WorldWideScience

Sample records for estimation model final

  1. Initial and final estimates of the Bilinear seasonal time series model ...

    African Journals Online (AJOL)

    In getting the estimates of the parameters of this model special attention was paid to the problem of having good initial estimates as it is proposed that with good initial values of the parameters the estimates obtaining by the Newton-Raphson iterative technique usually not only converge but also are good estimates.

  2. A guide for estimating dynamic panel models: the macroeconomics models specifiness

    International Nuclear Information System (INIS)

    Coletta, Gaetano

    2005-10-01

    The aim of this paper is to review estimators for dynamic panel data models, a topic in which the interest has grown recently. As a consequence 01 this late interest, different estimation techniques have been proposed in the last few years and, given the last development of the subject, there is still a lack 01 a comprehensive guide for panel data applications, and for macroeconomics panel data models in particular. Finally, we also provide some indications about the Stata software commands to estimate dynamic panel data models with the techniques illustrated in the paper [it

  3. 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...

  4. Model-based estimation for dynamic cardiac studies using ECT.

    Science.gov (United States)

    Chiao, P C; Rogers, W L; Clinthorne, N H; Fessler, J A; Hero, A O

    1994-01-01

    The authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (emission computed tomography). They construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. They also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performance to the Cramer-Rao lower bound. Finally, the authors discuss model assumptions and potential uses of the joint estimation strategy.

  5. Model-based estimation for dynamic cardiac studies using ECT

    International Nuclear Information System (INIS)

    Chiao, P.C.; Rogers, W.L.; Clinthorne, N.H.; Fessler, J.A.; Hero, A.O.

    1994-01-01

    In this paper, the authors develop a strategy for joint estimation of physiological parameters and myocardial boundaries using ECT (Emission Computed Tomography). The authors construct an observation model to relate parameters of interest to the projection data and to account for limited ECT system resolution and measurement noise. The authors then use a maximum likelihood (ML) estimator to jointly estimate all the parameters directly from the projection data without reconstruction of intermediate images. The authors also simulate myocardial perfusion studies based on a simplified heart model to evaluate the performance of the model-based joint ML estimator and compare this performance to the Cramer-Rao lower bound. Finally, model assumptions and potential uses of the joint estimation strategy are discussed

  6. A final size relation for epidemic models of vector-transmitted diseases

    OpenAIRE

    Fred Brauer

    2017-01-01

    We formulate and analyze an age of infection model for epidemics of diseases transmitted by a vector, including the possibility of direct transmission as well. We show how to determine a basic reproduction number. While there is no explicit final size relation as for diseases transmitted directly, we are able to obtain estimates for the final size of the epidemic.

  7. Estimating the transmission potential of supercritical processes based on the final size distribution of minor outbreaks.

    Science.gov (United States)

    Nishiura, Hiroshi; Yan, Ping; Sleeman, Candace K; Mode, Charles J

    2012-02-07

    Use of the final size distribution of minor outbreaks for the estimation of the reproduction numbers of supercritical epidemic processes has yet to be considered. We used a branching process model to derive the final size distribution of minor outbreaks, assuming a reproduction number above unity, and applying the method to final size data for pneumonic plague. Pneumonic plague is a rare disease with only one documented major epidemic in a spatially limited setting. Because the final size distribution of a minor outbreak needs to be normalized by the probability of extinction, we assume that the dispersion parameter (k) of the negative-binomial offspring distribution is known, and examine the sensitivity of the reproduction number to variation in dispersion. Assuming a geometric offspring distribution with k=1, the reproduction number was estimated at 1.16 (95% confidence interval: 0.97-1.38). When less dispersed with k=2, the maximum likelihood estimate of the reproduction number was 1.14. These estimates agreed with those published from transmission network analysis, indicating that the human-to-human transmission potential of the pneumonic plague is not very high. Given only minor outbreaks, transmission potential is not sufficiently assessed by directly counting the number of offspring. Since the absence of a major epidemic does not guarantee a subcritical process, the proposed method allows us to conservatively regard epidemic data from minor outbreaks as supercritical, and yield estimates of threshold values above unity. Crown Copyright © 2011. Published by Elsevier Ltd. All rights reserved.

  8. HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python.

    Science.gov (United States)

    Wiecki, Thomas V; Sofer, Imri; Frank, Michael J

    2013-01-01

    The diffusion model is a commonly used tool to infer latent psychological processes underlying decision-making, and to link them to neural mechanisms based on response times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of response time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model), which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject/condition than non-hierarchical methods, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g., fMRI) influence decision-making parameters. This paper will first describe the theoretical background of the drift diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the χ(2)-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs/

  9. HDDM: Hierarchical Bayesian estimation of the Drift-Diffusion Model in Python

    Directory of Open Access Journals (Sweden)

    Thomas V Wiecki

    2013-08-01

    Full Text Available The diffusion model is a commonly used tool to infer latent psychological processes underlying decision making, and to link them to neural mechanisms based on reaction times. Although efficient open source software has been made available to quantitatively fit the model to data, current estimation methods require an abundance of reaction time measurements to recover meaningful parameters, and only provide point estimates of each parameter. In contrast, hierarchical Bayesian parameter estimation methods are useful for enhancing statistical power, allowing for simultaneous estimation of individual subject parameters and the group distribution that they are drawn from, while also providing measures of uncertainty in these parameters in the posterior distribution. Here, we present a novel Python-based toolbox called HDDM (hierarchical drift diffusion model, which allows fast and flexible estimation of the the drift-diffusion model and the related linear ballistic accumulator model. HDDM requires fewer data per subject / condition than non-hierarchical method, allows for full Bayesian data analysis, and can handle outliers in the data. Finally, HDDM supports the estimation of how trial-by-trial measurements (e.g. fMRI influence decision making parameters. This paper will first describe the theoretical background of drift-diffusion model and Bayesian inference. We then illustrate usage of the toolbox on a real-world data set from our lab. Finally, parameter recovery studies show that HDDM beats alternative fitting methods like the chi-quantile method as well as maximum likelihood estimation. The software and documentation can be downloaded at: http://ski.clps.brown.edu/hddm_docs

  10. Calculation of extreme wind atlases using mesoscale modeling. Final report

    DEFF Research Database (Denmark)

    Larsén, Xiaoli Guo; Badger, Jake

    This is the final report of the project PSO-10240 "Calculation of extreme wind atlases using mesoscale modeling". The overall objective is to improve the estimation of extreme winds by developing and applying new methodologies to confront the many weaknesses in the current methodologies as explai...

  11. Efficient and robust estimation for longitudinal mixed models for binary data

    DEFF Research Database (Denmark)

    Holst, René

    2009-01-01

    This paper proposes a longitudinal mixed model for binary data. The model extends the classical Poisson trick, in which a binomial regression is fitted by switching to a Poisson framework. A recent estimating equations method for generalized linear longitudinal mixed models, called GEEP, is used...... as a vehicle for fitting the conditional Poisson regressions, given a latent process of serial correlated Tweedie variables. The regression parameters are estimated using a quasi-score method, whereas the dispersion and correlation parameters are estimated by use of bias-corrected Pearson-type estimating...... equations, using second moments only. Random effects are predicted by BLUPs. The method provides a computationally efficient and robust approach to the estimation of longitudinal clustered binary data and accommodates linear and non-linear models. A simulation study is used for validation and finally...

  12. Modeling, estimation and optimal filtration in signal processing

    CERN Document Server

    Najim, Mohamed

    2010-01-01

    The purpose of this book is to provide graduate students and practitioners with traditional methods and more recent results for model-based approaches in signal processing.Firstly, discrete-time linear models such as AR, MA and ARMA models, their properties and their limitations are introduced. In addition, sinusoidal models are addressed.Secondly, estimation approaches based on least squares methods and instrumental variable techniques are presented.Finally, the book deals with optimal filters, i.e. Wiener and Kalman filtering, and adaptive filters such as the RLS, the LMS and the

  13. NASA Software Cost Estimation Model: An Analogy Based Estimation Model

    Science.gov (United States)

    Hihn, Jairus; Juster, Leora; Menzies, Tim; Mathew, George; Johnson, James

    2015-01-01

    The cost estimation of software development activities is increasingly critical for large scale integrated projects such as those at DOD and NASA especially as the software systems become larger and more complex. As an example MSL (Mars Scientific Laboratory) developed at the Jet Propulsion Laboratory launched with over 2 million lines of code making it the largest robotic spacecraft ever flown (Based on the size of the software). Software development activities are also notorious for their cost growth, with NASA flight software averaging over 50% cost growth. All across the agency, estimators and analysts are increasingly being tasked to develop reliable cost estimates in support of program planning and execution. While there has been extensive work on improving parametric methods there is very little focus on the use of models based on analogy and clustering algorithms. In this paper we summarize our findings on effort/cost model estimation and model development based on ten years of software effort estimation research using data mining and machine learning methods to develop estimation models based on analogy and clustering. The NASA Software Cost Model performance is evaluated by comparing it to COCOMO II, linear regression, and K-­ nearest neighbor prediction model performance on the same data set.

  14. Los Alamos Waste Management Cost Estimation Model

    International Nuclear Information System (INIS)

    Matysiak, L.M.; Burns, M.L.

    1994-03-01

    This final report completes the Los Alamos Waste Management Cost Estimation Project, and includes the documentation of the waste management processes at Los Alamos National Laboratory (LANL) for hazardous, mixed, low-level radioactive solid and transuranic waste, development of the cost estimation model and a user reference manual. The ultimate goal of this effort was to develop an estimate of the life cycle costs for the aforementioned waste types. The Cost Estimation Model is a tool that can be used to calculate the costs of waste management at LANL for the aforementioned waste types, under several different scenarios. Each waste category at LANL is managed in a separate fashion, according to Department of Energy requirements and state and federal regulations. The cost of the waste management process for each waste category has not previously been well documented. In particular, the costs associated with the handling, treatment and storage of the waste have not been well understood. It is anticipated that greater knowledge of these costs will encourage waste generators at the Laboratory to apply waste minimization techniques to current operations. Expected benefits of waste minimization are a reduction in waste volume, decrease in liability and lower waste management costs

  15. Construction and Demolition Debris 2014 US Final Disposition Estimates Using the CDDPath Method

    Data.gov (United States)

    U.S. Environmental Protection Agency — Estimates of the final amount and final disposition of materials generated in the Construction and Demolition waste stream measured in total mass of each material....

  16. Coupling Hydrologic and Hydrodynamic Models to Estimate PMF

    Science.gov (United States)

    Felder, G.; Weingartner, R.

    2015-12-01

    Most sophisticated probable maximum flood (PMF) estimations derive the PMF from the probable maximum precipitation (PMP) by applying deterministic hydrologic models calibrated with observed data. This method is based on the assumption that the hydrological system is stationary, meaning that the system behaviour during the calibration period or the calibration event is presumed to be the same as it is during the PMF. However, as soon as a catchment-specific threshold is reached, the system is no longer stationary. At or beyond this threshold, retention areas, new flow paths, and changing runoff processes can strongly affect downstream peak discharge. These effects can be accounted for by coupling hydrologic and hydrodynamic models, a technique that is particularly promising when the expected peak discharge may considerably exceed the observed maximum discharge. In such cases, the coupling of hydrologic and hydraulic models has the potential to significantly increase the physical plausibility of PMF estimations. This procedure ensures both that the estimated extreme peak discharge does not exceed the physical limit based on riverbed capacity and that the dampening effect of inundation processes on peak discharge is considered. Our study discusses the prospect of considering retention effects on PMF estimations by coupling hydrologic and hydrodynamic models. This method is tested by forcing PREVAH, a semi-distributed deterministic hydrological model, with randomly generated, physically plausible extreme precipitation patterns. The resulting hydrographs are then used to externally force the hydraulic model BASEMENT-ETH (riverbed in 1D, potential inundation areas in 2D). Finally, the PMF estimation results obtained using the coupled modelling approach are compared to the results obtained using ordinary hydrologic modelling.

  17. Properties of parameter estimation techniques for a beta-binomial failure model. Final technical report

    International Nuclear Information System (INIS)

    Shultis, J.K.; Buranapan, W.; Eckhoff, N.D.

    1981-12-01

    Of considerable importance in the safety analysis of nuclear power plants are methods to estimate the probability of failure-on-demand, p, of a plant component that normally is inactive and that may fail when activated or stressed. Properties of five methods for estimating from failure-on-demand data the parameters of the beta prior distribution in a compound beta-binomial probability model are examined. Simulated failure data generated from a known beta-binomial marginal distribution are used to estimate values of the beta parameters by (1) matching moments of the prior distribution to those of the data, (2) the maximum likelihood method based on the prior distribution, (3) a weighted marginal matching moments method, (4) an unweighted marginal matching moments method, and (5) the maximum likelihood method based on the marginal distribution. For small sample sizes (N = or < 10) with data typical of low failure probability components, it was found that the simple prior matching moments method is often superior (e.g. smallest bias and mean squared error) while for larger sample sizes the marginal maximum likelihood estimators appear to be best

  18. A note on the conditional density estimate in single functional index model

    OpenAIRE

    2010-01-01

    Abstract In this paper, we consider estimation of the conditional density of a scalar response variable Y given a Hilbertian random variable X when the observations are linked with a single-index structure. We establish the pointwise and the uniform almost complete convergence (with the rate) of the kernel estimate of this model. As an application, we show how our result can be applied in the prediction problem via the conditional mode estimate. Finally, the estimation of the funct...

  19. Photovoltaic subsystem marketing and distribution model: programming manual. Final report

    Energy Technology Data Exchange (ETDEWEB)

    1982-07-01

    Complete documentation of the marketing and distribution (M and D) computer model is provided. The purpose is to estimate the costs of selling and transporting photovoltaic solar energy products from the manufacturer to the final customer. The model adjusts for the inflation and regional differences in marketing and distribution costs. The model consists of three major components: the marketing submodel, the distribution submodel, and the financial submodel. The computer program is explained including the input requirements, output reports, subprograms and operating environment. The program specifications discuss maintaining the validity of the data and potential improvements. An example for a photovoltaic concentrator collector demonstrates the application of the model.

  20. A single model procedure for tank calibration function estimation

    International Nuclear Information System (INIS)

    York, J.C.; Liebetrau, A.M.

    1995-01-01

    Reliable tank calibrations are a vital component of any measurement control and accountability program for bulk materials in a nuclear reprocessing facility. Tank volume calibration functions used in nuclear materials safeguards and accountability programs are typically constructed from several segments, each of which is estimated independently. Ideally, the segments correspond to structural features in the tank. In this paper the authors use an extension of the Thomas-Liebetrau model to estimate the entire calibration function in a single step. This procedure automatically takes significant run-to-run differences into account and yields an estimate of the entire calibration function in one operation. As with other procedures, the first step is to define suitable calibration segments. Next, a polynomial of low degree is specified for each segment. In contrast with the conventional practice of constructing a separate model for each segment, this information is used to set up the design matrix for a single model that encompasses all of the calibration data. Estimation of the model parameters is then done using conventional statistical methods. The method described here has several advantages over traditional methods. First, modeled run-to-run differences can be taken into account automatically at the estimation step. Second, no interpolation is required between successive segments. Third, variance estimates are based on all the data, rather than that from a single segment, with the result that discontinuities in confidence intervals at segment boundaries are eliminated. Fourth, the restrictive assumption of the Thomas-Liebetrau method, that the measured volumes be the same for all runs, is not required. Finally, the proposed methods are readily implemented using standard statistical procedures and widely-used software packages

  1. Multi-Model Estimation Based Moving Object Detection for Aerial Video

    Directory of Open Access Journals (Sweden)

    Yanning Zhang

    2015-04-01

    Full Text Available With the wide development of UAV (Unmanned Aerial Vehicle technology, moving target detection for aerial video has become a popular research topic in the computer field. Most of the existing methods are under the registration-detection framework and can only deal with simple background scenes. They tend to go wrong in the complex multi background scenarios, such as viaducts, buildings and trees. In this paper, we break through the single background constraint and perceive the complex scene accurately by automatic estimation of multiple background models. First, we segment the scene into several color blocks and estimate the dense optical flow. Then, we calculate an affine transformation model for each block with large area and merge the consistent models. Finally, we calculate subordinate degree to multi-background models pixel to pixel for all small area blocks. Moving objects are segmented by means of energy optimization method solved via Graph Cuts. The extensive experimental results on public aerial videos show that, due to multi background models estimation, analyzing each pixel’s subordinate relationship to multi models by energy minimization, our method can effectively remove buildings, trees and other false alarms and detect moving objects correctly.

  2. Doubly robust estimation of generalized partial linear models for longitudinal data with dropouts.

    Science.gov (United States)

    Lin, Huiming; Fu, Bo; Qin, Guoyou; Zhu, Zhongyi

    2017-12-01

    We develop a doubly robust estimation of generalized partial linear models for longitudinal data with dropouts. Our method extends the highly efficient aggregate unbiased estimating function approach proposed in Qu et al. (2010) to a doubly robust one in the sense that under missing at random (MAR), our estimator is consistent when either the linear conditional mean condition is satisfied or a model for the dropout process is correctly specified. We begin with a generalized linear model for the marginal mean, and then move forward to a generalized partial linear model, allowing for nonparametric covariate effect by using the regression spline smoothing approximation. We establish the asymptotic theory for the proposed method and use simulation studies to compare its finite sample performance with that of Qu's method, the complete-case generalized estimating equation (GEE) and the inverse-probability weighted GEE. The proposed method is finally illustrated using data from a longitudinal cohort study. © 2017, The International Biometric Society.

  3. Parametric estimation of covariance function in Gaussian-process based Kriging models. Application to uncertainty quantification for computer experiments

    International Nuclear Information System (INIS)

    Bachoc, F.

    2013-01-01

    The parametric estimation of the covariance function of a Gaussian process is studied, in the framework of the Kriging model. Maximum Likelihood and Cross Validation estimators are considered. The correctly specified case, in which the covariance function of the Gaussian process does belong to the parametric set used for estimation, is first studied in an increasing-domain asymptotic framework. The sampling considered is a randomly perturbed multidimensional regular grid. Consistency and asymptotic normality are proved for the two estimators. It is then put into evidence that strong perturbations of the regular grid are always beneficial to Maximum Likelihood estimation. The incorrectly specified case, in which the covariance function of the Gaussian process does not belong to the parametric set used for estimation, is then studied. It is shown that Cross Validation is more robust than Maximum Likelihood in this case. Finally, two applications of the Kriging model with Gaussian processes are carried out on industrial data. For a validation problem of the friction model of the thermal-hydraulic code FLICA 4, where experimental results are available, it is shown that Gaussian process modeling of the FLICA 4 code model error enables to considerably improve its predictions. Finally, for a meta modeling problem of the GERMINAL thermal-mechanical code, the interest of the Kriging model with Gaussian processes, compared to neural network methods, is shown. (author) [fr

  4. Survival modeling for the estimation of transition probabilities in model-based economic evaluations in the absence of individual patient data: a tutorial.

    Science.gov (United States)

    Diaby, Vakaramoko; Adunlin, Georges; Montero, Alberto J

    2014-02-01

    Survival modeling techniques are increasingly being used as part of decision modeling for health economic evaluations. As many models are available, it is imperative for interested readers to know about the steps in selecting and using the most suitable ones. The objective of this paper is to propose a tutorial for the application of appropriate survival modeling techniques to estimate transition probabilities, for use in model-based economic evaluations, in the absence of individual patient data (IPD). An illustration of the use of the tutorial is provided based on the final progression-free survival (PFS) analysis of the BOLERO-2 trial in metastatic breast cancer (mBC). An algorithm was adopted from Guyot and colleagues, and was then run in the statistical package R to reconstruct IPD, based on the final PFS analysis of the BOLERO-2 trial. It should be emphasized that the reconstructed IPD represent an approximation of the original data. Afterwards, we fitted parametric models to the reconstructed IPD in the statistical package Stata. Both statistical and graphical tests were conducted to verify the relative and absolute validity of the findings. Finally, the equations for transition probabilities were derived using the general equation for transition probabilities used in model-based economic evaluations, and the parameters were estimated from fitted distributions. The results of the application of the tutorial suggest that the log-logistic model best fits the reconstructed data from the latest published Kaplan-Meier (KM) curves of the BOLERO-2 trial. Results from the regression analyses were confirmed graphically. An equation for transition probabilities was obtained for each arm of the BOLERO-2 trial. In this paper, a tutorial was proposed and used to estimate the transition probabilities for model-based economic evaluation, based on the results of the final PFS analysis of the BOLERO-2 trial in mBC. The results of our study can serve as a basis for any model

  5. Multiobjective Traffic Signal Control Model for Intersection Based on Dynamic Turning Movements Estimation

    Directory of Open Access Journals (Sweden)

    Pengpeng Jiao

    2014-01-01

    Full Text Available The real-time traffic signal control for intersection requires dynamic turning movements as the basic input data. It is impossible to detect dynamic turning movements directly through current traffic surveillance systems, but dynamic origin-destination (O-D estimation can obtain it. However, the combined models of dynamic O-D estimation and real-time traffic signal control are rare in the literature. A framework for the multiobjective traffic signal control model for intersection based on dynamic O-D estimation (MSC-DODE is presented. A state-space model using Kalman filtering is first formulated to estimate the dynamic turning movements; then a revised sequential Kalman filtering algorithm is designed to solve the model, and the root mean square error and mean percentage error are used to evaluate the accuracy of estimated dynamic turning proportions. Furthermore, a multiobjective traffic signal control model is put forward to achieve real-time signal control parameters and evaluation indices. Finally, based on practical survey data, the evaluation indices from MSC-DODE are compared with those from Webster method. The actual and estimated turning movements are further input into MSC-DODE, respectively, and results are also compared. Case studies show that results of MSC-DODE are better than those of Webster method and are very close to unavailable actual values.

  6. Reserves' potential of sedimentary basin: modeling and estimation; Potentiel de reserves d'un bassin petrolier: modelisation et estimation

    Energy Technology Data Exchange (ETDEWEB)

    Lepez, V

    2002-12-01

    The aim of this thesis is to build a statistical model of oil and gas fields' sizes distribution in a given sedimentary basin, for both the fields that exist in:the subsoil and those which have already been discovered. The estimation of all the parameters of the model via estimation of the density of the observations by model selection of piecewise polynomials by penalized maximum likelihood techniques enables to provide estimates of the total number of fields which are yet to be discovered, by class of size. We assume that the set of underground fields' sizes is an i.i.d. sample of unknown population with Levy-Pareto law with unknown parameter. The set of already discovered fields is a sub-sample without replacement from the previous which is 'size-biased'. The associated inclusion probabilities are to be estimated. We prove that the probability density of the observations is the product of the underlying density and of an unknown weighting function representing the sampling bias. An arbitrary partition of the sizes' interval being set (called a model), the analytical solutions of likelihood maximization enables to estimate both the parameter of the underlying Levy-Pareto law and the weighting function, which is assumed to be piecewise constant and based upon the partition. We shall add a monotonousness constraint over the latter, taking into account the fact that the bigger a field, the higher its probability of being discovered. Horvitz-Thompson-like estimators finally give the conclusion. We then allow our partitions to vary inside several classes of models and prove a model selection theorem which aims at selecting the best partition within a class, in terms of both Kuilback and Hellinger risk of the associated estimator. We conclude by simulations and various applications to real data from sedimentary basins of four continents, in order to illustrate theoretical as well as practical aspects of our model. (author)

  7. [Estimation of forest canopy chlorophyll content based on PROSPECT and SAIL models].

    Science.gov (United States)

    Yang, Xi-guang; Fan, Wen-yi; Yu, Ying

    2010-11-01

    The forest canopy chlorophyll content directly reflects the health and stress of forest. The accurate estimation of the forest canopy chlorophyll content is a significant foundation for researching forest ecosystem cycle models. In the present paper, the inversion of the forest canopy chlorophyll content was based on PROSPECT and SAIL models from the physical mechanism angle. First, leaf spectrum and canopy spectrum were simulated by PROSPECT and SAIL models respectively. And leaf chlorophyll content look-up-table was established for leaf chlorophyll content retrieval. Then leaf chlorophyll content was converted into canopy chlorophyll content by Leaf Area Index (LAD). Finally, canopy chlorophyll content was estimated from Hyperion image. The results indicated that the main effect bands of chlorophyll content were 400-900 nm, the simulation of leaf and canopy spectrum by PROSPECT and SAIL models fit better with the measured spectrum with 7.06% and 16.49% relative error respectively, the RMSE of LAI inversion was 0. 542 6 and the forest canopy chlorophyll content was estimated better by PROSPECT and SAIL models with precision = 77.02%.

  8. Manual estimation of fallout casualties. Final report

    International Nuclear Information System (INIS)

    Gant, K.S.; Haaland, C.M.

    1978-08-01

    A method is described for enabling Emergency Operating Centers (EOCs) to estimate nuclear fallout casualties (fatalities and injuries) during and after nuclear attack without the aid of computers. This method is compatible with the current manual method for estimating initial weapons effects. The new technique requires that the EOCs have information on nuclear detonations and upper wind conditions and that they have maps, a protractor, map overlay material, grease pencils, worksheets, and pencils. In addition, they will need two tables of data and a fallout casualty (FC) template, all supplied in this report. Five steps are involved in the estimation of fallout casualties for an area: sketching fallout wind streamlines on a map overlay; plotting locations of nuclear detonations and their fallout streamlines; measuring crosswind and upwind distances to detonation points from the point of interest; reading radiation exposure tables and summing the contributions from different weapons to obtain the exposure at that point; and using the FC template with the protection factor profile for the area to estimate fatalities and injuries. The tables of radiation exposure are based on a modified Weapons Systems Evaluation Group-10 (WSEG-10) fallout model. The table of county protection factor profiles (PFPs) assumes a Community Shelter Plan (CSP) posture

  9. Estimating Convection Parameters in the GFDL CM2.1 Model Using Ensemble Data Assimilation

    Science.gov (United States)

    Li, Shan; Zhang, Shaoqing; Liu, Zhengyu; Lu, Lv; Zhu, Jiang; Zhang, Xuefeng; Wu, Xinrong; Zhao, Ming; Vecchi, Gabriel A.; Zhang, Rong-Hua; Lin, Xiaopei

    2018-04-01

    Parametric uncertainty in convection parameterization is one major source of model errors that cause model climate drift. Convection parameter tuning has been widely studied in atmospheric models to help mitigate the problem. However, in a fully coupled general circulation model (CGCM), convection parameters which impact the ocean as well as the climate simulation may have different optimal values. This study explores the possibility of estimating convection parameters with an ensemble coupled data assimilation method in a CGCM. Impacts of the convection parameter estimation on climate analysis and forecast are analyzed. In a twin experiment framework, five convection parameters in the GFDL coupled model CM2.1 are estimated individually and simultaneously under both perfect and imperfect model regimes. Results show that the ensemble data assimilation method can help reduce the bias in convection parameters. With estimated convection parameters, the analyses and forecasts for both the atmosphere and the ocean are generally improved. It is also found that information in low latitudes is relatively more important for estimating convection parameters. This study further suggests that when important parameters in appropriate physical parameterizations are identified, incorporating their estimation into traditional ensemble data assimilation procedure could improve the final analysis and climate prediction.

  10. Fuel Burn Estimation Model

    Science.gov (United States)

    Chatterji, Gano

    2011-01-01

    Conclusions: Validated the fuel estimation procedure using flight test data. A good fuel model can be created if weight and fuel data are available. Error in assumed takeoff weight results in similar amount of error in the fuel estimate. Fuel estimation error bounds can be determined.

  11. A state-space model for estimating detailed movements and home range from acoustic receiver data

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver; Weng, Kevin

    2013-01-01

    We present a state-space model for acoustic receiver data to estimate detailed movement and home range of individual fish while accounting for spatial bias. An integral part of the approach is the detection function, which models the probability of logging tag transmissions as a function of dista......We present a state-space model for acoustic receiver data to estimate detailed movement and home range of individual fish while accounting for spatial bias. An integral part of the approach is the detection function, which models the probability of logging tag transmissions as a function...... that the location error scales log-linearly with detection range and movement speed. This result can be used as guideline for designing network layout when species movement capacity and acoustic environment are known or can be estimated prior to network deployment. Finally, as an example, the state-space model...... is used to estimate home range and movement of a reef fish in the Pacific Ocean....

  12. High-dimensional model estimation and model selection

    CERN Multimedia

    CERN. Geneva

    2015-01-01

    I will review concepts and algorithms from high-dimensional statistics for linear model estimation and model selection. I will particularly focus on the so-called p>>n setting where the number of variables p is much larger than the number of samples n. I will focus mostly on regularized statistical estimators that produce sparse models. Important examples include the LASSO and its matrix extension, the Graphical LASSO, and more recent non-convex methods such as the TREX. I will show the applicability of these estimators in a diverse range of scientific applications, such as sparse interaction graph recovery and high-dimensional classification and regression problems in genomics.

  13. Correlation between the model accuracy and model-based SOC estimation

    International Nuclear Information System (INIS)

    Wang, Qianqian; Wang, Jiao; Zhao, Pengju; Kang, Jianqiang; Yan, Few; Du, Changqing

    2017-01-01

    State-of-charge (SOC) estimation is a core technology for battery management systems. Considerable progress has been achieved in the study of SOC estimation algorithms, especially the algorithm on the basis of Kalman filter to meet the increasing demand of model-based battery management systems. The Kalman filter weakens the influence of white noise and initial error during SOC estimation but cannot eliminate the existing error of the battery model itself. As such, the accuracy of SOC estimation is directly related to the accuracy of the battery model. Thus far, the quantitative relationship between model accuracy and model-based SOC estimation remains unknown. This study summarizes three equivalent circuit lithium-ion battery models, namely, Thevenin, PNGV, and DP models. The model parameters are identified through hybrid pulse power characterization test. The three models are evaluated, and SOC estimation conducted by EKF-Ah method under three operating conditions are quantitatively studied. The regression and correlation of the standard deviation and normalized RMSE are studied and compared between the model error and the SOC estimation error. These parameters exhibit a strong linear relationship. Results indicate that the model accuracy affects the SOC estimation accuracy mainly in two ways: dispersion of the frequency distribution of the error and the overall level of the error. On the basis of the relationship between model error and SOC estimation error, our study provides a strategy for selecting a suitable cell model to meet the requirements of SOC precision using Kalman filter.

  14. Estimation of spatial uncertainties of tomographic velocity models

    Energy Technology Data Exchange (ETDEWEB)

    Jordan, M.; Du, Z.; Querendez, E. [SINTEF Petroleum Research, Trondheim (Norway)

    2012-12-15

    This research project aims to evaluate the possibility of assessing the spatial uncertainties in tomographic velocity model building in a quantitative way. The project is intended to serve as a test of whether accurate and specific uncertainty estimates (e.g., in meters) can be obtained. The project is based on Monte Carlo-type perturbations of the velocity model as obtained from the tomographic inversion guided by diagonal and off-diagonal elements of the resolution and the covariance matrices. The implementation and testing of this method was based on the SINTEF in-house stereotomography code, using small synthetic 2D data sets. To test the method the calculation and output of the covariance and resolution matrices was implemented, and software to perform the error estimation was created. The work included the creation of 2D synthetic data sets, the implementation and testing of the software to conduct the tests (output of the covariance and resolution matrices which are not implicitly provided by stereotomography), application to synthetic data sets, analysis of the test results, and creating the final report. The results show that this method can be used to estimate the spatial errors in tomographic images quantitatively. The results agree with' the known errors for our synthetic models. However, the method can only be applied to structures in the model, where the change of seismic velocity is larger than the predicted error of the velocity parameter amplitudes. In addition, the analysis is dependent on the tomographic method, e.g., regularization and parameterization. The conducted tests were very successful and we believe that this method could be developed further to be applied to third party tomographic images.

  15. Use on non-conjugate prior distributions in compound failure models. Final technical report

    International Nuclear Information System (INIS)

    Shultis, J.K.; Johnson, D.E.; Milliken, G.A.; Eckhoff, N.D.

    1981-12-01

    Several theoretical and computational techniques are presented for compound failure models in which the failure rate or failure probability for a class of components is considered to be a random variable. Both the failure-on-demand and failure-rate situation are considered. Ten different prior families are presented for describing the variation or uncertainty of the failure parameter. Methods considered for estimating values for the prior parameters from a given set of failure data are (1) matching data moments to those of the prior distribution, (2) matching data moments to those of the compound marginal distribution, and (3) the marginal maximum likelihood method. Numerical methods for computing the parameter estimators for all ten prior families are presented, as well as methods for obtaining estimates of the variances and covariance of the parameter estimators, it is shown that various confidence, probability, and tolerance intervals can be evaluated. Finally, to test the resulting failure models against the given failure data, generalized chi-squage and Kolmogorov-Smirnov goodness-of-fit tests are proposed together with a test to eliminate outliers from the failure data. Computer codes based on the results presented here have been prepared and are presented in a companion report

  16. Robust and efficient parameter estimation in dynamic models of biological systems.

    Science.gov (United States)

    Gábor, Attila; Banga, Julio R

    2015-10-29

    Dynamic modelling provides a systematic framework to understand function in biological systems. Parameter estimation in nonlinear dynamic models remains a very challenging inverse problem due to its nonconvexity and ill-conditioning. Associated issues like overfitting and local solutions are usually not properly addressed in the systems biology literature despite their importance. Here we present a method for robust and efficient parameter estimation which uses two main strategies to surmount the aforementioned difficulties: (i) efficient global optimization to deal with nonconvexity, and (ii) proper regularization methods to handle ill-conditioning. In the case of regularization, we present a detailed critical comparison of methods and guidelines for properly tuning them. Further, we show how regularized estimations ensure the best trade-offs between bias and variance, reducing overfitting, and allowing the incorporation of prior knowledge in a systematic way. We illustrate the performance of the presented method with seven case studies of different nature and increasing complexity, considering several scenarios of data availability, measurement noise and prior knowledge. We show how our method ensures improved estimations with faster and more stable convergence. We also show how the calibrated models are more generalizable. Finally, we give a set of simple guidelines to apply this strategy to a wide variety of calibration problems. Here we provide a parameter estimation strategy which combines efficient global optimization with a regularization scheme. This method is able to calibrate dynamic models in an efficient and robust way, effectively fighting overfitting and allowing the incorporation of prior information.

  17. Reserves' potential of sedimentary basin: modeling and estimation; Potentiel de reserves d'un bassin petrolier: modelisation et estimation

    Energy Technology Data Exchange (ETDEWEB)

    Lepez, V.

    2002-12-01

    The aim of this thesis is to build a statistical model of oil and gas fields' sizes distribution in a given sedimentary basin, for both the fields that exist in:the subsoil and those which have already been discovered. The estimation of all the parameters of the model via estimation of the density of the observations by model selection of piecewise polynomials by penalized maximum likelihood techniques enables to provide estimates of the total number of fields which are yet to be discovered, by class of size. We assume that the set of underground fields' sizes is an i.i.d. sample of unknown population with Levy-Pareto law with unknown parameter. The set of already discovered fields is a sub-sample without replacement from the previous which is 'size-biased'. The associated inclusion probabilities are to be estimated. We prove that the probability density of the observations is the product of the underlying density and of an unknown weighting function representing the sampling bias. An arbitrary partition of the sizes' interval being set (called a model), the analytical solutions of likelihood maximization enables to estimate both the parameter of the underlying Levy-Pareto law and the weighting function, which is assumed to be piecewise constant and based upon the partition. We shall add a monotonousness constraint over the latter, taking into account the fact that the bigger a field, the higher its probability of being discovered. Horvitz-Thompson-like estimators finally give the conclusion. We then allow our partitions to vary inside several classes of models and prove a model selection theorem which aims at selecting the best partition within a class, in terms of both Kuilback and Hellinger risk of the associated estimator. We conclude by simulations and various applications to real data from sedimentary basins of four continents, in order to illustrate theoretical as well as practical aspects of our model. (author)

  18. Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model.

    Science.gov (United States)

    Tang, Jiechen; Zhou, Chao; Yuan, Xinyu; Sriboonchitta, Songsak

    2015-01-01

    This paper concentrates on estimating the risk of Title Transfer Facility (TTF) Hub natural gas portfolios by using the GARCH-EVT-copula model. We first use the univariate ARMA-GARCH model to model each natural gas return series. Second, the extreme value distribution (EVT) is fitted to the tails of the residuals to model marginal residual distributions. Third, multivariate Gaussian copula and Student t-copula are employed to describe the natural gas portfolio risk dependence structure. Finally, we simulate N portfolios and estimate value at risk (VaR) and conditional value at risk (CVaR). Our empirical results show that, for an equally weighted portfolio of five natural gases, the VaR and CVaR values obtained from the Student t-copula are larger than those obtained from the Gaussian copula. Moreover, when minimizing the portfolio risk, the optimal natural gas portfolio weights are found to be similar across the multivariate Gaussian copula and Student t-copula and different confidence levels.

  19. Estimating Risk of Natural Gas Portfolios by Using GARCH-EVT-Copula Model

    Directory of Open Access Journals (Sweden)

    Jiechen Tang

    2015-01-01

    Full Text Available This paper concentrates on estimating the risk of Title Transfer Facility (TTF Hub natural gas portfolios by using the GARCH-EVT-copula model. We first use the univariate ARMA-GARCH model to model each natural gas return series. Second, the extreme value distribution (EVT is fitted to the tails of the residuals to model marginal residual distributions. Third, multivariate Gaussian copula and Student t-copula are employed to describe the natural gas portfolio risk dependence structure. Finally, we simulate N portfolios and estimate value at risk (VaR and conditional value at risk (CVaR. Our empirical results show that, for an equally weighted portfolio of five natural gases, the VaR and CVaR values obtained from the Student t-copula are larger than those obtained from the Gaussian copula. Moreover, when minimizing the portfolio risk, the optimal natural gas portfolio weights are found to be similar across the multivariate Gaussian copula and Student t-copula and different confidence levels.

  20. A statistical methodology for quantification of uncertainty in best estimate code physical models

    International Nuclear Information System (INIS)

    Vinai, Paolo; Macian-Juan, Rafael; Chawla, Rakesh

    2007-01-01

    A novel uncertainty assessment methodology, based on a statistical non-parametric approach, is presented in this paper. It achieves quantification of code physical model uncertainty by making use of model performance information obtained from studies of appropriate separate-effect tests. Uncertainties are quantified in the form of estimated probability density functions (pdf's), calculated with a newly developed non-parametric estimator. The new estimator objectively predicts the probability distribution of the model's 'error' (its uncertainty) from databases reflecting the model's accuracy on the basis of available experiments. The methodology is completed by applying a novel multi-dimensional clustering technique based on the comparison of model error samples with the Kruskall-Wallis test. This takes into account the fact that a model's uncertainty depends on system conditions, since a best estimate code can give predictions for which the accuracy is affected by the regions of the physical space in which the experiments occur. The final result is an objective, rigorous and accurate manner of assigning uncertainty to coded models, i.e. the input information needed by code uncertainty propagation methodologies used for assessing the accuracy of best estimate codes in nuclear systems analysis. The new methodology has been applied to the quantification of the uncertainty in the RETRAN-3D void model and then used in the analysis of an independent separate-effect experiment. This has clearly demonstrated the basic feasibility of the approach, as well as its advantages in yielding narrower uncertainty bands in quantifying the code's accuracy for void fraction predictions

  1. Stochastic linear hybrid systems: Modeling, estimation, and application

    Science.gov (United States)

    Seah, Chze Eng

    Hybrid systems are dynamical systems which have interacting continuous state and discrete state (or mode). Accurate modeling and state estimation of hybrid systems are important in many applications. We propose a hybrid system model, known as the Stochastic Linear Hybrid System (SLHS), to describe hybrid systems with stochastic linear system dynamics in each mode and stochastic continuous-state-dependent mode transitions. We then develop a hybrid estimation algorithm, called the State-Dependent-Transition Hybrid Estimation (SDTHE) algorithm, to estimate the continuous state and discrete state of the SLHS from noisy measurements. It is shown that the SDTHE algorithm is more accurate or more computationally efficient than existing hybrid estimation algorithms. Next, we develop a performance analysis algorithm to evaluate the performance of the SDTHE algorithm in a given operating scenario. We also investigate sufficient conditions for the stability of the SDTHE algorithm. The proposed SLHS model and SDTHE algorithm are illustrated to be useful in several applications. In Air Traffic Control (ATC), to facilitate implementations of new efficient operational concepts, accurate modeling and estimation of aircraft trajectories are needed. In ATC, an aircraft's trajectory can be divided into a number of flight modes. Furthermore, as the aircraft is required to follow a given flight plan or clearance, its flight mode transitions are dependent of its continuous state. However, the flight mode transitions are also stochastic due to navigation uncertainties or unknown pilot intents. Thus, we develop an aircraft dynamics model in ATC based on the SLHS. The SDTHE algorithm is then used in aircraft tracking applications to estimate the positions/velocities of aircraft and their flight modes accurately. Next, we develop an aircraft conformance monitoring algorithm to detect any deviations of aircraft trajectories in ATC that might compromise safety. In this application, the SLHS

  2. SEMI-EMPIRICAL WHITE DWARF INITIAL-FINAL MASS RELATIONSHIPS: A THOROUGH ANALYSIS OF SYSTEMATIC UNCERTAINTIES DUE TO STELLAR EVOLUTION MODELS

    International Nuclear Information System (INIS)

    Salaris, Maurizio; Serenelli, Aldo; Weiss, Achim; Miller Bertolami, Marcelo

    2009-01-01

    Using the most recent results about white dwarfs (WDs) in ten open clusters, we revisit semiempirical estimates of the initial-final mass relation (IFMR) in star clusters, with emphasis on the use of stellar evolution models. We discuss the influence of these models on each step of the derivation. One intention of our work is to use consistent sets of calculations both for the isochrones and the WD cooling tracks. The second one is to derive the range of systematic errors arising from stellar evolution theory. This is achieved by using different sources for the stellar models and by varying physical assumptions and input data. We find that systematic errors, including the determination of the cluster age, are dominating the initial mass values, while observational uncertainties influence the final mass primarily. After having determined the systematic errors, the initial-final mass relation allows us finally to draw conclusions about the physics of the stellar models, in particular about convective overshooting.

