Mykland & Aït-Sahalia (2005), the Hayashi & Yoshida (2005) covariance estimator, and the realized variance and covariance with the optimal sampling...

  6. Comparing estimates of genetic variance across different relationship models.

    Science.gov (United States)

    Legarra, Andres

    2016-02-01

    Use of relationships between individuals to estimate genetic variances and heritabilities via mixed models is standard practice in human, plant and livestock genetics. Different models or information for relationships may give different estimates of genetic variances. However, comparing these estimates across different relationship models is not straightforward as the implied base populations differ between relationship models. In this work, I present a method to compare estimates of variance components across different relationship models. I suggest referring genetic variances obtained using different relationship models to the same reference population, usually a set of individuals in the population. Expected genetic variance of this population is the estimated variance component from the mixed model times a statistic, Dk, which is the average self-relationship minus the average (self- and across-) relationship. For most typical models of relationships, Dk is close to 1. However, this is not true for very deep pedigrees, for identity-by-state relationships, or for non-parametric kernels, which tend to overestimate the genetic variance and the heritability. Using mice data, I show that heritabilities from identity-by-state and kernel-based relationships are overestimated. Weighting these estimates by Dk scales them to a base comparable to genomic or pedigree relationships, avoiding wrong comparisons, for instance, "missing heritabilities". Copyright © 2015 Elsevier Inc. All rights reserved.

  7. Realized range-based estimation of integrated variance

    DEFF Research Database (Denmark)

    Christensen, Kim; Podolskij, Mark

    2007-01-01

    We provide a set of probabilistic laws for estimating the quadratic variation of continuous semimartingales with the realized range-based variance-a statistic that replaces every squared return of the realized variance with a normalized squared range. If the entire sample path of the process is a...

  8. Variance estimation in the analysis of microarray data

    KAUST Repository

    Wang, Yuedong; Ma, Yanyuan; Carroll, Raymond J.

    2009-01-01

    Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing

  9. Variance of a product with application to uranium estimation

    International Nuclear Information System (INIS)

    Lowe, V.W.; Waterman, M.S.

    1976-01-01

    The U in a container can either be determined directly by NDA or by estimating the weight of material in the container and the concentration of U in this material. It is important to examine the statistical properties of estimating the amount of U by multiplying the estimates of weight and concentration. The variance of the product determines the accuracy of the estimate of the amount of uranium. This paper examines the properties of estimates of the variance of the product of two random variables

  10. Variance estimation in the analysis of microarray data

    KAUST Repository

    Wang, Yuedong

    2009-04-01

    Microarrays are one of the most widely used high throughput technologies. One of the main problems in the area is that conventional estimates of the variances that are required in the t-statistic and other statistics are unreliable owing to the small number of replications. Various methods have been proposed in the literature to overcome this lack of degrees of freedom problem. In this context, it is commonly observed that the variance increases proportionally with the intensity level, which has led many researchers to assume that the variance is a function of the mean. Here we concentrate on estimation of the variance as a function of an unknown mean in two models: the constant coefficient of variation model and the quadratic variance-mean model. Because the means are unknown and estimated with few degrees of freedom, naive methods that use the sample mean in place of the true mean are generally biased because of the errors-in-variables phenomenon. We propose three methods for overcoming this bias. The first two are variations on the theme of the so-called heteroscedastic simulation-extrapolation estimator, modified to estimate the variance function consistently. The third class of estimators is entirely different, being based on semiparametric information calculations. Simulations show the power of our methods and their lack of bias compared with the naive method that ignores the measurement error. The methodology is illustrated by using microarray data from leukaemia patients.

  11. Approximate zero-variance Monte Carlo estimation of Markovian unreliability

    International Nuclear Information System (INIS)

    Delcoux, J.L.; Labeau, P.E.; Devooght, J.

    1997-01-01

    Monte Carlo simulation has become an important tool for the estimation of reliability characteristics, since conventional numerical methods are no more efficient when the size of the system to solve increases. However, evaluating by a simulation the probability of occurrence of very rare events means playing a very large number of histories of the system, which leads to unacceptable computation times. Acceleration and variance reduction techniques have to be worked out. We show in this paper how to write the equations of Markovian reliability as a transport problem, and how the well known zero-variance scheme can be adapted to this application. But such a method is always specific to the estimation of one quality, while a Monte Carlo simulation allows to perform simultaneously estimations of diverse quantities. Therefore, the estimation of one of them could be made more accurate while degrading at the same time the variance of other estimations. We propound here a method to reduce simultaneously the variance for several quantities, by using probability laws that would lead to zero-variance in the estimation of a mean of these quantities. Just like the zero-variance one, the method we propound is impossible to perform exactly. However, we show that simple approximations of it may be very efficient. (author)

  12. Variance estimation for sensitivity analysis of poverty and inequality measures

    Directory of Open Access Journals (Sweden)

    Christian Dudel

    2017-04-01

    Full Text Available Estimates of poverty and inequality are often based on application of a single equivalence scale, despite the fact that a large number of different equivalence scales can be found in the literature. This paper describes a framework for sensitivity analysis which can be used to account for the variability of equivalence scales and allows to derive variance estimates of results of sensitivity analysis. Simulations show that this method yields reliable estimates. An empirical application reveals that accounting for both variability of equivalence scales and sampling variance leads to confidence intervals which are wide.

  13. Estimation of the additive and dominance variances in South African ...

    African Journals Online (AJOL)

    The objective of this study was to estimate dominance variance for number born alive (NBA), 21- day litter weight (LWT21) and interval between parities (FI) in South African Landrace pigs. A total of 26223 NBA, 21335 LWT21 and 16370 FI records were analysed. Bayesian analysis via Gibbs sampling was used to estimate ...

  14. Global Variance Risk Premium and Forex Return Predictability

    OpenAIRE

    Aloosh, Arash

    2014-01-01

    In a long-run risk model with stochastic volatility and frictionless markets, I express expected forex returns as a function of consumption growth variances and stock variance risk premiums (VRPs)—the difference between the risk-neutral and statistical expectations of market return variation. This provides a motivation for using the forward-looking information available in stock market volatility indices to predict forex returns. Empirically, I find that stock VRPs predict forex returns at a ...

  15. Asymptotic variance of grey-scale surface area estimators

    DEFF Research Database (Denmark)

    Svane, Anne Marie

    Grey-scale local algorithms have been suggested as a fast way of estimating surface area from grey-scale digital images. Their asymptotic mean has already been described. In this paper, the asymptotic behaviour of the variance is studied in isotropic and sufficiently smooth settings, resulting...... in a general asymptotic bound. For compact convex sets with nowhere vanishing Gaussian curvature, the asymptotics can be described more explicitly. As in the case of volume estimators, the variance is decomposed into a lattice sum and an oscillating term of at most the same magnitude....

  16. Estimating Additive and Non-Additive Genetic Variances and Predicting Genetic Merits Using Genome-Wide Dense Single Nucleotide Polymorphism Markers

    DEFF Research Database (Denmark)

    Su, Guosheng; Christensen, Ole Fredslund; Ostersen, Tage

    2012-01-01

    of genomic predictions for daily gain in pigs. In the analysis of daily gain, four linear models were used: 1) a simple additive genetic model (MA), 2) a model including both additive and additive by additive epistatic genetic effects (MAE), 3) a model including both additive and dominance genetic effects...

  17. Robust estimation of the noise variance from background MR data

    NARCIS (Netherlands)

    Sijbers, J.; Den Dekker, A.J.; Poot, D.; Bos, R.; Verhoye, M.; Van Camp, N.; Van der Linden, A.

    2006-01-01

    In the literature, many methods are available for estimation of the variance of the noise in magnetic resonance (MR) images. A commonly used method, based on the maximum of the background mode of the histogram, is revisited and a new, robust, and easy to use method is presented based on maximum

  18. Variance in parametric images: direct estimation from parametric projections

    International Nuclear Information System (INIS)

    Maguire, R.P.; Leenders, K.L.; Spyrou, N.M.

    2000-01-01

    Recent work has shown that it is possible to apply linear kinetic models to dynamic projection data in PET in order to calculate parameter projections. These can subsequently be back-projected to form parametric images - maps of parameters of physiological interest. Critical to the application of these maps, to test for significant changes between normal and pathophysiology, is an assessment of the statistical uncertainty. In this context, parametric images also include simple integral images from, e.g., [O-15]-water used to calculate statistical parametric maps (SPMs). This paper revisits the concept of parameter projections and presents a more general formulation of the parameter projection derivation as well as a method to estimate parameter variance in projection space, showing which analysis methods (models) can be used. Using simulated pharmacokinetic image data we show that a method based on an analysis in projection space inherently calculates the mathematically rigorous pixel variance. This results in an estimation which is as accurate as either estimating variance in image space during model fitting, or estimation by comparison across sets of parametric images - as might be done between individuals in a group pharmacokinetic PET study. The method based on projections has, however, a higher computational efficiency, and is also shown to be more precise, as reflected in smooth variance distribution images when compared to the other methods. (author)

  19. Variance component and heritability estimates of early growth traits ...

    African Journals Online (AJOL)

    as selection criteria for meat production in sheep (Anon, 1970; Olson et ai., 1976;. Lasslo et ai., 1985; Badenhorst et ai., 1991). If these traits are to be included in a breeding programme, accurate estimates of breeding values will be needed to optimize selection programmes. This requires a knowledge of variance and co-.

  20. An observation on the variance of a predicted response in ...

    African Journals Online (AJOL)

    ... these properties and computational simplicity. To avoid over fitting, along with the obvious advantage of having a simpler equation, it is shown that the addition of a variable to a regression equation does not reduce the variance of a predicted response. Key words: Linear regression; Partitioned matrix; Predicted response ...

  1. Deviation of the Variances of Classical Estimators and Negative Integer Moment Estimator from Minimum Variance Bound with Reference to Maxwell Distribution

    Directory of Open Access Journals (Sweden)

    G. R. Pasha

    2006-07-01

    Full Text Available In this paper, we present that how much the variances of the classical estimators, namely, maximum likelihood estimator and moment estimator deviate from the minimum variance bound while estimating for the Maxwell distribution. We also sketch this difference for the negative integer moment estimator. We note the poor performance of the negative integer moment estimator in the said consideration while maximum likelihood estimator attains minimum variance bound and becomes an attractive choice.

  2. Improved estimation of the variance in Monte Carlo criticality calculations

    International Nuclear Information System (INIS)

    Hoogenboom, J. Eduard

    2008-01-01

    Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k eff results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k eff will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k eff are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)

  3. Improved estimation of the variance in Monte Carlo criticality calculations

    Energy Technology Data Exchange (ETDEWEB)

    Hoogenboom, J. Eduard [Delft University of Technology, Delft (Netherlands)

    2008-07-01

    Results for the effective multiplication factor in a Monte Carlo criticality calculations are often obtained from averages over a number of cycles or batches after convergence of the fission source distribution to the fundamental mode. Then the standard deviation of the effective multiplication factor is also obtained from the k{sub eff} results over these cycles. As the number of cycles will be rather small, the estimate of the variance or standard deviation in k{sub eff} will not be very reliable, certainly not for the first few cycles after source convergence. In this paper the statistics for k{sub eff} are based on the generation of new fission neutron weights during each history in a cycle. It is shown that this gives much more reliable results for the standard deviation even after a small number of cycles. Also attention is paid to the variance of the variance (VoV) and the standard deviation of the standard deviation. A derivation is given how to obtain an unbiased estimate for the VoV, even for a small number of samples. (authors)

  4. Estimation of noise-free variance to measure heterogeneity.

    Directory of Open Access Journals (Sweden)

    Tilo Winkler

    Full Text Available Variance is a statistical parameter used to characterize heterogeneity or variability in data sets. However, measurements commonly include noise, as random errors superimposed to the actual value, which may substantially increase the variance compared to a noise-free data set. Our aim was to develop and validate a method to estimate noise-free spatial heterogeneity of pulmonary perfusion using dynamic positron emission tomography (PET scans. On theoretical grounds, we demonstrate a linear relationship between the total variance of a data set derived from averages of n multiple measurements, and the reciprocal of n. Using multiple measurements with varying n yields estimates of the linear relationship including the noise-free variance as the constant parameter. In PET images, n is proportional to the number of registered decay events, and the variance of the image is typically normalized by the square of its mean value yielding a coefficient of variation squared (CV(2. The method was evaluated with a Jaszczak phantom as reference spatial heterogeneity (CV(r(2 for comparison with our estimate of noise-free or 'true' heterogeneity (CV(t(2. We found that CV(t(2 was only 5.4% higher than CV(r2. Additional evaluations were conducted on 38 PET scans of pulmonary perfusion using (13NN-saline injection. The mean CV(t(2 was 0.10 (range: 0.03-0.30, while the mean CV(2 including noise was 0.24 (range: 0.10-0.59. CV(t(2 was in average 41.5% of the CV(2 measured including noise (range: 17.8-71.2%. The reproducibility of CV(t(2 was evaluated using three repeated PET scans from five subjects. Individual CV(t(2 were within 16% of each subject's mean and paired t-tests revealed no difference among the results from the three consecutive PET scans. In conclusion, our method provides reliable noise-free estimates of CV(t(2 in PET scans, and may be useful for similar statistical problems in experimental data.

  5. DFT-based channel estimation and noise variance estimation techniques for single-carrier FDMA

    OpenAIRE

    Huang, G; Nix, AR; Armour, SMD

    2010-01-01

    Practical frequency domain equalization (FDE) systems generally require knowledge of the channel and the noise variance to equalize the received signal in a frequency-selective fading channel. Accurate channel estimate and noise variance estimate are thus desirable to improve receiver performance. In this paper we investigate the performance of the denoise channel estimator and the approximate linear minimum mean square error (A-LMMSE) channel estimator with channel power delay profile (PDP) ...

  6. Minimum variance linear unbiased estimators of loss and inventory

    International Nuclear Information System (INIS)

    Stewart, K.B.

    1977-01-01

    The article illustrates a number of approaches for estimating the material balance inventory and a constant loss amount from the accountability data from a sequence of accountability periods. The approaches all lead to linear estimates that have minimum variance. Techniques are shown whereby ordinary least squares, weighted least squares and generalized least squares computer programs can be used. Two approaches are recursive in nature and lend themselves to small specialized computer programs. Another approach is developed that is easy to program; could be used with a desk calculator and can be used in a recursive way from accountability period to accountability period. Some previous results are also reviewed that are very similar in approach to the present ones and vary only in the way net throughput measurements are statistically modeled. 5 refs

  7. Estimation of measurement variance in the context of environment statistics

    Science.gov (United States)

    Maiti, Pulakesh

    2015-02-01

    The object of environment statistics is for providing information on the environment, on its most important changes over time, across locations and identifying the main factors that influence them. Ultimately environment statistics would be required to produce higher quality statistical information. For this timely, reliable and comparable data are needed. Lack of proper and uniform definitions, unambiguous classifications pose serious problems to procure qualitative data. These cause measurement errors. We consider the problem of estimating measurement variance so that some measures may be adopted to improve upon the quality of data on environmental goods and services and on value statement in economic terms. The measurement technique considered here is that of employing personal interviewers and the sampling considered here is that of two-stage sampling.

  8. Static models, recursive estimators and the zero-variance approach

    KAUST Repository

    Rubino, Gerardo

    2016-01-07

    When evaluating dependability aspects of complex systems, most models belong to the static world, where time is not an explicit variable. These models suffer from the same problems than dynamic ones (stochastic processes), such as the frequent combinatorial explosion of the state spaces. In the Monte Carlo domain, on of the most significant difficulties is the rare event situation. In this talk, we describe this context and a recent technique that appears to be at the top performance level in the area, where we combined ideas that lead to very fast estimation procedures with another approach called zero-variance approximation. Both ideas produced a very efficient method that has the right theoretical property concerning robustness, the Bounded Relative Error one. Some examples illustrate the results.

  9. Prediction-error variance in Bayesian model updating: a comparative study

    Science.gov (United States)

    Asadollahi, Parisa; Li, Jian; Huang, Yong

    2017-04-01

    In Bayesian model updating, the likelihood function is commonly formulated by stochastic embedding in which the maximum information entropy probability model of prediction error variances plays an important role and it is Gaussian distribution subject to the first two moments as constraints. The selection of prediction error variances can be formulated as a model class selection problem, which automatically involves a trade-off between the average data-fit of the model class and the information it extracts from the data. Therefore, it is critical for the robustness in the updating of the structural model especially in the presence of modeling errors. To date, three ways of considering prediction error variances have been seem in the literature: 1) setting constant values empirically, 2) estimating them based on the goodness-of-fit of the measured data, and 3) updating them as uncertain parameters by applying Bayes' Theorem at the model class level. In this paper, the effect of different strategies to deal with the prediction error variances on the model updating performance is investigated explicitly. A six-story shear building model with six uncertain stiffness parameters is employed as an illustrative example. Transitional Markov Chain Monte Carlo is used to draw samples of the posterior probability density function of the structure model parameters as well as the uncertain prediction variances. The different levels of modeling uncertainty and complexity are modeled through three FE models, including a true model, a model with more complexity, and a model with modeling error. Bayesian updating is performed for the three FE models considering the three aforementioned treatments of the prediction error variances. The effect of number of measurements on the model updating performance is also examined in the study. The results are compared based on model class assessment and indicate that updating the prediction error variances as uncertain parameters at the model

  10. Dynamics of Variance Risk Premia, Investors' Sentiment and Return Predictability

    DEFF Research Database (Denmark)

    Rombouts, Jerome V.K.; Stentoft, Lars; Violante, Francesco

    We develop a joint framework linking the physical variance and its risk neutral expectation implying variance risk premia that are persistent, appropriately reacting to changes in level and variability of the variance and naturally satisfying the sign constraint. Using option market data and real...... events and only marginally by the premium associated with normal price fluctuations....

  11. Spot Variance Path Estimation and its Application to High Frequency Jump Testing

    NARCIS (Netherlands)

    Bos, C.S.; Janus, P.; Koopman, S.J.

    2012-01-01

    This paper considers spot variance path estimation from datasets of intraday high-frequency asset prices in the presence of diurnal variance patterns, jumps, leverage effects, and microstructure noise. We rely on parametric and nonparametric methods. The estimated spot variance path can be used to

  12. Estimates of variance components for postweaning feed intake and ...

    African Journals Online (AJOL)

    Mike

    2013-03-09

    Mar 9, 2013 ... transformation of RFIp and RDGp to z-scores (mean = 0.0, variance = 1.0) and then ... generation pedigree (n = 9 653) used for this analysis. ..... Nkrumah, J.D., Basarab, J.A., Wang, Z., Li, C., Price, M.A., Okine, E.K., Crews Jr., ...

  13. Estimating integrated variance in the presence of microstructure noise using linear regression

    Science.gov (United States)

    Holý, Vladimír

    2017-07-01

    Using financial high-frequency data for estimation of integrated variance of asset prices is beneficial but with increasing number of observations so-called microstructure noise occurs. This noise can significantly bias the realized variance estimator. We propose a method for estimation of the integrated variance robust to microstructure noise as well as for testing the presence of the noise. Our method utilizes linear regression in which realized variances estimated from different data subsamples act as dependent variable while the number of observations act as explanatory variable. We compare proposed estimator with other methods on simulated data for several microstructure noise structures.

  14. Replication Variance Estimation under Two-phase Sampling in the Presence of Non-response

    Directory of Open Access Journals (Sweden)

    Muqaddas Javed

    2014-09-01

    Full Text Available Kim and Yu (2011 discussed replication variance estimator for two-phase stratified sampling. In this paper estimators for mean have been proposed in two-phase stratified sampling for different situation of existence of non-response at first phase and second phase. The expressions of variances of these estimators have been derived. Furthermore, replication-based jackknife variance estimators of these variances have also been derived. Simulation study has been conducted to investigate the performance of the suggested estimators.

  15. Seismic attenuation relationship with homogeneous and heterogeneous prediction-error variance models

    Science.gov (United States)

    Mu, He-Qing; Xu, Rong-Rong; Yuen, Ka-Veng

    2014-03-01

    Peak ground acceleration (PGA) estimation is an important task in earthquake engineering practice. One of the most well-known models is the Boore-Joyner-Fumal formula, which estimates the PGA using the moment magnitude, the site-to-fault distance and the site foundation properties. In the present study, the complexity for this formula and the homogeneity assumption for the prediction-error variance are investigated and an efficiency-robustness balanced formula is proposed. For this purpose, a reduced-order Monte Carlo simulation algorithm for Bayesian model class selection is presented to obtain the most suitable predictive formula and prediction-error model for the seismic attenuation relationship. In this approach, each model class (a predictive formula with a prediction-error model) is evaluated according to its plausibility given the data. The one with the highest plausibility is robust since it possesses the optimal balance between the data fitting capability and the sensitivity to noise. A database of strong ground motion records in the Tangshan region of China is obtained from the China Earthquake Data Center for the analysis. The optimal predictive formula is proposed based on this database. It is shown that the proposed formula with heterogeneous prediction-error variance is much simpler than the attenuation model suggested by Boore, Joyner and Fumal (1993).

  16. minimum variance estimation of yield parameters of rubber tree

    African Journals Online (AJOL)

    2013-03-01

    Mar 1, 2013 ... It is our opinion that Kalman filter is a robust estimator of the ... Kalman filter, parameter estimation, rubber clones, Chow failure test, autocorrelation, STAMP, data ...... Mills, T.C. Modelling Current Temperature Trends.

  17. Correction for Measurement Error from Genotyping-by-Sequencing in Genomic Variance and Genomic Prediction Models

    DEFF Research Database (Denmark)

    Ashraf, Bilal; Janss, Luc; Jensen, Just

    sample). The GBSeq data can be used directly in genomic models in the form of individual SNP allele-frequency estimates (e.g., reference reads/total reads per polymorphic site per individual), but is subject to measurement error due to the low sequencing depth per individual. Due to technical reasons....... In the current work we show how the correction for measurement error in GBSeq can also be applied in whole genome genomic variance and genomic prediction models. Bayesian whole-genome random regression models are proposed to allow implementation of large-scale SNP-based models with a per-SNP correction...... for measurement error. We show correct retrieval of genomic explained variance, and improved genomic prediction when accounting for the measurement error in GBSeq data...

  18. Adjusting estimative prediction limits

    OpenAIRE

    Masao Ueki; Kaoru Fueda

    2007-01-01

    This note presents a direct adjustment of the estimative prediction limit to reduce the coverage error from a target value to third-order accuracy. The adjustment is asymptotically equivalent to those of Barndorff-Nielsen & Cox (1994, 1996) and Vidoni (1998). It has a simpler form with a plug-in estimator of the coverage probability of the estimative limit at the target value. Copyright 2007, Oxford University Press.

  19. Genetic Gain Increases by Applying the Usefulness Criterion with Improved Variance Prediction in Selection of Crosses.

    Science.gov (United States)

    Lehermeier, Christina; Teyssèdre, Simon; Schön, Chris-Carolin

    2017-12-01

    A crucial step in plant breeding is the selection and combination of parents to form new crosses. Genome-based prediction guides the selection of high-performing parental lines in many crop breeding programs which ensures a high mean performance of progeny. To warrant maximum selection progress, a new cross should also provide a large progeny variance. The usefulness concept as measure of the gain that can be obtained from a specific cross accounts for variation in progeny variance. Here, it is shown that genetic gain can be considerably increased when crosses are selected based on their genomic usefulness criterion compared to selection based on mean genomic estimated breeding values. An efficient and improved method to predict the genetic variance of a cross based on Markov chain Monte Carlo samples of marker effects from a whole-genome regression model is suggested. In simulations representing selection procedures in crop breeding programs, the performance of this novel approach is compared with existing methods, like selection based on mean genomic estimated breeding values and optimal haploid values. In all cases, higher genetic gain was obtained compared with previously suggested methods. When 1% of progenies per cross were selected, the genetic gain based on the estimated usefulness criterion increased by 0.14 genetic standard deviation compared to a selection based on mean genomic estimated breeding values. Analytical derivations of the progeny genotypic variance-covariance matrix based on parental genotypes and genetic map information make simulations of progeny dispensable, and allow fast implementation in large-scale breeding programs. Copyright © 2017 by the Genetics Society of America.

  20. Optimal design criteria - prediction vs. parameter estimation

    Science.gov (United States)

    Waldl, Helmut

    2014-05-01

    G-optimality is a popular design criterion for optimal prediction, it tries to minimize the kriging variance over the whole design region. A G-optimal design minimizes the maximum variance of all predicted values. If we use kriging methods for prediction it is self-evident to use the kriging variance as a measure of uncertainty for the estimates. Though the computation of the kriging variance and even more the computation of the empirical kriging variance is computationally very costly and finding the maximum kriging variance in high-dimensional regions can be time demanding such that we cannot really find the G-optimal design with nowadays available computer equipment in practice. We cannot always avoid this problem by using space-filling designs because small designs that minimize the empirical kriging variance are often non-space-filling. D-optimality is the design criterion related to parameter estimation. A D-optimal design maximizes the determinant of the information matrix of the estimates. D-optimality in terms of trend parameter estimation and D-optimality in terms of covariance parameter estimation yield basically different designs. The Pareto frontier of these two competing determinant criteria corresponds with designs that perform well under both criteria. Under certain conditions searching the G-optimal design on the above Pareto frontier yields almost as good results as searching the G-optimal design in the whole design region. In doing so the maximum of the empirical kriging variance has to be computed only a few times though. The method is demonstrated by means of a computer simulation experiment based on data provided by the Belgian institute Management Unit of the North Sea Mathematical Models (MUMM) that describe the evolution of inorganic and organic carbon and nutrients, phytoplankton, bacteria and zooplankton in the Southern Bight of the North Sea.

  1. An Analysis of Variance Approach for the Estimation of Response Time Distributions in Tests

    Science.gov (United States)

    Attali, Yigal

    2010-01-01

    Generalizability theory and analysis of variance methods are employed, together with the concept of objective time pressure, to estimate response time distributions and the degree of time pressure in timed tests. By estimating response time variance components due to person, item, and their interaction, and fixed effects due to item types and…

  2. (Co) variance Components and Genetic Parameter Estimates for Re

    African Journals Online (AJOL)

    Mapula

    The magnitude of heritability estimates obtained in the current study ... traits were recently introduced to supplement progeny testing programmes or for usage as sole source of ..... VCE-5 User's Guide and Reference Manual Version 5.1.

  3. Using transformation algorithms to estimate (co)variance ...

    African Journals Online (AJOL)

    REML) procedures by a diagonalization approach is extended to multiple traits by the use of canonical transformations. A computing strategy is developed for use on large data sets employing two different REML algorithms for the estimation of ...

  4. Simultaneous Monte Carlo zero-variance estimates of several correlated means

    International Nuclear Information System (INIS)

    Booth, T.E.

    1998-01-01

    Zero-variance biasing procedures are normally associated with estimating a single mean or tally. In particular, a zero-variance solution occurs when every sampling is made proportional to the product of the true probability multiplied by the expected score (importance) subsequent to the sampling; i.e., the zero-variance sampling is importance weighted. Because every tally has a different importance function, a zero-variance biasing for one tally cannot be a zero-variance biasing for another tally (unless the tallies are perfectly correlated). The way to optimize the situation when the required tallies have positive correlation is shown

  5. Estimates of variance components for postweaning feed intake and ...

    African Journals Online (AJOL)

    Feed efficiency is of major economic importance in beef production. The objective of this work was to evaluate alternative measures of feed efficiency for use in genetic evaluation. To meet this objective, genetic parameters were estimated for the components of efficiency. These parameters were then used in multiple-trait ...

  6. Methods to estimate the between‐study variance and its uncertainty in meta‐analysis†

    Science.gov (United States)

    Jackson, Dan; Viechtbauer, Wolfgang; Bender, Ralf; Bowden, Jack; Knapp, Guido; Kuss, Oliver; Higgins, Julian PT; Langan, Dean; Salanti, Georgia

    2015-01-01

    Meta‐analyses are typically used to estimate the overall/mean of an outcome of interest. However, inference about between‐study variability, which is typically modelled using a between‐study variance parameter, is usually an additional aim. The DerSimonian and Laird method, currently widely used by default to estimate the between‐study variance, has been long challenged. Our aim is to identify known methods for estimation of the between‐study variance and its corresponding uncertainty, and to summarise the simulation and empirical evidence that compares them. We identified 16 estimators for the between‐study variance, seven methods to calculate confidence intervals, and several comparative studies. Simulation studies suggest that for both dichotomous and continuous data the estimator proposed by Paule and Mandel and for continuous data the restricted maximum likelihood estimator are better alternatives to estimate the between‐study variance. Based on the scenarios and results presented in the published studies, we recommend the Q‐profile method and the alternative approach based on a ‘generalised Cochran between‐study variance statistic’ to compute corresponding confidence intervals around the resulting estimates. Our recommendations are based on a qualitative evaluation of the existing literature and expert consensus. Evidence‐based recommendations require an extensive simulation study where all methods would be compared under the same scenarios. © 2015 The Authors. Research Synthesis Methods published by John Wiley & Sons Ltd. PMID:26332144

  7. Multi-population Genomic Relationships for Estimating Current Genetic Variances Within and Genetic Correlations Between Populations.

    Science.gov (United States)

    Wientjes, Yvonne C J; Bijma, Piter; Vandenplas, Jérémie; Calus, Mario P L

    2017-10-01

    Different methods are available to calculate multi-population genomic relationship matrices. Since those matrices differ in base population, it is anticipated that the method used to calculate genomic relationships affects the estimate of genetic variances, covariances, and correlations. The aim of this article is to define the multi-population genomic relationship matrix to estimate current genetic variances within and genetic correlations between populations. The genomic relationship matrix containing two populations consists of four blocks, one block for population 1, one block for population 2, and two blocks for relationships between the populations. It is known, based on literature, that by using current allele frequencies to calculate genomic relationships within a population, current genetic variances are estimated. In this article, we theoretically derived the properties of the genomic relationship matrix to estimate genetic correlations between populations and validated it using simulations. When the scaling factor of across-population genomic relationships is equal to the product of the square roots of the scaling factors for within-population genomic relationships, the genetic correlation is estimated unbiasedly even though estimated genetic variances do not necessarily refer to the current population. When this property is not met, the correlation based on estimated variances should be multiplied by a correction factor based on the scaling factors. In this study, we present a genomic relationship matrix which directly estimates current genetic variances as well as genetic correlations between populations. Copyright © 2017 by the Genetics Society of America.

  8. Modeling heterogeneous (co)variances from adjacent-SNP groups improves genomic prediction for milk protein composition traits

    DEFF Research Database (Denmark)

    Gebreyesus, Grum; Lund, Mogens Sandø; Buitenhuis, Albert Johannes

    2017-01-01

    Accurate genomic prediction requires a large reference population, which is problematic for traits that are expensive to measure. Traits related to milk protein composition are not routinely recorded due to costly procedures and are considered to be controlled by a few quantitative trait loci...... of large effect. The amount of variation explained may vary between regions leading to heterogeneous (co)variance patterns across the genome. Genomic prediction models that can efficiently take such heterogeneity of (co)variances into account can result in improved prediction reliability. In this study, we...... developed and implemented novel univariate and bivariate Bayesian prediction models, based on estimates of heterogeneous (co)variances for genome segments (BayesAS). Available data consisted of milk protein composition traits measured on cows and de-regressed proofs of total protein yield derived for bulls...

  9. Comment on Hoffman and Rovine (2007): SPSS MIXED can estimate models with heterogeneous variances.

    Science.gov (United States)

    Weaver, Bruce; Black, Ryan A

    2015-06-01

    Hoffman and Rovine (Behavior Research Methods, 39:101-117, 2007) have provided a very nice overview of how multilevel models can be useful to experimental psychologists. They included two illustrative examples and provided both SAS and SPSS commands for estimating the models they reported. However, upon examining the SPSS syntax for the models reported in their Table 3, we found no syntax for models 2B and 3B, both of which have heterogeneous error variances. Instead, there is syntax that estimates similar models with homogeneous error variances and a comment stating that SPSS does not allow heterogeneous errors. But that is not correct. We provide SPSS MIXED commands to estimate models 2B and 3B with heterogeneous error variances and obtain results nearly identical to those reported by Hoffman and Rovine in their Table 3. Therefore, contrary to the comment in Hoffman and Rovine's syntax file, SPSS MIXED can estimate models with heterogeneous error variances.

  10. An unbiased estimator of the variance of simple random sampling using mixed random-systematic sampling

    OpenAIRE

    Padilla, Alberto

    2009-01-01

    Systematic sampling is a commonly used technique due to its simplicity and ease of implementation. The drawback of this simplicity is that it is not possible to estimate the design variance without bias. There are several ways to circumvent this problem. One method is to suppose that the variable of interest has a random order in the population, so the sample variance of simple random sampling without replacement is used. By means of a mixed random - systematic sample, an unbiased estimator o...

  11. Estimation of the Mean of a Univariate Normal Distribution When the Variance is not Known

    NARCIS (Netherlands)

    Danilov, D.L.; Magnus, J.R.

    2002-01-01

    We consider the problem of estimating the first k coeffcients in a regression equation with k + 1 variables.For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002).We investigate properties of this estimator in

  12. Estimation of the mean of a univariate normal distribution when the variance is not known

    NARCIS (Netherlands)

    Danilov, Dmitri

    2005-01-01

    We consider the problem of estimating the first k coefficients in a regression equation with k+1 variables. For this problem with known variance of innovations, the neutral Laplace weighted-average least-squares estimator was introduced in Magnus (2002). We generalize this estimator to the case

  13. Estimating Mean and Variance Through Quantiles : An Experimental Comparison of Different Methods

    NARCIS (Netherlands)

    Moors, J.J.A.; Strijbosch, L.W.G.; van Groenendaal, W.J.H.

    2002-01-01

    If estimates of mean and variance are needed and only experts' opinions are available, the literature agrees that it is wise behaviour to ask only for their (subjective) estimates of quantiles: from these, estimates of the desired parameters are calculated.Quite a number of methods have been

  14. Uncertainty quantification for radiation measurements: Bottom-up error variance estimation using calibration information

    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

  15. On estimation of the noise variance in high-dimensional linear models

    OpenAIRE

    Golubev, Yuri; Krymova, Ekaterina

    2017-01-01

    We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of spectral regularisers of the maximum likelihood estimator. The noise estimation is based on the adaptive normalisation of the squared error. We derive the upper bound for the concentration of the proposed method around the ideal estimator (the case of zero nuisance).

  16. On the estimation variance for the specific Euler-Poincaré characteristic of random networks.

    Science.gov (United States)

    Tscheschel, A; Stoyan, D

    2003-07-01

    The specific Euler number is an important topological characteristic in many applications. It is considered here for the case of random networks, which may appear in microscopy either as primary objects of investigation or as secondary objects describing in an approximate way other structures such as, for example, porous media. For random networks there is a simple and natural estimator of the specific Euler number. For its estimation variance, a simple Poisson approximation is given. It is based on the general exact formula for the estimation variance. In two examples of quite different nature and topology application of the formulas is demonstrated.

  17. Technical Note: On the efficiency of variance reduction techniques for Monte Carlo estimates of imaging noise.

    Science.gov (United States)

    Sharma, Diksha; Sempau, Josep; Badano, Aldo

    2018-02-01

    Monte Carlo simulations require large number of histories to obtain reliable estimates of the quantity of interest and its associated statistical uncertainty. Numerous variance reduction techniques (VRTs) have been employed to increase computational efficiency by reducing the statistical uncertainty. We investigate the effect of two VRTs for optical transport methods on accuracy and computing time for the estimation of variance (noise) in x-ray imaging detectors. We describe two VRTs. In the first, we preferentially alter the direction of the optical photons to increase detection probability. In the second, we follow only a fraction of the total optical photons generated. In both techniques, the statistical weight of photons is altered to maintain the signal mean. We use fastdetect2, an open-source, freely available optical transport routine from the hybridmantis package. We simulate VRTs for a variety of detector models and energy sources. The imaging data from the VRT simulations are then compared to the analog case (no VRT) using pulse height spectra, Swank factor, and the variance of the Swank estimate. We analyze the effect of VRTs on the statistical uncertainty associated with Swank factors. VRTs increased the relative efficiency by as much as a factor of 9. We demonstrate that we can achieve the same variance of the Swank factor with less computing time. With this approach, the simulations can be stopped when the variance of the variance estimates reaches the desired level of uncertainty. We implemented analytic estimates of the variance of Swank factor and demonstrated the effect of VRTs on image quality calculations. Our findings indicate that the Swank factor is dominated by the x-ray interaction profile as compared to the additional uncertainty introduced in the optical transport by the use of VRTs. For simulation experiments that aim at reducing the uncertainty in the Swank factor estimate, any of the proposed VRT can be used for increasing the relative

  18. A more realistic estimate of the variances and systematic errors in spherical harmonic geomagnetic field models

    DEFF Research Database (Denmark)

    Lowes, F.J.; Olsen, Nils

    2004-01-01

    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...

  19. Variance estimates for transport in stochastic media by means of the master equation

    International Nuclear Information System (INIS)

    Pautz, S. D.; Franke, B. C.; Prinja, A. K.

    2013-01-01

    The master equation has been used to examine properties of transport in stochastic media. It has been shown previously that not only may the Levermore-Pomraning (LP) model be derived from the master equation for a description of ensemble-averaged transport quantities, but also that equations describing higher-order statistical moments may be obtained. We examine in greater detail the equations governing the second moments of the distribution of the angular fluxes, from which variances may be computed. We introduce a simple closure for these equations, as well as several models for estimating the variances of derived transport quantities. We revisit previous benchmarks for transport in stochastic media in order to examine the error of these new variance models. We find, not surprisingly, that the errors in these variance estimates are at least as large as the corresponding estimates of the average, and sometimes much larger. We also identify patterns in these variance estimates that may help guide the construction of more accurate models. (authors)

  20. Estimation variance bounds of importance sampling simulations in digital communication systems

    Science.gov (United States)

    Lu, D.; Yao, K.

    1991-01-01

    In practical applications of importance sampling (IS) simulation, two basic problems are encountered, that of determining the estimation variance and that of evaluating the proper IS parameters needed in the simulations. The authors derive new upper and lower bounds on the estimation variance which are applicable to IS techniques. The upper bound is simple to evaluate and may be minimized by the proper selection of the IS parameter. Thus, lower and upper bounds on the improvement ratio of various IS techniques relative to the direct Monte Carlo simulation are also available. These bounds are shown to be useful and computationally simple to obtain. Based on the proposed technique, one can readily find practical suboptimum IS parameters. Numerical results indicate that these bounding techniques are useful for IS simulations of linear and nonlinear communication systems with intersymbol interference in which bit error rate and IS estimation variances cannot be obtained readily using prior techniques.

  1. Estimation of (co)variances for genomic regions of flexible sizes

    DEFF Research Database (Denmark)

    Sørensen, Lars P; Janss, Luc; Madsen, Per

    2012-01-01

    was used. There was a clear difference in the region-wise patterns of genomic correlation among combinations of traits, with distinctive peaks indicating the presence of pleiotropic QTL. CONCLUSIONS: The results show that it is possible to estimate, genome-wide and region-wise genomic (co)variances......BACKGROUND: Multi-trait genomic models in a Bayesian context can be used to estimate genomic (co)variances, either for a complete genome or for genomic regions (e.g. per chromosome) for the purpose of multi-trait genomic selection or to gain further insight into the genomic architecture of related...... with a common prior distribution for the marker allele substitution effects and estimation of the hyperparameters in this prior distribution from the progeny means data. From the Markov chain Monte Carlo samples of the allele substitution effects, genomic (co)variances were calculated on a whole-genome level...

  2. Variance estimation for complex indicators of poverty and inequality using linearization techniques

    Directory of Open Access Journals (Sweden)

    Guillaume Osier

    2009-12-01

    Full Text Available The paper presents the Eurostat experience in calculating measures of precision, including standard errors, confidence intervals and design effect coefficients - the ratio of the variance of a statistic with the actual sample design to the variance of that statistic with a simple random sample of same size - for the "Laeken" indicators, that is, a set of complex indicators of poverty and inequality which had been set out in the framework of the EU-SILC project (European Statistics on Income and Living Conditions. The Taylor linearization method (Tepping, 1968; Woodruff, 1971; Wolter, 1985; Tille, 2000 is actually a well-established method to obtain variance estimators for nonlinear statistics such as ratios, correlation or regression coefficients. It consists of approximating a nonlinear statistic with a linear function of the observations by using first-order Taylor Series expansions. Then, an easily found variance estimator of the linear approximation is used as an estimator of the variance of the nonlinear statistic. Although the Taylor linearization method handles all the nonlinear statistics which can be expressed as a smooth function of estimated totals, the approach fails to encompass the "Laeken" indicators since the latter are having more complex mathematical expressions. Consequently, a generalized linearization method (Deville, 1999, which relies on the concept of influence function (Hampel, Ronchetti, Rousseeuw and Stahel, 1986, has been implemented. After presenting the EU-SILC instrument and the main target indicators for which variance estimates are needed, the paper elaborates on the main features of the linearization approach based on influence functions. Ultimately, estimated standard errors, confidence intervals and design effect coefficients obtained from this approach are presented and discussed.

  3. The variance of the locally measured Hubble parameter explained with different estimators

    DEFF Research Database (Denmark)

    Odderskov, Io Sandberg Hess; Hannestad, Steen; Brandbyge, Jacob

    2017-01-01

    We study the expected variance of measurements of the Hubble constant, H0, as calculated in either linear perturbation theory or using non-linear velocity power spectra derived from N-body simulations. We compare the variance with that obtained by carrying out mock observations in the N......-body simulations, and show that the estimator typically used for the local Hubble constant in studies based on perturbation theory is different from the one used in studies based on N-body simulations. The latter gives larger weight to distant sources, which explains why studies based on N-body simulations tend...... to obtain a smaller variance than that found from studies based on the power spectrum. Although both approaches result in a variance too small to explain the discrepancy between the value of H0 from CMB measurements and the value measured in the local universe, these considerations are important in light...

  4. OPTIMAL SHRINKAGE ESTIMATION OF MEAN PARAMETERS IN FAMILY OF DISTRIBUTIONS WITH QUADRATIC VARIANCE.

    Science.gov (United States)

    Xie, Xianchao; Kou, S C; Brown, Lawrence

    2016-03-01

    This paper discusses the simultaneous inference of mean parameters in a family of distributions with quadratic variance function. We first introduce a class of semi-parametric/parametric shrinkage estimators and establish their asymptotic optimality properties. Two specific cases, the location-scale family and the natural exponential family with quadratic variance function, are then studied in detail. We conduct a comprehensive simulation study to compare the performance of the proposed methods with existing shrinkage estimators. We also apply the method to real data and obtain encouraging results.

  5. A New Approach for Predicting the Variance of Random Decrement Functions

    DEFF Research Database (Denmark)

    Asmussen, J. C.; Brincker, Rune

    mean Gaussian distributed processes the RD functions are proportional to the correlation functions of the processes. If a linear structur is loaded by Gaussian white noise the modal parameters can be extracted from the correlation funtions of the response, only. One of the weaknesses of the RD...... technique is that no consistent approach to estimate the variance of the RD functions is known. Only approximate relations are available, which can only be used under special conditions. The variance of teh RD functions contains valuable information about accuracy of the estimates. Furthermore, the variance...... can be used as basis for a decision about how many time lags from the RD funtions should be used in the modal parameter extraction procedure. This paper suggests a new method for estimating the variance of the RD functions. The method is consistent in the sense that the accuracy of the approach...

  6. A New Approach for Predicting the Variance of Random Decrement Functions

    DEFF Research Database (Denmark)

    Asmussen, J. C.; Brincker, Rune

    1998-01-01

    mean Gaussian distributed processes the RD functions are proportional to the correlation functions of the processes. If a linear structur is loaded by Gaussian white noise the modal parameters can be extracted from the correlation funtions of the response, only. One of the weaknesses of the RD...... technique is that no consistent approach to estimate the variance of the RD functions is known. Only approximate relations are available, which can only be used under special conditions. The variance of teh RD functions contains valuable information about accuracy of the estimates. Furthermore, the variance...... can be used as basis for a decision about how many time lags from the RD funtions should be used in the modal parameter extraction procedure. This paper suggests a new method for estimating the variance of the RD functions. The method is consistent in the sense that the accuracy of the approach...

  7. A statistic to estimate the variance of the histogram-based mutual information estimator based on dependent pairs of observations

    NARCIS (Netherlands)

    Moddemeijer, R

    In the case of two signals with independent pairs of observations (x(n),y(n)) a statistic to estimate the variance of the histogram based mutual information estimator has been derived earlier. We present such a statistic for dependent pairs. To derive this statistic it is necessary to avail of a

  8. Estimation of the variance of noise in digital imaging for quality control

    International Nuclear Information System (INIS)

    Soro Bua, M.; Otero Martinez, C.; Vazquez Vazquez, R.; Santamarina Vazquez, F.; Lobato Busto, R.; Luna Vega, V.; Mosquera Sueiro, J.; Sanchez Garcia, M.; Pombar Camean, M.

    2011-01-01

    In this work is estimated variance kerma function pixel values for the real response curve nonlinear digital image system, without resorting to any approximation to the behavior of the detector. This result is compared with that obtained for the linearized version of the response curve.

  9. Adding a Parameter Increases the Variance of an Estimated Regression Function

    Science.gov (United States)

    Withers, Christopher S.; Nadarajah, Saralees

    2011-01-01

    The linear regression model is one of the most popular models in statistics. It is also one of the simplest models in statistics. It has received applications in almost every area of science, engineering and medicine. In this article, the authors show that adding a predictor to a linear model increases the variance of the estimated regression…

  10. Autonomous estimation of Allan variance coefficients of onboard fiber optic gyro

    International Nuclear Information System (INIS)

    Song Ningfang; Yuan Rui; Jin Jing

    2011-01-01

    Satellite motion included in gyro output disturbs the estimation of Allan variance coefficients of fiber optic gyro on board. Moreover, as a standard method for noise analysis of fiber optic gyro, Allan variance has too large offline computational effort and data storages to be applied to online estimation. In addition, with the development of deep space exploration, it is urged that satellite requires more autonomy including autonomous fault diagnosis and reconfiguration. To overcome the barriers and meet satellite autonomy, we present a new autonomous method for estimation of Allan variance coefficients including rate ramp, rate random walk, bias instability, angular random walk and quantization noise coefficients. In the method, we calculate differences between angle increments of star sensor and gyro to remove satellite motion from gyro output, and propose a state-space model using nonlinear adaptive filter technique for quantities previously measured from offline data techniques such as the Allan variance method. Simulations show the method correctly estimates Allan variance coefficients, R = 2.7965exp-4 0 /h 2 , K = 1.1714exp-3 0 /h 1.5 , B = 1.3185exp-3 0 /h, N = 5.982exp-4 0 /h 0.5 and Q = 5.197exp-7 0 in real time, and tracks degradation of gyro performance from initail values, R = 0.651 0 /h 2 , K = 0.801 0 /h 1.5 , B = 0.385 0 /h, N = 0.0874 0 /h 0.5 and Q = 8.085exp-5 0 , to final estimations, R = 9.548 0 /h 2 , K = 9.524 0 /h 1.5 , B = 2.234 0 /h, N = 0.5594 0 /h 0.5 and Q = 5.113exp-4 0 , due to gamma radiation in space. The technique proposed here effectively isolates satellite motion, and requires no data storage and any supports from the ground.

  11. Noise measurement from magnitude MRI using local estimates of variance and skewness

    International Nuclear Information System (INIS)

    Rajan, Jeny; Poot, Dirk; Juntu, Jaber; Sijbers, Jan

    2010-01-01

    In this note, we address the estimation of the noise level in magnitude magnetic resonance (MR) images in the absence of background data. Most of the methods proposed earlier exploit the Rayleigh distributed background region in MR images to estimate the noise level. These methods, however, cannot be used for images where no background information is available. In this note, we propose two different approaches for noise level estimation in the absence of the image background. The first method is based on the local estimation of the noise variance using maximum likelihood estimation and the second method is based on the local estimation of the skewness of the magnitude data distribution. Experimental results on synthetic and real MR image datasets show that the proposed estimators accurately estimate the noise level in a magnitude MR image, even without background data. (note)

  12. Multilevel variance estimators in MLMC and application for random obstacle problems

    KAUST Repository

    Chernov, Alexey

    2014-01-06

    The Multilevel Monte Carlo Method (MLMC) is a recently established sampling approach for uncertainty propagation for problems with random parameters. In this talk we present new convergence theorems for the multilevel variance estimators. As a result, we prove that under certain assumptions on the parameters, the variance can be estimated at essentially the same cost as the mean, and consequently as the cost required for solution of one forward problem for a fixed deterministic set of parameters. We comment on fast and stable evaluation of the estimators suitable for parallel large scale computations. The suggested approach is applied to a class of scalar random obstacle problems, a prototype of contact between deformable bodies. In particular, we are interested in rough random obstacles modelling contact between car tires and variable road surfaces. Numerical experiments support and complete the theoretical analysis.

  13. Multilevel variance estimators in MLMC and application for random obstacle problems

    KAUST Repository

    Chernov, Alexey; Bierig, Claudio

    2014-01-01

    The Multilevel Monte Carlo Method (MLMC) is a recently established sampling approach for uncertainty propagation for problems with random parameters. In this talk we present new convergence theorems for the multilevel variance estimators. As a result, we prove that under certain assumptions on the parameters, the variance can be estimated at essentially the same cost as the mean, and consequently as the cost required for solution of one forward problem for a fixed deterministic set of parameters. We comment on fast and stable evaluation of the estimators suitable for parallel large scale computations. The suggested approach is applied to a class of scalar random obstacle problems, a prototype of contact between deformable bodies. In particular, we are interested in rough random obstacles modelling contact between car tires and variable road surfaces. Numerical experiments support and complete the theoretical analysis.

  14. Estimation of the biserial correlation and its sampling variance for use in meta-analysis.

    Science.gov (United States)

    Jacobs, Perke; Viechtbauer, Wolfgang

    2017-06-01

    Meta-analyses are often used to synthesize the findings of studies examining the correlational relationship between two continuous variables. When only dichotomous measurements are available for one of the two variables, the biserial correlation coefficient can be used to estimate the product-moment correlation between the two underlying continuous variables. Unlike the point-biserial correlation coefficient, biserial correlation coefficients can therefore be integrated with product-moment correlation coefficients in the same meta-analysis. The present article describes the estimation of the biserial correlation coefficient for meta-analytic purposes and reports simulation results comparing different methods for estimating the coefficient's sampling variance. The findings indicate that commonly employed methods yield inconsistent estimates of the sampling variance across a broad range of research situations. In contrast, consistent estimates can be obtained using two methods that appear to be unknown in the meta-analytic literature. A variance-stabilizing transformation for the biserial correlation coefficient is described that allows for the construction of confidence intervals for individual coefficients with close to nominal coverage probabilities in most of the examined conditions. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  15. MMSE-based algorithm for joint signal detection, channel and noise variance estimation for OFDM systems

    CERN Document Server

    Savaux, Vincent

    2014-01-01

    This book presents an algorithm for the detection of an orthogonal frequency division multiplexing (OFDM) signal in a cognitive radio context by means of a joint and iterative channel and noise estimation technique. Based on the minimum mean square criterion, it performs an accurate detection of a user in a frequency band, by achieving a quasi-optimal channel and noise variance estimation if the signal is present, and by estimating the noise level in the band if the signal is absent. Organized into three chapters, the first chapter provides the background against which the system model is pr

  16. Stereological estimation of the mean and variance of nuclear volume from vertical sections

    DEFF Research Database (Denmark)

    Sørensen, Flemming Brandt

    1991-01-01

    The application of assumption-free, unbiased stereological techniques for estimation of the volume-weighted mean nuclear volume, nuclear vv, from vertical sections of benign and malignant nuclear aggregates in melanocytic skin tumours is described. Combining sampling of nuclei with uniform...... probability in a physical disector and Cavalieri's direct estimator of volume, the unbiased, number-weighted mean nuclear volume, nuclear vN, of the same benign and malignant nuclear populations is also estimated. Having obtained estimates of nuclear volume in both the volume- and number distribution...... to the larger malignant nuclei. Finally, the variance in the volume distribution of nuclear volume is estimated by shape-independent estimates of the volume-weighted second moment of the nuclear volume, vv2, using both a manual and a computer-assisted approach. The working procedure for the description of 3-D...

  17. On the Choice of Difference Sequence in a Unified Framework for Variance Estimation in Nonparametric Regression

    KAUST Repository

    Dai, Wenlin; Tong, Tiejun; Zhu, Lixing

    2017-01-01

    Difference-based methods do not require estimating the mean function in nonparametric regression and are therefore popular in practice. In this paper, we propose a unified framework for variance estimation that combines the linear regression method with the higher-order difference estimators systematically. The unified framework has greatly enriched the existing literature on variance estimation that includes most existing estimators as special cases. More importantly, the unified framework has also provided a smart way to solve the challenging difference sequence selection problem that remains a long-standing controversial issue in nonparametric regression for several decades. Using both theory and simulations, we recommend to use the ordinary difference sequence in the unified framework, no matter if the sample size is small or if the signal-to-noise ratio is large. Finally, to cater for the demands of the application, we have developed a unified R package, named VarED, that integrates the existing difference-based estimators and the unified estimators in nonparametric regression and have made it freely available in the R statistical program http://cran.r-project.org/web/packages/.

  18. On the Choice of Difference Sequence in a Unified Framework for Variance Estimation in Nonparametric Regression

    KAUST Repository

    Dai, Wenlin

    2017-09-01

    Difference-based methods do not require estimating the mean function in nonparametric regression and are therefore popular in practice. In this paper, we propose a unified framework for variance estimation that combines the linear regression method with the higher-order difference estimators systematically. The unified framework has greatly enriched the existing literature on variance estimation that includes most existing estimators as special cases. More importantly, the unified framework has also provided a smart way to solve the challenging difference sequence selection problem that remains a long-standing controversial issue in nonparametric regression for several decades. Using both theory and simulations, we recommend to use the ordinary difference sequence in the unified framework, no matter if the sample size is small or if the signal-to-noise ratio is large. Finally, to cater for the demands of the application, we have developed a unified R package, named VarED, that integrates the existing difference-based estimators and the unified estimators in nonparametric regression and have made it freely available in the R statistical program http://cran.r-project.org/web/packages/.

  19. Sex Estimation From Modern American Humeri and Femora, Accounting for Sample Variance Structure

    DEFF Research Database (Denmark)

    Boldsen, J. L.; Milner, G. R.; Boldsen, S. K.

    2015-01-01

    several decades. Results: For measurements individually and collectively, the probabilities of being one sex or the other were generated for samples with an equal distribution of males and females, taking into account the variance structure of the original measurements. The combination providing the best......Objectives: A new procedure for skeletal sex estimation based on humeral and femoral dimensions is presented, based on skeletons from the United States. The approach specifically addresses the problem that arises from a lack of variance homogeneity between the sexes, taking into account prior...... information about the sample's sex ratio, if known. Material and methods: Three measurements useful for estimating the sex of adult skeletons, the humeral and femoral head diameters and the humeral epicondylar breadth, were collected from 258 Americans born between 1893 and 1980 who died within the past...

  20. Automatic treatment of the variance estimation bias in TRIPOLI-4 criticality calculations

    International Nuclear Information System (INIS)

    Dumonteil, E.; Malvagi, F.

    2012-01-01

    The central limit (CLT) theorem States conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The use of Monte Carlo transport codes, such as Tripoli4, relies on those conditions. While these are verified in protection applications (the cycles provide independent measurements of fluxes and related quantities), the hypothesis of independent estimates/cycles is broken in criticality mode. Indeed the power iteration technique used in this mode couples a generation to its progeny. Often, after what is called 'source convergence' this coupling almost disappears (the solution is closed to equilibrium) but for loosely coupled systems, such as for PWR or large nuclear cores, the equilibrium is never found, or at least may take time to reach, and the variance estimation such as allowed by the CLT is under-evaluated. In this paper we first propose, by the mean of two different methods, to evaluate the typical correlation length, as measured in cycles number, and then use this information to diagnose correlation problems and to provide an improved variance estimation. Those two methods are based on Fourier spectral decomposition and on the lag k autocorrelation calculation. A theoretical modeling of the autocorrelation function, based on Gauss-Markov stochastic processes, will also be presented. Tests will be performed with Tripoli4 on a PWR pin cell. (authors)

  1. Automatic treatment of the variance estimation bias in TRIPOLI-4 criticality calculations

    Energy Technology Data Exchange (ETDEWEB)

    Dumonteil, E.; Malvagi, F. [Commissariat a l' Energie Atomique et Aux Energies Alternatives, CEA SACLAY DEN, Laboratoire de Transport Stochastique et Deterministe, 91191 Gif-sur-Yvette (France)

    2012-07-01

    The central limit (CLT) theorem States conditions under which the mean of a sufficiently large number of independent random variables, each with finite mean and variance, will be approximately normally distributed. The use of Monte Carlo transport codes, such as Tripoli4, relies on those conditions. While these are verified in protection applications (the cycles provide independent measurements of fluxes and related quantities), the hypothesis of independent estimates/cycles is broken in criticality mode. Indeed the power iteration technique used in this mode couples a generation to its progeny. Often, after what is called 'source convergence' this coupling almost disappears (the solution is closed to equilibrium) but for loosely coupled systems, such as for PWR or large nuclear cores, the equilibrium is never found, or at least may take time to reach, and the variance estimation such as allowed by the CLT is under-evaluated. In this paper we first propose, by the mean of two different methods, to evaluate the typical correlation length, as measured in cycles number, and then use this information to diagnose correlation problems and to provide an improved variance estimation. Those two methods are based on Fourier spectral decomposition and on the lag k autocorrelation calculation. A theoretical modeling of the autocorrelation function, based on Gauss-Markov stochastic processes, will also be presented. Tests will be performed with Tripoli4 on a PWR pin cell. (authors)

  2. A Decomposition Algorithm for Mean-Variance Economic Model Predictive Control of Stochastic Linear Systems

    DEFF Research Database (Denmark)

    Sokoler, Leo Emil; Dammann, Bernd; Madsen, Henrik

    2014-01-01

    This paper presents a decomposition algorithm for solving the optimal control problem (OCP) that arises in Mean-Variance Economic Model Predictive Control of stochastic linear systems. The algorithm applies the alternating direction method of multipliers to a reformulation of the OCP...