  3. Comparison of two perturbation methods to estimate the land surface modeling uncertainty

    Science.gov (United States)

    Su, H.; Houser, P.; Tian, Y.; Kumar, S.; Geiger, J.; Belvedere, D.

    2007-12-01

    In land surface modeling, it is almost impossible to simulate the land surface processes without any error because the earth system is highly complex and the physics of the land processes has not yet been understood sufficiently. In most cases, people want to know not only the model output but also the uncertainty in the modeling, to estimate how reliable the modeling is. Ensemble perturbation is an effective way to estimate the uncertainty in land surface modeling, since land surface models are highly nonlinear which makes the analytical approach not applicable in this estimation. The ideal perturbation noise is zero mean Gaussian distribution, however, this requirement can't be satisfied if the perturbed variables in land surface model have physical boundaries because part of the perturbation noises has to be removed to feed the land surface models properly. Two different perturbation methods are employed in our study to investigate their impact on quantifying land surface modeling uncertainty base on the Land Information System (LIS) framework developed by NASA/GSFC land team. One perturbation method is the built-in algorithm named "STATIC" in LIS version 5; the other is a new perturbation algorithm which was recently developed to minimize the overall bias in the perturbation by incorporating additional information from the whole time series for the perturbed variable. The statistical properties of the perturbation noise generated by the two different algorithms are investigated thoroughly by using a large ensemble size on a NASA supercomputer and then the corresponding uncertainty estimates based on the two perturbation methods are compared. Their further impacts on data assimilation are also discussed. Finally, an optimal perturbation method is suggested.

  4. Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates

    Directory of Open Access Journals (Sweden)

    Piotr Białowolski

    2012-03-01

    Full Text Available The aim of this paper is to construct a forecasting model oriented on predicting basic macroeconomic variables, namely: the GDP growth rate, the unemployment rate, and the consumer price inflation. In order to select the set of the best regressors, Bayesian Averaging of Classical Estimators (BACE is employed. The models are atheoretical (i.e. they do not reflect causal relationships postulated by the macroeconomic theory and the role of regressors is played by business and consumer tendency survey-based indicators. Additionally, survey-based indicators are included with a lag that enables to forecast the variables of interest (GDP, unemployment, and inflation for the four forthcoming quarters without the need to make any additional assumptions concerning the values of predictor variables in the forecast period.  Bayesian Averaging of Classical Estimators is a method allowing for full and controlled overview of all econometric models which can be obtained out of a particular set of regressors. In this paper authors describe the method of generating a family of econometric models and the procedure for selection of a final forecasting model. Verification of the procedure is performed by means of out-of-sample forecasts of main economic variables for the quarters of 2011. The accuracy of the forecasts implies that there is still a need to search for new solutions in the atheoretical modelling.

  5. Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation

    Science.gov (United States)

    Nadiri, A.; Chitsazan, N.; Tsai, F. T.; Asghari Moghaddam, A.

    2012-12-01

    This research presents a Bayesian artificial intelligence model averaging (BAIMA) method that incorporates multiple artificial intelligence (AI) models to estimate hydraulic conductivity and evaluate estimation uncertainties. Uncertainty in the AI model outputs stems from error in model input as well as non-uniqueness in selecting different AI methods. Using one single AI model tends to bias the estimation and underestimate uncertainty. BAIMA employs Bayesian model averaging (BMA) technique to address the issue of using one single AI model for estimation. BAIMA estimates hydraulic conductivity by averaging the outputs of AI models according to their model weights. In this study, the model weights were determined using the Bayesian information criterion (BIC) that follows the parsimony principle. BAIMA calculates the within-model variances to account for uncertainty propagation from input data to AI model output. Between-model variances are evaluated to account for uncertainty due to model non-uniqueness. We employed Takagi-Sugeno fuzzy logic (TS-FL), artificial neural network (ANN) and neurofuzzy (NF) to estimate hydraulic conductivity for the Tasuj plain aquifer, Iran. BAIMA combined three AI models and produced better fitting than individual models. While NF was expected to be the best AI model owing to its utilization of both TS-FL and ANN models, the NF model is nearly discarded by the parsimony principle. The TS-FL model and the ANN model showed equal importance although their hydraulic conductivity estimates were quite different. This resulted in significant between-model variances that are normally ignored by using one AI model.

  6. MCMC estimation of multidimensional IRT models

    NARCIS (Netherlands)

    Beguin, Anton; Glas, Cornelis A.W.

    1998-01-01

    A Bayesian procedure to estimate the three-parameter normal ogive model and a generalization to a model with multidimensional ability parameters are discussed. The procedure is a generalization of a procedure by J. Albert (1992) for estimating the two-parameter normal ogive model. The procedure will

  7. Software Cost-Estimation Model

    Science.gov (United States)

    Tausworthe, R. C.

    1985-01-01

    Software Cost Estimation Model SOFTCOST provides automated resource and schedule model for software development. Combines several cost models found in open literature into one comprehensive set of algorithms. Compensates for nearly fifty implementation factors relative to size of task, inherited baseline, organizational and system environment and difficulty of task.

  8. Dimensional Model for Estimating Factors influencing Childhood Obesity: Path Analysis Based Modeling

    Directory of Open Access Journals (Sweden)

    Maryam Kheirollahpour

    2014-01-01

    Full Text Available The main objective of this study is to identify and develop a comprehensive model which estimates and evaluates the overall relations among the factors that lead to weight gain in children by using structural equation modeling. The proposed models in this study explore the connection among the socioeconomic status of the family, parental feeding practice, and physical activity. Six structural models were tested to identify the direct and indirect relationship between the socioeconomic status and parental feeding practice general level of physical activity, and weight status of children. Finally, a comprehensive model was devised to show how these factors relate to each other as well as to the body mass index (BMI of the children simultaneously. Concerning the methodology of the current study, confirmatory factor analysis (CFA was applied to reveal the hidden (secondary effect of socioeconomic factors on feeding practice and ultimately on the weight status of the children and also to determine the degree of model fit. The comprehensive structural model tested in this study suggested that there are significant direct and indirect relationships among variables of interest. Moreover, the results suggest that parental feeding practice and physical activity are mediators in the structural model.

  9. Intermediate-term uranium supply curve estimation. Final report, February 1981

    International Nuclear Information System (INIS)

    Steyn, J.J.; Goudarzi, L.A.; Douglas, R.F.

    1981-02-01

    The study was undertaken to estimate US natural uranium supply capacities and associated economic costs over the intermediate term period, 1979 to 1990, and to develop the general supply outlook to 2000. Annual supply capacity schedules were estimated on an individual mill and mine family (production center) basis. Future production schedules were estimated by balancing estimated supply capacity with DOE future demand projections ranging from 150 GWe to 396 GWe of installed nuclear capacity in 2000; the impact of private sector inventory levels was accounted for. The long run economic cost of production was estimated by applying a specifically derived production cost model to individual mines and mills using available data, as for example, ore depths, grades, production type and capacity, mill recovery; economic assumptions, as for example, 16% return on equity, were also made. The study report presents details of the methodology and data used, and the results obtained; the production center assessment, the supply/cost curves developed, and the cost models used, are also presented. For the current trend outlook, the results indicate that existing and under-construction centers can meet the bulk of demand through 1990, and that new centers will be required to meet substantial shortfalls in the 1990s. The study indicated that the US average long run economic cost of $30 per pound in 1979, in constant dollars, will begin to increase after 1985 at between 4 and 5%

  10. "A space-time ensemble Kalman filter for state and parameter estimation of groundwater transport models"

    Science.gov (United States)

    Briseño, Jessica; Herrera, Graciela S.

    2010-05-01

    Herrera (1998) proposed a method for the optimal design of groundwater quality monitoring networks that involves space and time in a combined form. The method was applied later by Herrera et al (2001) and by Herrera and Pinder (2005). To get the estimates of the contaminant concentration being analyzed, this method uses a space-time ensemble Kalman filter, based on a stochastic flow and transport model. When the method is applied, it is important that the characteristics of the stochastic model be congruent with field data, but, in general, it is laborious to manually achieve a good match between them. For this reason, the main objective of this work is to extend the space-time ensemble Kalman filter proposed by Herrera, to estimate the hydraulic conductivity, together with hydraulic head and contaminant concentration, and its application in a synthetic example. The method has three steps: 1) Given the mean and the semivariogram of the natural logarithm of hydraulic conductivity (ln K), random realizations of this parameter are obtained through two alternatives: Gaussian simulation (SGSim) and Latin Hypercube Sampling method (LHC). 2) The stochastic model is used to produce hydraulic head (h) and contaminant (C) realizations, for each one of the conductivity realizations. With these realization the mean of ln K, h and C are obtained, for h and C, the mean is calculated in space and time, and also the cross covariance matrix h-ln K-C in space and time. The covariance matrix is obtained averaging products of the ln K, h and C realizations on the estimation points and times, and the positions and times with data of the analyzed variables. The estimation points are the positions at which estimates of ln K, h or C are gathered. In an analogous way, the estimation times are those at which estimates of any of the three variables are gathered. 3) Finally the ln K, h and C estimate are obtained using the space-time ensemble Kalman filter. The realization mean for each one

  11. Transport in biosphere of radionuclides released from finally disposed nuclear waste - background information for transport and dose model

    International Nuclear Information System (INIS)

    Hulmi, R.; Savolainen, I.

    1981-07-01

    An outline is made about the biosphere transport and dose models employed in the estimation of doses due to releases from finally disposed nuclear waste. The models often divide into two parts; the first one describes the transport of radionuclides in those parts of biosphere where the time scale is large (e.g. soil, sea and sea sediment), the second part of the model describes the transport of nuclides in the systems where the time scale is small (e.g. food chains, plants and animals). The description of biosphere conditions includes remarkable uncertainty due to the complexity of the biosphere and its ecosystems. Therefore studies of scenario type are recommended: some values of parametres describing the conditions are assumed, and the consequences are estimated by using these values. The effect of uncertainty in various factors on the uncertainty of final results should be investigated with the employment of alternative scenarios and parametric sensitivity studies. In addition to the ordinary results, intermediate results should be presented. A proposal for the structure of a transport and dose program based on dynamic linear compartment model is presented and mathematical solution alternatives are studied also

  12. Modeling SMAP Spacecraft Attitude Control Estimation Error Using Signal Generation Model

    Science.gov (United States)

    Rizvi, Farheen

    2016-01-01

    Two ground simulation software are used to model the SMAP spacecraft dynamics. The CAST software uses a higher fidelity model than the ADAMS software. The ADAMS software models the spacecraft plant, controller and actuator models, and assumes a perfect sensor and estimator model. In this simulation study, the spacecraft dynamics results from the ADAMS software are used as CAST software is unavailable. The main source of spacecraft dynamics error in the higher fidelity CAST software is due to the estimation error. A signal generation model is developed to capture the effect of this estimation error in the overall spacecraft dynamics. Then, this signal generation model is included in the ADAMS software spacecraft dynamics estimate such that the results are similar to CAST. This signal generation model has similar characteristics mean, variance and power spectral density as the true CAST estimation error. In this way, ADAMS software can still be used while capturing the higher fidelity spacecraft dynamics modeling from CAST software.

  13. A Hidden Markov Model for Urban-Scale Traffic Estimation Using Floating Car Data.

    Science.gov (United States)

    Wang, Xiaomeng; Peng, Ling; Chi, Tianhe; Li, Mengzhu; Yao, Xiaojing; Shao, Jing

    2015-01-01

    Urban-scale traffic monitoring plays a vital role in reducing traffic congestion. Owing to its low cost and wide coverage, floating car data (FCD) serves as a novel approach to collecting traffic data. However, sparse probe data represents the vast majority of the data available on arterial roads in most urban environments. In order to overcome the problem of data sparseness, this paper proposes a hidden Markov model (HMM)-based traffic estimation model, in which the traffic condition on a road segment is considered as a hidden state that can be estimated according to the conditions of road segments having similar traffic characteristics. An algorithm based on clustering and pattern mining rather than on adjacency relationships is proposed to find clusters with road segments having similar traffic characteristics. A multi-clustering strategy is adopted to achieve a trade-off between clustering accuracy and coverage. Finally, the proposed model is designed and implemented on the basis of a real-time algorithm. Results of experiments based on real FCD confirm the applicability, accuracy, and efficiency of the model. In addition, the results indicate that the model is practicable for traffic estimation on urban arterials and works well even when more than 70% of the probe data are missing.

  14. Estimating Co-Contraction Activation of Trunk Muscles Using a Novel Musculoskeletal Model for Pregnant Women

    Directory of Open Access Journals (Sweden)

    Saori Morino

    2017-10-01

    Full Text Available Weight gain and stretched abdominal muscles from an enlarged gravid uterus are remarkable features during pregnancy. These changes elicit postural instability and place strain on body segments, contributing to lower back pain. In general, the agonist and antagonist muscles act simultaneously to increase joint stabilization; however, this can cause additional muscle stress during movement. Furthermore, this activation can be observed in pregnant women because of their unstable body joints. Hence, physical modalities based on assessments of muscle activation are useful for managing low back pain during pregnancy. Musculoskeletal models are common when investigating muscle load. However, it is difficult to apply such models to pregnant women and estimate the co-contraction of muscles using musculoskeletal models. Therefore, the purpose of this study is to construct a musculoskeletal model for pregnant women that estimates the co-contraction of trunk muscles. First, motion analysis was conducted on a pregnant woman and the muscle activations of the rectus abdominis and erector spinae were measured. Then, the musculoskeletal model was specifically modified for pregnant women. Finally, the co-contraction was estimated from the results of the musculoskeletal model and electromyography data using a genetic algorithm. With the proposed methods, weakened abdominal muscle torque and the co-contraction activation of trunk muscles were estimated successfully.

  15. A Hybrid of Optical Remote Sensing and Hydrological Modeling Improves Water Balance Estimation

    Science.gov (United States)

    Gleason, Colin J.; Wada, Yoshihide; Wang, Jida

    2018-01-01

    Declining gauging infrastructure and fractious water politics have decreased available information about river flows globally. Remote sensing and water balance modeling are frequently cited as potential solutions, but these techniques largely rely on these same in-decline gauge data to make accurate discharge estimates. A different approach is therefore needed, and we here combine remotely sensed discharge estimates made via at-many-stations hydraulic geometry (AMHG) and the PCR-GLOBWB hydrological model to estimate discharge over the Lower Nile. Specifically, we first estimate initial discharges from 87 Landsat images and AMHG (1984-2015), and then use these flow estimates to tune the model, all without using gauge data. The resulting tuned modeled hydrograph shows a large improvement in flow magnitude: validation of the tuned monthly hydrograph against a historical gauge (1978-1984) yields an RMSE of 439 m3/s (40.8%). By contrast, the original simulation had an order-of-magnitude flow error. This improvement is substantial but not perfect: tuned flows have a 1-2 month wet season lag and a negative base flow bias. Accounting for this 2 month lag yields a hydrograph RMSE of 270 m3/s (25.7%). Thus, our results coupling physical models and remote sensing is a promising first step and proof of concept toward future modeling of ungauged flows, especially as developments in cloud computing for remote sensing make our method easily applicable to any basin. Finally, we purposefully do not offer prescriptive solutions for Nile management, and rather hope that the methods demonstrated herein can prove useful to river stakeholders in managing their own water.

  16. On parameter estimation in deformable models

    DEFF Research Database (Denmark)

    Fisker, Rune; Carstensen, Jens Michael

    1998-01-01

    Deformable templates have been intensively studied in image analysis through the last decade, but despite its significance the estimation of model parameters has received little attention. We present a method for supervised and unsupervised model parameter estimation using a general Bayesian form...

  17. A fire model with distinct crop, pasture, and non-agricultural burning: use of new data and a model-fitting algorithm for FINAL.1

    Science.gov (United States)

    Rabin, Sam S.; Ward, Daniel S.; Malyshev, Sergey L.; Magi, Brian I.; Shevliakova, Elena; Pacala, Stephen W.

    2018-03-01

    This study describes and evaluates the Fire Including Natural & Agricultural Lands model (FINAL) which, for the first time, explicitly simulates cropland and pasture management fires separately from non-agricultural fires. The non-agricultural fire module uses empirical relationships to simulate burned area in a quasi-mechanistic framework, similar to past fire modeling efforts, but with a novel optimization method that improves the fidelity of simulated fire patterns to new observational estimates of non-agricultural burning. The agricultural fire components are forced with estimates of cropland and pasture fire seasonality and frequency derived from observational land cover and satellite fire datasets. FINAL accurately simulates the amount, distribution, and seasonal timing of burned cropland and pasture over 2001-2009 (global totals: 0.434×106 and 2.02×106 km2 yr-1 modeled, 0.454×106 and 2.04×106 km2 yr-1 observed), but carbon emissions for cropland and pasture fire are overestimated (global totals: 0.295 and 0.706 PgC yr-1 modeled, 0.194 and 0.538 PgC yr-1 observed). The non-agricultural fire module underestimates global burned area (1.91×106 km2 yr-1 modeled, 2.44×106 km2 yr-1 observed) and carbon emissions (1.14 PgC yr-1 modeled, 1.84 PgC yr-1 observed). The spatial pattern of total burned area and carbon emissions is generally well reproduced across much of sub-Saharan Africa, Brazil, Central Asia, and Australia, whereas the boreal zone sees underestimates. FINAL represents an important step in the development of global fire models, and offers a strategy for fire models to consider human-driven fire regimes on cultivated lands. At the regional scale, simulations would benefit from refinements in the parameterizations and improved optimization datasets. We include an in-depth discussion of the lessons learned from using the Levenberg-Marquardt algorithm in an interactive optimization for a dynamic global vegetation model.

  18. Estimating the decline in excess risk of cerebrovascular disease following quitting smoking--a systematic review based on the negative exponential model.

    Science.gov (United States)

    Lee, Peter N; Fry, John S; Thornton, Alison J

    2014-02-01

    We attempted to quantify the decline in stroke risk following quitting using the negative exponential model, with methodology previously employed for IHD. We identified 22 blocks of RRs (from 13 studies) comparing current smokers, former smokers (by time quit) and never smokers. Corresponding pseudo-numbers of cases and controls/at risk formed the data for model-fitting. We tried to estimate the half-life (H, time since quit when the excess risk becomes half that for a continuing smoker) for each block. The method failed to converge or produced very variable estimates of H in nine blocks with a current smoker RR <1.40. Rejecting these, and combining blocks by amount smoked in one study where problems arose in model-fitting, the final analyses used 11 blocks. Goodness-of-fit was adequate for each block, the combined estimate of H being 4.78(95%CI 2.17-10.50) years. However, considerable heterogeneity existed, unexplained by any factor studied, with the random-effects estimate 3.08(1.32-7.16). Sensitivity analyses allowing for reverse causation or differing assumed times for the final quitting period gave similar results. The estimates of H are similar for stroke and IHD, and the individual estimates similarly heterogeneous. Fitting the model is harder for stroke, due to its weaker association with smoking. Copyright © 2013 The Authors. Published by Elsevier Inc. All rights reserved.

  19. Parameter Estimation of Partial Differential Equation Models.

    Science.gov (United States)

    Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab

    2013-01-01

    Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.

  20. INTEGRATED SPEED ESTIMATION MODEL FOR MULTILANE EXPREESSWAYS

    Science.gov (United States)

    Hong, Sungjoon; Oguchi, Takashi

    In this paper, an integrated speed-estimation model is developed based on empirical analyses for the basic sections of intercity multilane expressway un der the uncongested condition. This model enables a speed estimation for each lane at any site under arb itrary highway-alignment, traffic (traffic flow and truck percentage), and rainfall conditions. By combin ing this model and a lane-use model which estimates traffic distribution on the lanes by each vehicle type, it is also possible to es timate an average speed across all the lanes of one direction from a traffic demand by vehicle type under specific highway-alignment and rainfall conditions. This model is exp ected to be a tool for the evaluation of traffic performance for expressways when the performance me asure is travel speed, which is necessary for Performance-Oriented Highway Planning and Design. Regarding the highway-alignment condition, two new estimators, called effective horizo ntal curvature and effective vertical grade, are proposed in this paper which take into account the influence of upstream and downstream alignment conditions. They are applied to the speed-estimation model, and it shows increased accuracy of the estimation.

  1. Improved diagnostic model for estimating wind energy

    Energy Technology Data Exchange (ETDEWEB)

    Endlich, R.M.; Lee, J.D.

    1983-03-01

    Because wind data are available only at scattered locations, a quantitative method is needed to estimate the wind resource at specific sites where wind energy generation may be economically feasible. This report describes a computer model that makes such estimates. The model uses standard weather reports and terrain heights in deriving wind estimates; the method of computation has been changed from what has been used previously. The performance of the current model is compared with that of the earlier version at three sites; estimates of wind energy at four new sites are also presented.

  2. Stability Analysis for Li-Ion Battery Model Parameters and State of Charge Estimation by Measurement Uncertainty Consideration

    Directory of Open Access Journals (Sweden)

    Shifei Yuan

    2015-07-01

    Full Text Available Accurate estimation of model parameters and state of charge (SoC is crucial for the lithium-ion battery management system (BMS. In this paper, the stability of the model parameters and SoC estimation under measurement uncertainty is evaluated by three different factors: (i sampling periods of 1/0.5/0.1 s; (ii current sensor precisions of ±5/±50/±500 mA; and (iii voltage sensor precisions of ±1/±2.5/±5 mV. Firstly, the numerical model stability analysis and parametric sensitivity analysis for battery model parameters are conducted under sampling frequency of 1–50 Hz. The perturbation analysis is theoretically performed of current/voltage measurement uncertainty on model parameter variation. Secondly, the impact of three different factors on the model parameters and SoC estimation was evaluated with the federal urban driving sequence (FUDS profile. The bias correction recursive least square (CRLS and adaptive extended Kalman filter (AEKF algorithm were adopted to estimate the model parameters and SoC jointly. Finally, the simulation results were compared and some insightful findings were concluded. For the given battery model and parameter estimation algorithm, the sampling period, and current/voltage sampling accuracy presented a non-negligible effect on the estimation results of model parameters. This research revealed the influence of the measurement uncertainty on the model parameter estimation, which will provide the guidelines to select a reasonable sampling period and the current/voltage sensor sampling precisions in engineering applications.

  3. Parameter Estimation of a Delay Time Model of Wearing Parts Based on Objective Data

    Directory of Open Access Journals (Sweden)

    Y. Tang

    2015-01-01

    Full Text Available The wearing parts of a system have a very high failure frequency, making it necessary to carry out continual functional inspections and maintenance to protect the system from unscheduled downtime. This allows for the collection of a large amount of maintenance data. Taking the unique characteristics of the wearing parts into consideration, we establish their respective delay time models in ideal inspection cases and nonideal inspection cases. The model parameters are estimated entirely using the collected maintenance data. Then, a likelihood function of all renewal events is derived based on their occurring probability functions, and the model parameters are calculated with the maximum likelihood function method, which is solved by the CRM. Finally, using two wearing parts from the oil and gas drilling industry as examples—the filter element and the blowout preventer rubber core—the parameters of the distribution function of the initial failure time and the delay time for each example are estimated, and their distribution functions are obtained. Such parameter estimation based on objective data will contribute to the optimization of the reasonable function inspection interval and will also provide some theoretical models to support the integrity management of equipment or systems.

  4. An adaptive ARX model to estimate the RUL of aluminum plates based on its crack growth

    Science.gov (United States)

    Barraza-Barraza, Diana; Tercero-Gómez, Víctor G.; Beruvides, Mario G.; Limón-Robles, Jorge

    2017-01-01

    A wide variety of Condition-Based Maintenance (CBM) techniques deal with the problem of predicting the time for an asset fault. Most statistical approaches rely on historical failure data that might not be available in several practical situations. To address this issue, practitioners might require the use of self-starting approaches that consider only the available knowledge about the current degradation process and the asset operating context to update the prognostic model. Some authors use Autoregressive (AR) models for this purpose that are adequate when the asset operating context is constant, however, if it is variable, the accuracy of the models can be affected. In this paper, three autoregressive models with exogenous variables (ARX) were constructed, and their capability to estimate the remaining useful life (RUL) of a process was evaluated following the case of the aluminum crack growth problem. An existing stochastic model of aluminum crack growth was implemented and used to assess RUL estimation performance of the proposed ARX models through extensive Monte Carlo simulations. Point and interval estimations were made based only on individual history, behavior, operating conditions and failure thresholds. Both analytic and bootstrapping techniques were used in the estimation process. Finally, by including recursive parameter estimation and a forgetting factor, the ARX methodology adapts to changing operating conditions and maintain the focus on the current degradation level of an asset.

  5. Semi-parametric estimation for ARCH models

    Directory of Open Access Journals (Sweden)

    Raed Alzghool

    2018-03-01

    Full Text Available In this paper, we conduct semi-parametric estimation for autoregressive conditional heteroscedasticity (ARCH model with Quasi likelihood (QL and Asymptotic Quasi-likelihood (AQL estimation methods. The QL approach relaxes the distributional assumptions of ARCH processes. The AQL technique is obtained from the QL method when the process conditional variance is unknown. We present an application of the methods to a daily exchange rate series. Keywords: ARCH model, Quasi likelihood (QL, Asymptotic Quasi-likelihood (AQL, Martingale difference, Kernel estimator

  6. Parameter and state estimation in a Neisseria meningitidis model: A study case of Niger

    Science.gov (United States)

    Bowong, S.; Mountaga, L.; Bah, A.; Tewa, J. J.; Kurths, J.

    2016-12-01

    Neisseria meningitidis (Nm) is a major cause of bacterial meningitidis outbreaks in Africa and the Middle East. The availability of yearly reported meningitis cases in the African meningitis belt offers the opportunity to analyze the transmission dynamics and the impact of control strategies. In this paper, we propose a method for the estimation of state variables that are not accessible to measurements and an unknown parameter in a Nm model. We suppose that the yearly number of Nm induced mortality and the total population are known inputs, which can be obtained from data, and the yearly number of new Nm cases is the model output. We also suppose that the Nm transmission rate is an unknown parameter. We first show how the recruitment rate into the population can be estimated using real data of the total population and Nm induced mortality. Then, we use an auxiliary system called observer whose solutions converge exponentially to those of the original model. This observer does not use the unknown infection transmission rate but only uses the known inputs and the model output. This allows us to estimate unmeasured state variables such as the number of carriers that play an important role in the transmission of the infection and the total number of infected individuals within a human community. Finally, we also provide a simple method to estimate the unknown Nm transmission rate. In order to validate the estimation results, numerical simulations are conducted using real data of Niger.

  7. Evaluation and Development of Pavement Scores, Performance Models and Needs Estimates for the TXDOT Pavement Management Information System : Final Report

    Science.gov (United States)

    2012-10-01

    This project conducted a thorough review of the existing Pavement Management Information System (PMIS) database, : performance models, needs estimates, utility curves, and scores calculations, as well as a review of District practices : concerning th...

  8. Parameter Estimation of Partial Differential Equation Models

    KAUST Repository

    Xun, Xiaolei

    2013-09-01

    Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown and need to be estimated from the measurements of the dynamic system in the presence of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from long-range infrared light detection and ranging data. Supplementary materials for this article are available online. © 2013 American Statistical Association.

  9. Parameter Estimation for Thurstone Choice Models

    Energy Technology Data Exchange (ETDEWEB)

    Vojnovic, Milan [London School of Economics (United Kingdom); Yun, Seyoung [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2017-04-24

    We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates the well-known choice models such as the Luce choice model for comparison sets of two or more items and the Bradley-Terry model for pair comparisons. We provide a tight characterization of the mean squared error of the maximum likelihood parameter estimator. We also provide similar characterizations for parameter estimators defined by a rank-breaking method, which amounts to deducing one or more pair comparisons from a comparison of two or more items, assuming independence of these pair comparisons, and maximizing a likelihood function derived under these assumptions. We also consider a related binary classification problem where each individual parameter takes value from a set of two possible values and the goal is to correctly classify all items within a prescribed classification error. The results of this paper shed light on how the parameter estimation accuracy depends on given Thurstone choice model and the structure of comparison sets. In particular, we found that for unbiased input comparison sets of a given cardinality, when in expectation each comparison set of given cardinality occurs the same number of times, for a broad class of Thurstone choice models, the mean squared error decreases with the cardinality of comparison sets, but only marginally according to a diminishing returns relation. On the other hand, we found that there exist Thurstone choice models for which the mean squared error of the maximum likelihood parameter estimator can decrease much faster with the cardinality of comparison sets. We report empirical evaluation of some claims and key parameters revealed by theory using both synthetic and real-world input data from some popular sport competitions and online labor platforms.

  10. Nonparametric estimation in models for unobservable heterogeneity

    OpenAIRE

    Hohmann, Daniel

    2014-01-01

    Nonparametric models which allow for data with unobservable heterogeneity are studied. The first publication introduces new estimators and their asymptotic properties for conditional mixture models. The second publication considers estimation of a function from noisy observations of its Radon transform in a Gaussian white noise model.

  11. Estimation of Model's Marginal likelihood Using Adaptive Sparse Grid Surrogates in Bayesian Model Averaging

    Science.gov (United States)

    Zeng, X.

    2015-12-01

    A large number of model executions are required to obtain alternative conceptual models' predictions and their posterior probabilities in Bayesian model averaging (BMA). The posterior model probability is estimated through models' marginal likelihood and prior probability. The heavy computation burden hinders the implementation of BMA prediction, especially for the elaborated marginal likelihood estimator. For overcoming the computation burden of BMA, an adaptive sparse grid (SG) stochastic collocation method is used to build surrogates for alternative conceptual models through the numerical experiment of a synthetical groundwater model. BMA predictions depend on model posterior weights (or marginal likelihoods), and this study also evaluated four marginal likelihood estimators, including arithmetic mean estimator (AME), harmonic mean estimator (HME), stabilized harmonic mean estimator (SHME), and thermodynamic integration estimator (TIE). The results demonstrate that TIE is accurate in estimating conceptual models' marginal likelihoods. The BMA-TIE has better predictive performance than other BMA predictions. TIE has high stability for estimating conceptual model's marginal likelihood. The repeated estimated conceptual model's marginal likelihoods by TIE have significant less variability than that estimated by other estimators. In addition, the SG surrogates are efficient to facilitate BMA predictions, especially for BMA-TIE. The number of model executions needed for building surrogates is 4.13%, 6.89%, 3.44%, and 0.43% of the required model executions of BMA-AME, BMA-HME, BMA-SHME, and BMA-TIE, respectively.

  12. Comparison of estimation and simulation methods for modeling block 1 of anomaly no.3 in Narigan Uranium mineral deposit

    International Nuclear Information System (INIS)

    Jamali Esfahlan, D.; Madani, H.

    2011-01-01

    Geostatistical methods are applied for modeling the mineral deposits at the final stage of the detailed exploration. By applying the results of these models, the technical and economic feasibility studies are conducted for the deposits. The geostatistical modeling methods are usually consist of estimation and simulation methods. The estimation techniques, such as Kriging, construct spatial relation (geological continuation model) between data, by providing the best unique guesses for unknown features. However, when applying this technique for a grid of drill-holes over a deposit, an obvious discrepancy exists between the real geological features and the Kriging estimation map. Because of the limited number of sampled data applied for Kriging, it could not appear as the same as the real features. Also the spatial continuity estimated by the Kriging maps, are smoother than the real unknown features. On the other hand, the objective of simulation is to provide some functions or sets of variable values, to be compatible with the existing information. This means that the simulated values have an average and the variance similar to the raw data and may even be the same as the measurements. we studied the Anomaly No.3 of Narigan uranium mineral deposit, located in the central Iran region and applied the Kriging estimation and the sequential Gaussian simulation methods, and finally by comparing the results we concluded that the Kriging estimation method is more reliable for long term planning of a mine. Because of the reconstructing random structures, the results of the simulation methods indicate that they could also be applied for short term planning in mine exploitation.

  13. Model-free approach to the estimation of radiation hazards. I. Theory

    International Nuclear Information System (INIS)

    Zaider, M.; Brenner, D.J.

    1986-01-01

    The experience of the Japanese atomic bomb survivors constitutes to date the major data base for evaluating the effects of low doses of ionizing radiation on human populations. Although numerous analyses have been performed and published concerning this experience, it is clear that no consensus has emerged as to the conclusions that may be drawn to assist in setting realistic radiation protection guidelines. In part this is an inherent consequences of the rather limited amount of data available. In this paper the authors address an equally important problem; namely, the use of arbitrary parametric risk models which have little theoretical foundation, yet almost totally determine the final conclusions drawn. They propose the use of a model-free approach to the estimation of radiation hazards

  14. Mathematical model of transmission network static state estimation

    Directory of Open Access Journals (Sweden)

    Ivanov Aleksandar

    2012-01-01

    Full Text Available In this paper the characteristics and capabilities of the power transmission network static state estimator are presented. The solving process of the mathematical model containing the measurement errors and their processing is developed. To evaluate difference between the general model of state estimation and the fast decoupled state estimation model, the both models are applied to an example, and so derived results are compared.

  15. Amplitude Models for Discrimination and Yield Estimation

    Energy Technology Data Exchange (ETDEWEB)

    Phillips, William Scott [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)

    2016-09-01

    This seminar presentation describes amplitude models and yield estimations that look at the data in order to inform legislation. The following points were brought forth in the summary: global models that will predict three-component amplitudes (R-T-Z) were produced; Q models match regional geology; corrected source spectra can be used for discrimination and yield estimation; three-component data increase coverage and reduce scatter in source spectral estimates; three-component efforts must include distance-dependent effects; a community effort on instrument calibration is needed.

  16. Pedigree-based estimation of covariance between dominance deviations and additive genetic effects in closed rabbit lines considering inbreeding and using a computationally simpler equivalent model.

    Science.gov (United States)

    Fernández, E N; Legarra, A; Martínez, R; Sánchez, J P; Baselga, M

    2017-06-01

    Inbreeding generates covariances between additive and dominance effects (breeding values and dominance deviations). In this work, we developed and applied models for estimation of dominance and additive genetic variances and their covariance, a model that we call "full dominance," from pedigree and phenotypic data. Estimates with this model such as presented here are very scarce both in livestock and in wild genetics. First, we estimated pedigree-based condensed probabilities of identity using recursion. Second, we developed an equivalent linear model in which variance components can be estimated using closed-form algorithms such as REML or Gibbs sampling and existing software. Third, we present a new method to refer the estimated variance components to meaningful parameters in a particular population, i.e., final partially inbred generations as opposed to outbred base populations. We applied these developments to three closed rabbit lines (A, V and H) selected for number of weaned at the Polytechnic University of Valencia. Pedigree and phenotypes are complete and span 43, 39 and 14 generations, respectively. Estimates of broad-sense heritability are 0.07, 0.07 and 0.05 at the base versus 0.07, 0.07 and 0.09 in the final generations. Narrow-sense heritability estimates are 0.06, 0.06 and 0.02 at the base versus 0.04, 0.04 and 0.01 at the final generations. There is also a reduction in the genotypic variance due to the negative additive-dominance correlation. Thus, the contribution of dominance variation is fairly large and increases with inbreeding and (over)compensates for the loss in additive variation. In addition, estimates of the additive-dominance correlation are -0.37, -0.31 and 0.00, in agreement with the few published estimates and theoretical considerations. © 2017 Blackwell Verlag GmbH.

  17. Uncertainty estimation of the velocity model for the TrigNet GPS network

    Science.gov (United States)

    Hackl, Matthias; Malservisi, Rocco; Hugentobler, Urs; Wonnacott, Richard

    2010-05-01

    Satellite based geodetic techniques - above all GPS - provide an outstanding tool to measure crustal motions. They are widely used to derive geodetic velocity models that are applied in geodynamics to determine rotations of tectonic blocks, to localize active geological features, and to estimate rheological properties of the crust and the underlying asthenosphere. However, it is not a trivial task to derive GPS velocities and their uncertainties from positioning time series. In general time series are assumed to be represented by linear models (sometimes offsets, annual, and semi-annual signals are included) and noise. It has been shown that models accounting only for white noise tend to underestimate the uncertainties of rates derived from long time series and that different colored noise components (flicker noise, random walk, etc.) need to be considered. However, a thorough error analysis including power spectra analyses and maximum likelihood estimates is quite demanding and are usually not carried out for every site, but the uncertainties are scaled by latitude dependent factors. Analyses of the South Africa continuous GPS network TrigNet indicate that the scaled uncertainties overestimate the velocity errors. So we applied a method similar to the Allan Variance that is commonly used in the estimation of clock uncertainties and is able to account for time dependent probability density functions (colored noise) to the TrigNet time series. Finally, we compared these estimates to the results obtained by spectral analyses using CATS. Comparisons with synthetic data show that the noise can be represented quite well by a power law model in combination with a seasonal signal in agreement with previous studies.

  18. Robust estimation for ordinary differential equation models.

    Science.gov (United States)

    Cao, J; Wang, L; Xu, J

    2011-12-01

    Applied scientists often like to use ordinary differential equations (ODEs) to model complex dynamic processes that arise in biology, engineering, medicine, and many other areas. It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. We propose a robust method to address this problem. The dynamic process is represented with a nonparametric function, which is a linear combination of basis functions. The nonparametric function is estimated by a robust penalized smoothing method. The penalty term is defined with the parametric ODE model, which controls the roughness of the nonparametric function and maintains the fidelity of the nonparametric function to the ODE model. The basis coefficients and ODE parameters are estimated in two nested levels of optimization. The coefficient estimates are treated as an implicit function of ODE parameters, which enables one to derive the analytic gradients for optimization using the implicit function theorem. Simulation studies show that the robust method gives satisfactory estimates for the ODE parameters from noisy data with outliers. The robust method is demonstrated by estimating a predator-prey ODE model from real ecological data. © 2011, The International Biometric Society.

  19. Evaluation of GPM IMERG Early, Late, and Final rainfall estimates using WegenerNet gauge data in southeastern Austria

    Directory of Open Access Journals (Sweden)

    S. O

    2017-12-01

    Full Text Available The Global Precipitation Measurement (GPM Integrated Multi-satellite Retrievals for GPM (IMERG products provide quasi-global (60° N–60° S precipitation estimates, beginning March 2014, from the combined use of passive microwave (PMW and infrared (IR satellites comprising the GPM constellation. The IMERG products are available in the form of near-real-time data, i.e., IMERG Early and Late, and in the form of post-real-time research data, i.e., IMERG Final, after monthly rain gauge analysis is received and taken into account. In this study, IMERG version 3 Early, Late, and Final (IMERG-E,IMERG-L, and IMERG-F half-hourly rainfall estimates are compared with gauge-based gridded rainfall data from the WegenerNet Feldbach region (WEGN high-density climate station network in southeastern Austria. The comparison is conducted over two IMERG 0.1°  ×  0.1° grid cells, entirely covered by 40 and 39 WEGN stations each, using data from the extended summer season (April–October for the first two years of the GPM mission. The entire data are divided into two rainfall intensity ranges (low and high and two seasons (warm and hot, and we evaluate the performance of IMERG, using both statistical and graphical methods. Results show that IMERG-F rainfall estimates are in the best overall agreement with the WEGN data, followed by IMERG-L and IMERG-E estimates, particularly for the hot season. We also illustrate, through rainfall event cases, how insufficient PMW sources and errors in motion vectors can lead to wide discrepancies in the IMERG estimates. Finally, by applying the method of Villarini and Krajewski (2007, we find that IMERG-F half-hourly rainfall estimates can be regarded as a 25 min gauge accumulation, with an offset of +40 min relative to its nominal time.

  20. Evaluation of GPM IMERG Early, Late, and Final rainfall estimates using WegenerNet gauge data in southeastern Austria

    Science.gov (United States)

    O, Sungmin; Foelsche, Ulrich; Kirchengast, Gottfried; Fuchsberger, Juergen; Tan, Jackson; Petersen, Walter A.