  3. Application of Higher Order Fission Matrix for Real Variance Estimation in McCARD Monte Carlo Eigenvalue Calculation

    Energy Technology Data Exchange (ETDEWEB)

    Park, Ho Jin [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of); Shim, Hyung Jin [Seoul National University, Seoul (Korea, Republic of)

    2015-05-15

    In a Monte Carlo (MC) eigenvalue calculation, it is well known that the apparent variance of a local tally such as pin power differs from the real variance considerably. The MC method in eigenvalue calculations uses a power iteration method. In the power iteration method, the fission matrix (FM) and fission source density (FSD) are used as the operator and the solution. The FM is useful to estimate a variance and covariance because the FM can be calculated by a few cycle calculations even at inactive cycle. Recently, S. Carney have implemented the higher order fission matrix (HOFM) capabilities into the MCNP6 MC code in order to apply to extend the perturbation theory to second order. In this study, the HOFM capability by the Hotelling deflation method was implemented into McCARD and used to predict the behavior of a real and apparent SD ratio. In the simple 1D slab problems, the Endo's theoretical model predicts well the real to apparent SD ratio. It was noted that the Endo's theoretical model with the McCARD higher mode FS solutions by the HOFM yields much better the real to apparent SD ratio than that with the analytic solutions. In the near future, the application for a high dominance ratio problem such as BEAVRS benchmark will be conducted.

  4. Autonomous estimation of Allan variance coefficients of onboard fiber optic gyro

    Energy Technology Data Exchange (ETDEWEB)

    Song Ningfang; Yuan Rui; Jin Jing, E-mail: rayleing@139.com [School of Instrumentation Science and Opto-electronics Engineering, Beihang University, Beijing 100191 (China)

    2011-09-15

    Satellite motion included in gyro output disturbs the estimation of Allan variance coefficients of fiber optic gyro on board. Moreover, as a standard method for noise analysis of fiber optic gyro, Allan variance has too large offline computational effort and data storages to be applied to online estimation. In addition, with the development of deep space exploration, it is urged that satellite requires more autonomy including autonomous fault diagnosis and reconfiguration. To overcome the barriers and meet satellite autonomy, we present a new autonomous method for estimation of Allan variance coefficients including rate ramp, rate random walk, bias instability, angular random walk and quantization noise coefficients. In the method, we calculate differences between angle increments of star sensor and gyro to remove satellite motion from gyro output, and propose a state-space model using nonlinear adaptive filter technique for quantities previously measured from offline data techniques such as the Allan variance method. Simulations show the method correctly estimates Allan variance coefficients, R = 2.7965exp-4 {sup 0}/h{sup 2}, K = 1.1714exp-3 {sup 0}/h{sup 1.5}, B = 1.3185exp-3 {sup 0}/h, N = 5.982exp-4 {sup 0}/h{sup 0.5} and Q = 5.197exp-7 {sup 0} in real time, and tracks degradation of gyro performance from initail values, R = 0.651 {sup 0}/h{sup 2}, K = 0.801 {sup 0}/h{sup 1.5}, B = 0.385 {sup 0}/h, N = 0.0874 {sup 0}/h{sup 0.5} and Q = 8.085exp-5 {sup 0}, to final estimations, R = 9.548 {sup 0}/h{sup 2}, K = 9.524 {sup 0}/h{sup 1.5}, B = 2.234 {sup 0}/h, N = 0.5594 {sup 0}/h{sup 0.5} and Q = 5.113exp-4 {sup 0}, due to gamma radiation in space. The technique proposed here effectively isolates satellite motion, and requires no data storage and any supports from the ground.

  5. Variance components estimation for farrowing traits of three purebred pigs in Korea

    Directory of Open Access Journals (Sweden)

    Bryan Irvine Lopez

    2017-09-01

    Full Text Available Objective This study was conducted to estimate breed-specific variance components for total number born (TNB, number born alive (NBA and mortality rate from birth through weaning including stillbirths (MORT of three main swine breeds in Korea. In addition, the importance of including maternal genetic and service sire effects in estimation models was evaluated. Methods Records of farrowing traits from 6,412 Duroc, 18,020 Landrace, and 54,254 Yorkshire sows collected from January 2001 to September 2016 from different farms in Korea were used in the analysis. Animal models and the restricted maximum likelihood method were used to estimate variances in animal genetic, permanent environmental, maternal genetic, service sire and residuals. Results The heritability estimates ranged from 0.072 to 0.102, 0.090 to 0.099, and 0.109 to 0.121 for TNB; 0.087 to 0.110, 0.088 to 0.100, and 0.099 to 0.107 for NBA; and 0.027 to 0.031, 0.050 to 0.053, and 0.073 to 0.081 for MORT in the Duroc, Landrace and Yorkshire breeds, respectively. The proportion of the total variation due to permanent environmental effects, maternal genetic effects, and service sire effects ranged from 0.042 to 0.088, 0.001 to 0.031, and 0.001 to 0.021, respectively. Spearman rank correlations among models ranged from 0.98 to 0.99, demonstrating that the maternal genetic and service sire effects have small effects on the precision of the breeding value. Conclusion Models that include additive genetic and permanent environmental effects are suitable for farrowing traits in Duroc, Landrace, and Yorkshire populations in Korea. This breed-specific variance components estimates for litter traits can be utilized for pig improvement programs in Korea.

  6. Reduction of variance in spectral estimates for correction of ultrasonic aberration.

    Science.gov (United States)

    Astheimer, Jeffrey P; Pilkington, Wayne C; Waag, Robert C

    2006-01-01

    A variance reduction factor is defined to describe the rate of convergence and accuracy of spectra estimated from overlapping ultrasonic scattering volumes when the scattering is from a spatially uncorrelated medium. Assuming that the individual volumes are localized by a spherically symmetric Gaussian window and that centers of the volumes are located on orbits of an icosahedral rotation group, the factor is minimized by adjusting the weight and radius of each orbit. Conditions necessary for the application of the variance reduction method, particularly for statistical estimation of aberration, are examined. The smallest possible value of the factor is found by allowing an unlimited number of centers constrained only to be within a ball rather than on icosahedral orbits. Computations using orbits formed by icosahedral vertices, face centers, and edge midpoints with a constraint radius limited to a small multiple of the Gaussian width show that a significant reduction of variance can be achieved from a small number of centers in the confined volume and that this reduction is nearly the maximum obtainable from an unlimited number of centers in the same volume.

  7. Correcting for Systematic Bias in Sample Estimates of Population Variances: Why Do We Divide by n-1?

    Science.gov (United States)

    Mittag, Kathleen Cage

    An important topic presented in introductory statistics courses is the estimation of population parameters using samples. Students learn that when estimating population variances using sample data, we always get an underestimate of the population variance if we divide by n rather than n-1. One implication of this correction is that the degree of…

  8. Robust Variance Estimation with Dependent Effect Sizes: Practical Considerations Including a Software Tutorial in Stata and SPSS

    Science.gov (United States)

    Tanner-Smith, Emily E.; Tipton, Elizabeth

    2014-01-01

    Methodologists have recently proposed robust variance estimation as one way to handle dependent effect sizes in meta-analysis. Software macros for robust variance estimation in meta-analysis are currently available for Stata (StataCorp LP, College Station, TX, USA) and SPSS (IBM, Armonk, NY, USA), yet there is little guidance for authors regarding…

  9. Variance of discharge estimates sampled using acoustic Doppler current profilers from moving boats

    Science.gov (United States)

    Garcia, Carlos M.; Tarrab, Leticia; Oberg, Kevin; Szupiany, Ricardo; Cantero, Mariano I.

    2012-01-01

    This paper presents a model for quantifying the random errors (i.e., variance) of acoustic Doppler current profiler (ADCP) discharge measurements from moving boats for different sampling times. The model focuses on the random processes in the sampled flow field and has been developed using statistical methods currently available for uncertainty analysis of velocity time series. Analysis of field data collected using ADCP from moving boats from three natural rivers of varying sizes and flow conditions shows that, even though the estimate of the integral time scale of the actual turbulent flow field is larger than the sampling interval, the integral time scale of the sampled flow field is on the order of the sampling interval. Thus, an equation for computing the variance error in discharge measurements associated with different sampling times, assuming uncorrelated flow fields is appropriate. The approach is used to help define optimal sampling strategies by choosing the exposure time required for ADCPs to accurately measure flow discharge.

  10. Phenotypic variance, plasticity and heritability estimates of critical thermal limits depend on methodological context

    DEFF Research Database (Denmark)

    Chown, Steven L.; Jumbam, Keafon R.; Sørensen, Jesper Givskov

    2009-01-01

    used during assessments of critical thermal limits to activity. To date, the focus of work has almost exclusively been on the effects of rate variation on mean values of the critical limits. 2.  If the rate of temperature change used in an experimental trial affects not only the trait mean but also its...... this is the case for critical thermal limits using a population of the model species Drosophila melanogaster and the invasive ant species Linepithema humile. 4.  We found that effects of the different rates of temperature change are variable among traits and species. However, in general, different rates...... of temperature change resulted in different phenotypic variances and different estimates of heritability, presuming that genetic variance remains constant. We also found that different rates resulted in different conclusions regarding the responses of the species to acclimation, especially in the case of L...

  11. Small Area Variance Estimation for the Siuslaw NF in Oregon and Some Results

    Science.gov (United States)

    S. Lin; D. Boes; H.T. Schreuder

    2006-01-01

    The results of a small area prediction study for the Siuslaw National Forest in Oregon are presented. Predictions were made for total basal area, number of trees and mortality per ha on a 0.85 mile grid using data on a 1.7 mile grid and additional ancillary information from TM. A reliable method of estimating prediction errors for individual plot predictions called the...

  12. Genetic Variance Partitioning and Genome-Wide Prediction with Allele Dosage Information in Autotetraploid Potato.

    Science.gov (United States)

    Endelman, Jeffrey B; Carley, Cari A Schmitz; Bethke, Paul C; Coombs, Joseph J; Clough, Mark E; da Silva, Washington L; De Jong, Walter S; Douches, David S; Frederick, Curtis M; Haynes, Kathleen G; Holm, David G; Miller, J Creighton; Muñoz, Patricio R; Navarro, Felix M; Novy, Richard G; Palta, Jiwan P; Porter, Gregory A; Rak, Kyle T; Sathuvalli, Vidyasagar R; Thompson, Asunta L; Yencho, G Craig

    2018-05-01

    As one of the world's most important food crops, the potato ( Solanum tuberosum L.) has spurred innovation in autotetraploid genetics, including in the use of SNP arrays to determine allele dosage at thousands of markers. By combining genotype and pedigree information with phenotype data for economically important traits, the objectives of this study were to (1) partition the genetic variance into additive vs. nonadditive components, and (2) determine the accuracy of genome-wide prediction. Between 2012 and 2017, a training population of 571 clones was evaluated for total yield, specific gravity, and chip fry color. Genomic covariance matrices for additive ( G ), digenic dominant ( D ), and additive × additive epistatic ( G # G ) effects were calculated using 3895 markers, and the numerator relationship matrix ( A ) was calculated from a 13-generation pedigree. Based on model fit and prediction accuracy, mixed model analysis with G was superior to A for yield and fry color but not specific gravity. The amount of additive genetic variance captured by markers was 20% of the total genetic variance for specific gravity, compared to 45% for yield and fry color. Within the training population, including nonadditive effects improved accuracy and/or bias for all three traits when predicting total genotypic value. When six F 1 populations were used for validation, prediction accuracy ranged from 0.06 to 0.63 and was consistently lower (0.13 on average) without allele dosage information. We conclude that genome-wide prediction is feasible in potato and that it will improve selection for breeding value given the substantial amount of nonadditive genetic variance in elite germplasm. Copyright © 2018 by the Genetics Society of America.

  13. Estimation of additive and dominance variance for reproductive traits from different models in Duroc purebred

    Directory of Open Access Journals (Sweden)

    Talerngsak Angkuraseranee

    2010-05-01

    Full Text Available The additive and dominance genetic variances of 5,801 Duroc reproductive and growth records were estimated usingBULPF90 PC-PACK. Estimates were obtained for number born alive (NBA, birth weight (BW, number weaned (NW, andweaning weight (WW. Data were analyzed using two mixed model equations. The first model included fixed effects andrandom effects identifying inbreeding depression, additive gene effect and permanent environments effects. The secondmodel was similar to the first model, but included the dominance genotypic effect. Heritability estimates of NBA, BW, NWand WW from the two models were 0.1558/0.1716, 0.1616/0.1737, 0.0372/0.0874 and 0.1584/0.1516 respectively. Proportionsof dominance effect to total phenotypic variance from the dominance model were 0.1024, 0.1625, 0.0470, and 0.1536 for NBA,BW, NW and WW respectively. Dominance effects were found to have sizable influence on the litter size traits analyzed.Therefore, genetic evaluation with the dominance model (Model 2 is found more appropriate than the animal model (Model 1.

  14. Robust variance estimation with dependent effect sizes: practical considerations including a software tutorial in Stata and spss.

    Science.gov (United States)

    Tanner-Smith, Emily E; Tipton, Elizabeth

    2014-03-01

    Methodologists have recently proposed robust variance estimation as one way to handle dependent effect sizes in meta-analysis. Software macros for robust variance estimation in meta-analysis are currently available for Stata (StataCorp LP, College Station, TX, USA) and spss (IBM, Armonk, NY, USA), yet there is little guidance for authors regarding the practical application and implementation of those macros. This paper provides a brief tutorial on the implementation of the Stata and spss macros and discusses practical issues meta-analysts should consider when estimating meta-regression models with robust variance estimates. Two example databases are used in the tutorial to illustrate the use of meta-analysis with robust variance estimates. Copyright © 2013 John Wiley & Sons, Ltd.

  15. Note on an Identity Between Two Unbiased Variance Estimators for the Grand Mean in a Simple Random Effects Model.

    Science.gov (United States)

    Levin, Bruce; Leu, Cheng-Shiun

    2013-01-01

    We demonstrate the algebraic equivalence of two unbiased variance estimators for the sample grand mean in a random sample of subjects from an infinite population where subjects provide repeated observations following a homoscedastic random effects model.

  16. Components of variance involved in estimating soil water content and water content change using a neutron moisture meter

    International Nuclear Information System (INIS)

    Sinclair, D.F.; Williams, J.

    1979-01-01

    There have been significant developments in the design and use of neutron moisture meters since Hewlett et al.(1964) investigated the sources of variance when using this instrument to estimate soil moisture. There appears to be little in the literature, however, which updates these findings. This paper aims to isolate the components of variance when moisture content and moisture change are estimated using the neutron scattering method with current technology and methods

  17. Using SNP markers to estimate additive, dominance and imprinting genetic variance

    DEFF Research Database (Denmark)

    Lopes, M S; Bastiaansen, J W M; Janss, Luc

    The contributions of additive, dominance and imprinting effects to the variance of number of teats (NT) were evaluated in two purebred pig populations using SNP markers. Three different random regression models were evaluated, accounting for the mean and: 1) additive effects (MA), 2) additive...... and dominance effects (MAD) and 3) additive, dominance and imprinting effects (MADI). Additive heritability estimates were 0.30, 0.28 and 0.27-0.28 in both lines using MA, MAD and MADI, respectively. Dominance heritability ranged from 0.06 to 0.08 using MAD and MADI. Imprinting heritability ranged from 0.......01 to 0.02. Dominance effects make an important contribution to the genetic variation of NT in the two lines evaluated. Imprinting effects appeared less important for NT than additive and dominance effects. The SNP random regression model presented and evaluated in this study is a feasible approach...

  18. Search-free license plate localization based on saliency and local variance estimation

    Science.gov (United States)

    Safaei, Amin; Tang, H. L.; Sanei, S.

    2015-02-01

    In recent years, the performance and accuracy of automatic license plate number recognition (ALPR) systems have greatly improved, however the increasing number of applications for such systems have made ALPR research more challenging than ever. The inherent computational complexity of search dependent algorithms remains a major problem for current ALPR systems. This paper proposes a novel search-free method of localization based on the estimation of saliency and local variance. Gabor functions are then used to validate the choice of candidate license plate. The algorithm was applied to three image datasets with different levels of complexity and the results compared with a number of benchmark methods, particularly in terms of speed. The proposed method outperforms the state of the art methods and can be used for real time applications.

  19. Principal component approach in variance component estimation for international sire evaluation

    Directory of Open Access Journals (Sweden)

    Jakobsen Jette

    2011-05-01

    Full Text Available Abstract Background The dairy cattle breeding industry is a highly globalized business, which needs internationally comparable and reliable breeding values of sires. The international Bull Evaluation Service, Interbull, was established in 1983 to respond to this need. Currently, Interbull performs multiple-trait across country evaluations (MACE for several traits and breeds in dairy cattle and provides international breeding values to its member countries. Estimating parameters for MACE is challenging since the structure of datasets and conventional use of multiple-trait models easily result in over-parameterized genetic covariance matrices. The number of parameters to be estimated can be reduced by taking into account only the leading principal components of the traits considered. For MACE, this is readily implemented in a random regression model. Methods This article compares two principal component approaches to estimate variance components for MACE using real datasets. The methods tested were a REML approach that directly estimates the genetic principal components (direct PC and the so-called bottom-up REML approach (bottom-up PC, in which traits are sequentially added to the analysis and the statistically significant genetic principal components are retained. Furthermore, this article evaluates the utility of the bottom-up PC approach to determine the appropriate rank of the (covariance matrix. Results Our study demonstrates the usefulness of both approaches and shows that they can be applied to large multi-country models considering all concerned countries simultaneously. These strategies can thus replace the current practice of estimating the covariance components required through a series of analyses involving selected subsets of traits. Our results support the importance of using the appropriate rank in the genetic (covariance matrix. Using too low a rank resulted in biased parameter estimates, whereas too high a rank did not result in

  20. Predicting evolutionary responses when genetic variance and selection covary with the environment: a large-scale Open Access Data approach

    NARCIS (Netherlands)

    Ramakers, J.J.C.; Culina, A.; Visser, M.E.; Gienapp, P.

    2017-01-01

    Additive genetic variance and selection are the key ingredients for evolution. In wild populations, however, predicting evolutionary trajectories is difficult, potentially by an unrecognised underlying environment dependency of both (additive) genetic variance and selection (i.e. G×E and S×E).

  1. Estimation of breeding values for mean and dispersion, their variance and correlation using double hierarchical generalized linear models.

    Science.gov (United States)

    Felleki, M; Lee, D; Lee, Y; Gilmour, A R; Rönnegård, L

    2012-12-01

    The possibility of breeding for uniform individuals by selecting animals expressing a small response to environment has been studied extensively in animal breeding. Bayesian methods for fitting models with genetic components in the residual variance have been developed for this purpose, but have limitations due to the computational demands. We use the hierarchical (h)-likelihood from the theory of double hierarchical generalized linear models (DHGLM) to derive an estimation algorithm that is computationally feasible for large datasets. Random effects for both the mean and residual variance parts of the model are estimated together with their variance/covariance components. An important feature of the algorithm is that it can fit a correlation between the random effects for mean and variance. An h-likelihood estimator is implemented in the R software and an iterative reweighted least square (IRWLS) approximation of the h-likelihood is implemented using ASReml. The difference in variance component estimates between the two implementations is investigated, as well as the potential bias of the methods, using simulations. IRWLS gives the same results as h-likelihood in simple cases with no severe indication of bias. For more complex cases, only IRWLS could be used, and bias did appear. The IRWLS is applied on the pig litter size data previously analysed by Sorensen & Waagepetersen (2003) using Bayesian methodology. The estimates we obtained by using IRWLS are similar to theirs, with the estimated correlation between the random genetic effects being -0·52 for IRWLS and -0·62 in Sorensen & Waagepetersen (2003).

  2. On the expected value and variance for an estimator of the spatio-temporal product density function

    DEFF Research Database (Denmark)

    Rodríguez-Corté, Francisco J.; Ghorbani, Mohammad; Mateu, Jorge

    Second-order characteristics are used to analyse the spatio-temporal structure of the underlying point process, and thus these methods provide a natural starting point for the analysis of spatio-temporal point process data. We restrict our attention to the spatio-temporal product density function......, and develop a non-parametric edge-corrected kernel estimate of the product density under the second-order intensity-reweighted stationary hypothesis. The expectation and variance of the estimator are obtained, and closed form expressions derived under the Poisson case. A detailed simulation study is presented...... to compare our close expression for the variance with estimated ones for Poisson cases. The simulation experiments show that the theoretical form for the variance gives acceptable values, which can be used in practice. Finally, we apply the resulting estimator to data on the spatio-temporal distribution...

  3. On the Performance of Maximum Likelihood versus Means and Variance Adjusted Weighted Least Squares Estimation in CFA

    Science.gov (United States)

    Beauducel, Andre; Herzberg, Philipp Yorck

    2006-01-01

    This simulation study compared maximum likelihood (ML) estimation with weighted least squares means and variance adjusted (WLSMV) estimation. The study was based on confirmatory factor analyses with 1, 2, 4, and 8 factors, based on 250, 500, 750, and 1,000 cases, and on 5, 10, 20, and 40 variables with 2, 3, 4, 5, and 6 categories. There was no…

  4. Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

    Science.gov (United States)

    Kanjilal, Oindrila; Manohar, C. S.

    2017-07-01

    The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations.

  5. Variance-Constrained Robust Estimation for Discrete-Time Systems with Communication Constraints

    Directory of Open Access Journals (Sweden)

    Baofeng Wang

    2014-01-01

    Full Text Available This paper is concerned with a new filtering problem in networked control systems (NCSs subject to limited communication capacity, which includes measurement quantization, random transmission delay, and packets loss. The measurements are first quantized via a logarithmic quantizer and then transmitted through a digital communication network with random delay and packet loss. The three communication constraints phenomena which can be seen as a class of uncertainties are formulated by a stochastic parameter uncertainty system. The purpose of the paper is to design a linear filter such that, for all the communication constraints, the error state of the filtering process is mean square bounded and the steady-state variance of the estimation error for each state is not more than the individual prescribed upper bound. It is shown that the desired filtering can effectively be solved if there are positive definite solutions to a couple of algebraic Riccati-like inequalities or linear matrix inequalities. Finally, an illustrative numerical example is presented to demonstrate the effectiveness and flexibility of the proposed design approach.

  6. Simultaneous Monte Carlo zero-variance estimates of several correlated means

    International Nuclear Information System (INIS)

    Booth, T.E.

    1997-08-01

    Zero variance procedures have been in existence since the dawn of Monte Carlo. Previous works all treat the problem of zero variance solutions for a single tally. One often wants to get low variance solutions to more than one tally. When the sets of random walks needed for two tallies are similar, it is more efficient to do zero variance biasing for both tallies in the same Monte Carlo run, instead of two separate runs. The theory presented here correlates the random walks of particles by the similarity of their tallies. Particles with dissimilar tallies rapidly become uncorrelated whereas particles with similar tallies will stay correlated through most of their random walk. The theory herein should allow practitioners to make efficient use of zero-variance biasing procedures in practical problems

  7. Genomic Prediction Within and Across Biparental Families: Means and Variances of Prediction Accuracy and Usefulness of Deterministic Equations

    Directory of Open Access Journals (Sweden)

    Pascal Schopp

    2017-11-01

    Full Text Available A major application of genomic prediction (GP in plant breeding is the identification of superior inbred lines within families derived from biparental crosses. When models for various traits were trained within related or unrelated biparental families (BPFs, experimental studies found substantial variation in prediction accuracy (PA, but little is known about the underlying factors. We used SNP marker genotypes of inbred lines from either elite germplasm or landraces of maize (Zea mays L. as parents to generate in silico 300 BPFs of doubled-haploid lines. We analyzed PA within each BPF for 50 simulated polygenic traits, using genomic best linear unbiased prediction (GBLUP models trained with individuals from either full-sib (FSF, half-sib (HSF, or unrelated families (URF for various sizes (Ntrain of the training set and different heritabilities (h2 . In addition, we modified two deterministic equations for forecasting PA to account for inbreeding and genetic variance unexplained by the training set. Averaged across traits, PA was high within FSF (0.41–0.97 with large variation only for Ntrain < 50 and h2 < 0.6. For HSF and URF, PA was on average ∼40–60% lower and varied substantially among different combinations of BPFs used for model training and prediction as well as different traits. As exemplified by HSF results, PA of across-family GP can be very low if causal variants not segregating in the training set account for a sizeable proportion of the genetic variance among predicted individuals. Deterministic equations accurately forecast the PA expected over many traits, yet cannot capture trait-specific deviations. We conclude that model training within BPFs generally yields stable PA, whereas a high level of uncertainty is encountered in across-family GP. Our study shows the extent of variation in PA that must be at least reckoned with in practice and offers a starting point for the design of training sets composed of multiple BPFs.

  8. Simultaneous estimation of cross-validation errors in least squares collocation applied for statistical testing and evaluation of the noise variance components

    Science.gov (United States)

    Behnabian, Behzad; Mashhadi Hossainali, Masoud; Malekzadeh, Ahad

    2018-02-01

    The cross-validation technique is a popular method to assess and improve the quality of prediction by least squares collocation (LSC). We present a formula for direct estimation of the vector of cross-validation errors (CVEs) in LSC which is much faster than element-wise CVE computation. We show that a quadratic form of CVEs follows Chi-squared distribution. Furthermore, a posteriori noise variance factor is derived by the quadratic form of CVEs. In order to detect blunders in the observations, estimated standardized CVE is proposed as the test statistic which can be applied when noise variances are known or unknown. We use LSC together with the methods proposed in this research for interpolation of crustal subsidence in the northern coast of the Gulf of Mexico. The results show that after detection and removing outliers, the root mean square (RMS) of CVEs and estimated noise standard deviation are reduced about 51 and 59%, respectively. In addition, RMS of LSC prediction error at data points and RMS of estimated noise of observations are decreased by 39 and 67%, respectively. However, RMS of LSC prediction error on a regular grid of interpolation points covering the area is only reduced about 4% which is a consequence of sparse distribution of data points for this case study. The influence of gross errors on LSC prediction results is also investigated by lower cutoff CVEs. It is indicated that after elimination of outliers, RMS of this type of errors is also reduced by 19.5% for a 5 km radius of vicinity. We propose a method using standardized CVEs for classification of dataset into three groups with presumed different noise variances. The noise variance components for each of the groups are estimated using restricted maximum-likelihood method via Fisher scoring technique. Finally, LSC assessment measures were computed for the estimated heterogeneous noise variance model and compared with those of the homogeneous model. The advantage of the proposed method is the

  9. Effect of sequence variants on variance in glucose levels predicts type 2 diabetes risk and accounts for heritability.

    Science.gov (United States)

    Ivarsdottir, Erna V; Steinthorsdottir, Valgerdur; Daneshpour, Maryam S; Thorleifsson, Gudmar; Sulem, Patrick; Holm, Hilma; Sigurdsson, Snaevar; Hreidarsson, Astradur B; Sigurdsson, Gunnar; Bjarnason, Ragnar; Thorsson, Arni V; Benediktsson, Rafn; Eyjolfsson, Gudmundur; Sigurdardottir, Olof; Olafsson, Isleifur; Zeinali, Sirous; Azizi, Fereidoun; Thorsteinsdottir, Unnur; Gudbjartsson, Daniel F; Stefansson, Kari

    2017-09-01

    Sequence variants that affect mean fasting glucose levels do not necessarily affect risk for type 2 diabetes (T2D). We assessed the effects of 36 reported glucose-associated sequence variants on between- and within-subject variance in fasting glucose levels in 69,142 Icelanders. The variant in TCF7L2 that increases fasting glucose levels increases between-subject variance (5.7% per allele, P = 4.2 × 10 -10 ), whereas variants in GCK and G6PC2 that increase fasting glucose levels decrease between-subject variance (7.5% per allele, P = 4.9 × 10 -11 and 7.3% per allele, P = 7.5 × 10 -18 , respectively). Variants that increase mean and between-subject variance in fasting glucose levels tend to increase T2D risk, whereas those that increase the mean but reduce variance do not (r 2 = 0.61). The variants that increase between-subject variance increase fasting glucose heritability estimates. Intuitively, our results show that increasing the mean and variance of glucose levels is more likely to cause pathologically high glucose levels than increase in the mean offset by a decrease in variance.

  10. Allometric scaling of population variance with mean body size is predicted from Taylor's law and density-mass allometry.

    Science.gov (United States)

    Cohen, Joel E; Xu, Meng; Schuster, William S F

    2012-09-25

    Two widely tested empirical patterns in ecology are combined here to predict how the variation of population density relates to the average body size of organisms. Taylor's law (TL) asserts that the variance of the population density of a set of populations is a power-law function of the mean population density. Density-mass allometry (DMA) asserts that the mean population density of a set of populations is a power-law function of the mean individual body mass. Combined, DMA and TL predict that the variance of the population density is a power-law function of mean individual body mass. We call this relationship "variance-mass allometry" (VMA). We confirmed the theoretically predicted power-law form and the theoretically predicted parameters of VMA, using detailed data on individual oak trees (Quercus spp.) of Black Rock Forest, Cornwall, New York. These results connect the variability of population density to the mean body mass of individuals.

  11. Unbiased minimum variance estimator of a matrix exponential function. Application to Boltzmann/Bateman coupled equations solving

    International Nuclear Information System (INIS)

    Dumonteil, E.; Diop, C. M.

    2009-01-01

    This paper derives an unbiased minimum variance estimator (UMVE) of a matrix exponential function of a normal wean. The result is then used to propose a reference scheme to solve Boltzmann/Bateman coupled equations, thanks to Monte Carlo transport codes. The last section will present numerical results on a simple example. (authors)

  12. A Mean-Variance Criterion for Economic Model Predictive Control of Stochastic Linear Systems

    DEFF Research Database (Denmark)

    Sokoler, Leo Emil; Dammann, Bernd; Madsen, Henrik

    2014-01-01

    , the tractability of the resulting optimal control problem is addressed. We use a power management case study to compare different variations of the mean-variance strategy with EMPC based on the certainty equivalence principle. The certainty equivalence strategy is much more computationally efficient than the mean......-variance strategies, but it does not account for the variance of the uncertain parameters. Openloop simulations suggest that a single-stage mean-variance approach yields a significantly lower operating cost than the certainty equivalence strategy. In closed-loop, the single-stage formulation is overly conservative...... be modified to perform almost as well as the two-stage mean-variance formulation. Nevertheless, we argue that the mean-variance approach can be used both as a strategy for evaluating less computational demanding methods such as the certainty equivalence method, and as an individual control strategy when...

  13. Estimates for Genetic Variance Components in Reciprocal Recurrent Selection in Populations Derived from Maize Single-Cross Hybrids

    Directory of Open Access Journals (Sweden)

    Matheus Costa dos Reis

    2014-01-01

    Full Text Available This study was carried out to obtain the estimates of genetic variance and covariance components related to intra- and interpopulation in the original populations (C0 and in the third cycle (C3 of reciprocal recurrent selection (RRS which allows breeders to define the best breeding strategy. For that purpose, the half-sib progenies of intrapopulation (P11 and P22 and interpopulation (P12 and P21 from populations 1 and 2 derived from single-cross hybrids in the 0 and 3 cycles of the reciprocal recurrent selection program were used. The intra- and interpopulation progenies were evaluated in a 10×10 triple lattice design in two separate locations. The data for unhusked ear weight (ear weight without husk and plant height were collected. All genetic variance and covariance components were estimated from the expected mean squares. The breakdown of additive variance into intrapopulation and interpopulation additive deviations (στ2 and the covariance between these and their intrapopulation additive effects (CovAτ found predominance of the dominance effect for unhusked ear weight. Plant height for these components shows that the intrapopulation additive effect explains most of the variation. Estimates for intrapopulation and interpopulation additive genetic variances confirm that populations derived from single-cross hybrids have potential for recurrent selection programs.

  14. Prediction of breeding values and selection responses with genetic heterogeneity of environmental variance

    NARCIS (Netherlands)

    Mulder, H.A.; Bijma, P.; Hill, W.G.

    2007-01-01

    There is empirical evidence that genotypes differ not only in mean, but also in environmental variance of the traits they affect. Genetic heterogeneity of environmental variance may indicate genetic differences in environmental sensitivity. The aim of this study was to develop a general framework

  15. Estimating an Effect Size in One-Way Multivariate Analysis of Variance (MANOVA)

    Science.gov (United States)

    Steyn, H. S., Jr.; Ellis, S. M.

    2009-01-01

    When two or more univariate population means are compared, the proportion of variation in the dependent variable accounted for by population group membership is eta-squared. This effect size can be generalized by using multivariate measures of association, based on the multivariate analysis of variance (MANOVA) statistics, to establish whether…

  16. Spectrally-Corrected Estimation for High-Dimensional Markowitz Mean-Variance Optimization

    NARCIS (Netherlands)

    Z. Bai (Zhidong); H. Li (Hua); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

    2016-01-01

    textabstractThis paper considers the portfolio problem for high dimensional data when the dimension and size are both large. We analyze the traditional Markowitz mean-variance (MV) portfolio by large dimension matrix theory, and find the spectral distribution of the sample covariance is the main

  17. A COSMIC VARIANCE COOKBOOK

    International Nuclear Information System (INIS)

    Moster, Benjamin P.; Rix, Hans-Walter; Somerville, Rachel S.; Newman, Jeffrey A.

    2011-01-01

    Deep pencil beam surveys ( 2 ) are of fundamental importance for studying the high-redshift universe. However, inferences about galaxy population properties (e.g., the abundance of objects) are in practice limited by 'cosmic variance'. This is the uncertainty in observational estimates of the number density of galaxies arising from the underlying large-scale density fluctuations. This source of uncertainty can be significant, especially for surveys which cover only small areas and for massive high-redshift galaxies. Cosmic variance for a given galaxy population can be determined using predictions from cold dark matter theory and the galaxy bias. In this paper, we provide tools for experiment design and interpretation. For a given survey geometry, we present the cosmic variance of dark matter as a function of mean redshift z-bar and redshift bin size Δz. Using a halo occupation model to predict galaxy clustering, we derive the galaxy bias as a function of mean redshift for galaxy samples of a given stellar mass range. In the linear regime, the cosmic variance of these galaxy samples is the product of the galaxy bias and the dark matter cosmic variance. We present a simple recipe using a fitting function to compute cosmic variance as a function of the angular dimensions of the field, z-bar , Δz, and stellar mass m * . We also provide tabulated values and a software tool. The accuracy of the resulting cosmic variance estimates (δσ v /σ v ) is shown to be better than 20%. We find that for GOODS at z-bar =2 and with Δz = 0.5, the relative cosmic variance of galaxies with m * >10 11 M sun is ∼38%, while it is ∼27% for GEMS and ∼12% for COSMOS. For galaxies of m * ∼ 10 10 M sun , the relative cosmic variance is ∼19% for GOODS, ∼13% for GEMS, and ∼6% for COSMOS. This implies that cosmic variance is a significant source of uncertainty at z-bar =2 for small fields and massive galaxies, while for larger fields and intermediate mass galaxies, cosmic

  18. Demographic Factors and Hospital Size Predict Patient Satisfaction Variance- Implications for Hospital Value-Based Purchasing

    Science.gov (United States)

    McFarland, Daniel C.; Ornstein, Katherine; Holcombe, Randall F.

    2016-01-01

    Background Hospital Value-Based Purchasing (HVBP) incentivizes quality performance based healthcare by linking payments directly to patient satisfaction scores obtained from Hospital Consumer Assessment of Healthcare Providers and Systems (HCAHPS) surveys. Lower HCAHPS scores appear to cluster in heterogeneous population dense areas and could bias CMS reimbursement. Objective Assess nonrandom variation in patient satisfaction as determined by HCAHPS. Design Multivariate regression modeling was performed for individual dimensions of HCAHPS and aggregate scores. Standardized partial regression coefficients assessed strengths of predictors. Weighted Individual (hospital) Patient Satisfaction Adjusted Score (WIPSAS) utilized four highly predictive variables and hospitals were re-ranked accordingly. Setting 3,907 HVBP-participating hospitals. Patients 934,800 patient surveys, by most conservative estimate. Measurements 3,144 county demographics (U.S. Census), and HCAHPS. Results Hospital size and primary language (‘non-English speaking’) most strongly predicted unfavorable HCAHPS scores while education and white ethnicity most strongly predicted favorable HCAHPS scores. The average adjusted patient satisfaction scores calculated by WIPSAS approximated the national average of HCAHPS scores. However, WIPSAS changed hospital rankings by variable amounts depending on the strength of the predictive variables in the hospitals’ locations. Structural and demographic characteristics that predict lower scores were accounted for by WIPSAS that also improved rankings of many safety-net hospitals and academic medical centers in diverse areas. Conclusions Demographic and structural factors (e.g., hospital beds) predict patient satisfaction scores even after CMS adjustments. CMS should consider WIPSAS or a similar adjustment to account for the severity of patient satisfaction inequities that hospitals could strive to correct. PMID:25940305

  19. Evaluation of errors in prior mean and variance in the estimation of integrated circuit failure rates using Bayesian methods

    Science.gov (United States)

    Fletcher, B. C.

    1972-01-01

    The critical point of any Bayesian analysis concerns the choice and quantification of the prior information. The effects of prior data on a Bayesian analysis are studied. Comparisons of the maximum likelihood estimator, the Bayesian estimator, and the known failure rate are presented. The results of the many simulated trails are then analyzed to show the region of criticality for prior information being supplied to the Bayesian estimator. In particular, effects of prior mean and variance are determined as a function of the amount of test data available.

  20. Estimating Model Prediction Error: Should You Treat Predictions as Fixed or Random?

    Science.gov (United States)

    Wallach, Daniel; Thorburn, Peter; Asseng, Senthold; Challinor, Andrew J.; Ewert, Frank; Jones, James W.; Rotter, Reimund; Ruane, Alexander

    2016-01-01

    Crop models are important tools for impact assessment of climate change, as well as for exploring management options under current climate. It is essential to evaluate the uncertainty associated with predictions of these models. We compare two criteria of prediction error; MSEP fixed, which evaluates mean squared error of prediction for a model with fixed structure, parameters and inputs, and MSEP uncertain( X), which evaluates mean squared error averaged over the distributions of model structure, inputs and parameters. Comparison of model outputs with data can be used to estimate the former. The latter has a squared bias term, which can be estimated using hindcasts, and a model variance term, which can be estimated from a simulation experiment. The separate contributions to MSEP uncertain (X) can be estimated using a random effects ANOVA. It is argued that MSEP uncertain (X) is the more informative uncertainty criterion, because it is specific to each prediction situation.

  1. Structural changes and out-of-sample prediction of realized range-based variance in the stock market

    Science.gov (United States)

    Gong, Xu; Lin, Boqiang

    2018-03-01

    This paper aims to examine the effects of structural changes on forecasting the realized range-based variance in the stock market. Considering structural changes in variance in the stock market, we develop the HAR-RRV-SC model on the basis of the HAR-RRV model. Subsequently, the HAR-RRV and HAR-RRV-SC models are used to forecast the realized range-based variance of S&P 500 Index. We find that there are many structural changes in variance in the U.S. stock market, and the period after the financial crisis contains more structural change points than the period before the financial crisis. The out-of-sample results show that the HAR-RRV-SC model significantly outperforms the HAR-BV model when they are employed to forecast the 1-day, 1-week, and 1-month realized range-based variances, which means that structural changes can improve out-of-sample prediction of realized range-based variance. The out-of-sample results remain robust across the alternative rolling fixed-window, the alternative threshold value in ICSS algorithm, and the alternative benchmark models. More importantly, we believe that considering structural changes can help improve the out-of-sample performances of most of other existing HAR-RRV-type models in addition to the models used in this paper.

  2. Estimation of genetic parameters and their sampling variances for quantitative traits in the type 2 modified augmented design

    OpenAIRE

    Frank M. You; Qijian Song; Gaofeng Jia; Yanzhao Cheng; Scott Duguid; Helen Booker; Sylvie Cloutier

    2016-01-01

    The type 2 modified augmented design (MAD2) is an efficient unreplicated experimental design used for evaluating large numbers of lines in plant breeding and for assessing genetic variation in a population. Statistical methods and data adjustment for soil heterogeneity have been previously described for this design. In the absence of replicated test genotypes in MAD2, their total variance cannot be partitioned into genetic and error components as required to estimate heritability and genetic ...

  3. Realized wavelet-based estimation of integrated variance and jumps in the presence of noise

    Czech Academy of Sciences Publication Activity Database

    Baruník, Jozef; Vácha, Lukáš

    2015-01-01

    Roč. 15, č. 8 (2015), s. 1347-1364 ISSN 1469-7688 R&D Projects: GA ČR GA13-32263S EU Projects: European Commission 612955 - FINMAP Grant - others:GA ČR(CZ) GA13-24313S Institutional support: RVO:67985556 Keywords : quadratic variation * realized variance * jumps * market microstructure noise * wavelets Subject RIV: AH - Economics Impact factor: 0.794, year: 2015 http://library.utia.cas.cz/separaty/2014/E/barunik-0434203.pdf

  4. Sampling Variances and Covariances of Parameter Estimates in Item Response Theory.

    Science.gov (United States)

    1982-08-01

    substituting (15) into (16) and solving for k and K k = b b1 - o K , (17)k where b and b are means for m and r items, respectively. To find the variance...C5 , and C12 were treated as known. We find that the standard errors of B1 to B5 are increased drastically by ignorance of C 1 to C5 ; all...ERIC Facilltv-Acquisitlons Davie Hall 013A 4833 Rugby Avenue Chapel Hill, NC 27514 Bethesda, MD 20014 -7- Dr. A. J. Eschenbrenner 1 Dr. John R

  5. Statistical methodology for estimating the mean difference in a meta-analysis without study-specific variance information.

    Science.gov (United States)

    Sangnawakij, Patarawan; Böhning, Dankmar; Adams, Stephen; Stanton, Michael; Holling, Heinz

    2017-04-30

    Statistical inference for analyzing the results from several independent studies on the same quantity of interest has been investigated frequently in recent decades. Typically, any meta-analytic inference requires that the quantity of interest is available from each study together with an estimate of its variability. The current work is motivated by a meta-analysis on comparing two treatments (thoracoscopic and open) of congenital lung malformations in young children. Quantities of interest include continuous end-points such as length of operation or number of chest tube days. As studies only report mean values (and no standard errors or confidence intervals), the question arises how meta-analytic inference can be developed. We suggest two methods to estimate study-specific variances in such a meta-analysis, where only sample means and sample sizes are available in the treatment arms. A general likelihood ratio test is derived for testing equality of variances in two groups. By means of simulation studies, the bias and estimated standard error of the overall mean difference from both methodologies are evaluated and compared with two existing approaches: complete study analysis only and partial variance information. The performance of the test is evaluated in terms of type I error. Additionally, we illustrate these methods in the meta-analysis on comparing thoracoscopic and open surgery for congenital lung malformations and in a meta-analysis on the change in renal function after kidney donation. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  6. Simultaneous estimation of the in-mean and in-variance causal connectomes of the human brain.

    Science.gov (United States)

    Duggento, A; Passamonti, L; Guerrisi, M; Toschi, N

    2017-07-01

    In recent years, the study of the human connectome (i.e. of statistical relationships between non spatially contiguous neurophysiological events in the human brain) has been enormously fuelled by technological advances in high-field functional magnetic resonance imaging (fMRI) as well as by coordinated world wide data-collection efforts like the Human Connectome Project (HCP). In this context, Granger Causality (GC) approaches have recently been employed to incorporate information about the directionality of the influence exerted by a brain region on another. However, while fluctuations in the Blood Oxygenation Level Dependent (BOLD) signal at rest also contain important information about the physiological processes that underlie neurovascular coupling and associations between disjoint brain regions, so far all connectivity estimation frameworks have focused on central tendencies, hence completely disregarding so-called in-variance causality (i.e. the directed influence of the volatility of one signal on the volatility of another). In this paper, we develop a framework for simultaneous estimation of both in-mean and in-variance causality in complex networks. We validate our approach using synthetic data from complex ensembles of coupled nonlinear oscillators, and successively employ HCP data to provide the very first estimate of the in-variance connectome of the human brain.

  7. The Effect of Some Estimators of Between-Study Variance on Random

    African Journals Online (AJOL)

    Samson Henry Dogo

    the first step to such objectivity (Schmidt, 1992), allows to combine results from many studies and accurately ... Schmidt, 2000) due to its ability to account for variation in effects across the studies. Random-effects model ... (2015), and each of the estimators differs in terms of their bias and precision in estimation. By definition ...

  8. Adaptive Variance Scaling in Continuous Multi-Objective Estimation-of-Distribution Algorithms

    NARCIS (Netherlands)

    P.A.N. Bosman (Peter); D. Thierens (Dirk); D. Thierens (Dirk)

    2007-01-01

    htmlabstractRecent research into single-objective continuous Estimation-of-Distribution Algorithms (EDAs) has shown that when maximum-likelihood estimations are used for parametric distributions such as the normal distribution, the EDA can easily suffer from premature convergence. In this paper we

  9. The use of testday models in the estimation of variance components ...

    African Journals Online (AJOL)

    Bernice Mostert

    Breeding value estimation for somatic cell score in South African dairy cattle ... It causes severe ... traits, occurrence of mastitis is not routinely recorded in most dairy recording .... Genetic parameters for clinical mastitis, somatic cell counts.

  10. Stereological estimation of the mean and variance of nuclear volume from vertical sections

    DEFF Research Database (Denmark)

    Sørensen, Flemming Brandt

    1991-01-01

    The application of assumption-free, unbiased stereological techniques for estimation of the volume-weighted mean nuclear volume, nuclear vv, from vertical sections of benign and malignant nuclear aggregates in melanocytic skin tumours is described. Combining sampling of nuclei with uniform...... probability in a physical disector and Cavalieri's direct estimator of volume, the unbiased, number-weighted mean nuclear volume, nuclear vN, of the same benign and malignant nuclear populations is also estimated. Having obtained estimates of nuclear volume in both the volume- and number distribution...... of volume, a detailed investigation of nuclear size variability is possible. Benign and malignant nuclear populations show approximately the same relative variability with regard to nuclear volume, and the presented data are compatible with a simple size transformation from the smaller benign nuclei...

  11. Downside Variance Risk Premium

    OpenAIRE

    Feunou, Bruno; Jahan-Parvar, Mohammad; Okou, Cedric

    2015-01-01

    We propose a new decomposition of the variance risk premium in terms of upside and downside variance risk premia. The difference between upside and downside variance risk premia is a measure of skewness risk premium. We establish that the downside variance risk premium is the main component of the variance risk premium, and that the skewness risk premium is a priced factor with significant prediction power for aggregate excess returns. Our empirical investigation highlights the positive and s...

  12. Inventory implications of using sampling variances in estimation of growth model coefficients

    Science.gov (United States)

    Albert R. Stage; William R. Wykoff

    2000-01-01

    Variables based on stand densities or stocking have sampling errors that depend on the relation of tree size to plot size and on the spatial structure of the population, ignoring the sampling errors of such variables, which include most measures of competition used in both distance-dependent and distance-independent growth models, can bias the predictions obtained from...

  13. Genomic Variance Estimation Based on Genotyping-by-Sequencing with Different Coverage in Perennial Ryegrass

    DEFF Research Database (Denmark)

    Ashraf, Bilal; Fé, Dario; Jensen, Just

    2014-01-01

    at each SNP in family pools or polyploids. There are, however, several statistical challenges associated with this method, including low sequencing depth and missing values. Low sequencing depth results in inaccuracies in estimates of allele frequencies for each SNP. In this work we have focused...

  14. A note on the variance of the estimate of the fixation index F

    Indian Academy of Sciences (India)

    respectively, the likelihood function in logarithmic form is given by expression: L = NAA log. [ p2+p (1−p) F. ] +NAa log [2p (1−p)(1−F)]. +Naa log. [. (1 − p)2 + p (1 − p) F. ] . Maximum likelihood estimates of both p and F are obtained from the system {∂L. ∂p = 0, ∂L. ∂F = 0} and it is not difficult to determine that these ...

  15. Adjustment of Measurements with Multiplicative Errors: Error Analysis, Estimates of the Variance of Unit Weight, and Effect on Volume Estimation from LiDAR-Type Digital Elevation Models

    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.

  16. Estimating the mean and variance of measurements from serial radioactive decay schemes with emphasis on 222Rn and its short-lived progeny

    International Nuclear Information System (INIS)

    Inkret, W.C.; Borak, T.B.; Boes, D.C.

    1990-01-01

    Classically, the mean and variance of radioactivity measurements are estimated from poisson distributions. However, the random distribution of observed events is not poisson when the half-life is short compared with the interval of observation or when more than one event can be associated with a single initial atom. Procedures were developed to estimate the mean and variance of single measurements of serial radioactive processes. Results revealed that observations from the three consecutive alpha emissions beginning with 222 Rn are positively correlated. Since the poisson estimator ignores covariance terms, it underestimates the true variance of the measurement. The reverse is true for mixtures of radon daughters only. (author)

  17. A Bayesian approach to estimating variance components within a multivariate generalizability theory framework.

    Science.gov (United States)

    Jiang, Zhehan; Skorupski, William

    2017-12-12

    In many behavioral research areas, multivariate generalizability theory (mG theory) has been typically used to investigate the reliability of certain multidimensional assessments. However, traditional mG-theory estimation-namely, using frequentist approaches-has limits, leading researchers to fail to take full advantage of the information that mG theory can offer regarding the reliability of measurements. Alternatively, Bayesian methods provide more information than frequentist approaches can offer. This article presents instructional guidelines on how to implement mG-theory analyses in a Bayesian framework; in particular, BUGS code is presented to fit commonly seen designs from mG theory, including single-facet designs, two-facet crossed designs, and two-facet nested designs. In addition to concrete examples that are closely related to the selected designs and the corresponding BUGS code, a simulated dataset is provided to demonstrate the utility and advantages of the Bayesian approach. This article is intended to serve as a tutorial reference for applied researchers and methodologists conducting mG-theory studies.

  18. Estimating Stochastic Volatility Models using Prediction-based Estimating Functions

    DEFF Research Database (Denmark)

    Lunde, Asger; Brix, Anne Floor

    to the performance of the GMM estimator based on conditional moments of integrated volatility from Bollerslev and Zhou (2002). The case where the observed log-price process is contaminated by i.i.d. market microstructure (MMS) noise is also investigated. First, the impact of MMS noise on the parameter estimates from......In this paper prediction-based estimating functions (PBEFs), introduced in Sørensen (2000), are reviewed and PBEFs for the Heston (1993) stochastic volatility model are derived. The finite sample performance of the PBEF based estimator is investigated in a Monte Carlo study, and compared...... to correctly account for the noise are investigated. Our Monte Carlo study shows that the estimator based on PBEFs outperforms the GMM estimator, both in the setting with and without MMS noise. Finally, an empirical application investigates the possible challenges and general performance of applying the PBEF...

  19. Girsanov's transformation based variance reduced Monte Carlo simulation schemes for reliability estimation in nonlinear stochastic dynamics

    Energy Technology Data Exchange (ETDEWEB)

    Kanjilal, Oindrila, E-mail: oindrila@civil.iisc.ernet.in; Manohar, C.S., E-mail: manohar@civil.iisc.ernet.in

    2017-07-15

    The study considers the problem of simulation based time variant reliability analysis of nonlinear randomly excited dynamical systems. Attention is focused on importance sampling strategies based on the application of Girsanov's transformation method. Controls which minimize the distance function, as in the first order reliability method (FORM), are shown to minimize a bound on the sampling variance of the estimator for the probability of failure. Two schemes based on the application of calculus of variations for selecting control signals are proposed: the first obtains the control force as the solution of a two-point nonlinear boundary value problem, and, the second explores the application of the Volterra series in characterizing the controls. The relative merits of these schemes, vis-à-vis the method based on ideas from the FORM, are discussed. Illustrative examples, involving archetypal single degree of freedom (dof) nonlinear oscillators, and a multi-degree of freedom nonlinear dynamical system, are presented. The credentials of the proposed procedures are established by comparing the solutions with pertinent results from direct Monte Carlo simulations. - Highlights: • The distance minimizing control forces minimize a bound on the sampling variance. • Establishing Girsanov controls via solution of a two-point boundary value problem. • Girsanov controls via Volterra's series representation for the transfer functions.

  20. Uncertainty Estimation using Bootstrapped Kriging Predictions for Precipitation Isoscapes

    Science.gov (United States)

    Ma, C.; Bowen, G. J.; Vander Zanden, H.; Wunder, M.

    2017-12-01

    Isoscapes are spatial models representing the distribution of stable isotope values across landscapes. Isoscapes of hydrogen and oxygen in precipitation are now widely used in a diversity of fields, including geology, biology, hydrology, and atmospheric science. To generate isoscapes, geostatistical methods are typically applied to extend predictions from limited data measurements. Kriging is a popular method in isoscape modeling, but quantifying the uncertainty associated with the resulting isoscapes is challenging. Applications that use precipitation isoscapes to determine sample origin require estimation of uncertainty. Here we present a simple bootstrap method (SBM) to estimate the mean and uncertainty of the krigged isoscape and compare these results with a generalized bootstrap method (GBM) applied in previous studies. We used hydrogen isotopic data from IsoMAP to explore these two approaches for estimating uncertainty. We conducted 10 simulations for each bootstrap method and found that SBM results in more kriging predictions (9/10) compared to GBM (4/10). Prediction from SBM was closer to the original prediction generated without bootstrapping and had less variance than GBM. SBM was tested on different datasets from IsoMAP with different numbers of observation sites. We determined that predictions from the datasets with fewer than 40 observation sites using SBM were more variable than the original prediction. The approaches we used for estimating uncertainty will be compiled in an R package that is under development. We expect that these robust estimates of precipitation isoscape uncertainty can be applied in diagnosing the origin of samples ranging from various type of waters to migratory animals, food products, and humans.

  1. Importance of the macroeconomic variables for variance prediction: A GARCH-MIDAS approach

    DEFF Research Database (Denmark)

    Asgharian, Hossein; Hou, Ai Jun; Javed, Farrukh

    2013-01-01

    This paper aims to examine the role of macroeconomic variables in forecasting the return volatility of the US stock market. We apply the GARCH-MIDAS (Mixed Data Sampling) model to examine whether information contained in macroeconomic variables can help to predict short-term and long-term compone......This paper aims to examine the role of macroeconomic variables in forecasting the return volatility of the US stock market. We apply the GARCH-MIDAS (Mixed Data Sampling) model to examine whether information contained in macroeconomic variables can help to predict short-term and long...

  2. Variance in centrality within rock hyrax social networks predicts adult longevity.

    Directory of Open Access Journals (Sweden)

    Adi Barocas

    Full Text Available BACKGROUND: In communal mammals the levels of social interaction among group members vary considerably. In recent years, biologists have realized that within-group interactions may affect survival of the group members. Several recent studies have demonstrated that the social integration of adult females is positively associated with infant survival, and female longevity is affected by the strength and stability of the individual social bonds. Our aim was to determine the social factors that influence adult longevity in social mammals. METHODOLOGY/PRINCIPAL FINDINGS: As a model system, we studied the social rock hyrax (Procavia capensis, a plural breeder with low reproductive skew, whose groups are mainly composed of females. We applied network theory using 11 years of behavioral data to quantify the centrality of individuals within groups, and found adult longevity to be inversely correlated to the variance in centrality. In other words, animals in groups with more equal associations lived longer. Individual centrality was not correlated with longevity, implying that social tension may affect all group members and not only the weakest or less connected ones. CONCLUSIONS/SIGNIFICANCE: Our novel findings support previous studies emphasizing the adaptive value of social associations and the consequences of inequality among adults within social groups. However, contrary to previous studies, we suggest that it is not the number or strength of associations that an adult individual has (i.e. centrality that is important, but the overall configuration of social relationships within the group (i.e. centrality SD that is a key factor in influencing longevity.

  3. Non-Stationary Rician Noise Estimation in Parallel MRI Using a Single Image: A Variance-Stabilizing Approach.

    Science.gov (United States)

    Pieciak, Tomasz; Aja-Fernandez, Santiago; Vegas-Sanchez-Ferrero, Gonzalo

    2017-10-01

    Parallel magnetic resonance imaging (pMRI) techniques have gained a great importance both in research and clinical communities recently since they considerably accelerate the image acquisition process. However, the image reconstruction algorithms needed to correct the subsampling artifacts affect the nature of noise, i.e., it becomes non-stationary. Some methods have been proposed in the literature dealing with the non-stationary noise in pMRI. However, their performance depends on information not usually available such as multiple acquisitions, receiver noise matrices, sensitivity coil profiles, reconstruction coefficients, or even biophysical models of the data. Besides, some methods show an undesirable granular pattern on the estimates as a side effect of local estimation. Finally, some methods make strong assumptions that just hold in the case of high signal-to-noise ratio (SNR), which limits their usability in real scenarios. We propose a new automatic noise estimation technique for non-stationary Rician noise that overcomes the aforementioned drawbacks. Its effectiveness is due to the derivation of a variance-stabilizing transformation designed to deal with any SNR. The method was compared to the main state-of-the-art methods in synthetic and real scenarios. Numerical results confirm the robustness of the method and its better performance for the whole range of SNRs.

  4. Does Trait Emotional Intelligence Predict Unique Variance in Early Career Success Beyond IQ and Personality?

    OpenAIRE

    Haro García, José Manuel de; Castejón Costa, Juan Luis

    2014-01-01

    In order to determine the contribution of emotional intelligence (EI) to career success, in this study, we analyzed the relationship between trait EI (TEI), general mental ability (GMA), the big five personality traits, and career success indicators, in a sample of 130 graduates who were in the early stages of their careers. Results from hierarchical regression analyses indicated that TEI, and especially its dimension “repair,” has incremental validity in predicting one of the career success ...