    2017-12-01

    The Global Precipitation Measurement (GPM) Integrated Multi-satellite Retrievals for GPM (IMERG) products provide quasi-global (60° N-60° S) precipitation estimates, beginning March 2014, from the combined use of passive microwave (PMW) and infrared (IR) satellites comprising the GPM constellation. The IMERG products are available in the form of near-real-time data, i.e., IMERG Early and Late, and in the form of post-real-time research data, i.e., IMERG Final, after monthly rain gauge analysis is received and taken into account. In this study, IMERG version 3 Early, Late, and Final (IMERG-E,IMERG-L, and IMERG-F) half-hourly rainfall estimates are compared with gauge-based gridded rainfall data from the WegenerNet Feldbach region (WEGN) high-density climate station network in southeastern Austria. The comparison is conducted over two IMERG 0.1° × 0.1° grid cells, entirely covered by 40 and 39 WEGN stations each, using data from the extended summer season (April-October) for the first two years of the GPM mission. The entire data are divided into two rainfall intensity ranges (low and high) and two seasons (warm and hot), and we evaluate the performance of IMERG, using both statistical and graphical methods. Results show that IMERG-F rainfall estimates are in the best overall agreement with the WEGN data, followed by IMERG-L and IMERG-E estimates, particularly for the hot season. We also illustrate, through rainfall event cases, how insufficient PMW sources and errors in motion vectors can lead to wide discrepancies in the IMERG estimates. Finally, by applying the method of Villarini and Krajewski (2007), we find that IMERG-F half-hourly rainfall estimates can be regarded as a 25 min gauge accumulation, with an offset of +40 min relative to its nominal time.

  1. Parameter and State Estimator for State Space Models

    Directory of Open Access Journals (Sweden)

    Ruifeng Ding

    2014-01-01

    Full Text Available This paper proposes a parameter and state estimator for canonical state space systems from measured input-output data. The key is to solve the system state from the state equation and to substitute it into the output equation, eliminating the state variables, and the resulting equation contains only the system inputs and outputs, and to derive a least squares parameter identification algorithm. Furthermore, the system states are computed from the estimated parameters and the input-output data. Convergence analysis using the martingale convergence theorem indicates that the parameter estimates converge to their true values. Finally, an illustrative example is provided to show that the proposed algorithm is effective.

  2. PARAMETER ESTIMATION IN BREAD BAKING MODEL

    Directory of Open Access Journals (Sweden)

    Hadiyanto Hadiyanto

    2012-05-01

    Full Text Available Bread product quality is highly dependent to the baking process. A model for the development of product quality, which was obtained by using quantitative and qualitative relationships, was calibrated by experiments at a fixed baking temperature of 200°C alone and in combination with 100 W microwave powers. The model parameters were estimated in a stepwise procedure i.e. first, heat and mass transfer related parameters, then the parameters related to product transformations and finally product quality parameters. There was a fair agreement between the calibrated model results and the experimental data. The results showed that the applied simple qualitative relationships for quality performed above expectation. Furthermore, it was confirmed that the microwave input is most meaningful for the internal product properties and not for the surface properties as crispness and color. The model with adjusted parameters was applied in a quality driven food process design procedure to derive a dynamic operation pattern, which was subsequently tested experimentally to calibrate the model. Despite the limited calibration with fixed operation settings, the model predicted well on the behavior under dynamic convective operation and on combined convective and microwave operation. It was expected that the suitability between model and baking system could be improved further by performing calibration experiments at higher temperature and various microwave power levels.  Abstrak  PERKIRAAN PARAMETER DALAM MODEL UNTUK PROSES BAKING ROTI. Kualitas produk roti sangat tergantung pada proses baking yang digunakan. Suatu model yang telah dikembangkan dengan metode kualitatif dan kuantitaif telah dikalibrasi dengan percobaan pada temperatur 200oC dan dengan kombinasi dengan mikrowave pada 100 Watt. Parameter-parameter model diestimasi dengan prosedur bertahap yaitu pertama, parameter pada model perpindahan masa dan panas, parameter pada model transformasi, dan

  3. Effects of sample size on estimates of population growth rates calculated with matrix models.

    Directory of Open Access Journals (Sweden)

    Ian J Fiske

    Full Text Available BACKGROUND: Matrix models are widely used to study the dynamics and demography of populations. An important but overlooked issue is how the number of individuals sampled influences estimates of the population growth rate (lambda calculated with matrix models. Even unbiased estimates of vital rates do not ensure unbiased estimates of lambda-Jensen's Inequality implies that even when the estimates of the vital rates are accurate, small sample sizes lead to biased estimates of lambda due to increased sampling variance. We investigated if sampling variability and the distribution of sampling effort among size classes lead to biases in estimates of lambda. METHODOLOGY/PRINCIPAL FINDINGS: Using data from a long-term field study of plant demography, we simulated the effects of sampling variance by drawing vital rates and calculating lambda for increasingly larger populations drawn from a total population of 3842 plants. We then compared these estimates of lambda with those based on the entire population and calculated the resulting bias. Finally, we conducted a review of the literature to determine the sample sizes typically used when parameterizing matrix models used to study plant demography. CONCLUSIONS/SIGNIFICANCE: We found significant bias at small sample sizes when survival was low (survival = 0.5, and that sampling with a more-realistic inverse J-shaped population structure exacerbated this bias. However our simulations also demonstrate that these biases rapidly become negligible with increasing sample sizes or as survival increases. For many of the sample sizes used in demographic studies, matrix models are probably robust to the biases resulting from sampling variance of vital rates. However, this conclusion may depend on the structure of populations or the distribution of sampling effort in ways that are unexplored. We suggest more intensive sampling of populations when individual survival is low and greater sampling of stages with high

  4. Effects of sample size on estimates of population growth rates calculated with matrix models.

    Science.gov (United States)

    Fiske, Ian J; Bruna, Emilio M; Bolker, Benjamin M

    2008-08-28

    Matrix models are widely used to study the dynamics and demography of populations. An important but overlooked issue is how the number of individuals sampled influences estimates of the population growth rate (lambda) calculated with matrix models. Even unbiased estimates of vital rates do not ensure unbiased estimates of lambda-Jensen's Inequality implies that even when the estimates of the vital rates are accurate, small sample sizes lead to biased estimates of lambda due to increased sampling variance. We investigated if sampling variability and the distribution of sampling effort among size classes lead to biases in estimates of lambda. Using data from a long-term field study of plant demography, we simulated the effects of sampling variance by drawing vital rates and calculating lambda for increasingly larger populations drawn from a total population of 3842 plants. We then compared these estimates of lambda with those based on the entire population and calculated the resulting bias. Finally, we conducted a review of the literature to determine the sample sizes typically used when parameterizing matrix models used to study plant demography. We found significant bias at small sample sizes when survival was low (survival = 0.5), and that sampling with a more-realistic inverse J-shaped population structure exacerbated this bias. However our simulations also demonstrate that these biases rapidly become negligible with increasing sample sizes or as survival increases. For many of the sample sizes used in demographic studies, matrix models are probably robust to the biases resulting from sampling variance of vital rates. However, this conclusion may depend on the structure of populations or the distribution of sampling effort in ways that are unexplored. We suggest more intensive sampling of populations when individual survival is low and greater sampling of stages with high elasticities.

  5. The modular modality frame model: continuous body state estimation and plausibility-weighted information fusion.

    Science.gov (United States)

    Ehrenfeld, Stephan; Butz, Martin V

    2013-02-01

    Humans show admirable capabilities in movement planning and execution. They can perform complex tasks in various contexts, using the available sensory information very effectively. Body models and continuous body state estimations appear necessary to realize such capabilities. We introduce the Modular Modality Frame (MMF) model, which maintains a highly distributed, modularized body model continuously updating, modularized probabilistic body state estimations over time. Modularization is realized with respect to modality frames, that is, sensory modalities in particular frames of reference and with respect to particular body parts. We evaluate MMF performance on a simulated, nine degree of freedom arm in 3D space. The results show that MMF is able to maintain accurate body state estimations despite high sensor and motor noise. Moreover, by comparing the sensory information available in different modality frames, MMF can identify faulty sensory measurements on the fly. In the near future, applications to lightweight robot control should be pursued. Moreover, MMF may be enhanced with neural encodings by introducing neural population codes and learning techniques. Finally, more dexterous goal-directed behavior should be realized by exploiting the available redundant state representations.

  6. Model-Based Estimation of Ankle Joint Stiffness.

    Science.gov (United States)

    Misgeld, Berno J E; Zhang, Tony; Lüken, Markus J; Leonhardt, Steffen

    2017-03-29

    We address the estimation of biomechanical parameters with wearable measurement technologies. In particular, we focus on the estimation of sagittal plane ankle joint stiffness in dorsiflexion/plantar flexion. For this estimation, a novel nonlinear biomechanical model of the lower leg was formulated that is driven by electromyographic signals. The model incorporates a two-dimensional kinematic description in the sagittal plane for the calculation of muscle lever arms and torques. To reduce estimation errors due to model uncertainties, a filtering algorithm is necessary that employs segmental orientation sensor measurements. Because of the model's inherent nonlinearities and nonsmooth dynamics, a square-root cubature Kalman filter was developed. The performance of the novel estimation approach was evaluated in silico and in an experimental procedure. The experimental study was conducted with body-worn sensors and a test-bench that was specifically designed to obtain reference angle and torque measurements for a single joint. Results show that the filter is able to reconstruct joint angle positions, velocities and torque, as well as, joint stiffness during experimental test bench movements.

  7. Estimating severity of sideways fall using a generic multi linear regression model based on kinematic input variables.

    Science.gov (United States)

    van der Zijden, A M; Groen, B E; Tanck, E; Nienhuis, B; Verdonschot, N; Weerdesteyn, V

    2017-03-21

    Many research groups have studied fall impact mechanics to understand how fall severity can be reduced to prevent hip fractures. Yet, direct impact force measurements with force plates are restricted to a very limited repertoire of experimental falls. The purpose of this study was to develop a generic model for estimating hip impact forces (i.e. fall severity) in in vivo sideways falls without the use of force plates. Twelve experienced judokas performed sideways Martial Arts (MA) and Block ('natural') falls on a force plate, both with and without a mat on top. Data were analyzed to determine the hip impact force and to derive 11 selected (subject-specific and kinematic) variables. Falls from kneeling height were used to perform a stepwise regression procedure to assess the effects of these input variables and build the model. The final model includes four input variables, involving one subject-specific measure and three kinematic variables: maximum upper body deceleration, body mass, shoulder angle at the instant of 'maximum impact' and maximum hip deceleration. The results showed that estimated and measured hip impact forces were linearly related (explained variances ranging from 46 to 63%). Hip impact forces of MA falls onto the mat from a standing position (3650±916N) estimated by the final model were comparable with measured values (3698±689N), even though these data were not used for training the model. In conclusion, a generic linear regression model was developed that enables the assessment of fall severity through kinematic measures of sideways falls, without using force plates. Copyright © 2017 Elsevier Ltd. All rights reserved.

  8. Estimation of Potential Population Level Effects of Contaminants on Wildlife; FINAL

    International Nuclear Information System (INIS)

    Loar, J.M.

    2001-01-01

    an d development of new scaling models; (2) development of dose-response models for toxicity data presented in the literature; and (3) development of matrix-based population models that were coupled with dose-response models to provide realistic estimation of population-level effects for individual responses

  9. Estimation of Stochastic Volatility Models by Nonparametric Filtering

    DEFF Research Database (Denmark)

    Kanaya, Shin; Kristensen, Dennis

    2016-01-01

    /estimated volatility process replacing the latent process. Our estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps and market microstructure noise. The resulting estimators of the stochastic volatility model will carry additional biases...... and variances due to the first-step estimation, but under regularity conditions we show that these vanish asymptotically and our estimators inherit the asymptotic properties of the infeasible estimators based on observations of the volatility process. A simulation study examines the finite-sample properties...

  10. Parameter estimation in stochastic rainfall-runoff models

    DEFF Research Database (Denmark)

    Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur

    2006-01-01

    A parameter estimation method for stochastic rainfall-runoff models is presented. The model considered in the paper is a conceptual stochastic model, formulated in continuous-discrete state space form. The model is small and a fully automatic optimization is, therefore, possible for estimating all...... the parameter values are optimal for simulation or prediction. The data originates from Iceland and the model is designed for Icelandic conditions, including a snow routine for mountainous areas. The model demands only two input data series, precipitation and temperature and one output data series...

  11. Transient Inverse Calibration of Site-Wide Groundwater Model to Hanford Operational Impacts from 1943 to 1996-Alternative Conceptual Model Considering Interaction with Uppermost Basalt Confined Aquifer; FINAL

    International Nuclear Information System (INIS)

    Vermeul, Vince R; Cole, Charles R; Bergeron, Marcel P; Thorne, Paul D; Wurstner, Signe K

    2001-01-01

    The baseline three-dimensional transient inverse model for the estimation of site-wide scale flow parameters, including their uncertainties, using data on the transient behavior of the unconfined aquifer system over the entire historical period of Hanford operations, has been modified to account for the effects of basalt intercommunication between the Hanford unconfined aquifer and the underlying upper basalt confined aquifer. Both the baseline and alternative conceptual models (ACM-1) considered only the groundwater flow component and corresponding observational data in the 3-Dl transient inverse calibration efforts. Subsequent efforts will examine both groundwater flow and transport. Comparisons of goodness of fit measures and parameter estimation results for the ACM-1 transient inverse calibrated model with those from previous site-wide groundwater modeling efforts illustrate that the new 3-D transient inverse model approach will strengthen the technical defensibility of the final model(s) and provide the ability to incorporate uncertainty in predictions related to both conceptual model and parameter uncertainty

  12. Model-Assisted Estimation of Tropical Forest Biomass Change: A Comparison of Approaches

    Directory of Open Access Journals (Sweden)

    Nikolai Knapp

    2018-05-01

    Full Text Available Monitoring of changes in forest biomass requires accurate transfer functions between remote sensing-derived changes in canopy height (ΔH and the actual changes in aboveground biomass (ΔAGB. Different approaches can be used to accomplish this task: direct approaches link ΔH directly to ΔAGB, while indirect approaches are based on deriving AGB stock estimates for two points in time and calculating the difference. In some studies, direct approaches led to more accurate estimations, while, in others, indirect approaches led to more accurate estimations. It is unknown how each approach performs under different conditions and over the full range of possible changes. Here, we used a forest model (FORMIND to generate a large dataset (>28,000 ha of natural and disturbed forest stands over time. Remote sensing of forest height was simulated on these stands to derive canopy height models for each time step. Three approaches for estimating ΔAGB were compared: (i the direct approach; (ii the indirect approach and (iii an enhanced direct approach (dir+tex, using ΔH in combination with canopy texture. Total prediction accuracies of the three approaches measured as root mean squared errors (RMSE were RMSEdirect = 18.7 t ha−1, RMSEindirect = 12.6 t ha−1 and RMSEdir+tex = 12.4 t ha−1. Further analyses revealed height-dependent biases in the ΔAGB estimates of the direct approach, which did not occur with the other approaches. Finally, the three approaches were applied on radar-derived (TanDEM-X canopy height changes on Barro Colorado Island (Panama. The study demonstrates the potential of forest modeling for improving the interpretation of changes observed in remote sensing data and for comparing different methodologies.

  13. A simulation of water pollution model parameter estimation

    Science.gov (United States)

    Kibler, J. F.

    1976-01-01

    A parameter estimation procedure for a water pollution transport model is elaborated. A two-dimensional instantaneous-release shear-diffusion model serves as representative of a simple transport process. Pollution concentration levels are arrived at via modeling of a remote-sensing system. The remote-sensed data are simulated by adding Gaussian noise to the concentration level values generated via the transport model. Model parameters are estimated from the simulated data using a least-squares batch processor. Resolution, sensor array size, and number and location of sensor readings can be found from the accuracies of the parameter estimates.

  14. Comparisons of Modeling and State of Charge Estimation for Lithium-Ion Battery Based on Fractional Order and Integral Order Methods

    Directory of Open Access Journals (Sweden)

    Renxin Xiao

    2016-03-01

    Full Text Available In order to properly manage lithium-ion batteries of electric vehicles (EVs, it is essential to build the battery model and estimate the state of charge (SOC. In this paper, the fractional order forms of Thevenin and partnership for a new generation of vehicles (PNGV models are built, of which the model parameters including the fractional orders and the corresponding resistance and capacitance values are simultaneously identified based on genetic algorithm (GA. The relationships between different model parameters and SOC are established and analyzed. The calculation precisions of the fractional order model (FOM and integral order model (IOM are validated and compared under hybrid test cycles. Finally, extended Kalman filter (EKF is employed to estimate the SOC based on different models. The results prove that the FOMs can simulate the output voltage more accurately and the fractional order EKF (FOEKF can estimate the SOC more precisely under dynamic conditions.

  15. Robust estimation of partially linear models for longitudinal data with dropouts and measurement error.

    Science.gov (United States)

    Qin, Guoyou; Zhang, Jiajia; Zhu, Zhongyi; Fung, Wing

    2016-12-20

    Outliers, measurement error, and missing data are commonly seen in longitudinal data because of its data collection process. However, no method can address all three of these issues simultaneously. This paper focuses on the robust estimation of partially linear models for longitudinal data with dropouts and measurement error. A new robust estimating equation, simultaneously tackling outliers, measurement error, and missingness, is proposed. The asymptotic properties of the proposed estimator are established under some regularity conditions. The proposed method is easy to implement in practice by utilizing the existing standard generalized estimating equations algorithms. The comprehensive simulation studies show the strength of the proposed method in dealing with longitudinal data with all three features. Finally, the proposed method is applied to data from the Lifestyle Education for Activity and Nutrition study and confirms the effectiveness of the intervention in producing weight loss at month 9. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

  16. FACTORS INFLUENCING THE ACCURACY OF PRE-CONTRACT STAGE ESTIMATION OF FINAL CONTRACT PRICE IN NEW ZEALAND

    Directory of Open Access Journals (Sweden)

    Cong Ji

    2014-12-01

    Full Text Available Establishing and prioritising the factors that may influence the final contract price when responding to a call for tenders is crucial for proper risk analysis and reliable forecasting; it could make or mar the ability to achieve expected profit margin in an era of lump sum fixed price contracts where clients often contest variation claims. In New Zealand, these factors have not been researched; hence estimators rely only on judgement to ‘guess-estimate’ in their price forecasting. This study aimed to fill the knowledge gap by investigating the priority factors. 150 responses from professional members of the New Zealand Institute of Quantity Surveyors were analysed using multi-attribute method. Results showed thirty-seven factors which could influence the final contract price; the three most influential being poor tender documentation, complexity of design & construction, and completeness of project information. Other factors relating to project, client and contractor characteristics, design consultants and tendering conditions, estimating practice and external factors were reported. Concordance analysis indicated high level of agreement amongst survey participants in the rank-ordering of the relative importance of the identified factors. The findings could assist quantity surveyors to prepare more reliable contract price estimates at the pre-contract stage. It would also improve construction-stage cost control.

  17. Development of GP and GEP models to estimate an environmental issue induced by blasting operation.

    Science.gov (United States)

    Faradonbeh, Roohollah Shirani; Hasanipanah, Mahdi; Amnieh, Hassan Bakhshandeh; Armaghani, Danial Jahed; Monjezi, Masoud

    2018-05-21

    Air overpressure (AOp) is one of the most adverse effects induced by blasting in the surface mines and civil projects. So, proper evaluation and estimation of the AOp is important for minimizing the environmental problems resulting from blasting. The main aim of this study is to estimate AOp produced by blasting operation in Miduk copper mine, Iran, developing two artificial intelligence models, i.e., genetic programming (GP) and gene expression programming (GEP). Then, the accuracy of the GP and GEP models has been compared to multiple linear regression (MLR) and three empirical models. For this purpose, 92 blasting events were investigated, and subsequently, the AOp values were carefully measured. Moreover, in each operation, the values of maximum charge per delay and distance from blast points, as two effective parameters on the AOp, were measured. After predicting by the predictive models, their performance prediction was checked in terms of variance account for (VAF), coefficient of determination (CoD), and root mean square error (RMSE). Finally, it was found that the GEP with VAF of 94.12%, CoD of 0.941, and RMSE of 0.06 is a more precise model than other predictive models for the AOp prediction in the Miduk copper mine, and it can be introduced as a new powerful tool for estimating the AOp resulting from blasting.

  18. An integrative modeling approach for the efficient estimation of cross sectional tibial stresses during locomotion.

    Science.gov (United States)

    Derrick, Timothy R; Edwards, W Brent; Fellin, Rebecca E; Seay, Joseph F

    2016-02-08

    The purpose of this research was to utilize a series of models to estimate the stress in a cross section of the tibia, located 62% from the proximal end, during walking. Twenty-eight male, active duty soldiers walked on an instrumented treadmill while external force data and kinematics were recorded. A rigid body model was used to estimate joint moments and reaction forces. A musculoskeletal model was used to gather muscle length, muscle velocity, moment arm and orientation information. Optimization procedures were used to estimate muscle forces and finally internal bone forces and moments were applied to an inhomogeneous, subject specific bone model obtained from CT scans to estimate stress in the bone cross section. Validity was assessed by comparison to stresses calculated from strain gage data in the literature and sensitivity was investigated using two simplified versions of the bone model-a homogeneous model and an ellipse approximation. Peak compressive stress occurred on the posterior aspect of the cross section (-47.5 ± 14.9 MPa). Peak tensile stress occurred on the anterior aspect (27.0 ± 11.7 MPa) while the location of peak shear was variable between subjects (7.2 ± 2.4 MPa). Peak compressive, tensile and shear stresses were within 0.52 MPa, 0.36 MPa and 3.02 MPa respectively of those calculated from the converted strain gage data. Peak values from a inhomogeneous model of the bone correlated well with homogeneous model (normal: 0.99; shear: 0.94) as did the normal ellipse model (r=0.89-0.96). However, the relationship between shear stress in the inhomogeneous model and ellipse model was less accurate (r=0.64). The procedures detailed in this paper provide a non-invasive and relatively quick method of estimating cross sectional stress that holds promise for assessing injury and osteogenic stimulus in bone during normal physical activity. Copyright © 2016 Elsevier Ltd. All rights reserved.

  19. 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.

  20. Model-Based Estimation of Ankle Joint Stiffness

    Directory of Open Access Journals (Sweden)

    Berno J. E. Misgeld

    2017-03-01

    Full Text Available We address the estimation of biomechanical parameters with wearable measurement technologies. In particular, we focus on the estimation of sagittal plane ankle joint stiffness in dorsiflexion/plantar flexion. For this estimation, a novel nonlinear biomechanical model of the lower leg was formulated that is driven by electromyographic signals. The model incorporates a two-dimensional kinematic description in the sagittal plane for the calculation of muscle lever arms and torques. To reduce estimation errors due to model uncertainties, a filtering algorithm is necessary that employs segmental orientation sensor measurements. Because of the model’s inherent nonlinearities and nonsmooth dynamics, a square-root cubature Kalman filter was developed. The performance of the novel estimation approach was evaluated in silico and in an experimental procedure. The experimental study was conducted with body-worn sensors and a test-bench that was specifically designed to obtain reference angle and torque measurements for a single joint. Results show that the filter is able to reconstruct joint angle positions, velocities and torque, as well as, joint stiffness during experimental test bench movements.

  1. Model-Based Estimation of Ankle Joint Stiffness

    Science.gov (United States)

    Misgeld, Berno J. E.; Zhang, Tony; Lüken, Markus J.; Leonhardt, Steffen

    2017-01-01

    We address the estimation of biomechanical parameters with wearable measurement technologies. In particular, we focus on the estimation of sagittal plane ankle joint stiffness in dorsiflexion/plantar flexion. For this estimation, a novel nonlinear biomechanical model of the lower leg was formulated that is driven by electromyographic signals. The model incorporates a two-dimensional kinematic description in the sagittal plane for the calculation of muscle lever arms and torques. To reduce estimation errors due to model uncertainties, a filtering algorithm is necessary that employs segmental orientation sensor measurements. Because of the model’s inherent nonlinearities and nonsmooth dynamics, a square-root cubature Kalman filter was developed. The performance of the novel estimation approach was evaluated in silico and in an experimental procedure. The experimental study was conducted with body-worn sensors and a test-bench that was specifically designed to obtain reference angle and torque measurements for a single joint. Results show that the filter is able to reconstruct joint angle positions, velocities and torque, as well as, joint stiffness during experimental test bench movements. PMID:28353683

  2. Estimating the complexity of 3D structural models using machine learning methods

    Science.gov (United States)

    Mejía-Herrera, Pablo; Kakurina, Maria; Royer, Jean-Jacques

    2016-04-01

    Quantifying the complexity of 3D geological structural models can play a major role in natural resources exploration surveys, for predicting environmental hazards or for forecasting fossil resources. This paper proposes a structural complexity index which can be used to help in defining the degree of effort necessary to build a 3D model for a given degree of confidence, and also to identify locations where addition efforts are required to meet a given acceptable risk of uncertainty. In this work, it is considered that the structural complexity index can be estimated using machine learning methods on raw geo-data. More precisely, the metrics for measuring the complexity can be approximated as the difficulty degree associated to the prediction of the geological objects distribution calculated based on partial information on the actual structural distribution of materials. The proposed methodology is tested on a set of 3D synthetic structural models for which the degree of effort during their building is assessed using various parameters (such as number of faults, number of part in a surface object, number of borders, ...), the rank of geological elements contained in each model, and, finally, their level of deformation (folding and faulting). The results show how the estimated complexity in a 3D model can be approximated by the quantity of partial data necessaries to simulated at a given precision the actual 3D model without error using machine learning algorithms.

  3. AMEM-ADL Polymer Migration Estimation Model User's Guide

    Science.gov (United States)

    The user's guide of the Arthur D. Little Polymer Migration Estimation Model (AMEM) provides the information on how the model estimates the fraction of a chemical additive that diffuses through polymeric matrices.

  4. Implementation of Equilibrium-Price Model to the Estimation of Import Inflation

    Directory of Open Access Journals (Sweden)

    Yadulla Hasanli

    2015-04-01

    Full Text Available This study aims at investigating the the import inflationary processes as a result of feedbacks of mutual economic relations of World countries. It is used Equilibrium Price Model to estimate the import inflationary processes in CIS countries. The study investigates the further results regarding the import inflationary processes in the CIS countries on the scenario of increasing the Value Added norm in Russia. As well as by standpoint of economic growth and price stability, the recent revaluation of US dollar in the World and its impacts to total output of other countries have been investigated in details. In other words due to revaluation of the US dollar, if the final product decreases in USA, this decreasing impact how to be transmitted to the world countries have been estimated by the Input-Output Table in this study as well. The work is fulfilled on the Input-Output data for the year 2011. This study assumes theoretical and practical importance in defining the monetary policy.

  5. Decentralized State-Observer-Based Traffic Density Estimation of Large-Scale Urban Freeway Network by Dynamic Model

    Directory of Open Access Journals (Sweden)

    Yuqi Guo

    2017-08-01

    Full Text Available In order to estimate traffic densities in a large-scale urban freeway network in an accurate and timely fashion when traffic sensors do not cover the freeway network completely and thus only local measurement data can be utilized, this paper proposes a decentralized state observer approach based on a macroscopic traffic flow model. Firstly, by using the well-known cell transmission model (CTM, the urban freeway network is modeled in the way of distributed systems. Secondly, based on the model, a decentralized observer is designed. With the help of the Lyapunov function and S-procedure theory, the observer gains are computed by using linear matrix inequality (LMI technique. So, the traffic densities of the whole road network can be estimated by the designed observer. Finally, this method is applied to the outer ring of the Beijing’s second ring road and experimental results demonstrate the effectiveness and applicability of the proposed approach.

  6. A nonparametric mixture model for cure rate estimation.

    Science.gov (United States)

    Peng, Y; Dear, K B

    2000-03-01

    Nonparametric methods have attracted less attention than their parametric counterparts for cure rate analysis. In this paper, we study a general nonparametric mixture model. The proportional hazards assumption is employed in modeling the effect of covariates on the failure time of patients who are not cured. The EM algorithm, the marginal likelihood approach, and multiple imputations are employed to estimate parameters of interest in the model. This model extends models and improves estimation methods proposed by other researchers. It also extends Cox's proportional hazards regression model by allowing a proportion of event-free patients and investigating covariate effects on that proportion. The model and its estimation method are investigated by simulations. An application to breast cancer data, including comparisons with previous analyses using a parametric model and an existing nonparametric model by other researchers, confirms the conclusions from the parametric model but not those from the existing nonparametric model.

  7. Statistical Model-Based Face Pose Estimation

    Institute of Scientific and Technical Information of China (English)

    GE Xinliang; YANG Jie; LI Feng; WANG Huahua

    2007-01-01

    A robust face pose estimation approach is proposed by using face shape statistical model approach and pose parameters are represented by trigonometric functions. The face shape statistical model is firstly built by analyzing the face shapes from different people under varying poses. The shape alignment is vital in the process of building the statistical model. Then, six trigonometric functions are employed to represent the face pose parameters. Lastly, the mapping function is constructed between face image and face pose by linearly relating different parameters. The proposed approach is able to estimate different face poses using a few face training samples. Experimental results are provided to demonstrate its efficiency and accuracy.

  8. Efficiently adapting graphical models for selectivity estimation

    DEFF Research Database (Denmark)

    Tzoumas, Kostas; Deshpande, Amol; Jensen, Christian S.

    2013-01-01

    cardinality estimation without making the independence assumption. By carefully using concepts from the field of graphical models, we are able to factor the joint probability distribution over all the attributes in the database into small, usually two-dimensional distributions, without a significant loss...... in estimation accuracy. We show how to efficiently construct such a graphical model from the database using only two-way join queries, and we show how to perform selectivity estimation in a highly efficient manner. We integrate our algorithms into the PostgreSQL DBMS. Experimental results indicate...

  9. Radiation risk estimation based on measurement error models

    CERN Document Server

    Masiuk, Sergii; Shklyar, Sergiy; Chepurny, Mykola; Likhtarov, Illya

    2017-01-01

    This monograph discusses statistics and risk estimates applied to radiation damage under the presence of measurement errors. The first part covers nonlinear measurement error models, with a particular emphasis on efficiency of regression parameter estimators. In the second part, risk estimation in models with measurement errors is considered. Efficiency of the methods presented is verified using data from radio-epidemiological studies.

  10. Evaluation of Lithium-Ion Battery Equivalent Circuit Models for State of Charge Estimation by an Experimental Approach

    Directory of Open Access Journals (Sweden)

    Jinxin Fan

    2011-03-01

    Full Text Available To improve the use of lithium-ion batteries in electric vehicle (EV applications, evaluations and comparisons of different equivalent circuit models are presented in this paper. Based on an analysis of the traditional lithium-ion battery equivalent circuit models such as the Rint, RC, Thevenin and PNGV models, an improved Thevenin model, named dual polarization (DP model, is put forward by adding an extra RC to simulate the electrochemical polarization and concentration polarization separately. The model parameters are identified with a genetic algorithm, which is used to find the optimal time constant of the model, and the experimental data from a Hybrid Pulse Power Characterization (HPPC test on a LiMn2O4 battery module. Evaluations on the five models are carried out from the point of view of the dynamic performance and the state of charge (SoC estimation. The dynamic performances of the five models are obtained by conducting the Dynamic Stress Test (DST and the accuracy of SoC estimation with the Robust Extended Kalman Filter (REKF approach is determined by performing a Federal Urban Driving Schedules (FUDS experiment. By comparison, the DP model has the best dynamic performance and provides the most accurate SoC estimation. Finally, sensitivity of the different SoC initial values is investigated based on the accuracy of SoC estimation with the REKF approach based on the DP model. It is clear that the errors resulting from the SoC initial value are significantly reduced and the true SoC is convergent within an acceptable error.

  11. Estimation Model of Spacecraft Parameters and Cost Based on a Statistical Analysis of COMPASS Designs

    Science.gov (United States)

    Gerberich, Matthew W.; Oleson, Steven R.

    2013-01-01

    The Collaborative Modeling for Parametric Assessment of Space Systems (COMPASS) team at Glenn Research Center has performed integrated system analysis of conceptual spacecraft mission designs since 2006 using a multidisciplinary concurrent engineering process. The set of completed designs was archived in a database, to allow for the study of relationships between design parameters. Although COMPASS uses a parametric spacecraft costing model, this research investigated the possibility of using a top-down approach to rapidly estimate the overall vehicle costs. This paper presents the relationships between significant design variables, including breakdowns of dry mass, wet mass, and cost. It also develops a model for a broad estimate of these parameters through basic mission characteristics, including the target location distance, the payload mass, the duration, the delta-v requirement, and the type of mission, propulsion, and electrical power. Finally, this paper examines the accuracy of this model in regards to past COMPASS designs, with an assessment of outlying spacecraft, and compares the results to historical data of completed NASA missions.

  12. Adaptive Estimation of Heteroscedastic Money Demand Model of Pakistan

    Directory of Open Access Journals (Sweden)

    Muhammad Aslam

    2007-07-01

    Full Text Available For the problem of estimation of Money demand model of Pakistan, money supply (M1 shows heteroscedasticity of the unknown form. For estimation of such model we compare two adaptive estimators with ordinary least squares estimator and show the attractive performance of the adaptive estimators, namely, nonparametric kernel estimator and nearest neighbour regression estimator. These comparisons are made on the basis standard errors of the estimated coefficients, standard error of regression, Akaike Information Criteria (AIC value, and the Durban-Watson statistic for autocorrelation. We further show that nearest neighbour regression estimator performs better when comparing with the other nonparametric kernel estimator.

  13. Cokriging model for estimation of water table elevation

    International Nuclear Information System (INIS)

    Hoeksema, R.J.; Clapp, R.B.; Thomas, A.L.; Hunley, A.E.; Farrow, N.D.; Dearstone, K.C.

    1989-01-01

    In geological settings where the water table is a subdued replica of the ground surface, cokriging can be used to estimate the water table elevation at unsampled locations on the basis of values of water table elevation and ground surface elevation measured at wells and at points along flowing streams. The ground surface elevation at the estimation point must also be determined. In the proposed method, separate models are generated for the spatial variability of the water table and ground surface elevation and for the dependence between these variables. After the models have been validated, cokriging or minimum variance unbiased estimation is used to obtain the estimated water table elevations and their estimation variances. For the Pits and Trenches area (formerly a liquid radioactive waste disposal facility) near Oak Ridge National Laboratory, water table estimation along a linear section, both with and without the inclusion of ground surface elevation as a statistical predictor, illustrate the advantages of the cokriging model

  14. Modelling maximum likelihood estimation of availability

    International Nuclear Information System (INIS)

    Waller, R.A.; Tietjen, G.L.; Rock, G.W.

    1975-01-01

    Suppose the performance of a nuclear powered electrical generating power plant is continuously monitored to record the sequence of failure and repairs during sustained operation. The purpose of this study is to assess one method of estimating the performance of the power plant when the measure of performance is availability. That is, we determine the probability that the plant is operational at time t. To study the availability of a power plant, we first assume statistical models for the variables, X and Y, which denote the time-to-failure and the time-to-repair variables, respectively. Once those statistical models are specified, the availability, A(t), can be expressed as a function of some or all of their parameters. Usually those parameters are unknown in practice and so A(t) is unknown. This paper discusses the maximum likelihood estimator of A(t) when the time-to-failure model for X is an exponential density with parameter, lambda, and the time-to-repair model for Y is an exponential density with parameter, theta. Under the assumption of exponential models for X and Y, it follows that the instantaneous availability at time t is A(t)=lambda/(lambda+theta)+theta/(lambda+theta)exp[-[(1/lambda)+(1/theta)]t] with t>0. Also, the steady-state availability is A(infinity)=lambda/(lambda+theta). We use the observations from n failure-repair cycles of the power plant, say X 1 , X 2 , ..., Xsub(n), Y 1 , Y 2 , ..., Ysub(n) to present the maximum likelihood estimators of A(t) and A(infinity). The exact sampling distributions for those estimators and some statistical properties are discussed before a simulation model is used to determine 95% simulation intervals for A(t). The methodology is applied to two examples which approximate the operating history of two nuclear power plants. (author)

  15. PARAMETER ESTIMATION IN NON-HOMOGENEOUS BOOLEAN MODELS: AN APPLICATION TO PLANT DEFENSE RESPONSE

    Directory of Open Access Journals (Sweden)

    Maria Angeles Gallego

    2014-11-01

    Full Text Available Many medical and biological problems require to extract information from microscopical images. Boolean models have been extensively used to analyze binary images of random clumps in many scientific fields. In this paper, a particular type of Boolean model with an underlying non-stationary point process is considered. The intensity of the underlying point process is formulated as a fixed function of the distance to a region of interest. A method to estimate the parameters of this Boolean model is introduced, and its performance is checked in two different settings. Firstly, a comparative study with other existent methods is done using simulated data. Secondly, the method is applied to analyze the longleaf data set, which is a very popular data set in the context of point processes included in the R package spatstat. Obtained results show that the new method provides as accurate estimates as those obtained with more complex methods developed for the general case. Finally, to illustrate the application of this model and this method, a particular type of phytopathological images are analyzed. These images show callose depositions in leaves of Arabidopsis plants. The analysis of callose depositions, is very popular in the phytopathological literature to quantify activity of plant immunity.

  16. Re-evaluating neonatal-age models for ungulates: does model choice affect survival estimates?

    Directory of Open Access Journals (Sweden)

    Troy W Grovenburg

    Full Text Available New-hoof growth is regarded as the most reliable metric for predicting age of newborn ungulates, but variation in estimated age among hoof-growth equations that have been developed may affect estimates of survival in staggered-entry models. We used known-age newborns to evaluate variation in age estimates among existing hoof-growth equations and to determine the consequences of that variation on survival estimates. During 2001-2009, we captured and radiocollared 174 newborn (≤24-hrs old ungulates: 76 white-tailed deer (Odocoileus virginianus in Minnesota and South Dakota, 61 mule deer (O. hemionus in California, and 37 pronghorn (Antilocapra americana in South Dakota. Estimated age of known-age newborns differed among hoof-growth models and varied by >15 days for white-tailed deer, >20 days for mule deer, and >10 days for pronghorn. Accuracy (i.e., the proportion of neonates assigned to the correct age in aging newborns using published equations ranged from 0.0% to 39.4% in white-tailed deer, 0.0% to 3.3% in mule deer, and was 0.0% for pronghorns. Results of survival modeling indicated that variability in estimates of age-at-capture affected short-term estimates of survival (i.e., 30 days for white-tailed deer and mule deer, and survival estimates over a longer time frame (i.e., 120 days for mule deer. Conversely, survival estimates for pronghorn were not affected by estimates of age. Our analyses indicate that modeling survival in daily intervals is too fine a temporal scale when age-at-capture is unknown given the potential inaccuracies among equations used to estimate age of neonates. Instead, weekly survival intervals are more appropriate because most models accurately predicted ages within 1 week of the known age. Variation among results of neonatal-age models on short- and long-term estimates of survival for known-age young emphasizes the importance of selecting an appropriate hoof-growth equation and appropriately defining intervals (i

  17. Estimation of some stochastic models used in reliability engineering

    International Nuclear Information System (INIS)

    Huovinen, T.

    1989-04-01

    The work aims to study the estimation of some stochastic models used in reliability engineering. In reliability engineering continuous probability distributions have been used as models for the lifetime of technical components. We consider here the following distributions: exponential, 2-mixture exponential, conditional exponential, Weibull, lognormal and gamma. Maximum likelihood method is used to estimate distributions from observed data which may be either complete or censored. We consider models based on homogeneous Poisson processes such as gamma-poisson and lognormal-poisson models for analysis of failure intensity. We study also a beta-binomial model for analysis of failure probability. The estimators of the parameters for three models are estimated by the matching moments method and in the case of gamma-poisson and beta-binomial models also by maximum likelihood method. A great deal of mathematical or statistical problems that arise in reliability engineering can be solved by utilizing point processes. Here we consider the statistical analysis of non-homogeneous Poisson processes to describe the failing phenomena of a set of components with a Weibull intensity function. We use the method of maximum likelihood to estimate the parameters of the Weibull model. A common cause failure can seriously reduce the reliability of a system. We consider a binomial failure rate (BFR) model as an application of the marked point processes for modelling common cause failure in a system. The parameters of the binomial failure rate model are estimated with the maximum likelihood method

  18. Efficient estimation of semiparametric copula models for bivariate survival data

    KAUST Repository

    Cheng, Guang

    2014-01-01

    A semiparametric copula model for bivariate survival data is characterized by a parametric copula model of dependence and nonparametric models of two marginal survival functions. Efficient estimation for the semiparametric copula model has been recently studied for the complete data case. When the survival data are censored, semiparametric efficient estimation has only been considered for some specific copula models such as the Gaussian copulas. In this paper, we obtain the semiparametric efficiency bound and efficient estimation for general semiparametric copula models for possibly censored data. We construct an approximate maximum likelihood estimator by approximating the log baseline hazard functions with spline functions. We show that our estimates of the copula dependence parameter and the survival functions are asymptotically normal and efficient. Simple consistent covariance estimators are also provided. Numerical results are used to illustrate the finite sample performance of the proposed estimators. © 2013 Elsevier Inc.

  19. Direct Importance Estimation with Gaussian Mixture Models

    Science.gov (United States)

    Yamada, Makoto; Sugiyama, Masashi

    The ratio of two probability densities is called the importance and its estimation has gathered a great deal of attention these days since the importance can be used for various data processing purposes. In this paper, we propose a new importance estimation method using Gaussian mixture models (GMMs). Our method is an extention of the Kullback-Leibler importance estimation procedure (KLIEP), an importance estimation method using linear or kernel models. An advantage of GMMs is that covariance matrices can also be learned through an expectation-maximization procedure, so the proposed method — which we call the Gaussian mixture KLIEP (GM-KLIEP) — is expected to work well when the true importance function has high correlation. Through experiments, we show the validity of the proposed approach.

  20. Uncertainty estimation of the velocity model for stations of the TrigNet GPS network

    Science.gov (United States)

    Hackl, M.; Malservisi, R.; Hugentobler, U.

    2010-12-01

    Satellite based geodetic techniques - above all GPS - provide an outstanding tool to measure crustal motions. They are widely used to derive geodetic velocity models that are applied in geodynamics to determine rotations of tectonic blocks, to localize active geological features, and to estimate rheological properties of the crust and the underlying asthenosphere. However, it is not a trivial task to derive GPS velocities and their uncertainties from positioning time series. In general time series are assumed to be represented by linear models (sometimes offsets, annual, and semi-annual signals are included) and noise. It has been shown that error models accounting only for white noise tend to underestimate the uncertainties of rates derived from long time series and that different colored noise components (flicker noise, random walk, etc.) need to be considered. However, a thorough error analysis including power spectra analyses and maximum likelihood estimates is computationally expensive and is usually not carried out for every site, but the uncertainties are scaled by latitude dependent factors. Analyses of the South Africa continuous GPS network TrigNet indicate that the scaled uncertainties overestimate the velocity errors. So we applied a method similar to the Allan Variance that is commonly used in the estimation of clock uncertainties and is able to account for time dependent probability density functions (colored noise) to the TrigNet time series. Comparisons with synthetic data show that the noise can be represented quite well by a power law model in combination with a seasonal signal in agreement with previous studies, which allows for a reliable estimation of the velocity error. Finally, we compared these estimates to the results obtained by spectral analyses using CATS. Small differences may originate from non-normal distribution of the noise.

  1. Evaluation of some infiltration models and hydraulic parameters

    International Nuclear Information System (INIS)

    Haghighi, F.; Gorji, M.; Shorafa, M.; Sarmadian, F.; Mohammadi, M. H.

    2010-01-01

    The evaluation of infiltration characteristics and some parameters of infiltration models such as sorptivity and final steady infiltration rate in soils are important in agriculture. The aim of this study was to evaluate some of the most common models used to estimate final soil infiltration rate. The equality of final infiltration rate with saturated hydraulic conductivity (Ks) was also tested. Moreover, values of the estimated sorptivity from the Philips model were compared to estimates by selected pedotransfer functions (PTFs). The infiltration experiments used the doublering method on soils with two different land uses in the Taleghan watershed of Tehran province, Iran, from September to October, 2007. The infiltration models of Kostiakov-Lewis, Philip two-term and Horton were fitted to observed infiltration data. Some parameters of the models and the coefficient of determination goodness of fit were estimated using MATLAB software. The results showed that, based on comparing measured and model-estimated infiltration rate using root mean squared error (RMSE), Hortons model gave the best prediction of final infiltration rate in the experimental area. Laboratory measured Ks values gave significant differences and higher values than estimated final infiltration rates from the selected models. The estimated final infiltration rate was not equal to laboratory measured Ks values in the study area. Moreover, the estimated sorptivity factor by Philips model was significantly different to those estimated by selected PTFs. It is suggested that the applicability of PTFs is limited to specific, similar conditions. (Author) 37 refs.

  2. Estimators for longitudinal latent exposure models: examining measurement model assumptions.

    Science.gov (United States)

    Sánchez, Brisa N; Kim, Sehee; Sammel, Mary D

    2017-06-15

    Latent variable (LV) models are increasingly being used in environmental epidemiology as a way to summarize multiple environmental exposures and thus minimize statistical concerns that arise in multiple regression. LV models may be especially useful when multivariate exposures are collected repeatedly over time. LV models can accommodate a variety of assumptions but, at the same time, present the user with many choices for model specification particularly in the case of exposure data collected repeatedly over time. For instance, the user could assume conditional independence of observed exposure biomarkers given the latent exposure and, in the case of longitudinal latent exposure variables, time invariance of the measurement model. Choosing which assumptions to relax is not always straightforward. We were motivated by a study of prenatal lead exposure and mental development, where assumptions of the measurement model for the time-changing longitudinal exposure have appreciable impact on (maximum-likelihood) inferences about the health effects of lead exposure. Although we were not particularly interested in characterizing the change of the LV itself, imposing a longitudinal LV structure on the repeated multivariate exposure measures could result in high efficiency gains for the exposure-disease association. We examine the biases of maximum likelihood estimators when assumptions about the measurement model for the longitudinal latent exposure variable are violated. We adapt existing instrumental variable estimators to the case of longitudinal exposures and propose them as an alternative to estimate the health effects of a time-changing latent predictor. We show that instrumental variable estimators remain unbiased for a wide range of data generating models and have advantages in terms of mean squared error. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

  3. Estimation of a multivariate mean under model selection uncertainty

    Directory of Open Access Journals (Sweden)

    Georges Nguefack-Tsague

    2014-05-01

    Full Text Available Model selection uncertainty would occur if we selected a model based on one data set and subsequently applied it for statistical inferences, because the "correct" model would not be selected with certainty.  When the selection and inference are based on the same dataset, some additional problems arise due to the correlation of the two stages (selection and inference. In this paper model selection uncertainty is considered and model averaging is proposed. The proposal is related to the theory of James and Stein of estimating more than three parameters from independent normal observations. We suggest that a model averaging scheme taking into account the selection procedure could be more appropriate than model selection alone. Some properties of this model averaging estimator are investigated; in particular we show using Stein's results that it is a minimax estimator and can outperform Stein-type estimators.

  4. Parameter Estimation of Nonlinear Models in Forestry.

    OpenAIRE

    Fekedulegn, Desta; Mac Siúrtáin, Máirtín Pádraig; Colbert, Jim J.

    1999-01-01

    Partial derivatives of the negative exponential, monomolecular, Mitcherlich, Gompertz, logistic, Chapman-Richards, von Bertalanffy, Weibull and the Richard’s nonlinear growth models are presented. The application of these partial derivatives in estimating the model parameters is illustrated. The parameters are estimated using the Marquardt iterative method of nonlinear regression relating top height to age of Norway spruce (Picea abies L.) from the Bowmont Norway Spruce Thinnin...

  5. Efficient Estimation of Non-Linear Dynamic Panel Data Models with Application to Smooth Transition Models

    DEFF Research Database (Denmark)

    Gørgens, Tue; Skeels, Christopher L.; Wurtz, Allan

    This paper explores estimation of a class of non-linear dynamic panel data models with additive unobserved individual-specific effects. The models are specified by moment restrictions. The class includes the panel data AR(p) model and panel smooth transition models. We derive an efficient set...... of moment restrictions for estimation and apply the results to estimation of panel smooth transition models with fixed effects, where the transition may be determined endogenously. The performance of the GMM estimator, both in terms of estimation precision and forecasting performance, is examined in a Monte...

  6. A Modelling Framework for estimating Road Segment Based On-Board Vehicle Emissions

    International Nuclear Information System (INIS)

    Lin-Jun, Yu; Ya-Lan, Liu; Yu-Huan, Ren; Zhong-Ren, Peng; Meng, Liu Meng

    2014-01-01

    Traditional traffic emission inventory models aim to provide overall emissions at regional level which cannot meet planners' demand for detailed and accurate traffic emissions information at the road segment level. Therefore, a road segment-based emission model for estimating light duty vehicle emissions is proposed, where floating car technology is used to collect information of traffic condition of roads. The employed analysis framework consists of three major modules: the Average Speed and the Average Acceleration Module (ASAAM), the Traffic Flow Estimation Module (TFEM) and the Traffic Emission Module (TEM). The ASAAM is used to obtain the average speed and the average acceleration of the fleet on each road segment using FCD. The TFEM is designed to estimate the traffic flow of each road segment in a given period, based on the speed-flow relationship and traffic flow spatial distribution. Finally, the TEM estimates emissions from each road segment, based on the results of previous two modules. Hourly on-road light-duty vehicle emissions for each road segment in Shenzhen's traffic network are obtained using this analysis framework. The temporal-spatial distribution patterns of the pollutant emissions of road segments are also summarized. The results show high emission road segments cluster in several important regions in Shenzhen. Also, road segments emit more emissions during rush hours than other periods. The presented case study demonstrates that the proposed approach is feasible and easy-to-use to help planners make informed decisions by providing detailed road segment-based emission information

  7. Estimating Classification Errors Under Edit Restrictions in Composite Survey-Register Data Using Multiple Imputation Latent Class Modelling (MILC

    Directory of Open Access Journals (Sweden)

    Boeschoten Laura

    2017-12-01

    Full Text Available Both registers and surveys can contain classification errors. These errors can be estimated by making use of a composite data set. We propose a new method based on latent class modelling to estimate the number of classification errors across several sources while taking into account impossible combinations with scores on other variables. Furthermore, the latent class model, by multiply imputing a new variable, enhances the quality of statistics based on the composite data set. The performance of this method is investigated by a simulation study, which shows that whether or not the method can be applied depends on the entropy R2 of the latent class model and the type of analysis a researcher is planning to do. Finally, the method is applied to public data from Statistics Netherlands.

  8. Modeling and Parameter Estimation of a Small Wind Generation System

    Directory of Open Access Journals (Sweden)

    Carlos A. Ramírez Gómez

    2013-11-01

    Full Text Available The modeling and parameter estimation of a small wind generation system is presented in this paper. The system consists of a wind turbine, a permanent magnet synchronous generator, a three phase rectifier, and a direct current load. In order to estimate the parameters wind speed data are registered in a weather station located in the Fraternidad Campus at ITM. Wind speed data were applied to a reference model programed with PSIM software. From that simulation, variables were registered to estimate the parameters. The wind generation system model together with the estimated parameters is an excellent representation of the detailed model, but the estimated model offers a higher flexibility than the programed model in PSIM software.

  9. Estimating Lead (Pb) Bioavailability In A Mouse Model

    Science.gov (United States)

    Children are exposed to Pb through ingestion of Pb-contaminated soil. Soil Pb bioavailability is estimated using animal models or with chemically defined in vitro assays that measure bioaccessibility. However, bioavailability estimates in a large animal model (e.g., swine) can be...

  10. Information matrix estimation procedures for cognitive diagnostic models.

    Science.gov (United States)

    Liu, Yanlou; Xin, Tao; Andersson, Björn; Tian, Wei

    2018-03-06

    Two new methods to estimate the asymptotic covariance matrix for marginal maximum likelihood estimation of cognitive diagnosis models (CDMs), the inverse of the observed information matrix and the sandwich-type estimator, are introduced. Unlike several previous covariance matrix estimators, the new methods take into account both the item and structural parameters. The relationships between the observed information matrix, the empirical cross-product information matrix, the sandwich-type covariance matrix and the two approaches proposed by de la Torre (2009, J. Educ. Behav. Stat., 34, 115) are discussed. Simulation results show that, for a correctly specified CDM and Q-matrix or with a slightly misspecified probability model, the observed information matrix and the sandwich-type covariance matrix exhibit good performance with respect to providing consistent standard errors of item parameter estimates. However, with substantial model misspecification only the sandwich-type covariance matrix exhibits robust performance. © 2018 The British Psychological Society.

  11. Support to LANL: Cost estimation. Final report

    International Nuclear Information System (INIS)

    1993-01-01

    This report summarizes the activities and progress by ICF Kaiser Engineers conducted on behalf of Los Alamos National Laboratories (LANL) for the US Department of Energy, Office of Waste Management (EM-33) in the area of improving methods for Cost Estimation. This work was conducted between October 1, 1992 and September 30, 1993. ICF Kaiser Engineers supported LANL in providing the Office of Waste Management with planning and document preparation services for a Cost and Schedule Estimating Guide (Guide). The intent of the Guide was to use Activity-Based Cost (ABC) estimation as a basic method in preparing cost estimates for DOE planning and budgeting documents, including Activity Data Sheets (ADSs), which form the basis for the Five Year Plan document. Prior to the initiation of the present contract with LANL, ICF Kaiser Engineers was tasked to initiate planning efforts directed toward a Guide. This work, accomplished from June to September, 1992, included visits to eight DOE field offices and consultation with DOE Headquarters staff to determine the need for a Guide, the desired contents of a Guide, and the types of ABC estimation methods and documentation requirements that would be compatible with current or potential practices and expertise in existence at DOE field offices and their contractors

  12. State-of-charge inconsistency estimation of lithium-ion battery pack using mean-difference model and extended Kalman filter

    Science.gov (United States)

    Zheng, Yuejiu; Gao, Wenkai; Ouyang, Minggao; Lu, Languang; Zhou, Long; Han, Xuebing

    2018-04-01

    State-of-charge (SOC) inconsistency impacts the power, durability and safety of the battery pack. Therefore, it is necessary to measure the SOC inconsistency of the battery pack with good accuracy. We explore a novel method for modeling and estimating the SOC inconsistency of lithium-ion (Li-ion) battery pack with low computation effort. In this method, a second-order RC model is selected as the cell mean model (CMM) to represent the overall performance of the battery pack. A hypothetical Rint model is employed as the cell difference model (CDM) to evaluate the SOC difference. The parameters of mean-difference model (MDM) are identified with particle swarm optimization (PSO). Subsequently, the mean SOC and the cell SOC differences are estimated by using extended Kalman filter (EKF). Finally, we conduct an experiment on a small Li-ion battery pack with twelve cells connected in series. The results show that the evaluated SOC difference is capable of tracking the changing of actual value after a quick convergence.

  13. Efficient estimation of an additive quantile regression model

    NARCIS (Netherlands)

    Cheng, Y.; de Gooijer, J.G.; Zerom, D.

    2011-01-01

    In this paper, two non-parametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a more viable alternative to existing kernel-based approaches. The second estimator

  14. Perspectives on Modelling BIM-enabled Estimating Practices

    Directory of Open Access Journals (Sweden)

    Willy Sher

    2014-12-01

    Full Text Available BIM-enabled estimating processes do not replace or provide a substitute for the traditional approaches used in the architecture, engineering and construction industries. This paper explores the impact of BIM on these traditional processes.  It identifies differences between the approaches used with BIM and other conventional methods, and between the various construction professionals that prepare estimates. We interviewed 17 construction professionals from client organizations, contracting organizations, consulting practices and specialist-project firms. Our analyses highlight several logical relationships between estimating processes and BIM attributes. Estimators need to respond to the challenges BIM poses to traditional estimating practices. BIM-enabled estimating circumvents long-established conventions and traditional approaches, and focuses on data management.  Consideration needs to be given to the model data required for estimating, to the means by which these data may be harnessed when exported, to the means by which the integrity of model data are protected, to the creation and management of tools that work effectively and efficiently in multi-disciplinary settings, and to approaches that narrow the gap between virtual reality and actual reality.  Areas for future research are also identified in the paper.

  15. A hierarchical estimator development for estimation of tire-road friction coefficient.

    Directory of Open Access Journals (Sweden)

    Xudong Zhang

    Full Text Available The effect of vehicle active safety systems is subject to the friction force arising from the contact of tires and the road surface. Therefore, an adequate knowledge of the tire-road friction coefficient is of great importance to achieve a good performance of these control systems. This paper presents a tire-road friction coefficient estimation method for an advanced vehicle configuration, four-motorized-wheel electric vehicles, in which the longitudinal tire force is easily obtained. A hierarchical structure is adopted for the proposed estimation design. An upper estimator is developed based on unscented Kalman filter to estimate vehicle state information, while a hybrid estimation method is applied as the lower estimator to identify the tire-road friction coefficient using general regression neural network (GRNN and Bayes' theorem. GRNN aims at detecting road friction coefficient under small excitations, which are the most common situations in daily driving. GRNN is able to accurately create a mapping from input parameters to the friction coefficient, avoiding storing an entire complex tire model. As for large excitations, the estimation algorithm is based on Bayes' theorem and a simplified "magic formula" tire model. The integrated estimation method is established by the combination of the above-mentioned estimators. Finally, the simulations based on a high-fidelity CarSim vehicle model are carried out on different road surfaces and driving maneuvers to verify the effectiveness of the proposed estimation method.

  16. A hierarchical estimator development for estimation of tire-road friction coefficient.

    Science.gov (United States)

    Zhang, Xudong; Göhlich, Dietmar

    2017-01-01

    The effect of vehicle active safety systems is subject to the friction force arising from the contact of tires and the road surface. Therefore, an adequate knowledge of the tire-road friction coefficient is of great importance to achieve a good performance of these control systems. This paper presents a tire-road friction coefficient estimation method for an advanced vehicle configuration, four-motorized-wheel electric vehicles, in which the longitudinal tire force is easily obtained. A hierarchical structure is adopted for the proposed estimation design. An upper estimator is developed based on unscented Kalman filter to estimate vehicle state information, while a hybrid estimation method is applied as the lower estimator to identify the tire-road friction coefficient using general regression neural network (GRNN) and Bayes' theorem. GRNN aims at detecting road friction coefficient under small excitations, which are the most common situations in daily driving. GRNN is able to accurately create a mapping from input parameters to the friction coefficient, avoiding storing an entire complex tire model. As for large excitations, the estimation algorithm is based on Bayes' theorem and a simplified "magic formula" tire model. The integrated estimation method is established by the combination of the above-mentioned estimators. Finally, the simulations based on a high-fidelity CarSim vehicle model are carried out on different road surfaces and driving maneuvers to verify the effectiveness of the proposed estimation method.

  17. 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.

  18. Advanced fuel cycle cost estimation model and its cost estimation results for three nuclear fuel cycles using a dynamic model in Korea

    Energy Technology Data Exchange (ETDEWEB)

    Kim, Sungki, E-mail: sgkim1@kaeri.re.kr [Korea Atomic Energy Research Institute, 1045 Daedeokdaero, Yuseong-gu, Daejeon 305-353 (Korea, Republic of); Ko, Wonil [Korea Atomic Energy Research Institute, 1045 Daedeokdaero, Yuseong-gu, Daejeon 305-353 (Korea, Republic of); Youn, Saerom; Gao, Ruxing [University of Science and Technology, 217 Gajungro, Yuseong-gu, Daejeon 305-350 (Korea, Republic of); Bang, Sungsig, E-mail: ssbang@kaist.ac.kr [Korea Advanced Institute of Science and Technology, Department of Business and Technology Management, 291 Deahak-ro, Yuseong-gu, Daejeon 305-701 (Korea, Republic of)

    2015-11-15

    Highlights: • The nuclear fuel cycle cost using a new cost estimation model was analyzed. • The material flows of three nuclear fuel cycle options were calculated. • The generation cost of once-through was estimated to be 66.88 mills/kW h. • The generation cost of pyro-SFR recycling was estimated to be 78.06 mills/kW h. • The reactor cost was identified as the main cost driver of pyro-SFR recycling. - Abstract: The present study analyzes advanced nuclear fuel cycle cost estimation models such as the different discount rate model and its cost estimation results. To do so, an analysis of the nuclear fuel cycle cost of three options (direct disposal (once through), PWR–MOX (Mixed OXide fuel), and Pyro-SFR (Sodium-cooled Fast Reactor)) from the viewpoint of economic sense, focusing on the cost estimation model, was conducted using a dynamic model. From an analysis of the fuel cycle cost estimation results, it was found that some cost gap exists between the traditional same discount rate model and the advanced different discount rate model. However, this gap does not change the priority of the nuclear fuel cycle option from the viewpoint of economics. In addition, the fuel cycle costs of OT (Once-Through) and Pyro-SFR recycling based on the most likely value using a probabilistic cost estimation except for reactor costs were calculated to be 8.75 mills/kW h and 8.30 mills/kW h, respectively. Namely, the Pyro-SFR recycling option was more economical than the direct disposal option. However, if the reactor cost is considered, the economic sense in the generation cost between the two options (direct disposal vs. Pyro-SFR recycling) can be changed because of the high reactor cost of an SFR.

  19. Data-Driven Robust RVFLNs Modeling of a Blast Furnace Iron-Making Process Using Cauchy Distribution Weighted M-Estimation

    Energy Technology Data Exchange (ETDEWEB)

    Zhou, Ping; Lv, Youbin; Wang, Hong; Chai, Tianyou

    2017-09-01

    Optimal operation of a practical blast furnace (BF) ironmaking process depends largely on a good measurement of molten iron quality (MIQ) indices. However, measuring the MIQ online is not feasible using the available techniques. In this paper, a novel data-driven robust modeling is proposed for online estimation of MIQ using improved random vector functional-link networks (RVFLNs). Since the output weights of traditional RVFLNs are obtained by the least squares approach, a robustness problem may occur when the training dataset is contaminated with outliers. This affects the modeling accuracy of RVFLNs. To solve this problem, a Cauchy distribution weighted M-estimation based robust RFVLNs is proposed. Since the weights of different outlier data are properly determined by the Cauchy distribution, their corresponding contribution on modeling can be properly distinguished. Thus robust and better modeling results can be achieved. Moreover, given that the BF is a complex nonlinear system with numerous coupling variables, the data-driven canonical correlation analysis is employed to identify the most influential components from multitudinous factors that affect the MIQ indices to reduce the model dimension. Finally, experiments using industrial data and comparative studies have demonstrated that the obtained model produces a better modeling and estimating accuracy and stronger robustness than other modeling methods.

  20. Test models for improving filtering with model errors through stochastic parameter estimation

    International Nuclear Information System (INIS)

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

    2010-01-01

    The filtering skill for turbulent signals from nature is often limited by model errors created by utilizing an imperfect model for filtering. Updating the parameters in the imperfect model through stochastic parameter estimation is one way to increase filtering skill and model performance. Here a suite of stringent test models for filtering with stochastic parameter estimation is developed based on the Stochastic Parameterization Extended Kalman Filter (SPEKF). These new SPEKF-algorithms systematically correct both multiplicative and additive biases and involve exact formulas for propagating the mean and covariance including the parameters in the test model. A comprehensive study is presented of robust parameter regimes for increasing filtering skill through stochastic parameter estimation for turbulent signals as the observation time and observation noise are varied and even when the forcing is incorrectly specified. The results here provide useful guidelines for filtering turbulent signals in more complex systems with significant model errors.

  1. Optimal covariance selection for estimation using graphical models

    OpenAIRE

    Vichik, Sergey; Oshman, Yaakov

    2011-01-01

    We consider a problem encountered when trying to estimate a Gaussian random field using a distributed estimation approach based on Gaussian graphical models. Because of constraints imposed by estimation tools used in Gaussian graphical models, the a priori covariance of the random field is constrained to embed conditional independence constraints among a significant number of variables. The problem is, then: given the (unconstrained) a priori covariance of the random field, and the conditiona...

  2. Estimating Canopy Dark Respiration for Crop Models

    Science.gov (United States)

    Monje Mejia, Oscar Alberto

    2014-01-01

    Crop production is obtained from accurate estimates of daily carbon gain.Canopy gross photosynthesis (Pgross) can be estimated from biochemical models of photosynthesis using sun and shaded leaf portions and the amount of intercepted photosyntheticallyactive radiation (PAR).In turn, canopy daily net carbon gain can be estimated from canopy daily gross photosynthesis when canopy dark respiration (Rd) is known.

  3. Estimation model for evaporative emissions from gasoline vehicles based on thermodynamics.

    Science.gov (United States)

    Hata, Hiroo; Yamada, Hiroyuki; Kokuryo, Kazuo; Okada, Megumi; Funakubo, Chikage; Tonokura, Kenichi

    2018-03-15

    In this study, we conducted seven-day diurnal breathing loss (DBL) tests on gasoline vehicles. We propose a model based on the theory of thermodynamics that can represent the experimental results of the current and previous studies. The experiments were performed using 14 physical parameters to determine the dependence of total emissions on temperature, fuel tank fill, and fuel vapor pressure. In most cases, total emissions after an apparent breakthrough were proportional to the difference between minimum and maximum environmental temperatures during the day, fuel tank empty space, and fuel vapor pressure. Volatile organic compounds (VOCs) were measured using a Gas Chromatography Mass Spectrometer and Flame Ionization Detector (GC-MS/FID) to determine the Ozone Formation Potential (OFP) of after-breakthrough gas emitted to the atmosphere. Using the experimental results, we constructed a thermodynamic model for estimating the amount of evaporative emissions after a fully saturated canister breakthrough occurred, and a comparison between the thermodynamic model and previous models was made. Finally, the total annual evaporative emissions and OFP in Japan were determined and compared by each model. Copyright © 2017 Elsevier B.V. All rights reserved.

  4. Estimation methods for nonlinear state-space models in ecology

    DEFF Research Database (Denmark)

    Pedersen, Martin Wæver; Berg, Casper Willestofte; Thygesen, Uffe Høgsbro

    2011-01-01

    The use of nonlinear state-space models for analyzing ecological systems is increasing. A wide range of estimation methods for such models are available to ecologists, however it is not always clear, which is the appropriate method to choose. To this end, three approaches to estimation in the theta...... logistic model for population dynamics were benchmarked by Wang (2007). Similarly, we examine and compare the estimation performance of three alternative methods using simulated data. The first approach is to partition the state-space into a finite number of states and formulate the problem as a hidden...... Markov model (HMM). The second method uses the mixed effects modeling and fast numerical integration framework of the AD Model Builder (ADMB) open-source software. The third alternative is to use the popular Bayesian framework of BUGS. The study showed that state and parameter estimation performance...

  5. 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.

  6. Automotive advertising copy test. Final report. [Mileage estimates

    Energy Technology Data Exchange (ETDEWEB)

    1984-10-01

    The purpose of this research project was to explore the following issues: (1) mileage recall/recognition of miles per gallon/highway mileage estimates in print ads by advertisement readers; (2) determine consumer expectations and believability of advertised mileage guidelines; (3) measure recall/comprehension of mileage disclaimers; and (4) determine how consumers utilize published mileage estimates. The evidence from this study points to a public which is quite familiar with the EPA mileage estimates, in terms of using them as guidelines and in finding them to be helpful. Most adults also appear to be knowledgeable about factors which can affect car performance and, therefore, anticipate that, within certain tolerances, their actual mileage will differ from the EPA estimates. Although the consumer has been educated regarding fuel estimates, there is a very strong suggestion from this research that typical automobile print advertising does a less than an effective job in generating awareness of specific EPA estimates as well as their attendant disclaimer. Copy strategy and execution have a critical impact on recall of the EPA mileage estimates. 18 tables.

  7. Functional Mixed Effects Model for Small Area Estimation.

    Science.gov (United States)

    Maiti, Tapabrata; Sinha, Samiran; Zhong, Ping-Shou

    2016-09-01

    Functional data analysis has become an important area of research due to its ability of handling high dimensional and complex data structures. However, the development is limited in the context of linear mixed effect models, and in particular, for small area estimation. The linear mixed effect models are the backbone of small area estimation. In this article, we consider area level data, and fit a varying coefficient linear mixed effect model where the varying coefficients are semi-parametrically modeled via B-splines. We propose a method of estimating the fixed effect parameters and consider prediction of random effects that can be implemented using a standard software. For measuring prediction uncertainties, we derive an analytical expression for the mean squared errors, and propose a method of estimating the mean squared errors. The procedure is illustrated via a real data example, and operating characteristics of the method are judged using finite sample simulation studies.

  8. Differences among estimates of critical power and anaerobic work capacity derived from five mathematical models and the three-minute all-out test.

    Science.gov (United States)

    Bergstrom, Haley C; Housh, Terry J; Zuniga, Jorge M; Traylor, Daniel A; Lewis, Robert W; Camic, Clayton L; Schmidt, Richard J; Johnson, Glen O

    2014-03-01

    Estimates of critical power (CP) and anaerobic work capacity (AWC) from the power output vs. time relationship have been derived from various mathematical models. The purpose of this study was to examine estimates of CP and AWC from the multiple work bout, 2- and 3-parameter models, and those from the 3-minute all-out CP (CP3min) test. Nine college-aged subjects performed a maximal incremental test to determine the peak oxygen consumption rate and the gas exchange threshold. On separate days, each subject completed 4 randomly ordered constant power output rides to exhaustion to estimate CP and AWC from 5 regression models (2 linear, 2 nonlinear, and 1 exponential). During the final visit, CP and AWC were estimated from the CP3min test. The nonlinear 3-parameter (Nonlinear-3) model produced the lowest estimate of CP. The exponential (EXP) model and the CP3min test were not statistically different and produced the highest estimates of CP. Critical power estimated from the Nonlinear-3 model was 14% less than those from the EXP model and the CP3min test and 4-6% less than those from the linear models. Furthermore, the Nonlinear-3 and nonlinear 2-parameter (Nonlinear-2) models produced significantly greater estimates of AWC than did the linear models and CP3min. The current findings suggested that the Nonlinear-3 model may provide estimates of CP and AWC that more accurately reflect the asymptote of the power output vs. time relationship, the demarcation of the heavy and severe exercise intensity domains, and anaerobic capabilities than will the linear models and CP3min test.

  9. Consistency in Estimation and Model Selection of Dynamic Panel Data Models with Fixed Effects

    Directory of Open Access Journals (Sweden)

    Guangjie Li

    2015-07-01

    Full Text Available We examine the relationship between consistent parameter estimation and model selection for autoregressive panel data models with fixed effects. We find that the transformation of fixed effects proposed by Lancaster (2002 does not necessarily lead to consistent estimation of common parameters when some true exogenous regressors are excluded. We propose a data dependent way to specify the prior of the autoregressive coefficient and argue for comparing different model specifications before parameter estimation. Model selection properties of Bayes factors and Bayesian information criterion (BIC are investigated. When model uncertainty is substantial, we recommend the use of Bayesian Model Averaging to obtain point estimators with lower root mean squared errors (RMSE. We also study the implications of different levels of inclusion probabilities by simulations.

  10. Weibull Parameters Estimation Based on Physics of Failure Model

    DEFF Research Database (Denmark)

    Kostandyan, Erik; Sørensen, John Dalsgaard

    2012-01-01

    Reliability estimation procedures are discussed for the example of fatigue development in solder joints using a physics of failure model. The accumulated damage is estimated based on a physics of failure model, the Rainflow counting algorithm and the Miner’s rule. A threshold model is used...... for degradation modeling and failure criteria determination. The time dependent accumulated damage is assumed linearly proportional to the time dependent degradation level. It is observed that the deterministic accumulated damage at the level of unity closely estimates the characteristic fatigue life of Weibull...

  11. Estimating varying coefficients for partial differential equation models.

    Science.gov (United States)

    Zhang, Xinyu; Cao, Jiguo; Carroll, Raymond J

    2017-09-01

    Partial differential equations (PDEs) are used to model complex dynamical systems in multiple dimensions, and their parameters often have important scientific interpretations. In some applications, PDE parameters are not constant but can change depending on the values of covariates, a feature that we call varying coefficients. We propose a parameter cascading method to estimate varying coefficients in PDE models from noisy data. Our estimates of the varying coefficients are shown to be consistent and asymptotically normally distributed. The performance of our method is evaluated by a simulation study and by an empirical study estimating three varying coefficients in a PDE model arising from LIDAR data. © 2017, The International Biometric Society.

  12. Two-stage estimation in copula models used in family studies

    DEFF Research Database (Denmark)

    Andersen, Elisabeth Anne Wreford

    2005-01-01

    by Shih and Louis (Biometrics vol. 51, pp. 1384-1399, 1995b) and Glidden (Lifetime Data Analysis vol. 6, pp. 141-156, 2000). Because register based family studies often involve very large cohorts a method for analysing a sampled cohort is also derived together with the asymptotic properties...... of the estimators. The proposed methods are studied in simulations and the estimators are found to be highly efficient. Finally, the methods are applied to a study of mortality in twins....

  13. Parameter Estimates in Differential Equation Models for Chemical Kinetics

    Science.gov (United States)

    Winkel, Brian

    2011-01-01

    We discuss the need for devoting time in differential equations courses to modelling and the completion of the modelling process with efforts to estimate the parameters in the models using data. We estimate the parameters present in several differential equation models of chemical reactions of order n, where n = 0, 1, 2, and apply more general…

  14. Applicability of models to estimate traffic noise for urban roads.

    Science.gov (United States)

    Melo, Ricardo A; Pimentel, Roberto L; Lacerda, Diego M; Silva, Wekisley M

    2015-01-01

    Traffic noise is a highly relevant environmental impact in cities. Models to estimate traffic noise, in turn, can be useful tools to guide mitigation measures. In this paper, the applicability of models to estimate noise levels produced by a continuous flow of vehicles on urban roads is investigated. The aim is to identify which models are more appropriate to estimate traffic noise in urban areas since several models available were conceived to estimate noise from highway traffic. First, measurements of traffic noise, vehicle count and speed were carried out in five arterial urban roads of a brazilian city. Together with geometric measurements of width of lanes and distance from noise meter to lanes, these data were input in several models to estimate traffic noise. The predicted noise levels were then compared to the respective measured counterparts for each road investigated. In addition, a chart showing mean differences in noise between estimations and measurements is presented, to evaluate the overall performance of the models. Measured Leq values varied from 69 to 79 dB(A) for traffic flows varying from 1618 to 5220 vehicles/h. Mean noise level differences between estimations and measurements for all urban roads investigated ranged from -3.5 to 5.5 dB(A). According to the results, deficiencies of some models are discussed while other models are identified as applicable to noise estimations on urban roads in a condition of continuous flow. Key issues to apply such models to urban roads are highlighted.

  15. Are individual based models a suitable approach to estimate population vulnerability? - a case study

    Directory of Open Access Journals (Sweden)

    Eva Maria Griebeler

    2011-04-01

    Full Text Available European populations of the Large Blue Butterfly Maculinea arion have experienced severe declines in the last decades, especially in the northern part of the species range. This endangered lycaenid butterfly needs two resources for development: flower buds of specific plants (Thymus spp., Origanum vulgare, on which young caterpillars briefly feed, and red ants of the genus Myrmica, whose nests support caterpillars during a prolonged final instar. I present an analytically solvable deterministic model to estimate the vulnerability of populations of M. arion. Results obtained from the sensitivity analysis of this mathematical model (MM are contrasted to the respective results that had been derived from a spatially explicit individual based model (IBM for this butterfly. I demonstrate that details in landscape configuration which are neglected by the MM but are easily taken into consideration by the IBM result in a different degree of intraspecific competition of caterpillars on flower buds and within host ant nests. The resulting differences in mortalities of caterpillars lead to erroneous estimates of the extinction risk of a butterfly population living in habitat with low food plant coverage and low abundance in host ant nests. This observation favors the use of an individual based modeling approach over the deterministic approach at least for the management of this threatened butterfly.

  16. Temporal rainfall estimation using input data reduction and model inversion

    Science.gov (United States)

    Wright, A. J.; Vrugt, J. A.; Walker, J. P.; Pauwels, V. R. N.

    2016-12-01

    Floods are devastating natural hazards. To provide accurate, precise and timely flood forecasts there is a need to understand the uncertainties associated with temporal rainfall and model parameters. The estimation of temporal rainfall and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of rainfall input to be considered when estimating model parameters and provides the ability to estimate rainfall from poorly gauged catchments. Current methods to estimate temporal rainfall distributions from streamflow are unable to adequately explain and invert complex non-linear hydrologic systems. This study uses the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia. The reduction of rainfall to DWT coefficients allows the input rainfall time series to be simultaneously estimated along with model parameters. The estimation process is conducted using multi-chain Markov chain Monte Carlo simulation with the DREAMZS algorithm. The use of a likelihood function that considers both rainfall and streamflow error allows for model parameter and temporal rainfall distributions to be estimated. Estimation of the wavelet approximation coefficients of lower order decomposition structures was able to estimate the most realistic temporal rainfall distributions. These rainfall estimates were all able to simulate streamflow that was superior to the results of a traditional calibration approach. It is shown that the choice of wavelet has a considerable impact on the robustness of the inversion. The results demonstrate that streamflow data contains sufficient information to estimate temporal rainfall and model parameter distributions. The extent and variance of rainfall time series that are able to simulate streamflow that is superior to that simulated by a traditional calibration approach is a

  17. Multi-objective optimization in quantum parameter estimation

    Science.gov (United States)

    Gong, BeiLi; Cui, Wei

    2018-04-01

    We investigate quantum parameter estimation based on linear and Kerr-type nonlinear controls in an open quantum system, and consider the dissipation rate as an unknown parameter. We show that while the precision of parameter estimation is improved, it usually introduces a significant deformation to the system state. Moreover, we propose a multi-objective model to optimize the two conflicting objectives: (1) maximizing the Fisher information, improving the parameter estimation precision, and (2) minimizing the deformation of the system state, which maintains its fidelity. Finally, simulations of a simplified ɛ-constrained model demonstrate the feasibility of the Hamiltonian control in improving the precision of the quantum parameter estimation.

  18. GLUE Based Uncertainty Estimation of Urban Drainage Modeling Using Weather Radar Precipitation Estimates

    DEFF Research Database (Denmark)

    Nielsen, Jesper Ellerbæk; Thorndahl, Søren Liedtke; Rasmussen, Michael R.

    2011-01-01

    Distributed weather radar precipitation measurements are used as rainfall input for an urban drainage model, to simulate the runoff from a small catchment of Denmark. It is demonstrated how the Generalized Likelihood Uncertainty Estimation (GLUE) methodology can be implemented and used to estimate...

  19. A multi-timescale estimator for battery state of charge and capacity dual estimation based on an online identified model

    International Nuclear Information System (INIS)

    Wei, Zhongbao; Zhao, Jiyun; Ji, Dongxu; Tseng, King Jet

    2017-01-01

    Highlights: •SOC and capacity are dually estimated with online adapted battery model. •Model identification and state dual estimate are fully decoupled. •Multiple timescales are used to improve estimation accuracy and stability. •The proposed method is verified with lab-scale experiments. •The proposed method is applicable to different battery chemistries. -- Abstract: Reliable online estimation of state of charge (SOC) and capacity is critically important for the battery management system (BMS). This paper presents a multi-timescale method for dual estimation of SOC and capacity with an online identified battery model. The model parameter estimator and the dual estimator are fully decoupled and executed with different timescales to improve the model accuracy and stability. Specifically, the model parameters are online adapted with the vector-type recursive least squares (VRLS) to address the different variation rates of them. Based on the online adapted battery model, the Kalman filter (KF)-based SOC estimator and RLS-based capacity estimator are formulated and integrated in the form of dual estimation. Experimental results suggest that the proposed method estimates the model parameters, SOC, and capacity in real time with fast convergence and high accuracy. Experiments on both lithium-ion battery and vanadium redox flow battery (VRB) verify the generality of the proposed method on multiple battery chemistries. The proposed method is also compared with other existing methods on the computational cost to reveal its superiority for practical application.

  20. Performances of some estimators of linear model with ...

    African Journals Online (AJOL)

    The estimators are compared by examing the finite properties of estimators namely; sum of biases, sum of absolute biases, sum of variances and sum of the mean squared error of the estimated parameter of the model. Results show that when the autocorrelation level is small (ρ=0.4), the MLGD estimator is best except when ...

  1. Estimation of unemployment rates using small area estimation model by combining time series and cross-sectional data

    Science.gov (United States)

    Muchlisoh, Siti; Kurnia, Anang; Notodiputro, Khairil Anwar; Mangku, I. Wayan

    2016-02-01

    Labor force surveys conducted over time by the rotating panel design have been carried out in many countries, including Indonesia. Labor force survey in Indonesia is regularly conducted by Statistics Indonesia (Badan Pusat Statistik-BPS) and has been known as the National Labor Force Survey (Sakernas). The main purpose of Sakernas is to obtain information about unemployment rates and its changes over time. Sakernas is a quarterly survey. The quarterly survey is designed only for estimating the parameters at the provincial level. The quarterly unemployment rate published by BPS (official statistics) is calculated based on only cross-sectional methods, despite the fact that the data is collected under rotating panel design. The study purpose to estimate a quarterly unemployment rate at the district level used small area estimation (SAE) model by combining time series and cross-sectional data. The study focused on the application and comparison between the Rao-Yu model and dynamic model in context estimating the unemployment rate based on a rotating panel survey. The goodness of fit of both models was almost similar. Both models produced an almost similar estimation and better than direct estimation, but the dynamic model was more capable than the Rao-Yu model to capture a heterogeneity across area, although it was reduced over time.

  2. Hydrological model uncertainty due to spatial evapotranspiration estimation methods

    Science.gov (United States)

    Yu, Xuan; Lamačová, Anna; Duffy, Christopher; Krám, Pavel; Hruška, Jakub

    2016-05-01

    Evapotranspiration (ET) continues to be a difficult process to estimate in seasonal and long-term water balances in catchment models. Approaches to estimate ET typically use vegetation parameters (e.g., leaf area index [LAI], interception capacity) obtained from field observation, remote sensing data, national or global land cover products, and/or simulated by ecosystem models. In this study we attempt to quantify the uncertainty that spatial evapotranspiration estimation introduces into hydrological simulations when the age of the forest is not precisely known. The Penn State Integrated Hydrologic Model (PIHM) was implemented for the Lysina headwater catchment, located 50°03‧N, 12°40‧E in the western part of the Czech Republic. The spatial forest patterns were digitized from forest age maps made available by the Czech Forest Administration. Two ET methods were implemented in the catchment model: the Biome-BGC forest growth sub-model (1-way coupled to PIHM) and with the fixed-seasonal LAI method. From these two approaches simulation scenarios were developed. We combined the estimated spatial forest age maps and two ET estimation methods to drive PIHM. A set of spatial hydrologic regime and streamflow regime indices were calculated from the modeling results for each method. Intercomparison of the hydrological responses to the spatial vegetation patterns suggested considerable variation in soil moisture and recharge and a small uncertainty in the groundwater table elevation and streamflow. The hydrologic modeling with ET estimated by Biome-BGC generated less uncertainty due to the plant physiology-based method. The implication of this research is that overall hydrologic variability induced by uncertain management practices was reduced by implementing vegetation models in the catchment models.