  5. APLICAÇÃO DA METODOLOGIA DE MODELOS MISTOS (REML/BLUP NA ESTIMAÇÃO DE COMPONENTES DE VARIÂNCIA E PREDIÇÃO DE VALORES GENÉTICOS EM PUPUNHEIRA (Bactris gasipaes APLICATION OF THE MIXED MODEL METHODOLOGY (REML/BLUP IN VARIANCE COMPONENTS ESTIMATION AND PREDICTION OF GENETIC VALUES IN PEACH PALM (Bactris gasipaes

    Directory of Open Access Journals (Sweden)

    JOÃO TOMÉ DE FARIAS NETO

    2001-08-01

    ,70%, PRB (6,15%. Os ganhos genéticos preditos em relação à média da população para PP foram de 7,18% na situação de LP e 8,40% para CP, com tamanho efetivo de 30,38 e 19,00, respectivamente.The peach palm is a very useful plant for feeding Brazilians as fruit or palm heart producer. The interest for the peach palm besides being a perennial culture is: growth in full sun, precocity, rusticity, capacity to shoot, flavor and non-darkening of the palm heart after the cut. Estimates of genetic parameters in peach palm are scarce and constitute the most important tool to guide the improvement programs. The objective of this work was to study the genetic variability and estimate the individual genetic value as selection criterion, using the BLUP/REML procedure (Best linear unbiased prediction/restricted maximum likelihood. Two selection strategies for the palm heart production trait were adopted: a short term (CP - selection of the 9 families with 31 individuals of bigger genetic value and a long term (LP - selection of the 15 families with 53 individuals. The progenies were evaluated in randomized block design with three replications, the plots were composed by rows of five plants, spaced in 2.0 m x 1.0 m and with a row around the experiment in the Experimental Field of Matapi, Porto Grande municipality, Amapa State, Brazil. The evaluation was accomplished to the 26 months after planting (2nd evaluation being collected data of plant height (AP, diameter of the plant to the lap height (DPC, palm heart size (TP, palm heart diameter (DP, residual apical weight (PRA, basal weight (PRB and of the liquid palm heart (PP (exportation type. The data of AP, DPC, TP and DP corresponded to the clump of roots averages that presented more than a stem. However for the characters PA, PRB and PP corresponded the sum of the stems in the clump of roots. In general, the population presented low genetic variability. The narrow sense heritability at the individuals level was: AP (18.44%, DPC

  6. A longitudinal study on dual-tasking effects on gait: cognitive change predicts gait variance in the elderly.

    Directory of Open Access Journals (Sweden)

    Rebecca K MacAulay

    Full Text Available Neuropsychological abilities have found to explain a large proportion of variance in objective measures of walking gait that predict both dementia and falling within the elderly. However, to this date there has been little research on the interplay between changes in these neuropsychological processes and walking gait overtime. To our knowledge, the present study is the first to investigate intra-individual changes in neurocognitive test performance and gait step time at two-time points across a one-year span. Neuropsychological test scores from 440 elderly individuals deemed cognitively normal at Year One were analyzed via repeated measures t-tests to assess for decline in cognitive performance at Year Two. 34 of these 440 individuals neuropsychological test performance significantly declined at Year Two; whereas the "non-decliners" displayed improved memory, working memory, attention/processing speed test performance. Neuropsychological test scores were also submitted to factor analysis at both time points for data reduction purposes and to assess the factor stability overtime. Results at Year One yielded a three-factor solution: Language/Memory, Executive Attention/Processing Speed, and Working Memory. Year Two's test scores also generated a three-factor solution (Working Memory, Language/Executive Attention/Processing Speed, and Memory. Notably, language measures loaded on Executive Attention/Processing Speed rather than on the Memory factor at Year Two. Hierarchal multiple regression revealed that both Executive Attention/Processing Speed and sex significantly predicted variance in dual task step time at both time points. Remarkably, in the "decliners", the magnitude of the contribution of the neuropsychological characteristics to gait variance significantly increased at Year Two. In summary, this study provides longitudinal evidence of the dynamic relationship between intra-individual cognitive change and its influence on dual task gait

  7. Adaptive vehicle motion estimation and prediction

    Science.gov (United States)

    Zhao, Liang; Thorpe, Chuck E.

    1999-01-01

    Accurate motion estimation and reliable maneuver prediction enable an automated car to react quickly and correctly to the rapid maneuvers of the other vehicles, and so allow safe and efficient navigation. In this paper, we present a car tracking system which provides motion estimation, maneuver prediction and detection of the tracked car. The three strategies employed - adaptive motion modeling, adaptive data sampling, and adaptive model switching probabilities - result in an adaptive interacting multiple model algorithm (AIMM). The experimental results on simulated and real data demonstrate that our tracking system is reliable, flexible, and robust. The adaptive tracking makes the system intelligent and useful in various autonomous driving tasks.

  8. Estimating the spatial scale of herbicide and soil interactions by nested sampling, hierarchical analysis of variance and residual maximum likelihood

    Energy Technology Data Exchange (ETDEWEB)

    Price, Oliver R., E-mail: oliver.price@unilever.co [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Oliver, Margaret A. [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom); Walker, Allan [Warwick-HRI, University of Warwick, Wellesbourne, Warwick, CV32 6EF (United Kingdom); Wood, Martin [University of Reading, Soil Science Department, Whiteknights, Reading, RG6 6UR (United Kingdom)

    2009-05-15

    An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.

  9. Estimating the spatial scale of herbicide and soil interactions by nested sampling, hierarchical analysis of variance and residual maximum likelihood

    International Nuclear Information System (INIS)

    Price, Oliver R.; Oliver, Margaret A.; Walker, Allan; Wood, Martin

    2009-01-01

    An unbalanced nested sampling design was used to investigate the spatial scale of soil and herbicide interactions at the field scale. A hierarchical analysis of variance based on residual maximum likelihood (REML) was used to analyse the data and provide a first estimate of the variogram. Soil samples were taken at 108 locations at a range of separating distances in a 9 ha field to explore small and medium scale spatial variation. Soil organic matter content, pH, particle size distribution, microbial biomass and the degradation and sorption of the herbicide, isoproturon, were determined for each soil sample. A large proportion of the spatial variation in isoproturon degradation and sorption occurred at sampling intervals less than 60 m, however, the sampling design did not resolve the variation present at scales greater than this. A sampling interval of 20-25 m should ensure that the main spatial structures are identified for isoproturon degradation rate and sorption without too great a loss of information in this field. - Estimating the spatial scale of herbicide and soil interactions by nested sampling.

  10. Cortisol and politics: variance in voting behavior is predicted by baseline cortisol levels.

    Science.gov (United States)

    French, Jeffrey A; Smith, Kevin B; Alford, John R; Guck, Adam; Birnie, Andrew K; Hibbing, John R

    2014-06-22

    Participation in electoral politics is affected by a host of social and demographics variables, but there is growing evidence that biological predispositions may also play a role in behavior related to political involvement. We examined the role of individual variation in hypothalamic-pituitary-adrenal (HPA) stress axis parameters in explaining differences in self-reported and actual participation in political activities. Self-reported political activity, religious participation, and verified voting activity in U.S. national elections were collected from 105 participants, who were subsequently exposed to a standardized (nonpolitical) psychosocial stressor. We demonstrated that lower baseline salivary cortisol in the late afternoon was significantly associated with increased actual voting frequency in six national elections, but not with self-reported non-voting political activity. Baseline cortisol predicted significant variation in voting behavior above and beyond variation accounted for by traditional demographic variables (particularly age of participant in our sample). Participation in religious activity was weakly (and negatively) associated with baseline cortisol. Our results suggest that HPA-mediated characteristics of social, cognitive, and emotional processes may exert an influence on a trait as complex as voting behavior, and that cortisol is a better predictor of actual voting behavior, as opposed to self-reported political activity. Copyright © 2014 Elsevier Inc. All rights reserved.

  11. Cortisol and Politics: Variance in Voting Behavior is Predicted by Baseline Cortisol Levels

    Science.gov (United States)

    French, Jeffrey A.; Smith, Kevin B.; Alford, John R.; Guck, Adam; Birnie, Andrew K.; Hibbing, John R.

    2014-01-01

    Participation in electoral politics is affected by a host of social and demographics variables, but there is growing evidence that biological predispositions may also play a role in behavior related to political involvement. We examined the role of individual variation in hypothalamic-pituitary-adrenal (HPA) stress axis parameters in explaining differences in self-reported and actual participation in political activities. Self-reported political activity, religious participation, and verified voting activity in U.S. national elections were collected from 105 participants, who were subsequently exposed to a standardized (nonpolitical) psychosocial stressor. We demonstrated that lower baseline salivary cortisol in the late afternoon was significantly associated with increased actual voting frequency in six national elections, but not with self-reported non-voting political activity. Baseline cortisol predicted significant variation in voting behavior above and beyond variation accounted for by traditional demographic variables (particularly age of participant in our sample). Participation in religious activity was weakly (and negatively) associated with baseline cortisol. Our results suggest that HPA-mediated characteristics of social, cognitive, and emotional processes may exert an influence on a trait as complex as voting behavior, and that cortisol is a better predictor of actual voting behavior, as opposed to self-reported political activity. PMID:24835544

  12. Estimation of nonlinearities from pseudodynamic and dynamic responses of bridge structures using the Delay Vector Variance method

    Science.gov (United States)

    Jaksic, Vesna; Mandic, Danilo P.; Karoumi, Raid; Basu, Bidroha; Pakrashi, Vikram

    2016-01-01

    Analysis of the variability in the responses of large structural systems and quantification of their linearity or nonlinearity as a potential non-invasive means of structural system assessment from output-only condition remains a challenging problem. In this study, the Delay Vector Variance (DVV) method is used for full scale testing of both pseudo-dynamic and dynamic responses of two bridges, in order to study the degree of nonlinearity of their measured response signals. The DVV detects the presence of determinism and nonlinearity in a time series and is based upon the examination of local predictability of a signal. The pseudo-dynamic data is obtained from a concrete bridge during repair while the dynamic data is obtained from a steel railway bridge traversed by a train. We show that DVV is promising as a marker in establishing the degree to which a change in the signal nonlinearity reflects the change in the real behaviour of a structure. It is also useful in establishing the sensitivity of instruments or sensors deployed to monitor such changes.

  13. Resource-estimation models and predicted discovery

    International Nuclear Information System (INIS)

    Hill, G.W.

    1982-01-01

    Resources have been estimated by predictive extrapolation from past discovery experience, by analogy with better explored regions, or by inference from evidence of depletion of targets for exploration. Changes in technology and new insights into geological mechanisms have occurred sufficiently often in the long run to form part of the pattern of mature discovery experience. The criterion, that a meaningful resource estimate needs an objective measure of its precision or degree of uncertainty, excludes 'estimates' based solely on expert opinion. This is illustrated by development of error measures for several persuasive models of discovery and production of oil and gas in USA, both annually and in terms of increasing exploration effort. Appropriate generalizations of the models resolve many points of controversy. This is illustrated using two USA data sets describing discovery of oil and of U 3 O 8 ; the latter set highlights an inadequacy of available official data. Review of the oil-discovery data set provides a warrant for adjusting the time-series prediction to a higher resource figure for USA petroleum. (author)

  14. Simultaneous discovery, estimation and prediction analysis of complex traits using a bayesian mixture model.

    Directory of Open Access Journals (Sweden)

    Gerhard Moser

    2015-04-01

    Full Text Available Gene discovery, estimation of heritability captured by SNP arrays, inference on genetic architecture and prediction analyses of complex traits are usually performed using different statistical models and methods, leading to inefficiency and loss of power. Here we use a Bayesian mixture model that simultaneously allows variant discovery, estimation of genetic variance explained by all variants and prediction of unobserved phenotypes in new samples. We apply the method to simulated data of quantitative traits and Welcome Trust Case Control Consortium (WTCCC data on disease and show that it provides accurate estimates of SNP-based heritability, produces unbiased estimators of risk in new samples, and that it can estimate genetic architecture by partitioning variation across hundreds to thousands of SNPs. We estimated that, depending on the trait, 2,633 to 9,411 SNPs explain all of the SNP-based heritability in the WTCCC diseases. The majority of those SNPs (>96% had small effects, confirming a substantial polygenic component to common diseases. The proportion of the SNP-based variance explained by large effects (each SNP explaining 1% of the variance varied markedly between diseases, ranging from almost zero for bipolar disorder to 72% for type 1 diabetes. Prediction analyses demonstrate that for diseases with major loci, such as type 1 diabetes and rheumatoid arthritis, Bayesian methods outperform profile scoring or mixed model approaches.

  15. Prediction error variance and expected response to selection, when selection is based on the best predictor - for Gaussian and threshold characters, traits following a Poisson mixed model and survival traits

    DEFF Research Database (Denmark)

    Andersen, Anders Holst; Korsgaard, Inge Riis; Jensen, Just

    2002-01-01

    In this paper, we consider selection based on the best predictor of animal additive genetic values in Gaussian linear mixed models, threshold models, Poisson mixed models, and log normal frailty models for survival data (including models with time-dependent covariates with associated fixed...... or random effects). In the different models, expressions are given (when these can be found - otherwise unbiased estimates are given) for prediction error variance, accuracy of selection and expected response to selection on the additive genetic scale and on the observed scale. The expressions given for non...... Gaussian traits are generalisations of the well-known formulas for Gaussian traits - and reflect, for Poisson mixed models and frailty models for survival data, the hierarchal structure of the models. In general the ratio of the additive genetic variance to the total variance in the Gaussian part...

  16. Estimation of the variance of noise in digital imaging for quality control; Estimacion de la varianza del ruido en imagen digital para control de calidad

    Energy Technology Data Exchange (ETDEWEB)

    Soro Bua, M.; Otero Martinez, C.; Vazquez Vazquez, R.; Santamarina Vazquez, F.; Lobato Busto, R.; Luna Vega, V.; Mosquera Sueiro, J.; Sanchez Garcia, M.; Pombar Camean, M.

    2011-07-01

    In this work is estimated variance kerma function pixel values for the real response curve nonlinear digital image system, without resorting to any approximation to the behavior of the detector. This result is compared with that obtained for the linearized version of the response curve.

  17. Validation of consistency of Mendelian sampling variance.

    Science.gov (United States)

    Tyrisevä, A-M; Fikse, W F; Mäntysaari, E A; Jakobsen, J; Aamand, G P; Dürr, J; Lidauer, M H

    2018-03-01

    Experiences from international sire evaluation indicate that the multiple-trait across-country evaluation method is sensitive to changes in genetic variance over time. Top bulls from birth year classes with inflated genetic variance will benefit, hampering reliable ranking of bulls. However, none of the methods available today enable countries to validate their national evaluation models for heterogeneity of genetic variance. We describe a new validation method to fill this gap comprising the following steps: estimating within-year genetic variances using Mendelian sampling and its prediction error variance, fitting a weighted linear regression between the estimates and the years under study, identifying possible outliers, and defining a 95% empirical confidence interval for a possible trend in the estimates. We tested the specificity and sensitivity of the proposed validation method with simulated data using a real data structure. Moderate (M) and small (S) size populations were simulated under 3 scenarios: a control with homogeneous variance and 2 scenarios with yearly increases in phenotypic variance of 2 and 10%, respectively. Results showed that the new method was able to estimate genetic variance accurately enough to detect bias in genetic variance. Under the control scenario, the trend in genetic variance was practically zero in setting M. Testing cows with an average birth year class size of more than 43,000 in setting M showed that tolerance values are needed for both the trend and the outlier tests to detect only cases with a practical effect in larger data sets. Regardless of the magnitude (yearly increases in phenotypic variance of 2 or 10%) of the generated trend, it deviated statistically significantly from zero in all data replicates for both cows and bulls in setting M. In setting S with a mean of 27 bulls in a year class, the sampling error and thus the probability of a false-positive result clearly increased. Still, overall estimated genetic

  18. Estimation of Genetic Variance Components Including Mutation and Epistasis using Bayesian Approach in a Selection Experiment on Body Weight in Mice

    DEFF Research Database (Denmark)

    Widyas, Nuzul; Jensen, Just; Nielsen, Vivi Hunnicke

    Selection experiment was performed for weight gain in 13 generations of outbred mice. A total of 18 lines were included in the experiment. Nine lines were allotted to each of the two treatment diets (19.3 and 5.1 % protein). Within each diet three lines were selected upwards, three lines were...... selected downwards and three lines were kept as controls. Bayesian statistical methods are used to estimate the genetic variance components. Mixed model analysis is modified including mutation effect following the methods by Wray (1990). DIC was used to compare the model. Models including mutation effect...... have better fit compared to the model with only additive effect. Mutation as direct effect contributes 3.18% of the total phenotypic variance. While in the model with interactions between additive and mutation, it contributes 1.43% as direct effect and 1.36% as interaction effect of the total variance...

  19. A Note on the Effect of Data Clustering on the Multiple-Imputation Variance Estimator: A Theoretical Addendum to the Lewis et al. article in JOS 2014

    Directory of Open Access Journals (Sweden)

    He Yulei

    2016-03-01

    Full Text Available Multiple imputation is a popular approach to handling missing data. Although it was originally motivated by survey nonresponse problems, it has been readily applied to other data settings. However, its general behavior still remains unclear when applied to survey data with complex sample designs, including clustering. Recently, Lewis et al. (2014 compared single- and multiple-imputation analyses for certain incomplete variables in the 2008 National Ambulatory Medicare Care Survey, which has a nationally representative, multistage, and clustered sampling design. Their study results suggested that the increase of the variance estimate due to multiple imputation compared with single imputation largely disappears for estimates with large design effects. We complement their empirical research by providing some theoretical reasoning. We consider data sampled from an equally weighted, single-stage cluster design and characterize the process using a balanced, one-way normal random-effects model. Assuming that the missingness is completely at random, we derive analytic expressions for the within- and between-multiple-imputation variance estimators for the mean estimator, and thus conveniently reveal the impact of design effects on these variance estimators. We propose approximations for the fraction of missing information in clustered samples, extending previous results for simple random samples. We discuss some generalizations of this research and its practical implications for data release by statistical agencies.

  20. Demographic factors and hospital size predict patient satisfaction variance--implications for hospital value-based purchasing.

    Science.gov (United States)

    McFarland, Daniel C; Ornstein, Katherine A; Holcombe, Randall F

    2015-08-01

    Hospital Value-Based Purchasing (HVBP) incentivizes quality performance-based healthcare by linking payments directly to patient satisfaction scores obtained from Hospital Consumer Assessment of Healthcare Providers and Systems (HCAHPS) surveys. Lower HCAHPS scores appear to cluster in heterogeneous population-dense areas and could bias Centers for Medicare & Medicaid Services (CMS) reimbursement. Assess nonrandom variation in patient satisfaction as determined by HCAHPS. Multivariate regression modeling was performed for individual dimensions of HCAHPS and aggregate scores. Standardized partial regression coefficients assessed strengths of predictors. Weighted Individual (hospital) Patient Satisfaction Adjusted Score (WIPSAS) utilized 4 highly predictive variables, and hospitals were reranked accordingly. A total of 3907 HVBP-participating hospitals. There were 934,800 patient surveys by the most conservative estimate. A total of 3144 county demographics (US Census) and HCAHPS surveys. Hospital size and primary language (non-English speaking) most strongly predicted unfavorable HCAHPS scores, whereas education and white ethnicity most strongly predicted favorable HCAHPS scores. The average adjusted patient satisfaction scores calculated by WIPSAS approximated the national average of HCAHPS scores. However, WIPSAS changed hospital rankings by variable amounts depending on the strength of the predictive variables in the hospitals' locations. Structural and demographic characteristics that predict lower scores were accounted for by WIPSAS that also improved rankings of many safety-net hospitals and academic medical centers in diverse areas. Demographic and structural factors (eg, hospital beds) predict patient satisfaction scores even after CMS adjustments. CMS should consider WIPSAS or a similar adjustment to account for the severity of patient satisfaction inequities that hospitals could strive to correct. © 2015 Society of Hospital Medicine.

  1. Evaluation of approaches for estimating the accuracy of genomic prediction in plant breeding.

    Science.gov (United States)

    Ould Estaghvirou, Sidi Boubacar; Ogutu, Joseph O; Schulz-Streeck, Torben; Knaak, Carsten; Ouzunova, Milena; Gordillo, Andres; Piepho, Hans-Peter

    2013-12-06

    In genomic prediction, an important measure of accuracy is the correlation between the predicted and the true breeding values. Direct computation of this quantity for real datasets is not possible, because the true breeding value is unknown. Instead, the correlation between the predicted breeding values and the observed phenotypic values, called predictive ability, is often computed. In order to indirectly estimate predictive accuracy, this latter correlation is usually divided by an estimate of the square root of heritability. In this study we use simulation to evaluate estimates of predictive accuracy for seven methods, four (1 to 4) of which use an estimate of heritability to divide predictive ability computed by cross-validation. Between them the seven methods cover balanced and unbalanced datasets as well as correlated and uncorrelated genotypes. We propose one new indirect method (4) and two direct methods (5 and 6) for estimating predictive accuracy and compare their performances and those of four other existing approaches (three indirect (1 to 3) and one direct (7)) with simulated true predictive accuracy as the benchmark and with each other. The size of the estimated genetic variance and hence heritability exerted the strongest influence on the variation in the estimated predictive accuracy. Increasing the number of genotypes considerably increases the time required to compute predictive accuracy by all the seven methods, most notably for the five methods that require cross-validation (Methods 1, 2, 3, 4 and 6). A new method that we propose (Method 5) and an existing method (Method 7) used in animal breeding programs were the fastest and gave the least biased, most precise and stable estimates of predictive accuracy. Of the methods that use cross-validation Methods 4 and 6 were often the best. The estimated genetic variance and the number of genotypes had the greatest influence on predictive accuracy. Methods 5 and 7 were the fastest and produced the least

  2. Variance swap payoffs, risk premia and extreme market conditions

    DEFF Research Database (Denmark)

    Rombouts, Jeroen V.K.; Stentoft, Lars; Violante, Francesco

    This paper estimates the Variance Risk Premium (VRP) directly from synthetic variance swap payoffs. Since variance swap payoffs are highly volatile, we extract the VRP by using signal extraction techniques based on a state-space representation of our model in combination with a simple economic....... The latter variables and the VRP generate different return predictability on the major US indices. A factor model is proposed to extract a market VRP which turns out to be priced when considering Fama and French portfolios....

  3. Statistical methods for estimating normal blood chemistry ranges and variance in rainbow trout (Salmo gairdneri), Shasta Strain

    Science.gov (United States)

    Wedemeyer, Gary A.; Nelson, Nancy C.

    1975-01-01

    Gaussian and nonparametric (percentile estimate and tolerance interval) statistical methods were used to estimate normal ranges for blood chemistry (bicarbonate, bilirubin, calcium, hematocrit, hemoglobin, magnesium, mean cell hemoglobin concentration, osmolality, inorganic phosphorus, and pH for juvenile rainbow (Salmo gairdneri, Shasta strain) trout held under defined environmental conditions. The percentile estimate and Gaussian methods gave similar normal ranges, whereas the tolerance interval method gave consistently wider ranges for all blood variables except hemoglobin. If the underlying frequency distribution is unknown, the percentile estimate procedure would be the method of choice.

  4. The influence of SO4 and NO3 to the acidity (pH) of rainwater using minimum variance quadratic unbiased estimation (MIVQUE) and maximum likelihood methods

    Science.gov (United States)

    Dilla, Shintia Ulfa; Andriyana, Yudhie; Sudartianto

    2017-03-01

    Acid rain causes many bad effects in life. It is formed by two strong acids, sulfuric acid (H2SO4) and nitric acid (HNO3), where sulfuric acid is derived from SO2 and nitric acid from NOx {x=1,2}. The purpose of the research is to find out the influence of So4 and NO3 levels contained in the rain to the acidity (pH) of rainwater. The data are incomplete panel data with two-way error component model. The panel data is a collection of some of the observations that observed from time to time. It is said incomplete if each individual has a different amount of observation. The model used in this research is in the form of random effects model (REM). Minimum variance quadratic unbiased estimation (MIVQUE) is used to estimate the variance error components, while maximum likelihood estimation is used to estimate the parameters. As a result, we obtain the following model: Ŷ* = 0.41276446 - 0.00107302X1 + 0.00215470X2.

  5. Revealing life-history traits by contrasting genetic estimations with predictions of effective population size.

    Science.gov (United States)

    Greenbaum, Gili; Renan, Sharon; Templeton, Alan R; Bouskila, Amos; Saltz, David; Rubenstein, Daniel I; Bar-David, Shirli

    2017-12-22

    Effective population size, a central concept in conservation biology, is now routinely estimated from genetic surveys and can also be theoretically predicted from demographic, life-history, and mating-system data. By evaluating the consistency of theoretical predictions with empirically estimated effective size, insights can be gained regarding life-history characteristics and the relative impact of different life-history traits on genetic drift. These insights can be used to design and inform management strategies aimed at increasing effective population size. We demonstrated this approach by addressing the conservation of a reintroduced population of Asiatic wild ass (Equus hemionus). We estimated the variance effective size (N ev ) from genetic data (N ev =24.3) and formulated predictions for the impacts on N ev of demography, polygyny, female variance in lifetime reproductive success (RS), and heritability of female RS. By contrasting the genetic estimation with theoretical predictions, we found that polygyny was the strongest factor affecting genetic drift because only when accounting for polygyny were predictions consistent with the genetically measured N ev . The comparison of effective-size estimation and predictions indicated that 10.6% of the males mated per generation when heritability of female RS was unaccounted for (polygyny responsible for 81% decrease in N ev ) and 19.5% mated when female RS was accounted for (polygyny responsible for 67% decrease in N ev ). Heritability of female RS also affected N ev ; hf2=0.91 (heritability responsible for 41% decrease in N ev ). The low effective size is of concern, and we suggest that management actions focus on factors identified as strongly affecting Nev, namely, increasing the availability of artificial water sources to increase number of dominant males contributing to the gene pool. This approach, evaluating life-history hypotheses in light of their impact on effective population size, and contrasting

  6. Star-sensor-based predictive Kalman filter for satelliteattitude estimation

    Institute of Scientific and Technical Information of China (English)

    林玉荣; 邓正隆

    2002-01-01

    A real-time attitude estimation algorithm, namely the predictive Kalman filter, is presented. This algorithm can accurately estimate the three-axis attitude of a satellite using only star sensor measurements. The implementation of the filter includes two steps: first, predicting the torque modeling error, and then estimating the attitude. Simulation results indicate that the predictive Kalman filter provides robust performance in the presence of both significant errors in the assumed model and in the initial conditions.

  7. A simple algorithm to estimate genetic variance in an animal threshold model using Bayesian inference Genetics Selection Evolution 2010, 42:29

    DEFF Research Database (Denmark)

    Ødegård, Jørgen; Meuwissen, Theo HE; Heringstad, Bjørg

    2010-01-01

    Background In the genetic analysis of binary traits with one observation per animal, animal threshold models frequently give biased heritability estimates. In some cases, this problem can be circumvented by fitting sire- or sire-dam models. However, these models are not appropriate in cases where...... records exist for the parents). Furthermore, the new algorithm showed much faster Markov chain mixing properties for genetic parameters (similar to the sire-dam model). Conclusions The new algorithm to estimate genetic parameters via Gibbs sampling solves the bias problems typically occurring in animal...... individual records exist on parents. Therefore, the aim of our study was to develop a new Gibbs sampling algorithm for a proper estimation of genetic (co)variance components within an animal threshold model framework. Methods In the proposed algorithm, individuals are classified as either "informative...

  8. Approximating the variance of estimated means for systematic random sampling, illustrated with data of the French Soil Monitoring Network

    NARCIS (Netherlands)

    Brus, D.J.; Saby, N.P.A.

    2016-01-01

    In France like in many other countries, the soil is monitored at the locations of a regular, square grid thus forming a systematic sample (SY). This sampling design leads to good spatial coverage, enhancing the precision of design-based estimates of spatial means and totals. Design-based

  9. Estimating analytical variance in measurement of polycyclic aromatic hydrocarbons and application to monitoring in American lobster (Homarus americanus)

    Energy Technology Data Exchange (ETDEWEB)

    King, T.L.; Uthe, J.F.; Misra, R.K. [Department of Fisheries and Oceans, Halifax, NS (Canada). Biological Sciences Branch; Musial, C.J. [C. Musial Consulting Chemist Ltd., Monticello, MS (United States)

    1997-05-01

    Polycyclic aromatic hydrocarbon (PAH) concentration in American lobster was monitored. A method to estimate replicate PAH concentrations in the digestive gland tissue based on recoveries of added perdeutered surrogates from a single analysis was presented. Large variations in PAH concentrations were found among the different lobsters, even in specimens from the same place taken at the same time. PAH concentrations in lobsters were sensitive to animal size, sex and fishing site.

  10. Stated Choice Experiments with Complex Ecosystem Changes: The Effect of Information Formats on Estimated Variances and Choice Parameters

    OpenAIRE

    Hoehn, John P.; Lupi, Frank; Kaplowitz, Michael D.

    2010-01-01

    Stated choice experiments about ecosystem changes involve complex information. This study examines whether the format in which ecosystem information is presented to respondents affects stated choice outcomes. Our analysis develops a utility-maximizing model to describe respondent behavior. The model shows how alternative questionnaire formats alter respondents’ use of filtering heuristics and result in differences in preference estimates. Empirical results from a large-scale stated choice e...

  11. Estimating Human Predictability From Mobile Sensor Data

    DEFF Research Database (Denmark)

    Jensen, Bjørn Sand; Larsen, Jakob Eg; Jensen, Kristian

    2010-01-01

    Quantification of human behavior is of prime interest in many applications ranging from behavioral science to practical applications like GSM resource planning and context-aware services. As proxies for humans, we apply multiple mobile phone sensors all conveying information about human behavior....... Using a recent, information theoretic approach it is demonstrated that the trajectories of individual sensors are highly predictable given complete knowledge of the infinite past. We suggest using a new approach to time scale selection which demonstrates that participants have even higher predictability...

  12. Inverse modeling for seawater intrusion in coastal aquifers: Insights about parameter sensitivities, variances, correlations and estimation procedures derived from the Henry problem

    Science.gov (United States)

    Sanz, E.; Voss, C.I.

    2006-01-01

    Inverse modeling studies employing data collected from the classic Henry seawater intrusion problem give insight into several important aspects of inverse modeling of seawater intrusion problems and effective measurement strategies for estimation of parameters for seawater intrusion. Despite the simplicity of the Henry problem, it embodies the behavior of a typical seawater intrusion situation in a single aquifer. Data collected from the numerical problem solution are employed without added noise in order to focus on the aspects of inverse modeling strategies dictated by the physics of variable-density flow and solute transport during seawater intrusion. Covariances of model parameters that can be estimated are strongly dependent on the physics. The insights gained from this type of analysis may be directly applied to field problems in the presence of data errors, using standard inverse modeling approaches to deal with uncertainty in data. Covariance analysis of the Henry problem indicates that in order to generally reduce variance of parameter estimates, the ideal places to measure pressure are as far away from the coast as possible, at any depth, and the ideal places to measure concentration are near the bottom of the aquifer between the center of the transition zone and its inland fringe. These observations are located in and near high-sensitivity regions of system parameters, which may be identified in a sensitivity analysis with respect to several parameters. However, both the form of error distribution in the observations and the observation weights impact the spatial sensitivity distributions, and different choices for error distributions or weights can result in significantly different regions of high sensitivity. Thus, in order to design effective sampling networks, the error form and weights must be carefully considered. For the Henry problem, permeability and freshwater inflow can be estimated with low estimation variance from only pressure or only

  13. A consensus approach for estimating the predictive accuracy of dynamic models in biology.

    Science.gov (United States)

    Villaverde, Alejandro F; Bongard, Sophia; Mauch, Klaus; Müller, Dirk; Balsa-Canto, Eva; Schmid, Joachim; Banga, Julio R

    2015-04-01

    Mathematical models that predict the complex dynamic behaviour of cellular networks are fundamental in systems biology, and provide an important basis for biomedical and biotechnological applications. However, obtaining reliable predictions from large-scale dynamic models is commonly a challenging task due to lack of identifiability. The present work addresses this challenge by presenting a methodology for obtaining high-confidence predictions from dynamic models using time-series data. First, to preserve the complex behaviour of the network while reducing the number of estimated parameters, model parameters are combined in sets of meta-parameters, which are obtained from correlations between biochemical reaction rates and between concentrations of the chemical species. Next, an ensemble of models with different parameterizations is constructed and calibrated. Finally, the ensemble is used for assessing the reliability of model predictions by defining a measure of convergence of model outputs (consensus) that is used as an indicator of confidence. We report results of computational tests carried out on a metabolic model of Chinese Hamster Ovary (CHO) cells, which are used for recombinant protein production. Using noisy simulated data, we find that the aggregated ensemble predictions are on average more accurate than the predictions of individual ensemble models. Furthermore, ensemble predictions with high consensus are statistically more accurate than ensemble predictions with large variance. The procedure provides quantitative estimates of the confidence in model predictions and enables the analysis of sufficiently complex networks as required for practical applications. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

  14. Prediction error variance and expected response to selection, when selection is based on the best predictor – for Gaussian and threshold characters, traits following a Poisson mixed model and survival traits

    Directory of Open Access Journals (Sweden)

    Jensen Just

    2002-05-01

    Full Text Available Abstract In this paper, we consider selection based on the best predictor of animal additive genetic values in Gaussian linear mixed models, threshold models, Poisson mixed models, and log normal frailty models for survival data (including models with time-dependent covariates with associated fixed or random effects. In the different models, expressions are given (when these can be found – otherwise unbiased estimates are given for prediction error variance, accuracy of selection and expected response to selection on the additive genetic scale and on the observed scale. The expressions given for non Gaussian traits are generalisations of the well-known formulas for Gaussian traits – and reflect, for Poisson mixed models and frailty models for survival data, the hierarchal structure of the models. In general the ratio of the additive genetic variance to the total variance in the Gaussian part of the model (heritability on the normally distributed level of the model or a generalised version of heritability plays a central role in these formulas.

  15. Heritability and variance components estimates for growth traits in Saudi Ardi goat and Damascus goat and their crosses

    Directory of Open Access Journals (Sweden)

    K M Mohammed

    2018-01-01

    Full Text Available Objective: To study the genetic and non-genetic factors and their interactions affecting growth rate and body weights at birth, weaning and at 6 months of age in Saudi Ardi, Damascus goats and their crosses.Methods: Crossbreeding program between Saudi Ardi(A goats with Damascus(D was carried out to improve the meat productivity of Ardi goats through crossbreeding. The pedigree records of the body weights were obtained from 754 kids (397 males and 357 females produced from 46 Sires and 279 Dams. Birth weight, weaning weigh and 6 months weight as well as average daily gain during different growth stages from birth to weaning (D1, weaning to 6 months (D2 and from birth to 6 months of age (D3 were recorded during winter/autumn and summer/spring. Data were classified according to breed, generation, sex, season, year, and type of birth. Data were analyzed using GLM procedure for the least-squares means of the fixed factors. Heritability and genetic parameters were estimated with derivative-free restricted maximum likelihood procedures using the MTDFREML program.Results: The percentages of variations were moderate for body weights and high for daily gains. Genetic groups had a highly significant (P<0.01 effect on the body weights traits. Damascus goats had higher (P<0.01 birth and weaning weights, but ½D½A group kids had a higher (P<0.01 body weight at 6 months. The genetic groups had a significant effects on the daily weight gains for D1 (P<0.01 and D3 (P<0.05 periods, whereas, it had no effects on D2 period. The fixed effects of sex, season, year and type of birth were significant differences for body weights. Male kids were heavier (P<0.01 than females for different growth stages. Body weights and daily gains during winter/autumn were significantly higher (P<0.01 than summer/ spring. Kids born and raised as singles were significantly (P<0.01 heavier than those were born as twins or triplets. The genetic and phenotypic correlations between birth

  16. Novel images extraction model using improved delay vector variance feature extraction and multi-kernel neural network for EEG detection and prediction.

    Science.gov (United States)

    Ge, Jing; Zhang, Guoping

    2015-01-01

    Advanced intelligent methodologies could help detect and predict diseases from the EEG signals in cases the manual analysis is inefficient available, for instance, the epileptic seizures detection and prediction. This is because the diversity and the evolution of the epileptic seizures make it very difficult in detecting and identifying the undergoing disease. Fortunately, the determinism and nonlinearity in a time series could characterize the state changes. Literature review indicates that the Delay Vector Variance (DVV) could examine the nonlinearity to gain insight into the EEG signals but very limited work has been done to address the quantitative DVV approach. Hence, the outcomes of the quantitative DVV should be evaluated to detect the epileptic seizures. To develop a new epileptic seizure detection method based on quantitative DVV. This new epileptic seizure detection method employed an improved delay vector variance (IDVV) to extract the nonlinearity value as a distinct feature. Then a multi-kernel functions strategy was proposed in the extreme learning machine (ELM) network to provide precise disease detection and prediction. The nonlinearity is more sensitive than the energy and entropy. 87.5% overall accuracy of recognition and 75.0% overall accuracy of forecasting were achieved. The proposed IDVV and multi-kernel ELM based method was feasible and effective for epileptic EEG detection. Hence, the newly proposed method has importance for practical applications.

  17. Number Line Estimation Predicts Mathematical Skills: Difference in Grades 2 and 4

    Directory of Open Access Journals (Sweden)

    Meixia Zhu

    2017-09-01

    Full Text Available Studies have shown that number line estimation is important for learning. However, it is yet unclear if number line estimation predicts different mathematical skills in different grades after controlling for age, non-verbal cognitive ability, attention, and working memory. The purpose of this study was to examine the role of number line estimation on two mathematical skills (calculation fluency and math problem-solving in grade 2 and grade 4. One hundred and forty-eight children from Shanghai, China were assessed on measures of number line estimation, non-verbal cognitive ability (non-verbal matrices, working memory (N-back, attention (expressive attention, and mathematical skills (calculation fluency and math problem-solving. The results showed that in grade 2, number line estimation correlated significantly with calculation fluency (r = -0.27, p < 0.05 and math problem-solving (r = -0.52, p < 0.01. In grade 4, number line estimation correlated significantly with math problem-solving (r = -0.38, p < 0.01, but not with calculation fluency. Regression analyses indicated that in grade 2, number line estimation accounted for unique variance in math problem-solving (12.0% and calculation fluency (4.0% after controlling for the effects of age, non-verbal cognitive ability, attention, and working memory. In grade 4, number line estimation accounted for unique variance in math problem-solving (9.0% but not in calculation fluency. These findings suggested that number line estimation had an important role in math problem-solving for both grades 2 and 4 children and in calculation fluency for grade 2 children. We concluded that number line estimation could be a useful indicator for teachers to identify and improve children’s mathematical skills.

  18. Prediction of RNA secondary structure using generalized centroid estimators.

    Science.gov (United States)

    Hamada, Michiaki; Kiryu, Hisanori; Sato, Kengo; Mituyama, Toutai; Asai, Kiyoshi

    2009-02-15

    Recent studies have shown that the methods for predicting secondary structures of RNAs on the basis of posterior decoding of the base-pairing probabilities has an advantage with respect to prediction accuracy over the conventionally utilized minimum free energy methods. However, there is room for improvement in the objective functions presented in previous studies, which are maximized in the posterior decoding with respect to the accuracy measures for secondary structures. We propose novel estimators which improve the accuracy of secondary structure prediction of RNAs. The proposed estimators maximize an objective function which is the weighted sum of the expected number of the true positives and that of the true negatives of the base pairs. The proposed estimators are also improved versions of the ones used in previous works, namely CONTRAfold for secondary structure prediction from a single RNA sequence and McCaskill-MEA for common secondary structure prediction from multiple alignments of RNA sequences. We clarify the relations between the proposed estimators and the estimators presented in previous works, and theoretically show that the previous estimators include additional unnecessary terms in the evaluation measures with respect to the accuracy. Furthermore, computational experiments confirm the theoretical analysis by indicating improvement in the empirical accuracy. The proposed estimators represent extensions of the centroid estimators proposed in Ding et al. and Carvalho and Lawrence, and are applicable to a wide variety of problems in bioinformatics. Supporting information and the CentroidFold software are available online at: http://www.ncrna.org/software/centroidfold/.

  19. Uncertainty Estimates in Cold Critical Eigenvalue Predictions

    International Nuclear Information System (INIS)

    Karve, Atul A.; Moore, Brian R.; Mills, Vernon W.; Marrotte, Gary N.

    2005-01-01

    A recent cycle of a General Electric boiling water reactor performed two beginning-of-cycle local cold criticals. The eigenvalues estimated by the core simulator were 0.99826 and 1.00610. The large spread in them (= 0.00784) is a source of concern, and it is studied here. An analysis process is developed using statistical techniques, where first a transfer function relating the core observable Y (eigenvalue) to various factors (X's) is established. Engineering judgment is used to recognize the best candidates for X's. They are identified as power-weighted assembly k ∞ 's of selected assemblies around the withdrawn rods. These are a small subset of many X's that could potentially influence Y. However, the intention here is not to do a comprehensive study by accounting for all the X's. Rather, the scope is to demonstrate that the process developed is reasonable and to show its applicability to performing detailed studies. Variability in X's is obtained by perturbing nodal k ∞ 's since they directly influence the buckling term in the quasi-two-group diffusion equation model of the core simulator. Any perturbations introduced in them are bounded by standard well-established uncertainties. The resulting perturbations in the X's may not necessarily be directly correlated to physical attributes, but they encompass numerous biases and uncertainties credited to input and modeling uncertainties. The 'vital few' from the 'unimportant many' X's are determined, and then they are subgrouped according to assembly type, location, exposure, and control rod insertion. The goal is to study how the subgroups influence Y in order to have a better understanding of the variability observed in it

  20. The VIX, the Variance Premium, and Expected Returns

    DEFF Research Database (Denmark)

    Osterrieder, Daniela Maria; Ventosa-Santaulària, Daniel; Vera-Valdés, Eduardo

    2018-01-01

    . These problems are eliminated if risk is captured by the variance premium (VP) instead; it is unobservable, however. We propose a 2SLS estimator that produces consistent estimates without observing the VP. Using this method, we find a positive risk–return trade-off and long-run return predictability. Our...

  1. Model-based mean square error estimators for k-nearest neighbour predictions and applications using remotely sensed data for forest inventories

    Science.gov (United States)

    Steen Magnussen; Ronald E. McRoberts; Erkki O. Tomppo

    2009-01-01

    New model-based estimators of the uncertainty of pixel-level and areal k-nearest neighbour (knn) predictions of attribute Y from remotely-sensed ancillary data X are presented. Non-parametric functions predict Y from scalar 'Single Index Model' transformations of X. Variance functions generated...

  2. On the estimation and testing of predictive panel regressions

    NARCIS (Netherlands)

    Karabiyik, H.; Westerlund, Joakim; Narayan, Paresh

    2016-01-01

    Hjalmarsson (2010) considers an OLS-based estimator of predictive panel regressions that is argued to be mixed normal under very general conditions. In a recent paper, Westerlund et al. (2016) show that while consistent, the estimator is generally not mixed normal, which invalidates standard normal

  3. Semi-empirical prediction of moisture build-up in an electronic enclosure using analysis of variance (ANOVA)

    DEFF Research Database (Denmark)

    Shojaee Nasirabadi, Parizad; Conseil, Helene; Mohanty, Sankhya

    2016-01-01

    Electronic systems are exposed to harsh environmental conditions such as high humidity in many applications. Moisture transfer into electronic enclosures and condensation can cause several problems as material degradation and corrosion. Therefore, it is important to control the moisture content...... and the relative humidity inside electronic enclosures. In this work, moisture transfer into a typical polycarbonate electronic enclosure with a cylindrical shape opening is studied. The effects of four influential parameters namely, initial relative humidity inside the enclosure, radius and length of the opening...... and temperature are studied. A set of experiments are done based on a fractional factorial design in order to estimate the time constant for moisture transfer into the enclosure by fitting the experimental data to an analytical quasi-steady-state model. According to the statistical analysis, temperature...

  4. Distributed estimation based on observations prediction in wireless sensor networks

    KAUST Repository

    Bouchoucha, Taha

    2015-03-19

    We consider wireless sensor networks (WSNs) used for distributed estimation of unknown parameters. Due to the limited bandwidth, sensor nodes quantize their noisy observations before transmission to a fusion center (FC) for the estimation process. In this letter, the correlation between observations is exploited to reduce the mean-square error (MSE) of the distributed estimation. Specifically, sensor nodes generate local predictions of their observations and then transmit the quantized prediction errors (innovations) to the FC rather than the quantized observations. The analytic and numerical results show that transmitting the innovations rather than the observations mitigates the effect of quantization noise and hence reduces the MSE. © 2015 IEEE.

  5. Power system dynamic state estimation using prediction based evolutionary technique

    International Nuclear Information System (INIS)

    Basetti, Vedik; Chandel, Ashwani K.; Chandel, Rajeevan

    2016-01-01

    In this paper, a new robust LWS (least winsorized square) estimator is proposed for dynamic state estimation of a power system. One of the main advantages of this estimator is that it has an inbuilt bad data rejection property and is less sensitive to bad data measurements. In the proposed approach, Brown's double exponential smoothing technique has been utilised for its reliable performance at the prediction step. The state estimation problem is solved as an optimisation problem using a new jDE-self adaptive differential evolution with prediction based population re-initialisation technique at the filtering step. This new stochastic search technique has been embedded with different state scenarios using the predicted state. The effectiveness of the proposed LWS technique is validated under different conditions, namely normal operation, bad data, sudden load change, and loss of transmission line conditions on three different IEEE test bus systems. The performance of the proposed approach is compared with the conventional extended Kalman filter. On the basis of various performance indices, the results thus obtained show that the proposed technique increases the accuracy and robustness of power system dynamic state estimation performance. - Highlights: • To estimate the states of the power system under dynamic environment. • The performance of the EKF method is degraded during anomaly conditions. • The proposed method remains robust towards anomalies. • The proposed method provides precise state estimates even in the presence of anomalies. • The results show that prediction accuracy is enhanced by using the proposed model.

  6. Number Line Estimation Predicts Mathematical Skills: Difference in Grades 2 and 4.

    Science.gov (United States)

    Zhu, Meixia; Cai, Dan; Leung, Ada W S

    2017-01-01

    Studies have shown that number line estimation is important for learning. However, it is yet unclear if number line estimation predicts different mathematical skills in different grades after controlling for age, non-verbal cognitive ability, attention, and working memory. The purpose of this study was to examine the role of number line estimation on two mathematical skills (calculation fluency and math problem-solving) in grade 2 and grade 4. One hundred and forty-eight children from Shanghai, China were assessed on measures of number line estimation, non-verbal cognitive ability (non-verbal matrices), working memory (N-back), attention (expressive attention), and mathematical skills (calculation fluency and math problem-solving). The results showed that in grade 2, number line estimation correlated significantly with calculation fluency ( r = -0.27, p problem-solving ( r = -0.52, p problem-solving ( r = -0.38, p problem-solving (12.0%) and calculation fluency (4.0%) after controlling for the effects of age, non-verbal cognitive ability, attention, and working memory. In grade 4, number line estimation accounted for unique variance in math problem-solving (9.0%) but not in calculation fluency. These findings suggested that number line estimation had an important role in math problem-solving for both grades 2 and 4 children and in calculation fluency for grade 2 children. We concluded that number line estimation could be a useful indicator for teachers to identify and improve children's mathematical skills.

  7. Variance in predicted cup size by 2-dimensional vs 3-dimensional computerized tomography-based templating in primary total hip arthroplasty.

    Science.gov (United States)

    Osmani, Feroz A; Thakkar, Savyasachi; Ramme, Austin; Elbuluk, Ameer; Wojack, Paul; Vigdorchik, Jonathan M

    2017-12-01

    Preoperative total hip arthroplasty templating can be performed with radiographs using acetate prints, digital viewing software, or with computed tomography (CT) images. Our hypothesis is that 3D templating is more precise and accurate with cup size prediction as compared to 2D templating with acetate prints and digital templating software. Data collected from 45 patients undergoing robotic-assisted total hip arthroplasty compared cup sizes templated on acetate prints and OrthoView software to MAKOplasty software that uses CT scan. Kappa analysis determined strength of agreement between each templating modality and the final size used. t tests compared mean cup-size variance from the final size for each templating technique. Interclass correlation coefficient (ICC) determined reliability of digital and acetate planning by comparing predictions of the operating surgeon and a blinded adult reconstructive fellow. The Kappa values for CT-guided, digital, and acetate templating with the final size was 0.974, 0.233, and 0.262, respectively. Both digital and acetate templating significantly overpredicted cup size, compared to CT-guided methods ( P cup size when compared to the significant overpredictions of digital and acetate templating. CT-guided templating may also lead to better outcomes due to bone stock preservation from a smaller and more accurate cup size predicted than that of digital and acetate predictions.

  8. Predicting Software Projects Cost Estimation Based on Mining Historical Data

    OpenAIRE

    Najadat, Hassan; Alsmadi, Izzat; Shboul, Yazan

    2012-01-01

    In this research, a hybrid cost estimation model is proposed to produce a realistic prediction model that takes into consideration software project, product, process, and environmental elements. A cost estimation dataset is built from a large number of open source projects. Those projects are divided into three domains: communication, finance, and game projects. Several data mining techniques are used to classify software projects in terms of their development complexity. Data mining techniqu...

  9. Clustering with position-specific constraints on variance: Applying redescending M-estimators to label-free LC-MS data analysis

    Directory of Open Access Journals (Sweden)

    Mani D R

    2011-08-01

    Full Text Available Abstract Background Clustering is a widely applicable pattern recognition method for discovering groups of similar observations in data. While there are a large variety of clustering algorithms, very few of these can enforce constraints on the variation of attributes for data points included in a given cluster. In particular, a clustering algorithm that can limit variation within a cluster according to that cluster's position (centroid location can produce effective and optimal results in many important applications ranging from clustering of silicon pixels or calorimeter cells in high-energy physics to label-free liquid chromatography based mass spectrometry (LC-MS data analysis in proteomics and metabolomics. Results We present MEDEA (M-Estimator with DEterministic Annealing, an M-estimator based, new unsupervised algorithm that is designed to enforce position-specific constraints on variance during the clustering process. The utility of MEDEA is demonstrated by applying it to the problem of "peak matching"--identifying the common LC-MS peaks across multiple samples--in proteomic biomarker discovery. Using real-life datasets, we show that MEDEA not only outperforms current state-of-the-art model-based clustering methods, but also results in an implementation that is significantly more efficient, and hence applicable to much larger LC-MS data sets. Conclusions MEDEA is an effective and efficient solution to the problem of peak matching in label-free LC-MS data. The program implementing the MEDEA algorithm, including datasets, clustering results, and supplementary information is available from the author website at http://www.hephy.at/user/fru/medea/.

  10. Tsunami Prediction and Earthquake Parameters Estimation in the Red Sea

    KAUST Repository

    Sawlan, Zaid A

    2012-12-01

    Tsunami concerns have increased in the world after the 2004 Indian Ocean tsunami and the 2011 Tohoku tsunami. Consequently, tsunami models have been developed rapidly in the last few years. One of the advanced tsunami models is the GeoClaw tsunami model introduced by LeVeque (2011). This model is adaptive and consistent. Because of different sources of uncertainties in the model, observations are needed to improve model prediction through a data assimilation framework. Model inputs are earthquake parameters and topography. This thesis introduces a real-time tsunami forecasting method that combines tsunami model with observations using a hybrid ensemble Kalman filter and ensemble Kalman smoother. The filter is used for state prediction while the smoother operates smoothing to estimate the earthquake parameters. This method reduces the error produced by uncertain inputs. In addition, state-parameter EnKF is implemented to estimate earthquake parameters. Although number of observations is small, estimated parameters generates a better tsunami prediction than the model. Methods and results of prediction experiments in the Red Sea are presented and the prospect of developing an operational tsunami prediction system in the Red Sea is discussed.

  11. Methods and measurement variance for field estimations of coral colony planar area using underwater photographs and semi-automated image segmentation.

    Science.gov (United States)

    Neal, Benjamin P; Lin, Tsung-Han; Winter, Rivah N; Treibitz, Tali; Beijbom, Oscar; Kriegman, David; Kline, David I; Greg Mitchell, B

    2015-08-01

    Size and growth rates for individual colonies are some of the most essential descriptive parameters for understanding coral communities, which are currently experiencing worldwide declines in health and extent. Accurately measuring coral colony size and changes over multiple years can reveal demographic, growth, or mortality patterns often not apparent from short-term observations and can expose environmental stress responses that may take years to manifest. Describing community size structure can reveal population dynamics patterns, such as periods of failed recruitment or patterns of colony fission, which have implications for the future sustainability of these ecosystems. However, rapidly and non-invasively measuring coral colony sizes in situ remains a difficult task, as three-dimensional underwater digital reconstruction methods are currently not practical for large numbers of colonies. Two-dimensional (2D) planar area measurements from projection of underwater photographs are a practical size proxy, although this method presents operational difficulties in obtaining well-controlled photographs in the highly rugose environment of the coral reef, and requires extensive time for image processing. Here, we present and test the measurement variance for a method of making rapid planar area estimates of small to medium-sized coral colonies using a lightweight monopod image-framing system and a custom semi-automated image segmentation analysis program. This method demonstrated a coefficient of variation of 2.26% for repeated measurements in realistic ocean conditions, a level of error appropriate for rapid, inexpensive field studies of coral size structure, inferring change in colony size over time, or measuring bleaching or disease extent of large numbers of individual colonies.

  12. Relationship Between the Estimated Breeding Values for Litter Traits at Birth and Ovarian and Embryonic Traits and Their Additive Genetic Variance in Gilts at 35 Days of Pregnancy

    Directory of Open Access Journals (Sweden)

    Carolina L. A. Da Silva

    2018-04-01

    Full Text Available We investigated (1 the relationship between the estimated breeding values (EBVs for litter traits at birth and ovulation rate (OR, average corpora luteal weight, uterine length and embryonic survival and development traits in gilts at 35 days of pregnancy by linear regression, (2 the genetic variance of OR, average corpora lutea (CL weight, uterine length and embryonic survival and development traits at 35 days of pregnancy, and (3 the genetic correlations between these traits. Landrace (n = 86 and Yorkshire × Landrace (n = 304 gilts were inseminated and slaughtered at 35 days of pregnancy. OR was assessed by dissection of the CL on both ovaries. Individual CL was weighed and the average CL weight calculated. The number of embryos (total and vital were counted and the vital embryos were individually weighed for calculation of within litter average and standard deviation (SD of the embryo weight. Length of the uterine implantation site of the vital embryos was measured and the average per gilt calculated. Results suggests that increasing the EBV for total number of piglets born would proportionally increase OR and number of embryos, while decreasing the average CL weight. On the contrary, increasing the EBV for average piglet birth weight and for within litter birth weight standard deviation would increase the average CL weight. There was no relationship between the EBVs for BW and for BWSD and vital embryonic weight at 35 days of pregnancy. OR, average CL weight, number of embryos, average weight and implantation length of the vital embryos had all moderate to high heritabilities, ranging from 0.36 (±0.18 to 0.70 (±0.17. Thus, results indicate that there is ample genetic variation in OR, average CL weight and embryonic development traits. This knowledge could be used to optimize the balance between selection for litter size, average piglets birth weight and within litter birth weight uniformity.

  13. Predictive framework for estimating exposure of birds to pharmaceuticals.

    Science.gov (United States)

    Bean, Thomas G; Arnold, Kathryn E; Lane, Julie M; Bergström, Ed; Thomas-Oates, Jane; Rattner, Barnett A; Boxall, Alistair B A

    2017-09-01

    We present and evaluate a framework for estimating concentrations of pharmaceuticals over time in wildlife feeding at wastewater treatment plants (WWTPs). The framework is composed of a series of predictive steps involving the estimation of pharmaceutical concentration in wastewater, accumulation into wildlife food items, and uptake by wildlife with subsequent distribution into, and elimination from, tissues. Because many pharmacokinetic parameters for wildlife are unavailable for the majority of drugs in use, a read-across approach was employed using either rodent or human data on absorption, distribution, metabolism, and excretion. Comparison of the different steps in the framework against experimental data for the scenario where birds are feeding on a WWTP contaminated with fluoxetine showed that estimated concentrations in wastewater treatment works were lower than measured concentrations; concentrations in food could be reasonably estimated if experimental bioaccumulation data are available; and read-across from rodent data worked better than human to bird read-across. The framework provides adequate predictions of plasma concentrations and of elimination behavior in birds but yields poor predictions of distribution in tissues. The approach holds promise, but it is important that we improve our understanding of the physiological similarities and differences between wild birds and domesticated laboratory mammals used in pharmaceutical efficacy/safety trials, so that the wealth of data available can be applied more effectively in ecological risk assessments. Environ Toxicol Chem 2017;36:2335-2344. © 2017 SETAC. © 2017 SETAC.

  14. Predictive framework for estimating exposure of birds to pharmaceuticals

    Science.gov (United States)

    Bean, Thomas G.; Arnold, Kathryn E.; Lane, Julie M.; Bergström, Ed; Thomas-Oates, Jane; Rattner, Barnett A.; Boxall, Allistair B.A.

    2017-01-01

    We present and evaluate a framework for estimating concentrations of pharmaceuticals over time in wildlife feeding at wastewater treatment plants (WWTPs). The framework is composed of a series of predictive steps involving the estimation of pharmaceutical concentration in wastewater, accumulation into wildlife food items, and uptake by wildlife with subsequent distribution into, and elimination from, tissues. Because many pharmacokinetic parameters for wildlife are unavailable for the majority of drugs in use, a read-across approach was employed using either rodent or human data on absorption, distribution, metabolism, and excretion. Comparison of the different steps in the framework against experimental data for the scenario where birds are feeding on a WWTP contaminated with fluoxetine showed that estimated concentrations in wastewater treatment works were lower than measured concentrations; concentrations in food could be reasonably estimated if experimental bioaccumulation data are available; and read-across from rodent data worked better than human to bird read-across. The framework provides adequate predictions of plasma concentrations and of elimination behavior in birds but yields poor predictions of distribution in tissues. The approach holds promise, but it is important that we improve our understanding of the physiological similarities and differences between wild birds and domesticated laboratory mammals used in pharmaceutical efficacy/safety trials, so that the wealth of data available can be applied more effectively in ecological risk assessments.

  15. Beyond the Mean: Sensitivities of the Variance of Population Growth.

    Science.gov (United States)

    Trotter, Meredith V; Krishna-Kumar, Siddharth; Tuljapurkar, Shripad

    2013-03-01

    Populations in variable environments are described by both a mean growth rate and a variance of stochastic population growth. Increasing variance will increase the width of confidence bounds around estimates of population size, growth, probability of and time to quasi-extinction. However, traditional sensitivity analyses of stochastic matrix models only consider the sensitivity of the mean growth rate. We derive an exact method for calculating the sensitivity of the variance in population growth to changes in demographic parameters. Sensitivities of the variance also allow a new sensitivity calculation for the cumulative probability of quasi-extinction. We apply this new analysis tool to an empirical dataset on at-risk polar bears to demonstrate its utility in conservation biology We find that in many cases a change in life history parameters will increase both the mean and variance of population growth of polar bears. This counterintuitive behaviour of the variance complicates predictions about overall population impacts of management interventions. Sensitivity calculations for cumulative extinction risk factor in changes to both mean and variance, providing a highly useful quantitative tool for conservation management. The mean stochastic growth rate and its sensitivities do not fully describe the dynamics of population growth. The use of variance sensitivities gives a more complete understanding of population dynamics and facilitates the calculation of new sensitivities for extinction processes.

  16. Using prediction markets to estimate the reproducibility of scientific research

    Science.gov (United States)

    Dreber, Anna; Pfeiffer, Thomas; Almenberg, Johan; Isaksson, Siri; Wilson, Brad; Chen, Yiling; Nosek, Brian A.; Johannesson, Magnus

    2015-01-01

    Concerns about a lack of reproducibility of statistically significant results have recently been raised in many fields, and it has been argued that this lack comes at substantial economic costs. We here report the results from prediction markets set up to quantify the reproducibility of 44 studies published in prominent psychology journals and replicated in the Reproducibility Project: Psychology. The prediction markets predict the outcomes of the replications well and outperform a survey of market participants’ individual forecasts. This shows that prediction markets are a promising tool for assessing the reproducibility of published scientific results. The prediction markets also allow us to estimate probabilities for the hypotheses being true at different testing stages, which provides valuable information regarding the temporal dynamics of scientific discovery. We find that the hypotheses being tested in psychology typically have low prior probabilities of being true (median, 9%) and that a “statistically significant” finding needs to be confirmed in a well-powered replication to have a high probability of being true. We argue that prediction markets could be used to obtain speedy information about reproducibility at low cost and could potentially even be used to determine which studies to replicate to optimally allocate limited resources into replications. PMID:26553988

  17. Using prediction markets to estimate the reproducibility of scientific research.

    Science.gov (United States)

    Dreber, Anna; Pfeiffer, Thomas; Almenberg, Johan; Isaksson, Siri; Wilson, Brad; Chen, Yiling; Nosek, Brian A; Johannesson, Magnus

    2015-12-15

    Concerns about a lack of reproducibility of statistically significant results have recently been raised in many fields, and it has been argued that this lack comes at substantial economic costs. We here report the results from prediction markets set up to quantify the reproducibility of 44 studies published in prominent psychology journals and replicated in the Reproducibility Project: Psychology. The prediction markets predict the outcomes of the replications well and outperform a survey of market participants' individual forecasts. This shows that prediction markets are a promising tool for assessing the reproducibility of published scientific results. The prediction markets also allow us to estimate probabilities for the hypotheses being true at different testing stages, which provides valuable information regarding the temporal dynamics of scientific discovery. We find that the hypotheses being tested in psychology typically have low prior probabilities of being true (median, 9%) and that a "statistically significant" finding needs to be confirmed in a well-powered replication to have a high probability of being true. We argue that prediction markets could be used to obtain speedy information about reproducibility at low cost and could potentially even be used to determine which studies to replicate to optimally allocate limited resources into replications.

  18. Analysis of conditional genetic effects and variance components in developmental genetics.

    Science.gov (United States)

    Zhu, J

    1995-12-01

    A genetic model with additive-dominance effects and genotype x environment interactions is presented for quantitative traits with time-dependent measures. The genetic model for phenotypic means at time t conditional on phenotypic means measured at previous time (t-1) is defined. Statistical methods are proposed for analyzing conditional genetic effects and conditional genetic variance components. Conditional variances can be estimated by minimum norm quadratic unbiased estimation (MINQUE) method. An adjusted unbiased prediction (AUP) procedure is suggested for predicting conditional genetic effects. A worked example from cotton fruiting data is given for comparison of unconditional and conditional genetic variances and additive effects.

  19. Estimation and prediction under local volatility jump-diffusion model

    Science.gov (United States)

    Kim, Namhyoung; Lee, Younhee

    2018-02-01

    Volatility is an important factor in operating a company and managing risk. In the portfolio optimization and risk hedging using the option, the value of the option is evaluated using the volatility model. Various attempts have been made to predict option value. Recent studies have shown that stochastic volatility models and jump-diffusion models reflect stock price movements accurately. However, these models have practical limitations. Combining them with the local volatility model, which is widely used among practitioners, may lead to better performance. In this study, we propose a more effective and efficient method of estimating option prices by combining the local volatility model with the jump-diffusion model and apply it using both artificial and actual market data to evaluate its performance. The calibration process for estimating the jump parameters and local volatility surfaces is divided into three stages. We apply the local volatility model, stochastic volatility model, and local volatility jump-diffusion model estimated by the proposed method to KOSPI 200 index option pricing. The proposed method displays good estimation and prediction performance.

  20. Regression methodology in groundwater composition estimation with composition predictions for Romuvaara borehole KR10

    Energy Technology Data Exchange (ETDEWEB)

    Luukkonen, A.; Korkealaakso, J.; Pitkaenen, P. [VTT Communities and Infrastructure, Espoo (Finland)

    1997-11-01

    Teollisuuden Voima Oy selected five investigation areas for preliminary site studies (1987Ae1992). The more detailed site investigation project, launched at the beginning of 1993 and presently supervised by Posiva Oy, is concentrated to three investigation areas. Romuvaara at Kuhmo is one of the present target areas, and the geochemical, structural and hydrological data used in this study are extracted from there. The aim of the study is to develop suitable methods for groundwater composition estimation based on a group of known hydrogeological variables. The input variables used are related to the host type of groundwater, hydrological conditions around the host location, mixing potentials between different types of groundwater, and minerals equilibrated with the groundwater. The output variables are electrical conductivity, Ca, Mg, Mn, Na, K, Fe, Cl, S, HS, SO{sub 4}, alkalinity, {sup 3}H, {sup 14}C, {sup 13}C, Al, Sr, F, Br and I concentrations, and pH of the groundwater. The methodology is to associate the known hydrogeological conditions (i.e. input variables), with the known water compositions (output variables), and to evaluate mathematical relations between these groups. Output estimations are done with two separate procedures: partial least squares regressions on the principal components of input variables, and by training neural networks with input-output pairs. Coefficients of linear equations and trained networks are optional methods for actual predictions. The quality of output predictions are monitored with confidence limit estimations, evaluated from input variable covariances and output variances, and with charge balance calculations. Groundwater compositions in Romuvaara borehole KR10 are predicted at 10 metre intervals with both prediction methods. 46 refs.

  1. MCNP variance reduction overview

    International Nuclear Information System (INIS)

    Hendricks, J.S.; Booth, T.E.

    1985-01-01

    The MCNP code is rich in variance reduction features. Standard variance reduction methods found in most Monte Carlo codes are available as well as a number of methods unique to MCNP. We discuss the variance reduction features presently in MCNP as well as new ones under study for possible inclusion in future versions of the code

  2. Variance in exposed perturbations impairs retention of visuomotor adaptation.

    Science.gov (United States)

    Canaveral, Cesar Augusto; Danion, Frédéric; Berrigan, Félix; Bernier, Pierre-Michel

    2017-11-01

    Sensorimotor control requires an accurate estimate of the state of the body. The brain optimizes state estimation by combining sensory signals with predictions of the sensory consequences of motor commands using a forward model. Given that both sensory signals and predictions are uncertain (i.e., noisy), the brain optimally weights the relative reliance on each source of information during adaptation. In support, it is known that uncertainty in the sensory predictions influences the rate and generalization of visuomotor adaptation. We investigated whether uncertainty in the sensory predictions affects the retention of a new visuomotor relationship. This was done by exposing three separate groups to a visuomotor rotation whose mean was common at 15° counterclockwise but whose variance around the mean differed (i.e., SD of 0°, 3.2°, or 4.5°). Retention was assessed by measuring the persistence of the adapted behavior in a no-vision phase. Results revealed that mean reach direction late in adaptation was similar across groups, suggesting it depended mainly on the mean of exposed rotations and was robust to differences in variance. However, retention differed across groups, with higher levels of variance being associated with a more rapid reversion toward nonadapted behavior. A control experiment ruled out the possibility that differences in retention were accounted for by differences in success rates. Exposure to variable rotations may have increased the uncertainty in sensory predictions, making the adapted forward model more labile and susceptible to change or decay. NEW & NOTEWORTHY The brain predicts the sensory consequences of motor commands through a forward model. These predictions are subject to uncertainty. We use visuomotor adaptation and modulate uncertainty in the sensory predictions by manipulating the variance in exposed rotations. Results reveal that variance does not influence the final extent of adaptation but selectively impairs the retention of

  3. Estimating the decomposition of predictive information in multivariate systems

    Science.gov (United States)

    Faes, Luca; Kugiumtzis, Dimitris; Nollo, Giandomenico; Jurysta, Fabrice; Marinazzo, Daniele

    2015-03-01

    In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of conditional mutual information, to the present target process. Moreover, it computes all information-theoretic quantities using a nearest-neighbor technique designed to compensate the bias due to the different dimensionality of individual entropy terms. The resulting estimators of prediction entropy, storage entropy, transfer entropy, and partial transfer entropy are tested on simulations of coupled linear stochastic and nonlinear deterministic dynamic processes, demonstrating the superiority of the proposed approach over the traditional estimators based on uniform embedding. The framework is then applied to multivariate physiologic time series, resulting in physiologically well-interpretable information decompositions of cardiovascular and cardiorespiratory interactions during head-up tilt and of joint brain-heart dynamics during sleep.

  4. Uncertainty estimation and risk prediction in air quality

    International Nuclear Information System (INIS)

    Garaud, Damien

    2011-01-01

    This work is about uncertainty estimation and risk prediction in air quality. Firstly, we build a multi-model ensemble of air quality simulations which can take into account all uncertainty sources related to air quality modeling. Ensembles of photochemical simulations at continental and regional scales are automatically generated. Then, these ensemble are calibrated with a combinatorial optimization method. It selects a sub-ensemble which is representative of uncertainty or shows good resolution and reliability for probabilistic forecasting. This work shows that it is possible to estimate and forecast uncertainty fields related to ozone and nitrogen dioxide concentrations or to improve the reliability of threshold exceedance predictions. The approach is compared with Monte Carlo simulations, calibrated or not. The Monte Carlo approach appears to be less representative of the uncertainties than the multi-model approach. Finally, we quantify the observational error, the representativeness error and the modeling errors. The work is applied to the impact of thermal power plants, in order to quantify the uncertainty on the impact estimates. (author) [fr

  5. Variance Risk Premia on Stocks and Bonds

    DEFF Research Database (Denmark)

    Mueller, Philippe; Sabtchevsky, Petar; Vedolin, Andrea

    We study equity (EVRP) and Treasury variance risk premia (TVRP) jointly and document a number of findings: First, relative to their volatility, TVRP are comparable in magnitude to EVRP. Second, while there is mild positive co-movement between EVRP and TVRP unconditionally, time series estimates...... equity returns for horizons up to 6-months, long maturity TVRP contain robust information for long run equity returns. Finally, exploiting the dynamics of real and nominal Treasuries we document that short maturity break-even rates are a power determinant of the joint dynamics of EVRP, TVRP and their co-movement...... of correlation display distinct spikes in both directions and have been notably volatile since the financial crisis. Third $(i)$ short maturity TVRP predict excess returns on short maturity bonds; $(ii)$ long maturity TVRP and EVRP predict excess returns on long maturity bonds; and $(iii)$ while EVRP predict...

  6. Chapter 16 - Predictive Analytics for Comprehensive Energy Systems State Estimation

    Energy Technology Data Exchange (ETDEWEB)

    Zhang, Yingchen [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Yang, Rui [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Hodge, Brian S [National Renewable Energy Laboratory (NREL), Golden, CO (United States); Zhang, Jie [University of Texas at Dallas; Weng, Yang [Arizona State University

    2017-12-01

    Energy sustainability is a subject of concern to many nations in the modern world. It is critical for electric power systems to diversify energy supply to include systems with different physical characteristics, such as wind energy, solar energy, electrochemical energy storage, thermal storage, bio-energy systems, geothermal, and ocean energy. Each system has its own range of control variables and targets. To be able to operate such a complex energy system, big-data analytics become critical to achieve the goal of predicting energy supplies and consumption patterns, assessing system operation conditions, and estimating system states - all providing situational awareness to power system operators. This chapter presents data analytics and machine learning-based approaches to enable predictive situational awareness of the power systems.

  7. Improvement of Bragg peak shift estimation using dimensionality reduction techniques and predictive linear modeling

    Science.gov (United States)

    Xing, Yafei; Macq, Benoit

    2017-11-01

    With the emergence of clinical prototypes and first patient acquisitions for proton therapy, the research on prompt gamma imaging is aiming at making most use of the prompt gamma data for in vivo estimation of any shift from expected Bragg peak (BP). The simple problem of matching the measured prompt gamma profile of each pencil beam with a reference simulation from the treatment plan is actually made complex by uncertainties which can translate into distortions during treatment. We will illustrate this challenge and demonstrate the robustness of a predictive linear model we proposed for BP shift estimation based on principal component analysis (PCA) method. It considered the first clinical knife-edge slit camera design in use with anthropomorphic phantom CT data. Particularly, 4115 error scenarios were simulated for the learning model. PCA was applied to the training input randomly chosen from 500 scenarios for eliminating data collinearities. A total variance of 99.95% was used for representing the testing input from 3615 scenarios. This model improved the BP shift estimation by an average of 63+/-19% in a range between -2.5% and 86%, comparing to our previous profile shift (PS) method. The robustness of our method was demonstrated by a comparative study conducted by applying 1000 times Poisson noise to each profile. 67% cases obtained by the learning model had lower prediction errors than those obtained by PS method. The estimation accuracy ranged between 0.31 +/- 0.22 mm and 1.84 +/- 8.98 mm for the learning model, while for PS method it ranged between 0.3 +/- 0.25 mm and 20.71 +/- 8.38 mm.

  8. variance components and genetic parameters for live weight

    African Journals Online (AJOL)

    admin

    Against this background the present study estimated the (co)variance .... Starting values for the (co)variance components of two-trait models were ..... Estimates of genetic parameters for weaning weight of beef accounting for direct-maternal.

  9. Estimating confidence intervals in predicted responses for oscillatory biological models.

    Science.gov (United States)

    St John, Peter C; Doyle, Francis J

    2013-07-29

    The dynamics of gene regulation play a crucial role in a cellular control: allowing the cell to express the right proteins to meet changing needs. Some needs, such as correctly anticipating the day-night cycle, require complicated oscillatory features. In the analysis of gene regulatory networks, mathematical models are frequently used to understand how a network's structure enables it to respond appropriately to external inputs. These models typically consist of a set of ordinary differential equations, describing a network of biochemical reactions, and unknown kinetic parameters, chosen such that the model best captures experimental data. However, since a model's parameter values are uncertain, and since dynamic responses to inputs are highly parameter-dependent, it is difficult to assess the confidence associated with these in silico predictions. In particular, models with complex dynamics - such as oscillations - must be fit with computationally expensive global optimization routines, and cannot take advantage of existing measures of identifiability. Despite their difficulty to model mathematically, limit cycle oscillations play a key role in many biological processes, including cell cycling, metabolism, neuron firing, and circadian rhythms. In this study, we employ an efficient parameter estimation technique to enable a bootstrap uncertainty analysis for limit cycle models. Since the primary role of systems biology models is the insight they provide on responses to rate perturbations, we extend our uncertainty analysis to include first order sensitivity coefficients. Using a literature model of circadian rhythms, we show how predictive precision is degraded with decreasing sample points and increasing relative error. Additionally, we show how this method can be used for model discrimination by comparing the output identifiability of two candidate model structures to published literature data. Our method permits modellers of oscillatory systems to confidently

  10. Error estimation for CFD aeroheating prediction under rarefied flow condition

    Science.gov (United States)

    Jiang, Yazhong; Gao, Zhenxun; Jiang, Chongwen; Lee, Chunhian

    2014-12-01

    Both direct simulation Monte Carlo (DSMC) and Computational Fluid Dynamics (CFD) methods have become widely used for aerodynamic prediction when reentry vehicles experience different flow regimes during flight. The implementation of slip boundary conditions in the traditional CFD method under Navier-Stokes-Fourier (NSF) framework can extend the validity of this approach further into transitional regime, with the benefit that much less computational cost is demanded compared to DSMC simulation. Correspondingly, an increasing error arises in aeroheating calculation as the flow becomes more rarefied. To estimate the relative error of heat flux when applying this method for a rarefied flow in transitional regime, theoretical derivation is conducted and a dimensionless parameter ɛ is proposed by approximately analyzing the ratio of the second order term to first order term in the heat flux expression in Burnett equation. DSMC simulation for hypersonic flow over a cylinder in transitional regime is performed to test the performance of parameter ɛ, compared with two other parameters, Knρ and MaṡKnρ.

  11. Lidar aboveground vegetation biomass estimates in shrublands: Prediction, uncertainties and application to coarser scales

    Science.gov (United States)

    Li, Aihua; Dhakal, Shital; Glenn, Nancy F.; Spaete, Luke P.; Shinneman, Douglas; Pilliod, David S.; Arkle, Robert; McIlroy, Susan

    2017-01-01

    Our study objectives were to model the aboveground biomass in a xeric shrub-steppe landscape with airborne light detection and ranging (Lidar) and explore the uncertainty associated with the models we created. We incorporated vegetation vertical structure information obtained from Lidar with ground-measured biomass data, allowing us to scale shrub biomass from small field sites (1 m subplots and 1 ha plots) to a larger landscape. A series of airborne Lidar-derived vegetation metrics were trained and linked with the field-measured biomass in Random Forests (RF) regression models. A Stepwise Multiple Regression (SMR) model was also explored as a comparison. Our results demonstrated that the important predictors from Lidar-derived metrics had a strong correlation with field-measured biomass in the RF regression models with a pseudo R2 of 0.76 and RMSE of 125 g/m2 for shrub biomass and a pseudo R2 of 0.74 and RMSE of 141 g/m2 for total biomass, and a weak correlation with field-measured herbaceous biomass. The SMR results were similar but slightly better than RF, explaining 77–79% of the variance, with RMSE ranging from 120 to 129 g/m2 for shrub and total biomass, respectively. We further explored the computational efficiency and relative accuracies of using point cloud and raster Lidar metrics at different resolutions (1 m to 1 ha). Metrics derived from the Lidar point cloud processing led to improved biomass estimates at nearly all resolutions in comparison to raster-derived Lidar metrics. Only at 1 m were the results from the point cloud and raster products nearly equivalent. The best Lidar prediction models of biomass at the plot-level (1 ha) were achieved when Lidar metrics were derived from an average of fine resolution (1 m) metrics to minimize boundary effects and to smooth variability. Overall, both RF and SMR methods explained more than 74% of the variance in biomass, with the most important Lidar variables being associated with vegetation structure

  12. Distributed estimation based on observations prediction in wireless sensor networks

    KAUST Repository

    Bouchoucha, Taha; Ahmed, Mohammed F A; Al-Naffouri, Tareq Y.; Alouini, Mohamed-Slim

    2015-01-01

    We consider wireless sensor networks (WSNs) used for distributed estimation of unknown parameters. Due to the limited bandwidth, sensor nodes quantize their noisy observations before transmission to a fusion center (FC) for the estimation process

  13. Effects of uncertainty in model predictions of individual tree volume on large area volume estimates

    Science.gov (United States)

    Ronald E. McRoberts; James A. Westfall

    2014-01-01

    Forest inventory estimates of tree volume for large areas are typically calculated by adding model predictions of volumes for individual trees. However, the uncertainty in the model predictions is generally ignored with the result that the precision of the large area volume estimates is overestimated. The primary study objective was to estimate the effects of model...

  14. Right on Target, or Is it? The Role of Distributional Shape in Variance Targeting

    Directory of Open Access Journals (Sweden)

    Stanislav Anatolyev

    2015-08-01

    Full Text Available Estimation of GARCH models can be simplified by augmenting quasi-maximum likelihood (QML estimation with variance targeting, which reduces the degree of parameterization and facilitates estimation. We compare the two approaches and investigate, via simulations, how non-normality features of the return distribution affect the quality of estimation of the volatility equation and corresponding value-at-risk predictions. We find that most GARCH coefficients and associated predictions are more precisely estimated when no variance targeting is employed. Bias properties are exacerbated for a heavier-tailed distribution of standardized returns, while the distributional asymmetry has little or moderate impact, these phenomena tending to be more pronounced under variance targeting. Some effects further intensify if one uses ML based on a leptokurtic distribution in place of normal QML. The sample size has also a more favorable effect on estimation precision when no variance targeting is used. Thus, if computational costs are not prohibitive, variance targeting should probably be avoided.

  15. Restricted Variance Interaction Effects

    DEFF Research Database (Denmark)

    Cortina, Jose M.; Köhler, Tine; Keeler, Kathleen R.

    2018-01-01

    Although interaction hypotheses are increasingly common in our field, many recent articles point out that authors often have difficulty justifying them. The purpose of this article is to describe a particular type of interaction: the restricted variance (RV) interaction. The essence of the RV int...

  16. The Distribution of the Sample Minimum-Variance Frontier

    OpenAIRE

    Raymond Kan; Daniel R. Smith

    2008-01-01

    In this paper, we present a finite sample analysis of the sample minimum-variance frontier under the assumption that the returns are independent and multivariate normally distributed. We show that the sample minimum-variance frontier is a highly biased estimator of the population frontier, and we propose an improved estimator of the population frontier. In addition, we provide the exact distribution of the out-of-sample mean and variance of sample minimum-variance portfolios. This allows us t...

  17. Numerical experiment on variance biases and Monte Carlo neutronics analysis with thermal hydraulic feedback

    International Nuclear Information System (INIS)

    Hyung, Jin Shim; Beom, Seok Han; Chang, Hyo Kim

    2003-01-01

    Monte Carlo (MC) power method based on the fixed number of fission sites at the beginning of each cycle is known to cause biases in the variances of the k-eigenvalue (keff) and the fission reaction rate estimates. Because of the biases, the apparent variances of keff and the fission reaction rate estimates from a single MC run tend to be smaller or larger than the real variances of the corresponding quantities, depending on the degree of the inter-generational correlation of the sample. We demonstrate this through a numerical experiment involving 100 independent MC runs for the neutronics analysis of a 17 x 17 fuel assembly of a pressurized water reactor (PWR). We also demonstrate through the numerical experiment that Gelbard and Prael's batch method and Ueki et al's covariance estimation method enable one to estimate the approximate real variances of keff and the fission reaction rate estimates from a single MC run. We then show that the use of the approximate real variances from the two-bias predicting methods instead of the apparent variances provides an efficient MC power iteration scheme that is required in the MC neutronics analysis of a real system to determine the pin power distribution consistent with the thermal hydraulic (TH) conditions of individual pins of the system. (authors)

  18. Thermospheric mass density model error variance as a function of time scale

    Science.gov (United States)

    Emmert, J. T.; Sutton, E. K.

    2017-12-01

    In the increasingly crowded low-Earth orbit environment, accurate estimation of orbit prediction uncertainties is essential for collision avoidance. Poor characterization of such uncertainty can result in unnecessary and costly avoidance maneuvers (false positives) or disregard of a collision risk (false negatives). Atmospheric drag is a major source of orbit prediction uncertainty, and is particularly challenging to account for because it exerts a cumulative influence on orbital trajectories and is therefore not amenable to representation by a single uncertainty parameter. To address this challenge, we examine the variance of measured accelerometer-derived and orbit-derived mass densities with respect to predictions by thermospheric empirical models, using the data-minus-model variance as a proxy for model uncertainty. Our analysis focuses mainly on the power spectrum of the residuals, and we construct an empirical model of the variance as a function of time scale (from 1 hour to 10 years), altitude, and solar activity. We find that the power spectral density approximately follows a power-law process but with an enhancement near the 27-day solar rotation period. The residual variance increases monotonically with altitude between 250 and 550 km. There are two components to the variance dependence on solar activity: one component is 180 degrees out of phase (largest variance at solar minimum), and the other component lags 2 years behind solar maximum (largest variance in the descending phase of the solar cycle).

  19. Local variances in biomonitoring

    International Nuclear Information System (INIS)

    Wolterbeek, H.Th; Verburg, T.G.

    2001-01-01

    The present study was undertaken to explore possibilities to judge survey quality on basis of a limited and restricted number of a-priori observations. Here, quality is defined as the ratio between survey and local variance (signal-to-noise ratio). The results indicate that the presented surveys do not permit such judgement; the discussion also suggests that the 5-fold local sampling strategies do not merit any sound judgement. As it stands, uncertainties in local determinations may largely obscure possibilities to judge survey quality. The results further imply that surveys will benefit from procedures, controls and approaches in sampling and sample handling, to assess both average, variance and the nature of the distribution of elemental concentrations in local sites. This reasoning is compatible with the idea of the site as a basic homogeneous survey unit, which is implicitly and conceptually underlying any survey performed. (author)

  20. Tsunami Prediction and Earthquake Parameters Estimation in the Red Sea

    KAUST Repository

    Sawlan, Zaid A

    2012-01-01

    parameters and topography. This thesis introduces a real-time tsunami forecasting method that combines tsunami model with observations using a hybrid ensemble Kalman filter and ensemble Kalman smoother. The filter is used for state prediction while

  1. Local variances in biomonitoring

    International Nuclear Information System (INIS)

    Wolterbeek, H.T.

    1999-01-01

    The present study deals with the (larger-scaled) biomonitoring survey and specifically focuses on the sampling site. In most surveys, the sampling site is simply selected or defined as a spot of (geographical) dimensions which is small relative to the dimensions of the total survey area. Implicitly it is assumed that the sampling site is essentially homogeneous with respect to the investigated variation in survey parameters. As such, the sampling site is mostly regarded as 'the basic unit' of the survey. As a logical consequence, the local (sampling site) variance should also be seen as a basic and important characteristic of the survey. During the study, work is carried out to gain more knowledge of the local variance. Multiple sampling is carried out at a specific site (tree bark, mosses, soils), multi-elemental analyses are carried out by NAA, and local variances are investigated by conventional statistics, factor analytical techniques, and bootstrapping. Consequences of the outcomes are discussed in the context of sampling, sample handling and survey quality. (author)

  2. Predicting Performance in Art College: How Useful Are the Entry Portfolio and Other Variables in Explaining Variance in First Year Marks?

    Science.gov (United States)

    O'Donoghue, Donal

    2009-01-01

    This article examines if and to what extent a set of pre-enrolment variables and background characteristics predict first year performance in art college. The article comes from a four-year longitudinal study that followed a cohort of tertiary art entrants in Ireland from their time of entry in 2002 to their time of exit in 2006 (or before, for…

  3. Spectral Ambiguity of Allan Variance

    Science.gov (United States)

    Greenhall, C. A.

    1996-01-01

    We study the extent to which knowledge of Allan variance and other finite-difference variances determines the spectrum of a random process. The variance of first differences is known to determine the spectrum. We show that, in general, the Allan variance does not. A complete description of the ambiguity is given.

  4. An estimator-based distributed voltage-predictive control strategy for ac islanded microgrids

    DEFF Research Database (Denmark)

    Wang, Yanbo; Chen, Zhe; Wang, Xiongfei

    2015-01-01

    This paper presents an estimator-based voltage predictive control strategy for AC islanded microgrids, which is able to perform voltage control without any communication facilities. The proposed control strategy is composed of a network voltage estimator and a voltage predictive controller for each...... and has a good capability to reject uncertain perturbations of islanded microgrids....

  5. Simulation study on heterogeneous variance adjustment for observations with different measurement error variance

    DEFF Research Database (Denmark)

    Pitkänen, Timo; Mäntysaari, Esa A; Nielsen, Ulrik Sander

    2013-01-01

    of variance correction is developed for the same observations. As automated milking systems are becoming more popular the current evaluation model needs to be enhanced to account for the different measurement error variances of observations from automated milking systems. In this simulation study different...... models and different approaches to account for heterogeneous variance when observations have different measurement error variances were investigated. Based on the results we propose to upgrade the currently applied models and to calibrate the heterogeneous variance adjustment method to yield same genetic......The Nordic Holstein yield evaluation model describes all available milk, protein and fat test-day yields from Denmark, Finland and Sweden. In its current form all variance components are estimated from observations recorded under conventional milking systems. Also the model for heterogeneity...

  6. Male size composition affects male reproductive variance in Atlantic cod Gadus morhua L. spawning aggregations

    DEFF Research Database (Denmark)

    Bekkevold, Dorte

    2006-01-01

    Estimates of Atlantic cod Gadus morhua reproductive success, determined using experimental spawning groups and genetic paternity assignment of offspring, showed that within-group variance in male size correlated positively with the degree of male mating skew, predicting a decrease in male reprodu...

  7. Climate Prediction Center (CPC) Rainfall Estimator (RFE) for Africa

    Data.gov (United States)

    National Oceanic and Atmospheric Administration, Department of Commerce — As of January 1, 2001, RFE version 2.0 has been implemented by NOAA?s Climate Prediction Center. Created by Ping-Ping Xie, this replaces RFE 1.0 the previous...

  8. A general predictive model for estimating monthly ecosystem evapotranspiration

    Science.gov (United States)

    Ge Sun; Karrin Alstad; Jiquan Chen; Shiping Chen; Chelcy R. Ford; al. et.

    2011-01-01

    Accurately quantifying evapotranspiration (ET) is essential for modelling regional-scale ecosystem water balances. This study assembled an ET data set estimated from eddy flux and sapflow measurements for 13 ecosystems across a large climatic and management gradient from the United States, China, and Australia. Our objectives were to determine the relationships among...

  9. prediction of path loss estimate for a frequency modulation (fm)

    African Journals Online (AJOL)

    Orinya

    Nigeria, FM station, Makurdi which is normally a major component in the ... and can be used to estimate path losses of FM signals in Benue State of ... limited in equipment to measure all the .... path loss while MATLAB R2007b software was.

  10. Parameter estimation and prediction of nonlinear biological systems: some examples

    NARCIS (Netherlands)

    Doeswijk, T.G.; Keesman, K.J.

    2006-01-01

    Rearranging and reparameterizing a discrete-time nonlinear model with polynomial quotient structure in input, output and parameters (xk = f(Z, p)) leads to a model linear in its (new) parameters. As a result, the parameter estimation problem becomes a so-called errors-in-variables problem for which

  11. Review Genetic prediction models and heritability estimates for ...

    African Journals Online (AJOL)

    edward

    2015-05-09

    May 9, 2015 ... Heritability estimates for functional longevity have been expressed on an original or a logarithmic scale with PH models. Ducrocq & Casella (1996) defined heritability on a logarithmic scale and modified under simulation to incorporate the tri-gamma function (γ) as used by Sasaki et al. (2012) and Terawaki ...

  12. Spatial Working Memory Capacity Predicts Bias in Estimates of Location

    Science.gov (United States)

    Crawford, L. Elizabeth; Landy, David; Salthouse, Timothy A.

    2016-01-01

    Spatial memory research has attributed systematic bias in location estimates to a combination of a noisy memory trace with a prior structure that people impose on the space. Little is known about intraindividual stability and interindividual variation in these patterns of bias. In the current work, we align recent empirical and theoretical work on…

  13. Review Genetic prediction models and heritability estimates for ...

    African Journals Online (AJOL)

    edward

    2015-05-09

    May 9, 2015 ... Instead, through stepwise inclusion of type traits in the PH model, the .... Great Britain uses a bivariate animal model for all breeds, ... Štípková, 2012) and then applying linear models to the combined datasets with the ..... multivariate analyses, it is difficult to use indicator traits to estimate longevity early in life ...

  14. Genetic control of residual variance of yearling weight in Nellore beef cattle.

    Science.gov (United States)

    Iung, L H S; Neves, H H R; Mulder, H A; Carvalheiro, R

    2017-04-01

    There is evidence for genetic variability in residual variance of livestock traits, which offers the potential for selection for increased uniformity of production. Different statistical approaches have been employed to study this topic; however, little is known about the concordance between them. The aim of our study was to investigate the genetic heterogeneity of residual variance on yearling weight (YW; 291.15 ± 46.67) in a Nellore beef cattle population; to compare the results of the statistical approaches, the two-step approach and the double hierarchical generalized linear model (DHGLM); and to evaluate the effectiveness of power transformation to accommodate scale differences. The comparison was based on genetic parameters, accuracy of EBV for residual variance, and cross-validation to assess predictive performance of both approaches. A total of 194,628 yearling weight records from 625 sires were used in the analysis. The results supported the hypothesis of genetic heterogeneity of residual variance on YW in Nellore beef cattle and the opportunity of selection, measured through the genetic coefficient of variation of residual variance (0.10 to 0.12 for the two-step approach and 0.17 for DHGLM, using an untransformed data set). However, low estimates of genetic variance associated with positive genetic correlations between mean and residual variance (about 0.20 for two-step and 0.76 for DHGLM for an untransformed data set) limit the genetic response to selection for uniformity of production while simultaneously increasing YW itself. Moreover, large sire families are needed to obtain accurate estimates of genetic merit for residual variance, as indicated by the low heritability estimates (Box-Cox transformation was able to decrease the dependence of the variance on the mean and decreased the estimates of genetic parameters for residual variance. The transformation reduced but did not eliminate all the genetic heterogeneity of residual variance, highlighting

  15. Latent degradation indicators estimation and prediction: A Monte Carlo approach

    Science.gov (United States)

    Zhou, Yifan; Sun, Yong; Mathew, Joseph; Wolff, Rodney; Ma, Lin

    2011-01-01

    Asset health inspections can produce two types of indicators: (1) direct indicators (e.g. the thickness of a brake pad, and the crack depth on a gear) which directly relate to a failure mechanism; and (2) indirect indicators (e.g. the indicators extracted from vibration signals and oil analysis data) which can only partially reveal a failure mechanism. While direct indicators enable more precise references to asset health condition, they are often more difficult to obtain than indirect indicators. The state space model provides an efficient approach to estimating direct indicators by using indirect indicators. However, existing state space models to estimate direct indicators largely depend on assumptions such as, discrete time, discrete state, linearity, and Gaussianity. The discrete time assumption requires fixed inspection intervals. The discrete state assumption entails discretising continuous degradation indicators, which often introduces additional errors. The linear and Gaussian assumptions are not consistent with nonlinear and irreversible degradation processes in most engineering assets. This paper proposes a state space model without these assumptions. Monte Carlo-based algorithms are developed to estimate the model parameters and the remaining useful life. These algorithms are evaluated for performance using numerical simulations through MATLAB. The result shows that both the parameters and the remaining useful life are estimated accurately. Finally, the new state space model is used to process vibration and crack depth data from an accelerated test of a gearbox. During this application, the new state space model shows a better fitness result than the state space model with linear and Gaussian assumption.

  16. Adaptive Disturbance Estimation for Offset-Free SISO Model Predictive Control

    DEFF Research Database (Denmark)

    Huusom, Jakob Kjøbsted; Poulsen, Niels Kjølstad; Jørgensen, Sten Bay

    2011-01-01

    Offset free tracking in Model Predictive Control requires estimation of unmeasured disturbances or the inclusion of an integrator. An algorithm for estimation of an unknown disturbance based on adaptive estimation with time varying forgetting is introduced and benchmarked against the classical...

  17. Investigating the Functional Utility of the Left Parietal ERP Old/New Effect: Brain Activity Predicts within But Not between Participant Variance in Episodic Recollection

    Directory of Open Access Journals (Sweden)

    Catherine A. MacLeod

    2017-12-01

    Full Text Available A success story within neuroimaging has been the discovery of distinct neural correlates of episodic retrieval, providing insight into the processes that support memory for past life events. Here we focus on one commonly reported neural correlate, the left parietal old/new effect, a positive going modulation seen in event-related potential (ERP data that is widely considered to index episodic recollection. Substantial evidence links changes in the size of the left parietal effect to changes in remembering, but the precise functional utility of the effect remains unclear. Here, using forced choice recognition of verbal stimuli, we present a novel population level test of the hypothesis that the magnitude of the left parietal effect correlates with memory performance. We recorded ERPs during old/new recognition, source accuracy and Remember/Know/Guess tasks in two large samples of healthy young adults, and successfully replicated existing within participant modulations of the magnitude of the left parietal effect with recollection. Critically, however, both datasets also show that across participants the magnitude of the left parietal effect does not correlate with behavioral measures of memory – including both subjective and objective estimates of recollection. We conclude that in these tasks, and across this healthy young adult population, the generators of the left parietal ERP effect do not index performance as expected. Taken together, these novel findings provide important constraints on the functional interpretation of the left parietal effect, suggesting that between group differences in the magnitude of old/new effects cannot always safely be used to infer differences in recollection.

  18. DETERMINATION OF PREDICTION EQUATIONS TO ESTIMATE BODY CONDITION SCORE FROM BODY SIZE AND TESTICULAR TRAITS OF YANKASA RAMS

    Directory of Open Access Journals (Sweden)

    A. Yakubu

    2014-10-01

    Full Text Available The study was aimed to develop prediction models using stepwise multiple linear regressionanalysis for estimating the body condition score (BCS from the body weight (BW, testicular length(TL, testicular diameter (TD and scrotal circumference (SC of indigenous Yankasa rams. Data wereobtained from 120 randomly selected rams with approximately two and half years of age, from differentextensively managed herds in Nasarawa State, Nigeria. Although pairwise phenotypic correlationsindicated strong association (P<0.01 among the measured variables, there was collinearity problembetween BW and SC as revealed by the variance inflation factors (VIF and tolerance valves (T. TheVIT was higher than 10 (VIF = 19.45 and 16.65 for BW and SC, respectively. The Twas smaller than0.1 (T = 0.05 and 0.06 in BW and SC, respectively. BW was retained among the collinear variables, andwas singly accounted for 83.7% of the variation in BCS. However, a slight improvement was obtainedfrom the prediction of BCS from BW and TL [coefficient of determination (R2, adjusted R2 and rootmean squares error (RMSE were 85.3%, 85.1% and 0.305, respectively]. The prediction of the BCS ofYankasa rams from BW and testicular measurements could therefore be a potential tool for sustainableproduction and improvement of small ruminants in Nigeria.

  19. Realized Variance and Market Microstructure Noise

    DEFF Research Database (Denmark)

    Hansen, Peter R.; Lunde, Asger

    2006-01-01

    We study market microstructure noise in high-frequency data and analyze its implications for the realized variance (RV) under a general specification for the noise. We show that kernel-based estimators can unearth important characteristics of market microstructure noise and that a simple kernel......-based estimator dominates the RV for the estimation of integrated variance (IV). An empirical analysis of the Dow Jones Industrial Average stocks reveals that market microstructure noise its time-dependent and correlated with increments in the efficient price. This has important implications for volatility...... estimation based on high-frequency data. Finally, we apply cointegration techniques to decompose transaction prices and bid-ask quotes into an estimate of the efficient price and noise. This framework enables us to study the dynamic effects on transaction prices and quotes caused by changes in the efficient...

  20. Emerging Tools to Estimate and to Predict Exposures to ...

    Science.gov (United States)

    The timely assessment of the human and ecological risk posed by thousands of existing and emerging commercial chemicals is a critical challenge facing EPA in its mission to protect public health and the environment The US EPA has been conducting research to enhance methods used to estimate and forecast exposures for tens of thousands of chemicals. This research is aimed at both assessing risks and supporting life cycle analysis, by developing new models and tools for high throughput exposure screening and prioritization, as well as databases that support these and other tools, especially regarding consumer products. The models and data address usage, and take advantage of quantitative structural activity relationships (QSARs) for both inherent chemical properties and function (why the chemical is a product ingredient). To make them more useful and widely available, the new tools, data and models are designed to be: • Flexible • Intraoperative • Modular (useful to more than one, stand-alone application) • Open (publicly available software) Presented at the Society for Risk Analysis Forum: Risk Governance for Key Enabling Technologies, Venice, Italy, March 1-3, 2017

  1. Nonlinear Model Predictive Control for Cooperative Control and Estimation

    Science.gov (United States)

    Ru, Pengkai

    Recent advances in computational power have made it possible to do expensive online computations for control systems. It is becoming more realistic to perform computationally intensive optimization schemes online on systems that are not intrinsically stable and/or have very small time constants. Being one of the most important optimization based control approaches, model predictive control (MPC) has attracted a lot of interest from the research community due to its natural ability to incorporate constraints into its control formulation. Linear MPC has been well researched and its stability can be guaranteed in the majority of its application scenarios. However, one issue that still remains with linear MPC is that it completely ignores the system's inherent nonlinearities thus giving a sub-optimal solution. On the other hand, if achievable, nonlinear MPC, would naturally yield a globally optimal solution and take into account all the innate nonlinear characteristics. While an exact solution to a nonlinear MPC problem remains extremely computationally intensive, if not impossible, one might wonder if there is a middle ground between the two. We tried to strike a balance in this dissertation by employing a state representation technique, namely, the state dependent coefficient (SDC) representation. This new technique would render an improved performance in terms of optimality compared to linear MPC while still keeping the problem tractable. In fact, the computational power required is bounded only by a constant factor of the completely linearized MPC. The purpose of this research is to provide a theoretical framework for the design of a specific kind of nonlinear MPC controller and its extension into a general cooperative scheme. The controller is designed and implemented on quadcopter systems.

  2. ''RESURS'' - The Russian scientific-technical programme for NPP equipment lifetime monitoring, estimation, prediction and management

    International Nuclear Information System (INIS)

    Emelyanov, V.

    1994-01-01

    RESURS programme is described implementation of which will allow to work out regulatory-methodological basis providing legal and technical solution of NPP equipment lifetime management, prediction, monitoring and estimation problems

  3. An Evaluation of Growth Models as Predictive Tools for Estimates at Completion (EAC)

    National Research Council Canada - National Science Library

    Trahan, Elizabeth N

    2009-01-01

    ...) as the Estimates at Completion (EAC). Our research evaluates the prospect of nonlinear growth modeling as an alternative to the current predictive tools used for calculating EAC, such as the Cost Performance Index (CPI...

  4. A practical approach to parameter estimation applied to model predicting heart rate regulation

    DEFF Research Database (Denmark)

    Olufsen, Mette; Ottesen, Johnny T.

    2013-01-01

    Mathematical models have long been used for prediction of dynamics in biological systems. Recently, several efforts have been made to render these models patient specific. One way to do so is to employ techniques to estimate parameters that enable model based prediction of observed quantities....... Knowledge of variation in parameters within and between groups of subjects have potential to provide insight into biological function. Often it is not possible to estimate all parameters in a given model, in particular if the model is complex and the data is sparse. However, it may be possible to estimate...... a subset of model parameters reducing the complexity of the problem. In this study, we compare three methods that allow identification of parameter subsets that can be estimated given a model and a set of data. These methods will be used to estimate patient specific parameters in a model predicting...

  5. SAS-macros for estimation and prediction in an model of the electricity consumption

    DEFF Research Database (Denmark)

    1998-01-01

    SAS-macros for estimation and prediction in an model of the electricity consumption'' is a large collection of SAS-macros for handling a model of the electricity consumption in the Eastern Denmark. The macros are installed at Elkraft, Ballerup.......SAS-macros for estimation and prediction in an model of the electricity consumption'' is a large collection of SAS-macros for handling a model of the electricity consumption in the Eastern Denmark. The macros are installed at Elkraft, Ballerup....

  6. 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 .....

  7. Variance Reduction Techniques in Monte Carlo Methods

    NARCIS (Netherlands)

    Kleijnen, Jack P.C.; Ridder, A.A.N.; Rubinstein, R.Y.

    2010-01-01

    Monte Carlo methods are simulation algorithms to estimate a numerical quantity in a statistical model of a real system. These algorithms are executed by computer programs. Variance reduction techniques (VRT) are needed, even though computer speed has been increasing dramatically, ever since the

  8. Parameter estimation techniques and uncertainty in ground water flow model predictions

    International Nuclear Information System (INIS)

    Zimmerman, D.A.; Davis, P.A.

    1990-01-01

    Quantification of uncertainty in predictions of nuclear waste repository performance is a requirement of Nuclear Regulatory Commission regulations governing the licensing of proposed geologic repositories for high-level radioactive waste disposal. One of the major uncertainties in these predictions is in estimating the ground-water travel time of radionuclides migrating from the repository to the accessible environment. The cause of much of this uncertainty has been attributed to a lack of knowledge about the hydrogeologic properties that control the movement of radionuclides through the aquifers. A major reason for this lack of knowledge is the paucity of data that is typically available for characterizing complex ground-water flow systems. Because of this, considerable effort has been put into developing parameter estimation techniques that infer property values in regions where no measurements exist. Currently, no single technique has been shown to be superior or even consistently conservative with respect to predictions of ground-water travel time. This work was undertaken to compare a number of parameter estimation techniques and to evaluate how differences in the parameter estimates and the estimation errors are reflected in the behavior of the flow model predictions. That is, we wished to determine to what degree uncertainties in flow model predictions may be affected simply by the choice of parameter estimation technique used. 3 refs., 2 figs

  9. Genetic heterogeneity of within-family variance of body weight in Atlantic salmon (Salmo salar).

    Science.gov (United States)

    Sonesson, Anna K; Odegård, Jørgen; Rönnegård, Lars

    2013-10-17

    Canalization is defined as the stability of a genotype against minor variations in both environment and genetics. Genetic variation in degree of canalization causes heterogeneity of within-family variance. The aims of this study are twofold: (1) quantify genetic heterogeneity of (within-family) residual variance in Atlantic salmon and (2) test whether the observed heterogeneity of (within-family) residual variance can be explained by simple scaling effects. Analysis of body weight in Atlantic salmon using a double hierarchical generalized linear model (DHGLM) revealed substantial heterogeneity of within-family variance. The 95% prediction interval for within-family variance ranged from ~0.4 to 1.2 kg2, implying that the within-family variance of the most extreme high families is expected to be approximately three times larger than the extreme low families. For cross-sectional data, DHGLM with an animal mean sub-model resulted in severe bias, while a corresponding sire-dam model was appropriate. Heterogeneity of variance was not sensitive to Box-Cox transformations of phenotypes, which implies that heterogeneity of variance exists beyond what would be expected from simple scaling effects. Substantial heterogeneity of within-family variance was found for body weight in Atlantic salmon. A tendency towards higher variance with higher means (scaling effects) was observed, but heterogeneity of within-family variance existed beyond what could be explained by simple scaling effects. For cross-sectional data, using the animal mean sub-model in the DHGLM resulted in biased estimates of variance components, which differed substantially both from a standard linear mean animal model and a sire-dam DHGLM model. Although genetic differences in canalization were observed, selection for increased canalization is difficult, because there is limited individual information for the variance sub-model, especially when based on cross-sectional data. Furthermore, potential macro

  10. Approximation errors during variance propagation

    International Nuclear Information System (INIS)

    Dinsmore, Stephen

    1986-01-01

    Risk and reliability analyses are often performed by constructing and quantifying large fault trees. The inputs to these models are component failure events whose probability of occuring are best represented as random variables. This paper examines the errors inherent in two approximation techniques used to calculate the top event's variance from the inputs' variance. Two sample fault trees are evaluated and several three dimensional plots illustrating the magnitude of the error over a wide range of input means and variances are given

  11. Method for estimating capacity and predicting remaining useful life of lithium-ion battery

    International Nuclear Information System (INIS)

    Hu, Chao; Jain, Gaurav; Tamirisa, Prabhakar; Gorka, Tom

    2014-01-01

    Highlights: • We develop an integrated method for the capacity estimation and RUL prediction. • A state projection scheme is derived for capacity estimation. • The Gauss–Hermite particle filter technique is used for the RUL prediction. • Results with 10 years’ continuous cycling data verify the effectiveness of the method. - Abstract: Reliability of lithium-ion (Li-ion) rechargeable batteries used in implantable medical devices has been recognized as of high importance from a broad range of stakeholders, including medical device manufacturers, regulatory agencies, physicians, and patients. To ensure Li-ion batteries in these devices operate reliably, it is important to be able to assess the capacity of Li-ion battery and predict the remaining useful life (RUL) throughout the whole life-time. This paper presents an integrated method for the capacity estimation and RUL prediction of Li-ion battery used in implantable medical devices. A state projection scheme from the author’s previous study is used for the capacity estimation. Then, based on the capacity estimates, the Gauss–Hermite particle filter technique is used to project the capacity fade to the end-of-service (EOS) value (or the failure limit) for the RUL prediction. Results of 10 years’ continuous cycling test on Li-ion prismatic cells in the lab suggest that the proposed method achieves good accuracy in the capacity estimation and captures the uncertainty in the RUL prediction. Post-explant weekly cycling data obtained from field cells with 4–7 implant years further verify the effectiveness of the proposed method in the capacity estimation

  12. R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization.

    Science.gov (United States)

    Dazard, Jean-Eudes; Xu, Hua; Rao, J Sunil

    2011-01-01

    We present an implementation in the R language for statistical computing of our recent non-parametric joint adaptive mean-variance regularization and variance stabilization procedure. The method is specifically suited for handling difficult problems posed by high-dimensional multivariate datasets ( p ≫ n paradigm), such as in 'omics'-type data, among which are that the variance is often a function of the mean, variable-specific estimators of variances are not reliable, and tests statistics have low powers due to a lack of degrees of freedom. The implementation offers a complete set of features including: (i) normalization and/or variance stabilization function, (ii) computation of mean-variance-regularized t and F statistics, (iii) generation of diverse diagnostic plots, (iv) synthetic and real 'omics' test datasets, (v) computationally efficient implementation, using C interfacing, and an option for parallel computing, (vi) manual and documentation on how to setup a cluster. To make each feature as user-friendly as possible, only one subroutine per functionality is to be handled by the end-user. It is available as an R package, called MVR ('Mean-Variance Regularization'), downloadable from the CRAN.

  13. PockDrug: A Model for Predicting Pocket Druggability That Overcomes Pocket Estimation Uncertainties.

    Science.gov (United States)

    Borrel, Alexandre; Regad, Leslie; Xhaard, Henri; Petitjean, Michel; Camproux, Anne-Claude

    2015-04-27

    Predicting protein druggability is a key interest in the target identification phase of drug discovery. Here, we assess the pocket estimation methods' influence on druggability predictions by comparing statistical models constructed from pockets estimated using different pocket estimation methods: a proximity of either 4 or 5.5 Å to a cocrystallized ligand or DoGSite and fpocket estimation methods. We developed PockDrug, a robust pocket druggability model that copes with uncertainties in pocket boundaries. It is based on a linear discriminant analysis from a pool of 52 descriptors combined with a selection of the most stable and efficient models using different pocket estimation methods. PockDrug retains the best combinations of three pocket properties which impact druggability: geometry, hydrophobicity, and aromaticity. It results in an average accuracy of 87.9% ± 4.7% using a test set and exhibits higher accuracy (∼5-10%) than previous studies that used an identical apo set. In conclusion, this study confirms the influence of pocket estimation on pocket druggability prediction and proposes PockDrug as a new model that overcomes pocket estimation variability.

  14. Generic biomass functions for Norway spruce in Central Europe--a meta-analysis approach toward prediction and uncertainty estimation.

    Science.gov (United States)

    Wirth, Christian; Schumacher, Jens; Schulze, Ernst-Detlef

    2004-02-01

    To facilitate future carbon and nutrient inventories, we used mixed-effect linear models to develop new generic biomass functions for Norway spruce (Picea abies (L.) Karst.) in Central Europe. We present both the functions and their respective variance-covariance matrices and illustrate their application for biomass prediction and uncertainty estimation for Norway spruce trees ranging widely in size, age, competitive status and site. We collected biomass data for 688 trees sampled in 102 stands by 19 authors. The total number of trees in the "base" model data sets containing the predictor variables diameter at breast height (D), height (H), age (A), site index (SI) and site elevation (HSL) varied according to compartment (roots: n = 114, stem: n = 235, dry branches: n = 207, live branches: n = 429 and needles: n = 551). "Core" data sets with about 40% fewer trees could be extracted containing the additional predictor variables crown length and social class. A set of 43 candidate models representing combinations of lnD, lnH, lnA, SI and HSL, including second-order polynomials and interactions, was established. The categorical variable "author" subsuming mainly methodological differences was included as a random effect in a mixed linear model. The Akaike Information Criterion was used for model selection. The best models for stem, root and branch biomass contained only combinations of D, H and A as predictors. More complex models that included site-related variables resulted for needle biomass. Adding crown length as a predictor for needles, branches and roots reduced both the bias and the confidence interval of predictions substantially. Applying the best models to a test data set of 17 stands ranging in age from 16 to 172 years produced realistic allocation patterns at the tree and stand levels. The 95% confidence intervals (% of mean prediction) were highest for crown compartments (approximately +/- 12%) and lowest for stem biomass (approximately +/- 5%), and

  15. Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data.

    Science.gov (United States)

    Dazard, Jean-Eudes; Rao, J Sunil

    2012-07-01

    The paper addresses a common problem in the analysis of high-dimensional high-throughput "omics" data, which is parameter estimation across multiple variables in a set of data where the number of variables is much larger than the sample size. Among the problems posed by this type of data are that variable-specific estimators of variances are not reliable and variable-wise tests statistics have low power, both due to a lack of degrees of freedom. In addition, it has been observed in this type of data that the variance increases as a function of the mean. We introduce a non-parametric adaptive regularization procedure that is innovative in that : (i) it employs a novel "similarity statistic"-based clustering technique to generate local-pooled or regularized shrinkage estimators of population parameters, (ii) the regularization is done jointly on population moments, benefiting from C. Stein's result on inadmissibility, which implies that usual sample variance estimator is improved by a shrinkage estimator using information contained in the sample mean. From these joint regularized shrinkage estimators, we derived regularized t-like statistics and show in simulation studies that they offer more statistical power in hypothesis testing than their standard sample counterparts, or regular common value-shrinkage estimators, or when the information contained in the sample mean is simply ignored. Finally, we show that these estimators feature interesting properties of variance stabilization and normalization that can be used for preprocessing high-dimensional multivariate data. The method is available as an R package, called 'MVR' ('Mean-Variance Regularization'), downloadable from the CRAN website.

  16. Parameter estimations in predictive microbiology: Statistically sound modelling of the microbial growth rate.

    Science.gov (United States)

    Akkermans, Simen; Logist, Filip; Van Impe, Jan F

    2018-04-01

    When building models to describe the effect of environmental conditions on the microbial growth rate, parameter estimations can be performed either with a one-step method, i.e., directly on the cell density measurements, or in a two-step method, i.e., via the estimated growth rates. The two-step method is often preferred due to its simplicity. The current research demonstrates that the two-step method is, however, only valid if the correct data transformation is applied and a strict experimental protocol is followed for all experiments. Based on a simulation study and a mathematical derivation, it was demonstrated that the logarithm of the growth rate should be used as a variance stabilizing transformation. Moreover, the one-step method leads to a more accurate estimation of the model parameters and a better approximation of the confidence intervals on the estimated parameters. Therefore, the one-step method is preferred and the two-step method should be avoided. Copyright © 2017. Published by Elsevier Ltd.

  17. Problems of variance reduction in the simulation of random variables

    International Nuclear Information System (INIS)

    Lessi, O.

    1987-01-01

    The definition of the uniform linear generator is given and some of the mostly used tests to evaluate the uniformity and the independence of the obtained determinations are listed. The problem of calculating, through simulation, some moment W of a random variable function is taken into account. The Monte Carlo method enables the moment W to be estimated and the estimator variance to be obtained. Some techniques for the construction of other estimators of W with a reduced variance are introduced

  18. Estimating the Accuracy of the Chedoke-McMaster Stroke Assessment Predictive Equations for Stroke Rehabilitation.

    Science.gov (United States)

    Dang, Mia; Ramsaran, Kalinda D; Street, Melissa E; Syed, S Noreen; Barclay-Goddard, Ruth; Stratford, Paul W; Miller, Patricia A

    2011-01-01

    To estimate the predictive accuracy and clinical usefulness of the Chedoke-McMaster Stroke Assessment (CMSA) predictive equations. A longitudinal prognostic study using historical data obtained from 104 patients admitted post cerebrovascular accident was undertaken. Data were abstracted for all patients undergoing rehabilitation post stroke who also had documented admission and discharge CMSA scores. Published predictive equations were used to determine predicted outcomes. To determine the accuracy and clinical usefulness of the predictive model, shrinkage coefficients and predictions with 95% confidence bands were calculated. Complete data were available for 74 patients with a mean age of 65.3±12.4 years. The shrinkage values for the six Impairment Inventory (II) dimensions varied from -0.05 to 0.09; the shrinkage value for the Activity Inventory (AI) was 0.21. The error associated with predictive values was greater than ±1.5 stages for the II dimensions and greater than ±24 points for the AI. This study shows that the large error associated with the predictions (as defined by the confidence band) for the CMSA II and AI limits their clinical usefulness as a predictive measure. Further research to establish predictive models using alternative statistical procedures is warranted.

  19. Estimating the Accuracy of the Chedoke–McMaster Stroke Assessment Predictive Equations for Stroke Rehabilitation

    Science.gov (United States)

    Dang, Mia; Ramsaran, Kalinda D.; Street, Melissa E.; Syed, S. Noreen; Barclay-Goddard, Ruth; Miller, Patricia A.

    2011-01-01

    ABSTRACT Purpose: To estimate the predictive accuracy and clinical usefulness of the Chedoke–McMaster Stroke Assessment (CMSA) predictive equations. Method: A longitudinal prognostic study using historical data obtained from 104 patients admitted post cerebrovascular accident was undertaken. Data were abstracted for all patients undergoing rehabilitation post stroke who also had documented admission and discharge CMSA scores. Published predictive equations were used to determine predicted outcomes. To determine the accuracy and clinical usefulness of the predictive model, shrinkage coefficients and predictions with 95% confidence bands were calculated. Results: Complete data were available for 74 patients with a mean age of 65.3±12.4 years. The shrinkage values for the six Impairment Inventory (II) dimensions varied from −0.05 to 0.09; the shrinkage value for the Activity Inventory (AI) was 0.21. The error associated with predictive values was greater than ±1.5 stages for the II dimensions and greater than ±24 points for the AI. Conclusions: This study shows that the large error associated with the predictions (as defined by the confidence band) for the CMSA II and AI limits their clinical usefulness as a predictive measure. Further research to establish predictive models using alternative statistical procedures is warranted. PMID:22654239

  20. Estimation of genomic prediction accuracy from reference populations with varying degrees of relationship.

    Directory of Open Access Journals (Sweden)

    S Hong Lee

    Full Text Available Genomic prediction is emerging in a wide range of fields including animal and plant breeding, risk prediction in human precision medicine and forensic. It is desirable to establish a theoretical framework for genomic prediction accuracy when the reference data consists of information sources with varying degrees of relationship to the target individuals. A reference set can contain both close and distant relatives as well as 'unrelated' individuals from the wider population in the genomic prediction. The various sources of information were modeled as different populations with different effective population sizes (Ne. Both the effective number of chromosome segments (Me and Ne are considered to be a function of the data used for prediction. We validate our theory with analyses of simulated as well as real data, and illustrate that the variation in genomic relationships with the target is a predictor of the information content of the reference set. With a similar amount of data available for each source, we show that close relatives can have a substantially larger effect on genomic prediction accuracy than lesser related individuals. We also illustrate that when prediction relies on closer relatives, there is less improvement in prediction accuracy with an increase in training data or marker panel density. We release software that can estimate the expected prediction accuracy and power when combining different reference sources with various degrees of relationship to the target, which is useful when planning genomic prediction (before or after collecting data in animal, plant and human genetics.

  1. Predictive Uncertainty Estimation in Water Demand Forecasting Using the Model Conditional Processor

    Directory of Open Access Journals (Sweden)

    Amos O. Anele

    2018-04-01

    Full Text Available In a previous paper, a number of potential models for short-term water demand (STWD prediction have been analysed to find the ones with the best fit. The results obtained in Anele et al. (2017 showed that hybrid models may be considered as the accurate and appropriate forecasting models for STWD prediction. However, such best single valued forecast does not guarantee reliable and robust decisions, which can be properly obtained via model uncertainty processors (MUPs. MUPs provide an estimate of the full predictive densities and not only the single valued expected prediction. Amongst other MUPs, the purpose of this paper is to use the multi-variate version of the model conditional processor (MCP, proposed by Todini (2008, to demonstrate how the estimation of the predictive probability conditional to a number of relatively good predictive models may improve our knowledge, thus reducing the predictive uncertainty (PU when forecasting into the unknown future. Through the MCP approach, the probability distribution of the future water demand can be assessed depending on the forecast provided by one or more deterministic forecasting models. Based on an average weekly data of 168 h, the probability density of the future demand is built conditional on three models’ predictions, namely the autoregressive-moving average (ARMA, feed-forward back propagation neural network (FFBP-NN and hybrid model (i.e., combined forecast from ARMA and FFBP-NN. The results obtained show that MCP may be effectively used for real-time STWD prediction since it brings out the PU connected to its forecast, and such information could help water utilities estimate the risk connected to a decision.