  3. A General Model for Estimating Macroevolutionary Landscapes.

    Science.gov (United States)

    Boucher, Florian C; Démery, Vincent; Conti, Elena; Harmon, Luke J; Uyeda, Josef

    2018-03-01

    The evolution of quantitative characters over long timescales is often studied using stochastic diffusion models. The current toolbox available to students of macroevolution is however limited to two main models: Brownian motion and the Ornstein-Uhlenbeck process, plus some of their extensions. Here, we present a very general model for inferring the dynamics of quantitative characters evolving under both random diffusion and deterministic forces of any possible shape and strength, which can accommodate interesting evolutionary scenarios like directional trends, disruptive selection, or macroevolutionary landscapes with multiple peaks. This model is based on a general partial differential equation widely used in statistical mechanics: the Fokker-Planck equation, also known in population genetics as the Kolmogorov forward equation. We thus call the model FPK, for Fokker-Planck-Kolmogorov. We first explain how this model can be used to describe macroevolutionary landscapes over which quantitative traits evolve and, more importantly, we detail how it can be fitted to empirical data. Using simulations, we show that the model has good behavior both in terms of discrimination from alternative models and in terms of parameter inference. We provide R code to fit the model to empirical data using either maximum-likelihood or Bayesian estimation, and illustrate the use of this code with two empirical examples of body mass evolution in mammals. FPK should greatly expand the set of macroevolutionary scenarios that can be studied since it opens the way to estimating macroevolutionary landscapes of any conceivable shape. [Adaptation; bounds; diffusion; FPK model; macroevolution; maximum-likelihood estimation; MCMC methods; phylogenetic comparative data; selection.].

  4. Estimation of rates-across-sites distributions in phylogenetic substitution models.

    Science.gov (United States)

    Susko, Edward; Field, Chris; Blouin, Christian; Roger, Andrew J

    2003-10-01

    Previous work has shown that it is often essential to account for the variation in rates at different sites in phylogenetic models in order to avoid phylogenetic artifacts such as long branch attraction. In most current models, the gamma distribution is used for the rates-across-sites distributions and is implemented as an equal-probability discrete gamma. In this article, we introduce discrete distribution estimates with large numbers of equally spaced rate categories allowing us to investigate the appropriateness of the gamma model. With large numbers of rate categories, these discrete estimates are flexible enough to approximate the shape of almost any distribution. Likelihood ratio statistical tests and a nonparametric bootstrap confidence-bound estimation procedure based on the discrete estimates are presented that can be used to test the fit of a parametric family. We applied the methodology to several different protein data sets, and found that although the gamma model often provides a good parametric model for this type of data, rate estimates from an equal-probability discrete gamma model with a small number of categories will tend to underestimate the largest rates. In cases when the gamma model assumption is in doubt, rate estimates coming from the discrete rate distribution estimate with a large number of rate categories provide a robust alternative to gamma estimates. An alternative implementation of the gamma distribution is proposed that, for equal numbers of rate categories, is computationally more efficient during optimization than the standard gamma implementation and can provide more accurate estimates of site rates.

  5. ADMIT: a toolbox for guaranteed model invalidation, estimation and qualitative-quantitative modeling.

    Science.gov (United States)

    Streif, Stefan; Savchenko, Anton; Rumschinski, Philipp; Borchers, Steffen; Findeisen, Rolf

    2012-05-01

    Often competing hypotheses for biochemical networks exist in the form of different mathematical models with unknown parameters. Considering available experimental data, it is then desired to reject model hypotheses that are inconsistent with the data, or to estimate the unknown parameters. However, these tasks are complicated because experimental data are typically sparse, uncertain, and are frequently only available in form of qualitative if-then observations. ADMIT (Analysis, Design and Model Invalidation Toolbox) is a MatLab(TM)-based tool for guaranteed model invalidation, state and parameter estimation. The toolbox allows the integration of quantitative measurement data, a priori knowledge of parameters and states, and qualitative information on the dynamic or steady-state behavior. A constraint satisfaction problem is automatically generated and algorithms are implemented for solving the desired estimation, invalidation or analysis tasks. The implemented methods built on convex relaxation and optimization and therefore provide guaranteed estimation results and certificates for invalidity. ADMIT, tutorials and illustrative examples are available free of charge for non-commercial use at http://ifatwww.et.uni-magdeburg.de/syst/ADMIT/

  6. Using satellite-based rainfall estimates for streamflow modelling: Bagmati Basin

    Science.gov (United States)

    Shrestha, M.S.; Artan, Guleid A.; Bajracharya, S.R.; Sharma, R. R.

    2008-01-01

    In this study, we have described a hydrologic modelling system that uses satellite-based rainfall estimates and weather forecast data for the Bagmati River Basin of Nepal. The hydrologic model described is the US Geological Survey (USGS) Geospatial Stream Flow Model (GeoSFM). The GeoSFM is a spatially semidistributed, physically based hydrologic model. We have used the GeoSFM to estimate the streamflow of the Bagmati Basin at Pandhera Dovan hydrometric station. To determine the hydrologic connectivity, we have used the USGS Hydro1k DEM dataset. The model was forced by daily estimates of rainfall and evapotranspiration derived from weather model data. The rainfall estimates used for the modelling are those produced by the National Oceanic and Atmospheric Administration Climate Prediction Centre and observed at ground rain gauge stations. The model parameters were estimated from globally available soil and land cover datasets – the Digital Soil Map of the World by FAO and the USGS Global Land Cover dataset. The model predicted the daily streamflow at Pandhera Dovan gauging station. The comparison of the simulated and observed flows at Pandhera Dovan showed that the GeoSFM model performed well in simulating the flows of the Bagmati Basin.

  7. Estimation and uncertainty of reversible Markov models.

    Science.gov (United States)

    Trendelkamp-Schroer, Benjamin; Wu, Hao; Paul, Fabian; Noé, Frank

    2015-11-07

    Reversibility is a key concept in Markov models and master-equation models of molecular kinetics. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model rely heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is, therefore, crucial to the successful application of the previously developed theory. In this work, we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference. All algorithms here are implemented in the PyEMMA software--http://pyemma.org--as of version 2.0.

  8. The problem of multicollinearity in horizontal solar radiation estimation models and a new model for Turkey

    International Nuclear Information System (INIS)

    Demirhan, Haydar

    2014-01-01

    Highlights: • Impacts of multicollinearity on solar radiation estimation models are discussed. • Accuracy of existing empirical models for Turkey is evaluated. • A new non-linear model for the estimation of average daily horizontal global solar radiation is proposed. • Estimation and prediction performance of the proposed and existing models are compared. - Abstract: Due to the considerable decrease in energy resources and increasing energy demand, solar energy is an appealing field of investment and research. There are various modelling strategies and particular models for the estimation of the amount of solar radiation reaching at a particular point over the Earth. In this article, global solar radiation estimation models are taken into account. To emphasize severity of multicollinearity problem in solar radiation estimation models, some of the models developed for Turkey are revisited. It is observed that these models have been identified as accurate under certain multicollinearity structures, and when the multicollinearity is eliminated, the accuracy of these models is controversial. Thus, a reliable model that does not suffer from multicollinearity and gives precise estimates of global solar radiation for the whole region of Turkey is necessary. A new nonlinear model for the estimation of average daily horizontal solar radiation is proposed making use of the genetic programming technique. There is no multicollinearity problem in the new model, and its estimation accuracy is better than the revisited models in terms of numerous statistical performance measures. According to the proposed model, temperature, precipitation, altitude, longitude, and monthly average daily extraterrestrial horizontal solar radiation have significant effect on the average daily global horizontal solar radiation. Relative humidity and soil temperature are not included in the model due to their high correlation with precipitation and temperature, respectively. While altitude has

  9. Efficient estimation of an additive quantile regression model

    NARCIS (Netherlands)

    Cheng, Y.; de Gooijer, J.G.; Zerom, D.

    2009-01-01

    In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By

  10. Efficient estimation of an additive quantile regression model

    NARCIS (Netherlands)

    Cheng, Y.; de Gooijer, J.G.; Zerom, D.

    2010-01-01

    In this paper two kernel-based nonparametric estimators are proposed for estimating the components of an additive quantile regression model. The first estimator is a computationally convenient approach which can be viewed as a viable alternative to the method of De Gooijer and Zerom (2003). By

  11. Variable selection for confounder control, flexible modeling and Collaborative Targeted Minimum Loss-based Estimation in causal inference

    Science.gov (United States)

    Schnitzer, Mireille E.; Lok, Judith J.; Gruber, Susan

    2015-01-01

    This paper investigates the appropriateness of the integration of flexible propensity score modeling (nonparametric or machine learning approaches) in semiparametric models for the estimation of a causal quantity, such as the mean outcome under treatment. We begin with an overview of some of the issues involved in knowledge-based and statistical variable selection in causal inference and the potential pitfalls of automated selection based on the fit of the propensity score. Using a simple example, we directly show the consequences of adjusting for pure causes of the exposure when using inverse probability of treatment weighting (IPTW). Such variables are likely to be selected when using a naive approach to model selection for the propensity score. We describe how the method of Collaborative Targeted minimum loss-based estimation (C-TMLE; van der Laan and Gruber, 2010) capitalizes on the collaborative double robustness property of semiparametric efficient estimators to select covariates for the propensity score based on the error in the conditional outcome model. Finally, we compare several approaches to automated variable selection in low-and high-dimensional settings through a simulation study. From this simulation study, we conclude that using IPTW with flexible prediction for the propensity score can result in inferior estimation, while Targeted minimum loss-based estimation and C-TMLE may benefit from flexible prediction and remain robust to the presence of variables that are highly correlated with treatment. However, in our study, standard influence function-based methods for the variance underestimated the standard errors, resulting in poor coverage under certain data-generating scenarios. PMID:26226129

  12. [Using log-binomial model for estimating the prevalence ratio].

    Science.gov (United States)

    Ye, Rong; Gao, Yan-hui; Yang, Yi; Chen, Yue

    2010-05-01

    To estimate the prevalence ratios, using a log-binomial model with or without continuous covariates. Prevalence ratios for individuals' attitude towards smoking-ban legislation associated with smoking status, estimated by using a log-binomial model were compared with odds ratios estimated by logistic regression model. In the log-binomial modeling, maximum likelihood method was used when there were no continuous covariates and COPY approach was used if the model did not converge, for example due to the existence of continuous covariates. We examined the association between individuals' attitude towards smoking-ban legislation and smoking status in men and women. Prevalence ratio and odds ratio estimation provided similar results for the association in women since smoking was not common. In men however, the odds ratio estimates were markedly larger than the prevalence ratios due to a higher prevalence of outcome. The log-binomial model did not converge when age was included as a continuous covariate and COPY method was used to deal with the situation. All analysis was performed by SAS. Prevalence ratio seemed to better measure the association than odds ratio when prevalence is high. SAS programs were provided to calculate the prevalence ratios with or without continuous covariates in the log-binomial regression analysis.

  13. Parameter estimation of component reliability models in PSA model of Krsko NPP

    International Nuclear Information System (INIS)

    Jordan Cizelj, R.; Vrbanic, I.

    2001-01-01

    In the paper, the uncertainty analysis of component reliability models for independent failures is shown. The present approach for parameter estimation of component reliability models in NPP Krsko is presented. Mathematical approaches for different types of uncertainty analyses are introduced and used in accordance with some predisposed requirements. Results of the uncertainty analyses are shown in an example for time-related components. As the most appropriate uncertainty analysis proved the Bayesian estimation with the numerical estimation of a posterior, which can be approximated with some appropriate probability distribution, in this paper with lognormal distribution.(author)

  14. Uncertainty estimation of ultrasonic thickness measurement

    International Nuclear Information System (INIS)

    Yassir Yassen, Abdul Razak Daud; Mohammad Pauzi Ismail; Abdul Aziz Jemain

    2009-01-01

    The most important factor that should be taken into consideration when selecting ultrasonic thickness measurement technique is its reliability. Only when the uncertainty of a measurement results is known, it may be judged if the result is adequate for intended purpose. The objective of this study is to model the ultrasonic thickness measurement function, to identify the most contributing input uncertainty components, and to estimate the uncertainty of the ultrasonic thickness measurement results. We assumed that there are five error sources significantly contribute to the final error, these sources are calibration velocity, transit time, zero offset, measurement repeatability and resolution, by applying the propagation of uncertainty law to the model function, a combined uncertainty of the ultrasonic thickness measurement was obtained. In this study the modeling function of ultrasonic thickness measurement was derived. By using this model the estimation of the uncertainty of the final output result was found to be reliable. It was also found that the most contributing input uncertainty components are calibration velocity, transit time linearity and zero offset. (author)

  15. Using a laboratory-based growth model to estimate mass- and temperature-dependent growth parameters across populations of juvenile Chinook Salmon

    Science.gov (United States)

    Perry, Russell W.; Plumb, John M.; Huntington, Charles

    2015-01-01

    To estimate the parameters that govern mass- and temperature-dependent growth, we conducted a meta-analysis of existing growth data from juvenile Chinook Salmon Oncorhynchus tshawytscha that were fed an ad libitum ration of a pelleted diet. Although the growth of juvenile Chinook Salmon has been well studied, research has focused on a single population, a narrow range of fish sizes, or a narrow range of temperatures. Therefore, we incorporated the Ratkowsky model for temperature-dependent growth into an allometric growth model; this model was then fitted to growth data from 11 data sources representing nine populations of juvenile Chinook Salmon. The model fit the growth data well, explaining 98% of the variation in final mass. The estimated allometric mass exponent (b) was 0.338 (SE = 0.025), similar to estimates reported for other salmonids. This estimate of b will be particularly useful for estimating mass-standardized growth rates of juvenile Chinook Salmon. In addition, the lower thermal limit, optimal temperature, and upper thermal limit for growth were estimated to be 1.8°C (SE = 0.63°C), 19.0°C (SE = 0.27°C), and 24.9°C (SE = 0.02°C), respectively. By taking a meta-analytical approach, we were able to provide a growth model that is applicable across populations of juvenile Chinook Salmon receiving an ad libitum ration of a pelleted diet.

  16. Maximum likelihood estimation of finite mixture model for economic data

    Science.gov (United States)

    Phoong, Seuk-Yen; Ismail, Mohd Tahir

    2014-06-01

    Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.

  17. Fundamental Frequency and Model Order Estimation Using Spatial Filtering

    DEFF Research Database (Denmark)

    Karimian-Azari, Sam; Jensen, Jesper Rindom; Christensen, Mads Græsbøll

    2014-01-01

    extend this procedure to account for inharmonicity using unconstrained model order estimation. The simulations show that beamforming improves the performance of the joint estimates of fundamental frequency and the number of harmonics in low signal to interference (SIR) levels, and an experiment......In signal processing applications of harmonic-structured signals, estimates of the fundamental frequency and number of harmonics are often necessary. In real scenarios, a desired signal is contaminated by different levels of noise and interferers, which complicate the estimation of the signal...... parameters. In this paper, we present an estimation procedure for harmonic-structured signals in situations with strong interference using spatial filtering, or beamforming. We jointly estimate the fundamental frequency and the constrained model order through the output of the beamformers. Besides that, we...

  18. Estimating haplotype effects for survival data.

    Science.gov (United States)

    Scheike, Thomas H; Martinussen, Torben; Silver, Jeremy D

    2010-09-01

    Genetic association studies often investigate the effect of haplotypes on an outcome of interest. Haplotypes are not observed directly, and this complicates the inclusion of such effects in survival models. We describe a new estimating equations approach for Cox's regression model to assess haplotype effects for survival data. These estimating equations are simple to implement and avoid the use of the EM algorithm, which may be slow in the context of the semiparametric Cox model with incomplete covariate information. These estimating equations also lead to easily computable, direct estimators of standard errors, and thus overcome some of the difficulty in obtaining variance estimators based on the EM algorithm in this setting. We also develop an easily implemented goodness-of-fit procedure for Cox's regression model including haplotype effects. Finally, we apply the procedures presented in this article to investigate possible haplotype effects of the PAF-receptor on cardiovascular events in patients with coronary artery disease, and compare our results to those based on the EM algorithm. © 2009, The International Biometric Society.

  19. Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

    Science.gov (United States)

    Campbell, D A; Chkrebtii, O

    2013-12-01

    Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

  20. Remaining lifetime modeling using State-of-Health estimation

    Science.gov (United States)

    Beganovic, Nejra; Söffker, Dirk

    2017-08-01

    Technical systems and system's components undergo gradual degradation over time. Continuous degradation occurred in system is reflected in decreased system's reliability and unavoidably lead to a system failure. Therefore, continuous evaluation of State-of-Health (SoH) is inevitable to provide at least predefined lifetime of the system defined by manufacturer, or even better, to extend the lifetime given by manufacturer. However, precondition for lifetime extension is accurate estimation of SoH as well as the estimation and prediction of Remaining Useful Lifetime (RUL). For this purpose, lifetime models describing the relation between system/component degradation and consumed lifetime have to be established. In this contribution modeling and selection of suitable lifetime models from database based on current SoH conditions are discussed. Main contribution of this paper is the development of new modeling strategies capable to describe complex relations between measurable system variables, related system degradation, and RUL. Two approaches with accompanying advantages and disadvantages are introduced and compared. Both approaches are capable to model stochastic aging processes of a system by simultaneous adaption of RUL models to current SoH. The first approach requires a priori knowledge about aging processes in the system and accurate estimation of SoH. An estimation of SoH here is conditioned by tracking actual accumulated damage into the system, so that particular model parameters are defined according to a priori known assumptions about system's aging. Prediction accuracy in this case is highly dependent on accurate estimation of SoH but includes high number of degrees of freedom. The second approach in this contribution does not require a priori knowledge about system's aging as particular model parameters are defined in accordance to multi-objective optimization procedure. Prediction accuracy of this model does not highly depend on estimated SoH. This model

  1. Performances Of Estimators Of Linear Models With Autocorrelated ...

    African Journals Online (AJOL)

    The performances of five estimators of linear models with Autocorrelated error terms are compared when the independent variable is autoregressive. The results reveal that the properties of the estimators when the sample size is finite is quite similar to the properties of the estimators when the sample size is infinite although ...

  2. Censored rainfall modelling for estimation of fine-scale extremes

    Science.gov (United States)

    Cross, David; Onof, Christian; Winter, Hugo; Bernardara, Pietro

    2018-01-01

    Reliable estimation of rainfall extremes is essential for drainage system design, flood mitigation, and risk quantification. However, traditional techniques lack physical realism and extrapolation can be highly uncertain. In this study, we improve the physical basis for short-duration extreme rainfall estimation by simulating the heavy portion of the rainfall record mechanistically using the Bartlett-Lewis rectangular pulse (BLRP) model. Mechanistic rainfall models have had a tendency to underestimate rainfall extremes at fine temporal scales. Despite this, the simple process representation of rectangular pulse models is appealing in the context of extreme rainfall estimation because it emulates the known phenomenology of rainfall generation. A censored approach to Bartlett-Lewis model calibration is proposed and performed for single-site rainfall from two gauges in the UK and Germany. Extreme rainfall estimation is performed for each gauge at the 5, 15, and 60 min resolutions, and considerations for censor selection discussed.

  3. 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)

  4. ADMIT: a toolbox for guaranteed model invalidation, estimation and qualitative–quantitative modeling

    Science.gov (United States)

    Streif, Stefan; Savchenko, Anton; Rumschinski, Philipp; Borchers, Steffen; Findeisen, Rolf

    2012-01-01

    Summary: Often competing hypotheses for biochemical networks exist in the form of different mathematical models with unknown parameters. Considering available experimental data, it is then desired to reject model hypotheses that are inconsistent with the data, or to estimate the unknown parameters. However, these tasks are complicated because experimental data are typically sparse, uncertain, and are frequently only available in form of qualitative if–then observations. ADMIT (Analysis, Design and Model Invalidation Toolbox) is a MatLabTM-based tool for guaranteed model invalidation, state and parameter estimation. The toolbox allows the integration of quantitative measurement data, a priori knowledge of parameters and states, and qualitative information on the dynamic or steady-state behavior. A constraint satisfaction problem is automatically generated and algorithms are implemented for solving the desired estimation, invalidation or analysis tasks. The implemented methods built on convex relaxation and optimization and therefore provide guaranteed estimation results and certificates for invalidity. Availability: ADMIT, tutorials and illustrative examples are available free of charge for non-commercial use at http://ifatwww.et.uni-magdeburg.de/syst/ADMIT/ Contact: stefan.streif@ovgu.de PMID:22451270

  5. A new geometric-based model to accurately estimate arm and leg inertial estimates.

    Science.gov (United States)

    Wicke, Jason; Dumas, Geneviève A

    2014-06-03

    Segment estimates of mass, center of mass and moment of inertia are required input parameters to analyze the forces and moments acting across the joints. The objectives of this study were to propose a new geometric model for limb segments, to evaluate it against criterion values obtained from DXA, and to compare its performance to five other popular models. Twenty five female and 24 male college students participated in the study. For the criterion measures, the participants underwent a whole body DXA scan, and estimates for segment mass, center of mass location, and moment of inertia (frontal plane) were directly computed from the DXA mass units. For the new model, the volume was determined from two standing frontal and sagittal photographs. Each segment was modeled as a stack of slices, the sections of which were ellipses if they are not adjoining another segment and sectioned ellipses if they were adjoining another segment (e.g. upper arm and trunk). Length of axes of the ellipses was obtained from the photographs. In addition, a sex-specific, non-uniform density function was developed for each segment. A series of anthropometric measurements were also taken by directly following the definitions provided of the different body segment models tested, and the same parameters determined for each model. Comparison of models showed that estimates from the new model were consistently closer to the DXA criterion than those from the other models, with an error of less than 5% for mass and moment of inertia and less than about 6% for center of mass location. Copyright © 2014. Published by Elsevier Ltd.

  6. Urban micro-scale flood risk estimation with parsimonious hydraulic modelling and census data

    Directory of Open Access Journals (Sweden)

    C. Arrighi

    2013-05-01

    Full Text Available The adoption of 2007/60/EC Directive requires European countries to implement flood hazard and flood risk maps by the end of 2013. Flood risk is the product of flood hazard, vulnerability and exposure, all three to be estimated with comparable level of accuracy. The route to flood risk assessment is consequently much more than hydraulic modelling of inundation, that is hazard mapping. While hazard maps have already been implemented in many countries, quantitative damage and risk maps are still at a preliminary level. A parsimonious quasi-2-D hydraulic model is here adopted, having many advantages in terms of easy set-up. It is here evaluated as being accurate in flood depth estimation in urban areas with a high-resolution and up-to-date Digital Surface Model (DSM. The accuracy, estimated by comparison with marble-plate records of a historic flood in the city of Florence, is characterized in the downtown's most flooded area by a bias of a very few centimetres and a determination coefficient of 0.73. The average risk is found to be about 14 € m−2 yr−1, corresponding to about 8.3% of residents' income. The spatial distribution of estimated risk highlights a complex interaction between the flood pattern and the building characteristics. As a final example application, the estimated risk values have been used to compare different retrofitting measures. Proceeding through the risk estimation steps, a new micro-scale potential damage assessment method is proposed. This is based on the georeferenced census system as the optimal compromise between spatial detail and open availability of socio-economic data. The results of flood risk assessment at the census section scale resolve most of the risk spatial variability, and they can be easily aggregated to whatever upper scale is needed given that they are geographically defined as contiguous polygons. Damage is calculated through stage–damage curves, starting from census data on building type and

  7. A guide for estimating dynamic panel models: the macroeconomics models specifiness; Una guida per la stima dei modelli panel dinamici: le specificita dei modelli macroeconomici

    Energy Technology Data Exchange (ETDEWEB)

    Coletta, Gaetano [ENEA, Centro Ricerche Casaccia, Rome (Italy). Unita di Agenzia per lo Sviluppo Sostenibile Advisor

    2005-10-15

    The aim of this paper is to review estimators for dynamic panel data models, a topic in which the interest has grown recently. As a consequence 01 this late interest, different estimation techniques have been proposed in the last few years and, given the last development of the subject, there is still a lack 01 a comprehensive guide for panel data applications, and for macroeconomics panel data models in particular. Finally, we also provide some indications about the Stata software commands to estimate dynamic panel data models with the techniques illustrated in the paper. [Italian] L'obiettivo del presente lavoro e quello di effettuare una rassegna degli stimatori per modelli panel dinamici, una materia per cui l'interesse e cresciuto di recente. In conseguenza di questo crescente interesse, negli ultimi anni sono stati proposti una serie di differenti tecniche di stima ma, dato il rapido sviluppo della materia, non esiste, infatti, una guida esaustiva per le applicazioni su dati panel, in particolare nel caso di modelli macroeconomici. A conclusione del lavoro sono fornite, infine, alcune indicazioni relative ai comandi del software Stata per stimare i modelli panel dinamici con le tecniche illustrate nel testo.

  8. Genomic breeding value estimation using nonparametric additive regression models

    Directory of Open Access Journals (Sweden)

    Solberg Trygve

    2009-01-01

    Full Text Available Abstract Genomic selection refers to the use of genomewide dense markers for breeding value estimation and subsequently for selection. The main challenge of genomic breeding value estimation is the estimation of many effects from a limited number of observations. Bayesian methods have been proposed to successfully cope with these challenges. As an alternative class of models, non- and semiparametric models were recently introduced. The present study investigated the ability of nonparametric additive regression models to predict genomic breeding values. The genotypes were modelled for each marker or pair of flanking markers (i.e. the predictors separately. The nonparametric functions for the predictors were estimated simultaneously using additive model theory, applying a binomial kernel. The optimal degree of smoothing was determined by bootstrapping. A mutation-drift-balance simulation was carried out. The breeding values of the last generation (genotyped was predicted using data from the next last generation (genotyped and phenotyped. The results show moderate to high accuracies of the predicted breeding values. A determination of predictor specific degree of smoothing increased the accuracy.

  9. Impact of transport model errors on the global and regional methane emissions estimated by inverse modelling

    Directory of Open Access Journals (Sweden)

    R. Locatelli

    2013-10-01

    Full Text Available A modelling experiment has been conceived to assess the impact of transport model errors on methane emissions estimated in an atmospheric inversion system. Synthetic methane observations, obtained from 10 different model outputs from the international TransCom-CH4 model inter-comparison exercise, are combined with a prior scenario of methane emissions and sinks, and integrated into the three-component PYVAR-LMDZ-SACS (PYthon VARiational-Laboratoire de Météorologie Dynamique model with Zooming capability-Simplified Atmospheric Chemistry System inversion system to produce 10 different methane emission estimates at the global scale for the year 2005. The same methane sinks, emissions and initial conditions have been applied to produce the 10 synthetic observation datasets. The same inversion set-up (statistical errors, prior emissions, inverse procedure is then applied to derive flux estimates by inverse modelling. Consequently, only differences in the modelling of atmospheric transport may cause differences in the estimated fluxes. In our framework, we show that transport model errors lead to a discrepancy of 27 Tg yr−1 at the global scale, representing 5% of total methane emissions. At continental and annual scales, transport model errors are proportionally larger than at the global scale, with errors ranging from 36 Tg yr−1 in North America to 7 Tg yr−1 in Boreal Eurasia (from 23 to 48%, respectively. At the model grid-scale, the spread of inverse estimates can reach 150% of the prior flux. Therefore, transport model errors contribute significantly to overall uncertainties in emission estimates by inverse modelling, especially when small spatial scales are examined. Sensitivity tests have been carried out to estimate the impact of the measurement network and the advantage of higher horizontal resolution in transport models. The large differences found between methane flux estimates inferred in these different configurations highly

  10. The Effect of Nonzero Autocorrelation Coefficients on the Distributions of Durbin-Watson Test Estimator: Three Autoregressive Models

    Directory of Open Access Journals (Sweden)

    Mei-Yu LEE

    2014-11-01

    Full Text Available This paper investigates the effect of the nonzero autocorrelation coefficients on the sampling distributions of the Durbin-Watson test estimator in three time-series models that have different variance-covariance matrix assumption, separately. We show that the expected values and variances of the Durbin-Watson test estimator are slightly different, but the skewed and kurtosis coefficients are considerably different among three models. The shapes of four coefficients are similar between the Durbin-Watson model and our benchmark model, but are not the same with the autoregressive model cut by one-lagged period. Second, the large sample case shows that the three models have the same expected values, however, the autoregressive model cut by one-lagged period explores different shapes of variance, skewed and kurtosis coefficients from the other two models. This implies that the large samples lead to the same expected values, 2(1 – ρ0, whatever the variance-covariance matrix of the errors is assumed. Finally, comparing with the two sample cases, the shape of each coefficient is almost the same, moreover, the autocorrelation coefficients are negatively related with expected values, are inverted-U related with variances, are cubic related with skewed coefficients, and are U related with kurtosis coefficients.

  11. Bayes estimation of the general hazard rate model

    International Nuclear Information System (INIS)

    Sarhan, A.

    1999-01-01

    In reliability theory and life testing models, the life time distributions are often specified by choosing a relevant hazard rate function. Here a general hazard rate function h(t)=a+bt c-1 , where c, a, b are constants greater than zero, is considered. The parameter c is assumed to be known. The Bayes estimators of (a,b) based on the data of type II/item-censored testing without replacement are obtained. A large simulation study using Monte Carlo Method is done to compare the performance of Bayes with regression estimators of (a,b). The criterion for comparison is made based on the Bayes risk associated with the respective estimator. Also, the influence of the number of failed items on the accuracy of the estimators (Bayes and regression) is investigated. Estimations for the parameters (a,b) of the linearly increasing hazard rate model h(t)=a+bt, where a, b are greater than zero, can be obtained as the special case, letting c=2

  12. Improving Water Balance Estimation in the Nile by Combining Remote Sensing and Hydrological Modelling: a Template for Ungauged Basins

    Science.gov (United States)

    Gleason, C. J.; Wada, Y.; Wang, J.

    2017-12-01

    Declining gauging infrastructure and fractious water politics have decreased available information about river flows globally, especially in international river basins. Remote sensing and water balance modelling are frequently cited as a potential solutions, but these techniques largely rely on the same in decline gauge data to constrain or parameterize discharge estimates, thus creating a circular approach to estimating discharge inapplicable to ungauged basins. To address this, we here combine a discontinued gauge, remotely sensed discharge estimates made via at-many-stations hydraulic geometry (AMHG) and Landsat data, and the PCR-GLOBWB hydrological model to estimate discharge for an ungauged time period for the Lower Nile (1978-present). Specifically, we first estimate initial discharges from 86 Landsat images and AMHG (1984-2015), and then use these flow estimates to tune the hydrologic model. Our tuning methodology is purposefully simple and can be easily applied to any model without the need for calibration/parameterization. The resulting tuned modelled hydrograph shows large improvement in flow magnitude over previous modelled hydrographs, and validation of tuned monthly model output flows against the historical gauge yields an RMSE of 343 m3/s (33.7%). By contrast, the original simulation had an order-of-magnitude flow error. This improvement is substantial but not perfect: modelled flows have a one-to two-month wet season lag and a negative bias. More sophisticated model calibration and training (e.g. data assimilation) is needed to improve upon our results, however, our results achieved by coupling physical models and remote sensing is a promising first step and proof of concept toward future modelling of ungauged flows. This is especially true as massive cloud computing via Google Earth Engine makes our method easily applicable to any basin without current gauges. Finally, we purposefully do not offer prescriptive solutions for Nile management, and

  13. Working covariance model selection for generalized estimating equations.

    Science.gov (United States)

    Carey, Vincent J; Wang, You-Gan

    2011-11-20

    We investigate methods for data-based selection of working covariance models in the analysis of correlated data with generalized estimating equations. We study two selection criteria: Gaussian pseudolikelihood and a geodesic distance based on discrepancy between model-sensitive and model-robust regression parameter covariance estimators. The Gaussian pseudolikelihood is found in simulation to be reasonably sensitive for several response distributions and noncanonical mean-variance relations for longitudinal data. Application is also made to a clinical dataset. Assessment of adequacy of both correlation and variance models for longitudinal data should be routine in applications, and we describe open-source software supporting this practice. Copyright © 2011 John Wiley & Sons, Ltd.

  14. Parameter Estimation in Stochastic Grey-Box Models

    DEFF Research Database (Denmark)

    Kristensen, Niels Rode; Madsen, Henrik; Jørgensen, Sten Bay

    2004-01-01

    An efficient and flexible parameter estimation scheme for grey-box models in the sense of discretely, partially observed Ito stochastic differential equations with measurement noise is presented along with a corresponding software implementation. The estimation scheme is based on the extended...... Kalman filter and features maximum likelihood as well as maximum a posteriori estimation on multiple independent data sets, including irregularly sampled data sets and data sets with occasional outliers and missing observations. The software implementation is compared to an existing software tool...... and proves to have better performance both in terms of quality of estimates for nonlinear systems with significant diffusion and in terms of reproducibility. In particular, the new tool provides more accurate and more consistent estimates of the parameters of the diffusion term....

  15. A Modified Model to Estimate Building Rental Multipiers Accounting for Advalorem Operating Expenses

    Directory of Open Access Journals (Sweden)

    Smolyak S.A.

    2016-09-01

    Full Text Available To develop ideas on building element valuation contained in the first article on the subject published in REMV, we propose an elaboration of the approach accounting for ad valorem expenses incidental to property management, such as land taxes, income/capital gains tax, and insurance premium costs; all such costs, being of an ad valorem nature in the first instance, cause circularity in the logic of the model, which, however, is not intractable under the proposed approach. The resulting formulas for carrying out practical estimation of building rental multipliers and, in consequence, of building values, turn out to be somewhat modified, and we demonstrate the sensitivity of the developed approach to the impact of these ad valorem factors. On the other hand, it is demonstrated that (accounting for building depreciation charges, which should seemingly be included among the considered ad valorem factors, cancel out and do not have any impact on the resulting estimates. However, treating the depreciation of buildings in quantifiable economic terms as a reduction in derivable operating benefits over time (instead of mere physical indications, such as age, we also demonstrate that the approach has implications for estimating the economic service lives of buildings and can be practical when used in conjunction with the market-related approach to valuation – from which the requisite model inputs can be extracted as shown in the final part of the paper.

  16. Characterize and Model Final Waste Formulations and Offgas Solids from Thermal Treatment Processes - FY-98 Final Report for LDRD 2349

    Energy Technology Data Exchange (ETDEWEB)

    Kessinger, Glen Frank; Nelson, Lee Orville; Grandy, Jon Drue; Zuck, Larry Douglas; Kong, Peter Chuen Sun; Anderson, Gail

    1999-08-01

    The purpose of LDRD #2349, Characterize and Model Final Waste Formulations and Offgas Solids from Thermal Treatment Processes, was to develop a set of tools that would allow the user to, based on the chemical composition of a waste stream to be immobilized, predict the durability (leach behavior) of the final waste form and the phase assemblages present in the final waste form. The objectives of the project were: • investigation, testing and selection of thermochemical code • development of auxiliary thermochemical database • synthesis of materials for leach testing • collection of leach data • using leach data for leach model development • thermochemical modeling The progress toward completion of these objectives and a discussion of work that needs to be completed to arrive at a logical finishing point for this project will be presented.

  17. Estimating exposure of terrestrial wildlife to contaminants

    Energy Technology Data Exchange (ETDEWEB)

    Sample, B.E.; Suter, G.W. II

    1994-09-01

    This report describes generalized models for the estimation of contaminant exposure experienced by wildlife on the Oak Ridge Reservation. The primary exposure pathway considered is oral ingestion, e.g. the consumption of contaminated food, water, or soil. Exposure through dermal absorption and inhalation are special cases and are not considered hereIN. Because wildlife mobile and generally consume diverse diets and because environmental contamination is not spatial homogeneous, factors to account for variation in diet, movement, and contaminant distribution have been incorporated into the models. To facilitate the use and application of the models, life history parameters necessary to estimate exposure are summarized for 15 common wildlife species. Finally, to display the application of the models, exposure estimates were calculated for four species using data from a source operable unit on the Oak Ridge Reservation.

  18. Estimating exposure of terrestrial wildlife to contaminants

    International Nuclear Information System (INIS)

    Sample, B.E.; Suter, G.W. II.

    1994-09-01

    This report describes generalized models for the estimation of contaminant exposure experienced by wildlife on the Oak Ridge Reservation. The primary exposure pathway considered is oral ingestion, e.g. the consumption of contaminated food, water, or soil. Exposure through dermal absorption and inhalation are special cases and are not considered hereIN. Because wildlife mobile and generally consume diverse diets and because environmental contamination is not spatial homogeneous, factors to account for variation in diet, movement, and contaminant distribution have been incorporated into the models. To facilitate the use and application of the models, life history parameters necessary to estimate exposure are summarized for 15 common wildlife species. Finally, to display the application of the models, exposure estimates were calculated for four species using data from a source operable unit on the Oak Ridge Reservation

  19. Parameters Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model

    Science.gov (United States)

    Zuhdi, Shaifudin; Retno Sari Saputro, Dewi; Widyaningsih, Purnami

    2017-06-01

    A regression model is the representation of relationship between independent variable and dependent variable. The dependent variable has categories used in the logistic regression model to calculate odds on. The logistic regression model for dependent variable has levels in the logistics regression model is ordinal. GWOLR model is an ordinal logistic regression model influenced the geographical location of the observation site. Parameters estimation in the model needed to determine the value of a population based on sample. The purpose of this research is to parameters estimation of GWOLR model using R software. Parameter estimation uses the data amount of dengue fever patients in Semarang City. Observation units used are 144 villages in Semarang City. The results of research get GWOLR model locally for each village and to know probability of number dengue fever patient categories.

  20. Development on electromagnetic impedance function modeling and its estimation

    Energy Technology Data Exchange (ETDEWEB)

    Sutarno, D., E-mail: Sutarno@fi.itb.ac.id [Earth Physics and Complex System Division Faculty of Mathematics and Natural Sciences Institut Teknologi Bandung (Indonesia)

    2015-09-30

    Today the Electromagnetic methods such as magnetotellurics (MT) and controlled sources audio MT (CSAMT) is used in a broad variety of applications. Its usefulness in poor seismic areas and its negligible environmental impact are integral parts of effective exploration at minimum cost. As exploration was forced into more difficult areas, the importance of MT and CSAMT, in conjunction with other techniques, has tended to grow continuously. However, there are obviously important and difficult problems remaining to be solved concerning our ability to collect process and interpret MT as well as CSAMT in complex 3D structural environments. This talk aim at reviewing and discussing the recent development on MT as well as CSAMT impedance functions modeling, and also some improvements on estimation procedures for the corresponding impedance functions. In MT impedance modeling, research efforts focus on developing numerical method for computing the impedance functions of three dimensionally (3-D) earth resistivity models. On that reason, 3-D finite elements numerical modeling for the impedances is developed based on edge element method. Whereas, in the CSAMT case, the efforts were focused to accomplish the non-plane wave problem in the corresponding impedance functions. Concerning estimation of MT and CSAMT impedance functions, researches were focused on improving quality of the estimates. On that objective, non-linear regression approach based on the robust M-estimators and the Hilbert transform operating on the causal transfer functions, were used to dealing with outliers (abnormal data) which are frequently superimposed on a normal ambient MT as well as CSAMT noise fields. As validated, the proposed MT impedance modeling method gives acceptable results for standard three dimensional resistivity models. Whilst, the full solution based modeling that accommodate the non-plane wave effect for CSAMT impedances is applied for all measurement zones, including near-, transition

  1. Global parameter estimation for thermodynamic models of transcriptional regulation.

    Science.gov (United States)

    Suleimenov, Yerzhan; Ay, Ahmet; Samee, Md Abul Hassan; Dresch, Jacqueline M; Sinha, Saurabh; Arnosti, David N

    2013-07-15

    Deciphering the mechanisms involved in gene regulation holds the key to understanding the control of central biological processes, including human disease, population variation, and the evolution of morphological innovations. New experimental techniques including whole genome sequencing and transcriptome analysis have enabled comprehensive modeling approaches to study gene regulation. In many cases, it is useful to be able to assign biological significance to the inferred model parameters, but such interpretation should take into account features that affect these parameters, including model construction and sensitivity, the type of fitness calculation, and the effectiveness of parameter estimation. This last point is often neglected, as estimation methods are often selected for historical reasons or for computational ease. Here, we compare the performance of two parameter estimation techniques broadly representative of local and global approaches, namely, a quasi-Newton/Nelder-Mead simplex (QN/NMS) method and a covariance matrix adaptation-evolutionary strategy (CMA-ES) method. The estimation methods were applied to a set of thermodynamic models of gene transcription applied to regulatory elements active in the Drosophila embryo. Measuring overall fit, the global CMA-ES method performed significantly better than the local QN/NMS method on high quality data sets, but this difference was negligible on lower quality data sets with increased noise or on data sets simplified by stringent thresholding. Our results suggest that the choice of parameter estimation technique for evaluation of gene expression models depends both on quality of data, the nature of the models [again, remains to be established] and the aims of the modeling effort. Copyright © 2013 Elsevier Inc. All rights reserved.

  2. Temperature Buffer Test. Final THM modelling

    Energy Technology Data Exchange (ETDEWEB)

    Aakesson, Mattias; Malmberg, Daniel; Boergesson, Lennart; Hernelind, Jan [Clay Technology AB, Lund (Sweden); Ledesma, Alberto; Jacinto, Abel [UPC, Universitat Politecnica de Catalunya, Barcelona (Spain)

    2012-01-15

    The Temperature Buffer Test (TBT) is a joint project between SKB/ANDRA and supported by ENRESA (modelling) and DBE (instrumentation), which aims at improving the understanding and to model the thermo-hydro-mechanical behavior of buffers made of swelling clay submitted to high temperatures (over 100 deg C) during the water saturation process. The test has been carried out in a KBS-3 deposition hole at Aespoe HRL. It was installed during the spring of 2003. Two heaters (3 m long, 0.6 m diameter) and two buffer arrangements have been investigated: the lower heater was surrounded by bentonite only, whereas the upper heater was surrounded by a composite barrier, with a sand shield between the heater and the bentonite. The test was dismantled and sampled during the winter of 2009/2010. This report presents the final THM modelling which was resumed subsequent to the dismantling operation. The main part of this work has been numerical modelling of the field test. Three different modelling teams have presented several model cases for different geometries and different degree of process complexity. Two different numerical codes, Code{sub B}right and Abaqus, have been used. The modelling performed by UPC-Cimne using Code{sub B}right, has been divided in three subtasks: i) analysis of the response observed in the lower part of the test, by inclusion of a number of considerations: (a) the use of the Barcelona Expansive Model for MX-80 bentonite; (b) updated parameters in the vapour diffusive flow term; (c) the use of a non-conventional water retention curve for MX-80 at high temperature; ii) assessment of a possible relation between the cracks observed in the bentonite blocks in the upper part of TBT, and the cycles of suction and stresses registered in that zone at the start of the experiment; and iii) analysis of the performance, observations and interpretation of the entire test. It was however not possible to carry out a full THM analysis until the end of the test due to

  3. Temperature Buffer Test. Final THM modelling

    International Nuclear Information System (INIS)

    Aakesson, Mattias; Malmberg, Daniel; Boergesson, Lennart; Hernelind, Jan; Ledesma, Alberto; Jacinto, Abel

    2012-01-01

    The Temperature Buffer Test (TBT) is a joint project between SKB/ANDRA and supported by ENRESA (modelling) and DBE (instrumentation), which aims at improving the understanding and to model the thermo-hydro-mechanical behavior of buffers made of swelling clay submitted to high temperatures (over 100 deg C) during the water saturation process. The test has been carried out in a KBS-3 deposition hole at Aespoe HRL. It was installed during the spring of 2003. Two heaters (3 m long, 0.6 m diameter) and two buffer arrangements have been investigated: the lower heater was surrounded by bentonite only, whereas the upper heater was surrounded by a composite barrier, with a sand shield between the heater and the bentonite. The test was dismantled and sampled during the winter of 2009/2010. This report presents the final THM modelling which was resumed subsequent to the dismantling operation. The main part of this work has been numerical modelling of the field test. Three different modelling teams have presented several model cases for different geometries and different degree of process complexity. Two different numerical codes, Code B right and Abaqus, have been used. The modelling performed by UPC-Cimne using Code B right, has been divided in three subtasks: i) analysis of the response observed in the lower part of the test, by inclusion of a number of considerations: (a) the use of the Barcelona Expansive Model for MX-80 bentonite; (b) updated parameters in the vapour diffusive flow term; (c) the use of a non-conventional water retention curve for MX-80 at high temperature; ii) assessment of a possible relation between the cracks observed in the bentonite blocks in the upper part of TBT, and the cycles of suction and stresses registered in that zone at the start of the experiment; and iii) analysis of the performance, observations and interpretation of the entire test. It was however not possible to carry out a full THM analysis until the end of the test due to

  4. Combining Empirical and Stochastic Models for Extreme Floods Estimation

    Science.gov (United States)

    Zemzami, M.; Benaabidate, L.

    2013-12-01

    Hydrological models can be defined as physical, mathematical or empirical. The latter class uses mathematical equations independent of the physical processes involved in the hydrological system. The linear regression and Gradex (Gradient of Extreme values) are classic examples of empirical models. However, conventional empirical models are still used as a tool for hydrological analysis by probabilistic approaches. In many regions in the world, watersheds are not gauged. This is true even in developed countries where the gauging network has continued to decline as a result of the lack of human and financial resources. Indeed, the obvious lack of data in these watersheds makes it impossible to apply some basic empirical models for daily forecast. So we had to find a combination of rainfall-runoff models in which it would be possible to create our own data and use them to estimate the flow. The estimated design floods would be a good choice to illustrate the difficulties facing the hydrologist for the construction of a standard empirical model in basins where hydrological information is rare. The construction of the climate-hydrological model, which is based on frequency analysis, was established to estimate the design flood in the Anseghmir catchments, Morocco. The choice of using this complex model returns to its ability to be applied in watersheds where hydrological information is not sufficient. It was found that this method is a powerful tool for estimating the design flood of the watershed and also other hydrological elements (runoff, volumes of water...).The hydrographic characteristics and climatic parameters were used to estimate the runoff, water volumes and design flood for different return periods.

  5. On-board adaptive model for state of charge estimation of lithium-ion batteries based on Kalman filter with proportional integral-based error adjustment

    Science.gov (United States)

    Wei, Jingwen; Dong, Guangzhong; Chen, Zonghai

    2017-10-01

    With the rapid development of battery-powered electric vehicles, the lithium-ion battery plays a critical role in the reliability of vehicle system. In order to provide timely management and protection for battery systems, it is necessary to develop a reliable battery model and accurate battery parameters estimation to describe battery dynamic behaviors. Therefore, this paper focuses on an on-board adaptive model for state-of-charge (SOC) estimation of lithium-ion batteries. Firstly, a first-order equivalent circuit battery model is employed to describe battery dynamic characteristics. Then, the recursive least square algorithm and the off-line identification method are used to provide good initial values of model parameters to ensure filter stability and reduce the convergence time. Thirdly, an extended-Kalman-filter (EKF) is applied to on-line estimate battery SOC and model parameters. Considering that the EKF is essentially a first-order Taylor approximation of battery model, which contains inevitable model errors, thus, a proportional integral-based error adjustment technique is employed to improve the performance of EKF method and correct model parameters. Finally, the experimental results on lithium-ion batteries indicate that the proposed EKF with proportional integral-based error adjustment method can provide robust and accurate battery model and on-line parameter estimation.

  6. UNBIASED ESTIMATORS OF SPECIFIC CONNECTIVITY

    Directory of Open Access Journals (Sweden)

    Jean-Paul Jernot

    2011-05-01

    Full Text Available This paper deals with the estimation of the specific connectivity of a stationary random set in IRd. It turns out that the "natural" estimator is only asymptotically unbiased. The example of a boolean model of hypercubes illustrates the amplitude of the bias produced when the measurement field is relatively small with respect to the range of the random set. For that reason unbiased estimators are desired. Such an estimator can be found in the literature in the case where the measurement field is a right parallelotope. In this paper, this estimator is extended to apply to measurement fields of various shapes, and to possess a smaller variance. Finally an example from quantitative metallography (specific connectivity of a population of sintered bronze particles is given.

  7. An Accurate FFPA-PSR Estimator Algorithm and Tool for Software Effort Estimation

    Directory of Open Access Journals (Sweden)

    Senthil Kumar Murugesan

    2015-01-01

    Full Text Available Software companies are now keen to provide secure software with respect to accuracy and reliability of their products especially related to the software effort estimation. Therefore, there is a need to develop a hybrid tool which provides all the necessary features. This paper attempts to propose a hybrid estimator algorithm and model which incorporates quality metrics, reliability factor, and the security factor with a fuzzy-based function point analysis. Initially, this method utilizes a fuzzy-based estimate to control the uncertainty in the software size with the help of a triangular fuzzy set at the early development stage. Secondly, the function point analysis is extended by the security and reliability factors in the calculation. Finally, the performance metrics are added with the effort estimation for accuracy. The experimentation is done with different project data sets on the hybrid tool, and the results are compared with the existing models. It shows that the proposed method not only improves the accuracy but also increases the reliability, as well as the security, of the product.

  8. 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.

  9. Input-output model for MACCS nuclear accident impacts estimation¹

    Energy Technology Data Exchange (ETDEWEB)

    Outkin, Alexander V. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Bixler, Nathan E. [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States); Vargas, Vanessa N [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States)

    2015-01-27

    Since the original economic model for MACCS was developed, better quality economic data (as well as the tools to gather and process it) and better computational capabilities have become available. The update of the economic impacts component of the MACCS legacy model will provide improved estimates of business disruptions through the use of Input-Output based economic impact estimation. This paper presents an updated MACCS model, bases on Input-Output methodology, in which economic impacts are calculated using the Regional Economic Accounting analysis tool (REAcct) created at Sandia National Laboratories. This new GDP-based model allows quick and consistent estimation of gross domestic product (GDP) losses due to nuclear power plant accidents. This paper outlines the steps taken to combine the REAcct Input-Output-based model with the MACCS code, describes the GDP loss calculation, and discusses the parameters and modeling assumptions necessary for the estimation of long-term effects of nuclear power plant accidents.

  10. An integrated model for estimating energy cost of a tidal current turbine farm

    International Nuclear Information System (INIS)

    Li, Ye; Lence, Barbara J.; Calisal, Sander M.

    2011-01-01

    A tidal current turbine is a device for harnessing energy from tidal currents and functions in a manner similar to a wind turbine. A tidal current turbine farm consists of a group of tidal current turbines distributed in a site where high-speed current is available. The accurate prediction of energy cost of a tidal current turbine farm is important to the justification of planning and constructing such a farm. However, the existing approaches used to predict energy cost of tidal current turbine farms oversimplify the hydrodynamic interactions between turbines in energy prediction and oversimplify the operation and maintenance strategies involved in cost estimation as well as related fees. In this paper, we develop a model, which integrates a marine hydrodynamic model with high accuracy for predicting energy output and a comprehensive cost-effective operation and maintenance model for estimating the cost that may be incurred in producing the energy, to predict energy cost from a tidal current turbine farm. This model is expected to be able to simulate more complicated cases and generate more accurate results than existing models. As there is no real tidal current turbine farm, we validate this model with offshore wind studies. Finally, case studies about Vancouver are conducted with a scenario-based analysis. We minimize the energy cost by minimizing the total cost and maximizing the total power output under constraints related to the local conditions (e.g., geological and labor information) and the turbine specifications. The results suggest that tidal current energy is about ready to penetrate the electricity market in some major cities in North America if learning curve for the operational and maintenance is minimum. (author)

  11. Primate polonium metabolic models and their use in estimation of systemic radiation doses from bioassay data. Final report

    Energy Technology Data Exchange (ETDEWEB)

    Cohen, N. [New York Univ. Medical Center, Tuxedo, NY (United States). Dept. of Environmental Medicine

    1989-03-15

    A Polonium metabolic model was derived and incorporated into a Fortran algorithm which estimates the systemic radiation dose from {sup 210}Po when applied to occupational urine bioassay data. The significance of the doses estimated are examined by defining the degree of uncertainty attached to them through comprehensive statistical testing procedures. Many parameters necessary for dosimetry calculations (such as organ partition coefficients and excretion fractions), were evaluated from metabolic studies of {sup 210}Po in non-human primates. Two tamarins and six baboons were injected intravenously with {sup 210}Po citrate. Excreta and blood samples were collected. Five of the baboons were sacrificed at times ranging from 1 day to 3 months post exposure. Complete necropsies were performed and all excreta and the majority of all skeletal and tissue samples were analyzed radiochemically for their {sup 210}Po content. The {sup 210}Po excretion rate in the baboon was more rapid than in the tamarin. The biological half-time of {sup 210}Po excretion in the baboon was approximately 15 days while in the tamarin, the {sup 210}Po excretion rate was in close agreement with the 50 day biological half-time predicted by ICRP 30. Excretion fractions of {sup 210}Po in the non-human primates were found to be markedly different from data reported elsewhere in other species, including man. A thorough review of the Po urinalysis procedure showed that significant recovery losses resulted when metabolized {sup 210}Po was deposited out of raw urine. Polonium-210 was found throughout the soft tissues of the baboon but not with the partition coefficients for liver, kidneys, and spleen that are predicted by the ICRP 30 metabolic model. A fractional distribution of 0.29 for liver, 0.07 for kidneys, and 0.006 for spleen was determined. Retention times for {sup 210}Po in tissues are described by single exponential functions with biological half-times ranging from 15 to 50 days.

  12. Use of models in large-area forest surveys: comparing model-assisted, model-based and hybrid estimation

    Science.gov (United States)

    Goran Stahl; Svetlana Saarela; Sebastian Schnell; Soren Holm; Johannes Breidenbach; Sean P. Healey; Paul L. Patterson; Steen Magnussen; Erik Naesset; Ronald E. McRoberts; Timothy G. Gregoire

    2016-01-01

    This paper focuses on the use of models for increasing the precision of estimators in large-area forest surveys. It is motivated by the increasing availability of remotely sensed data, which facilitates the development of models predicting the variables of interest in forest surveys. We present, review and compare three different estimation frameworks where...

  13. A single model procedure for estimating tank calibration equations

    International Nuclear Information System (INIS)

    Liebetrau, A.M.

    1997-10-01

    A fundamental component of any accountability system for nuclear materials is a tank calibration equation that relates the height of liquid in a tank to its volume. Tank volume calibration equations are typically determined from pairs of height and volume measurements taken in a series of calibration runs. After raw calibration data are standardized to a fixed set of reference conditions, the calibration equation is typically fit by dividing the data into several segments--corresponding to regions in the tank--and independently fitting the data for each segment. The estimates obtained for individual segments must then be combined to obtain an estimate of the entire calibration function. This process is tedious and time-consuming. Moreover, uncertainty estimates may be misleading because it is difficult to properly model run-to-run variability and between-segment correlation. In this paper, the authors describe a model whose parameters can be estimated simultaneously for all segments of the calibration data, thereby eliminating the need for segment-by-segment estimation. The essence of the proposed model is to define a suitable polynomial to fit to each segment and then extend its definition to the domain of the entire calibration function, so that it (the entire calibration function) can be expressed as the sum of these extended polynomials. The model provides defensible estimates of between-run variability and yields a proper treatment of between-segment correlations. A portable software package, called TANCS, has been developed to facilitate the acquisition, standardization, and analysis of tank calibration data. The TANCS package was used for the calculations in an example presented to illustrate the unified modeling approach described in this paper. With TANCS, a trial calibration function can be estimated and evaluated in a matter of minutes

  14. Parameter Estimation for a Computable General Equilibrium Model

    DEFF Research Database (Denmark)

    Arndt, Channing; Robinson, Sherman; Tarp, Finn

    We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of nonlinear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints...

  15. Intent-Estimation- and Motion-Model-Based Collision Avoidance Method for Autonomous Vehicles in Urban Environments

    Directory of Open Access Journals (Sweden)

    Rulin Huang

    2017-04-01

    Full Text Available Existing collision avoidance methods for autonomous vehicles, which ignore the driving intent of detected vehicles, thus, cannot satisfy the requirements for autonomous driving in urban environments because of their high false detection rates of collisions with vehicles on winding roads and the missed detection rate of collisions with maneuvering vehicles. This study introduces an intent-estimation- and motion-model-based (IEMMB method to address these disadvantages. First, a state vector is constructed by combining the road structure and the moving state of detected vehicles. A Gaussian mixture model is used to learn the maneuvering patterns of vehicles from collected data, and the patterns are used to estimate the driving intent of the detected vehicles. Then, a desirable long-term trajectory is obtained by weighting time and comfort. The long-term trajectory and the short-term trajectory, which are predicted using a constant yaw rate motion model, are fused to achieve an accurate trajectory. Finally, considering the moving state of the autonomous vehicle, collisions can be detected and avoided. Experiments have shown that the intent estimation method performed well, achieving an accuracy of 91.7% on straight roads and an accuracy of 90.5% on winding roads, which is much higher than that achieved by the method that ignores the road structure. The average collision detection distance is increased by more than 8 m. In addition, the maximum yaw rate and acceleration during an evasive maneuver are decreased, indicating an improvement in the driving comfort.

  16. [Evaluation of estimation of prevalence ratio using bayesian log-binomial regression model].

    Science.gov (United States)

    Gao, W L; Lin, H; Liu, X N; Ren, X W; Li, J S; Shen, X P; Zhu, S L

    2017-03-10

    To evaluate the estimation of prevalence ratio ( PR ) by using bayesian log-binomial regression model and its application, we estimated the PR of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea in their infants by using bayesian log-binomial regression model in Openbugs software. The results showed that caregivers' recognition of infant' s risk signs of diarrhea was associated significantly with a 13% increase of medical care-seeking. Meanwhile, we compared the differences in PR 's point estimation and its interval estimation of medical care-seeking prevalence to caregivers' recognition of risk signs of diarrhea and convergence of three models (model 1: not adjusting for the covariates; model 2: adjusting for duration of caregivers' education, model 3: adjusting for distance between village and township and child month-age based on model 2) between bayesian log-binomial regression model and conventional log-binomial regression model. The results showed that all three bayesian log-binomial regression models were convergence and the estimated PRs were 1.130(95 %CI : 1.005-1.265), 1.128(95 %CI : 1.001-1.264) and 1.132(95 %CI : 1.004-1.267), respectively. Conventional log-binomial regression model 1 and model 2 were convergence and their PRs were 1.130(95 % CI : 1.055-1.206) and 1.126(95 % CI : 1.051-1.203), respectively, but the model 3 was misconvergence, so COPY method was used to estimate PR , which was 1.125 (95 %CI : 1.051-1.200). In addition, the point estimation and interval estimation of PRs from three bayesian log-binomial regression models differed slightly from those of PRs from conventional log-binomial regression model, but they had a good consistency in estimating PR . Therefore, bayesian log-binomial regression model can effectively estimate PR with less misconvergence and have more advantages in application compared with conventional log-binomial regression model.

  17. Motion estimation by data assimilation in reduced dynamic models

    International Nuclear Information System (INIS)

    Drifi, Karim

    2013-01-01

    Motion estimation is a major challenge in the field of image sequence analysis. This thesis is a study of the dynamics of geophysical flows visualized by satellite imagery. Satellite image sequences are currently underused for the task of motion estimation. A good understanding of geophysical flows allows a better analysis and forecast of phenomena in domains such as oceanography and meteorology. Data assimilation provides an excellent framework for achieving a compromise between heterogeneous data, especially numerical models and observations. Hence, in this thesis we set out to apply variational data assimilation methods to estimate motion on image sequences. As one of the major drawbacks of applying these assimilation techniques is the considerable computation time and memory required, we therefore define and use a model reduction method in order to significantly decrease the necessary computation time and the memory. We then explore the possibilities that reduced models provide for motion estimation, particularly the possibility of strictly imposing some known constraints on the computed solutions. In particular, we show how to estimate a divergence free motion with boundary conditions on a complex spatial domain [fr

  18. Estimation of Rainfall Associated with Typhoons over the Ocean Using TRMM/TMI and Numerical Models

    Directory of Open Access Journals (Sweden)

    Nan-Ching Yeh

    2015-11-01

    Full Text Available This study quantitatively estimated the precipitation associated with a typhoon in the northwestern Pacific Ocean by using a physical algorithm which included the Weather Research and Forecasting model, Radiative Transfer for TIROS Operational Vertical Sounder model, and data from the Tropical Rainfall Measuring Mission (TRMM/TRMM Microwave Imager (TMI and TRMM/Precipitation Radar (PR. First, a prior probability distribution function (PDF was constructed using over three million rain rate retrievals from the TRMM/PR data for the period 2002–2010 over the northwestern Pacific Ocean. Subsequently, brightness temperatures for 15 typhoons that occurred over the northwestern Pacific Ocean were simulated using a microwave radiative transfer model and a conditional PDF was obtained for these typhoons. The aforementioned physical algorithm involved using a posterior PDF. A posterior PDF was obtained by combining the prior and conditional PDFs. Finally, the rain rate associated with a typhoon was estimated by inputting the observations of the TMI (attenuation indices at 10, 19, 37 GHz into the posterior PDF (lookup table. Results based on rain rate retrievals indicated that rainband locations with the heaviest rainfall showed qualitatively similar horizontal distributions. The correlation coefficient and root-mean-square error of the rain rate estimation were 0.63 and 4.45 mm·h−1, respectively. Furthermore, the correlation coefficient and root-mean-square error for convective rainfall were 0.78 and 7.25 mm·h−1, respectively, and those for stratiform rainfall were 0.58 and 9.60 mm·h−1, respectively. The main contribution of this study is introducing an approach to quickly and accurately estimate the typhoon precipitation, and remove the need for complex calculations.

  19. Parameter Estimation for a Computable General Equilibrium Model

    DEFF Research Database (Denmark)

    Arndt, Channing; Robinson, Sherman; Tarp, Finn

    2002-01-01

    We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of non-linear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints...

  20. Asymptotics for Estimating Equations in Hidden Markov Models

    DEFF Research Database (Denmark)

    Hansen, Jørgen Vinsløv; Jensen, Jens Ledet

    Results on asymptotic normality for the maximum likelihood estimate in hidden Markov models are extended in two directions. The stationarity assumption is relaxed, which allows for a covariate process influencing the hidden Markov process. Furthermore a class of estimating equations is considered...

  1. Polarimetric scattering model for estimation of above ground biomass of multilayer vegetation using ALOS-PALSAR quad-pol data

    Science.gov (United States)

    Sai Bharadwaj, P.; Kumar, Shashi; Kushwaha, S. P. S.; Bijker, Wietske

    Forests are important biomes covering a major part of the vegetation on the Earth, and as such account for seventy percent of the carbon present in living beings. The value of a forest's above ground biomass (AGB) is considered as an important parameter for the estimation of global carbon content. In the present study, the quad-pol ALOS-PALSAR data was used for the estimation of AGB for the Dudhwa National Park, India. For this purpose, polarimetric decomposition components and an Extended Water Cloud Model (EWCM) were used. The PolSAR data orientation angle shifts were compensated for before the polarimetric decomposition. The scattering components obtained from the polarimetric decomposition were used in the Water Cloud Model (WCM). The WCM was extended for higher order interactions like double bounce scattering. The parameters of the EWCM were retrieved using the field measurements and the decomposition components. Finally, the relationship between the estimated AGB and measured AGB was assessed. The coefficient of determination (R2) and root mean square error (RMSE) were 0.4341 and 119 t/ha respectively.

  2. Application of a hybrid model to reduce bias and improve precision in population estimates for elk (Cervus elaphus) inhabiting a cold desert ecosystem

    Science.gov (United States)

    Schoenecker, Kathryn A.; Lubow, Bruce C.

    2016-01-01

    Accurately estimating the size of wildlife populations is critical to wildlife management and conservation of species. Raw counts or “minimum counts” are still used as a basis for wildlife management decisions. Uncorrected raw counts are not only negatively biased due to failure to account for undetected animals, but also provide no estimate of precision on which to judge the utility of counts. We applied a hybrid population estimation technique that combined sightability modeling, radio collar-based mark-resight, and simultaneous double count (double-observer) modeling to estimate the population size of elk in a high elevation desert ecosystem. Combining several models maximizes the strengths of each individual model while minimizing their singular weaknesses. We collected data with aerial helicopter surveys of the elk population in the San Luis Valley and adjacent mountains in Colorado State, USA in 2005 and 2007. We present estimates from 7 alternative analyses: 3 based on different methods for obtaining a raw count and 4 based on different statistical models to correct for sighting probability bias. The most reliable of these approaches is a hybrid double-observer sightability model (model MH), which uses detection patterns of 2 independent observers in a helicopter plus telemetry-based detections of radio collared elk groups. Data were fit to customized mark-resight models with individual sighting covariates. Error estimates were obtained by a bootstrapping procedure. The hybrid method was an improvement over commonly used alternatives, with improved precision compared to sightability modeling and reduced bias compared to double-observer modeling. The resulting population estimate corrected for multiple sources of undercount bias that, if left uncorrected, would have underestimated the true population size by as much as 22.9%. Our comparison of these alternative methods demonstrates how various components of our method contribute to improving the final

  3. Coupled Land Surface-Subsurface Hydrogeophysical Inverse Modeling to Estimate Soil Organic Carbon Content in an Arctic Tundra

    Science.gov (United States)

    Tran, A. P.; Dafflon, B.; Hubbard, S.

    2017-12-01

    Soil organic carbon (SOC) is crucial for predicting carbon climate feedbacks in the vulnerable organic-rich Arctic region. However, it is challenging to achieve this property due to the general limitations of conventional core sampling and analysis methods. In this study, we develop an inversion scheme that uses single or multiple datasets, including soil liquid water content, temperature and ERT data, to estimate the vertical profile of SOC content. Our approach relies on the fact that SOC content strongly influences soil hydrological-thermal parameters, and therefore, indirectly controls the spatiotemporal dynamics of soil liquid water content, temperature and their correlated electrical resistivity. The scheme includes several advantages. First, this is the first time SOC content is estimated by using a coupled hydrogeophysical inversion. Second, by using the Community Land Model, we can account for the land surface dynamics (evapotranspiration, snow accumulation and melting) and ice/liquid phase transition. Third, we combine a deterministic and an adaptive Markov chain Monte Carlo optimization algorithm to better estimate the posterior distributions of desired model parameters. Finally, the simulated subsurface variables are explicitly linked to soil electrical resistivity via petrophysical and geophysical models. We validate the developed scheme using synthetic experiments. The results show that compared to inversion of single dataset, joint inversion of these datasets significantly reduces parameter uncertainty. The joint inversion approach is able to estimate SOC content within the shallow active layer with high reliability. Next, we apply the scheme to estimate OC content along an intensive ERT transect in Barrow, Alaska using multiple datasets acquired in the 2013-2015 period. The preliminary results show a good agreement between modeled and measured soil temperature, thaw layer thickness and electrical resistivity. The accuracy of estimated SOC content

  4. Estimation of pump operational state with model-based methods

    International Nuclear Information System (INIS)

    Ahonen, Tero; Tamminen, Jussi; Ahola, Jero; Viholainen, Juha; Aranto, Niina; Kestilae, Juha

    2010-01-01

    Pumps are widely used in industry, and they account for 20% of the industrial electricity consumption. Since the speed variation is often the most energy-efficient method to control the head and flow rate of a centrifugal pump, frequency converters are used with induction motor-driven pumps. Although a frequency converter can estimate the operational state of an induction motor without external measurements, the state of a centrifugal pump or other load machine is not typically considered. The pump is, however, usually controlled on the basis of the required flow rate or output pressure. As the pump operational state can be estimated with a general model having adjustable parameters, external flow rate or pressure measurements are not necessary to determine the pump flow rate or output pressure. Hence, external measurements could be replaced with an adjustable model for the pump that uses estimates of the motor operational state. Besides control purposes, modelling the pump operation can provide useful information for energy auditing and optimization purposes. In this paper, two model-based methods for pump operation estimation are presented. Factors affecting the accuracy of the estimation methods are analyzed. The applicability of the methods is verified by laboratory measurements and tests in two pilot installations. Test results indicate that the estimation methods can be applied to the analysis and control of pump operation. The accuracy of the methods is sufficient for auditing purposes, and the methods can inform the user if the pump is driven inefficiently.

  5. Estimating Dynamic Equilibrium Models using Macro and Financial Data

    DEFF Research Database (Denmark)

    Christensen, Bent Jesper; Posch, Olaf; van der Wel, Michel

    We show that including financial market data at daily frequency, along with macro series at standard lower frequency, facilitates statistical inference on structural parameters in dynamic equilibrium models. Our continuous-time formulation conveniently accounts for the difference in observation...... of the estimators and estimate the model using 20 years of U.S. macro and financial data....

  6. Improving Frozen Precipitation Density Estimation in Land Surface Modeling

    Science.gov (United States)

    Sparrow, K.; Fall, G. M.

    2017-12-01

    The Office of Water Prediction (OWP) produces high-value water supply and flood risk planning information through the use of operational land surface modeling. Improvements in diagnosing frozen precipitation density will benefit the NWS's meteorological and hydrological services by refining estimates of a significant and vital input into land surface models. A current common practice for handling the density of snow accumulation in a land surface model is to use a standard 10:1 snow-to-liquid-equivalent ratio (SLR). Our research findings suggest the possibility of a more skillful approach for assessing the spatial variability of precipitation density. We developed a 30-year SLR climatology for the coterminous US from version 3.22 of the Daily Global Historical Climatology Network - Daily (GHCN-D) dataset. Our methods followed the approach described by Baxter (2005) to estimate mean climatological SLR values at GHCN-D sites in the US, Canada, and Mexico for the years 1986-2015. In addition to the Baxter criteria, the following refinements were made: tests were performed to eliminate SLR outliers and frequent reports of SLR = 10, a linear SLR vs. elevation trend was fitted to station SLR mean values to remove the elevation trend from the data, and detrended SLR residuals were interpolated using ordinary kriging with a spherical semivariogram model. The elevation values of each station were based on the GMTED 2010 digital elevation model and the elevation trend in the data was established via linear least squares approximation. The ordinary kriging procedure was used to interpolate the data into gridded climatological SLR estimates for each calendar month at a 0.125 degree resolution. To assess the skill of this climatology, we compared estimates from our SLR climatology with observations from the GHCN-D dataset to consider the potential use of this climatology as a first guess of frozen precipitation density in an operational land surface model. The difference in

  7. Mixed H2/H∞-Based Fusion Estimation for Energy-Limited Multi-Sensors in Wearable Body Networks

    Directory of Open Access Journals (Sweden)

    Chao Li

    2017-12-01

    Full Text Available In wireless sensor networks, sensor nodes collect plenty of data for each time period. If all of data are transmitted to a Fusion Center (FC, the power of sensor node would run out rapidly. On the other hand, the data also needs a filter to remove the noise. Therefore, an efficient fusion estimation model, which can save the energy of the sensor nodes while maintaining higher accuracy, is needed. This paper proposes a novel mixed H2/H∞-based energy-efficient fusion estimation model (MHEEFE for energy-limited Wearable Body Networks. In the proposed model, the communication cost is firstly reduced efficiently while keeping the estimation accuracy. Then, the parameters in quantization method are discussed, and we confirm them by an optimization method with some prior knowledge. Besides, some calculation methods of important parameters are researched which make the final estimates more stable. Finally, an iteration-based weight calculation algorithm is presented, which can improve the fault tolerance of the final estimate. In the simulation, the impacts of some pivotal parameters are discussed. Meanwhile, compared with the other related models, the MHEEFE shows a better performance in accuracy, energy-efficiency and fault tolerance.

  8. Uncertainty estimation of uranium determination in urine by fluorometry

    International Nuclear Information System (INIS)

    Shakhashiro, A.; Al-Khateeb, S.

    2003-11-01

    In this study an applicable mathematical model is proposed for the estimation of uncertainty in uranium determination by fluorometry in urine sample. The study based on EURACHEM guide for uncertainty estimation. This model was tested on a sample containing 0.02 μg/ml uranium, where calculated uncertainty was 0.007 μg/ml. The sources of uncertainty were shown on fish-bone plane as the following: In addition, the weight of each uncertainty parameter was shown in a histogram: Finally, it was found that the estimated uncertainty by the proposed model was 3 to 4 time more that the usually reported standard deviation. (author)

  9. NONLINEAR PLANT PIECEWISE-CONTINUOUS MODEL MATRIX PARAMETERS ESTIMATION

    Directory of Open Access Journals (Sweden)

    Roman L. Leibov

    2017-09-01

    Full Text Available This paper presents a nonlinear plant piecewise-continuous model matrix parameters estimation technique using nonlinear model time responses and random search method. One of piecewise-continuous model application areas is defined. The results of proposed approach application for aircraft turbofan engine piecewisecontinuous model formation are presented

  10. A matlab framework for estimation of NLME models using stochastic differential equations: applications for estimation of insulin secretion rates.

    Science.gov (United States)

    Mortensen, Stig B; Klim, Søren; Dammann, Bernd; Kristensen, Niels R; Madsen, Henrik; Overgaard, Rune V

    2007-10-01

    The non-linear mixed-effects model based on stochastic differential equations (SDEs) provides an attractive residual error model, that is able to handle serially correlated residuals typically arising from structural mis-specification of the true underlying model. The use of SDEs also opens up for new tools for model development and easily allows for tracking of unknown inputs and parameters over time. An algorithm for maximum likelihood estimation of the model has earlier been proposed, and the present paper presents the first general implementation of this algorithm. The implementation is done in Matlab and also demonstrates the use of parallel computing for improved estimation times. The use of the implementation is illustrated by two examples of application which focus on the ability of the model to estimate unknown inputs facilitated by the extension to SDEs. The first application is a deconvolution-type estimation of the insulin secretion rate based on a linear two-compartment model for C-peptide measurements. In the second application the model is extended to also give an estimate of the time varying liver extraction based on both C-peptide and insulin measurements.

  11. Conditional shape models for cardiac motion estimation

    DEFF Research Database (Denmark)

    Metz, Coert; Baka, Nora; Kirisli, Hortense

    2010-01-01

    We propose a conditional statistical shape model to predict patient specific cardiac motion from the 3D end-diastolic CTA scan. The model is built from 4D CTA sequences by combining atlas based segmentation and 4D registration. Cardiac motion estimation is, for example, relevant in the dynamic...

  12. Benefits of multidisciplinary collaboration for earthquake casualty estimation models: recent case studies

    Science.gov (United States)

    So, E.

    2010-12-01

    the field surveys with experiments would also be advantageous as it is not always be possible to validate theories and models with actual earthquake data. In addition, colleagues in other disciplines will benefit from being introduced to the loss algorithms, methodologies and advances familiar to the engineering community, to help dissemination in earthquake mitigation and preparedness programs. It follows that new approaches to loss estimation must include a progressive assessment of what contributes to the final casualty value. In analyzing recent earthquakes, testing common hypotheses, talking to local and international researchers in the field, interviewing search and rescue and medical personnel, and comparing notes with colleagues who have visited other events, the author has developed a list of contributory factors to formulate fatality rates for use in earthquake loss estimation models. In this presentation, we will first look at the current state of data collection and assessment in casualty loss estimation. Then, the analyses of recent earthquake field data, which provide important insights to the contributory factors of fatalities in earthquakes, will be explored. The benefits of a multi-disciplinary approach in deriving fatality rates for masonry buildings will then be examined in detail.

  13. A Dynamic Travel Time Estimation Model Based on Connected Vehicles

    Directory of Open Access Journals (Sweden)

    Daxin Tian

    2015-01-01

    Full Text Available With advances in connected vehicle technology, dynamic vehicle route guidance models gradually become indispensable equipment for drivers. Traditional route guidance models are designed to direct a vehicle along the shortest path from the origin to the destination without considering the dynamic traffic information. In this paper a dynamic travel time estimation model is presented which can collect and distribute traffic data based on the connected vehicles. To estimate the real-time travel time more accurately, a road link dynamic dividing algorithm is proposed. The efficiency of the model is confirmed by simulations, and the experiment results prove the effectiveness of the travel time estimation method.

  14. PARAMETER ESTIMATION AND MODEL SELECTION FOR INDOOR ENVIRONMENTS BASED ON SPARSE OBSERVATIONS

    Directory of Open Access Journals (Sweden)

    Y. Dehbi

    2017-09-01

    Full Text Available This paper presents a novel method for the parameter estimation and model selection for the reconstruction of indoor environments based on sparse observations. While most approaches for the reconstruction of indoor models rely on dense observations, we predict scenes of the interior with high accuracy in the absence of indoor measurements. We use a model-based top-down approach and incorporate strong but profound prior knowledge. The latter includes probability density functions for model parameters and sparse observations such as room areas and the building footprint. The floorplan model is characterized by linear and bi-linear relations with discrete and continuous parameters. We focus on the stochastic estimation of model parameters based on a topological model derived by combinatorial reasoning in a first step. A Gauss-Markov model is applied for estimation and simulation of the model parameters. Symmetries are represented and exploited during the estimation process. Background knowledge as well as observations are incorporated in a maximum likelihood estimation and model selection is performed with AIC/BIC. The likelihood is also used for the detection and correction of potential errors in the topological model. Estimation results are presented and discussed.

  15. Parameter Estimation and Model Selection for Indoor Environments Based on Sparse Observations

    Science.gov (United States)

    Dehbi, Y.; Loch-Dehbi, S.; Plümer, L.

    2017-09-01

    This paper presents a novel method for the parameter estimation and model selection for the reconstruction of indoor environments based on sparse observations. While most approaches for the reconstruction of indoor models rely on dense observations, we predict scenes of the interior with high accuracy in the absence of indoor measurements. We use a model-based top-down approach and incorporate strong but profound prior knowledge. The latter includes probability density functions for model parameters and sparse observations such as room areas and the building footprint. The floorplan model is characterized by linear and bi-linear relations with discrete and continuous parameters. We focus on the stochastic estimation of model parameters based on a topological model derived by combinatorial reasoning in a first step. A Gauss-Markov model is applied for estimation and simulation of the model parameters. Symmetries are represented and exploited during the estimation process. Background knowledge as well as observations are incorporated in a maximum likelihood estimation and model selection is performed with AIC/BIC. The likelihood is also used for the detection and correction of potential errors in the topological model. Estimation results are presented and discussed.

  16. Nonparametric volatility density estimation for discrete time models

    NARCIS (Netherlands)

    Es, van Bert; Spreij, P.J.C.; Zanten, van J.H.

    2005-01-01

    We consider discrete time models for asset prices with a stationary volatility process. We aim at estimating the multivariate density of this process at a set of consecutive time instants. A Fourier-type deconvolution kernel density estimator based on the logarithm of the squared process is proposed

  17. A Hierarchical Linear Model for Estimating Gender-Based Earnings Differentials.

    Science.gov (United States)

    Haberfield, Yitchak; Semyonov, Moshe; Addi, Audrey

    1998-01-01

    Estimates of gender earnings inequality in data from 116,431 Jewish workers were compared using a hierarchical linear model (HLM) and ordinary least squares model. The HLM allows estimation of the extent to which earnings inequality depends on occupational characteristics. (SK)

  18. 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.

  19. 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

  20. Bayesian Nonparametric Model for Estimating Multistate Travel Time Distribution

    Directory of Open Access Journals (Sweden)

    Emmanuel Kidando

    2017-01-01

    Full Text Available Multistate models, that is, models with more than two distributions, are preferred over single-state probability models in modeling the distribution of travel time. Literature review indicated that the finite multistate modeling of travel time using lognormal distribution is superior to other probability functions. In this study, we extend the finite multistate lognormal model of estimating the travel time distribution to unbounded lognormal distribution. In particular, a nonparametric Dirichlet Process Mixture Model (DPMM with stick-breaking process representation was used. The strength of the DPMM is that it can choose the number of components dynamically as part of the algorithm during parameter estimation. To reduce computational complexity, the modeling process was limited to a maximum of six components. Then, the Markov Chain Monte Carlo (MCMC sampling technique was employed to estimate the parameters’ posterior distribution. Speed data from nine links of a freeway corridor, aggregated on a 5-minute basis, were used to calculate the corridor travel time. The results demonstrated that this model offers significant flexibility in modeling to account for complex mixture distributions of the travel time without specifying the number of components. The DPMM modeling further revealed that freeway travel time is characterized by multistate or single-state models depending on the inclusion of onset and offset of congestion periods.

  1. Estimation of intermediate grade uranium resources. Final report

    International Nuclear Information System (INIS)

    Lambie, F.W.; Kendall, G.R.; Klahn, L.J.; Davis, J.C.; Harbaugh, J.W.

    1980-12-01

    The purpose of this project is to analyze the technique currently used by DOE to estimate intermediate grade uranium (0.01 to 0.05% U 3 O 8 ) and, if possible, suggest alternatives to improve the accuracy and precision of the estimate. There are three principal conclusions resulting from this study. They relate to the quantity, distribution and sampling of intermediate grade uranium. While the results of this study must be validated further, they indicate that DOE may be underestimating intermediate level reserves by 20 to 30%. Plots of grade of U 3 O 8 versus tonnage of ore and tonnage U 3 O 8 indicate grade-tonnage relationships that are essentially log-linear, at least down to 0.01% U 3 O 8 . Though this is not an unexpected finding, it may provide a technique for reducing the uncertainty of intermediate grade endowment. The results of this study indicate that a much lower drill hole density is necessary for DOE to estimate uranium resources than for a mining company to calculate ore resources. Though errors in local estimates will occur, they will tend to cancel over the entire deposit

  2. E-Model MOS Estimate Precision Improvement and Modelling of Jitter Effects

    Directory of Open Access Journals (Sweden)

    Adrian Kovac

    2012-01-01

    Full Text Available This paper deals with the ITU-T E-model, which is used for non-intrusive MOS VoIP call quality estimation on IP networks. The pros of E-model are computational simplicity and usability on real-time traffic. The cons, as shown in our previous work, are the inability of E-model to reflect effects of network jitter present on real traffic flows and jitter-buffer behavior on end user devices. These effects are visible mostly on traffic over WAN, internet and radio networks and cause the E-model MOS call quality estimate to be noticeably too optimistic. In this paper, we propose a modification to E-model using previously proposed Pplef (effective packet loss using jitter and jitter-buffer model based on Pareto/D/1/K system. We subsequently perform optimization of newly added parameters reflecting jitter effects into E-model by using PESQ intrusive measurement method as a reference for selected audio codecs. Function fitting and parameter optimization is performed under varying delay, packet loss, jitter and different jitter-buffer sizes for both, correlated and uncorrelated long-tailed network traffic.