  2. Estimation of Separation Buffers for Wind-Prediction Error in an Airborne Separation Assistance System

    Science.gov (United States)

    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.

  3. Kernel density estimation-based real-time prediction for respiratory motion

    International Nuclear Information System (INIS)

    Ruan, Dan

    2010-01-01

    Effective delivery of adaptive radiotherapy requires locating the target with high precision in real time. System latency caused by data acquisition, streaming, processing and delivery control necessitates prediction. Prediction is particularly challenging for highly mobile targets such as thoracic and abdominal tumors undergoing respiration-induced motion. The complexity of the respiratory motion makes it difficult to build and justify explicit models. In this study, we honor the intrinsic uncertainties in respiratory motion and propose a statistical treatment of the prediction problem. Instead of asking for a deterministic covariate-response map and a unique estimate value for future target position, we aim to obtain a distribution of the future target position (response variable) conditioned on the observed historical sample values (covariate variable). The key idea is to estimate the joint probability distribution (pdf) of the covariate and response variables using an efficient kernel density estimation method. Then, the problem of identifying the distribution of the future target position reduces to identifying the section in the joint pdf based on the observed covariate. Subsequently, estimators are derived based on this estimated conditional distribution. This probabilistic perspective has some distinctive advantages over existing deterministic schemes: (1) it is compatible with potentially inconsistent training samples, i.e., when close covariate variables correspond to dramatically different response values; (2) it is not restricted by any prior structural assumption on the map between the covariate and the response; (3) the two-stage setup allows much freedom in choosing statistical estimates and provides a full nonparametric description of the uncertainty for the resulting estimate. We evaluated the prediction performance on ten patient RPM traces, using the root mean squared difference between the prediction and the observed value normalized by the

  4. Uncertainty estimation of predictions of peptides' chromatographic retention times in shotgun proteomics.

    Science.gov (United States)

    Maboudi Afkham, Heydar; Qiu, Xuanbin; The, Matthew; Käll, Lukas

    2017-02-15

    Liquid chromatography is frequently used as a means to reduce the complexity of peptide-mixtures in shotgun proteomics. For such systems, the time when a peptide is released from a chromatography column and registered in the mass spectrometer is referred to as the peptide's retention time . Using heuristics or machine learning techniques, previous studies have demonstrated that it is possible to predict the retention time of a peptide from its amino acid sequence. In this paper, we are applying Gaussian Process Regression to the feature representation of a previously described predictor E lude . Using this framework, we demonstrate that it is possible to estimate the uncertainty of the prediction made by the model. Here we show how this uncertainty relates to the actual error of the prediction. In our experiments, we observe a strong correlation between the estimated uncertainty provided by Gaussian Process Regression and the actual prediction error. This relation provides us with new means for assessment of the predictions. We demonstrate how a subset of the peptides can be selected with lower prediction error compared to the whole set. We also demonstrate how such predicted standard deviations can be used for designing adaptive windowing strategies. lukas.kall@scilifelab.se. Our software and the data used in our experiments is publicly available and can be downloaded from https://github.com/statisticalbiotechnology/GPTime . © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com

  5. 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.

  6. Base pair probability estimates improve the prediction accuracy of RNA non-canonical base pairs.

    Science.gov (United States)

    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.

  7. [Application of predictive model to estimate concentrations of chemical substances in the work environment].

    Science.gov (United States)

    Kupczewska-Dobecka, Małgorzata; Czerczak, Sławomir; Jakubowski, Marek; Maciaszek, Piotr; Janasik, Beata

    2010-01-01

    Based on the Estimation and Assessment of Substance Exposure (EASE) predictive model implemented into the European Union System for the Evaluation of Substances (EUSES 2.1.), the exposure to three chosen organic solvents: toluene, ethyl acetate and acetone was estimated and compared with the results of measurements in workplaces. Prior to validation, the EASE model was pretested using three exposure scenarios. The scenarios differed in the decision tree of pattern of use. Five substances were chosen for the test: 1,4-dioxane tert-methyl-butyl ether, diethylamine, 1,1,1-trichloroethane and bisphenol A. After testing the EASE model, the next step was the validation by estimating the exposure level and comparing it with the results of measurements in the workplace. We used the results of measurements of toluene, ethyl acetate and acetone concentrations in the work environment of a paint and lacquer factory, a shoe factory and a refinery. Three types of exposure scenarios, adaptable to the description of working conditions were chosen to estimate inhalation exposure. Comparison of calculated exposure to toluene, ethyl acetate and acetone with measurements in workplaces showed that model predictions are comparable with the measurement results. Only for low concentration ranges, the measured concentrations were higher than those predicted. EASE is a clear, consistent system, which can be successfully used as an additional component of inhalation exposure estimation. If the measurement data are available, they should be preferred to values estimated from models. In addition to inhalation exposure estimation, the EASE model makes it possible not only to assess exposure-related risk but also to predict workers' dermal exposure.

  8. Hospital costs estimation and prediction as a function of patient and admission characteristics.

    Science.gov (United States)

    Ramiarina, Robert; Almeida, Renan Mvr; Pereira, Wagner Ca

    2008-01-01

    The present work analyzed the association between hospital costs and patient admission characteristics in a general public hospital in the city of Rio de Janeiro, Brazil. The unit costs method was used to estimate inpatient day costs associated to specific hospital clinics. With this aim, three "cost centers" were defined in order to group direct and indirect expenses pertaining to the clinics. After the costs were estimated, a standard linear regression model was developed for correlating cost units and their putative predictors (the patients gender and age, the admission type (urgency/elective), ICU admission (yes/no), blood transfusion (yes/no), the admission outcome (death/no death), the complexity of the medical procedures performed, and a risk-adjustment index). Data were collected for 3100 patients, January 2001-January 2003. Average inpatient costs across clinics ranged from (US$) 1135 [Orthopedics] to 3101 [Cardiology]. Costs increased according to increases in the risk-adjustment index in all clinics, and the index was statistically significant in all clinics except Urology, General surgery, and Clinical medicine. The occupation rate was inversely correlated to costs, and age had no association with costs. The (adjusted) per cent of explained variance varied between 36.3% [Clinical medicine] and 55.1% [Thoracic surgery clinic]. The estimates are an important step towards the standardization of hospital costs calculation, especially for countries that lack formal hospital accounting systems.

  9. Conductor Temperature Estimation and Prediction at Thermal Transient State in Dynamic Line Rating Application

    DEFF Research Database (Denmark)

    Alvarez, David L.; Silva, Filipe Miguel Faria da; Mombello, Enrique Esteban

    2018-01-01

    . This paper presents an algorithm to estimate and predict the temperature in overhead line conductors using an Extended Kalman Filter. The proposed algorithm assumes both actual weather and current intensity flowing along the conductor as control variables. The temperature of the conductor, mechanical tension...

  10. EEG Estimates of Cognitive Workload and Engagement Predict Math Problem Solving Outcomes

    Science.gov (United States)

    Beal, Carole R.; Galan, Federico Cirett

    2012-01-01

    In the present study, the authors focused on the use of electroencephalography (EEG) data about cognitive workload and sustained attention to predict math problem solving outcomes. EEG data were recorded as students solved a series of easy and difficult math problems. Sequences of attention and cognitive workload estimates derived from the EEG…

  11. Dynamic state estimation and prediction for real-time control and operation

    NARCIS (Netherlands)

    Nguyen, P.H.; Venayagamoorthy, G.K.; Kling, W.L.; Ribeiro, P.F.

    2013-01-01

    Real-time control and operation are crucial to deal with increasing complexity of modern power systems. To effectively enable those functions, it is required a Dynamic State Estimation (DSE) function to provide accurate network state variables at the right moment and predict their trends ahead. This

  12. Estimation and prediction of convection-diffusion-reaction systems from point measurement

    NARCIS (Netherlands)

    Vries, D.

    2008-01-01

    Different procedures with respect to estimation and prediction of systems characterized by convection, diffusion and reactions on the basis of point measurement data, have been studied. Two applications of these convection-diffusion-reaction (CDR) systems have been used as a case study of the

  13. Adaptive Model Predictive Vibration Control of a Cantilever Beam with Real-Time Parameter Estimation

    Directory of Open Access Journals (Sweden)

    Gergely Takács

    2014-01-01

    Full Text Available This paper presents an adaptive-predictive vibration control system using extended Kalman filtering for the joint estimation of system states and model parameters. A fixed-free cantilever beam equipped with piezoceramic actuators serves as a test platform to validate the proposed control strategy. Deflection readings taken at the end of the beam have been used to reconstruct the position and velocity information for a second-order state-space model. In addition to the states, the dynamic system has been augmented by the unknown model parameters: stiffness, damping constant, and a voltage/force conversion constant, characterizing the actuating effect of the piezoceramic transducers. The states and parameters of this augmented system have been estimated in real time, using the hybrid extended Kalman filter. The estimated model parameters have been applied to define the continuous state-space model of the vibrating system, which in turn is discretized for the predictive controller. The model predictive control algorithm generates state predictions and dual-mode quadratic cost prediction matrices based on the updated discrete state-space models. The resulting cost function is then minimized using quadratic programming to find the sequence of optimal but constrained control inputs. The proposed active vibration control system is implemented and evaluated experimentally to investigate the viability of the control method.

  14. Estimation of uncertainties in predictions of environmental transfer models: evaluation of methods and application to CHERPAC

    International Nuclear Information System (INIS)

    Koch, J.; Peterson, S-R.

    1995-10-01

    Models used to simulate environmental transfer of radionuclides typically include many parameters, the values of which are uncertain. An estimation of the uncertainty associated with the predictions is therefore essential. Difference methods to quantify the uncertainty in the prediction parameter uncertainties are reviewed. A statistical approach using random sampling techniques is recommended for complex models with many uncertain parameters. In this approach, the probability density function of the model output is obtained from multiple realizations of the model according to a multivariate random sample of the different input parameters. Sampling efficiency can be improved by using a stratified scheme (Latin Hypercube Sampling). Sample size can also be restricted when statistical tolerance limits needs to be estimated. Methods to rank parameters according to their contribution to uncertainty in the model prediction are also reviewed. Recommended are measures of sensitivity, correlation and regression coefficients that can be calculated on values of input and output variables generated during the propagation of uncertainties through the model. A parameter uncertainty analysis is performed for the CHERPAC food chain model which estimates subjective confidence limits and intervals on the predictions at a 95% confidence level. A sensitivity analysis is also carried out using partial rank correlation coefficients. This identified and ranks the parameters which are the main contributors to uncertainty in the predictions, thereby guiding further research efforts. (author). 44 refs., 2 tabs., 4 figs

  15. Estimation of uncertainties in predictions of environmental transfer models: evaluation of methods and application to CHERPAC

    Energy Technology Data Exchange (ETDEWEB)

    Koch, J. [Israel Atomic Energy Commission, Yavne (Israel). Soreq Nuclear Research Center; Peterson, S-R.

    1995-10-01

    Models used to simulate environmental transfer of radionuclides typically include many parameters, the values of which are uncertain. An estimation of the uncertainty associated with the predictions is therefore essential. Difference methods to quantify the uncertainty in the prediction parameter uncertainties are reviewed. A statistical approach using random sampling techniques is recommended for complex models with many uncertain parameters. In this approach, the probability density function of the model output is obtained from multiple realizations of the model according to a multivariate random sample of the different input parameters. Sampling efficiency can be improved by using a stratified scheme (Latin Hypercube Sampling). Sample size can also be restricted when statistical tolerance limits needs to be estimated. Methods to rank parameters according to their contribution to uncertainty in the model prediction are also reviewed. Recommended are measures of sensitivity, correlation and regression coefficients that can be calculated on values of input and output variables generated during the propagation of uncertainties through the model. A parameter uncertainty analysis is performed for the CHERPAC food chain model which estimates subjective confidence limits and intervals on the predictions at a 95% confidence level. A sensitivity analysis is also carried out using partial rank correlation coefficients. This identified and ranks the parameters which are the main contributors to uncertainty in the predictions, thereby guiding further research efforts. (author). 44 refs., 2 tabs., 4 figs.

  16. Body composition in elderly people: effect of criterion estimates on predictive equations

    International Nuclear Information System (INIS)

    Baumgartner, R.N.; Heymsfield, S.B.; Lichtman, S.; Wang, J.; Pierson, R.N. Jr.

    1991-01-01

    The purposes of this study were to determine whether there are significant differences between two- and four-compartment model estimates of body composition, whether these differences are associated with aqueous and mineral fractions of the fat-free mass (FFM); and whether the differences are retained in equations for predicting body composition from anthropometry and bioelectric resistance. Body composition was estimated in 98 men and women aged 65-94 y by using a four-compartment model based on hydrodensitometry, 3 H 2 O dilution, and dual-photon absorptiometry. These estimates were significantly different from those obtained by using Siri's two-compartment model. The differences were associated significantly (P less than 0.0001) with variation in the aqueous fraction of FFM. Equations for predicting body composition from anthropometry and resistance, when calibrated against two-compartment model estimates, retained these systematic errors. Equations predicting body composition in elderly people should be calibrated against estimates from multicompartment models that consider variability in FFM composition

  17. Means and Variances without Calculus

    Science.gov (United States)

    Kinney, John J.

    2005-01-01

    This article gives a method of finding discrete approximations to continuous probability density functions and shows examples of its use, allowing students without calculus access to the calculation of means and variances.

  18. Comparisons of Crosswind Velocity Profile Estimates Used in Fast-Time Wake Vortex Prediction Models

    Science.gov (United States)

    Pruis, Mathew J.; Delisi, Donald P.; Ahmad, Nashat N.

    2011-01-01

    Five methods for estimating crosswind profiles used in fast-time wake vortex prediction models are compared in this study. Previous investigations have shown that temporal and spatial variations in the crosswind vertical profile have a large impact on the transport and time evolution of the trailing vortex pair. The most important crosswind parameters are the magnitude of the crosswind and the gradient in the crosswind shear. It is known that pulsed and continuous wave lidar measurements can provide good estimates of the wind profile in the vicinity of airports. In this study comparisons are made between estimates of the crosswind profiles from a priori information on the trajectory of the vortex pair as well as crosswind profiles derived from different sensors and a regional numerical weather prediction model.

  19. Effect of Trait Heritability, Training Population Size and Marker Density on Genomic Prediction Accuracy Estimation in 22 bi-parental Tropical Maize Populations.

    Science.gov (United States)

    Zhang, Ao; Wang, Hongwu; Beyene, Yoseph; Semagn, Kassa; Liu, Yubo; Cao, Shiliang; Cui, Zhenhai; Ruan, Yanye; Burgueño, Juan; San Vicente, Felix; Olsen, Michael; Prasanna, Boddupalli M; Crossa, José; Yu, Haiqiu; Zhang, Xuecai

    2017-01-01

    Genomic selection is being used increasingly in plant breeding to accelerate genetic gain per unit time. One of the most important applications of genomic selection in maize breeding is to predict and select the best un-phenotyped lines in bi-parental populations based on genomic estimated breeding values. In the present study, 22 bi-parental tropical maize populations genotyped with low density SNPs were used to evaluate the genomic prediction accuracy ( r MG ) of the six trait-environment combinations under various levels of training population size (TPS) and marker density (MD), and assess the effect of trait heritability ( h 2 ), TPS and MD on r MG estimation. Our results showed that: (1) moderate r MG values were obtained for different trait-environment combinations, when 50% of the total genotypes was used as training population and ~200 SNPs were used for prediction; (2) r MG increased with an increase in h 2 , TPS and MD, both correlation and variance analyses showed that h 2 is the most important factor and MD is the least important factor on r MG estimation for most of the trait-environment combinations; (3) predictions between pairwise half-sib populations showed that the r MG values for all the six trait-environment combinations were centered around zero, 49% predictions had r MG values above zero; (4) the trend observed in r MG differed with the trend observed in r MG / h , and h is the square root of heritability of the predicted trait, it indicated that both r MG and r MG / h values should be presented in GS study to show the accuracy of genomic selection and the relative accuracy of genomic selection compared with phenotypic selection, respectively. This study provides useful information to maize breeders to design genomic selection workflow in their breeding programs.

  20. Effect of Trait Heritability, Training Population Size and Marker Density on Genomic Prediction Accuracy Estimation in 22 bi-parental Tropical Maize Populations

    Directory of Open Access Journals (Sweden)

    Ao Zhang

    2017-11-01

    Full Text Available Genomic selection is being used increasingly in plant breeding to accelerate genetic gain per unit time. One of the most important applications of genomic selection in maize breeding is to predict and select the best un-phenotyped lines in bi-parental populations based on genomic estimated breeding values. In the present study, 22 bi-parental tropical maize populations genotyped with low density SNPs were used to evaluate the genomic prediction accuracy (rMG of the six trait-environment combinations under various levels of training population size (TPS and marker density (MD, and assess the effect of trait heritability (h2, TPS and MD on rMG estimation. Our results showed that: (1 moderate rMG values were obtained for different trait-environment combinations, when 50% of the total genotypes was used as training population and ~200 SNPs were used for prediction; (2 rMG increased with an increase in h2, TPS and MD, both correlation and variance analyses showed that h2 is the most important factor and MD is the least important factor on rMG estimation for most of the trait-environment combinations; (3 predictions between pairwise half-sib populations showed that the rMG values for all the six trait-environment combinations were centered around zero, 49% predictions had rMG values above zero; (4 the trend observed in rMG differed with the trend observed in rMG/h, and h is the square root of heritability of the predicted trait, it indicated that both rMG and rMG/h values should be presented in GS study to show the accuracy of genomic selection and the relative accuracy of genomic selection compared with phenotypic selection, respectively. This study provides useful information to maize breeders to design genomic selection workflow in their breeding programs.

  1. Estimadores de componentes de variância em delineamento de blocos aumentados com tratamentos novos de uma ou mais populações Estimators of variance components in the augmented block design with new treatments from one or more populations

    Directory of Open Access Journals (Sweden)

    João Batista Duarte

    2001-09-01

    Full Text Available O objetivo do trabalho foi comparar, por meio de simulação, as estimativas de componentes de variância produzidas pelos métodos ANOVA (análise da variância, ML (máxima verossimilhança, REML (máxima verossimilhança restrita e MIVQUE(0 (estimador quadrático não viesado de variância mínima, no delineamento de blocos aumentados com tratamentos adicionais (progênies de uma ou mais procedências (cruzamentos. Os resultados indicaram superioridade relativa do método MIVQUE(0. O método ANOVA, embora não tendencioso, apresentou as estimativas de menor precisão. Os métodos de máxima verossimilhança, sobretudo ML, tenderam a subestimar a variância do erro experimental ( e a superestimar as variâncias genotípicas (, em especial nos experimentos de menor tamanho (n/>0,5. Contudo, o método produziu as piores estimativas de variâncias genotípicas quando as progênies vieram de diferentes cruzamentos e os experimentos foram pequenos.This work compares by simulation estimates of variance components produced by the ANOVA (analysis of variance, ML (maximum likelihood, REML (restricted maximum likelihood, and MIVQUE(0 (minimum variance quadratic unbiased estimator methods for augmented block design with additional treatments (progenies stemming from one or more origins (crosses. Results showed the superiority of the MIVQUE(0 estimation. The ANOVA method, although unbiased, showed estimates with lower precision. The ML and REML methods produced downwards biased estimates for error variance (, and upwards biased estimates for genotypic variances (, particularly the ML method. Biases for the REML estimation became negligible when progenies were derived from a single cross, and experiments were of larger size with ratios />0.5. This method, however, provided the worst estimates for genotypic variances when progenies were derived from several crosses and the experiments were of small size (n<120 observations.

  2. Estimating cross-validatory predictive p-values with integrated importance sampling for disease mapping models.

    Science.gov (United States)

    Li, Longhai; Feng, Cindy X; Qiu, Shi

    2017-06-30

    An important statistical task in disease mapping problems is to identify divergent regions with unusually high or low risk of disease. Leave-one-out cross-validatory (LOOCV) model assessment is the gold standard for estimating predictive p-values that can flag such divergent regions. However, actual LOOCV is time-consuming because one needs to rerun a Markov chain Monte Carlo analysis for each posterior distribution in which an observation is held out as a test case. This paper introduces a new method, called integrated importance sampling (iIS), for estimating LOOCV predictive p-values with only Markov chain samples drawn from the posterior based on a full data set. The key step in iIS is that we integrate away the latent variables associated the test observation with respect to their conditional distribution without reference to the actual observation. By following the general theory for importance sampling, the formula used by iIS can be proved to be equivalent to the LOOCV predictive p-value. We compare iIS and other three existing methods in the literature with two disease mapping datasets. Our empirical results show that the predictive p-values estimated with iIS are almost identical to the predictive p-values estimated with actual LOOCV and outperform those given by the existing three methods, namely, the posterior predictive checking, the ordinary importance sampling, and the ghosting method by Marshall and Spiegelhalter (2003). Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  3. Estimating Prediction Uncertainty from Geographical Information System Raster Processing: A User's Manual for the Raster Error Propagation Tool (REPTool)

    Science.gov (United States)

    Gurdak, Jason J.; Qi, Sharon L.; Geisler, Michael L.

    2009-01-01

    The U.S. Geological Survey Raster Error Propagation Tool (REPTool) is a custom tool for use with the Environmental System Research Institute (ESRI) ArcGIS Desktop application to estimate error propagation and prediction uncertainty in raster processing operations and geospatial modeling. REPTool is designed to introduce concepts of error and uncertainty in geospatial data and modeling and provide users of ArcGIS Desktop a geoprocessing tool and methodology to consider how error affects geospatial model output. Similar to other geoprocessing tools available in ArcGIS Desktop, REPTool can be run from a dialog window, from the ArcMap command line, or from a Python script. REPTool consists of public-domain, Python-based packages that implement Latin Hypercube Sampling within a probabilistic framework to track error propagation in geospatial models and quantitatively estimate the uncertainty of the model output. Users may specify error for each input raster or model coefficient represented in the geospatial model. The error for the input rasters may be specified as either spatially invariant or spatially variable across the spatial domain. Users may specify model output as a distribution of uncertainty for each raster cell. REPTool uses the Relative Variance Contribution method to quantify the relative error contribution from the two primary components in the geospatial model - errors in the model input data and coefficients of the model variables. REPTool is appropriate for many types of geospatial processing operations, modeling applications, and related research questions, including applications that consider spatially invariant or spatially variable error in geospatial data.

  4. Predictive Power Estimation Algorithm (PPEA--a new algorithm to reduce overfitting for genomic biomarker discovery.

    Directory of Open Access Journals (Sweden)

    Jiangang Liu

    Full Text Available Toxicogenomics promises to aid in predicting adverse effects, understanding the mechanisms of drug action or toxicity, and uncovering unexpected or secondary pharmacology. However, modeling adverse effects using high dimensional and high noise genomic data is prone to over-fitting. Models constructed from such data sets often consist of a large number of genes with no obvious functional relevance to the biological effect the model intends to predict that can make it challenging to interpret the modeling results. To address these issues, we developed a novel algorithm, Predictive Power Estimation Algorithm (PPEA, which estimates the predictive power of each individual transcript through an iterative two-way bootstrapping procedure. By repeatedly enforcing that the sample number is larger than the transcript number, in each iteration of modeling and testing, PPEA reduces the potential risk of overfitting. We show with three different cases studies that: (1 PPEA can quickly derive a reliable rank order of predictive power of individual transcripts in a relatively small number of iterations, (2 the top ranked transcripts tend to be functionally related to the phenotype they are intended to predict, (3 using only the most predictive top ranked transcripts greatly facilitates development of multiplex assay such as qRT-PCR as a biomarker, and (4 more importantly, we were able to demonstrate that a small number of genes identified from the top-ranked transcripts are highly predictive of phenotype as their expression changes distinguished adverse from nonadverse effects of compounds in completely independent tests. Thus, we believe that the PPEA model effectively addresses the over-fitting problem and can be used to facilitate genomic biomarker discovery for predictive toxicology and drug responses.

  5. Partitioning of the variance in the growth parameters of Erwinia carotovora on vegetable products.

    Science.gov (United States)

    Shorten, P R; Membré, J-M; Pleasants, A B; Kubaczka, M; Soboleva, T K

    2004-06-01

    The objective of this paper was to estimate and partition the variability in the microbial growth model parameters describing the growth of Erwinia carotovora on pasteurised and non-pasteurised vegetable juice from laboratory experiments performed under different temperature-varying conditions. We partitioned the model parameter variance and covariance components into effects due to temperature profile and replicate using a maximum likelihood technique. Temperature profile and replicate were treated as random effects and the food substrate was treated as a fixed effect. The replicate variance component was small indicating a high level of control in this experiment. Our analysis of the combined E. carotovora growth data sets used the Baranyi primary microbial growth model along with the Ratkowsky secondary growth model. The variability in the microbial growth parameters estimated from these microbial growth experiments is essential for predicting the mean and variance through time of the E. carotovora population size in a product supply chain and is the basis for microbiological risk assessment and food product shelf-life estimation. The variance partitioning made here also assists in the management of optimal product distribution networks by identifying elements of the supply chain contributing most to product variability. Copyright 2003 Elsevier B.V.

  6. Multinomial Logistic Regression & Bootstrapping for Bayesian Estimation of Vertical Facies Prediction in Heterogeneous Sandstone Reservoirs

    Science.gov (United States)

    Al-Mudhafar, W. J.

    2013-12-01

    Precisely prediction of rock facies leads to adequate reservoir characterization by improving the porosity-permeability relationships to estimate the properties in non-cored intervals. It also helps to accurately identify the spatial facies distribution to perform an accurate reservoir model for optimal future reservoir performance. In this paper, the facies estimation has been done through Multinomial logistic regression (MLR) with respect to the well logs and core data in a well in upper sandstone formation of South Rumaila oil field. The entire independent variables are gamma rays, formation density, water saturation, shale volume, log porosity, core porosity, and core permeability. Firstly, Robust Sequential Imputation Algorithm has been considered to impute the missing data. This algorithm starts from a complete subset of the dataset and estimates sequentially the missing values in an incomplete observation by minimizing the determinant of the covariance of the augmented data matrix. Then, the observation is added to the complete data matrix and the algorithm continues with the next observation with missing values. The MLR has been chosen to estimate the maximum likelihood and minimize the standard error for the nonlinear relationships between facies & core and log data. The MLR is used to predict the probabilities of the different possible facies given each independent variable by constructing a linear predictor function having a set of weights that are linearly combined with the independent variables by using a dot product. Beta distribution of facies has been considered as prior knowledge and the resulted predicted probability (posterior) has been estimated from MLR based on Baye's theorem that represents the relationship between predicted probability (posterior) with the conditional probability and the prior knowledge. To assess the statistical accuracy of the model, the bootstrap should be carried out to estimate extra-sample prediction error by randomly

  7. Calculation of solar irradiation prediction intervals combining volatility and kernel density estimates

    International Nuclear Information System (INIS)

    Trapero, Juan R.

    2016-01-01

    In order to integrate solar energy into the grid it is important to predict the solar radiation accurately, where forecast errors can lead to significant costs. Recently, the increasing statistical approaches that cope with this problem is yielding a prolific literature. In general terms, the main research discussion is centred on selecting the “best” forecasting technique in accuracy terms. However, the need of the users of such forecasts require, apart from point forecasts, information about the variability of such forecast to compute prediction intervals. In this work, we will analyze kernel density estimation approaches, volatility forecasting models and combination of both of them in order to improve the prediction intervals performance. The results show that an optimal combination in terms of prediction interval statistical tests can achieve the desired confidence level with a lower average interval width. Data from a facility located in Spain are used to illustrate our methodology. - Highlights: • This work explores uncertainty forecasting models to build prediction intervals. • Kernel density estimators, exponential smoothing and GARCH models are compared. • An optimal combination of methods provides the best results. • A good compromise between coverage and average interval width is shown.

  8. Development of technique for estimating primary cooling system break diameter in predicting nuclear emergency event sequence

    International Nuclear Information System (INIS)

    Tatebe, Yasumasa; Yoshida, Yoshitaka

    2012-01-01

    If an emergency event occurs in a nuclear power plant, appropriate action is selected and taken in accordance with the plant status, which changes from time to time, in order to prevent escalation and mitigate the event consequences. It is thus important to predict the event sequence and identify the plant behavior resulting from the action taken. In predicting the event sequence during a loss-of-coolant accident (LOCA), it is necessary to estimate break diameter. The conventional method for this estimation is time-consuming, since it involves multiple sensitivity analyses to determine the break diameter that is consistent with the plant behavior. To speed up the process of predicting the nuclear emergency event sequence, a new break diameter estimation technique that is applicable to pressurized water reactors was developed in this study. This technique enables the estimation of break diameter using the plant data sent from the safety parameter display system (SPDS), with focus on the depressurization rate in the reactor cooling system (RCS) during LOCA. The results of LOCA analysis, performed by varying the break diameter using the MAAP4 and RELAP5/MOD3.2 codes, confirmed that the RCS depressurization rate could be expressed by the log linear function of break diameter, except in the case of a small leak, in which RCS depressurization is affected by the coolant charging system and the high-pressure injection system. A correlation equation for break diameter estimation was developed from this function and tested for accuracy. Testing verified that the correlation equation could estimate break diameter accurately within an error of approximately 16%, even if the leak increases gradually, changing the plant status. (author)

  9. IN-CYLINDER MASS FLOW ESTIMATION AND MANIFOLD PRESSURE DYNAMICS FOR STATE PREDICTION IN SI ENGINES

    Directory of Open Access Journals (Sweden)

    Wojnar Sławomir

    2014-06-01

    Full Text Available The aim of this paper is to present a simple model of the intake manifold dynamics of a spark ignition (SI engine and its possible application for estimation and control purposes. We focus on pressure dynamics, which may be regarded as the foundation for estimating future states and for designing model predictive control strategies suitable for maintaining the desired air fuel ratio (AFR. The flow rate measured at the inlet of the intake manifold and the in-cylinder flow estimation are considered as parts of the proposed model. In-cylinder flow estimation is crucial for engine control, where an accurate amount of aspired air forms the basis for computing the manipulated variables. The solutions presented here are based on the mean value engine model (MVEM approach, using the speed-density method. The proposed in-cylinder flow estimation method is compared to measured values in an experimental setting, while one-step-ahead prediction is illustrated using simulation results.

  10. Neuroticism explains unwanted variance in Implicit Association Tests of personality: Possible evidence for an affective valence confound

    Directory of Open Access Journals (Sweden)

    Monika eFleischhauer

    2013-09-01

    Full Text Available Meta-analytic data highlight the value of the Implicit Association Test (IAT as an indirect measure of personality. Based on evidence suggesting that confounding factors such as cognitive abilities contribute to the IAT effect, this study provides a first investigation of whether basic personality traits explain unwanted variance in the IAT. In a gender-balanced sample of 204 volunteers, the Big-Five dimensions were assessed via self-report, peer-report, and IAT. By means of structural equation modeling, latent Big-Five personality factors (based on self- and peer-report were estimated and their predictive value for unwanted variance in the IAT was examined. In a first analysis, unwanted variance was defined in the sense of method-specific variance which may result from differences in task demands between the two IAT block conditions and which can be mirrored by the absolute size of the IAT effects. In a second analysis, unwanted variance was examined in a broader sense defined as those systematic variance components in the raw IAT scores that are not explained by the latent implicit personality factors. In contrast to the absolute IAT scores, this also considers biases associated with the direction of IAT effects (i.e., whether they are positive or negative in sign, biases that might result, for example, from the IAT’s stimulus or category features. None of the explicit Big-Five factors was predictive for method-specific variance in the IATs (first analysis. However, when considering unwanted variance that goes beyond pure method-specific variance (second analysis, a substantial effect of neuroticism occurred that may have been driven by the affective valence of IAT attribute categories and the facilitated processing of negative stimuli, typically associated with neuroticism. The findings thus point to the necessity of using attribute category labels and stimuli of similar affective valence in personality IATs to avoid confounding due to

  11. Multivariate Variance Targeting in the BEKK-GARCH Model

    DEFF Research Database (Denmark)

    Pedersen, Rasmus Søndergaard; Rahbek, Anders

    This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...

  12. Multivariate Variance Targeting in the BEKK-GARCH Model

    DEFF Research Database (Denmark)

    Pedersen, Rasmus Søndergaard; Rahbek, Anders

    2014-01-01

    This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...

  13. Multivariate Variance Targeting in the BEKK-GARCH Model

    DEFF Research Database (Denmark)

    Pedersen, Rasmus Søndergaard; Rahbek, Anders

    This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...

  14. Meta-analysis of choice set generation effects on route choice model estimates and predictions

    DEFF Research Database (Denmark)

    Prato, Carlo Giacomo

    2012-01-01

    are applied for model estimation and results are compared to the ‘true model estimates’. Last, predictions from the simulation of models estimated with objective choice sets are compared to the ‘postulated predicted routes’. A meta-analytical approach allows synthesizing the effect of judgments......Large scale applications of behaviorally realistic transport models pose several challenges to transport modelers on both the demand and the supply sides. On the supply side, path-based solutions to the user assignment equilibrium problem help modelers in enhancing the route choice behavior...... modeling, but require them to generate choice sets by selecting a path generation technique and its parameters according to personal judgments. This paper proposes a methodology and an experimental setting to provide general indications about objective judgments for an effective route choice set generation...

  15. Economic Optimization of Spray Dryer Operation using Nonlinear Model Predictive Control with State Estimation

    DEFF Research Database (Denmark)

    Petersen, Lars Norbert; Jørgensen, John Bagterp; Rawlings, James B.

    2015-01-01

    In this paper, we develop an economically optimizing Nonlinear Model Predictive Controller (E-NMPC) for a complete spray drying plant with multiple stages. In the E-NMPC the initial state is estimated by an extended Kalman Filter (EKF) with noise covariances estimated by an autocovariance least...... squares method (ALS). We present a model for the spray drying plant and use this model for simulation as well as for prediction in the E-NMPC. The open-loop optimal control problem in the E-NMPC is solved using the single-shooting method combined with a quasi-Newton Sequential Quadratic programming (SQP......) algorithm and the adjoint method for computation of gradients. We evaluate the economic performance when unmeasured disturbances are present. By simulation, we demonstrate that the E-NMPC improves the profit of spray drying by 17% compared to conventional PI control....

  16. The estimation of soil parameters using observations on crop biophysical variables and the crop model STICS improve the predictions of agro environmental variables.

    Science.gov (United States)

    Varella, H.-V.

    2009-04-01

    Dynamic crop models are very useful to predict the behavior of crops in their environment and are widely used in a lot of agro-environmental work. These models have many parameters and their spatial application require a good knowledge of these parameters, especially of the soil parameters. These parameters can be estimated from soil analysis at different points but this is very costly and requires a lot of experimental work. Nevertheless, observations on crops provided by new techniques like remote sensing or yield monitoring, is a possibility for estimating soil parameters through the inversion of crop models. In this work, the STICS crop model is studied for the wheat and the sugar beet and it includes more than 200 parameters. After a previous work based on a large experimental database for calibrate parameters related to the characteristics of the crop, a global sensitivity analysis of the observed variables (leaf area index LAI and absorbed nitrogen QN provided by remote sensing data, and yield at harvest provided by yield monitoring) to the soil parameters is made, in order to determine which of them have to be estimated. This study was made in different climatic and agronomic conditions and it reveals that 7 soil parameters (4 related to the water and 3 related to the nitrogen) have a clearly influence on the variance of the observed variables and have to be therefore estimated. For estimating these 7 soil parameters, a Bayesian data assimilation method is chosen (because of available prior information on these parameters) named Importance Sampling by using observations, on wheat and sugar beet crop, of LAI and QN at various dates and yield at harvest acquired on different climatic and agronomic conditions. The quality of parameter estimation is then determined by comparing the result of parameter estimation with only prior information and the result with the posterior information provided by the Bayesian data assimilation method. The result of the

  17. Revision: Variance Inflation in Regression

    Directory of Open Access Journals (Sweden)

    D. R. Jensen

    2013-01-01

    the intercept; and (iv variance deflation may occur, where ill-conditioned data yield smaller variances than their orthogonal surrogates. Conventional VIFs have all regressors linked, or none, often untenable in practice. Beyond these, our models enable the unlinking of regressors that can be unlinked, while preserving dependence among those intrinsically linked. Moreover, known collinearity indices are extended to encompass angles between subspaces of regressors. To reaccess ill-conditioned data, we consider case studies ranging from elementary examples to data from the literature.

  18. Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework

    International Nuclear Information System (INIS)

    Haven, Kyle; Majda, Andrew; Abramov, Rafail

    2005-01-01

    Many situations in complex systems require quantitative estimates of the lack of information in one probability distribution relative to another. In short term climate and weather prediction, examples of these issues might involve the lack of information in the historical climate record compared with an ensemble prediction, or the lack of information in a particular Gaussian ensemble prediction strategy involving the first and second moments compared with the non-Gaussian ensemble itself. The relative entropy is a natural way to quantify the predictive utility in this information, and recently a systematic computationally feasible hierarchical framework has been developed. In practical systems with many degrees of freedom, computational overhead limits ensemble predictions to relatively small sample sizes. Here the notion of predictive utility, in a relative entropy framework, is extended to small random samples by the definition of a sample utility, a measure of the unlikeliness that a random sample was produced by a given prediction strategy. The sample utility is the minimum predictability, with a statistical level of confidence, which is implied by the data. Two practical algorithms for measuring such a sample utility are developed here. The first technique is based on the statistical method of null-hypothesis testing, while the second is based upon a central limit theorem for the relative entropy of moment-based probability densities. These techniques are tested on known probability densities with parameterized bimodality and skewness, and then applied to the Lorenz '96 model, a recently developed 'toy' climate model with chaotic dynamics mimicking the atmosphere. The results show a detection of non-Gaussian tendencies of prediction densities at small ensemble sizes with between 50 and 100 members, with a 95% confidence level

  19. Nonparametric bootstrap procedures for predictive inference based on recursive estimation schemes

    OpenAIRE

    Corradi, Valentina; Swanson, Norman R.

    2005-01-01

    Our objectives in this paper are twofold. First, we introduce block bootstrap techniques that are (first order) valid in recursive estimation frameworks. Thereafter, we present two examples where predictive accuracy tests are made operational using our new bootstrap procedures. In one application, we outline a consistent test for out-of-sample nonlinear Granger causality, and in the other we outline a test for selecting amongst multiple alternative forecasting models, all of which are possibl...

  20. Disturbance estimator based predictive current control of grid-connected inverters

    OpenAIRE

    Al-Khafaji, Ahmed Samawi Ghthwan

    2013-01-01

    ABSTRACT: The work presented in my thesis considers one of the modern discrete-time control approaches based on digital signal processing methods, that have been developed to improve the performance control of grid-connected three-phase inverters. Disturbance estimator based predictive current control of grid-connected inverters is proposed. For inverter modeling with respect to the design of current controllers, we choose the d-q synchronous reference frame to make it easier to understand an...

  1. Improving filtering and prediction of spatially extended turbulent systems with model errors through stochastic parameter estimation

    International Nuclear Information System (INIS)

    Gershgorin, B.; Harlim, J.; Majda, A.J.

    2010-01-01

    The filtering and predictive skill for turbulent signals is often limited by the lack of information about the true dynamics of the system and by our inability to resolve the assumed dynamics with sufficiently high resolution using the current computing power. The standard approach is to use a simple yet rich family of constant parameters to account for model errors through parameterization. This approach can have significant skill by fitting the parameters to some statistical feature of the true signal; however in the context of real-time prediction, such a strategy performs poorly when intermittent transitions to instability occur. Alternatively, we need a set of dynamic parameters. One strategy for estimating parameters on the fly is a stochastic parameter estimation through partial observations of the true signal. In this paper, we extend our newly developed stochastic parameter estimation strategy, the Stochastic Parameterization Extended Kalman Filter (SPEKF), to filtering sparsely observed spatially extended turbulent systems which exhibit abrupt stability transition from time to time despite a stable average behavior. For our primary numerical example, we consider a turbulent system of externally forced barotropic Rossby waves with instability introduced through intermittent negative damping. We find high filtering skill of SPEKF applied to this toy model even in the case of very sparse observations (with only 15 out of the 105 grid points observed) and with unspecified external forcing and damping. Additive and multiplicative bias corrections are used to learn the unknown features of the true dynamics from observations. We also present a comprehensive study of predictive skill in the one-mode context including the robustness toward variation of stochastic parameters, imperfect initial conditions and finite ensemble effect. Furthermore, the proposed stochastic parameter estimation scheme applied to the same spatially extended Rossby wave system demonstrates

  2. Suitability of faecal near-infrared reflectance spectroscopy (NIRS) predictions for estimating gross calorific value

    Energy Technology Data Exchange (ETDEWEB)

    De la Roza-Delgado, B.; Modroño, S.; Vicente, F.; Martínez-Fernández, A.; Soldado, A.

    2015-07-01

    A total of 220 faecal pig and poultry samples, collected from different experimental trials were employed with the aim to demonstrate the suitability of Near Infrared Reflectance Spectroscopy (NIRS) technology for estimation of gross calorific value on faeces as output products in energy balances studies. NIR spectra from dried and grounded faeces samples were analyzed using a Foss NIRSystem 6500 instrument, scanning over the wavelength range 400-2500 nm. Validation studies for quantitative analytical models were carried out to estimate the relevance of method performance associated to reference values to obtain an appropriate, accuracy and precision. The results for prediction of gross calorific value (GCV) of NIRS calibrations obtained for individual species showed high correlation coefficients comparing chemical analysis and NIRS predictions, ranged from 0.92 to 0.97 for poultry and pig. For external validation, the ratio between the standard error of cross validation (SECV) and the standard error of prediction (SEP) varied between 0.73 and 0.86 for poultry and pig respectively, indicating a sufficiently precision of calibrations. In addition a global model to estimate GCV in both species was developed and externally validated. It showed correlation coefficients of 0.99 for calibration, 0.98 for cross-validation and 0.97 for external validation. Finally, relative uncertainty was calculated for NIRS developed prediction models with the final value when applying individual NIRS species model of 1.3% and 1.5% for NIRS global prediction. This study suggests that NIRS is a suitable and accurate method for the determination of GCV in faeces, decreasing cost, timeless and for convenient handling of unpleasant samples.. (Author)

  3. Molecular Dynamics Simulations and Kinetic Measurements to Estimate and Predict Protein-Ligand Residence Times.

    Science.gov (United States)

    Mollica, Luca; Theret, Isabelle; Antoine, Mathias; Perron-Sierra, Françoise; Charton, Yves; Fourquez, Jean-Marie; Wierzbicki, Michel; Boutin, Jean A; Ferry, Gilles; Decherchi, Sergio; Bottegoni, Giovanni; Ducrot, Pierre; Cavalli, Andrea

    2016-08-11

    Ligand-target residence time is emerging as a key drug discovery parameter because it can reliably predict drug efficacy in vivo. Experimental approaches to binding and unbinding kinetics are nowadays available, but we still lack reliable computational tools for predicting kinetics and residence time. Most attempts have been based on brute-force molecular dynamics (MD) simulations, which are CPU-demanding and not yet particularly accurate. We recently reported a new scaled-MD-based protocol, which showed potential for residence time prediction in drug discovery. Here, we further challenged our procedure's predictive ability by applying our methodology to a series of glucokinase activators that could be useful for treating type 2 diabetes mellitus. We combined scaled MD with experimental kinetics measurements and X-ray crystallography, promptly checking the protocol's reliability by directly comparing computational predictions and experimental measures. The good agreement highlights the potential of our scaled-MD-based approach as an innovative method for computationally estimating and predicting drug residence times.

  4. Prediction of Monte Carlo errors by a theory generalized to treat track-length estimators

    International Nuclear Information System (INIS)

    Booth, T.E.; Amster, H.J.

    1978-01-01

    Present theories for predicting expected Monte Carlo errors in neutron transport calculations apply to estimates of flux-weighted integrals sampled directly by scoring individual collisions. To treat track-length estimators, the recent theory of Amster and Djomehri is generalized to allow the score distribution functions to depend on the coordinates of two successive collisions. It has long been known that the expected track length in a region of phase space equals the expected flux integrated over that region, but that the expected statistical error of the Monte Carlo estimate of the track length is different from that of the flux integral obtained by sampling the sum of the reciprocals of the cross sections for all collisions in the region. These conclusions are shown to be implied by the generalized theory, which provides explicit equations for the expected values and errors of both types of estimators. Sampling expected contributions to the track-length estimator is also treated. Other general properties of the errors for both estimators are derived from the equations and physically interpreted. The actual values of these errors are then obtained and interpreted for a simple specific example

  5. Quantifying and estimating the predictive accuracy for censored time-to-event data with competing risks.

    Science.gov (United States)

    Wu, Cai; Li, Liang

    2018-05-15

    This paper focuses on quantifying and estimating the predictive accuracy of prognostic models for time-to-event outcomes with competing events. We consider the time-dependent discrimination and calibration metrics, including the receiver operating characteristics curve and the Brier score, in the context of competing risks. To address censoring, we propose a unified nonparametric estimation framework for both discrimination and calibration measures, by weighting the censored subjects with the conditional probability of the event of interest given the observed data. The proposed method can be extended to time-dependent predictive accuracy metrics constructed from a general class of loss functions. We apply the methodology to a data set from the African American Study of Kidney Disease and Hypertension to evaluate the predictive accuracy of a prognostic risk score in predicting end-stage renal disease, accounting for the competing risk of pre-end-stage renal disease death, and evaluate its numerical performance in extensive simulation studies. Copyright © 2018 John Wiley & Sons, Ltd.

  6. Heart Failure: Diagnosis, Severity Estimation and Prediction of Adverse Events Through Machine Learning Techniques

    Directory of Open Access Journals (Sweden)

    Evanthia E. Tripoliti

    Full Text Available Heart failure is a serious condition with high prevalence (about 2% in the adult population in developed countries, and more than 8% in patients older than 75 years. About 3–5% of hospital admissions are linked with heart failure incidents. Heart failure is the first cause of admission by healthcare professionals in their clinical practice. The costs are very high, reaching up to 2% of the total health costs in the developed countries. Building an effective disease management strategy requires analysis of large amount of data, early detection of the disease, assessment of the severity and early prediction of adverse events. This will inhibit the progression of the disease, will improve the quality of life of the patients and will reduce the associated medical costs. Toward this direction machine learning techniques have been employed. The aim of this paper is to present the state-of-the-art of the machine learning methodologies applied for the assessment of heart failure. More specifically, models predicting the presence, estimating the subtype, assessing the severity of heart failure and predicting the presence of adverse events, such as destabilizations, re-hospitalizations, and mortality are presented. According to the authors' knowledge, it is the first time that such a comprehensive review, focusing on all aspects of the management of heart failure, is presented. Keywords: Heart failure, Diagnosis, Prediction, Severity estimation, Classification, Data mining

  7. ARA and ARI imperfect repair models: Estimation, goodness-of-fit and reliability prediction

    International Nuclear Information System (INIS)

    Toledo, Maria Luíza Guerra de; Freitas, Marta A.; Colosimo, Enrico A.; Gilardoni, Gustavo L.

    2015-01-01

    An appropriate maintenance policy is essential to reduce expenses and risks related to equipment failures. A fundamental aspect to be considered when specifying such policies is to be able to predict the reliability of the systems under study, based on a well fitted model. In this paper, the classes of models Arithmetic Reduction of Age and Arithmetic Reduction of Intensity are explored. Likelihood functions for such models are derived, and a graphical method is proposed for model selection. A real data set involving failures in trucks used by a Brazilian mining is analyzed considering models with different memories. Parameters, namely, shape and scale for Power Law Process, and the efficiency of repair were estimated for the best fitted model. Estimation of model parameters allowed us to derive reliability estimators to predict the behavior of the failure process. These results are a valuable information for the mining company and can be used to support decision making regarding preventive maintenance policy. - Highlights: • Likelihood functions for imperfect repair models are derived. • A goodness-of-fit technique is proposed as a tool for model selection. • Failures in trucks owned by a Brazilian mining are modeled. • Estimation allowed deriving reliability predictors to forecast the future failure process of the trucks

  8. Application of an estimation model to predict future transients at US nuclear power plants

    International Nuclear Information System (INIS)

    Hallbert, B.P.; Blackman, H.S.

    1987-01-01

    A model developed by R.A. Fisher was applied to a set of Licensee Event Reports (LERs) summarizing transient initiating events at US commercial nuclear power plants. The empirical Bayes model was examined to study the feasibility of estimating the number of categories of transients which have not yet occurred at nuclear power plants. An examination of the model's predictive ability using an existing sample of data provided support for use of the model to estimate future transients. The estimate indicates that an approximate fifteen percent increase in the number of categories of transient initiating events may be expected during the period 1983--1993, assuming a stable process of transients. Limitations of the model and other possible applications are discussed. 10 refs., 1 fig., 3 tabs

  9. Modelling volatility by variance decomposition

    DEFF Research Database (Denmark)

    Amado, Cristina; Teräsvirta, Timo

    In this paper, we propose two parametric alternatives to the standard GARCH model. They allow the variance of the model to have a smooth time-varying structure of either additive or multiplicative type. The suggested parameterisations describe both nonlinearity and structural change in the condit...

  10. An Empirical Temperature Variance Source Model in Heated Jets

    Science.gov (United States)

    Khavaran, Abbas; Bridges, James

    2012-01-01

    An acoustic analogy approach is implemented that models the sources of jet noise in heated jets. The equivalent sources of turbulent mixing noise are recognized as the differences between the fluctuating and Favre-averaged Reynolds stresses and enthalpy fluxes. While in a conventional acoustic analogy only Reynolds stress components are scrutinized for their noise generation properties, it is now accepted that a comprehensive source model should include the additional entropy source term. Following Goldstein s generalized acoustic analogy, the set of Euler equations are divided into two sets of equations that govern a non-radiating base flow plus its residual components. When the base flow is considered as a locally parallel mean flow, the residual equations may be rearranged to form an inhomogeneous third-order wave equation. A general solution is written subsequently using a Green s function method while all non-linear terms are treated as the equivalent sources of aerodynamic sound and are modeled accordingly. In a previous study, a specialized Reynolds-averaged Navier-Stokes (RANS) solver was implemented to compute the variance of thermal fluctuations that determine the enthalpy flux source strength. The main objective here is to present an empirical model capable of providing a reasonable estimate of the stagnation temperature variance in a jet. Such a model is parameterized as a function of the mean stagnation temperature gradient in the jet, and is evaluated using commonly available RANS solvers. The ensuing thermal source distribution is compared with measurements as well as computational result from a dedicated RANS solver that employs an enthalpy variance and dissipation rate model. Turbulent mixing noise predictions are presented for a wide range of jet temperature ratios from 1.0 to 3.20.

  11. Visual SLAM Using Variance Grid Maps

    Science.gov (United States)

    Howard, Andrew B.; Marks, Tim K.

    2011-01-01

    An algorithm denoted Gamma-SLAM performs further processing, in real time, of preprocessed digitized images acquired by a stereoscopic pair of electronic cameras aboard an off-road robotic ground vehicle to build accurate maps of the terrain and determine the location of the vehicle with respect to the maps. Part of the name of the algorithm reflects the fact that the process of building the maps and determining the location with respect to them is denoted simultaneous localization and mapping (SLAM). Most prior real-time SLAM algorithms have been limited in applicability to (1) systems equipped with scanning laser range finders as the primary sensors in (2) indoor environments (or relatively simply structured outdoor environments). The few prior vision-based SLAM algorithms have been feature-based and not suitable for real-time applications and, hence, not suitable for autonomous navigation on irregularly structured terrain. The Gamma-SLAM algorithm incorporates two key innovations: Visual odometry (in contradistinction to wheel odometry) is used to estimate the motion of the vehicle. An elevation variance map (in contradistinction to an occupancy or an elevation map) is used to represent the terrain. The Gamma-SLAM algorithm makes use of a Rao-Blackwellized particle filter (RBPF) from Bayesian estimation theory for maintaining a distribution over poses and maps. The core idea of the RBPF approach is that the SLAM problem can be factored into two parts: (1) finding the distribution over robot trajectories, and (2) finding the map conditioned on any given trajectory. The factorization involves the use of a particle filter in which each particle encodes both a possible trajectory and a map conditioned on that trajectory. The base estimate of the trajectory is derived from visual odometry, and the map conditioned on that trajectory is a Cartesian grid of elevation variances. In comparison with traditional occupancy or elevation grid maps, the grid elevation variance

  12. Energy and variance budgets of a diffusive staircase with implications for heat flux scaling

    Science.gov (United States)

    Hieronymus, M.; Carpenter, J. R.

    2016-02-01

    Diffusive convection, the mode of double-diffusive convection that occur when both temperature and salinity increase with increasing depth, is commonplace throughout the high latitude oceans and diffusive staircases constitute an important heat transport process in the Arctic Ocean. Heat and buoyancy fluxes through these staircases are often estimated using flux laws deduced either from laboratory experiments, or from simplified energy or variance budgets. We have done direct numerical simulations of double-diffusive convection at a range of Rayleigh numbers and quantified the energy and variance budgets in detail. This allows us to compare the fluxes in our simulations to those derived using known flux laws and to quantify how well the simplified energy and variance budgets approximate the full budgets. The fluxes are found to agree well with earlier estimates at high Rayleigh numbers, but we find large deviations at low Rayleigh numbers. The close ties between the heat and buoyancy fluxes and the budgets of thermal variance and energy have been utilized to derive heat flux scaling laws in the field of thermal convection. The result is the so called GL-theory, which has been found to give accurate heat flux scaling laws in a very wide parameter range. Diffusive convection has many similarities to thermal convection and an extension of the GL-theory to diffusive convection is also presented and its predictions are compared to the results from our numerical simulations.

  13. A NEW METHOD FOR PREDICTING SURVIVAL AND ESTIMATING UNCERTAINTY IN TRAUMA PATIENTS

    Directory of Open Access Journals (Sweden)

    V. G. Schetinin

    2017-01-01

    Full Text Available The Trauma and Injury Severity Score (TRISS is the current “gold” standard of screening patient’s condition for purposes of predicting survival probability. More than 40 years of TRISS practice revealed a number of problems, particularly, 1 unexplained fluctuation of predicted values caused by aggregation of screening tests, and 2 low accuracy of uncertainty intervals estimations. We developed a new method made it available for practitioners as a web calculator to reduce negative effect of factors given above. The method involves Bayesian methodology of statistical inference which, being computationally expensive, in theory provides most accurate predictions. We implemented and tested this approach on a data set including 571,148 patients registered in the US National Trauma Data Bank (NTDB with 1–20 injuries. These patients were distributed over the following categories: (1 174,647 with 1 injury, (2 381,137 with 2–10 injuries, and (3 15,364 with 11–20 injuries. Survival rates in each category were 0.977, 0.953, and 0.831, respectively. The proposed method has improved prediction accuracy by 0.04%, 0.36%, and 3.64% (p-value <0.05 in the categories 1, 2, and 3, respectively. Hosmer-Lemeshow statistics showed a significant improvement of the new model calibration. The uncertainty 2σ intervals were reduced from 0.628 to 0.569 for patients of the second category and from 1.227 to 0.930 for patients of the third category, both with p-value <0.005. The new method shows the statistically significant improvement (p-value <0.05 in accuracy of predicting survival and estimating the uncertainty intervals. The largest improvement has been achieved for patients with 11–20 injuries. The method is available for practitioners as a web calculator http://www.traumacalc.org.

  14. Minimum Variance Portfolios in the Brazilian Equity Market

    Directory of Open Access Journals (Sweden)

    Alexandre Rubesam

    2013-03-01

    Full Text Available We investigate minimum variance portfolios in the Brazilian equity market using different methods to estimate the covariance matrix, from the simple model of using the sample covariance to multivariate GARCH models. We compare the performance of the minimum variance portfolios to those of the following benchmarks: (i the IBOVESPA equity index, (ii an equally-weighted portfolio, (iii the maximum Sharpe ratio portfolio and (iv the maximum growth portfolio. Our results show that the minimum variance portfolio has higher returns with lower risk compared to the benchmarks. We also consider long-short 130/30 minimum variance portfolios and obtain similar results. The minimum variance portfolio invests in relatively few stocks with low βs measured with respect to the IBOVESPA index, being easily replicable by individual and institutional investors alike.

  15. Tail Risk Premia and Return Predictability

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Todorov, Viktor; Xu, Lai

    The variance risk premium, defined as the difference between actual and risk-neutralized expectations of the forward aggregate market variation, helps predict future market returns. Relying on new essentially model-free estimation procedure, we show that much of this predictability may be attribu......The variance risk premium, defined as the difference between actual and risk-neutralized expectations of the forward aggregate market variation, helps predict future market returns. Relying on new essentially model-free estimation procedure, we show that much of this predictability may......-varying economic uncertainty and changes in risk aversion, or market fears, respectively....

  16. Offset-Free Model Predictive Control of Open Water Channel Based on Moving Horizon Estimation

    Science.gov (United States)

    Ekin Aydin, Boran; Rutten, Martine

    2016-04-01

    Model predictive control (MPC) is a powerful control option which is increasingly used by operational water managers for managing water systems. The explicit consideration of constraints and multi-objective management are important features of MPC. However, due to the water loss in open water systems by seepage, leakage and evaporation a mismatch between the model and the real system will be created. These mismatch affects the performance of MPC and creates an offset from the reference set point of the water level. We present model predictive control based on moving horizon estimation (MHE-MPC) to achieve offset free control of water level for open water canals. MHE-MPC uses the past predictions of the model and the past measurements of the system to estimate unknown disturbances and the offset in the controlled water level is systematically removed. We numerically tested MHE-MPC on an accurate hydro-dynamic model of the laboratory canal UPC-PAC located in Barcelona. In addition, we also used well known disturbance modeling offset free control scheme for the same test case. Simulation experiments on a single canal reach show that MHE-MPC outperforms disturbance modeling offset free control scheme.

  17. A Bayesian approach for parameter estimation and prediction using a computationally intensive model

    International Nuclear Information System (INIS)

    Higdon, Dave; McDonnell, Jordan D; Schunck, Nicolas; Sarich, Jason; Wild, Stefan M

    2015-01-01

    Bayesian methods have been successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based model η(θ), where θ denotes the uncertain, best input setting. Hence the statistical model is of the form y=η(θ)+ϵ, where ϵ accounts for measurement, and possibly other, error sources. When nonlinearity is present in η(⋅), the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and nonstandard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. Although generally applicable, MCMC requires thousands (or even millions) of evaluations of the physics model η(⋅). This requirement is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we present an approach adapted from Bayesian model calibration. This approach combines output from an ensemble of computational model runs with physical measurements, within a statistical formulation, to carry out inference. A key component of this approach is a statistical response surface, or emulator, estimated from the ensemble of model runs. We demonstrate this approach with a case study in estimating parameters for a density functional theory model, using experimental mass/binding energy measurements from a collection of atomic nuclei. We also demonstrate how this approach produces uncertainties in predictions for recent mass measurements obtained at Argonne National Laboratory. (paper)

  18. Prediction equation for estimating total daily energy requirements of special operations personnel.

    Science.gov (United States)

    Barringer, N D; Pasiakos, S M; McClung, H L; Crombie, A P; Margolis, L M

    2018-01-01

    Special Operations Forces (SOF) engage in a variety of military tasks with many producing high energy expenditures, leading to undesired energy deficits and loss of body mass. Therefore, the ability to accurately estimate daily energy requirements would be useful for accurate logistical planning. Generate a predictive equation estimating energy requirements of SOF. Retrospective analysis of data collected from SOF personnel engaged in 12 different SOF training scenarios. Energy expenditure and total body water were determined using the doubly-labeled water technique. Physical activity level was determined as daily energy expenditure divided by resting metabolic rate. Physical activity level was broken into quartiles (0 = mission prep, 1 = common warrior tasks, 2 = battle drills, 3 = specialized intense activity) to generate a physical activity factor (PAF). Regression analysis was used to construct two predictive equations (Model A; body mass and PAF, Model B; fat-free mass and PAF) estimating daily energy expenditures. Average measured energy expenditure during SOF training was 4468 (range: 3700 to 6300) Kcal·d- 1 . Regression analysis revealed that physical activity level ( r  = 0.91; P  plan appropriate feeding regimens to meet SOF nutritional requirements across their mission profile.

  19. Developing and implementing the use of predictive models for estimating water quality at Great Lakes beaches

    Science.gov (United States)

    Francy, Donna S.; Brady, Amie M.G.; Carvin, Rebecca B.; Corsi, Steven R.; Fuller, Lori M.; Harrison, John H.; Hayhurst, Brett A.; Lant, Jeremiah; Nevers, Meredith B.; Terrio, Paul J.; Zimmerman, Tammy M.

    2013-01-01

    Predictive models have been used at beaches to improve the timeliness and accuracy of recreational water-quality assessments over the most common current approach to water-quality monitoring, which relies on culturing fecal-indicator bacteria such as Escherichia coli (E. coli.). Beach-specific predictive models use environmental and water-quality variables that are easily and quickly measured as surrogates to estimate concentrations of fecal-indicator bacteria or to provide the probability that a State recreational water-quality standard will be exceeded. When predictive models are used for beach closure or advisory decisions, they are referred to as “nowcasts.” During the recreational seasons of 2010-12, the U.S. Geological Survey (USGS), in cooperation with 23 local and State agencies, worked to improve existing nowcasts at 4 beaches, validate predictive models at another 38 beaches, and collect data for predictive-model development at 7 beaches throughout the Great Lakes. This report summarizes efforts to collect data and develop predictive models by multiple agencies and to compile existing information on the beaches and beach-monitoring programs into one comprehensive report. Local agencies measured E. coli concentrations and variables expected to affect E. coli concentrations such as wave height, turbidity, water temperature, and numbers of birds at the time of sampling. In addition to these field measurements, equipment was installed by the USGS or local agencies at or near several beaches to collect water-quality and metrological measurements in near real time, including nearshore buoys, weather stations, and tributary staff gages and monitors. The USGS worked with local agencies to retrieve data from existing sources either manually or by use of tools designed specifically to compile and process data for predictive-model development. Predictive models were developed by use of linear regression and (or) partial least squares techniques for 42 beaches

  20. PREVAIL: Predicting Recovery through Estimation and Visualization of Active and Incident Lesions.

    Science.gov (United States)

    Dworkin, Jordan D; Sweeney, Elizabeth M; Schindler, Matthew K; Chahin, Salim; Reich, Daniel S; Shinohara, Russell T

    2016-01-01

    The goal of this study was to develop a model that integrates imaging and clinical information observed at lesion incidence for predicting the recovery of white matter lesions in multiple sclerosis (MS) patients. Demographic, clinical, and magnetic resonance imaging (MRI) data were obtained from 60 subjects with MS as part of a natural history study at the National Institute of Neurological Disorders and Stroke. A total of 401 lesions met the inclusion criteria and were used in the study. Imaging features were extracted from the intensity-normalized T1-weighted (T1w) and T2-weighted sequences as well as magnetization transfer ratio (MTR) sequence acquired at lesion incidence. T1w and MTR signatures were also extracted from images acquired one-year post-incidence. Imaging features were integrated with clinical and demographic data observed at lesion incidence to create statistical prediction models for long-term damage within the lesion. The performance of the T1w and MTR predictions was assessed in two ways: first, the predictive accuracy was measured quantitatively using leave-one-lesion-out cross-validated (CV) mean-squared predictive error. Then, to assess the prediction performance from the perspective of expert clinicians, three board-certified MS clinicians were asked to individually score how similar the CV model-predicted one-year appearance was to the true one-year appearance for a random sample of 100 lesions. The cross-validated root-mean-square predictive error was 0.95 for normalized T1w and 0.064 for MTR, compared to the estimated measurement errors of 0.48 and 0.078 respectively. The three expert raters agreed that T1w and MTR predictions closely resembled the true one-year follow-up appearance of the lesions in both degree and pattern of recovery within lesions. This study demonstrates that by using only information from a single visit at incidence, we can predict how a new lesion will recover using relatively simple statistical techniques. The

  1. Random Forests (RFs) for Estimation, Uncertainty Prediction and Interpretation of Monthly Solar Potential

    Science.gov (United States)

    Assouline, Dan; Mohajeri, Nahid; Scartezzini, Jean-Louis

    2017-04-01

    Solar energy is clean, widely available, and arguably the most promising renewable energy resource. Taking full advantage of solar power, however, requires a deep understanding of its patterns and dependencies in space and time. The recent advances in Machine Learning brought powerful algorithms to estimate the spatio-temporal variations of solar irradiance (the power per unit area received from the Sun, W/m2), using local weather and terrain information. Such algorithms include Deep Learning (e.g. Artificial Neural Networks), or kernel methods (e.g. Support Vector Machines). However, most of these methods have some disadvantages, as they: (i) are complex to tune, (ii) are mainly used as a black box and offering no interpretation on the variables contributions, (iii) often do not provide uncertainty predictions (Assouline et al., 2016). To provide a reasonable solar mapping with good accuracy, these gaps would ideally need to be filled. We present here simple steps using one ensemble learning algorithm namely, Random Forests (Breiman, 2001) to (i) estimate monthly solar potential with good accuracy, (ii) provide information on the contribution of each feature in the estimation, and (iii) offer prediction intervals for each point estimate. We have selected Switzerland as an example. Using a Digital Elevation Model (DEM) along with monthly solar irradiance time series and weather data, we build monthly solar maps for Global Horizontal Irradiance (GHI), Diffuse Horizontal Irradiance (GHI), and Extraterrestrial Irradiance (EI). The weather data include monthly values for temperature, precipitation, sunshine duration, and cloud cover. In order to explain the impact of each feature on the solar irradiance of each point estimate, we extend the contribution method (Kuz'min et al., 2011) to a regression setting. Contribution maps for all features can then be computed for each solar map. This provides precious information on the spatial variation of the features impact all

  2. Variance based OFDM frame synchronization

    Directory of Open Access Journals (Sweden)

    Z. Fedra

    2012-04-01

    Full Text Available The paper deals with a new frame synchronization scheme for OFDM systems and calculates the complexity of this scheme. The scheme is based on the computing of the detection window variance. The variance is computed in two delayed times, so a modified Early-Late loop is used for the frame position detection. The proposed algorithm deals with different variants of OFDM parameters including guard interval, cyclic prefix, and has good properties regarding the choice of the algorithm's parameters since the parameters may be chosen within a wide range without having a high influence on system performance. The verification of the proposed algorithm functionality has been performed on a development environment using universal software radio peripheral (USRP hardware.

  3. Variance decomposition in stochastic simulators.

    Science.gov (United States)

    Le Maître, O P; Knio, O M; Moraes, A

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  4. Variance decomposition in stochastic simulators

    Science.gov (United States)

    Le Maître, O. P.; Knio, O. M.; Moraes, A.

    2015-06-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  5. Variance decomposition in stochastic simulators

    Energy Technology Data Exchange (ETDEWEB)

    Le Maître, O. P., E-mail: olm@limsi.fr [LIMSI-CNRS, UPR 3251, Orsay (France); Knio, O. M., E-mail: knio@duke.edu [Department of Mechanical Engineering and Materials Science, Duke University, Durham, North Carolina 27708 (United States); Moraes, A., E-mail: alvaro.moraesgutierrez@kaust.edu.sa [King Abdullah University of Science and Technology, Thuwal (Saudi Arabia)

    2015-06-28

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  6. Variance decomposition in stochastic simulators

    KAUST Repository

    Le Maî tre, O. P.; Knio, O. M.; Moraes, Alvaro

    2015-01-01

    This work aims at the development of a mathematical and computational approach that enables quantification of the inherent sources of stochasticity and of the corresponding sensitivities in stochastic simulations of chemical reaction networks. The approach is based on reformulating the system dynamics as being generated by independent standardized Poisson processes. This reformulation affords a straightforward identification of individual realizations for the stochastic dynamics of each reaction channel, and consequently a quantitative characterization of the inherent sources of stochasticity in the system. By relying on the Sobol-Hoeffding decomposition, the reformulation enables us to perform an orthogonal decomposition of the solution variance. Thus, by judiciously exploiting the inherent stochasticity of the system, one is able to quantify the variance-based sensitivities associated with individual reaction channels, as well as the importance of channel interactions. Implementation of the algorithms is illustrated in light of simulations of simplified systems, including the birth-death, Schlögl, and Michaelis-Menten models.

  7. On Mean-Variance Analysis

    OpenAIRE

    Li, Yang; Pirvu, Traian A

    2011-01-01

    This paper considers the mean variance portfolio management problem. We examine portfolios which contain both primary and derivative securities. The challenge in this context is due to portfolio's nonlinearities. The delta-gamma approximation is employed to overcome it. Thus, the optimization problem is reduced to a well posed quadratic program. The methodology developed in this paper can be also applied to pricing and hedging in incomplete markets.

  8. Bragg peak prediction from quantitative proton computed tomography using different path estimates

    International Nuclear Information System (INIS)

    Wang Dongxu; Mackie, T Rockwell; Tome, Wolfgang A

    2011-01-01

    This paper characterizes the performance of the straight-line path (SLP) and cubic spline path (CSP) as path estimates used in reconstruction of proton computed tomography (pCT). The GEANT4 Monte Carlo simulation toolkit is employed to simulate the imaging phantom and proton projections. SLP, CSP and the most-probable path (MPP) are constructed based on the entrance and exit information of each proton. The physical deviations of SLP, CSP and MPP from the real path are calculated. Using a conditional proton path probability map, the relative probability of SLP, CSP and MPP are calculated and compared. The depth dose and Bragg peak are predicted on the pCT images reconstructed using SLP, CSP, and MPP and compared with the simulation result. The root-mean-square physical deviations and the cumulative distribution of the physical deviations show that the performance of CSP is comparable to MPP while SLP is slightly inferior. About 90% of the SLP pixels and 99% of the CSP pixels lie in the 99% relative probability envelope of the MPP. Even at an imaging dose of ∼0.1 mGy the proton Bragg peak for a given incoming energy can be predicted on the pCT image reconstructed using SLP, CSP, or MPP with 1 mm accuracy. This study shows that SLP and CSP, like MPP, are adequate path estimates for pCT reconstruction, and therefore can be chosen as the path estimation method for pCT reconstruction, which can aid the treatment planning and range prediction of proton radiation therapy.

  9. Bragg peak prediction from quantitative proton computed tomography using different path estimates

    Energy Technology Data Exchange (ETDEWEB)

    Wang Dongxu; Mackie, T Rockwell; Tome, Wolfgang A, E-mail: tome@humonc.wisc.edu [Department of Medical Physics, University of Wisconsin School of Medicine and Public Health, Madison, WI 53705 (United States)

    2011-02-07

    This paper characterizes the performance of the straight-line path (SLP) and cubic spline path (CSP) as path estimates used in reconstruction of proton computed tomography (pCT). The GEANT4 Monte Carlo simulation toolkit is employed to simulate the imaging phantom and proton projections. SLP, CSP and the most-probable path (MPP) are constructed based on the entrance and exit information of each proton. The physical deviations of SLP, CSP and MPP from the real path are calculated. Using a conditional proton path probability map, the relative probability of SLP, CSP and MPP are calculated and compared. The depth dose and Bragg peak are predicted on the pCT images reconstructed using SLP, CSP, and MPP and compared with the simulation result. The root-mean-square physical deviations and the cumulative distribution of the physical deviations show that the performance of CSP is comparable to MPP while SLP is slightly inferior. About 90% of the SLP pixels and 99% of the CSP pixels lie in the 99% relative probability envelope of the MPP. Even at an imaging dose of {approx}0.1 mGy the proton Bragg peak for a given incoming energy can be predicted on the pCT image reconstructed using SLP, CSP, or MPP with 1 mm accuracy. This study shows that SLP and CSP, like MPP, are adequate path estimates for pCT reconstruction, and therefore can be chosen as the path estimation method for pCT reconstruction, which can aid the treatment planning and range prediction of proton radiation therapy.

  10. Bragg peak prediction from quantitative proton computed tomography using different path estimates

    Science.gov (United States)

    Wang, Dongxu; Mackie, T Rockwell

    2015-01-01

    This paper characterizes the performance of the straight-line path (SLP) and cubic spline path (CSP) as path estimates used in reconstruction of proton computed tomography (pCT). The GEANT4 Monte Carlo simulation toolkit is employed to simulate the imaging phantom and proton projections. SLP, CSP and the most-probable path (MPP) are constructed based on the entrance and exit information of each proton. The physical deviations of SLP, CSP and MPP from the real path are calculated. Using a conditional proton path probability map, the relative probability of SLP, CSP and MPP are calculated and compared. The depth dose and Bragg peak are predicted on the pCT images reconstructed using SLP, CSP, and MPP and compared with the simulation result. The root-mean-square physical deviations and the cumulative distribution of the physical deviations show that the performance of CSP is comparable to MPP while SLP is slightly inferior. About 90% of the SLP pixels and 99% of the CSP pixels lie in the 99% relative probability envelope of the MPP. Even at an imaging dose of ~0.1 mGy the proton Bragg peak for a given incoming energy can be predicted on the pCT image reconstructed using SLP, CSP, or MPP with 1 mm accuracy. This study shows that SLP and CSP, like MPP, are adequate path estimates for pCT reconstruction, and therefore can be chosen as the path estimation method for pCT reconstruction, which can aid the treatment planning and range prediction of proton radiation therapy. PMID:21212472

  11. New measure of insulin sensitivity predicts cardiovascular disease better than HOMA estimated insulin resistance.

    Science.gov (United States)

    Venkataraman, Kavita; Khoo, Chin Meng; Leow, Melvin K S; Khoo, Eric Y H; Isaac, Anburaj V; Zagorodnov, Vitali; Sadananthan, Suresh A; Velan, Sendhil S; Chong, Yap Seng; Gluckman, Peter; Lee, Jeannette; Salim, Agus; Tai, E Shyong; Lee, Yung Seng

    2013-01-01

    Accurate assessment of insulin sensitivity may better identify individuals at increased risk of cardio-metabolic diseases. To examine whether a combination of anthropometric, biochemical and imaging measures can better estimate insulin sensitivity index (ISI) and provide improved prediction of cardio-metabolic risk, in comparison to HOMA-IR. Healthy male volunteers (96 Chinese, 80 Malay, 77 Indian), 21 to 40 years, body mass index 18-30 kg/m(2). Predicted ISI (ISI-cal) was generated using 45 randomly selected Chinese through stepwise multiple linear regression, and validated in the rest using non-parametric correlation (Kendall's tau τ). In an independent longitudinal cohort, ISI-cal and HOMA-IR were compared for prediction of diabetes and cardiovascular disease (CVD), using ROC curves. The study was conducted in a university academic medical centre. ISI measured by hyperinsulinemic euglycemic glucose clamp, along with anthropometric measurements, biochemical assessment and imaging; incident diabetes and CVD. A combination of fasting insulin, serum triglycerides and waist-to-hip ratio (WHR) provided the best estimate of clamp-derived ISI (adjusted R(2) 0.58 versus 0.32 HOMA-IR). In an independent cohort, ROC areas under the curve were 0.77±0.02 ISI-cal versus 0.76±0.02 HOMA-IR (p>0.05) for incident diabetes, and 0.74±0.03 ISI-cal versus 0.61±0.03 HOMA-IR (pHOMA-IR. This may be useful for estimating insulin sensitivity and cardio-metabolic risk in clinical and epidemiological settings.

  12. Estimation of respiratory heat flows in prediction of heat strain among Taiwanese steel workers.

    Science.gov (United States)

    Chen, Wang-Yi; Juang, Yow-Jer; Hsieh, Jung-Yu; Tsai, Perng-Jy; Chen, Chen-Peng

    2017-01-01

    International Organization for Standardization 7933 standard provides evaluation of required sweat rate (RSR) and predicted heat strain (PHS). This study examined and validated the approximations in these models estimating respiratory heat flows (RHFs) via convection (C res ) and evaporation (E res ) for application to Taiwanese foundry workers. The influence of change in RHF approximation to the validity of heat strain prediction in these models was also evaluated. The metabolic energy consumption and physiological quantities of these workers performing at different workloads under elevated wet-bulb globe temperature (30.3 ± 2.5 °C) were measured on-site and used in the calculation of RHFs and indices of heat strain. As the results show, the RSR model overestimated the C res for Taiwanese workers by approximately 3 % and underestimated the E res by 8 %. The C res approximation in the PHS model closely predicted the convective RHF, while the E res approximation over-predicted by 11 %. Linear regressions provided better fit in C res approximation (R 2  = 0.96) than in E res approximation (R 2  ≤ 0.85) in both models. The predicted C res deviated increasingly from the observed value when the WBGT reached 35 °C. The deviations of RHFs observed for the workers from those predicted using the RSR or PHS models did not significantly alter the heat loss via the skin, as the RHFs were in general of a level less than 5 % of the metabolic heat consumption. Validation of these approximations considering thermo-physiological responses of local workers is necessary for application in scenarios of significant heat exposure.

  13. Uncertainty estimates for predictions of the impact of breeder-reactor radionuclide releases

    International Nuclear Information System (INIS)

    Miller, C.W.; Little, C.A.

    1982-01-01

    This paper summarizes estimates, compiled in a larger report, of the uncertainty associated with models and parameters used to assess the impact on man radionuclide releases to the environment by breeder reactor facilities. These estimates indicate that, for many sites, generic models and representative parameter values may reasonably be used to calculate doses from annual average radionuclide releases when these calculated doses are on the order of one-tenth or less of a relevant dose limit. For short-term, accidental releases, the uncertainty in the dose calculations may be much larger than an order of magnitude. As a result, it may be necessary to incorporate site-specific information into the dose calculation under such circumstances. However, even using site-specific information, inherent natural variability within human receptors, and the uncertainties in the dose conversion factor will likely result in an overall uncertainty of greater than an order of magnitude for predictions of dose following short-term releases

  14. Using Monte Carlo/Gaussian Based Small Area Estimates to Predict Where Medicaid Patients Reside.

    Science.gov (United States)

    Behrens, Jess J; Wen, Xuejin; Goel, Satyender; Zhou, Jing; Fu, Lina; Kho, Abel N

    2016-01-01

    Electronic Health Records (EHR) are rapidly becoming accepted as tools for planning and population health 1,2 . With the national dialogue around Medicaid expansion 12 , the role of EHR data has become even more important. For their potential to be fully realized and contribute to these discussions, techniques for creating accurate small area estimates is vital. As such, we examined the efficacy of developing small area estimates for Medicaid patients in two locations, Albuquerque and Chicago, by using a Monte Carlo/Gaussian technique that has worked in accurately locating registered voters in North Carolina 11 . The Albuquerque data, which includes patient address, will first be used to assess the accuracy of the methodology. Subsequently, it will be combined with the EHR data from Chicago to develop a regression that predicts Medicaid patients by US Block Group. We seek to create a tool that is effective in translating EHR data's potential for population health studies.

  15. Four hundred or more participants needed for stable contingency table estimates of clinical prediction rule performance

    DEFF Research Database (Denmark)

    Kent, Peter; Boyle, Eleanor; Keating, Jennifer L

    2017-01-01

    OBJECTIVE: To quantify variability in the results of statistical analyses based on contingency tables and discuss the implications for the choice of sample size for studies that derive clinical prediction rules. STUDY DESIGN AND SETTING: An analysis of three pre-existing sets of large cohort data......, odds ratios and risk/prevalence ratios, for each sample size was calculated. RESULTS: There were very wide, and statistically significant, differences in estimates derived from contingency tables from the same dataset when calculated in sample sizes below 400 people, and typically this variability...... stabilized in samples of 400 to 600 people. Although estimates of prevalence also varied significantly in samples below 600 people, that relationship only explains a small component of the variability in these statistical parameters. CONCLUSION: To reduce sample-specific variability, contingency tables...

  16. Impact of Damping Uncertainty on SEA Model Response Variance

    Science.gov (United States)

    Schiller, Noah; Cabell, Randolph; Grosveld, Ferdinand

    2010-01-01

    Statistical Energy Analysis (SEA) is commonly used to predict high-frequency vibroacoustic levels. This statistical approach provides the mean response over an ensemble of random subsystems that share the same gross system properties such as density, size, and damping. Recently, techniques have been developed to predict the ensemble variance as well as the mean response. However these techniques do not account for uncertainties in the system properties. In the present paper uncertainty in the damping loss factor is propagated through SEA to obtain more realistic prediction bounds that account for both ensemble and damping variance. The analysis is performed on a floor-equipped cylindrical test article that resembles an aircraft fuselage. Realistic bounds on the damping loss factor are determined from measurements acquired on the sidewall of the test article. The analysis demonstrates that uncertainties in damping have the potential to significantly impact the mean and variance of the predicted response.

  17. Effect of heteroscedasticity treatment in residual error models on model calibration and prediction uncertainty estimation

    Science.gov (United States)

    Sun, Ruochen; Yuan, Huiling; Liu, Xiaoli

    2017-11-01

    The heteroscedasticity treatment in residual error models directly impacts the model calibration and prediction uncertainty estimation. This study compares three methods to deal with the heteroscedasticity, including the explicit linear modeling (LM) method and nonlinear modeling (NL) method using hyperbolic tangent function, as well as the implicit Box-Cox transformation (BC). Then a combined approach (CA) combining the advantages of both LM and BC methods has been proposed. In conjunction with the first order autoregressive model and the skew exponential power (SEP) distribution, four residual error models are generated, namely LM-SEP, NL-SEP, BC-SEP and CA-SEP, and their corresponding likelihood functions are applied to the Variable Infiltration Capacity (VIC) hydrologic model over the Huaihe River basin, China. Results show that the LM-SEP yields the poorest streamflow predictions with the widest uncertainty band and unrealistic negative flows. The NL and BC methods can better deal with the heteroscedasticity and hence their corresponding predictive performances are improved, yet the negative flows cannot be avoided. The CA-SEP produces the most accurate predictions with the highest reliability and effectively avoids the negative flows, because the CA approach is capable of addressing the complicated heteroscedasticity over the study basin.

  18. 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.

  19. New measure of insulin sensitivity predicts cardiovascular disease better than HOMA estimated insulin resistance.

    Directory of Open Access Journals (Sweden)

    Kavita Venkataraman

    Full Text Available CONTEXT: Accurate assessment of insulin sensitivity may better identify individuals at increased risk of cardio-metabolic diseases. OBJECTIVES: To examine whether a combination of anthropometric, biochemical and imaging measures can better estimate insulin sensitivity index (ISI and provide improved prediction of cardio-metabolic risk, in comparison to HOMA-IR. DESIGN AND PARTICIPANTS: Healthy male volunteers (96 Chinese, 80 Malay, 77 Indian, 21 to 40 years, body mass index 18-30 kg/m(2. Predicted ISI (ISI-cal was generated using 45 randomly selected Chinese through stepwise multiple linear regression, and validated in the rest using non-parametric correlation (Kendall's tau τ. In an independent longitudinal cohort, ISI-cal and HOMA-IR were compared for prediction of diabetes and cardiovascular disease (CVD, using ROC curves. SETTING: The study was conducted in a university academic medical centre. OUTCOME MEASURES: ISI measured by hyperinsulinemic euglycemic glucose clamp, along with anthropometric measurements, biochemical assessment and imaging; incident diabetes and CVD. RESULTS: A combination of fasting insulin, serum triglycerides and waist-to-hip ratio (WHR provided the best estimate of clamp-derived ISI (adjusted R(2 0.58 versus 0.32 HOMA-IR. In an independent cohort, ROC areas under the curve were 0.77±0.02 ISI-cal versus 0.76±0.02 HOMA-IR (p>0.05 for incident diabetes, and 0.74±0.03 ISI-cal versus 0.61±0.03 HOMA-IR (p<0.001 for incident CVD. ISI-cal also had greater sensitivity than defined metabolic syndrome in predicting CVD, with a four-fold increase in the risk of CVD independent of metabolic syndrome. CONCLUSIONS: Triglycerides and WHR, combined with fasting insulin levels, provide a better estimate of current insulin resistance state and improved identification of individuals with future risk of CVD, compared to HOMA-IR. This may be useful for estimating insulin sensitivity and cardio-metabolic risk in clinical and

  20. The impact of composite AUC estimates on the prediction of systemic exposure in toxicology experiments.

    Science.gov (United States)

    Sahota, Tarjinder; Danhof, Meindert; Della Pasqua, Oscar

    2015-06-01

    Current toxicity protocols relate measures of systemic exposure (i.e. AUC, Cmax) as obtained by non-compartmental analysis to observed toxicity. A complicating factor in this practice is the potential bias in the estimates defining safe drug exposure. Moreover, it prevents the assessment of variability. The objective of the current investigation was therefore (a) to demonstrate the feasibility of applying nonlinear mixed effects modelling for the evaluation of toxicokinetics and (b) to assess the bias and accuracy in summary measures of systemic exposure for each method. Here, simulation scenarios were evaluated, which mimic toxicology protocols in rodents. To ensure differences in pharmacokinetic properties are accounted for, hypothetical drugs with varying disposition properties were considered. Data analysis was performed using non-compartmental methods and nonlinear mixed effects modelling. Exposure levels were expressed as area under the concentration versus time curve (AUC), peak concentrations (Cmax) and time above a predefined threshold (TAT). Results were then compared with the reference values to assess the bias and precision of parameter estimates. Higher accuracy and precision were observed for model-based estimates (i.e. AUC, Cmax and TAT), irrespective of group or treatment duration, as compared with non-compartmental analysis. Despite the focus of guidelines on establishing safety thresholds for the evaluation of new molecules in humans, current methods neglect uncertainty, lack of precision and bias in parameter estimates. The use of nonlinear mixed effects modelling for the analysis of toxicokinetics provides insight into variability and should be considered for predicting safe exposure in humans.

  1. Wind gust estimation by combining numerical weather prediction model and statistical post-processing

    Science.gov (United States)

    Patlakas, Platon; Drakaki, Eleni; Galanis, George; Spyrou, Christos; Kallos, George

    2017-04-01

    The continuous rise of off-shore and near-shore activities as well as the development of structures, such as wind farms and various offshore platforms, requires the employment of state-of-the-art risk assessment techniques. Such analysis is used to set the safety standards and can be characterized as a climatologically oriented approach. Nevertheless, a reliable operational support is also needed in order to minimize cost drawbacks and human danger during the construction and the functioning stage as well as during maintenance activities. One of the most important parameters for this kind of analysis is the wind speed intensity and variability. A critical measure associated with this variability is the presence and magnitude of wind gusts as estimated in the reference level of 10m. The latter can be attributed to different processes that vary among boundary-layer turbulence, convection activities, mountain waves and wake phenomena. The purpose of this work is the development of a wind gust forecasting methodology combining a Numerical Weather Prediction model and a dynamical statistical tool based on Kalman filtering. To this end, the parameterization of Wind Gust Estimate method was implemented to function within the framework of the atmospheric model SKIRON/Dust. The new modeling tool combines the atmospheric model with a statistical local adaptation methodology based on Kalman filters. This has been tested over the offshore west coastline of the United States. The main purpose is to provide a useful tool for wind analysis and prediction and applications related to offshore wind energy (power prediction, operation and maintenance). The results have been evaluated by using observational data from the NOAA's buoy network. As it was found, the predicted output shows a good behavior that is further improved after the local adjustment post-process.

  2. Atmospheric dispersion prediction and source estimation of hazardous gas using artificial neural network, particle swarm optimization and expectation maximization

    Science.gov (United States)

    Qiu, Sihang; Chen, Bin; Wang, Rongxiao; Zhu, Zhengqiu; Wang, Yuan; Qiu, Xiaogang

    2018-04-01

    Hazardous gas leak accident has posed a potential threat to human beings. Predicting atmospheric dispersion and estimating its source become increasingly important in emergency management. Current dispersion prediction and source estimation models cannot satisfy the requirement of emergency management because they are not equipped with high efficiency and accuracy at the same time. In this paper, we develop a fast and accurate dispersion prediction and source estimation method based on artificial neural network (ANN), particle swarm optimization (PSO) and expectation maximization (EM). The novel method uses a large amount of pre-determined scenarios to train the ANN for dispersion prediction, so that the ANN can predict concentration distribution accurately and efficiently. PSO and EM are applied for estimating the source parameters, which can effectively accelerate the process of convergence. The method is verified by the Indianapolis field study with a SF6 release source. The results demonstrate the effectiveness of the method.

  3. A Prediction on the Unit Cost Estimation for Decommissioning Activities Using the Experienced Data from DECOMMIS

    Energy Technology Data Exchange (ETDEWEB)

    Park, Seung Kook; Park, Hee Seong; Choi, Yoon Dong; Song, Chan Ho; Moon, Jei Kwon [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

    2014-05-15

    The KAERI (Korea Atomic Energy Research Institute) has developed the DECOMMIS (Decommissioning Information Management System) and have been applied for the decommissioning project of the KRR (Korea Research Reactor)-1 and 2 and UCP (Uranium Conversion Plant), as the meaning of the first decommissioning project in Korea. All information and data which are from the decommissioning activities are input, saved, output and managed in the DECOMMIS. This system was consists of the web server and the database server. The users could be access through a web page, depending on the input, processing and output, and be modified the permissions to do such activities can after the decommissioning activities have created the initial system-wide data is stored. When it could be used the experienced data from DECOMMIS, the cost estimation on the new facilities for the decommissioning planning will be established with the basic frame of the WBS structures and its codes. In this paper, the prediction on the cost estimation through using the experienced data which were store in DECOMMIS was studied. For the new decommissioning project on the nuclear facilities in the future, through this paper, the cost estimation for the decommissioning using the experienced data which were WBS codes, unit-work productivity factors and annual governmental unit labor cost is proposed. These data were from the KRR and UCP decommissioning project. The differences on the WBS code sectors and facility characterization between new objected components and experienced dismantled components was reduces as scaling factors. The study on the establishment the scaling factors and cost prediction for the cost estimation is developing with the algorithms from the productivity data, now.

  4. Neural network versus activity-specific prediction equations for energy expenditure estimation in children.

    Science.gov (United States)

    Ruch, Nicole; Joss, Franziska; Jimmy, Gerda; Melzer, Katarina; Hänggi, Johanna; Mäder, Urs

    2013-11-01

    The aim of this study was to compare the energy expenditure (EE) estimations of activity-specific prediction equations (ASPE) and of an artificial neural network (ANNEE) based on accelerometry with measured EE. Forty-three children (age: 9.8 ± 2.4 yr) performed eight different activities. They were equipped with one tri-axial accelerometer that collected data in 1-s epochs and a portable gas analyzer. The ASPE and the ANNEE were trained to estimate the EE by including accelerometry, age, gender, and weight of the participants. To provide the activity-specific information, a decision tree was trained to recognize the type of activity through accelerometer data. The ASPE were applied to the activity-type-specific data recognized by the tree (Tree-ASPE). The Tree-ASPE precisely estimated the EE of all activities except cycling [bias: -1.13 ± 1.33 metabolic equivalent (MET)] and walking (bias: 0.29 ± 0.64 MET; P MET) and walking (bias: 0.61 ± 0.72 MET) and underestimated the EE of cycling (bias: -0.90 ± 1.18 MET; P MET, Tree-ASPE: 0.08 ± 0.21 MET) and walking (ANNEE 0.61 ± 0.72 MET, Tree-ASPE: 0.29 ± 0.64 MET) were significantly smaller in the Tree-ASPE than in the ANNEE (P < 0.05). The Tree-ASPE was more precise in estimating the EE than the ANNEE. The use of activity-type-specific information for subsequent EE prediction equations might be a promising approach for future studies.

  5. Prediction of cardiovascular outcome by estimated glomerular filtration rate and estimated creatinine clearance in the high-risk hypertension population of the VALUE trial.

    Science.gov (United States)

    Ruilope, Luis M; Zanchetti, Alberto; Julius, Stevo; McInnes, Gordon T; Segura, Julian; Stolt, Pelle; Hua, Tsushung A; Weber, Michael A; Jamerson, Ken

    2007-07-01

    Reduced renal function is predictive of poor cardiovascular outcomes but the predictive value of different measures of renal function is uncertain. We compared the value of estimated creatinine clearance, using the Cockcroft-Gault formula, with that of estimated glomerular filtration rate (GFR), using the Modification of Diet in Renal Disease (MDRD) formula, as predictors of cardiovascular outcome in 15 245 high-risk hypertensive participants in the Valsartan Antihypertensive Long-term Use Evaluation (VALUE) trial. For the primary end-point, the three secondary end-points and for all-cause death, outcomes were compared for individuals with baseline estimated creatinine clearance and estimated GFR or = 60 ml/min using hazard ratios and 95% confidence intervals. Coronary heart disease, left ventricular hypertrophy, age, sex and treatment effects were included as covariates in the model. For each end-point considered, the risk in individuals with poor renal function at baseline was greater than in those with better renal function. Estimated creatinine clearance (Cockcroft-Gault) was significantly predictive only of all-cause death [hazard ratio = 1.223, 95% confidence interval (CI) = 1.076-1.390; P = 0.0021] whereas estimated GFR was predictive of all outcomes except stroke. Hazard ratios (95% CIs) for estimated GFR were: primary cardiac end-point, 1.497 (1.332-1.682), P cause death, 1.231 (1.098-1.380), P = 0.0004. These results indicate that estimated glomerular filtration rate calculated with the MDRD formula is more informative than estimated creatinine clearance (Cockcroft-Gault) in the prediction of cardiovascular outcomes.

  6. Better estimation of protein-DNA interaction parameters improve prediction of functional sites

    Directory of Open Access Journals (Sweden)

    O'Flanagan Ruadhan A

    2008-12-01

    Full Text Available Abstract Background Characterizing transcription factor binding motifs is a common bioinformatics task. For transcription factors with variable binding sites, we need to get many suboptimal binding sites in our training dataset to get accurate estimates of free energy penalties for deviating from the consensus DNA sequence. One procedure to do that involves a modified SELEX (Systematic Evolution of Ligands by Exponential Enrichment method designed to produce many such sequences. Results We analyzed low stringency SELEX data for E. coli Catabolic Activator Protein (CAP, and we show here that appropriate quantitative analysis improves our ability to predict in vitro affinity. To obtain large number of sequences required for this analysis we used a SELEX SAGE protocol developed by Roulet et al. The sequences obtained from here were subjected to bioinformatic analysis. The resulting bioinformatic model characterizes the sequence specificity of the protein more accurately than those sequence specificities predicted from previous analysis just by using a few known binding sites available in the literature. The consequences of this increase in accuracy for prediction of in vivo binding sites (and especially functional ones in the E. coli genome are also discussed. We measured the dissociation constants of several putative CAP binding sites by EMSA (Electrophoretic Mobility Shift Assay and compared the affinities to the bioinformatics scores provided by methods like the weight matrix method and QPMEME (Quadratic Programming Method of Energy Matrix Estimation trained on known binding sites as well as on the new sites from SELEX SAGE data. We also checked predicted genome sites for conservation in the related species S. typhimurium. We found that bioinformatics scores based on SELEX SAGE data does better in terms of prediction of physical binding energies as well as in detecting functional sites. Conclusion We think that training binding site detection

  7. Confidence Interval Approximation For Treatment Variance In ...

    African Journals Online (AJOL)

    In a random effects model with a single factor, variation is partitioned into two as residual error variance and treatment variance. While a confidence interval can be imposed on the residual error variance, it is not possible to construct an exact confidence interval for the treatment variance. This is because the treatment ...

  8. Volatility and variance swaps : A comparison of quantitative models to calculate the fair volatility and variance strike

    OpenAIRE

    Röring, Johan

    2017-01-01

    Volatility is a common risk measure in the field of finance that describes the magnitude of an asset’s up and down movement. From only being a risk measure, volatility has become an asset class of its own and volatility derivatives enable traders to get an isolated exposure to an asset’s volatility. Two kinds of volatility derivatives are volatility swaps and variance swaps. The problem with volatility swaps and variance swaps is that they require estimations of the future variance and volati...

  9. The Dangers of Estimating V˙O2max Using Linear, Nonexercise Prediction Models.

    Science.gov (United States)

    Nevill, Alan M; Cooke, Carlton B

    2017-05-01

    This study aimed to compare the accuracy and goodness of fit of two competing models (linear vs allometric) when estimating V˙O2max (mL·kg·min) using nonexercise prediction models. The two competing models were fitted to the V˙O2max (mL·kg·min) data taken from two previously published studies. Study 1 (the Allied Dunbar National Fitness Survey) recruited 1732 randomly selected healthy participants, 16 yr and older, from 30 English parliamentary constituencies. Estimates of V˙O2max were obtained using a progressive incremental test on a motorized treadmill. In study 2, maximal oxygen uptake was measured directly during a fatigue limited treadmill test in older men (n = 152) and women (n = 146) 55 to 86 yr old. In both studies, the quality of fit associated with estimating V˙O2max (mL·kg·min) was superior using allometric rather than linear (additive) models based on all criteria (R, maximum log-likelihood, and Akaike information criteria). Results suggest that linear models will systematically overestimate V˙O2max for participants in their 20s and underestimate V˙O2max for participants in their 60s and older. The residuals saved from the linear models were neither normally distributed nor independent of the predicted values nor age. This will probably explain the absence of a key quadratic age term in the linear models, crucially identified using allometric models. Not only does the curvilinear age decline within an exponential function follow a more realistic age decline (the right-hand side of a bell-shaped curve), but the allometric models identified either a stature-to-body mass ratio (study 1) or a fat-free mass-to-body mass ratio (study 2), both associated with leanness when estimating V˙O2max. Adopting allometric models will provide more accurate predictions of V˙O2max (mL·kg·min) using plausible, biologically sound, and interpretable models.

  10. A model for estimating pathogen variability in shellfish and predicting minimum depuration times.

    Science.gov (United States)

    McMenemy, Paul; Kleczkowski, Adam; Lees, David N; Lowther, James; Taylor, Nick

    2018-01-01

    Norovirus is a major cause of viral gastroenteritis, with shellfish consumption being identified as one potential norovirus entry point into the human population. Minimising shellfish norovirus levels is therefore important for both the consumer's protection and the shellfish industry's reputation. One method used to reduce microbiological risks in shellfish is depuration; however, this process also presents additional costs to industry. Providing a mechanism to estimate norovirus levels during depuration would therefore be useful to stakeholders. This paper presents a mathematical model of the depuration process and its impact on norovirus levels found in shellfish. Two fundamental stages of norovirus depuration are considered: (i) the initial distribution of norovirus loads within a shellfish population and (ii) the way in which the initial norovirus loads evolve during depuration. Realistic assumptions are made about the dynamics of norovirus during depuration, and mathematical descriptions of both stages are derived and combined into a single model. Parameters to describe the depuration effect and norovirus load values are derived from existing norovirus data obtained from U.K. harvest sites. However, obtaining population estimates of norovirus variability is time-consuming and expensive; this model addresses the issue by assuming a 'worst case scenario' for variability of pathogens, which is independent of mean pathogen levels. The model is then used to predict minimum depuration times required to achieve norovirus levels which fall within possible risk management levels, as well as predictions of minimum depuration times for other water-borne pathogens found in shellfish. Times for Escherichia coli predicted by the model all fall within the minimum 42 hours required for class B harvest sites, whereas minimum depuration times for norovirus and FRNA+ bacteriophage are substantially longer. Thus this study provides relevant information and tools to assist

  11. The pricing of long and short run variance and correlation risk in stock returns

    NARCIS (Netherlands)

    Cosemans, M.

    2011-01-01

    This paper studies the pricing of long and short run variance and correlation risk. The predictive power of the market variance risk premium for returns is driven by the correlation risk premium and the systematic part of individual variance premia. Furthermore, I find that aggregate volatility risk

  12. The genetic variance but not the genetic covariance of life-history traits changes towards the north in a time-constrained insect.

    Science.gov (United States)

    Sniegula, Szymon; Golab, Maria J; Drobniak, Szymon M; Johansson, Frank

    2018-03-22

    Seasonal time constraints are usually stronger at higher than lower latitudes and can exert strong selection on life-history traits and the correlations among these traits. To predict the response of life-history traits to environmental change along a latitudinal gradient, information must be obtained about genetic variance in traits and also genetic correlation between traits, that is the genetic variance-covariance matrix, G. Here, we estimated G for key life-history traits in an obligate univoltine damselfly that faces seasonal time constraints. We exposed populations to simulated native temperatures and photoperiods and common garden environmental conditions in a laboratory set-up. Despite differences in genetic variance in these traits between populations (lower variance at northern latitudes), there was no evidence for latitude-specific covariance of the life-history traits. At simulated native conditions, all populations showed strong genetic and phenotypic correlations between traits that shaped growth and development. The variance-covariance matrix changed considerably when populations were exposed to common garden conditions compared with the simulated natural conditions, showing the importance of environmentally induced changes in multivariate genetic structure. Our results highlight the importance of estimating variance-covariance matrixes in environments that mimic selection pressures and not only trait variances or mean trait values in common garden conditions for understanding the trait evolution across populations and environments. © 2018 European Society For Evolutionary Biology. Journal of Evolutionary Biology © 2018 European Society For Evolutionary Biology.

  13. On-Line Flutter Prediction Tool for Wind Tunnel Flutter Testing using Parameter Varying Estimation Methodology, Phase I

    Data.gov (United States)

    National Aeronautics and Space Administration — ZONA Technology, Inc. (ZONA) proposes to develop an on-line flutter prediction tool for wind tunnel model using the parameter varying estimation (PVE) technique to...

  14. A Variance Distribution Model of Surface EMG Signals Based on Inverse Gamma Distribution.

    Science.gov (United States)

    Hayashi, Hideaki; Furui, Akira; Kurita, Yuichi; Tsuji, Toshio

    2017-11-01

    Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this variance. Variance distribution estimation based on marginal likelihood maximization is also outlined in this paper. The procedure can be approximated using rectified and smoothed EMG signals, thereby allowing the determination of distribution parameters in real time at low computational cost. Results: A simulation experiment was performed to evaluate the accuracy of distribution estimation using artificially generated EMG signals, with results demonstrating that the proposed model's accuracy is higher than that of maximum-likelihood-based estimation. Analysis of variance distribution using real EMG data also suggested a relationship between variance distribution and signal-dependent noise. Conclusion: The study reported here was conducted to examine the performance of a proposed surface EMG model capable of representing variance distribution and a related distribution parameter estimation method. Experiments using artificial and real EMG data demonstrated the validity of the model. Significance: Variance distribution estimated using the proposed model exhibits potential in the estimation of muscle force. Objective: This paper describes the formulation of a surface electromyogram (EMG) model capable of representing the variance distribution of EMG signals. Methods: In the model, EMG signals are handled based on a Gaussian white noise process with a mean of zero for each variance value. EMG signal variance is taken as a random variable that follows inverse gamma distribution, allowing the representation of noise superimposed onto this

  15. Estimation of brachial artery volume flow by duplex ultrasound imaging predicts dialysis access maturation.

    Science.gov (United States)

    Ko, Sae Hee; Bandyk, Dennis F; Hodgkiss-Harlow, Kelley D; Barleben, Andrew; Lane, John

    2015-06-01

    This study validated duplex ultrasound measurement of brachial artery volume flow (VF) as predictor of dialysis access flow maturation and successful hemodialysis. Duplex ultrasound was used to image upper extremity dialysis access anatomy and estimate access VF within 1 to 2 weeks of the procedure. Correlation of brachial artery VF with dialysis access conduit VF was performed using a standardized duplex testing protocol in 75 patients. The hemodynamic data were used to develop brachial artery flow velocity criteria (peak systolic velocity and end-diastolic velocity) predictive of three VF categories: low (800 mL/min). Brachial artery VF was then measured in 148 patients after a primary (n = 86) or revised (n = 62) upper extremity dialysis access procedure, and the VF category correlated with access maturation or need for revision before hemodialysis usage. Access maturation was conferred when brachial artery VF was >600 mL/min and conduit imaging indicated successful cannulation based on anatomic criteria of conduit diameter >5 mm and skin depth 800 mL/min was predicted when the brachial artery lumen diameter was >4.5 mm, peak systolic velocity was >150 cm/s, and the diastolic-to-systolic velocity ratio was >0.4. Brachial artery velocity spectra indicating VF 800 mL/min. Duplex testing to estimate brachial artery VF and assess the conduit for ease of cannulation can be performed in 5 minutes during the initial postoperative vascular clinic evaluation. Estimation of brachial artery VF using the duplex ultrasound, termed the "Fast, 5-min Dialysis Duplex Scan," facilitates patient evaluation after new or revised upper extremity dialysis access procedures. Brachial artery VF correlates with access VF measurements and has the advantage of being easier to perform and applicable for forearm and also arm dialysis access. When brachial artery velocity spectra criteria confirm a VF >800 mL/min, flow maturation and successful hemodialysis are predicted if anatomic criteria

  16. Phenotypic variance explained by local ancestry in admixed African Americans.

    Science.gov (United States)

    Shriner, Daniel; Bentley, Amy R; Doumatey, Ayo P; Chen, Guanjie; Zhou, Jie; Adeyemo, Adebowale; Rotimi, Charles N

    2015-01-01

    We surveyed 26 quantitative traits and disease outcomes to understand the proportion of phenotypic variance explained by local ancestry in admixed African Americans. After inferring local ancestry as the number of African-ancestry chromosomes at hundreds of thousands of genotyped loci across all autosomes, we used a linear mixed effects model to estimate the variance explained by local ancestry in two large independent samples of unrelated African Americans. We found that local ancestry at major and polygenic effect genes can explain up to 20 and 8% of phenotypic variance, respectively. These findings provide evidence that most but not all additive genetic variance is explained by genetic markers undifferentiated by ancestry. These results also inform the proportion of health disparities due to genetic risk factors and the magnitude of error in association studies not controlling for local ancestry.

  17. Minimum variance Monte Carlo importance sampling with parametric dependence

    International Nuclear Information System (INIS)

    Ragheb, M.M.H.; Halton, J.; Maynard, C.W.

    1981-01-01

    An approach for Monte Carlo Importance Sampling with parametric dependence is proposed. It depends upon obtaining by proper weighting over a single stage the overall functional dependence of the variance on the importance function parameter over a broad range of its values. Results corresponding to minimum variance are adapted and other results rejected. Numerical calculation for the estimation of intergrals are compared to Crude Monte Carlo. Results explain the occurrences of the effective biases (even though the theoretical bias is zero) and infinite variances which arise in calculations involving severe biasing and a moderate number of historis. Extension to particle transport applications is briefly discussed. The approach constitutes an extension of a theory on the application of Monte Carlo for the calculation of functional dependences introduced by Frolov and Chentsov to biasing, or importance sample calculations; and is a generalization which avoids nonconvergence to the optimal values in some cases of a multistage method for variance reduction introduced by Spanier. (orig.) [de

  18. Variance Function Partially Linear Single-Index Models1.

    Science.gov (United States)

    Lian, Heng; Liang, Hua; Carroll, Raymond J

    2015-01-01

    We consider heteroscedastic regression models where the mean function is a partially linear single index model and the variance function depends upon a generalized partially linear single index model. We do not insist that the variance function depend only upon the mean function, as happens in the classical generalized partially linear single index model. We develop efficient and practical estimation methods for the variance function and for the mean function. Asymptotic theory for the parametric and nonparametric parts of the model is developed. Simulations illustrate the results. An empirical example involving ozone levels is used to further illustrate the results, and is shown to be a case where the variance function does not depend upon the mean function.

  19. Complex data modeling and computationally intensive methods for estimation and prediction

    CERN Document Server

    Secchi, Piercesare; Advances in Complex Data Modeling and Computational Methods in Statistics

    2015-01-01

    The book is addressed to statisticians working at the forefront of the statistical analysis of complex and high dimensional data and offers a wide variety of statistical models, computer intensive methods and applications: network inference from the analysis of high dimensional data; new developments for bootstrapping complex data; regression analysis for measuring the downsize reputational risk; statistical methods for research on the human genome dynamics; inference in non-euclidean settings and for shape data; Bayesian methods for reliability and the analysis of complex data; methodological issues in using administrative data for clinical and epidemiological research; regression models with differential regularization; geostatistical methods for mobility analysis through mobile phone data exploration. This volume is the result of a careful selection among the contributions presented at the conference "S.Co.2013: Complex data modeling and computationally intensive methods for estimation and prediction" held...

  20. Application of a simple parameter estimation method to predict effluent transport in the Savannah River

    International Nuclear Information System (INIS)

    Hensel, S.J.; Hayes, D.W.

    1993-01-01

    A simple parameter estimation method has been developed to determine the dispersion and velocity parameters associated with stream/river transport. The unsteady one dimensional Burgers' equation was chosen as the model equation, and the method has been applied to recent Savannah River dye tracer studies. The computed Savannah River transport coefficients compare favorably with documented values, and the time/concentration curves calculated from these coefficients compare well with the actual tracer data. The coefficients were used as a predictive capability and applied to Savannah River tritium concentration data obtained during the December 1991 accidental tritium discharge from the Savannah River Site. The peak tritium concentration at the intersection of Highway 301 and the Savannah River was underpredicted by only 5% using the coefficients computed from the dye data

  1. Estimating unknown input parameters when implementing the NGA ground-motion prediction equations in engineering practice

    Science.gov (United States)

    Kaklamanos, James; Baise, Laurie G.; Boore, David M.

    2011-01-01

    The ground-motion prediction equations (GMPEs) developed as part of the Next Generation Attenuation of Ground Motions (NGA-West) project in 2008 are becoming widely used in seismic hazard analyses. However, these new models are considerably more complicated than previous GMPEs, and they require several more input parameters. When employing the NGA models, users routinely face situations in which some of the required input parameters are unknown. In this paper, we present a framework for estimating the unknown source, path, and site parameters when implementing the NGA models in engineering practice, and we derive geometrically-based equations relating the three distance measures found in the NGA models. Our intent is for the content of this paper not only to make the NGA models more accessible, but also to help with the implementation of other present or future GMPEs.

  2. High Sensitivity TSS Prediction: Estimates of Locations Where TSS Cannot Occur

    KAUST Repository

    Schaefer, Ulf

    2013-10-10

    Background Although transcription in mammalian genomes can initiate from various genomic positions (e.g., 3′UTR, coding exons, etc.), most locations on genomes are not prone to transcription initiation. It is of practical and theoretical interest to be able to estimate such collections of non-TSS locations (NTLs). The identification of large portions of NTLs can contribute to better focusing the search for TSS locations and thus contribute to promoter and gene finding. It can help in the assessment of 5′ completeness of expressed sequences, contribute to more successful experimental designs, as well as more accurate gene annotation. Methodology Using comprehensive collections of Cap Analysis of Gene Expression (CAGE) and other transcript data from mouse and human genomes, we developed a methodology that allows us, by performing computational TSS prediction with very high sensitivity, to annotate, with a high accuracy in a strand specific manner, locations of mammalian genomes that are highly unlikely to harbor transcription start sites (TSSs). The properties of the immediate genomic neighborhood of 98,682 accurately determined mouse and 113,814 human TSSs are used to determine features that distinguish genomic transcription initiation locations from those that are not likely to initiate transcription. In our algorithm we utilize various constraining properties of features identified in the upstream and downstream regions around TSSs, as well as statistical analyses of these surrounding regions. Conclusions Our analysis of human chromosomes 4, 21 and 22 estimates ~46%, ~41% and ~27% of these chromosomes, respectively, as being NTLs. This suggests that on average more than 40% of the human genome can be expected to be highly unlikely to initiate transcription. Our method represents the first one that utilizes high-sensitivity TSS prediction to identify, with high accuracy, large portions of mammalian genomes as NTLs. The server with our algorithm implemented is

  3. Accuracy of Igenity genomically estimated breeding values for predicting Australian Angus BREEDPLAN traits.

    Science.gov (United States)

    Boerner, V; Johnston, D; Wu, X-L; Bauck, S

    2015-02-01

    Genomically estimated breeding values (GEBV) for Angus beef cattle are available from at least 2 commercial suppliers (Igenity [http://www.igenity.com] and Zoetis [http://www.zoetis.com]). The utility of these GEBV for improving genetic evaluation depends on their accuracies, which can be estimated by the genetic correlation with phenotypic target traits. Genomically estimated breeding values of 1,032 Angus bulls calculated from prediction equations (PE) derived by 2 different procedures in the U.S. Angus population were supplied by Igenity. Both procedures were based on Illuminia BovineSNP50 BeadChip genotypes. In procedure sg, GEBV were calculated from PE that used subsets of only 392 SNP, where these subsets were individually selected for each trait by BayesCπ. In procedure rg GEBV were calculated from PE derived in a ridge regression approach using all available SNP. Because the total set of 1,032 bulls with GEBV contained 732 individuals used in the Igenity training population, GEBV subsets were formed characterized by a decreasing average relationship between individuals in the subsets and individuals in the training population. Accuracies of GEBV were estimated as genetic correlations between GEBV and their phenotypic target traits modeling GEBV as trait observations in a bivariate REML approach, in which phenotypic observations were those recorded in the commercial Australian Angus seed stock sector. Using results from the GEBV subset excluding all training individuals as a reference, estimated accuracies were generally in agreement with those already published, with both types of GEBV (sg and rg) yielding similar results. Accuracies for growth traits ranged from 0.29 to 0.45, for reproductive traits from 0.11 to 0.53, and for carcass traits from 0.3 to 0.75. Accuracies generally decreased with an increasing genetic distance between the training and the validation population. However, for some carcass traits characterized by a low number of phenotypic

  4. Modified ensemble Kalman filter for nuclear accident atmospheric dispersion: prediction improved and source estimated.

    Science.gov (United States)

    Zhang, X L; Su, G F; Yuan, H Y; Chen, J G; Huang, Q Y

    2014-09-15

    Atmospheric dispersion models play an important role in nuclear power plant accident management. A reliable estimation of radioactive material distribution in short range (about 50 km) is in urgent need for population sheltering and evacuation planning. However, the meteorological data and the source term which greatly influence the accuracy of the atmospheric dispersion models are usually poorly known at the early phase of the emergency. In this study, a modified ensemble Kalman filter data assimilation method in conjunction with a Lagrangian puff-model is proposed to simultaneously improve the model prediction and reconstruct the source terms for short range atmospheric dispersion using the off-site environmental monitoring data. Four main uncertainty parameters are considered: source release rate, plume rise height, wind speed and wind direction. Twin experiments show that the method effectively improves the predicted concentration distribution, and the temporal profiles of source release rate and plume rise height are also successfully reconstructed. Moreover, the time lag in the response of ensemble Kalman filter is shortened. The method proposed here can be a useful tool not only in the nuclear power plant accident emergency management but also in other similar situation where hazardous material is released into the atmosphere. Copyright © 2014 Elsevier B.V. All rights reserved.

  5. Prediction of hospital mortality by changes in the estimated glomerular filtration rate (eGFR).

    LENUS (Irish Health Repository)

    Berzan, E

    2015-03-01

    Deterioration of physiological or laboratory variables may provide important prognostic information. We have studied whether a change in estimated glomerular filtration rate (eGFR) value calculated using the (Modification of Diet in Renal Disease (MDRD) formula) over the hospital admission, would have predictive value. An analysis was performed on all emergency medical hospital episodes (N = 61964) admitted between 1 January 2002 and 31 December 2011. A stepwise logistic regression model examined the relationship between mortality and change in renal function from admission to discharge. The fully adjusted Odds Ratios (OR) for 5 classes of GFR deterioration showed a stepwise increased risk of 30-day death with OR\\'s of 1.42 (95% CI: 1.20, 1.68), 1.59 (1.27, 1.99), 2.71 (2.24, 3.27), 5.56 (4.54, 6.81) and 11.9 (9.0, 15.6) respectively. The change in eGFR during a clinical episode, following an emergency medical admission, powerfully predicts the outcome.