  3. Estimation of group means when adjusting for covariates in generalized linear models.

    Science.gov (United States)

    Qu, Yongming; Luo, Junxiang

    2015-01-01

    Generalized linear models are commonly used to analyze categorical data such as binary, count, and ordinal outcomes. Adjusting for important prognostic factors or baseline covariates in generalized linear models may improve the estimation efficiency. The model-based mean for a treatment group produced by most software packages estimates the response at the mean covariate, not the mean response for this treatment group for the studied population. Although this is not an issue for linear models, the model-based group mean estimates in generalized linear models could be seriously biased for the true group means. We propose a new method to estimate the group mean consistently with the corresponding variance estimation. Simulation showed the proposed method produces an unbiased estimator for the group means and provided the correct coverage probability. The proposed method was applied to analyze hypoglycemia data from clinical trials in diabetes. Copyright © 2014 John Wiley & Sons, Ltd.

  4. System health monitoring using multiple-model adaptive estimation techniques

    Science.gov (United States)

    Sifford, Stanley Ryan

    Monitoring system health for fault detection and diagnosis by tracking system parameters concurrently with state estimates is approached using a new multiple-model adaptive estimation (MMAE) method. This novel method is called GRid-based Adaptive Parameter Estimation (GRAPE). GRAPE expands existing MMAE methods by using new techniques to sample the parameter space. GRAPE expands on MMAE with the hypothesis that sample models can be applied and resampled without relying on a predefined set of models. GRAPE is initially implemented in a linear framework using Kalman filter models. A more generalized GRAPE formulation is presented using extended Kalman filter (EKF) models to represent nonlinear systems. GRAPE can handle both time invariant and time varying systems as it is designed to track parameter changes. Two techniques are presented to generate parameter samples for the parallel filter models. The first approach is called selected grid-based stratification (SGBS). SGBS divides the parameter space into equally spaced strata. The second approach uses Latin Hypercube Sampling (LHS) to determine the parameter locations and minimize the total number of required models. LHS is particularly useful when the parameter dimensions grow. Adding more parameters does not require the model count to increase for LHS. Each resample is independent of the prior sample set other than the location of the parameter estimate. SGBS and LHS can be used for both the initial sample and subsequent resamples. Furthermore, resamples are not required to use the same technique. Both techniques are demonstrated for both linear and nonlinear frameworks. The GRAPE framework further formalizes the parameter tracking process through a general approach for nonlinear systems. These additional methods allow GRAPE to either narrow the focus to converged values within a parameter range or expand the range in the appropriate direction to track the parameters outside the current parameter range boundary

  5. On population size estimators in the Poisson mixture model.

    Science.gov (United States)

    Mao, Chang Xuan; Yang, Nan; Zhong, Jinhua

    2013-09-01

    Estimating population sizes via capture-recapture experiments has enormous applications. The Poisson mixture model can be adopted for those applications with a single list in which individuals appear one or more times. We compare several nonparametric estimators, including the Chao estimator, the Zelterman estimator, two jackknife estimators and the bootstrap estimator. The target parameter of the Chao estimator is a lower bound of the population size. Those of the other four estimators are not lower bounds, and they may produce lower confidence limits for the population size with poor coverage probabilities. A simulation study is reported and two examples are investigated. © 2013, The International Biometric Society.

  6. Teletactile System Based on Mechanical Properties Estimation

    Directory of Open Access Journals (Sweden)

    Mauro M. Sette

    2011-01-01

    Full Text Available Tactile feedback is a major missing feature in minimally invasive procedures; it is an essential means of diagnosis and orientation during surgical procedures. Previous works have presented a remote palpation feedback system based on the coupling between a pressure sensor and a general haptic interface. Here a new approach is presented based on the direct estimation of the tissue mechanical properties and finally their presentation to the operator by means of a haptic interface. The approach presents different technical difficulties and some solutions are proposed: the implementation of a fast Young’s modulus estimation algorithm, the implementation of a real time finite element model, and finally the implementation of a stiffness estimation approach in order to guarantee the system’s stability. The work is concluded with an experimental evaluation of the whole system.

  7. Hybrid Simulation Modeling to Estimate U.S. Energy Elasticities

    Science.gov (United States)

    Baylin-Stern, Adam C.

    This paper demonstrates how an U.S. application of CIMS, a technologically explicit and behaviourally realistic energy-economy simulation model which includes macro-economic feedbacks, can be used to derive estimates of elasticity of substitution (ESUB) and autonomous energy efficiency index (AEEI) parameters. The ability of economies to reduce greenhouse gas emissions depends on the potential for households and industry to decrease overall energy usage, and move from higher to lower emissions fuels. Energy economists commonly refer to ESUB estimates to understand the degree of responsiveness of various sectors of an economy, and use estimates to inform computable general equilibrium models used to study climate policies. Using CIMS, I have generated a set of future, 'pseudo-data' based on a series of simulations in which I vary energy and capital input prices over a wide range. I then used this data set to estimate the parameters for transcendental logarithmic production functions using regression techniques. From the production function parameter estimates, I calculated an array of elasticity of substitution values between input pairs. Additionally, this paper demonstrates how CIMS can be used to calculate price-independent changes in energy-efficiency in the form of the AEEI, by comparing energy consumption between technologically frozen and 'business as usual' simulations. The paper concludes with some ideas for model and methodological improvement, and how these might figure into future work in the estimation of ESUBs from CIMS. Keywords: Elasticity of substitution; hybrid energy-economy model; translog; autonomous energy efficiency index; rebound effect; fuel switching.

  8. Online Estimation of Model Parameters and State of Charge of LiFePO4 Batteries Using a Novel Open-Circuit Voltage at Various Ambient Temperatures

    Directory of Open Access Journals (Sweden)

    Fei Feng

    2015-04-01

    Full Text Available This study describes an online estimation of the model parameters and state of charge (SOC of lithium iron phosphate batteries in electric vehicles. A widely used SOC estimator is based on the dynamic battery model with predeterminate parameters. However, model parameter variances that follow with their varied operation temperatures can result in errors in estimating battery SOC. To address this problem, a battery online parameter estimator is presented based on an equivalent circuit model using an adaptive joint extended Kalman filter algorithm. Simulations based on actual data are established to verify accuracy and stability in the regression of model parameters. Experiments are also performed to prove that the proposed estimator exhibits good reliability and adaptability under different loading profiles with various temperatures. In addition, open-circuit voltage (OCV is used to estimate SOC in the proposed algorithm. However, the OCV based on the proposed online identification includes a part of concentration polarization and hysteresis, which is defined as parametric identification-based OCV (OCVPI. Considering the temperature factor, a novel OCV–SOC relationship map is established by using OCVPI under various temperatures. Finally, a validating experiment is conducted based on the consecutive loading profiles. Results indicate that our method is effective and adaptable when a battery operates at different ambient temperatures.

  9. Fuel Burn Estimation Using Real Track Data

    Science.gov (United States)

    Chatterji, Gano B.

    2011-01-01

    A procedure for estimating fuel burned based on actual flight track data, and drag and fuel-flow models is described. The procedure consists of estimating aircraft and wind states, lift, drag and thrust. Fuel-flow for jet aircraft is determined in terms of thrust, true airspeed and altitude as prescribed by the Base of Aircraft Data fuel-flow model. This paper provides a theoretical foundation for computing fuel-flow with most of the information derived from actual flight data. The procedure does not require an explicit model of thrust and calibrated airspeed/Mach profile which are typically needed for trajectory synthesis. To validate the fuel computation method, flight test data provided by the Federal Aviation Administration were processed. Results from this method show that fuel consumed can be estimated within 1% of the actual fuel consumed in the flight test. Next, fuel consumption was estimated with simplified lift and thrust models. Results show negligible difference with respect to the full model without simplifications. An iterative takeoff weight estimation procedure is described for estimating fuel consumption, when takeoff weight is unavailable, and for establishing fuel consumption uncertainty bounds. Finally, the suitability of using radar-based position information for fuel estimation is examined. It is shown that fuel usage could be estimated within 5.4% of the actual value using positions reported in the Airline Situation Display to Industry data with simplified models and iterative takeoff weight computation.

  10. Segmentation and intensity estimation of microarray images using a gamma-t mixture model.

    Science.gov (United States)

    Baek, Jangsun; Son, Young Sook; McLachlan, Geoffrey J

    2007-02-15

    We present a new approach to the analysis of images for complementary DNA microarray experiments. The image segmentation and intensity estimation are performed simultaneously by adopting a two-component mixture model. One component of this mixture corresponds to the distribution of the background intensity, while the other corresponds to the distribution of the foreground intensity. The intensity measurement is a bivariate vector consisting of red and green intensities. The background intensity component is modeled by the bivariate gamma distribution, whose marginal densities for the red and green intensities are independent three-parameter gamma distributions with different parameters. The foreground intensity component is taken to be the bivariate t distribution, with the constraint that the mean of the foreground is greater than that of the background for each of the two colors. The degrees of freedom of this t distribution are inferred from the data but they could be specified in advance to reduce the computation time. Also, the covariance matrix is not restricted to being diagonal and so it allows for nonzero correlation between R and G foreground intensities. This gamma-t mixture model is fitted by maximum likelihood via the EM algorithm. A final step is executed whereby nonparametric (kernel) smoothing is undertaken of the posterior probabilities of component membership. The main advantages of this approach are: (1) it enjoys the well-known strengths of a mixture model, namely flexibility and adaptability to the data; (2) it considers the segmentation and intensity simultaneously and not separately as in commonly used existing software, and it also works with the red and green intensities in a bivariate framework as opposed to their separate estimation via univariate methods; (3) the use of the three-parameter gamma distribution for the background red and green intensities provides a much better fit than the normal (log normal) or t distributions; (4) the

  11. Estimating Lion Abundance using N-mixture Models for Social Species.

    Science.gov (United States)

    Belant, Jerrold L; Bled, Florent; Wilton, Clay M; Fyumagwa, Robert; Mwampeta, Stanslaus B; Beyer, Dean E

    2016-10-27

    Declining populations of large carnivores worldwide, and the complexities of managing human-carnivore conflicts, require accurate population estimates of large carnivores to promote their long-term persistence through well-informed management We used N-mixture models to estimate lion (Panthera leo) abundance from call-in and track surveys in southeastern Serengeti National Park, Tanzania. Because of potential habituation to broadcasted calls and social behavior, we developed a hierarchical observation process within the N-mixture model conditioning lion detectability on their group response to call-ins and individual detection probabilities. We estimated 270 lions (95% credible interval = 170-551) using call-ins but were unable to estimate lion abundance from track data. We found a weak negative relationship between predicted track density and predicted lion abundance from the call-in surveys. Luminosity was negatively correlated with individual detection probability during call-in surveys. Lion abundance and track density were influenced by landcover, but direction of the corresponding effects were undetermined. N-mixture models allowed us to incorporate multiple parameters (e.g., landcover, luminosity, observer effect) influencing lion abundance and probability of detection directly into abundance estimates. We suggest that N-mixture models employing a hierarchical observation process can be used to estimate abundance of other social, herding, and grouping species.

  12. Reduced order ARMA spectral estimation of ocean waves

    Digital Repository Service at National Institute of Oceanography (India)

    Mandal, S.; Witz, J.A.; Lyons, G.J.

    . After selecting the initial model order based on the Akaike Information Criterion method, a novel model order reduction technique is applied to obtain the final reduced order ARMA model. First estimates of the higher order autoregressive coefficients... of the reduced order ARMA model is obtained. The moving average part is determined based on partial fraction and recursive methods. The above system identification models and model order reduction technique are shown here to be successfully applied...

  13. Estimating Coastal Digital Elevation Model (DEM) Uncertainty

    Science.gov (United States)

    Amante, C.; Mesick, S.

    2017-12-01

    Integrated bathymetric-topographic digital elevation models (DEMs) are representations of the Earth's solid surface and are fundamental to the modeling of coastal processes, including tsunami, storm surge, and sea-level rise inundation. Deviations in elevation values from the actual seabed or land surface constitute errors in DEMs, which originate from numerous sources, including: (i) the source elevation measurements (e.g., multibeam sonar, lidar), (ii) the interpolative gridding technique (e.g., spline, kriging) used to estimate elevations in areas unconstrained by source measurements, and (iii) the datum transformation used to convert bathymetric and topographic data to common vertical reference systems. The magnitude and spatial distribution of the errors from these sources are typically unknown, and the lack of knowledge regarding these errors represents the vertical uncertainty in the DEM. The National Oceanic and Atmospheric Administration (NOAA) National Centers for Environmental Information (NCEI) has developed DEMs for more than 200 coastal communities. This study presents a methodology developed at NOAA NCEI to derive accompanying uncertainty surfaces that estimate DEM errors at the individual cell-level. The development of high-resolution (1/9th arc-second), integrated bathymetric-topographic DEMs along the southwest coast of Florida serves as the case study for deriving uncertainty surfaces. The estimated uncertainty can then be propagated into the modeling of coastal processes that utilize DEMs. Incorporating the uncertainty produces more reliable modeling results, and in turn, better-informed coastal management decisions.

  14. Online state of charge and model parameter co-estimation based on a novel multi-timescale estimator for vanadium redox flow battery

    International Nuclear Information System (INIS)

    Wei, Zhongbao; Lim, Tuti Mariana; Skyllas-Kazacos, Maria; Wai, Nyunt; Tseng, King Jet

    2016-01-01

    Highlights: • Battery model parameters and SOC co-estimation is investigated. • The model parameters and OCV are decoupled and estimated independently. • Multiple timescales are adopted to improve precision and stability. • SOC is online estimated without using the open-circuit cell. • The method is robust to aging levels, flow rates, and battery chemistries. - Abstract: A key function of battery management system (BMS) is to provide accurate information of the state of charge (SOC) in real time, and this depends directly on the precise model parameterization. In this paper, a novel multi-timescale estimator is proposed to estimate the model parameters and SOC for vanadium redox flow battery (VRB) in real time. The model parameters and OCV are decoupled and estimated independently, effectively avoiding the possibility of cross interference between them. The analysis of model sensitivity, stability, and precision suggests the necessity of adopting different timescales for each estimator independently. Experiments are conducted to assess the performance of the proposed method. Results reveal that the model parameters are online adapted accurately thus the periodical calibration on them can be avoided. The online estimated terminal voltage and SOC are both benchmarked with the reference values. The proposed multi-timescale estimator has the merits of fast convergence, high precision, and good robustness against the initialization uncertainty, aging states, flow rates, and also battery chemistries.

  15. Modeling of the Maximum Entropy Problem as an Optimal Control Problem and its Application to Pdf Estimation of Electricity Price

    Directory of Open Access Journals (Sweden)

    M. E. Haji Abadi

    2013-09-01

    Full Text Available In this paper, the continuous optimal control theory is used to model and solve the maximum entropy problem for a continuous random variable. The maximum entropy principle provides a method to obtain least-biased probability density function (Pdf estimation. In this paper, to find a closed form solution for the maximum entropy problem with any number of moment constraints, the entropy is considered as a functional measure and the moment constraints are considered as the state equations. Therefore, the Pdf estimation problem can be reformulated as the optimal control problem. Finally, the proposed method is applied to estimate the Pdf of the hourly electricity prices of New England and Ontario electricity markets. Obtained results show the efficiency of the proposed method.

  16. A hierarchical model for estimating density in camera-trap studies

    Science.gov (United States)

    Royle, J. Andrew; Nichols, James D.; Karanth, K.Ullas; Gopalaswamy, Arjun M.

    2009-01-01

    Estimating animal density using capture–recapture data from arrays of detection devices such as camera traps has been problematic due to the movement of individuals and heterogeneity in capture probability among them induced by differential exposure to trapping.We develop a spatial capture–recapture model for estimating density from camera-trapping data which contains explicit models for the spatial point process governing the distribution of individuals and their exposure to and detection by traps.We adopt a Bayesian approach to analysis of the hierarchical model using the technique of data augmentation.The model is applied to photographic capture–recapture data on tigers Panthera tigris in Nagarahole reserve, India. Using this model, we estimate the density of tigers to be 14·3 animals per 100 km2 during 2004.Synthesis and applications. Our modelling framework largely overcomes several weaknesses in conventional approaches to the estimation of animal density from trap arrays. It effectively deals with key problems such as individual heterogeneity in capture probabilities, movement of traps, presence of potential ‘holes’ in the array and ad hoc estimation of sample area. The formulation, thus, greatly enhances flexibility in the conduct of field surveys as well as in the analysis of data, from studies that may involve physical, photographic or DNA-based ‘captures’ of individual animals.

  17. Estimating national forest carbon stocks and dynamics: combining models and remotely sensed information

    Science.gov (United States)

    Smallman, Thomas Luke; Exbrayat, Jean-François; Bloom, Anthony; Williams, Mathew

    2017-04-01

    Forests are a critical component of the global carbon cycle, storing significant amounts of carbon, split between living biomass and dead organic matter. The carbon budget of forests is the most uncertain component of the global carbon cycle - it is currently impossible to quantify accurately the carbon source/sink strength of forest biomes due to their heterogeneity and complex dynamics. It has been a major challenge to generate robust carbon budgets across landscapes due to data scarcity. Models have been used for estimating carbon budgets, but outputs have lacked an assessment of uncertainty, making a robust assessment of their reliability and accuracy challenging. Here a Metropolis Hastings - Markov Chain Monte Carlo (MH-MCMC) data assimilation framework has been used to combine remotely sensed leaf area index (MODIS), biomass (where available) and deforestation estimates, in addition to forest planting information from the UK's national forest inventory, an estimate of soil carbon from the Harmonized World Database (HWSD) and plant trait information with a process model (DALEC) to produce a constrained analysis with a robust estimate of uncertainty of the UK forestry carbon budget between 2000 and 2010. Our analysis estimates the mean annual UK forest carbon sink at -3.9 MgC ha-1 yr-1 with a 95 % confidence interval between -4.0 and -3.1 MgC ha-1yr-1. The UK national forest inventory (NFI) estimates the mean UK forest carbon sink to be between -1.4 and -5.5 MgC ha-1 yr-1. The analysis estimate for total forest biomass stock in 2010 is estimated at 229 (177/232) TgC, while the NFI an estimated total forest biomass carbon stock of 216 TgC. Leaf carbon area (LCA) is a key plant trait which we are able to estimate using our analysis. Comparison of median estimates for (LCA) retrieved from the analysis and a UK land cover map show higher and lower values for LCA are estimated areas dominated by needle leaf and broad leaf forests forest respectively, consistent with

  18. A Probabilistic Cost Estimation Model for Unexploded Ordnance Removal

    National Research Council Canada - National Science Library

    Poppe, Peter

    1999-01-01

    ...) contaminated sites that the services must decontaminate. Existing models for estimating the cost of UXO removal often require a high level of expertise and provide only a point estimate for the costs...

  19. Online model-based estimation of state-of-charge and open-circuit voltage of lithium-ion batteries in electric vehicles

    International Nuclear Information System (INIS)

    He, Hongwen; Zhang, Xiaowei; Xiong, Rui; Xu, Yongli; Guo, Hongqiang

    2012-01-01

    This paper presents a method to estimate the state-of-charge (SOC) of a lithium-ion battery, based on an online identification of its open-circuit voltage (OCV), according to the battery’s intrinsic relationship between the SOC and the OCV for application in electric vehicles. Firstly an equivalent circuit model with n RC networks is employed modeling the polarization characteristic and the dynamic behavior of the lithium-ion battery, the corresponding equations are built to describe its electric behavior and a recursive function is deduced for the online identification of the OCV, which is implemented by a recursive least squares (RLS) algorithm with an optimal forgetting factor. The models with different RC networks are evaluated based on the terminal voltage comparisons between the model-based simulation and the experiment. Then the OCV-SOC lookup table is built based on the experimental data performed by a linear interpolation of the battery voltages at the same SOC during two consecutive discharge and charge cycles. Finally a verifying experiment is carried out based on nine Urban Dynamometer Driving Schedules. It indicates that the proposed method can ensure an acceptable accuracy of SOC estimation for online application with a maximum error being less than 5.0%. -- Highlights: ► An equivalent circuit model with n RC networks is built for lithium-ion batteries. ► A recursive function is deduced for the online estimation of the model parameters like OCV and R O . ► The relationship between SOC and OCV is built with a linear interpolation method by experiments. ► The experiments show the online model-based SOC estimation is reasonable with enough accuracy.

  20. A service based estimation method for MPSoC performance modelling

    DEFF Research Database (Denmark)

    Tranberg-Hansen, Anders Sejer; Madsen, Jan; Jensen, Bjørn Sand

    2008-01-01

    This paper presents an abstract service based estimation method for MPSoC performance modelling which allows fast, cycle accurate design space exploration of complex architectures including multi processor configurations at a very early stage in the design phase. The modelling method uses a service...... oriented model of computation based on Hierarchical Colored Petri Nets and allows the modelling of both software and hardware in one unified model. To illustrate the potential of the method, a small MPSoC system, developed at Bang & Olufsen ICEpower a/s, is modelled and performance estimates are produced...

  1. Thresholding projection estimators in functional linear models

    OpenAIRE

    Cardot, Hervé; Johannes, Jan

    2010-01-01

    We consider the problem of estimating the regression function in functional linear regression models by proposing a new type of projection estimators which combine dimension reduction and thresholding. The introduction of a threshold rule allows to get consistency under broad assumptions as well as minimax rates of convergence under additional regularity hypotheses. We also consider the particular case of Sobolev spaces generated by the trigonometric basis which permits to get easily mean squ...

  2. FUZZY MODELING BY SUCCESSIVE ESTIMATION OF RULES ...

    African Journals Online (AJOL)

    This paper presents an algorithm for automatically deriving fuzzy rules directly from a set of input-output data of a process for the purpose of modeling. The rules are extracted by a method termed successive estimation. This method is used to generate a model without truncating the number of fired rules, to within user ...

  3. Explicit estimating equations for semiparametric generalized linear latent variable models

    KAUST Repository

    Ma, Yanyuan

    2010-07-05

    We study generalized linear latent variable models without requiring a distributional assumption of the latent variables. Using a geometric approach, we derive consistent semiparametric estimators. We demonstrate that these models have a property which is similar to that of a sufficient complete statistic, which enables us to simplify the estimating procedure and explicitly to formulate the semiparametric estimating equations. We further show that the explicit estimators have the usual root n consistency and asymptotic normality. We explain the computational implementation of our method and illustrate the numerical performance of the estimators in finite sample situations via extensive simulation studies. The advantage of our estimators over the existing likelihood approach is also shown via numerical comparison. We employ the method to analyse a real data example from economics. © 2010 Royal Statistical Society.

  4. Covariance specification and estimation to improve top-down Green House Gas emission estimates

    Science.gov (United States)

    Ghosh, S.; Lopez-Coto, I.; Prasad, K.; Whetstone, J. R.

    2015-12-01

    The National Institute of Standards and Technology (NIST) operates the North-East Corridor (NEC) project and the Indianapolis Flux Experiment (INFLUX) in order to develop measurement methods to quantify sources of Greenhouse Gas (GHG) emissions as well as their uncertainties in urban domains using a top down inversion method. Top down inversion updates prior knowledge using observations in a Bayesian way. One primary consideration in a Bayesian inversion framework is the covariance structure of (1) the emission prior residuals and (2) the observation residuals (i.e. the difference between observations and model predicted observations). These covariance matrices are respectively referred to as the prior covariance matrix and the model-data mismatch covariance matrix. It is known that the choice of these covariances can have large effect on estimates. The main objective of this work is to determine the impact of different covariance models on inversion estimates and their associated uncertainties in urban domains. We use a pseudo-data Bayesian inversion framework using footprints (i.e. sensitivities of tower measurements of GHGs to surface emissions) and emission priors (based on Hestia project to quantify fossil-fuel emissions) to estimate posterior emissions using different covariance schemes. The posterior emission estimates and uncertainties are compared to the hypothetical truth. We find that, if we correctly specify spatial variability and spatio-temporal variability in prior and model-data mismatch covariances respectively, then we can compute more accurate posterior estimates. We discuss few covariance models to introduce space-time interacting mismatches along with estimation of the involved parameters. We then compare several candidate prior spatial covariance models from the Matern covariance class and estimate their parameters with specified mismatches. We find that best-fitted prior covariances are not always best in recovering the truth. To achieve

  5. Optimal difference-based estimation for partially linear models

    KAUST Repository

    Zhou, Yuejin; Cheng, Yebin; Dai, Wenlin; Tong, Tiejun

    2017-01-01

    Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.

  6. Optimal difference-based estimation for partially linear models

    KAUST Repository

    Zhou, Yuejin

    2017-12-16

    Difference-based methods have attracted increasing attention for analyzing partially linear models in the recent literature. In this paper, we first propose to solve the optimal sequence selection problem in difference-based estimation for the linear component. To achieve the goal, a family of new sequences and a cross-validation method for selecting the adaptive sequence are proposed. We demonstrate that the existing sequences are only extreme cases in the proposed family. Secondly, we propose a new estimator for the residual variance by fitting a linear regression method to some difference-based estimators. Our proposed estimator achieves the asymptotic optimal rate of mean squared error. Simulation studies also demonstrate that our proposed estimator performs better than the existing estimator, especially when the sample size is small and the nonparametric function is rough.

  7. Estimation of Nonlinear Dynamic Panel Data Models with Individual Effects

    Directory of Open Access Journals (Sweden)

    Yi Hu

    2014-01-01

    Full Text Available This paper suggests a generalized method of moments (GMM based estimation for dynamic panel data models with individual specific fixed effects and threshold effects simultaneously. We extend Hansen’s (Hansen, 1999 original setup to models including endogenous regressors, specifically, lagged dependent variables. To address the problem of endogeneity of these nonlinear dynamic panel data models, we prove that the orthogonality conditions proposed by Arellano and Bond (1991 are valid. The threshold and slope parameters are estimated by GMM, and asymptotic distribution of the slope parameters is derived. Finite sample performance of the estimation is investigated through Monte Carlo simulations. It shows that the threshold and slope parameter can be estimated accurately and also the finite sample distribution of slope parameters is well approximated by the asymptotic distribution.

  8. The problematic estimation of "imitation effects" in multilevel models

    Directory of Open Access Journals (Sweden)

    2003-09-01

    Full Text Available It seems plausible that a person's demographic behaviour may be influenced by that among other people in the community, for example because of an inclination to imitate. When estimating multilevel models from clustered individual data, some investigators might perhaps feel tempted to try to capture this effect by simply including on the right-hand side the average of the dependent variable, constructed by aggregation within the clusters. However, such modelling must be avoided. According to simulation experiments based on real fertility data from India, the estimated effect of this obviously endogenous variable can be very different from the true effect. Also the other community effect estimates can be strongly biased. An "imitation effect" can only be estimated under very special assumptions that in practice will be hard to defend.

  9. Bayesian estimation of parameters in a regional hydrological model

    Directory of Open Access Journals (Sweden)

    K. Engeland

    2002-01-01

    Full Text Available This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1 process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis

  10. Theoretical Model for Volume Fraction of UC, 235U Enrichment, and Effective Density of Final U 10Mo Alloy

    Energy Technology Data Exchange (ETDEWEB)

    Devaraj, Arun [Pacific Northwest National Lab. (PNNL), Richland, WA (United States). Environmental Molecular Sciences Lab. (EMSL); Prabhakaran, Ramprashad [Pacific Northwest National Lab. (PNNL), Richland, WA (United States). Environmental Molecular Sciences Lab. (EMSL); Joshi, Vineet V. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States). Environmental Molecular Sciences Lab. (EMSL); Hu, Shenyang Y. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States). Environmental Molecular Sciences Lab. (EMSL); McGarrah, Eric J. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States). Environmental Molecular Sciences Lab. (EMSL); Lavender, Curt A. [Pacific Northwest National Lab. (PNNL), Richland, WA (United States). Environmental Molecular Sciences Lab. (EMSL)

    2016-04-12

    The purpose of this document is to provide a theoretical framework for (1) estimating uranium carbide (UC) volume fraction in a final alloy of uranium with 10 weight percent molybdenum (U-10Mo) as a function of final alloy carbon concentration, and (2) estimating effective 235U enrichment in the U-10Mo matrix after accounting for loss of 235U in forming UC. This report will also serve as a theoretical baseline for effective density of as-cast low-enriched U-10Mo alloy. Therefore, this report will serve as the baseline for quality control of final alloy carbon content

  11. Correcting the bias of empirical frequency parameter estimators in codon models.

    Directory of Open Access Journals (Sweden)

    Sergei Kosakovsky Pond

    2010-07-01

    Full Text Available Markov models of codon substitution are powerful inferential tools for studying biological processes such as natural selection and preferences in amino acid substitution. The equilibrium character distributions of these models are almost always estimated using nucleotide frequencies observed in a sequence alignment, primarily as a matter of historical convention. In this note, we demonstrate that a popular class of such estimators are biased, and that this bias has an adverse effect on goodness of fit and estimates of substitution rates. We propose a "corrected" empirical estimator that begins with observed nucleotide counts, but accounts for the nucleotide composition of stop codons. We show via simulation that the corrected estimates outperform the de facto standard estimates not just by providing better estimates of the frequencies themselves, but also by leading to improved estimation of other parameters in the evolutionary models. On a curated collection of sequence alignments, our estimators show a significant improvement in goodness of fit compared to the approach. Maximum likelihood estimation of the frequency parameters appears to be warranted in many cases, albeit at a greater computational cost. Our results demonstrate that there is little justification, either statistical or computational, for continued use of the -style estimators.

  12. Errors and parameter estimation in precipitation-runoff modeling: 1. Theory

    Science.gov (United States)

    Troutman, Brent M.

    1985-01-01

    Errors in complex conceptual precipitation-runoff models may be analyzed by placing them into a statistical framework. This amounts to treating the errors as random variables and defining the probabilistic structure of the errors. By using such a framework, a large array of techniques, many of which have been presented in the statistical literature, becomes available to the modeler for quantifying and analyzing the various sources of error. A number of these techniques are reviewed in this paper, with special attention to the peculiarities of hydrologic models. Known methodologies for parameter estimation (calibration) are particularly applicable for obtaining physically meaningful estimates and for explaining how bias in runoff prediction caused by model error and input error may contribute to bias in parameter estimation.

  13. NEW MODEL FOR SOLAR RADIATION ESTIMATION FROM ...

    African Journals Online (AJOL)

    NEW MODEL FOR SOLAR RADIATION ESTIMATION FROM MEASURED AIR TEMPERATURE AND ... Nigerian Journal of Technology ... Solar radiation measurement is not sufficient in Nigeria for various reasons such as maintenance and ...

  14. Sparse estimation of polynomial dynamical models

    NARCIS (Netherlands)

    Toth, R.; Hjalmarsson, H.; Rojas, C.R.; Kinnaert, M.

    2012-01-01

    In many practical situations, it is highly desirable to estimate an accurate mathematical model of a real system using as few parameters as possible. This can be motivated either from appealing to a parsimony principle (Occam's razor) or from the view point of the utilization complexity in terms of

  15. Parameter estimation in nonlinear models for pesticide degradation

    International Nuclear Information System (INIS)

    Richter, O.; Pestemer, W.; Bunte, D.; Diekkrueger, B.

    1991-01-01

    A wide class of environmental transfer models is formulated as ordinary or partial differential equations. With the availability of fast computers, the numerical solution of large systems became feasible. The main difficulty in performing a realistic and convincing simulation of the fate of a substance in the biosphere is not the implementation of numerical techniques but rather the incomplete data basis for parameter estimation. Parameter estimation is a synonym for statistical and numerical procedures to derive reasonable numerical values for model parameters from data. The classical method is the familiar linear regression technique which dates back to the 18th century. Because it is easy to handle, linear regression has long been established as a convenient tool for analysing relationships. However, the wide use of linear regression has led to an overemphasis of linear relationships. In nature, most relationships are nonlinear and linearization often gives a poor approximation of reality. Furthermore, pure regression models are not capable to map the dynamics of a process. Therefore, realistic models involve the evolution in time (and space). This leads in a natural way to the formulation of differential equations. To establish the link between data and dynamical models, numerical advanced parameter identification methods have been developed in recent years. This paper demonstrates the application of these techniques to estimation problems in the field of pesticide dynamics. (7 refs., 5 figs., 2 tabs.)

  16. Evidence for the Higgs boson decay to τ+τ- in the lepton+hadrons final state with ATLAS

    International Nuclear Information System (INIS)

    Schwindt, Thomas

    2015-01-01

    The data recorded with the ATLAS experiment during the first run period of the Large Hadron Collider are analysed by selecting final states with two τ-leptons, which further decay to a lighter lepton and to hadrons, respectively. The modelling of these final states is first validated in the context of the Z boson production cross section in ττ final states. The event selection and the data-driven techniques for the estimation of important background processes are then adapted to a search for H→ττ decays of the Higgs boson. In this search, Z→ττ final states contribute the dominant background and are therefore modelled in a data-driven way by replacing the Z decay products in Z→μμ data events with simulated decays of τ-leptons. Including all different background estimates, the search strategy is developed, and its sensitivity is documented in two intermediate results. With the final multi-variate analysis employing boosted decision trees, an excess of data over the estimated background in τ lep τ had final states is observed with a statistical significance of 3.2σ. It is compatible with a mass of m H ∼125 GeV, which has been measured in other final states originating from bosonic decays. This result is evidence for the Yukawa coupling of the Higgs boson to τ-leptons.

  17. Contributions in Radio Channel Sounding, Modeling, and Estimation

    DEFF Research Database (Denmark)

    Pedersen, Troels

    2009-01-01

    This thesis spans over three strongly related topics in wireless communication: channel-sounding, -modeling, and -estimation. Three main problems are addressed: optimization of spatio-temporal apertures for channel sounding; estimation of per-path power spectral densities (psds); and modeling...... relies on a ``propagation graph'' where vertices  represent scatterers and edges represent the wave propagation conditions between scatterers.  The graph has a recursive structure, which permits modeling of the transfer function of the graph. We derive a closed-form expression of the infinite......-bounce impulse response. This expression is used for simulation of the impulse response of randomly generated propagation graphs. The obtained realizations exhibit the well-observed  exponential power decay versus delay and specular-to-diffuse transition....

  18. Internal combustion engines - Modelling, estimation and control issues

    Energy Technology Data Exchange (ETDEWEB)

    Vigild, C.W.

    2001-12-01

    Alternative power-trains have become buzz words in the automotive industry in the recent past. New technologies like Lithium-Ion batteries or fuel cells combined with high efficient electrical motors show promising results. However both technologies are extremely expensive and important questions like 'How are we going to supply fuel-cells with hydrogen in an environmentally friendly way?', 'How are we going to improve the range - and recharging speed - of electrical vehicles?' and 'How will our existing infrastructure cope with such changes?' are still left unanswered. Hence, the internal combustion engine with all its shortcomings is to stay with us for the next many years. What the future will really bring in this area is uncertain, but one thing can be said for sure; the time of the pipe in - pipe out engine concept is over. Modem engines, Diesel or gasoline, have in the recent past been provided with many new technologies to improve both performance and handling and to cope with the tightening emission legislations. However, as new devices are included, the number of control inputs is also gradually increased. Hence, the control matrix dimension has grown to a considerably size, and the typical table and regression based engine calibration procedures currently in use today contain both challenging and time-consuming tasks. One way to improve understanding of engines and provide a more comprehensive picture of the control problem is by use of simplified physical modelling - one of the main thrusts of this dissertation. The application of simplified physical modelling as a foundation for engine estimation and control design is first motivated by two control applications. The control problem concerns Air/Fuel ratio control of Spark Ignition engines. Two different ways of control are presented; one based on. a model based Extended Kalman Filter updated predictor, and one based on robust H {infinity} techniques. Both controllers are

  19. 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...

  20. Model Effects on GLAS-Based Regional Estimates of Forest Biomass and Carbon

    Science.gov (United States)

    Nelson, Ross

    2008-01-01

    ICESat/GLAS waveform data are used to estimate biomass and carbon on a 1.27 million sq km study area. the Province of Quebec, Canada, below treeline. The same input data sets and sampling design are used in conjunction with four different predictive models to estimate total aboveground dry forest biomass and forest carbon. The four models include nonstratified and stratified versions of a multiple linear model where either biomass or (square root of) biomass serves as the dependent variable. The use of different models in Quebec introduces differences in Provincial biomass estimates of up to 0.35 Gt (range 4.942+/-0.28 Gt to 5.29+/-0.36 Gt). The results suggest that if different predictive models are used to estimate regional carbon stocks in different epochs, e.g., y2005, y2015, one might mistakenly infer an apparent aboveground carbon "change" of, in this case, 0.18 Gt, or approximately 7% of the aboveground carbon in Quebec, due solely to the use of different predictive models. These findings argue for model consistency in future, LiDAR-based carbon monitoring programs. Regional biomass estimates from the four GLAS models are compared to ground estimates derived from an extensive network of 16,814 ground plots located in southern Quebec. Stratified models proved to be more accurate and precise than either of the two nonstratified models tested.

  1. Spatial Distribution of Hydrologic Ecosystem Service Estimates: Comparing Two Models

    Science.gov (United States)

    Dennedy-Frank, P. J.; Ghile, Y.; Gorelick, S.; Logsdon, R. A.; Chaubey, I.; Ziv, G.

    2014-12-01

    We compare estimates of the spatial distribution of water quantity provided (annual water yield) from two ecohydrologic models: the widely-used Soil and Water Assessment Tool (SWAT) and the much simpler water models from the Integrated Valuation of Ecosystem Services and Tradeoffs (InVEST) toolbox. These two models differ significantly in terms of complexity, timescale of operation, effort, and data required for calibration, and so are often used in different management contexts. We compare two study sites in the US: the Wildcat Creek Watershed (2083 km2) in Indiana, a largely agricultural watershed in a cold aseasonal climate, and the Upper Upatoi Creek Watershed (876 km2) in Georgia, a mostly forested watershed in a temperate aseasonal climate. We evaluate (1) quantitative estimates of water yield to explore how well each model represents this process, and (2) ranked estimates of water yield to indicate how useful the models are for management purposes where other social and financial factors may play significant roles. The SWAT and InVEST models provide very similar estimates of the water yield of individual subbasins in the Wildcat Creek Watershed (Pearson r = 0.92, slope = 0.89), and a similar ranking of the relative water yield of those subbasins (Spearman r = 0.86). However, the two models provide relatively different estimates of the water yield of individual subbasins in the Upper Upatoi Watershed (Pearson r = 0.25, slope = 0.14), and very different ranking of the relative water yield of those subbasins (Spearman r = -0.10). The Upper Upatoi watershed has a significant baseflow contribution due to its sandy, well-drained soils. InVEST's simple seasonality terms, which assume no change in storage over the time of the model run, may not accurately estimate water yield processes when baseflow provides such a strong contribution. Our results suggest that InVEST users take care in situations where storage changes are significant.

  2. Model independent foreground power spectrum estimation using WMAP 5-year data

    International Nuclear Information System (INIS)

    Ghosh, Tuhin; Souradeep, Tarun; Saha, Rajib; Jain, Pankaj

    2009-01-01

    In this paper, we propose and implement on WMAP 5 yr data a model independent approach of foreground power spectrum estimation for multifrequency observations of the CMB experiments. Recently, a model independent approach of CMB power spectrum estimation was proposed by Saha et al. 2006. This methodology demonstrates that the CMB power spectrum can be reliably estimated solely from WMAP data without assuming any template models for the foreground components. In the current paper, we extend this work to estimate the galactic foreground power spectrum using the WMAP 5 yr maps following a self-contained analysis. We apply the model independent method in harmonic basis to estimate the foreground power spectrum and frequency dependence of combined foregrounds. We also study the behavior of synchrotron spectral index variation over different regions of the sky. We use the full sky Haslam map as an external template to increase the degrees of freedom, while computing the synchrotron spectral index over the frequency range from 408 MHz to 94 GHz. We compare our results with those obtained from maximum entropy method foreground maps, which are formed in pixel space. We find that relative to our model independent estimates maximum entropy method maps overestimate the foreground power close to galactic plane and underestimates it at high latitudes.

  3. Estimation Parameters And Modelling Zero Inflated Negative Binomial

    Directory of Open Access Journals (Sweden)

    Cindy Cahyaning Astuti

    2016-11-01

    Full Text Available Regression analysis is used to determine relationship between one or several response variable (Y with one or several predictor variables (X. Regression model between predictor variables and the Poisson distributed response variable is called Poisson Regression Model. Since, Poisson Regression requires an equality between mean and variance, it is not appropriate to apply this model on overdispersion (variance is higher than mean. Poisson regression model is commonly used to analyze the count data. On the count data type, it is often to encounteredd some observations that have zero value with large proportion of zero value on the response variable (zero Inflation. Poisson regression can be used to analyze count data but it has not been able to solve problem of excess zero value on the response variable. An alternative model which is more suitable for overdispersion data and can solve the problem of excess zero value on the response variable is Zero Inflated Negative Binomial (ZINB. In this research, ZINB is applied on the case of Tetanus Neonatorum in East Java. The aim of this research is to examine the likelihood function and to form an algorithm to estimate the parameter of ZINB and also applying ZINB model in the case of Tetanus Neonatorum in East Java. Maximum Likelihood Estimation (MLE method is used to estimate the parameter on ZINB and the likelihood function is maximized using Expectation Maximization (EM algorithm. Test results of ZINB regression model showed that the predictor variable have a partial significant effect at negative binomial model is the percentage of pregnant women visits and the percentage of maternal health personnel assisted, while the predictor variables that have a partial significant effect at zero inflation model is the percentage of neonatus visits.