  6. Genetic Algorithms for Estimating Effective Parameters in a Lumped Reactor Model for Reactivity Predictions

    International Nuclear Information System (INIS)

    Marseguerra, Marzio; Zio, Enrico

    2001-01-01

    The control system of a reactor should be able to predict, in real time, the amount of reactivity to be inserted (e.g., by control rod movements and boron injection and dilution) to respond to a given electrical load demand or to undesired, accidental transients. The real-time constraint renders impractical the use of a large, detailed dynamic reactor code. One has, then, to resort to simplified analytical models with lumped effective parameters suitably estimated from the reactor data.The simple and well-known Chernick model for describing the reactor power evolution in the presence of xenon is considered and the feasibility of using genetic algorithms for estimating the effective nuclear parameters involved and the initial nonmeasurable xenon and iodine conditions is investigated. This approach has the advantage of counterbalancing the inherent model simplicity with the periodic reestimation of the effective parameter values pertaining to each reactor on the basis of its recent history. By so doing, other effects, such as burnup, are automatically taken into account

  7. Predicting microRNA precursors with a generalized Gaussian components based density estimation algorithm

    Directory of Open Access Journals (Sweden)

    Wu Chi-Yeh

    2010-01-01

    Full Text Available Abstract Background MicroRNAs (miRNAs are short non-coding RNA molecules, which play an important role in post-transcriptional regulation of gene expression. There have been many efforts to discover miRNA precursors (pre-miRNAs over the years. Recently, ab initio approaches have attracted more attention because they do not depend on homology information and provide broader applications than comparative approaches. Kernel based classifiers such as support vector machine (SVM are extensively adopted in these ab initio approaches due to the prediction performance they achieved. On the other hand, logic based classifiers such as decision tree, of which the constructed model is interpretable, have attracted less attention. Results This article reports the design of a predictor of pre-miRNAs with a novel kernel based classifier named the generalized Gaussian density estimator (G2DE based classifier. The G2DE is a kernel based algorithm designed to provide interpretability by utilizing a few but representative kernels for constructing the classification model. The performance of the proposed predictor has been evaluated with 692 human pre-miRNAs and has been compared with two kernel based and two logic based classifiers. The experimental results show that the proposed predictor is capable of achieving prediction performance comparable to those delivered by the prevailing kernel based classification algorithms, while providing the user with an overall picture of the distribution of the data set. Conclusion Software predictors that identify pre-miRNAs in genomic sequences have been exploited by biologists to facilitate molecular biology research in recent years. The G2DE employed in this study can deliver prediction accuracy comparable with the state-of-the-art kernel based machine learning algorithms. Furthermore, biologists can obtain valuable insights about the different characteristics of the sequences of pre-miRNAs with the models generated by the G

  8. A model predictive control approach combined unscented Kalman filter vehicle state estimation in intelligent vehicle trajectory tracking

    Directory of Open Access Journals (Sweden)

    Hongxiao Yu

    2015-05-01

    Full Text Available Trajectory tracking and state estimation are significant in the motion planning and intelligent vehicle control. This article focuses on the model predictive control approach for the trajectory tracking of the intelligent vehicles and state estimation of the nonlinear vehicle system. The constraints of the system states are considered when applying the model predictive control method to the practical problem, while 4-degree-of-freedom vehicle model and unscented Kalman filter are proposed to estimate the vehicle states. The estimated states of the vehicle are used to provide model predictive control with real-time control and judge vehicle stability. Furthermore, in order to decrease the cost of solving the nonlinear optimization, the linear time-varying model predictive control is used at each time step. The effectiveness of the proposed vehicle state estimation and model predictive control method is tested by driving simulator. The results of simulations and experiments show that great and robust performance is achieved for trajectory tracking and state estimation in different scenarios.

  9. Variance-reduction technique for Coulomb-nuclear thermalization of energetic fusion products in hot plasmas

    International Nuclear Information System (INIS)

    DeVeaux, J.C.; Miley, G.H.

    1982-01-01

    A variance-reduction technique involving use of exponential transform and angular-biasing methods has been developed. Its purpose is to minimize the variance and computer time involved in estimating the mean fusion product (fp) energy deposited in a hot, multi-region plasma under the influence of small-energy transfer Coulomb collisions and large-energy transfer nuclear elastic scattering (NES) events. This technique is applicable to high-temperature D- 3 He, Cat. D and D-T plasmas which have highly energetic fps capable of undergoing NES. A first application of this technique is made to a D- 3 He Field Reversed Mirror (FRM) where the Larmor radius of the 14.7 MeV protons are typically comparable to the plasma radius (plasma radius approx. 2 fp gyroradii) and the optimistic fp confinement (approx. 45% of 14.7 MeV protons) previously predicted is vulnerable to large orbit perturbations induced by NES. In the FRM problem, this variance reduction technique is used to estimate the fractional difference in the average fp energy deposited in the closed-field region, E/sub cf/, with and without NES collisions

  10. The scope and control of attention: Sources of variance in working memory capacity.

    Science.gov (United States)

    Chow, Michael; Conway, Andrew R A

    2015-04-01

    Working memory capacity is a strong positive predictor of many cognitive abilities, across various domains. The pattern of positive correlations across domains has been interpreted as evidence for a unitary source of inter-individual differences in behavior. However, recent work suggests that there are multiple sources of variance contributing to working memory capacity. The current study (N = 71) investigates individual differences in the scope and control of attention, in addition to the number and resolution of items maintained in working memory. Latent variable analyses indicate that the scope and control of attention reflect independent sources of variance and each account for unique variance in general intelligence. Also, estimates of the number of items maintained in working memory are consistent across tasks and related to general intelligence whereas estimates of resolution are task-dependent and not predictive of intelligence. These results provide insight into the structure of working memory, as well as intelligence, and raise new questions about the distinction between number and resolution in visual short-term memory.

  11. Speed Variance and Its Influence on Accidents.

    Science.gov (United States)

    Garber, Nicholas J.; Gadirau, Ravi

    A study was conducted to investigate the traffic engineering factors that influence speed variance and to determine to what extent speed variance affects accident rates. Detailed analyses were carried out to relate speed variance with posted speed limit, design speeds, and other traffic variables. The major factor identified was the difference…

  12. A hybrid numerical prediction scheme for solar radiation estimation in un-gauged catchments.

    Science.gov (United States)

    Shamim, M. A.; Bray, M.; Ishak, A. M.; Remesan, R.; Han, D.

    2009-09-01

    The importance of solar radiation on earth's surface is depicted in its wide range of applications in the fields of meteorology, agricultural sciences, engineering, hydrology, crop water requirements, climatic changes and energy assessment. It is quite random in nature as it has to go through different processes of assimilation and dispersion while on its way to earth. Compared to other meteorological parameters, solar radiation is quite infrequently measured, for example, the worldwide ratio of stations collecting solar radiation to those collecting temperature is 1:500 (Badescu, 2008). Researchers, therefore, have to rely on indirect techniques of estimation that include nonlinear models, artificial intelligence (e.g. neural networks), remote sensing and numerical weather predictions (NWP). This study proposes a hybrid numerical prediction scheme for solar radiation estimation in un-gauged catchments. It uses the PSU/NCAR's Mesoscale Modelling system (MM5) (Grell et al., 1995) to parameterise the cloud effect on extraterrestrial radiation by dividing the atmosphere into four layers of very high (6-12 km), high (3-6 km), medium (1.5-3) and low (0-1.5) altitudes from earth. It is believed that various cloud forms exist within each of these layers. An hourly time series of upper air pressure and relative humidity data sets corresponding to all of these layers is determined for the Brue catchment, southwest UK, using MM5. Cloud Index (CI) was then determined using (Yang and Koike, 2002): 1 p?bi [ (Rh - Rh )] ci =------- max 0.0,---------cri dp pbi - ptipti (1- Rhcri) where, pbi and pti represent the air pressure at the top and bottom of each layer and Rhcri is the critical value of relative humidity at which a certain cloud type is formed. Output from a global clear sky solar radiation model (MRM v-5) (Kambezidis and Psiloglu, 2008) is used along with meteorological datasets of temperature and precipitation and astronomical information. The analysis is aided by the

  13. On the predictivity of pore-scale simulations: estimating uncertainties with multilevel Monte Carlo

    KAUST Repository

    Icardi, Matteo

    2016-02-08

    A fast method with tunable accuracy is proposed to estimate errors and uncertainties in pore-scale and Digital Rock Physics (DRP) problems. The overall predictivity of these studies can be, in fact, hindered by many factors including sample heterogeneity, computational and imaging limitations, model inadequacy and not perfectly known physical parameters. The typical objective of pore-scale studies is the estimation of macroscopic effective parameters such as permeability, effective diffusivity and hydrodynamic dispersion. However, these are often non-deterministic quantities (i.e., results obtained for specific pore-scale sample and setup are not totally reproducible by another “equivalent” sample and setup). The stochastic nature can arise due to the multi-scale heterogeneity, the computational and experimental limitations in considering large samples, and the complexity of the physical models. These approximations, in fact, introduce an error that, being dependent on a large number of complex factors, can be modeled as random. We propose a general simulation tool, based on multilevel Monte Carlo, that can reduce drastically the computational cost needed for computing accurate statistics of effective parameters and other quantities of interest, under any of these random errors. This is, to our knowledge, the first attempt to include Uncertainty Quantification (UQ) in pore-scale physics and simulation. The method can also provide estimates of the discretization error and it is tested on three-dimensional transport problems in heterogeneous materials, where the sampling procedure is done by generation algorithms able to reproduce realistic consolidated and unconsolidated random sphere and ellipsoid packings and arrangements. A totally automatic workflow is developed in an open-source code [2015. https://bitbucket.org/micardi/porescalemc.], that include rigid body physics and random packing algorithms, unstructured mesh discretization, finite volume solvers

  14. Surface Runoff Estimation Using SMOS Observations, Rain-gauge Measurements and Satellite Precipitation Estimations. Comparison with Model Predictions

    Science.gov (United States)

    Garcia Leal, Julio A.; Lopez-Baeza, Ernesto; Khodayar, Samiro; Estrela, Teodoro; Fidalgo, Arancha; Gabaldo, Onofre; Kuligowski, Robert; Herrera, Eddy

    Surface runoff is defined as the amount of water that originates from precipitation, does not infiltrates due to soil saturation and therefore circulates over the surface. A good estimation of runoff is useful for the design of draining systems, structures for flood control and soil utilisation. For runoff estimation there exist different methods such as (i) rational method, (ii) isochrone method, (iii) triangular hydrograph, (iv) non-dimensional SCS hydrograph, (v) Temez hydrograph, (vi) kinematic wave model, represented by the dynamics and kinematics equations for a uniforme precipitation regime, and (vii) SCS-CN (Soil Conservation Service Curve Number) model. This work presents a way of estimating precipitation runoff through the SCS-CN model, using SMOS (Soil Moisture and Ocean Salinity) mission soil moisture observations and rain-gauge measurements, as well as satellite precipitation estimations. The area of application is the Jucar River Basin Authority area where one of the objectives is to develop the SCS-CN model in a spatial way. The results were compared to simulations performed with the 7-km COSMO-CLM (COnsortium for Small-scale MOdelling, COSMO model in CLimate Mode) model. The use of SMOS soil moisture as input to the COSMO-CLM model will certainly improve model simulations.

  15. Genomic prediction using different estimation methodology, blending and cross-validation techniques for growth traits and visual scores in Hereford and Braford cattle.

    Science.gov (United States)

    Campos, G S; Reimann, F A; Cardoso, L L; Ferreira, C E R; Junqueira, V S; Schmidt, P I; Braccini Neto, J; Yokoo, M J I; Sollero, B P; Boligon, A A; Cardoso, F F

    2018-05-07

    The objective of the present study was to evaluate the accuracy and bias of direct and blended genomic predictions using different methods and cross-validation techniques for growth traits (weight and weight gains) and visual scores (conformation, precocity, muscling and size) obtained at weaning and at yearling in Hereford and Braford breeds. Phenotypic data contained 126,290 animals belonging to the Delta G Connection genetic improvement program, and a set of 3,545 animals genotyped with the 50K chip and 131 sires with the 777K. After quality control, 41,045 markers remained for all animals. An animal model was used to estimate (co)variances components and to predict breeding values, which were later used to calculate the deregressed estimated breeding values (DEBV). Animals with genotype and phenotype for the traits studied were divided into four or five groups by random and k-means clustering cross-validation strategies. The values of accuracy of the direct genomic values (DGV) were moderate to high magnitude for at weaning and at yearling traits, ranging from 0.19 to 0.45 for the k-means and 0.23 to 0.78 for random clustering among all traits. The greatest gain in relation to the pedigree BLUP (PBLUP) was 9.5% with the BayesB method with both the k-means and the random clustering. Blended genomic value accuracies ranged from 0.19 to 0.56 for k-means and from 0.21 to 0.82 for random clustering. The analyzes using the historical pedigree and phenotypes contributed additional information to calculate the GEBV and in general, the largest gains were for the single-step (ssGBLUP) method in bivariate analyses with a mean increase of 43.00% among all traits measured at weaning and of 46.27% for those evaluated at yearling. The accuracy values for the marker effects estimation methods were lower for k-means clustering, indicating that the training set relationship to the selection candidates is a major factor affecting accuracy of genomic predictions. The gains in

  16. A predictive estimation method for carbon dioxide transport by data-driven modeling with a physically-based data model

    Science.gov (United States)

    Jeong, Jina; Park, Eungyu; Han, Weon Shik; Kim, Kue-Young; Jun, Seong-Chun; Choung, Sungwook; Yun, Seong-Taek; Oh, Junho; Kim, Hyun-Jun

    2017-11-01

    In this study, a data-driven method for predicting CO2 leaks and associated concentrations from geological CO2 sequestration is developed. Several candidate models are compared based on their reproducibility and predictive capability for CO2 concentration measurements from the Environment Impact Evaluation Test (EIT) site in Korea. Based on the data mining results, a one-dimensional solution of the advective-dispersive equation for steady flow (i.e., Ogata-Banks solution) is found to be most representative for the test data, and this model is adopted as the data model for the developed method. In the validation step, the method is applied to estimate future CO2 concentrations with the reference estimation by the Ogata-Banks solution, where a part of earlier data is used as the training dataset. From the analysis, it is found that the ensemble mean of multiple estimations based on the developed method shows high prediction accuracy relative to the reference estimation. In addition, the majority of the data to be predicted are included in the proposed quantile interval, which suggests adequate representation of the uncertainty by the developed method. Therefore, the incorporation of a reasonable physically-based data model enhances the prediction capability of the data-driven model. The proposed method is not confined to estimations of CO2 concentration and may be applied to various real-time monitoring data from subsurface sites to develop automated control, management or decision-making systems.

  17. A versatile omnibus test for detecting mean and variance heterogeneity.

    Science.gov (United States)

    Cao, Ying; Wei, Peng; Bailey, Matthew; Kauwe, John S K; Maxwell, Taylor J

    2014-01-01

    Recent research has revealed loci that display variance heterogeneity through various means such as biological disruption, linkage disequilibrium (LD), gene-by-gene (G × G), or gene-by-environment interaction. We propose a versatile likelihood ratio test that allows joint testing for mean and variance heterogeneity (LRT(MV)) or either effect alone (LRT(M) or LRT(V)) in the presence of covariates. Using extensive simulations for our method and others, we found that all parametric tests were sensitive to nonnormality regardless of any trait transformations. Coupling our test with the parametric bootstrap solves this issue. Using simulations and empirical data from a known mean-only functional variant, we demonstrate how LD can produce variance-heterogeneity loci (vQTL) in a predictable fashion based on differential allele frequencies, high D', and relatively low r² values. We propose that a joint test for mean and variance heterogeneity is more powerful than a variance-only test for detecting vQTL. This takes advantage of loci that also have mean effects without sacrificing much power to detect variance only effects. We discuss using vQTL as an approach to detect G × G interactions and also how vQTL are related to relationship loci, and how both can create prior hypothesis for each other and reveal the relationships between traits and possibly between components of a composite trait.

  18. Variance-based sensitivity indices for models with dependent inputs

    International Nuclear Information System (INIS)

    Mara, Thierry A.; Tarantola, Stefano

    2012-01-01

    Computational models are intensively used in engineering for risk analysis or prediction of future outcomes. Uncertainty and sensitivity analyses are of great help in these purposes. Although several methods exist to perform variance-based sensitivity analysis of model output with independent inputs only a few are proposed in the literature in the case of dependent inputs. This is explained by the fact that the theoretical framework for the independent case is set and a univocal set of variance-based sensitivity indices is defined. In the present work, we propose a set of variance-based sensitivity indices to perform sensitivity analysis of models with dependent inputs. These measures allow us to distinguish between the mutual dependent contribution and the independent contribution of an input to the model response variance. Their definition relies on a specific orthogonalisation of the inputs and ANOVA-representations of the model output. In the applications, we show the interest of the new sensitivity indices for model simplification setting. - Highlights: ► Uncertainty and sensitivity analyses are of great help in engineering. ► Several methods exist to perform variance-based sensitivity analysis of model output with independent inputs. ► We define a set of variance-based sensitivity indices for models with dependent inputs. ► Inputs mutual contributions are distinguished from their independent contributions. ► Analytical and computational tests are performed and discussed.

  19. Predicting Early Mortality After Hip Fracture Surgery: The Hip Fracture Estimator of Mortality Amsterdam.

    Science.gov (United States)

    Karres, Julian; Kieviet, Noera; Eerenberg, Jan-Peter; Vrouenraets, Bart C

    2018-01-01

    Early mortality after hip fracture surgery is high and preoperative risk assessment for the individual patient is challenging. A risk model could identify patients in need of more intensive perioperative care, provide insight in the prognosis, and allow for risk adjustment in audits. This study aimed to develop and validate a risk prediction model for 30-day mortality after hip fracture surgery: the Hip fracture Estimator of Mortality Amsterdam (HEMA). Data on 1050 consecutive patients undergoing hip fracture surgery between 2004 and 2010 were retrospectively collected and randomly split into a development cohort (746 patients) and validation cohort (304 patients). Logistic regression analysis was performed in the development cohort to determine risk factors for the HEMA. Discrimination and calibration were assessed in both cohorts using the area under the receiver operating characteristic curve (AUC), the Hosmer-Lemeshow goodness-of-fit test, and by stratification into low-, medium- and high-risk groups. Nine predictors for 30-day mortality were identified and used in the final model: age ≥85 years, in-hospital fracture, signs of malnutrition, myocardial infarction, congestive heart failure, current pneumonia, renal failure, malignancy, and serum urea >9 mmol/L. The HEMA showed good discrimination in the development cohort (AUC = 0.81) and the validation cohort (AUC = 0.79). The Hosmer-Lemeshow test indicated no lack of fit in either cohort (P > 0.05). The HEMA is based on preoperative variables and can be used to predict the risk of 30-day mortality after hip fracture surgery for the individual patient. Prognostic Level II. See Instructions for Authors for a complete description of levels of evidence.

  20. Variance bias analysis for the Gelbard's batch method

    Energy Technology Data Exchange (ETDEWEB)

    Seo, Jae Uk; Shim, Hyung Jin [Seoul National Univ., Seoul (Korea, Republic of)

    2014-05-15

    In this paper, variances and the bias will be derived analytically when the Gelbard's batch method is applied. And then, the real variance estimated from this bias will be compared with the real variance calculated from replicas. Variance and the bias were derived analytically when the batch method was applied. If the batch method was applied to calculate the sample variance, covariance terms between tallies which exist in the batch were eliminated from the bias. With the 2 by 2 fission matrix problem, we could calculate real variance regardless of whether or not the batch method was applied. However as batch size got larger, standard deviation of real variance was increased. When we perform a Monte Carlo estimation, we could get a sample variance as the statistical uncertainty of it. However, this value is smaller than the real variance of it because a sample variance is biased. To reduce this bias, Gelbard devised the method which is called the Gelbard's batch method. It has been certificated that a sample variance get closer to the real variance when the batch method is applied. In other words, the bias get reduced. This fact is well known to everyone in the MC field. However, so far, no one has given the analytical interpretation on it.

  1. Combining empirical approaches and error modelling to enhance predictive uncertainty estimation in extrapolation for operational flood forecasting. Tests on flood events on the Loire basin, France.

    Science.gov (United States)

    Berthet, Lionel; Marty, Renaud; Bourgin, François; Viatgé, Julie; Piotte, Olivier; Perrin, Charles

    2017-04-01

    An increasing number of operational flood forecasting centres assess the predictive uncertainty associated with their forecasts and communicate it to the end users. This information can match the end-users needs (i.e. prove to be useful for an efficient crisis management) only if it is reliable: reliability is therefore a key quality for operational flood forecasts. In 2015, the French flood forecasting national and regional services (Vigicrues network; www.vigicrues.gouv.fr) implemented a framework to compute quantitative discharge and water level forecasts and to assess the predictive uncertainty. Among the possible technical options to achieve this goal, a statistical analysis of past forecasting errors of deterministic models has been selected (QUOIQUE method, Bourgin, 2014). It is a data-based and non-parametric approach based on as few assumptions as possible about the forecasting error mathematical structure. In particular, a very simple assumption is made regarding the predictive uncertainty distributions for large events outside the range of the calibration data: the multiplicative error distribution is assumed to be constant, whatever the magnitude of the flood. Indeed, the predictive distributions may not be reliable in extrapolation. However, estimating the predictive uncertainty for these rare events is crucial when major floods are of concern. In order to improve the forecasts reliability for major floods, an attempt at combining the operational strength of the empirical statistical analysis and a simple error modelling is done. Since the heteroscedasticity of forecast errors can considerably weaken the predictive reliability for large floods, this error modelling is based on the log-sinh transformation which proved to reduce significantly the heteroscedasticity of the transformed error in a simulation context, even for flood peaks (Wang et al., 2012). Exploratory tests on some operational forecasts issued during the recent floods experienced in

  2. Genetic variance components for residual feed intake and feed ...

    African Journals Online (AJOL)

    Feeding costs of animals is a major determinant of profitability in livestock production enterprises. Genetic selection to improve feed efficiency aims to reduce feeding cost in beef cattle and thereby improve profitability. This study estimated genetic (co)variances between weaning weight and other production, reproduction ...

  3. Gravity interpretation of dipping faults using the variance analysis method

    International Nuclear Information System (INIS)

    Essa, Khalid S

    2013-01-01

    A new algorithm is developed to estimate simultaneously the depth and the dip angle of a buried fault from the normalized gravity gradient data. This algorithm utilizes numerical first horizontal derivatives computed from the observed gravity anomaly, using filters of successive window lengths to estimate the depth and the dip angle of a buried dipping fault structure. For a fixed window length, the depth is estimated using a least-squares sense for each dip angle. The method is based on computing the variance of the depths determined from all horizontal gradient anomaly profiles using the least-squares method for each dip angle. The minimum variance is used as a criterion for determining the correct dip angle and depth of the buried structure. When the correct dip angle is used, the variance of the depths is always less than the variances computed using wrong dip angles. The technique can be applied not only to the true residuals, but also to the measured Bouguer gravity data. The method is applied to synthetic data with and without random errors and two field examples from Egypt and Scotland. In all cases examined, the estimated depths and other model parameters are found to be in good agreement with the actual values. (paper)

  4. Multidimensional adaptive testing with a minimum error-variance criterion

    NARCIS (Netherlands)

    van der Linden, Willem J.

    1997-01-01

    The case of adaptive testing under a multidimensional logistic response model is addressed. An adaptive algorithm is proposed that minimizes the (asymptotic) variance of the maximum-likelihood (ML) estimator of a linear combination of abilities of interest. The item selection criterion is a simple

  5. Heterogeneity of variance and its implications on dairy cattle breeding

    African Journals Online (AJOL)

    Milk yield data (n = 12307) from 116 Holstein-Friesian herds were grouped into three production environments based on mean and standard deviation of herd 305-day milk yield and evaluated for within herd variation using univariate animal model procedures. Variance components were estimated by derivative free REML ...

  6. Properties of realized variance under alternative sampling schemes

    NARCIS (Netherlands)

    Oomen, R.C.A.

    2006-01-01

    This paper investigates the statistical properties of the realized variance estimator in the presence of market microstructure noise. Different from the existing literature, the analysis relies on a pure jump process for high frequency security prices and explicitly distinguishes among alternative

  7. Predictive ability of genomic selection models for breeding value estimation on growth traits of Pacific white shrimp Litopenaeus vannamei

    Science.gov (United States)

    Wang, Quanchao; Yu, Yang; Li, Fuhua; Zhang, Xiaojun; Xiang, Jianhai

    2017-09-01

    Genomic selection (GS) can be used to accelerate genetic improvement by shortening the selection interval. The successful application of GS depends largely on the accuracy of the prediction of genomic estimated breeding value (GEBV). This study is a first attempt to understand the practicality of GS in Litopenaeus vannamei and aims to evaluate models for GS on growth traits. The performance of GS models in L. vannamei was evaluated in a population consisting of 205 individuals, which were genotyped for 6 359 single nucleotide polymorphism (SNP) markers by specific length amplified fragment sequencing (SLAF-seq) and phenotyped for body length and body weight. Three GS models (RR-BLUP, BayesA, and Bayesian LASSO) were used to obtain the GEBV, and their predictive ability was assessed by the reliability of the GEBV and the bias of the predicted phenotypes. The mean reliability of the GEBVs for body length and body weight predicted by the different models was 0.296 and 0.411, respectively. For each trait, the performances of the three models were very similar to each other with respect to predictability. The regression coefficients estimated by the three models were close to one, suggesting near to zero bias for the predictions. Therefore, when GS was applied in a L. vannamei population for the studied scenarios, all three models appeared practicable. Further analyses suggested that improved estimation of the genomic prediction could be realized by increasing the size of the training population as well as the density of SNPs.

  8. Plaque Structural Stress Estimations Improve Prediction of Future Major Adverse Cardiovascular Events After Intracoronary Imaging.

    Science.gov (United States)

    Brown, Adam J; Teng, Zhongzhao; Calvert, Patrick A; Rajani, Nikil K; Hennessy, Orla; Nerlekar, Nitesh; Obaid, Daniel R; Costopoulos, Charis; Huang, Yuan; Hoole, Stephen P; Goddard, Martin; West, Nick E J; Gillard, Jonathan H; Bennett, Martin R

    2016-06-01

    Although plaque rupture is responsible for most myocardial infarctions, few high-risk plaques identified by intracoronary imaging actually result in future major adverse cardiovascular events (MACE). Nonimaging markers of individual plaque behavior are therefore required. Rupture occurs when plaque structural stress (PSS) exceeds material strength. We therefore assessed whether PSS could predict future MACE in high-risk nonculprit lesions identified on virtual-histology intravascular ultrasound. Baseline nonculprit lesion features associated with MACE during long-term follow-up (median: 1115 days) were determined in 170 patients undergoing 3-vessel virtual-histology intravascular ultrasound. MACE was associated with plaque burden ≥70% (hazard ratio: 8.6; 95% confidence interval, 2.5-30.6; P<0.001) and minimal luminal area ≤4 mm(2) (hazard ratio: 6.6; 95% confidence interval, 2.1-20.1; P=0.036), although absolute event rates for high-risk lesions remained <10%. PSS derived from virtual-histology intravascular ultrasound was subsequently estimated in nonculprit lesions responsible for MACE (n=22) versus matched control lesions (n=22). PSS showed marked heterogeneity across and between similar lesions but was significantly increased in MACE lesions at high-risk regions, including plaque burden ≥70% (13.9±11.5 versus 10.2±4.7; P<0.001) and thin-cap fibroatheroma (14.0±8.9 versus 11.6±4.5; P=0.02). Furthermore, PSS improved the ability of virtual-histology intravascular ultrasound to predict MACE in plaques with plaque burden ≥70% (adjusted log-rank, P=0.003) and minimal luminal area ≤4 mm(2) (P=0.002). Plaques responsible for MACE had larger superficial calcium inclusions, which acted to increase PSS (P<0.05). Baseline PSS is increased in plaques responsible for MACE and improves the ability of intracoronary imaging to predict events. Biomechanical modeling may complement plaque imaging for risk stratification of coronary nonculprit lesions. © 2016

  9. Multiobjective design of aquifer monitoring networks for optimal spatial prediction and geostatistical parameter estimation

    Science.gov (United States)

    Alzraiee, Ayman H.; Bau, Domenico A.; Garcia, Luis A.

    2013-06-01

    Effective sampling of hydrogeological systems is essential in guiding groundwater management practices. Optimal sampling of groundwater systems has previously been formulated based on the assumption that heterogeneous subsurface properties can be modeled using a geostatistical approach. Therefore, the monitoring schemes have been developed to concurrently minimize the uncertainty in the spatial distribution of systems' states and parameters, such as the hydraulic conductivity K and the hydraulic head H, and the uncertainty in the geostatistical model of system parameters using a single objective function that aggregates all objectives. However, it has been shown that the aggregation of possibly conflicting objective functions is sensitive to the adopted aggregation scheme and may lead to distorted results. In addition, the uncertainties in geostatistical parameters affect the uncertainty in the spatial prediction of K and H according to a complex nonlinear relationship, which has often been ineffectively evaluated using a first-order approximation. In this study, we propose a multiobjective optimization framework to assist the design of monitoring networks of K and H with the goal of optimizing their spatial predictions and estimating the geostatistical parameters of the K field. The framework stems from the combination of a data assimilation (DA) algorithm and a multiobjective evolutionary algorithm (MOEA). The DA algorithm is based on the ensemble Kalman filter, a Monte-Carlo-based Bayesian update scheme for nonlinear systems, which is employed to approximate the posterior uncertainty in K, H, and the geostatistical parameters of K obtained by collecting new measurements. Multiple MOEA experiments are used to investigate the trade-off among design objectives and identify the corresponding monitoring schemes. The methodology is applied to design a sampling network for a shallow unconfined groundwater system located in Rocky Ford, Colorado. Results indicate that

  10. Heterogeneidade dos componentes de variância na produção de leite e seus efeitos nas estimativas de herdabilidade e repetibilidade Heterogeneity of variance components in milk production and their effects on estimates of heritability and repeatability

    Directory of Open Access Journals (Sweden)

    Elmer Francisco Valencia Tapia

    2011-06-01

    Full Text Available Avaliou-se a heterogeneidade dos componentes de variância e seu efeito nas estimativas de herdabilidade e repetibilidade da produção de leite de bovinos da raça Holandesa. Os rebanhos foram agrupados de acordo com o nível de produção (baixo, médio e alto e avaliados na escala não transformada, raiz quadrada e logarítmica. Os componentes de variância foram estimados pelo método de máxima verossimilhança restrita. O modelo animal incluiu os efeitos fixos de rebanho-ano-estação e das covariáveis duração da lactação (efeito linear e idade da vaca ao parto (efeito linear e quadrático e os efeitos aleatórios genético aditivo direto, de ambiente permanente e residual. Na escala não transformada, todos os componentes de variância foram heterogêneos entre os três níveis de produção. Nesta escala, a variância residual e a fenotípica estavam associadas positivamente com o nível de produção enquanto que na escala logarítmica a associação foi negativa. A heterogeneidade da variância fenotípica e de seus componentes afetou mais as estimativas de herdabilidade que as da repetibilidade. A eficiência do processo de seleção para produção de leite poderá ser afetada pelo nível de produção em que forem estimados os parâmetros genéticos.It was evaluated the heterogeneity of components of phenotypic variance and its effects on the heritability and repeatability estimates for milk yield in Holstein cattle. The herds were grouped according to their level of production (low, medium and high and evaluated in the non-transformed, square-root and logarithmic scale. Variance components were estimated using a restricted maximum likelihood method based on an animal model that included fixed effects of herd-year-season, and as covariates the linear effect of lactation duration and the linear and quadratic effects of cow's age at calving and the random direct additive genetic, permanent environment and residual effects. In the

  11. Improved model predictive control of resistive wall modes by error field estimator in EXTRAP T2R

    Science.gov (United States)

    Setiadi, A. C.; Brunsell, P. R.; Frassinetti, L.

    2016-12-01

    Many implementations of a model-based approach for toroidal plasma have shown better control performance compared to the conventional type of feedback controller. One prerequisite of model-based control is the availability of a control oriented model. This model can be obtained empirically through a systematic procedure called system identification. Such a model is used in this work to design a model predictive controller to stabilize multiple resistive wall modes in EXTRAP T2R reversed-field pinch. Model predictive control is an advanced control method that can optimize the future behaviour of a system. Furthermore, this paper will discuss an additional use of the empirical model which is to estimate the error field in EXTRAP T2R. Two potential methods are discussed that can estimate the error field. The error field estimator is then combined with the model predictive control and yields better radial magnetic field suppression.

  12. Evaluating the predictive performance of empirical estimators of natural mortality rate using information on over 200 fish species

    Science.gov (United States)

    Then, Amy Y.; Hoenig, John M; Hall, Norman G.; Hewitt, David A.

    2015-01-01

    Many methods have been developed in the last 70 years to predict the natural mortality rate, M, of a stock based on empirical evidence from comparative life history studies. These indirect or empirical methods are used in most stock assessments to (i) obtain estimates of M in the absence of direct information, (ii) check on the reasonableness of a direct estimate of M, (iii) examine the range of plausible M estimates for the stock under consideration, and (iv) define prior distributions for Bayesian analyses. The two most cited empirical methods have appeared in the literature over 2500 times to date. Despite the importance of these methods, there is no consensus in the literature on how well these methods work in terms of prediction error or how their performance may be ranked. We evaluate estimators based on various combinations of maximum age (tmax), growth parameters, and water temperature by seeing how well they reproduce >200 independent, direct estimates of M. We use tenfold cross-validation to estimate the prediction error of the estimators and to rank their performance. With updated and carefully reviewed data, we conclude that a tmax-based estimator performs the best among all estimators evaluated. The tmax-based estimators in turn perform better than the Alverson–Carney method based on tmax and the von Bertalanffy K coefficient, Pauly’s method based on growth parameters and water temperature and methods based just on K. It is possible to combine two independent methods by computing a weighted mean but the improvement over the tmax-based methods is slight. Based on cross-validation prediction error, model residual patterns, model parsimony, and biological considerations, we recommend the use of a tmax-based estimator (M=4.899tmax−0.916">M=4.899t−0.916maxM=4.899tmax−0.916, prediction error = 0.32) when possible and a growth-based method (M=4.118K0.73L∞−0.33">M=4.118K0.73L−0.33∞M=4.118K0.73L∞−0.33 , prediction error

  13. Hybrid biasing approaches for global variance reduction

    International Nuclear Information System (INIS)

    Wu, Zeyun; Abdel-Khalik, Hany S.

    2013-01-01

    A new variant of Monte Carlo—deterministic (DT) hybrid variance reduction approach based on Gaussian process theory is presented for accelerating convergence of Monte Carlo simulation and compared with Forward-Weighted Consistent Adjoint Driven Importance Sampling (FW-CADIS) approach implemented in the SCALE package from Oak Ridge National Laboratory. The new approach, denoted the Gaussian process approach, treats the responses of interest as normally distributed random processes. The Gaussian process approach improves the selection of the weight windows of simulated particles by identifying a subspace that captures the dominant sources of statistical response variations. Like the FW-CADIS approach, the Gaussian process approach utilizes particle importance maps obtained from deterministic adjoint models to derive weight window biasing. In contrast to the FW-CADIS approach, the Gaussian process approach identifies the response correlations (via a covariance matrix) and employs them to reduce the computational overhead required for global variance reduction (GVR) purpose. The effective rank of the covariance matrix identifies the minimum number of uncorrelated pseudo responses, which are employed to bias simulated particles. Numerical experiments, serving as a proof of principle, are presented to compare the Gaussian process and FW-CADIS approaches in terms of the global reduction in standard deviation of the estimated responses. - Highlights: ► Hybrid Monte Carlo Deterministic Method based on Gaussian Process Model is introduced. ► Method employs deterministic model to calculate responses correlations. ► Method employs correlations to bias Monte Carlo transport. ► Method compared to FW-CADIS methodology in SCALE code. ► An order of magnitude speed up is achieved for a PWR core model.

  14. Application of the Streamflow Prediction Tool to Estimate Sediment Dredging Volumes in Texas Coastal Waterways

    Science.gov (United States)

    Yeates, E.; Dreaper, G.; Afshari, S.; Tavakoly, A. A.

    2017-12-01

    Over the past six fiscal years, the United States Army Corps of Engineers (USACE) has contracted an average of about a billion dollars per year for navigation channel dredging. To execute these funds effectively, USACE Districts must determine which navigation channels need to be dredged in a given year. Improving this prioritization process results in more efficient waterway maintenance. This study uses the Streamflow Prediction Tool, a runoff routing model based on global weather forecast ensembles, to estimate dredged volumes. This study establishes regional linear relationships between cumulative flow and dredged volumes over a long-term simulation covering 30 years (1985-2015), using drainage area and shoaling parameters. The study framework integrates the National Hydrography Dataset (NHDPlus Dataset) with parameters from the Corps Shoaling Analysis Tool (CSAT) and dredging record data from USACE District records. Results in the test cases of the Houston Ship Channel and the Sabine and Port Arthur Harbor waterways in Texas indicate positive correlation between the simulated streamflows and actual dredging records.

  15. Predicting traffic volumes and estimating the effects of shocks in massive transportation systems.

    Science.gov (United States)

    Silva, Ricardo; Kang, Soong Moon; Airoldi, Edoardo M

    2015-05-05

    Public transportation systems are an essential component of major cities. The widespread use of smart cards for automated fare collection in these systems offers a unique opportunity to understand passenger behavior at a massive scale. In this study, we use network-wide data obtained from smart cards in the London transport system to predict future traffic volumes, and to estimate the effects of disruptions due to unplanned closures of stations or lines. Disruptions, or shocks, force passengers to make different decisions concerning which stations to enter or exit. We describe how these changes in passenger behavior lead to possible overcrowding and model how stations will be affected by given disruptions. This information can then be used to mitigate the effects of these shocks because transport authorities may prepare in advance alternative solutions such as additional buses near the most affected stations. We describe statistical methods that leverage the large amount of smart-card data collected under the natural state of the system, where no shocks take place, as variables that are indicative of behavior under disruptions. We find that features extracted from the natural regime data can be successfully exploited to describe different disruption regimes, and that our framework can be used as a general tool for any similar complex transportation system.

  16. Individual differences in attributional style but not in interoceptive sensitivity, predict subjective estimates of action intention.

    Directory of Open Access Journals (Sweden)

    Tegan ePenton

    2014-08-01

    Full Text Available The debate on the existence of free will is on-going. Seminal findings by Libet et al. demonstrate that subjective awareness of a voluntary urge to act (the W-judgement occurs before action execution. Libet’s paradigm requires participants to perform voluntary actions while watching a clock hand rotate. On response trials, participants make a retrospective judgement related to awareness of their urge to act. This research investigates the relationship between individual differences in performance on the Libet task and self-awareness. We examined the relationship between W-judgement, Attributional Style (AS; a measure of perceived control and interoceptive sensitivity (IS; awareness of stimuli originating from one’s body; e.g. heartbeats. Thirty participants completed the AS questionnaire (ASQ, a heartbeat estimation task (IS, and the Libet paradigm. The ASQ score significantly predicted performance on the Libet task, while IS did not - more negative ASQ scores indicated larger latency between W-judgement and action execution. A significant correlation was also observed between ASQ score and IS. This is the first research to report a relationship between W-judgement and AS and should inform the future use of electroencephalography to investigate the relationship between AS, W-judgement and RP onset. Our findings raise questions surrounding the importance of one’s perceived control in determining the point of conscious intention to act. Furthermore, we demonstrate possible negative implications associated with a longer period between conscious awareness and action execution.

  17. Predictive Modeling of a Paradigm Mechanical Cooling Tower Model: II. Optimal Best-Estimate Results with Reduced Predicted Uncertainties

    Directory of Open Access Journals (Sweden)

    Ruixian Fang

    2016-09-01

    Full Text Available This work uses the adjoint sensitivity model of the counter-flow cooling tower derived in the accompanying PART I to obtain the expressions and relative numerical rankings of the sensitivities, to all model parameters, of the following model responses: (i outlet air temperature; (ii outlet water temperature; (iii outlet water mass flow rate; and (iv air outlet relative humidity. These sensitivities are subsequently used within the “predictive modeling for coupled multi-physics systems” (PM_CMPS methodology to obtain explicit formulas for the predicted optimal nominal values for the model responses and parameters, along with reduced predicted standard deviations for the predicted model parameters and responses. These explicit formulas embody the assimilation of experimental data and the “calibration” of the model’s parameters. The results presented in this work demonstrate that the PM_CMPS methodology reduces the predicted standard deviations to values that are smaller than either the computed or the experimentally measured ones, even for responses (e.g., the outlet water flow rate for which no measurements are available. These improvements stem from the global characteristics of the PM_CMPS methodology, which combines all of the available information simultaneously in phase-space, as opposed to combining it sequentially, as in current data assimilation procedures.

  18. Evolution of Genetic Variance during Adaptive Radiation.

    Science.gov (United States)

    Walter, Greg M; Aguirre, J David; Blows, Mark W; Ortiz-Barrientos, Daniel

    2018-04-01

    Genetic correlations between traits can concentrate genetic variance into fewer phenotypic dimensions that can bias evolutionary trajectories along the axis of greatest genetic variance and away from optimal phenotypes, constraining the rate of evolution. If genetic correlations limit adaptation, rapid adaptive divergence between multiple contrasting environments may be difficult. However, if natural selection increases the frequency of rare alleles after colonization of new environments, an increase in genetic variance in the direction of selection can accelerate adaptive divergence. Here, we explored adaptive divergence of an Australian native wildflower by examining the alignment between divergence in phenotype mean and divergence in genetic variance among four contrasting ecotypes. We found divergence in mean multivariate phenotype along two major axes represented by different combinations of plant architecture and leaf traits. Ecotypes also showed divergence in the level of genetic variance in individual traits and the multivariate distribution of genetic variance among traits. Divergence in multivariate phenotypic mean aligned with divergence in genetic variance, with much of the divergence in phenotype among ecotypes associated with changes in trait combinations containing substantial levels of genetic variance. Overall, our results suggest that natural selection can alter the distribution of genetic variance underlying phenotypic traits, increasing the amount of genetic variance in the direction of natural selection and potentially facilitating rapid adaptive divergence during an adaptive radiation.

  19. Variance reduction techniques in the simulation of Markov processes

    International Nuclear Information System (INIS)

    Lessi, O.

    1987-01-01

    We study a functional r of the stationary distribution of a homogeneous Markov chain. It is often difficult or impossible to perform the analytical calculation of r and so it is reasonable to estimate r by a simulation process. A consistent estimator r(n) of r is obtained with respect to a chain with a countable state space. Suitably modifying the estimator r(n) of r one obtains a new consistent estimator which has a smaller variance than r(n). The same is obtained in the case of finite state space

  20. Variance components for body weight in Japanese quails (Coturnix japonica

    Directory of Open Access Journals (Sweden)

    RO Resende

    2005-03-01

    Full Text Available The objective of this study was to estimate the variance components for body weight in Japanese quails by Bayesian procedures. The body weight at hatch (BWH and at 7 (BW07, 14 (BW14, 21 (BW21 and 28 days of age (BW28 of 3,520 quails was recorded from August 2001 to June 2002. A multiple-trait animal model with additive genetic, maternal environment and residual effects was implemented by Gibbs sampling methodology. A single Gibbs sampling with 80,000 rounds was generated by the program MTGSAM (Multiple Trait Gibbs Sampling in Animal Model. Normal and inverted Wishart distributions were used as prior distributions for the random effects and the variance components, respectively. Variance components were estimated based on the 500 samples that were left after elimination of 30,000 rounds in the burn-in period and 100 rounds of each thinning interval. The posterior means of additive genetic variance components were 0.15; 4.18; 14.62; 27.18 and 32.68; the posterior means of maternal environment variance components were 0.23; 1.29; 2.76; 4.12 and 5.16; and the posterior means of residual variance components were 0.084; 6.43; 22.66; 31.21 and 30.85, at hatch, 7, 14, 21 and 28 days old, respectively. The posterior means of heritability were 0.33; 0.35; 0.36; 0.43 and 0.47 at hatch, 7, 14, 21 and 28 days old, respectively. These results indicate that heritability increased with age. On the other hand, after hatch there was a marked reduction in the maternal environment variance proportion of the phenotypic variance, whose estimates were 0.50; 0.11; 0.07; 0.07 and 0.08 for BWH, BW07, BW14, BW21 and BW28, respectively. The genetic correlation between weights at different ages was high, except for those estimates between BWH and weight at other ages. Changes in body weight of quails can be efficiently achieved by selection.

  1. Influence of Family Structure on Variance Decomposition

    DEFF Research Database (Denmark)

    Edwards, Stefan McKinnon; Sarup, Pernille Merete; Sørensen, Peter

    Partitioning genetic variance by sets of randomly sampled genes for complex traits in D. melanogaster and B. taurus, has revealed that population structure can affect variance decomposition. In fruit flies, we found that a high likelihood ratio is correlated with a high proportion of explained ge...... capturing pure noise. Therefore it is necessary to use both criteria, high likelihood ratio in favor of a more complex genetic model and proportion of genetic variance explained, to identify biologically important gene groups...

  2. Efficient Cardinality/Mean-Variance Portfolios

    OpenAIRE

    Brito, R. Pedro; Vicente, Luís Nunes

    2014-01-01

    International audience; We propose a novel approach to handle cardinality in portfolio selection, by means of a biobjective cardinality/mean-variance problem, allowing the investor to analyze the efficient tradeoff between return-risk and number of active positions. Recent progress in multiobjective optimization without derivatives allow us to robustly compute (in-sample) the whole cardinality/mean-variance efficient frontier, for a variety of data sets and mean-variance models. Our results s...

  3. Dynamic Output Feedback Robust Model Predictive Control via Zonotopic Set-Membership Estimation for Constrained Quasi-LPV Systems

    Directory of Open Access Journals (Sweden)

    Xubin Ping

    2015-01-01

    Full Text Available For the quasi-linear parameter varying (quasi-LPV system with bounded disturbance, a synthesis approach of dynamic output feedback robust model predictive control (OFRMPC is investigated. The estimation error set is represented by a zonotope and refreshed by the zonotopic set-membership estimation method. By properly refreshing the estimation error set online, the bounds of true state at the next sampling time can be obtained. Furthermore, the feasibility of the main optimization problem at the next sampling time can be determined at the current time. A numerical example is given to illustrate the effectiveness of the approach.

  4. Modeling Input Errors to Improve Uncertainty Estimates for Sediment Transport Model Predictions

    Science.gov (United States)

    Jung, J. Y.; Niemann, J. D.; Greimann, B. P.

    2016-12-01

    Bayesian methods using Markov chain Monte Carlo algorithms have recently been applied to sediment transport models to assess the uncertainty in the model predictions due to the parameter values. Unfortunately, the existing approaches can only attribute overall uncertainty to the parameters. This limitation is critical because no model can produce accurate forecasts if forced with inaccurate input data, even if the model is well founded in physical theory. In this research, an existing Bayesian method is modified to consider the potential errors in input data during the uncertainty evaluation process. The input error is modeled using Gaussian distributions, and the means and standard deviations are treated as uncertain parameters. The proposed approach is tested by coupling it to the Sedimentation and River Hydraulics - One Dimension (SRH-1D) model and simulating a 23-km reach of the Tachia River in Taiwan. The Wu equation in SRH-1D is used for computing the transport capacity for a bed material load of non-cohesive material. Three types of input data are considered uncertain: (1) the input flowrate at the upstream boundary, (2) the water surface elevation at the downstream boundary, and (3) the water surface elevation at a hydraulic structure in the middle of the reach. The benefits of modeling the input errors in the uncertainty analysis are evaluated by comparing the accuracy of the most likely forecast and the coverage of the observed data by the credible intervals to those of the existing method. The results indicate that the internal boundary condition has the largest uncertainty among those considered. Overall, the uncertainty estimates from the new method are notably different from those of the existing method for both the calibration and forecast periods.

  5. Predictive Sea State Estimation for Automated Ride Control and Handling - PSSEARCH

    Science.gov (United States)

    Huntsberger, Terrance L.; Howard, Andrew B.; Aghazarian, Hrand; Rankin, Arturo L.

    2012-01-01

    PSSEARCH provides predictive sea state estimation, coupled with closed-loop feedback control for automated ride control. It enables a manned or unmanned watercraft to determine the 3D map and sea state conditions in its vicinity in real time. Adaptive path-planning/ replanning software and a control surface management system will then use this information to choose the best settings and heading relative to the seas for the watercraft. PSSEARCH looks ahead and anticipates potential impact of waves on the boat and is used in a tight control loop to adjust trim tabs, course, and throttle settings. The software uses sensory inputs including IMU (Inertial Measurement Unit), stereo, radar, etc. to determine the sea state and wave conditions (wave height, frequency, wave direction) in the vicinity of a rapidly moving boat. This information can then be used to plot a safe path through the oncoming waves. The main issues in determining a safe path for sea surface navigation are: (1) deriving a 3D map of the surrounding environment, (2) extracting hazards and sea state surface state from the imaging sensors/map, and (3) planning a path and control surface settings that avoid the hazards, accomplish the mission navigation goals, and mitigate crew injuries from excessive heave, pitch, and roll accelerations while taking into account the dynamics of the sea surface state. The first part is solved using a wide baseline stereo system, where 3D structure is determined from two calibrated pairs of visual imagers. Once the 3D map is derived, anything above the sea surface is classified as a potential hazard and a surface analysis gives a static snapshot of the waves. Dynamics of the wave features are obtained from a frequency analysis of motion vectors derived from the orientation of the waves during a sequence of inputs. Fusion of the dynamic wave patterns with the 3D maps and the IMU outputs is used for efficient safe path planning.

  6. Estimating the magnitude of prediction uncertainties for field-scale P loss models

    Science.gov (United States)

    Models are often used to predict phosphorus (P) loss from agricultural fields. While it is commonly recognized that model predictions are inherently uncertain, few studies have addressed prediction uncertainties using P loss models. In this study, an uncertainty analysis for the Annual P Loss Estima...

  7. The phenotypic variance gradient - a novel concept.

    Science.gov (United States)

    Pertoldi, Cino; Bundgaard, Jørgen; Loeschcke, Volker; Barker, James Stuart Flinton

    2014-11-01

    Evolutionary ecologists commonly use reaction norms, which show the range of phenotypes produced by a set of genotypes exposed to different environments, to quantify the degree of phenotypic variance and the magnitude of plasticity of morphometric and life-history traits. Significant differences among the values of the slopes of the reaction norms are interpreted as significant differences in phenotypic plasticity, whereas significant differences among phenotypic variances (variance or coefficient of variation) are interpreted as differences in the degree of developmental instability or canalization. We highlight some potential problems with this approach to quantifying phenotypic variance and suggest a novel and more informative way to plot reaction norms: namely "a plot of log (variance) on the y-axis versus log (mean) on the x-axis, with a reference line added". This approach gives an immediate impression of how the degree of phenotypic variance varies across an environmental gradient, taking into account the consequences of the scaling effect of the variance with the mean. The evolutionary implications of the variation in the degree of phenotypic variance, which we call a "phenotypic variance gradient", are discussed together with its potential interactions with variation in the degree of phenotypic plasticity and canalization.

  8. Demonstration of a zero-variance based scheme for variance reduction to a mini-core Monte Carlo calculation

    Energy Technology Data Exchange (ETDEWEB)

    Christoforou, Stavros, E-mail: stavros.christoforou@gmail.com [Kirinthou 17, 34100, Chalkida (Greece); Hoogenboom, J. Eduard, E-mail: j.e.hoogenboom@tudelft.nl [Department of Applied Sciences, Delft University of Technology (Netherlands)

    2011-07-01

    A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k{sub eff} estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)

  9. Demonstration of a zero-variance based scheme for variance reduction to a mini-core Monte Carlo calculation

    International Nuclear Information System (INIS)

    Christoforou, Stavros; Hoogenboom, J. Eduard

    2011-01-01

    A zero-variance based scheme is implemented and tested in the MCNP5 Monte Carlo code. The scheme is applied to a mini-core reactor using the adjoint function obtained from a deterministic calculation for biasing the transport kernels. It is demonstrated that the variance of the k_e_f_f estimate is halved compared to a standard criticality calculation. In addition, the biasing does not affect source distribution convergence of the system. However, since the code lacked optimisations for speed, we were not able to demonstrate an appropriate increase in the efficiency of the calculation, because of the higher CPU time cost. (author)

  10. A new variance stabilizing transformation for gene expression data analysis.

    Science.gov (United States)

    Kelmansky, Diana M; Martínez, Elena J; Leiva, Víctor

    2013-12-01

    In this paper, we introduce a new family of power transformations, which has the generalized logarithm as one of its members, in the same manner as the usual logarithm belongs to the family of Box-Cox power transformations. Although the new family has been developed for analyzing gene expression data, it allows a wider scope of mean-variance related data to be reached. We study the analytical properties of the new family of transformations, as well as the mean-variance relationships that are stabilized by using its members. We propose a methodology based on this new family, which includes a simple strategy for selecting the family member adequate for a data set. We evaluate the finite sample behavior of different classical and robust estimators based on this strategy by Monte Carlo simulations. We analyze real genomic data by using the proposed transformation to empirically show how the new methodology allows the variance of these data to be stabilized.

  11. Monte Carlo variance reduction approaches for non-Boltzmann tallies

    International Nuclear Information System (INIS)

    Booth, T.E.

    1992-12-01

    Quantities that depend on the collective effects of groups of particles cannot be obtained from the standard Boltzmann transport equation. Monte Carlo estimates of these quantities are called non-Boltzmann tallies and have become increasingly important recently. Standard Monte Carlo variance reduction techniques were designed for tallies based on individual particles rather than groups of particles. Experience with non-Boltzmann tallies and analog Monte Carlo has demonstrated the severe limitations of analog Monte Carlo for many non-Boltzmann tallies. In fact, many calculations absolutely require variance reduction methods to achieve practical computation times. Three different approaches to variance reduction for non-Boltzmann tallies are described and shown to be unbiased. The advantages and disadvantages of each of the approaches are discussed

  12. CMB-S4 and the hemispherical variance anomaly

    Science.gov (United States)

    O'Dwyer, Márcio; Copi, Craig J.; Knox, Lloyd; Starkman, Glenn D.

    2017-09-01

    Cosmic microwave background (CMB) full-sky temperature data show a hemispherical asymmetry in power nearly aligned with the Ecliptic. In real space, this anomaly can be quantified by the temperature variance in the Northern and Southern Ecliptic hemispheres, with the Northern hemisphere displaying an anomalously low variance while the Southern hemisphere appears unremarkable [consistent with expectations from the best-fitting theory, Lambda Cold Dark Matter (ΛCDM)]. While this is a well-established result in temperature, the low signal-to-noise ratio in current polarization data prevents a similar comparison. This will change with a proposed ground-based CMB experiment, CMB-S4. With that in mind, we generate realizations of polarization maps constrained by the temperature data and predict the distribution of the hemispherical variance in polarization considering two different sky coverage scenarios possible in CMB-S4: full Ecliptic north coverage and just the portion of the North that can be observed from a ground-based telescope at the high Chilean Atacama plateau. We find that even in the set of realizations constrained by the temperature data, the low Northern hemisphere variance observed in temperature is not expected in polarization. Therefore, observing an anomalously low variance in polarization would make the hypothesis that the temperature anomaly is simply a statistical fluke more unlikely and thus increase the motivation for physical explanations. We show, within ΛCDM, how variance measurements in both sky coverage scenarios are related. We find that the variance makes for a good statistic in cases where the sky coverage is limited, however, full northern coverage is still preferable.

  13. Validation and Refinement of Prediction Models to Estimate Exercise Capacity in Cancer Survivors Using the Steep Ramp Test

    NARCIS (Netherlands)

    Stuiver, Martijn M.; Kampshoff, Caroline S.; Persoon, Saskia; Groen, Wim; van Mechelen, Willem; Chinapaw, Mai J. M.; Brug, Johannes; Nollet, Frans; Kersten, Marie-José; Schep, Goof; Buffart, Laurien M.

    2017-01-01

    Objective: To further test the validity and clinical usefulness of the steep ramp test (SRT) in estimating exercise tolerance in cancer survivors by external validation and extension of previously published prediction models for peak oxygen consumption (Vo2(peak)) and peak power output (W-peak).&

  14. Prediction of toxicity and comparison of alternatives using WebTEST (Web-services Toxicity Estimation Software Tool)

    Science.gov (United States)

    A Java-based web service is being developed within the US EPA’s Chemistry Dashboard to provide real time estimates of toxicity values and physical properties. WebTEST can generate toxicity predictions directly from a simple URL which includes the endpoint, QSAR method, and ...

  15. How does variance in fertility change over the demographic transition?

    Science.gov (United States)

    Hruschka, Daniel J; Burger, Oskar

    2016-04-19

    Most work on the human fertility transition has focused on declines in mean fertility. However, understanding changes in the variance of reproductive outcomes can be equally important for evolutionary questions about the heritability of fertility, individual determinants of fertility and changing patterns of reproductive skew. Here, we document how variance in completed fertility among women (45-49 years) differs across 200 surveys in 72 low- to middle-income countries where fertility transitions are currently in progress at various stages. Nearly all (91%) of samples exhibit variance consistent with a Poisson process of fertility, which places systematic, and often severe, theoretical upper bounds on the proportion of variance that can be attributed to individual differences. In contrast to the pattern of total variance, these upper bounds increase from high- to mid-fertility samples, then decline again as samples move from mid to low fertility. Notably, the lowest fertility samples often deviate from a Poisson process. This suggests that as populations move to low fertility their reproduction shifts from a rate-based process to a focus on an ideal number of children. We discuss the implications of these findings for predicting completed fertility from individual-level variables. © 2016 The Author(s).

  16. Genetic Variance in Homophobia: Evidence from Self- and Peer Reports.

    Science.gov (United States)

    Zapko-Willmes, Alexandra; Kandler, Christian

    2018-01-01

    The present twin study combined self- and peer assessments of twins' general homophobia targeting gay men in order to replicate previous behavior genetic findings across different rater perspectives and to disentangle self-rater-specific variance from common variance in self- and peer-reported homophobia (i.e., rater-consistent variance). We hypothesized rater-consistent variance in homophobia to be attributable to genetic and nonshared environmental effects, and self-rater-specific variance to be partially accounted for by genetic influences. A sample of 869 twins and 1329 peer raters completed a seven item scale containing cognitive, affective, and discriminatory homophobic tendencies. After correction for age and sex differences, we found most of the genetic contributions (62%) and significant nonshared environmental contributions (16%) to individual differences in self-reports on homophobia to be also reflected in peer-reported homophobia. A significant genetic component, however, was self-report-specific (38%), suggesting that self-assessments alone produce inflated heritability estimates to some degree. Different explanations are discussed.

  17. WALS Prediction

    NARCIS (Netherlands)

    Magnus, J.R.; Wang, W.; Zhang, Xinyu

    2012-01-01

    Abstract: Prediction under model uncertainty is an important and difficult issue. Traditional prediction methods (such as pretesting) are based on model selection followed by prediction in the selected model, but the reported prediction and the reported prediction variance ignore the uncertainty

  18. A predictive estimation method for carbon dioxide transport by data-driven modeling with a physically-based data model.

    Science.gov (United States)

    Jeong, Jina; Park, Eungyu; Han, Weon Shik; Kim, Kue-Young; Jun, Seong-Chun; Choung, Sungwook; Yun, Seong-Taek; Oh, Junho; Kim, Hyun-Jun

    2017-11-01

    In this study, a data-driven method for predicting CO 2 leaks and associated concentrations from geological CO 2 sequestration is developed. Several candidate models are compared based on their reproducibility and predictive capability for CO 2 concentration measurements from the Environment Impact Evaluation Test (EIT) site in Korea. Based on the data mining results, a one-dimensional solution of the advective-dispersive equation for steady flow (i.e., Ogata-Banks solution) is found to be most representative for the test data, and this model is adopted as the data model for the developed method. In the validation step, the method is applied to estimate future CO 2 concentrations with the reference estimation by the Ogata-Banks solution, where a part of earlier data is used as the training dataset. From the analysis, it is found that the ensemble mean of multiple estimations based on the developed method shows high prediction accuracy relative to the reference estimation. In addition, the majority of the data to be predicted are included in the proposed quantile interval, which suggests adequate representation of the uncertainty by the developed method. Therefore, the incorporation of a reasonable physically-based data model enhances the prediction capability of the data-driven model. The proposed method is not confined to estimations of CO 2 concentration and may be applied to various real-time monitoring data from subsurface sites to develop automated control, management or decision-making systems. Copyright © 2017 Elsevier B.V. All rights reserved.

  19. Static models, recursive estimators and the zero-variance approach

    KAUST Repository

    Rubino, Gerardo

    2016-01-01

    When evaluating dependability aspects of complex systems, most models belong to the static world, where time is not an explicit variable. These models suffer from the same problems than dynamic ones (stochastic processes), such as the frequent

  20. Estimating Additive and Dominance Variance for Liner Traits in ...

    African Journals Online (AJOL)

    merits ofpoteutialmarings from sire- maternal grandsire models with non- additive genetic effects..J. Dairy Sci. 72: 2592-2605. HOESCHELE, I., and VAN RADEN, P. M.. (199'): Rapid inversion ofdominance relationship matrices for non-inbred populations by including sire by dam subclass effects. J. Dairy Sci. 74:SS7-S69·.

  1. Jackknife Variance Estimator for Two Sample Linear Rank Statistics

    Science.gov (United States)

    1988-11-01

    Accesion For - - ,NTIS GPA&I "TIC TAB Unann c, nc .. [d Keywords: strong consistency; linear rank test’ influence function . i , at L By S- )Distribut...reverse if necessary and identify by block number) FIELD IGROUP SUB-GROUP Strong consistency; linear rank test; influence function . 19. ABSTRACT

  2. Estimation of the additive and dominance variances in SA Landrace ...

    African Journals Online (AJOL)

    NORRIS

    South African Journal of Animal Science 2006, 36 (4) ... Fuerst (1996) simulated a genetic model with different levels of additive, dominance and additive by additive genetic effects to .... However, a simulation study by Norris et al. (2002) ...

  3. Critical points of multidimensional random Fourier series: variance estimates

    OpenAIRE

    Nicolaescu, Liviu I.

    2013-01-01

    To any positive number $\\varepsilon$ and any nonnegative even Schwartz function $w:\\mathbb{R}\\to\\mathbb{R}$ we associate the random function $u^\\varepsilon$ on the $m$-torus $T^m_\\varepsilon:=\\mathbb{R}^m/(\\varepsilon^{-1}\\mathbb{Z})^m$ defined as the real part of the random Fourier series $$ \\sum_{\

  4. Expected Stock Returns and Variance Risk Premia

    DEFF Research Database (Denmark)

    Bollerslev, Tim; Zhou, Hao

    risk premium with the P/E ratio results in an R2 for the quarterly returns of more than twenty-five percent. The results depend crucially on the use of "model-free", as opposed to standard Black-Scholes, implied variances, and realized variances constructed from high-frequency intraday, as opposed...

  5. Nonlinear Epigenetic Variance: Review and Simulations

    Science.gov (United States)

    Kan, Kees-Jan; Ploeger, Annemie; Raijmakers, Maartje E. J.; Dolan, Conor V.; van Der Maas, Han L. J.

    2010-01-01

    We present a review of empirical evidence that suggests that a substantial portion of phenotypic variance is due to nonlinear (epigenetic) processes during ontogenesis. The role of such processes as a source of phenotypic variance in human behaviour genetic studies is not fully appreciated. In addition to our review, we present simulation studies…

  6. Contaminant dispersion prediction and source estimation with integrated Gaussian-machine learning network model for point source emission in atmosphere

    Energy Technology Data Exchange (ETDEWEB)

    Ma, Denglong [Fuli School of Food Equipment Engineering and Science, Xi’an Jiaotong University, No.28 Xianning West Road, Xi’an 710049 (China); Zhang, Zaoxiao, E-mail: zhangzx@mail.xjtu.edu.cn [State Key Laboratory of Multiphase Flow in Power Engineering, Xi’an Jiaotong University, No.28 Xianning West Road, Xi’an 710049 (China); School of Chemical Engineering and Technology, Xi’an Jiaotong University, No.28 Xianning West Road, Xi’an 710049 (China)

    2016-07-05

    Highlights: • The intelligent network models were built to predict contaminant gas concentrations. • The improved network models coupled with Gaussian dispersion model were presented. • New model has high efficiency and accuracy for concentration prediction. • New model were applied to indentify the leakage source with satisfied results. - Abstract: Gas dispersion model is important for predicting the gas concentrations when contaminant gas leakage occurs. Intelligent network models such as radial basis function (RBF), back propagation (BP) neural network and support vector machine (SVM) model can be used for gas dispersion prediction. However, the prediction results from these network models with too many inputs based on original monitoring parameters are not in good agreement with the experimental data. Then, a new series of machine learning algorithms (MLA) models combined classic Gaussian model with MLA algorithm has been presented. The prediction results from new models are improved greatly. Among these models, Gaussian-SVM model performs best and its computation time is close to that of classic Gaussian dispersion model. Finally, Gaussian-MLA models were applied to identifying the emission source parameters with the particle swarm optimization (PSO) method. The estimation performance of PSO with Gaussian-MLA is better than that with Gaussian, Lagrangian stochastic (LS) dispersion model and network models based on original monitoring parameters. Hence, the new prediction model based on Gaussian-MLA is potentially a good method to predict contaminant gas dispersion as well as a good forward model in emission source parameters identification problem.

  7. Contaminant dispersion prediction and source estimation with integrated Gaussian-machine learning network model for point source emission in atmosphere

    International Nuclear Information System (INIS)

    Ma, Denglong; Zhang, Zaoxiao

    2016-01-01

    Highlights: • The intelligent network models were built to predict contaminant gas concentrations. • The improved network models coupled with Gaussian dispersion model were presented. • New model has high efficiency and accuracy for concentration prediction. • New model were applied to indentify the leakage source with satisfied results. - Abstract: Gas dispersion model is important for predicting the gas concentrations when contaminant gas leakage occurs. Intelligent network models such as radial basis function (RBF), back propagation (BP) neural network and support vector machine (SVM) model can be used for gas dispersion prediction. However, the prediction results from these network models with too many inputs based on original monitoring parameters are not in good agreement with the experimental data. Then, a new series of machine learning algorithms (MLA) models combined classic Gaussian model with MLA algorithm has been presented. The prediction results from new models are improved greatly. Among these models, Gaussian-SVM model performs best and its computation time is close to that of classic Gaussian dispersion model. Finally, Gaussian-MLA models were applied to identifying the emission source parameters with the particle swarm optimization (PSO) method. The estimation performance of PSO with Gaussian-MLA is better than that with Gaussian, Lagrangian stochastic (LS) dispersion model and network models based on original monitoring parameters. Hence, the new prediction model based on Gaussian-MLA is potentially a good method to predict contaminant gas dispersion as well as a good forward model in emission source parameters identification problem.

  8. Portfolio optimization with mean-variance model

    Science.gov (United States)

    Hoe, Lam Weng; Siew, Lam Weng

    2016-06-01

    Investors wish to achieve the target rate of return at the minimum level of risk in their investment. Portfolio optimization is an investment strategy that can be used to minimize the portfolio risk and can achieve the target rate of return. The mean-variance model has been proposed in portfolio optimization. The mean-variance model is an optimization model that aims to minimize the portfolio risk which is the portfolio variance. The objective of this study is to construct the optimal portfolio using the mean-variance model. The data of this study consists of weekly returns of 20 component stocks of FTSE Bursa Malaysia Kuala Lumpur Composite Index (FBMKLCI). The results of this study show that the portfolio composition of the stocks is different. Moreover, investors can get the return at minimum level of risk with the constructed optimal mean-variance portfolio.

  9. A Well-Designed Parameter Estimation Method for Lifetime Prediction of Deteriorating Systems with Both Smooth Degradation and Abrupt Damage

    Directory of Open Access Journals (Sweden)

    Chuanqiang Yu

    2015-01-01

    Full Text Available Deteriorating systems, which are subject to both continuous smooth degradation and additional abrupt damages due to a shock process, can be often encountered in engineering. Modeling the degradation evolution and predicting the lifetime of this kind of systems are both interesting and challenging in practice. In this paper, we model the degradation trajectory of the deteriorating system by a random coefficient regression (RCR model with positive jumps, where the RCR part is used to model the continuous smooth degradation of the system and the jump part is used to characterize the abrupt damages due to random shocks. Based on a specified threshold level, the probability density function (PDF and cumulative distribution function (CDF of the lifetime can be derived analytically. The unknown parameters associated with the derived lifetime distributions can be estimated via a well-designed parameter estimation procedure on the basis of the available degradation recordings of the deteriorating systems. An illustrative example is finally provided to demonstrate the implementation and superiority of the newly proposed lifetime prediction method. The experimental results reveal that our proposed lifetime prediction method with the dedicated parameter estimation strategy can get more accurate lifetime predictions than the rival model in literature.

  10. Simultaneously estimation for surface heat fluxes of steel slab in a reheating furnace based on DMC predictive control

    International Nuclear Information System (INIS)

    Li, Yanhao; Wang, Guangjun; Chen, Hong

    2015-01-01

    The predictive control theory is utilized for the research of a simultaneous estimation of heat fluxes through the upper, side and lower surface of a steel slab in a walking beam type rolling steel reheating furnace. An inverse algorithm based on dynamic matrix control (DMC) is established. That is, each surface heat flux of a slab is simultaneously estimated through rolling optimization on the basis of temperature measurements in selected points of its interior by utilizing step response function as predictive model of a slab's temperature. The reliability of the DMC results is enhanced without prior assuming specific functions of heat fluxes over a period of future time. The inverse algorithm proposed a respective regularization to effectively improve the stability of the estimated results by considering obvious strength differences between the upper as well as lower and side surface heat fluxes of the slab. - Highlights: • The predictive control theory is adopted. • An inversion scheme based on DMC is established. • Upper, side and lower surface heat fluxes of slab are estimated based DMC. • A respective regularization is proposed to improve the stability of results

  11. Using small area estimation and Lidar-derived variables for multivariate prediction of forest attributes

    Science.gov (United States)

    F. Mauro; Vicente Monleon; H. Temesgen

    2015-01-01

    Small area estimation (SAE) techniques have been successfully applied in forest inventories to provide reliable estimates for domains where the sample size is small (i.e. small areas). Previous studies have explored the use of either Area Level or Unit Level Empirical Best Linear Unbiased Predictors (EBLUPs) in a univariate framework, modeling each variable of interest...

  12. Predictive 3D search algorithm for multi-frame motion estimation

    NARCIS (Netherlands)

    Lim, Hong Yin; Kassim, A.A.; With, de P.H.N.

    2008-01-01

    Multi-frame motion estimation introduced in recent video standards such as H.264/AVC, helps to improve the rate-distortion performance and hence the video quality. This, however, comes at the expense of having a much higher computational complexity. In multi-frame motion estimation, there exists

  13. Dominance genetic variance for traits under directional selection in Drosophila serrata.

    Science.gov (United States)

    Sztepanacz, Jacqueline L; Blows, Mark W

    2015-05-01

    In contrast to our growing understanding of patterns of additive genetic variance in single- and multi-trait combinations, the relative contribution of nonadditive genetic variance, particularly dominance variance, to multivariate phenotypes is largely unknown. While mechanisms for the evolution of dominance genetic variance have been, and to some degree remain, subject to debate, the pervasiveness of dominance is widely recognized and may play a key role in several evolutionary processes. Theoretical and empirical evidence suggests that the contribution of dominance variance to phenotypic variance may increase with the correlation between a trait and fitness; however, direct tests of this hypothesis are few. Using a multigenerational breeding design in an unmanipulated population of Drosophila serrata, we estimated additive and dominance genetic covariance matrices for multivariate wing-shape phenotypes, together with a comprehensive measure of fitness, to determine whether there is an association between directional selection and dominance variance. Fitness, a trait unequivocally under directional selection, had no detectable additive genetic variance, but significant dominance genetic variance contributing 32% of the phenotypic variance. For single and multivariate morphological traits, however, no relationship was observed between trait-fitness correlations and dominance variance. A similar proportion of additive and dominance variance was found to contribute to phenotypic variance for single traits, and double the amount of additive compared to dominance variance was found for the multivariate trait combination under directional selection. These data suggest that for many fitness components a positive association between directional selection and dominance genetic variance may not be expected. Copyright © 2015 by the Genetics Society of America.

  14. Spark ignition engine control: estimation and prediction of the in-cylinder mass and chemical species; Controle moteur a allumage commande: estimation / prediction de la masse et de la composition du melange enferme dans le cylindre

    Energy Technology Data Exchange (ETDEWEB)

    Giansetti, P.

    2005-09-15

    Spark ignition engine control has become a major issue regarding compliance with emissions legislation while ensuring driving comfort. The objective of this thesis was to estimate the mass and composition of gases inside the cylinder of an engine based on physics in order to insure better control of transient phases taking into account residual gases as well as exhaust gas recirculation. Residual gas fraction has been characterized using two experiments and one CFD code. A model has been validated experimentally and integrated into an observer which predicts pressure and temperature inside the manifold. The predictions of the different gas flows and the chemical species inside the cylinder are deduced. A closed loop observer has been validated experimentally and in simulation. Moreover, an algorithm estimating the fresh and burned gas mass from the cylinder pressure has been proposed in order to obtain the information cycle by cycle and cylinder by cylinder. (author)

  15. Linear Interaction Energy Based Prediction of Cytochrome P450 1A2 Binding Affinities with Reliability Estimation.

    Directory of Open Access Journals (Sweden)

    Luigi Capoferri

    Full Text Available Prediction of human Cytochrome P450 (CYP binding affinities of small ligands, i.e., substrates and inhibitors, represents an important task for predicting drug-drug interactions. A quantitative assessment of the ligand binding affinity towards different CYPs can provide an estimate of inhibitory activity or an indication of isoforms prone to interact with the substrate of inhibitors. However, the accuracy of global quantitative models for CYP substrate binding or inhibition based on traditional molecular descriptors can be limited, because of the lack of information on the structure and flexibility of the catalytic site of CYPs. Here we describe the application of a method that combines protein-ligand docking, Molecular Dynamics (MD simulations and Linear Interaction Energy (LIE theory, to allow for quantitative CYP affinity prediction. Using this combined approach, a LIE model for human CYP 1A2 was developed and evaluated, based on a structurally diverse dataset for which the estimated experimental uncertainty was 3.3 kJ mol-1. For the computed CYP 1A2 binding affinities, the model showed a root mean square error (RMSE of 4.1 kJ mol-1 and a standard error in prediction (SDEP in cross-validation of 4.3 kJ mol-1. A novel approach that includes information on both structural ligand description and protein-ligand interaction was developed for estimating the reliability of predictions, and was able to identify compounds from an external test set with a SDEP for the predicted affinities of 4.6 kJ mol-1 (corresponding to 0.8 pKi units.

  16. Portfolio optimization using median-variance approach

    Science.gov (United States)

    Wan Mohd, Wan Rosanisah; Mohamad, Daud; Mohamed, Zulkifli

    2013-04-01

    Optimization models have been applied in many decision-making problems particularly in portfolio selection. Since the introduction of Markowitz's theory of portfolio selection, various approaches based on mathematical programming have been introduced such as mean-variance, mean-absolute deviation, mean-variance-skewness and conditional value-at-risk (CVaR) mainly to maximize return and minimize risk. However most of the approaches assume that the distribution of data is normal and this is not generally true. As an alternative, in this paper, we employ the median-variance approach to improve the portfolio optimization. This approach has successfully catered both types of normal and non-normal distribution of data. With this actual representation, we analyze and compare the rate of return and risk between the mean-variance and the median-variance based portfolio which consist of 30 stocks from Bursa Malaysia. The results in this study show that the median-variance approach is capable to produce a lower risk for each return earning as compared to the mean-variance approach.

  17. A proxy for variance in dense matching over homogeneous terrain

    Science.gov (United States)

    Altena, Bas; Cockx, Liesbet; Goedemé, Toon

    2014-05-01

    Automation in photogrammetry and avionics have brought highly autonomous UAV mapping solutions on the market. These systems have great potential for geophysical research, due to their mobility and simplicity of work. Flight planning can be done on site and orientation parameters are estimated automatically. However, one major drawback is still present: if contrast is lacking, stereoscopy fails. Consequently, topographic information cannot be obtained precisely through photogrammetry for areas with low contrast. Even though more robustness is added in the estimation through multi-view geometry, a precise product is still lacking. For the greater part, interpolation is applied over these regions, where the estimation is constrained by uniqueness, its epipolar line and smoothness. Consequently, digital surface models are generated with an estimate of the topography, without holes but also without an indication of its variance. Every dense matching algorithm is based on a similarity measure. Our methodology uses this property to support the idea that if only noise is present, no correspondence can be detected. Therefore, the noise level is estimated in respect to the intensity signal of the topography (SNR) and this ratio serves as a quality indicator for the automatically generated product. To demonstrate this variance indicator, two different case studies were elaborated. The first study is situated at an open sand mine near the village of Kiezegem, Belgium. Two different UAV systems flew over the site. One system had automatic intensity regulation, and resulted in low contrast over the sandy interior of the mine. That dataset was used to identify the weak estimations of the topography and was compared with the data from the other UAV flight. In the second study a flight campaign with the X100 system was conducted along the coast near Wenduine, Belgium. The obtained images were processed through structure-from-motion software. Although the beach had a very low

  18. Effectiveness of prediction equations in estimating energy expenditure sample of Brazilian and Spanish women with excess body weight

    OpenAIRE

    Lopes Rosado, Eliane; Santiago de Brito, Roberta; Bressan, Josefina; Martínez Hernández, José Alfredo

    2014-01-01

    Objective: To assess the adequacy of predictive equations for estimation of energy expenditure (EE), compared with the EE using indirect calorimetry in a sample of Brazilian and Spanish women with excess body weight Methods: It is a cross-sectional study with 92 obese adult women [26 Brazilian -G1- and 66 Spanish - G2- (aged 20-50)]. Weight and height were evaluated during fasting for the calculation of body mass index and predictive equations. EE was evaluated using the open-circuit indirect...

  19. Estimated carotid-femoral pulse wave velocity has similar predictive value as measured carotid-femoral pulse wave velocity

    DEFF Research Database (Denmark)

    Olsen, Michael; Greve, Sara; Blicher, Marie

    2016-01-01

    OBJECTIVE: Carotid-femoral pulse wave velocity (cfPWV) adds significantly to traditional cardiovascular (CV) risk prediction, but is not widely available. Therefore, it would be helpful if cfPWV could be replaced by an estimated carotid-femoral pulse wave velocity (ePWV) using age and mean blood...... pressure and previously published equations. The aim of this study was to investigate whether ePWV could predict CV events independently of traditional cardiovascular risk factors and/or cfPWV. DESIGN AND METHOD: cfPWV was measured and ePWV calculated in 2366 apparently healthy subjects from four age...

  20. Modeling and state-of-charge prediction of lithium-ion battery and ultracapacitor hybrids with a co-estimator

    International Nuclear Information System (INIS)

    Wang, Yujie; Liu, Chang; Pan, Rui; Chen, Zonghai

    2017-01-01

    The modeling and state-of-charge estimation of the batteries and ultracapacitors are crucial to the battery/ultracapacitor hybrid energy storage system. In recent years, the model based state estimators are welcomed widely, since they can adjust the gain according to the error between the model predictions and measurements timely. In most of the existing algorithms, the model parameters are either configured by theoretical values or identified off-line without adaption. But in fact, the model parameters always change continuously with loading wave or self-aging, and the lack of adaption will reduce the estimation accuracy significantly. To overcome this drawback, a novel co-estimator is proposed to estimate the model parameters and state-of-charge simultaneously. The extended Kalman filter is employed for parameter updating. To reduce the convergence time, the recursive least square algorithm and the off-line identification method are used to provide initial values with small deviation. The unscented Kalman filter is employed for the state-of-charge estimation. Because the unscented Kalman filter takes not only the measurement uncertainties but also the process uncertainties into account, it is robust to the noise. Experiments are executed to explore the robustness, stability and precision of the proposed method. - Highlights: • A co-estimator is proposed to estimate the model parameters and state-of-charge. • The extended Kalman filter is used for model parameter adaption. • The unscented Kalman filter is designed for state estimation with strong robust. • The dynamic profiles are employed to verify the proposed co-estimator.

  1. Stochastic rainfall-runoff forecasting: parameter estimation, multi-step prediction, and evaluation of overflow risk

    DEFF Research Database (Denmark)

    Löwe, Roland; Mikkelsen, Peter Steen; Madsen, Henrik

    2014-01-01

    Probabilistic runoff forecasts generated by stochastic greybox models can be notably useful for the improvement of the decision-making process in real-time control setups for urban drainage systems because the prediction risk relationships in these systems are often highly nonlinear. To date...... the identification of models for cases with noisy in-sewer observations. For the prediction of the overflow risk, no improvement was demonstrated through the application of stochastic forecasts instead of point predictions, although this result is thought to be caused by the notably simplified setup used...

  2. Analytic solution to variance optimization with no short positions

    Science.gov (United States)

    Kondor, Imre; Papp, Gábor; Caccioli, Fabio

    2017-12-01

    We consider the variance portfolio optimization problem with a ban on short selling. We provide an analytical solution by means of the replica method for the case of a portfolio of independent, but not identically distributed, assets. We study the behavior of the solution as a function of the ratio r between the number N of assets and the length T of the time series of returns used to estimate risk. The no-short-selling constraint acts as an asymmetric \

  3. High Sensitivity TSS Prediction: Estimates of Locations Where TSS Cannot Occur

    KAUST Repository

    Schaefer, Ulf; Kodzius, Rimantas; Kai, Chikatoshi; Kawai, Jun; Carninci, Piero; Hayashizaki, Yoshihide; Bajic, Vladimir B.

    2013-01-01

    from mouse and human genomes, we developed a methodology that allows us, by performing computational TSS prediction with very high sensitivity, to annotate, with a high accuracy in a strand specific manner, locations of mammalian genomes that are highly

  4. Development and Validation of a Prediction Model to Estimate Individual Risk of Pancreatic Cancer.

    Science.gov (United States)

    Yu, Ami; Woo, Sang Myung; Joo, Jungnam; Yang, Hye-Ryung; Lee, Woo Jin; Park, Sang-Jae; Nam, Byung-Ho

    2016-01-01

    There is no reliable screening tool to identify people with high risk of developing pancreatic cancer even though pancreatic cancer represents the fifth-leading cause of cancer-related death in Korea. The goal of this study was to develop an individualized risk prediction model that can be used to screen for asymptomatic pancreatic cancer in Korean men and women. Gender-specific risk prediction models for pancreatic cancer were developed using the Cox proportional hazards model based on an 8-year follow-up of a cohort study of 1,289,933 men and 557,701 women in Korea who had biennial examinations in 1996-1997. The performance of the models was evaluated with respect to their discrimination and calibration ability based on the C-statistic and Hosmer-Lemeshow type χ2 statistic. A total of 1,634 (0.13%) men and 561 (0.10%) women were newly diagnosed with pancreatic cancer. Age, height, BMI, fasting glucose, urine glucose, smoking, and age at smoking initiation were included in the risk prediction model for men. Height, BMI, fasting glucose, urine glucose, smoking, and drinking habit were included in the risk prediction model for women. Smoking was the most significant risk factor for developing pancreatic cancer in both men and women. The risk prediction model exhibited good discrimination and calibration ability, and in external validation it had excellent prediction ability. Gender-specific risk prediction models for pancreatic cancer were developed and validated for the first time. The prediction models will be a useful tool for detecting high-risk individuals who may benefit from increased surveillance for pancreatic cancer.

  5. On the predictivity of pore-scale simulations: estimating uncertainties with multilevel Monte Carlo

    KAUST Repository

    Icardi, Matteo; Boccardo, Gianluca; Tempone, Raul

    2016-01-01

    heterogeneity, computational and imaging limitations, model inadequacy and not perfectly known physical parameters. The typical objective of pore-scale studies is the estimation of macroscopic effective parameters such as permeability, effective diffusivity

  6. Estimating the Performance of Random Forest versus Multiple Regression for Predicting Prices of the Apartments

    Directory of Open Access Journals (Sweden)

    Marjan Čeh

    2018-05-01

    Full Text Available The goal of this study is to analyse the predictive performance of the random forest machine learning technique in comparison to commonly used hedonic models based on multiple regression for the prediction of apartment prices. A data set that includes 7407 records of apartment transactions referring to real estate sales from 2008–2013 in the city of Ljubljana, the capital of Slovenia, was used in order to test and compare the predictive performances of both models. Apparent challenges faced during modelling included (1 the non-linear nature of the prediction assignment task; (2 input data being based on transactions occurring over a period of great price changes in Ljubljana whereby a 28% decline was noted in six consecutive testing years; and (3 the complex urban form of the case study area. Available explanatory variables, organised as a Geographic Information Systems (GIS ready dataset, including the structural and age characteristics of the apartments as well as environmental and neighbourhood information were considered in the modelling procedure. All performance measures (R2 values, sales ratios, mean average percentage error (MAPE, coefficient of dispersion (COD revealed significantly better results for predictions obtained by the random forest method, which confirms the prospective of this machine learning technique on apartment price prediction.

  7. Separating Common from Unique Variance Within Emotional Distress: An Examination of Reliability and Relations to Worry.

    Science.gov (United States)

    Marshall, Andrew J; Evanovich, Emma K; David, Sarah Jo; Mumma, Gregory H

    2018-01-17

    High comorbidity rates among emotional disorders have led researchers to examine transdiagnostic factors that may contribute to shared psychopathology. Bifactor models provide a unique method for examining transdiagnostic variables by modelling the common and unique factors within measures. Previous findings suggest that the bifactor model of the Depression Anxiety and Stress Scale (DASS) may provide a method for examining transdiagnostic factors within emotional disorders. This study aimed to replicate the bifactor model of the DASS, a multidimensional measure of psychological distress, within a US adult sample and provide initial estimates of the reliability of the general and domain-specific factors. Furthermore, this study hypothesized that Worry, a theorized transdiagnostic variable, would show stronger relations to general emotional distress than domain-specific subscales. Confirmatory factor analysis was used to evaluate the bifactor model structure of the DASS in 456 US adult participants (279 females and 177 males, mean age 35.9 years) recruited online. The DASS bifactor model fitted well (CFI = 0.98; RMSEA = 0.05). The General Emotional Distress factor accounted for most of the reliable variance in item scores. Domain-specific subscales accounted for modest portions of reliable variance in items after accounting for the general scale. Finally, structural equation modelling indicated that Worry was strongly predicted by the General Emotional Distress factor. The DASS bifactor model is generalizable to a US community sample and General Emotional Distress, but not domain-specific factors, strongly predict the transdiagnostic variable Worry.

  8. Impact of time-inhomogeneous jumps and leverage type effects on returns and realised variances

    DEFF Research Database (Denmark)

    Veraart, Almut

    This paper studies the effect of time-inhomogeneous jumps and leverage type effects on realised variance calculations when the logarithmic asset price is given by a Lévy-driven stochastic volatility model. In such a model, the realised variance is an inconsistent estimator of the integrated...

  9. Validation and Refinement of Prediction Models to Estimate Exercise Capacity in Cancer Survivors Using the Steep Ramp Test.

    Science.gov (United States)

    Stuiver, Martijn M; Kampshoff, Caroline S; Persoon, Saskia; Groen, Wim; van Mechelen, Willem; Chinapaw, Mai J M; Brug, Johannes; Nollet, Frans; Kersten, Marie-José; Schep, Goof; Buffart, Laurien M

    2017-11-01

    To further test the validity and clinical usefulness of the steep ramp test (SRT) in estimating exercise tolerance in cancer survivors by external validation and extension of previously published prediction models for peak oxygen consumption (Vo 2peak ) and peak power output (W peak ). Cross-sectional study. Multicenter. Cancer survivors (N=283) in 2 randomized controlled exercise trials. Not applicable. Prediction model accuracy was assessed by intraclass correlation coefficients (ICCs) and limits of agreement (LOA). Multiple linear regression was used for model extension. Clinical performance was judged by the percentage of accurate endurance exercise prescriptions. ICCs of SRT-predicted Vo 2peak and W peak with these values as obtained by the cardiopulmonary exercise test were .61 and .73, respectively, using the previously published prediction models. 95% LOA were ±705mL/min with a bias of 190mL/min for Vo 2peak and ±59W with a bias of 5W for W peak . Modest improvements were obtained by adding body weight and sex to the regression equation for the prediction of Vo 2peak (ICC, .73; 95% LOA, ±608mL/min) and by adding age, height, and sex for the prediction of W peak (ICC, .81; 95% LOA, ±48W). Accuracy of endurance exercise prescription improved from 57% accurate prescriptions to 68% accurate prescriptions with the new prediction model for W peak . Predictions of Vo 2peak and W peak based on the SRT are adequate at the group level, but insufficiently accurate in individual patients. The multivariable prediction model for W peak can be used cautiously (eg, supplemented with a Borg score) to aid endurance exercise prescription. Copyright © 2017 American Congress of Rehabilitation Medicine. Published by Elsevier Inc. All rights reserved.

  10. Predicting Young Adults Binge Drinking in Nightlife Scenes: An Evaluation of the D-ARIANNA Risk Estimation Model.

    Science.gov (United States)

    Crocamo, Cristina; Bartoli, Francesco; Montomoli, Cristina; Carrà, Giuseppe

    2018-05-25

    Binge drinking (BD) among young people has significant public health implications. Thus, there is the need to target users most at risk. We estimated the discriminative accuracy of an innovative model nested in a recently developed e-Health app (Digital-Alcohol RIsk Alertness Notifying Network for Adolescents and young adults [D-ARIANNA]) for BD in young people, examining its performance to predict short-term BD episodes. We consecutively recruited young adults in pubs, discos, or live music events. Participants self-administered the app D-ARIANNA, which incorporates an evidence-based risk estimation model for the dependent variable BD. They were re-evaluated after 2 weeks using a single-item BD behavior as reference. We estimated D-ARIANNA discriminative ability through measures of sensitivity and specificity, and also likelihood ratios. ROC curve analyses were carried out, exploring variability of discriminative ability across subgroups. The analyses included 507 subjects, of whom 18% reported at least 1 BD episode at follow-up. The majority of these had been identified as at high/moderate or high risk (65%) at induction. Higher scores from the D-ARIANNA risk estimation model reflected an increase in the likelihood of BD. Additional risk factors such as high pocket money availability and alcohol expectancies influence the predictive ability of the model. The D-ARIANNA model showed an appreciable, though modest, predictive ability for subsequent BD episodes. Post-hoc model showed slightly better predictive properties. Using up-to-date technology, D-ARIANNA appears an innovative and promising screening tool for BD among young people. Long-term impact remains to be established, and also the role of additional social and environmental factors.

  11. Estimated carotid-femoral pulse wave velocity has similar predictive value as measured carotid-femoral pulse wave velocity

    DEFF Research Database (Denmark)

    Greve, Sara V; Blicher, Marie K; Kruger, Ruan

    2016-01-01

    BACKGROUND: Carotid-femoral pulse wave velocity (cfPWV) adds significantly to traditional cardiovascular risk prediction, but is not widely available. Therefore, it would be helpful if cfPWV could be replaced by an estimated carotid-femoral pulse wave velocity (ePWV) using age and mean blood pres...... that these traditional risk scores have underestimated the complicated impact of age and blood pressure on arterial stiffness and cardiovascular risk....

  12. Development and validation of risk prediction equations to estimate survival in patients with colorectal cancer: cohort study

    OpenAIRE

    Hippisley-Cox, Julia; Coupland, Carol

    2017-01-01

    Objective: To develop and externally validate risk prediction equations to estimate absolute and conditional survival in patients with colorectal cancer. \\ud \\ud Design: Cohort study.\\ud \\ud Setting: General practices in England providing data for the QResearch database linked to the national cancer registry.\\ud \\ud Participants: 44 145 patients aged 15-99 with colorectal cancer from 947 practices to derive the equations. The equations were validated in 15 214 patients with colorectal cancer ...

  13. Worldwide variance in the potential utilization of Gamma Knife radiosurgery.

    Science.gov (United States)

    Hamilton, Travis; Dade Lunsford, L

    2016-12-01

    OBJECTIVE The role of Gamma Knife radiosurgery (GKRS) has expanded worldwide during the past 3 decades. The authors sought to evaluate whether experienced users vary in their estimate of its potential use. METHODS Sixty-six current Gamma Knife users from 24 countries responded to an electronic survey. They estimated the potential role of GKRS for benign and malignant tumors, vascular malformations, and functional disorders. These estimates were compared with published disease epidemiological statistics and the 2014 use reports provided by the Leksell Gamma Knife Society (16,750 cases). RESULTS Respondents reported no significant variation in the estimated use in many conditions for which GKRS is performed: meningiomas, vestibular schwannomas, and arteriovenous malformations. Significant variance in the estimated use of GKRS was noted for pituitary tumors, craniopharyngiomas, and cavernous malformations. For many current indications, the authors found significant variance in GKRS users based in the Americas, Europe, and Asia. Experts estimated that GKRS was used in only 8.5% of the 196,000 eligible cases in 2014. CONCLUSIONS Although there was a general worldwide consensus regarding many major indications for GKRS, significant variability was noted for several more controversial roles. This expert opinion survey also suggested that GKRS is significantly underutilized for many current diagnoses, especially in the Americas. Future studies should be conducted to investigate health care barriers to GKRS for many patients.

  14. Combining Spot Sign and Intracerebral Hemorrhage Score to Estimate Functional Outcome: Analysis From the PREDICT Cohort.

    Science.gov (United States)

    Schneider, Hauke; Huynh, Thien J; Demchuk, Andrew M; Dowlatshahi, Dar; Rodriguez-Luna, David; Silva, Yolanda; Aviv, Richard; Dzialowski, Imanuel

    2018-06-01

    The intracerebral hemorrhage (ICH) score is the most commonly used grading scale for stratifying functional outcome in patients with acute ICH. We sought to determine whether a combination of the ICH score and the computed tomographic angiography spot sign may improve outcome prediction in the cohort of a prospective multicenter hemorrhage trial. Prospectively collected data from 241 patients from the observational PREDICT study (Prediction of Hematoma Growth and Outcome in Patients With Intracerebral Hemorrhage Using the CT-Angiography Spot Sign) were analyzed. Functional outcome at 3 months was dichotomized using the modified Rankin Scale (0-3 versus 4-6). Performance of (1) the ICH score and (2) the spot sign ICH score-a scoring scale combining ICH score and spot sign number-was tested. Multivariable analysis demonstrated that ICH score (odds ratio, 3.2; 95% confidence interval, 2.2-4.8) and spot sign number (n=1: odds ratio, 2.7; 95% confidence interval, 1.1-7.4; n>1: odds ratio, 3.8; 95% confidence interval, 1.2-17.1) were independently predictive of functional outcome at 3 months with similar odds ratios. Prediction of functional outcome was not significantly different using the spot sign ICH score compared with the ICH score alone (spot sign ICH score area under curve versus ICH score area under curve: P =0.14). In the PREDICT cohort, a prognostic score adding the computed tomographic angiography-based spot sign to the established ICH score did not improve functional outcome prediction compared with the ICH score. © 2018 American Heart Association, Inc.

  15. Grammatical and lexical variance in English

    CERN Document Server

    Quirk, Randolph

    2014-01-01

    Written by one of Britain's most distinguished linguists, this book is concerned with the phenomenon of variance in English grammar and vocabulary across regional, social, stylistic and temporal space.

  16. Reliability of CKD-EPI predictive equation in estimating chronic kidney disease prevalence in the Croatian endemic nephropathy area.

    Science.gov (United States)

    Fuček, Mirjana; Dika, Živka; Karanović, Sandra; Vuković Brinar, Ivana; Premužić, Vedran; Kos, Jelena; Cvitković, Ante; Mišić, Maja; Samardžić, Josip; Rogić, Dunja; Jelaković, Bojan

    2018-02-15

    Chronic kidney disease (CKD) is a significant public health problem and it is not possible to precisely predict its progression to terminal renal failure. According to current guidelines, CKD stages are classified based on the estimated glomerular filtration rate (eGFR) and albuminuria. Aims of this study were to determine the reliability of predictive equation in estimation of CKD prevalence in Croatian areas with endemic nephropathy (EN), compare the results with non-endemic areas, and to determine if the prevalence of CKD stages 3-5 was increased in subjects with EN. A total of 1573 inhabitants of the Croatian Posavina rural area from 6 endemic and 3 non-endemic villages were enrolled. Participants were classified according to the modified criteria of the World Health Organization for EN. Estimated GFR was calculated using Chronic Kidney Disease Epidemiology Collaboration equation (CKD-EPI). The results showed a very high CKD prevalence in the Croatian rural area (19%). CKD prevalence was significantly higher in EN then in non EN villages with the lowest eGFR value in diseased subgroup. eGFR correlated significantly with the diagnosis of EN. Kidney function assessment using CKD-EPI predictive equation proved to be a good marker in differentiating the study subgroups, remained as one of the diagnostic criteria for EN.

  17. Is The Ca + K + Mg/Al Ratio in the Soil Solution a Predictive Tool for Estimating Forest Damage?

    International Nuclear Information System (INIS)

    Goeransson, A.; Eldhuset, T. D.

    2001-01-01

    The ratio between (Ca +K +Mg) and Al in nutrient solution has been suggested as a predictive tool for estimating tree growth disturbance. However, the ratio is unspecific in the sense that it is based on several elements which are all essential for plant growth;each of these may be growth-limiting. Furthermore,aluminium retards growth at higher concentrations. Itis therefore difficult to give causal and objective biological explanations for possible growth disturbances. The importance of the proportion of base-cations to N, at a fixed base-cation/Al ratio, is evaluated with regard to growth of Picea abies.The uptake of elements was found to be selective; nutrients were taken up while most Al remained in solution. Biomass partitioning to the roots increased after aluminium addition with low proportions of basecations to nitrogen. We conclude that the low growthrates depend on nutrient limitation in these treatments. Low growth rates in the high proportion experiments may be explained by high internal Alconcentrations. The results strongly suggest that growth rate is not correlated with the ratio in the rooting medium and question the validity of using ratios as predictive tools for estimating forest damage. We suggest that growth limitation of Picea abies in the field may depend on low proportions of base cations to nitrate. It is therefore important to know the nutritional status of the plant material in relation to the growth potential and environmental limitation to be able to predict and estimate forest damage

  18. A Mean variance analysis of arbitrage portfolios

    Science.gov (United States)

    Fang, Shuhong

    2007-03-01

    Based on the careful analysis of the definition of arbitrage portfolio and its return, the author presents a mean-variance analysis of the return of arbitrage portfolios, which implies that Korkie and Turtle's results ( B. Korkie, H.J. Turtle, A mean-variance analysis of self-financing portfolios, Manage. Sci. 48 (2002) 427-443) are misleading. A practical example is given to show the difference between the arbitrage portfolio frontier and the usual portfolio frontier.

  19. Dynamic Mean-Variance Asset Allocation

    OpenAIRE

    Basak, Suleyman; Chabakauri, Georgy

    2009-01-01

    Mean-variance criteria remain prevalent in multi-period problems, and yet not much is known about their dynamically optimal policies. We provide a fully analytical characterization of the optimal dynamic mean-variance portfolios within a general incomplete-market economy, and recover a simple structure that also inherits several conventional properties of static models. We also identify a probability measure that incorporates intertemporal hedging demands and facilitates much tractability in ...

  20. Estimation of State of Charge for Two Types of Lithium-Ion Batteries by Nonlinear Predictive Filter for Electric Vehicles

    Directory of Open Access Journals (Sweden)

    Yin Hua

    2015-04-01

    Full Text Available Estimation of state of charge (SOC is of great importance for lithium-ion (Li-ion batteries used in electric vehicles. This paper presents a state of charge estimation method using nonlinear predictive filter (NPF and evaluates the proposed method on the lithium-ion batteries with different chemistries. Contrary to most conventional filters which usually assume a zero mean white Gaussian process noise, the advantage of NPF is that the process noise in NPF is treated as an unknown model error and determined as a part of the solution without any prior assumption, and it can take any statistical distribution form, which improves the estimation accuracy. In consideration of the model accuracy and computational complexity, a first-order equivalent circuit model is applied to characterize the battery behavior. The experimental test is conducted on the LiCoO2 and LiFePO4 battery cells to validate the proposed method. The results show that the NPF method is able to accurately estimate the battery SOC and has good robust performance to the different initial states for both cells. Furthermore, the comparison study between NPF and well-established extended Kalman filter for battery SOC estimation indicates that the proposed NPF method has better estimation accuracy and converges faster.

  1. Application of a Predictive Growth Model of Pseudomonas spp. for Estimating Shelf Life of Fresh Agaricus bisporus.

    Science.gov (United States)

    Wang, Jianming; Chen, Junran; Hu, Yunfeng; Hu, Hanyan; Liu, Guohua; Yan, Ruixiang

    2017-10-01

    For prediction of the shelf life of the mushroom Agaricus bisporus, the growth curve of the main spoilage microorganisms was studied under isothermal conditions at 2 to 22°C with a modified Gompertz model. The effect of temperature on the growth parameters for the main spoilage microorganisms was quantified and modeled using the square root model. Pseudomonas spp. were the main microorganisms causing A. bisporus decay, and the modified Gompertz model was useful for modelling the growth curve of Pseudomonas spp. All the bias factors values of the model were close to 1. By combining the modified Gompertz model with the square root model, a prediction model to estimate the shelf life of A. bisporus as a function of storage temperature was developed. The model was validated for A. bisporus stored at 6, 12, and 18°C, and adequate agreement was found between the experimental and predicted data.

  2. Individual differences in rate of encoding predict estimates of visual short-term memory capacity (K).

    Science.gov (United States)

    Jannati, Ali; McDonald, John J; Di Lollo, Vincent

    2015-06-01

    The capacity of visual short-term memory (VSTM) is commonly estimated by K scores obtained with a change-detection task. Contrary to common belief, K may be influenced not only by capacity but also by the rate at which stimuli are encoded into VSTM. Experiment 1 showed that, contrary to earlier conclusions, estimates of VSTM capacity obtained with a change-detection task are constrained by temporal limitations. In Experiment 2, we used change-detection and backward-masking tasks to obtain separate within-subject estimates of K and of rate of encoding, respectively. A median split based on rate of encoding revealed significantly higher K estimates for fast encoders. Moreover, a significant correlation was found between K and the estimated rate of encoding. The present findings raise the prospect that the reported relationships between K and such cognitive concepts as fluid intelligence may be mediated not only by VSTM capacity but also by rate of encoding. (c) 2015 APA, all rights reserved).

  3. Genetic variants influencing phenotypic variance heterogeneity.

    Science.gov (United States)

    Ek, Weronica E; Rask-Andersen, Mathias; Karlsson, Torgny; Enroth, Stefan; Gyllensten, Ulf; Johansson, Åsa

    2018-03-01

    Most genetic studies identify genetic variants associated with disease risk or with the mean value of a quantitative trait. More rarely, genetic variants associated with variance heterogeneity are considered. In this study, we have identified such variance single-nucleotide polymorphisms (vSNPs) and examined if these represent biological gene × gene or gene × environment interactions or statistical artifacts caused by multiple linked genetic variants influencing the same phenotype. We have performed a genome-wide study, to identify vSNPs associated with variance heterogeneity in DNA methylation levels. Genotype data from over 10 million single-nucleotide polymorphisms (SNPs), and DNA methylation levels at over 430 000 CpG sites, were analyzed in 729 individuals. We identified vSNPs for 7195 CpG sites (P mean DNA methylation levels. We further showed that variance heterogeneity between genotypes mainly represents additional, often rare, SNPs in linkage disequilibrium (LD) with the respective vSNP and for some vSNPs, multiple low frequency variants co-segregating with one of the vSNP alleles. Therefore, our results suggest that variance heterogeneity of DNA methylation mainly represents phenotypic effects by multiple SNPs, rather than biological interactions. Such effects may also be important for interpreting variance heterogeneity of more complex clinical phenotypes.

  4. The Variance Composition of Firm Growth Rates

    Directory of Open Access Journals (Sweden)

    Luiz Artur Ledur Brito

    2009-04-01

    Full Text Available Firms exhibit a wide variability in growth rates. This can be seen as another manifestation of the fact that firms are different from one another in several respects. This study investigated this variability using the variance components technique previously used to decompose the variance of financial performance. The main source of variation in growth rates, responsible for more than 40% of total variance, corresponds to individual, idiosyncratic firm aspects and not to industry, country, or macroeconomic conditions prevailing in specific years. Firm growth, similar to financial performance, is mostly unique to specific firms and not an industry or country related phenomenon. This finding also justifies using growth as an alternative outcome of superior firm resources and as a complementary dimension of competitive advantage. This also links this research with the resource-based view of strategy. Country was the second source of variation with around 10% of total variance. The analysis was done using the Compustat Global database with 80,320 observations, comprising 13,221 companies in 47 countries, covering the years of 1994 to 2002. It also compared the variance structure of growth to the variance structure of financial performance in the same sample.

  5. Aircraft ground damage and the use of predictive models to estimate costs

    Science.gov (United States)

    Kromphardt, Benjamin D.

    Aircraft are frequently involved in ground damage incidents, and repair costs are often accepted as part of doing business. The Flight Safety Foundation (FSF) estimates ground damage to cost operators $5-10 billion annually. Incident reports, documents from manufacturers or regulatory agencies, and other resources were examined to better understand the problem of ground damage in aviation. Major contributing factors were explained, and two versions of a computer-based model were developed to project costs and show what is possible. One objective was to determine if the models could match the FSF's estimate. Another objective was to better understand cost savings that could be realized by efforts to further mitigate the occurrence of ground incidents. Model effectiveness was limited by access to official data, and assumptions were used if data was not available. However, the models were determined to sufficiently estimate the costs of ground incidents.

  6. Temporal variance reverses the impact of high mean intensity of stress in climate change experiments.

    Science.gov (United States)

    Benedetti-Cecchi, Lisandro; Bertocci, Iacopo; Vaselli, Stefano; Maggi, Elena

    2006-10-01

    Extreme climate events produce simultaneous changes to the mean and to the variance of climatic variables over ecological time scales. While several studies have investigated how ecological systems respond to changes in mean values of climate variables, the combined effects of mean and variance are poorly understood. We examined the response of low-shore assemblages of algae and invertebrates of rocky seashores in the northwest Mediterranean to factorial manipulations of mean intensity and temporal variance of aerial exposure, a type of disturbance whose intensity and temporal patterning of occurrence are predicted to change with changing climate conditions. Effects of variance were often in the opposite direction of those elicited by changes in the mean. Increasing aerial exposure at regular intervals had negative effects both on diversity of assemblages and on percent cover of filamentous and coarsely branched algae, but greater temporal variance drastically reduced these effects. The opposite was observed for the abundance of barnacles and encrusting coralline algae, where high temporal variance of aerial exposure either reversed a positive effect of mean intensity (barnacles) or caused a negative effect that did not occur under low temporal variance (encrusting algae). These results provide the first experimental evidence that changes in mean intensity and temporal variance of climatic variables affect natural assemblages of species interactively, suggesting that high temporal variance may mitigate the ecological impacts of ongoing and predicted climate changes.

  7. Yield loss prediction models based on early estimation of weed pressure

    DEFF Research Database (Denmark)

    Asif, Ali; Streibig, Jens Carl; Andreasen, Christian

    2013-01-01

    thresholds are more relevant for site-specific weed management, because weeds are unevenly distributed in fields. Precision of prediction of yield loss is influenced by various factors such as locations, yield potential at the site, variation in competitive ability of mix stands of weed species and emergence...

  8. Predictive analytics for truck arrival time estimation : a field study at a European distribution center

    NARCIS (Netherlands)

    van der Spoel, Sjoerd; Amrit, Chintan Amrit; van Hillegersberg, Jos

    2017-01-01

    Distribution centres (DCs) are the hubs connecting transport streams in the supply chain. The synchronisation of coming and going cargo at a DC requires reliable arrival times. To achieve this, a reliable method to predict arrival times is needed. A literature review was performed to find the

  9. Are Faculty Predictions or Item Taxonomies Useful for Estimating the Outcome of Multiple-Choice Examinations?

    Science.gov (United States)

    Kibble, Jonathan D.; Johnson, Teresa

    2011-01-01

    The purpose of this study was to evaluate whether multiple-choice item difficulty could be predicted either by a subjective judgment by the question author or by applying a learning taxonomy to the items. Eight physiology faculty members teaching an upper-level undergraduate human physiology course consented to participate in the study. The…

  10. Improved therapy-success prediction with GSS estimated from clinical HIV-1 sequences.

    Science.gov (United States)

    Pironti, Alejandro; Pfeifer, Nico; Kaiser, Rolf; Walter, Hauke; Lengauer, Thomas

    2014-01-01

    Rules-based HIV-1 drug-resistance interpretation (DRI) systems disregard many amino-acid positions of the drug's target protein. The aims of this study are (1) the development of a drug-resistance interpretation system that is based on HIV-1 sequences from clinical practice rather than hard-to-get phenotypes, and (2) the assessment of the benefit of taking all available amino-acid positions into account for DRI. A dataset containing 34,934 therapy-naïve and 30,520 drug-exposed HIV-1 pol sequences with treatment history was extracted from the EuResist database and the Los Alamos National Laboratory database. 2,550 therapy-change-episode baseline sequences (TCEB) were assigned to test set A. Test set B contains 1,084 TCEB from the HIVdb TCE repository. Sequences from patients absent in the test sets were used to train three linear support vector machines to produce scores that predict drug exposure pertaining to each of 20 antiretrovirals: the first one uses the full amino-acid sequences (DEfull), the second one only considers IAS drug-resistance positions (DEonlyIAS), and the third one disregards IAS drug-resistance positions (DEnoIAS). For performance comparison, test sets A and B were evaluated with DEfull, DEnoIAS, DEonlyIAS, geno2pheno[resistance], HIVdb, ANRS, HIV-GRADE, and REGA. Clinically-validated cut-offs were used to convert the continuous output of the first four methods into susceptible-intermediate-resistant (SIR) predictions. With each method, a genetic susceptibility score (GSS) was calculated for each therapy episode in each test set by converting the SIR prediction for its compounds to integer: S=2, I=1, and R=0. The GSS were used to predict therapy success as defined by the EuResist standard datum definition. Statistical significance was assessed using a Wilcoxon signed-rank test. A comparison of the therapy-success prediction performances among the different interpretation systems for test set A can be found in Table 1, while those for test set

  11. The Masculinity of Money: Automatic Stereotypes Predict Gender Differences in Estimated Salaries

    Science.gov (United States)

    Williams, Melissa J.; Paluck, Elizabeth Levy; Spencer-Rodgers, Julie

    2010-01-01

    We present the first empirical investigation of why men are assumed to earn higher salaries than women (the "salary estimation effect"). Although this phenomenon is typically attributed to conscious consideration of the national wage gap (i.e., real inequities in salary), we hypothesize instead that it reflects differential, automatic economic…

  12. Parameter Estimation and Prediction of a Nonlinear Storage Model: an algebraic approach

    NARCIS (Netherlands)

    Doeswijk, T.G.; Keesman, K.J.

    2005-01-01

    Generally, parameters that are nonlinear in system models are estimated by nonlinear least-squares optimization algorithms. In this paper, if a nonlinear discrete-time model with a polynomial quotient structure in input, output, and parameters, a method is proposed to re-parameterize the model such

  13. House thermal model parameter estimation method for Model Predictive Control applications

    NARCIS (Netherlands)

    van Leeuwen, Richard Pieter; de Wit, J.B.; Fink, J.; Smit, Gerardus Johannes Maria

    In this paper we investigate thermal network models with different model orders applied to various Dutch low-energy house types with high and low interior thermal mass and containing floor heating. Parameter estimations are performed by using data from TRNSYS simulations. The paper discusses results

  14. Estimation of uncertainty of wind energy predictions with application to weather routing and wind power generation

    CERN Document Server

    Zastrau, David

    2017-01-01

    Wind drives in combination with weather routing can lower the fuel consumption of cargo ships significantly. For this reason, the author describes a mathematical method based on quantile regression for a probabilistic estimate of the wind propulsion force on a ship route.

  15. Linear regressive model structures for estimation and prediction of compartmental diffusive systems

    NARCIS (Netherlands)

    Vries, D; Keesman, K.J.; Zwart, Heiko J.

    In input-output relations of (compartmental) diffusive systems, physical parameters appear non-linearly, resulting in the use of (constrained) non-linear parameter estimation techniques with its short-comings regarding global optimality and computational effort. Given a LTI system in state space

  16. Linear regressive model structures for estimation and prediction of compartmental diffusive systems

    NARCIS (Netherlands)

    Vries, D.; Keesman, K.J.; Zwart, H.

    2006-01-01

    Abstract In input-output relations of (compartmental) diffusive systems, physical parameters appear non-linearly, resulting in the use of (constrained) non-linear parameter estimation techniques with its short-comings regarding global optimality and computational effort. Given a LTI system in state

  17. Development of predictive models for estimating warfarin maintenance dose based on genetic and clinical factors.

    Science.gov (United States)

    Yang, Lu; Linder, Mark W

    2013-01-01

    In this chapter, we use calculation of estimated warfarin maintenance dosage as an example to illustrate how to develop a multiple linear regression model to quantify the relationship between several independent variables (e.g., patients' genotype information) and a dependent variable (e.g., measureable clinical outcome).

  18. PET image reconstruction: mean, variance, and optimal minimax criterion

    International Nuclear Information System (INIS)

    Liu, Huafeng; Guo, Min; Gao, Fei; Shi, Pengcheng; Xue, Liying; Nie, Jing

    2015-01-01

    Given the noise nature of positron emission tomography (PET) measurements, it is critical to know the image quality and reliability as well as expected radioactivity map (mean image) for both qualitative interpretation and quantitative analysis. While existing efforts have often been devoted to providing only the reconstructed mean image, we present a unified framework for joint estimation of the mean and corresponding variance of the radioactivity map based on an efficient optimal min–max criterion. The proposed framework formulates the PET image reconstruction problem to be a transformation from system uncertainties to estimation errors, where the minimax criterion is adopted to minimize the estimation errors with possibly maximized system uncertainties. The estimation errors, in the form of a covariance matrix, express the measurement uncertainties in a complete way. The framework is then optimized by ∞-norm optimization and solved with the corresponding H ∞ filter. Unlike conventional statistical reconstruction algorithms, that rely on the statistical modeling methods of the measurement data or noise, the proposed joint estimation stands from the point of view of signal energies and can handle from imperfect statistical assumptions to even no a priori statistical assumptions. The performance and accuracy of reconstructed mean and variance images are validated using Monte Carlo simulations. Experiments on phantom scans with a small animal PET scanner and real patient scans are also conducted for assessment of clinical potential. (paper)

  19. Predictive analysis and mapping of indoor radon concentrations in a complex environment using kernel estimation: An application to Switzerland

    Energy Technology Data Exchange (ETDEWEB)

    Kropat, Georg, E-mail: georg.kropat@chuv.ch [Institute of Radiation Physics, Lausanne University Hospital, Rue du Grand-Pré 1, 1007 Lausanne (Switzerland); Bochud, Francois [Institute of Radiation Physics, Lausanne University Hospital, Rue du Grand-Pré 1, 1007 Lausanne (Switzerland); Jaboyedoff, Michel [Faculty of Geosciences and Environment, University of Lausanne, GEOPOLIS — 3793, 1015 Lausanne (Switzerland); Laedermann, Jean-Pascal [Institute of Radiation Physics, Lausanne University Hospital, Rue du Grand-Pré 1, 1007 Lausanne (Switzerland); Murith, Christophe; Palacios, Martha [Swiss Federal Office of Public Health, Schwarzenburgstrasse 165, 3003 Berne (Switzerland); Baechler, Sébastien [Institute of Radiation Physics, Lausanne University Hospital, Rue du Grand-Pré 1, 1007 Lausanne (Switzerland); Swiss Federal Office of Public Health, Schwarzenburgstrasse 165, 3003 Berne (Switzerland)

    2015-02-01

    Purpose: The aim of this study was to develop models based on kernel regression and probability estimation in order to predict and map IRC in Switzerland by taking into account all of the following: architectural factors, spatial relationships between the measurements, as well as geological information. Methods: We looked at about 240 000 IRC measurements carried out in about 150 000 houses. As predictor variables we included: building type, foundation type, year of construction, detector type, geographical coordinates, altitude, temperature and lithology into the kernel estimation models. We developed predictive maps as well as a map of the local probability to exceed 300 Bq/m{sup 3}. Additionally, we developed a map of a confidence index in order to estimate the reliability of the probability map. Results: Our models were able to explain 28% of the variations of IRC data. All variables added information to the model. The model estimation revealed a bandwidth for each variable, making it possible to characterize the influence of each variable on the IRC estimation. Furthermore, we assessed the mapping characteristics of kernel estimation overall as well as by municipality. Overall, our model reproduces spatial IRC patterns which were already obtained earlier. On the municipal level, we could show that our model accounts well for IRC trends within municipal boundaries. Finally, we found that different building characteristics result in different IRC maps. Maps corresponding to detached houses with concrete foundations indicate systematically smaller IRC than maps corresponding to farms with earth foundation. Conclusions: IRC mapping based on kernel estimation is a powerful tool to predict and analyze IRC on a large-scale as well as on a local level. This approach enables to develop tailor-made maps for different architectural elements and measurement conditions and to account at the same time for geological information and spatial relations between IRC measurements

  20. Online peak power prediction based on a parameter and state estimator for lithium-ion batteries in electric vehicles

    International Nuclear Information System (INIS)

    Pei, Lei; Zhu, Chunbo; Wang, Tiansi; Lu, Rengui; Chan, C.C.

    2014-01-01

    The goal of this study is to realize real-time predictions of the peak power/state of power (SOP) for lithium-ion batteries in electric vehicles (EVs). To allow the proposed method to be applicable to different temperature and aging conditions, a training-free battery parameter/state estimator is presented based on an equivalent circuit model using a dual extended Kalman filter (DEKF). In this estimator, the model parameters are no longer taken as functions of factors such as SOC (state of charge), temperature, and aging; instead, all parameters will be directly estimated under the present conditions, and the impact of the temperature and aging on the battery model will be included in the parameter identification results. Then, the peak power/SOP will be calculated using the estimated results under the given limits. As an improvement to the calculation method, a combined limit of current and voltage is proposed to obtain results that are more reasonable. Additionally, novel verification experiments are designed to provide the true values of the cells' peak power under various operating conditions. The proposed methods are implemented in experiments with LiFePO 4 /graphite cells. The validating results demonstrate that the proposed methods have good accuracy and high adaptability. - Highlights: • A real-time peak power/SOP prediction method for lithium-ion batteries is proposed. • A training-free method based on DEKF is presented for parameter identification. • The proposed method can be applied to different temperature and aging conditions. • The calculation of peak power under the current and voltage limits is improved. • Validation experiments are designed to verify the accuracy of prediction results