  4. Parameter Estimation in Probit Model for Multivariate Multinomial Response Using SMLE

    Directory of Open Access Journals (Sweden)

    Jaka Nugraha

    2012-02-01

    Full Text Available In  the  research  field  of  transportation,  market  research and  politics,  often involving  the  response  of  the multinomial multivariate  observations.  In  this  paper, we discused  a  modeling  of  multivariate  multinomial  responses  using  probit  model.  The estimated  parameters  were  calculated  using Maximum  Likelihood  Estimations  (MLE based  on  the  GHK  simulation.  method  known  as Simulated  Maximum  Likelihood Estimations (SMLE. Likelihood function on the Probit model contains probability values that must be resolved by simulation. By using  the GHK simulation algorithm,  the estimator equation has been obtained for the parameters in the model Probit  Keywords : Probit Model, Newton-Raphson Iteration,  GHK simulator, MLE, simulated log-likelihood

  5. Clock error models for simulation and estimation

    International Nuclear Information System (INIS)

    Meditch, J.S.

    1981-10-01

    Mathematical models for the simulation and estimation of errors in precision oscillators used as time references in satellite navigation systems are developed. The results, based on all currently known oscillator error sources, are directly implementable on a digital computer. The simulation formulation is sufficiently flexible to allow for the inclusion or exclusion of individual error sources as desired. The estimation algorithms, following from Kalman filter theory, provide directly for the error analysis of clock errors in both filtering and prediction

  6. Washington State Nursing Home Administrator Model Curriculum. Final Report.

    Science.gov (United States)

    Cowan, Florence Kelly

    The course outlines presented in this final report comprise a proposed Fort Steilacoom Community College curriculum to be used as a statewide model two-year associate degree curriculum for nursing home administrators. The eight courses described are introduction to nursing, home administration, financial management of nursing homes, nursing home…

  7. Robust Estimation and Forecasting of the Capital Asset Pricing Model

    NARCIS (Netherlands)

    G. Bian (Guorui); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

    2013-01-01

    textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more

  8. Robust Estimation and Forecasting of the Capital Asset Pricing Model

    NARCIS (Netherlands)

    G. Bian (Guorui); M.J. McAleer (Michael); W.-K. Wong (Wing-Keung)

    2010-01-01

    textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more

  9. Vision-based stress estimation model for steel frame structures with rigid links

    Science.gov (United States)

    Park, Hyo Seon; Park, Jun Su; Oh, Byung Kwan

    2017-07-01

    This paper presents a stress estimation model for the safety evaluation of steel frame structures with rigid links using a vision-based monitoring system. In this model, the deformed shape of a structure under external loads is estimated via displacements measured by a motion capture system (MCS), which is a non-contact displacement measurement device. During the estimation of the deformed shape, the effective lengths of the rigid link ranges in the frame structure are identified. The radius of the curvature of the structural member to be monitored is calculated using the estimated deformed shape and is employed to estimate stress. Using MCS in the presented model, the safety of a structure can be assessed gauge-freely. In addition, because the stress is directly extracted from the radius of the curvature obtained from the measured deformed shape, information on the loadings and boundary conditions of the structure are not required. Furthermore, the model, which includes the identification of the effective lengths of the rigid links, can consider the influences of the stiffness of the connection and support on the deformation in the stress estimation. To verify the applicability of the presented model, static loading tests for a steel frame specimen were conducted. By comparing the stress estimated by the model with the measured stress, the validity of the model was confirmed.

  10. Context Tree Estimation in Variable Length Hidden Markov Models

    OpenAIRE

    Dumont, Thierry

    2011-01-01

    We address the issue of context tree estimation in variable length hidden Markov models. We propose an estimator of the context tree of the hidden Markov process which needs no prior upper bound on the depth of the context tree. We prove that the estimator is strongly consistent. This uses information-theoretic mixture inequalities in the spirit of Finesso and Lorenzo(Consistent estimation of the order for Markov and hidden Markov chains(1990)) and E.Gassiat and S.Boucheron (Optimal error exp...

  11. Estimation of stature from sternum - Exploring the quadratic models.

    Science.gov (United States)

    Saraf, Ashish; Kanchan, Tanuj; Krishan, Kewal; Ateriya, Navneet; Setia, Puneet

    2018-04-14

    Identification of the dead is significant in examination of unknown, decomposed and mutilated human remains. Establishing the biological profile is the central issue in such a scenario, and stature estimation remains one of the important criteria in this regard. The present study was undertaken to estimate stature from different parts of the sternum. A sample of 100 sterna was obtained from individuals during the medicolegal autopsies. Length of the deceased and various measurements of the sternum were measured. Student's t-test was performed to find the sex differences in stature and sternal measurements included in the study. Correlation between stature and sternal measurements were analysed using Karl Pearson's correlation, and linear and quadratic regression models were derived. All the measurements were found to be significantly larger in males than females. Stature correlated best with the combined length of sternum, among males (R = 0.894), females (R = 0.859), and for the total sample (R = 0.891). The study showed that the models derived for stature estimation from combined length of sternum are likely to give the most accurate estimates of stature in forensic case work when compared to manubrium and mesosternum. Accuracy of stature estimation further increased with quadratic models derived for the mesosternum among males and combined length of sternum among males and females when compared to linear regression models. Future studies in different geographical locations and a larger sample size are proposed to confirm the study observations. Copyright © 2018 Elsevier Ltd and Faculty of Forensic and Legal Medicine. All rights reserved.

  12. 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 ...

  13. Application of isotopic information for estimating parameters in Philip infiltration model

    Directory of Open Access Journals (Sweden)

    Tao Wang

    2016-10-01

    Full Text Available Minimizing parameter uncertainty is crucial in the application of hydrologic models. Isotopic information in various hydrologic components of the water cycle can expand our knowledge of the dynamics of water flow in the system, provide additional information for parameter estimation, and improve parameter identifiability. This study combined the Philip infiltration model with an isotopic mixing model using an isotopic mass balance approach for estimating parameters in the Philip infiltration model. Two approaches to parameter estimation were compared: (a using isotopic information to determine the soil water transmission and then hydrologic information to estimate the soil sorptivity, and (b using hydrologic information to determine the soil water transmission and the soil sorptivity. Results of parameter estimation were verified through a rainfall infiltration experiment in a laboratory under rainfall with constant isotopic compositions and uniform initial soil water content conditions. Experimental results showed that approach (a, using isotopic and hydrologic information, estimated the soil water transmission in the Philip infiltration model in a manner that matched measured values well. The results of parameter estimation of approach (a were better than those of approach (b. It was also found that the analytical precision of hydrogen and oxygen stable isotopes had a significant effect on parameter estimation using isotopic information.

  14. Unemployment estimation: Spatial point referenced methods and models

    KAUST Repository

    Pereira, Soraia

    2017-06-26

    Portuguese Labor force survey, from 4th quarter of 2014 onwards, started geo-referencing the sampling units, namely the dwellings in which the surveys are carried. This opens new possibilities in analysing and estimating unemployment and its spatial distribution across any region. The labor force survey choose, according to an preestablished sampling criteria, a certain number of dwellings across the nation and survey the number of unemployed in these dwellings. Based on this survey, the National Statistical Institute of Portugal presently uses direct estimation methods to estimate the national unemployment figures. Recently, there has been increased interest in estimating these figures in smaller areas. Direct estimation methods, due to reduced sampling sizes in small areas, tend to produce fairly large sampling variations therefore model based methods, which tend to

  15. Line impedance estimation using model based identification technique

    DEFF Research Database (Denmark)

    Ciobotaru, Mihai; Agelidis, Vassilios; Teodorescu, Remus

    2011-01-01

    The estimation of the line impedance can be used by the control of numerous grid-connected systems, such as active filters, islanding detection techniques, non-linear current controllers, detection of the on/off grid operation mode. Therefore, estimating the line impedance can add extra functions...... into the operation of the grid-connected power converters. This paper describes a quasi passive method for estimating the line impedance of the distribution electricity network. The method uses the model based identification technique to obtain the resistive and inductive parts of the line impedance. The quasi...

  16. Semiparametric Gaussian copula models : Geometry and efficient rank-based estimation

    NARCIS (Netherlands)

    Segers, J.; van den Akker, R.; Werker, B.J.M.

    2014-01-01

    We propose, for multivariate Gaussian copula models with unknown margins and structured correlation matrices, a rank-based, semiparametrically efficient estimator for the Euclidean copula parameter. This estimator is defined as a one-step update of a rank-based pilot estimator in the direction of

  17. Sensitivity and uncertainty analysis for the annual phosphorus loss estimator model.

    Science.gov (United States)

    Bolster, Carl H; Vadas, Peter A

    2013-07-01

    Models are often used to predict phosphorus (P) loss from agricultural fields. Although it is commonly recognized that model predictions are inherently uncertain, few studies have addressed prediction uncertainties using P loss models. In this study we assessed the effect of model input error on predictions of annual P loss by the Annual P Loss Estimator (APLE) model. Our objectives were (i) to conduct a sensitivity analyses for all APLE input variables to determine which variables the model is most sensitive to, (ii) to determine whether the relatively easy-to-implement first-order approximation (FOA) method provides accurate estimates of model prediction uncertainties by comparing results with the more accurate Monte Carlo simulation (MCS) method, and (iii) to evaluate the performance of the APLE model against measured P loss data when uncertainties in model predictions and measured data are included. Our results showed that for low to moderate uncertainties in APLE input variables, the FOA method yields reasonable estimates of model prediction uncertainties, although for cases where manure solid content is between 14 and 17%, the FOA method may not be as accurate as the MCS method due to a discontinuity in the manure P loss component of APLE at a manure solid content of 15%. The estimated uncertainties in APLE predictions based on assumed errors in the input variables ranged from ±2 to 64% of the predicted value. Results from this study highlight the importance of including reasonable estimates of model uncertainty when using models to predict P loss. Copyright © by the American Society of Agronomy, Crop Science Society of America, and Soil Science Society of America, Inc.

  18. Global Expanded Nutrient Supply (GENuS Model: A New Method for Estimating the Global Dietary Supply of Nutrients.

    Directory of Open Access Journals (Sweden)

    Matthew R Smith

    Full Text Available Insufficient data exist for accurate estimation of global nutrient supplies. Commonly used global datasets contain key weaknesses: 1 data with global coverage, such as the FAO food balance sheets, lack specific information about many individual foods and no information on micronutrient supplies nor heterogeneity among subnational populations, while 2 household surveys provide a closer approximation of consumption, but are often not nationally representative, do not commonly capture many foods consumed outside of the home, and only provide adequate information for a few select populations. Here, we attempt to improve upon these datasets by constructing a new model--the Global Expanded Nutrient Supply (GENuS model--to estimate nutrient availabilities for 23 individual nutrients across 225 food categories for thirty-four age-sex groups in nearly all countries. Furthermore, the model provides historical trends in dietary nutritional supplies at the national level using data from 1961-2011. We determine supplies of edible food by expanding the food balance sheet data using FAO production and trade data to increase food supply estimates from 98 to 221 food groups, and then estimate the proportion of major cereals being processed to flours to increase to 225. Next, we estimate intake among twenty-six demographic groups (ages 20+, both sexes in each country by using data taken from the Global Dietary Database, which uses nationally representative surveys to relate national averages of food consumption to individual age and sex-groups; for children and adolescents where GDD data does not yet exist, average calorie-adjusted amounts are assumed. Finally, we match food supplies with nutrient densities from regional food composition tables to estimate nutrient supplies, running Monte Carlo simulations to find the range of potential nutrient supplies provided by the diet. To validate our new method, we compare the GENuS estimates of nutrient supplies against

  19. Estimating the parameters of a generalized lambda distribution

    International Nuclear Information System (INIS)

    Fournier, B.; Rupin, N.; Najjar, D.; Iost, A.; Rupin, N.; Bigerelle, M.; Wilcox, R.; Fournier, B.

    2007-01-01

    The method of moments is a popular technique for estimating the parameters of a generalized lambda distribution (GLD), but published results suggest that the percentile method gives superior results. However, the percentile method cannot be implemented in an automatic fashion, and automatic methods, like the starship method, can lead to prohibitive execution time with large sample sizes. A new estimation method is proposed that is automatic (it does not require the use of special tables or graphs), and it reduces the computational time. Based partly on the usual percentile method, this new method also requires choosing which quantile u to use when fitting a GLD to data. The choice for u is studied and it is found that the best choice depends on the final goal of the modeling process. The sampling distribution of the new estimator is studied and compared to the sampling distribution of estimators that have been proposed. Naturally, all estimators are biased and here it is found that the bias becomes negligible with sample sizes n ≥ 2 * 10(3). The.025 and.975 quantiles of the sampling distribution are investigated, and the difference between these quantiles is found to decrease proportionally to 1/root n.. The same results hold for the moment and percentile estimates. Finally, the influence of the sample size is studied when a normal distribution is modeled by a GLD. Both bounded and unbounded GLDs are used and the bounded GLD turns out to be the most accurate. Indeed it is shown that, up to n = 10(6), bounded GLD modeling cannot be rejected by usual goodness-of-fit tests. (authors)

  20. Estimation of Pulse Transit Time as a Function of Blood Pressure Using a Nonlinear Arterial Tube-Load Model.

    Science.gov (United States)

    Gao, Mingwu; Cheng, Hao-Min; Sung, Shih-Hsien; Chen, Chen-Huan; Olivier, Nicholas Bari; Mukkamala, Ramakrishna

    2017-07-01

    pulse transit time (PTT) varies with blood pressure (BP) throughout the cardiac cycle, yet, because of wave reflection, only one PTT value at the diastolic BP level is conventionally estimated from proximal and distal BP waveforms. The objective was to establish a technique to estimate multiple PTT values at different BP levels in the cardiac cycle. a technique was developed for estimating PTT as a function of BP (to indicate the PTT value for every BP level) from proximal and distal BP waveforms. First, a mathematical transformation from one waveform to the other is defined in terms of the parameters of a nonlinear arterial tube-load model accounting for BP-dependent arterial compliance and wave reflection. Then, the parameters are estimated by optimally fitting the waveforms to each other via the model-based transformation. Finally, PTT as a function of BP is specified by the parameters. The technique was assessed in animals and patients in several ways including the ability of its estimated PTT-BP function to serve as a subject-specific curve for calibrating PTT to BP. the calibration curve derived by the technique during a baseline period yielded bias and precision errors in mean BP of 5.1 ± 0.9 and 6.6 ± 1.0 mmHg, respectively, during hemodynamic interventions that varied mean BP widely. the new technique may permit, for the first time, estimation of PTT values throughout the cardiac cycle from proximal and distal waveforms. the technique could potentially be applied to improve arterial stiffness monitoring and help realize cuff-less BP monitoring.

  1. Experimental Verification of a Global Exponentially Stable Nonlinear Wave Encounter Frequency Estimator

    DEFF Research Database (Denmark)

    Belleter, Dennis J.W.; Galeazzi, Roberto; Fossen, Thor Inge

    2015-01-01

    towing tank experiments using a container ship scale model. The estimates for both regular and irregular waves confirm the results. Finally, the estimator is applied to full-scale data gathered from a container ship operating in the Atlantic Ocean during a storm. Again the theoretical results...

  2. Model calibration and parameter estimation for environmental and water resource systems

    CERN Document Server

    Sun, Ne-Zheng

    2015-01-01

    This three-part book provides a comprehensive and systematic introduction to the development of useful models for complex systems. Part 1 covers the classical inverse problem for parameter estimation in both deterministic and statistical frameworks, Part 2 is dedicated to system identification, hyperparameter estimation, and model dimension reduction, and Part 3 considers how to collect data and construct reliable models for prediction and decision-making. For the first time, topics such as multiscale inversion, stochastic field parameterization, level set method, machine learning, global sensitivity analysis, data assimilation, model uncertainty quantification, robust design, and goal-oriented modeling, are systematically described and summarized in a single book from the perspective of model inversion, and elucidated with numerical examples from environmental and water resources modeling. Readers of this book will not only learn basic concepts and methods for simple parameter estimation, but also get famili...

  3. Model-based estimation of finite population total in stratified sampling

    African Journals Online (AJOL)

    The work presented in this paper concerns the estimation of finite population total under model – based framework. Nonparametric regression approach as a method of estimating finite population total is explored. The asymptotic properties of the estimators based on nonparametric regression are also developed under ...

  4. Disturbance estimation of nuclear power plant by using reduced-order model

    International Nuclear Information System (INIS)

    Tashima, Shin-ichi; Wakabayashi, Jiro

    1983-01-01

    An estimation method is proposed of multiplex disturbances which occur in a nuclear power plant. The method is composed of two parts: (i) the identification of a simplified model of multi-input and multi-output to describe the related system response, and (ii) the design of a Kalman filter to estimate the multiplex disturbance. Concerning the simplified model, several observed signals are firstly selected as output variables which can well represent the system response caused by the disturbances. A reduced-order model is utilized for designing the disturbance estimator. This is based on the following two considerations. The first is that the disturbance is assumed to be of a quasistatic nature. The other is based on the intuition that there exist a few dominant modes between the disturbances and the selected observed signals and that most of the non-dominant modes which remain may not affect the accuracy of the disturbance estimator. The reduced-order model is furtherly transformed to a single-output model using a linear combination of the output signals, where the standard procedure of the structural identification is evaded. The parameters of the model thus transformed are calculated by the generalized least square method. As for the multiplex disturbance estimator, the Kalman filtering method is applied by compromising the following three items : (a) quick response to disturbance, (b) reduction of estimation error in the presence of observation noises, and (c) the elimination of cross-interference between the disturbances to the plant and the estimates from the Kalman filter. The effectiveness of the proposed method is verified through some computer experiments using a BWR plant simulator. (author)

  5. Online State Space Model Parameter Estimation in Synchronous Machines

    Directory of Open Access Journals (Sweden)

    Z. Gallehdari

    2014-06-01

    The suggested approach is evaluated for a sample synchronous machine model. Estimated parameters are tested for different inputs at different operating conditions. The effect of noise is also considered in this study. Simulation results show that the proposed approach provides good accuracy for parameter estimation.

  6. 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...

  7. Estimating the decline in excess risk of chronic obstructive pulmonary disease following quitting smoking - a systematic review based on the negative exponential model.

    Science.gov (United States)

    Lee, Peter N; Fry, John S; Forey, Barbara A

    2014-03-01

    We quantified the decline in COPD risk following quitting using the negative exponential model, as previously carried out for other smoking-related diseases. We identified 14 blocks of RRs (from 11 studies) comparing current smokers, former smokers (by time quit) and never smokers, some studies providing sex-specific blocks. Corresponding pseudo-numbers of cases and controls/at risk formed the data for model-fitting. We estimated the half-life (H, time since quit when the excess risk becomes half that for a continuing smoker) for each block, except for one where no decline with quitting was evident, and H was not estimable. For the remaining 13 blocks, goodness-of-fit to the model was generally adequate, the combined estimate of H being 13.32 (95% CI 11.86-14.96) years. There was no heterogeneity in H, overall or by various studied sources. Sensitivity analyses allowing for reverse causation or different assumed times for the final quitting period little affected the results. The model summarizes quitting data well. The estimate of 13.32years is substantially larger than recent estimates of 4.40years for ischaemic heart disease and 4.78years for stroke, and also larger than the 9.93years for lung cancer. Heterogeneity was unimportant for COPD, unlike for the other three diseases. Copyright © 2013 The Authors. Published by Elsevier Inc. All rights reserved.

  8. Principal component regression for crop yield estimation

    CERN Document Server

    Suryanarayana, T M V

    2016-01-01

    This book highlights the estimation of crop yield in Central Gujarat, especially with regard to the development of Multiple Regression Models and Principal Component Regression (PCR) models using climatological parameters as independent variables and crop yield as a dependent variable. It subsequently compares the multiple linear regression (MLR) and PCR results, and discusses the significance of PCR for crop yield estimation. In this context, the book also covers Principal Component Analysis (PCA), a statistical procedure used to reduce a number of correlated variables into a smaller number of uncorrelated variables called principal components (PC). This book will be helpful to the students and researchers, starting their works on climate and agriculture, mainly focussing on estimation models. The flow of chapters takes the readers in a smooth path, in understanding climate and weather and impact of climate change, and gradually proceeds towards downscaling techniques and then finally towards development of ...

  9. New a priori estimates for mean-field games with congestion

    KAUST Repository

    Evangelista, David; Gomes, Diogo A.

    2016-01-01

    We present recent developments in crowd dynamics models (e.g. pedestrian flow problems). Our formulation is given by a mean-field game (MFG) with congestion. We start by reviewing earlier models and results. Next, we develop our model. We establish new a priori estimates that give partial regularity of the solutions. Finally, we discuss numerical results.

  10. New a priori estimates for mean-field games with congestion

    KAUST Repository

    Evangelista, David

    2016-01-06

    We present recent developments in crowd dynamics models (e.g. pedestrian flow problems). Our formulation is given by a mean-field game (MFG) with congestion. We start by reviewing earlier models and results. Next, we develop our model. We establish new a priori estimates that give partial regularity of the solutions. Finally, we discuss numerical results.

  11. Groundwater Modelling For Recharge Estimation Using Satellite Based Evapotranspiration

    Science.gov (United States)

    Soheili, Mahmoud; (Tom) Rientjes, T. H. M.; (Christiaan) van der Tol, C.

    2017-04-01

    Groundwater movement is influenced by several factors and processes in the hydrological cycle, from which, recharge is of high relevance. Since the amount of aquifer extractable water directly relates to the recharge amount, estimation of recharge is a perquisite of groundwater resources management. Recharge is highly affected by water loss mechanisms the major of which is actual evapotranspiration (ETa). It is, therefore, essential to have detailed assessment of ETa impact on groundwater recharge. The objective of this study was to evaluate how recharge was affected when satellite-based evapotranspiration was used instead of in-situ based ETa in the Salland area, the Netherlands. The Methodology for Interactive Planning for Water Management (MIPWA) model setup which includes a groundwater model for the northern part of the Netherlands was used for recharge estimation. The Surface Energy Balance Algorithm for Land (SEBAL) based actual evapotranspiration maps from Waterschap Groot Salland were also used. Comparison of SEBAL based ETa estimates with in-situ abased estimates in the Netherlands showed that these SEBAL estimates were not reliable. As such results could not serve for calibrating root zone parameters in the CAPSIM model. The annual cumulative ETa map produced by the model showed that the maximum amount of evapotranspiration occurs in mixed forest areas in the northeast and a portion of central parts. Estimates ranged from 579 mm to a minimum of 0 mm in the highest elevated areas with woody vegetation in the southeast of the region. Variations in mean seasonal hydraulic head and groundwater level for each layer showed that the hydraulic gradient follows elevation in the Salland area from southeast (maximum) to northwest (minimum) of the region which depicts the groundwater flow direction. The mean seasonal water balance in CAPSIM part was evaluated to represent recharge estimation in the first layer. The highest recharge estimated flux was for autumn

  12. Evaluation of Model Based State of Charge Estimation Methods for Lithium-Ion Batteries

    Directory of Open Access Journals (Sweden)

    Zhongyue Zou

    2014-08-01

    Full Text Available Four model-based State of Charge (SOC estimation methods for lithium-ion (Li-ion batteries are studied and evaluated in this paper. Different from existing literatures, this work evaluates different aspects of the SOC estimation, such as the estimation error distribution, the estimation rise time, the estimation time consumption, etc. The equivalent model of the battery is introduced and the state function of the model is deduced. The four model-based SOC estimation methods are analyzed first. Simulations and experiments are then established to evaluate the four methods. The urban dynamometer driving schedule (UDDS current profiles are applied to simulate the drive situations of an electrified vehicle, and a genetic algorithm is utilized to identify the model parameters to find the optimal parameters of the model of the Li-ion battery. The simulations with and without disturbance are carried out and the results are analyzed. A battery test workbench is established and a Li-ion battery is applied to test the hardware in a loop experiment. Experimental results are plotted and analyzed according to the four aspects to evaluate the four model-based SOC estimation methods.

  13. A distributed approach for parameters estimation in System Biology models

    International Nuclear Information System (INIS)

    Mosca, E.; Merelli, I.; Alfieri, R.; Milanesi, L.

    2009-01-01

    Due to the lack of experimental measurements, biological variability and experimental errors, the value of many parameters of the systems biology mathematical models is yet unknown or uncertain. A possible computational solution is the parameter estimation, that is the identification of the parameter values that determine the best model fitting respect to experimental data. We have developed an environment to distribute each run of the parameter estimation algorithm on a different computational resource. The key feature of the implementation is a relational database that allows the user to swap the candidate solutions among the working nodes during the computations. The comparison of the distributed implementation with the parallel one showed that the presented approach enables a faster and better parameter estimation of systems biology models.

  14. A Bayesian framework for parameter estimation in dynamical models.

    Directory of Open Access Journals (Sweden)

    Flávio Codeço Coelho

    Full Text Available Mathematical models in biology are powerful tools for the study and exploration of complex dynamics. Nevertheless, bringing theoretical results to an agreement with experimental observations involves acknowledging a great deal of uncertainty intrinsic to our theoretical representation of a real system. Proper handling of such uncertainties is key to the successful usage of models to predict experimental or field observations. This problem has been addressed over the years by many tools for model calibration and parameter estimation. In this article we present a general framework for uncertainty analysis and parameter estimation that is designed to handle uncertainties associated with the modeling of dynamic biological systems while remaining agnostic as to the type of model used. We apply the framework to fit an SIR-like influenza transmission model to 7 years of incidence data in three European countries: Belgium, the Netherlands and Portugal.

  15. Comparing interval estimates for small sample ordinal CFA models.

    Science.gov (United States)

    Natesan, Prathiba

    2015-01-01

    Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading

  16. A Geometrical-Based Model for Cochannel Interference Analysis and Capacity Estimation of CDMA Cellular Systems

    Directory of Open Access Journals (Sweden)

    Konstantinos B. Baltzis

    2008-10-01

    Full Text Available A common assumption in cellular communications is the circular-cell approximation. In this paper, an alternative analysis based on the hexagonal shape of the cells is presented. A geometrical-based stochastic model is proposed to describe the angle of arrival of the interfering signals in the reverse link of a cellular system. Explicit closed form expressions are derived, and simulations performed exhibit the characteristics and validate the accuracy of the proposed model. Applications in the capacity estimation of WCDMA cellular networks are presented. Dependence of system capacity of the sectorization of the cells and the base station antenna radiation pattern is explored. Comparisons with data in literature validate the accuracy of the proposed model. The degree of error of the hexagonal and the circular-cell approaches has been investigated indicating the validity of the proposed model. Results have also shown that, in many cases, the two approaches give similar results when the radius of the circle equals to the hexagon inradius. A brief discussion on how the proposed technique may be applied to broadband access networks is finally made.

  17. Probabilistic estimation of residential air exchange rates for ...

    Science.gov (United States)

    Residential air exchange rates (AERs) are a key determinant in the infiltration of ambient air pollution indoors. Population-based human exposure models using probabilistic approaches to estimate personal exposure to air pollutants have relied on input distributions from AER measurements. An algorithm for probabilistically estimating AER was developed based on the Lawrence Berkley National Laboratory Infiltration model utilizing housing characteristics and meteorological data with adjustment for window opening behavior. The algorithm was evaluated by comparing modeled and measured AERs in four US cities (Los Angeles, CA; Detroit, MI; Elizabeth, NJ; and Houston, TX) inputting study-specific data. The impact on the modeled AER of using publically available housing data representative of the region for each city was also assessed. Finally, modeled AER based on region-specific inputs was compared with those estimated using literature-based distributions. While modeled AERs were similar in magnitude to the measured AER they were consistently lower for all cities except Houston. AERs estimated using region-specific inputs were lower than those using study-specific inputs due to differences in window opening probabilities. The algorithm produced more spatially and temporally variable AERs compared with literature-based distributions reflecting within- and between-city differences, helping reduce error in estimates of air pollutant exposure. Published in the Journal of

  18. Performances of estimators of linear auto-correlated error model ...

    African Journals Online (AJOL)

    The performances of five estimators of linear models with autocorrelated disturbance terms are compared when the independent variable is exponential. The results reveal that for both small and large samples, the Ordinary Least Squares (OLS) compares favourably with the Generalized least Squares (GLS) estimators in ...

  19. Person Appearance Modeling and Orientation Estimation using Spherical Harmonics

    NARCIS (Netherlands)

    Liem, M.C.; Gavrila, D.M.

    2013-01-01

    We present a novel approach for the joint estimation of a person's overall body orientation, 3D shape and texture, from overlapping cameras. Overall body orientation (i.e. rotation around torso major axis) is estimated by minimizing the difference between a learned texture model in a canonical

  20. Using a thermal-based two source energy balance model with time-differencing to estimate surface energy fluxes with day-night MODIS observations

    DEFF Research Database (Denmark)

    Guzinski, Radoslaw; Anderson, M.C.; Kustas, W.P.

    2013-01-01

    The Dual Temperature Difference (DTD) model, introduced by Norman et al. (2000), uses a two source energy balance modelling scheme driven by remotely sensed observations of diurnal changes in land surface temperature (LST) to estimate surface energy fluxes. By using a time-differential temperature...... agreement with field measurements is obtained for a number of ecosystems in Denmark and the United States. Finally, regional maps of energy fluxes are produced for the Danish Hydrological ObsErvatory (HOBE) in western Denmark, indicating realistic patterns based on land use....

  1. A Point Kinetics Model for Estimating Neutron Multiplication of Bare Uranium Metal in Tagged Neutron Measurements

    International Nuclear Information System (INIS)

    Tweardy, Matthew C.; McConchie, Seth; Hayward, Jason P.

    2017-01-01

    An extension of the point kinetics model is developed in this paper to describe the neutron multiplicity response of a bare uranium object under interrogation by an associated particle imaging deuterium-tritium (D-T) measurement system. This extended model is used to estimate the total neutron multiplication of the uranium. Both MCNPX-PoliMi simulations and data from active interrogation measurements of highly enriched and depleted uranium geometries are used to evaluate the potential of this method and to identify the sources of systematic error. The detection efficiency correction for measured coincidence response is identified as a large source of systematic error. If the detection process is not considered, results suggest that the method can estimate total multiplication to within 13% of the simulated value. Values for multiplicity constants in the point kinetics equations are sensitive to enrichment due to (n, xn) interactions by D-T neutrons and can introduce another significant source of systematic bias. This can theoretically be corrected if isotopic composition is known a priori. Finally, the spatial dependence of multiplication is also suspected of introducing further systematic bias for high multiplication uranium objects.

  2. Marginal Maximum Likelihood Estimation of Item Response Models in R

    Directory of Open Access Journals (Sweden)

    Matthew S. Johnson

    2007-02-01

    Full Text Available Item response theory (IRT models are a class of statistical models used by researchers to describe the response behaviors of individuals to a set of categorically scored items. The most common IRT models can be classified as generalized linear fixed- and/or mixed-effect models. Although IRT models appear most often in the psychological testing literature, researchers in other fields have successfully utilized IRT-like models in a wide variety of applications. This paper discusses the three major methods of estimation in IRT and develops R functions utilizing the built-in capabilities of the R environment to find the marginal maximum likelihood estimates of the generalized partial credit model. The currently available R packages ltm is also discussed.

  3. Regional scale net radiation estimation by means of Landsat and TERRA/AQUA imagery and GIS modeling

    Science.gov (United States)

    Cristóbal, J.; Ninyerola, M.; Pons, X.; Llorens, P.; Poyatos, R.

    2009-04-01

    balance among the net shortwave radiation Rn and the net longwave radiation. In addition, two types of approaches have been carried out for its determination: the estimation of the variables implied in the calculation of Rn at daily level (Rndl); and the calculation of the Rn at the time of satellite pass (Rni) and its subsequent conversion to daily Rn by means of the Rn ratio. Net shortwave radiation has been computed by means of albedo and a solar radiation model obtained through a DEM following the methodology of Pons and Ninyerola (2008).This methodology takes into account the position of the Sun, the angles of incidence, the projected shadows and the distance from the Earth to the Sun at one hour intervals. The diffuse radiation is estimated from the direct radiaton and the exoatmospheric direct solar irradiance is estimated with the Page equation (1986) and fitted by Baldasano et al. (1994). Net longwave radiation has been calculated through land surface temperature and emissivity, atmospheric water vapour and air temperature. Air temperature has been modeled by means of multiple regression analysis and GIS interpolation using ground meteorological stations. Finally, air emissivity has been computed using air temperature models and atmospheric water vapour following the methodology developed by Dilley and O'Brien (1998). Finally, models have been validated through a set of 13 ground meteorological standard stations and an experimental station placed in a Mediterranean mountain area over a Pinus sylvestris stand. Obtained results show a mean RMSE of 20 W m-2 in the case of Landsat and a mean RMSE of 22 W m-2 in the case of TERRA/AQUA MODIS, being these results in agreement with other published results, but also offering better RMSE in some cases. Keywords: Net radiation, Landsat, TERRA/AQUA MODIS, GIS modeling, regional scale.

  4. Hydrological model performance and parameter estimation in the wavelet-domain

    Directory of Open Access Journals (Sweden)

    B. Schaefli

    2009-10-01

    Full Text Available This paper proposes a method for rainfall-runoff model calibration and performance analysis in the wavelet-domain by fitting the estimated wavelet-power spectrum (a representation of the time-varying frequency content of a time series of a simulated discharge series to the one of the corresponding observed time series. As discussed in this paper, calibrating hydrological models so as to reproduce the time-varying frequency content of the observed signal can lead to different results than parameter estimation in the time-domain. Therefore, wavelet-domain parameter estimation has the potential to give new insights into model performance and to reveal model structural deficiencies. We apply the proposed method to synthetic case studies and a real-world discharge modeling case study and discuss how model diagnosis can benefit from an analysis in the wavelet-domain. The results show that for the real-world case study of precipitation – runoff modeling for a high alpine catchment, the calibrated discharge simulation captures the dynamics of the observed time series better than the results obtained through calibration in the time-domain. In addition, the wavelet-domain performance assessment of this case study highlights the frequencies that are not well reproduced by the model, which gives specific indications about how to improve the model structure.

  5. Estimating Parameters in Physical Models through Bayesian Inversion: A Complete Example

    KAUST Repository

    Allmaras, Moritz

    2013-02-07

    All mathematical models of real-world phenomena contain parameters that need to be estimated from measurements, either for realistic predictions or simply to understand the characteristics of the model. Bayesian statistics provides a framework for parameter estimation in which uncertainties about models and measurements are translated into uncertainties in estimates of parameters. This paper provides a simple, step-by-step example-starting from a physical experiment and going through all of the mathematics-to explain the use of Bayesian techniques for estimating the coefficients of gravity and air friction in the equations describing a falling body. In the experiment we dropped an object from a known height and recorded the free fall using a video camera. The video recording was analyzed frame by frame to obtain the distance the body had fallen as a function of time, including measures of uncertainty in our data that we describe as probability densities. We explain the decisions behind the various choices of probability distributions and relate them to observed phenomena. Our measured data are then combined with a mathematical model of a falling body to obtain probability densities on the space of parameters we seek to estimate. We interpret these results and discuss sources of errors in our estimation procedure. © 2013 Society for Industrial and Applied Mathematics.

  6. Parameter estimation in fractional diffusion models

    CERN Document Server

    Kubilius, Kęstutis; Ralchenko, Kostiantyn

    2017-01-01

    This book is devoted to parameter estimation in diffusion models involving fractional Brownian motion and related processes. For many years now, standard Brownian motion has been (and still remains) a popular model of randomness used to investigate processes in the natural sciences, financial markets, and the economy. The substantial limitation in the use of stochastic diffusion models with Brownian motion is due to the fact that the motion has independent increments, and, therefore, the random noise it generates is “white,” i.e., uncorrelated. However, many processes in the natural sciences, computer networks and financial markets have long-term or short-term dependences, i.e., the correlations of random noise in these processes are non-zero, and slowly or rapidly decrease with time. In particular, models of financial markets demonstrate various kinds of memory and usually this memory is modeled by fractional Brownian diffusion. Therefore, the book constructs diffusion models with memory and provides s...

  7. Small area estimation (SAE) model: Case study of poverty in West Java Province

    Science.gov (United States)

    Suhartini, Titin; Sadik, Kusman; Indahwati

    2016-02-01

    This paper showed the comparative of direct estimation and indirect/Small Area Estimation (SAE) model. Model selection included resolve multicollinearity problem in auxiliary variable, such as choosing only variable non-multicollinearity and implemented principal component (PC). Concern parameters in this paper were the proportion of agricultural venture poor households and agricultural poor households area level in West Java Province. The approach for estimating these parameters could be performed based on direct estimation and SAE. The problem of direct estimation, three area even zero and could not be conducted by directly estimation, because small sample size. The proportion of agricultural venture poor households showed 19.22% and agricultural poor households showed 46.79%. The best model from agricultural venture poor households by choosing only variable non-multicollinearity and the best model from agricultural poor households by implemented PC. The best estimator showed SAE better then direct estimation both of the proportion of agricultural venture poor households and agricultural poor households area level in West Java Province. The solution overcame small sample size and obtained estimation for small area was implemented small area estimation method for evidence higher accuracy and better precision improved direct estimator.

  8. Model Effects on GLAS-Based Regional Estimates of Forest Biomass and Carbon

    Science.gov (United States)

    Nelson, Ross F.

    2010-01-01

    Ice, Cloud, and land Elevation Satellite (ICESat) / Geosciences Laser Altimeter System (GLAS) waveform data are used to estimate biomass and carbon on a 1.27 X 10(exp 6) square km study area in the Province of Quebec, Canada, below the tree line. The same input datasets and sampling design are used in conjunction with four different predictive models to estimate total aboveground dry forest biomass and forest carbon. The four models include non-stratified and stratified versions of a multiple linear model where either biomass or (biomass)(exp 0.5) serves as the dependent variable. The use of different models in Quebec introduces differences in Provincial dry biomass estimates of up to 0.35 G, with a range of 4.94 +/- 0.28 Gt to 5.29 +/-0.36 Gt. The differences among model estimates are statistically non-significant, however, and the results demonstrate the degree to which carbon estimates vary strictly as a function of the model used to estimate regional biomass. Results also indicate that GLAS measurements become problematic with respect to height and biomass retrievals in the boreal forest when biomass values fall below 20 t/ha and when GLAS 75th percentile heights fall below 7 m.

  9. Estimating structural equation models with non-normal variables by using transformations

    NARCIS (Netherlands)

    Montfort, van K.; Mooijaart, A.; Meijerink, F.

    2009-01-01

    We discuss structural equation models for non-normal variables. In this situation the maximum likelihood and the generalized least-squares estimates of the model parameters can give incorrect estimates of the standard errors and the associated goodness-of-fit chi-squared statistics. If the sample

  10. Application of economic models to estimate the acceptability of a vehicle congestion charge

    Directory of Open Access Journals (Sweden)

    José Carlos Jiménez Serpa

    2017-07-01

    Full Text Available Introduction: Through the study of the problems generated by vehicular traffic congestion during periods of maximum demand, the negative externality of congestion would be assessed using Multinomial Logit, Mixed and econometric models, and willingness to pay through a Pigouvian rate. Objective: In this article, we propose to implement a congestion charge to manage vehicular demand, through the application of declared preference gages and econometric models. Methodology: The study consists of the execution of 6 steps or stages: Background of the problem, Context of study, Methodological Foundations, Specification and estimation of the model, Estimation of the function average cost user and social marginal cost, Results obtained Discussion and report. Results: Analyzing the models obtained from the 2053 observations made through the declared preference surveys, it was observed that in order to discourage the use of the private car, a rate of COP 7000 per vehicle entering the congestion area or area should be charged, which would decrease the Use of Auto Particular in 68.7%, referring to this behavior we can say that the government policies that set the collection of the congestion charge is a policy that does not fit the perception of the users. Conclusions: This research identified the rate that reflects as closely as possible the marginal social cost and the generalized costs of each trip in terms of the impacts on the others. Now if we consider the marginal cost due to congestion, we have that the current demand is excessive, the users enjoy the benefit at a cost of $ 3,100COP, but impose to others a quota of $22,152COP. Finally, it is necessary to strengthen the legal basis with the regulation and creation of a National Vehicle Electronic Identification System, which will allow, in principle, charges for congestion.

  11. A new adaptive control scheme based on the interacting multiple model (IMM) estimation

    International Nuclear Information System (INIS)

    Afshari, Hamed H.; Al-Ani, Dhafar; Habibi, Saeid

    2016-01-01

    In this paper, an Interacting multiple model (IMM) adaptive estimation approach is incorporated to design an optimal adaptive control law for stabilizing an Unmanned vehicle. Due to variations of the forward velocity of the Unmanned vehicle, its aerodynamic derivatives are constantly changing. In order to stabilize the unmanned vehicle and achieve the control objectives for in-flight conditions, one seeks for an adaptive control strategy that can adjust itself to varying flight conditions. In this context, a bank of linear models is used to describe the vehicle dynamics in different operating modes. Each operating mode represents a particular dynamic with a different forward velocity. These models are then used within an IMM filter containing a bank of Kalman filters (KF) in a parallel operating mechanism. To regulate and stabilize the vehicle, a Linear quadratic regulator (LQR) law is designed and implemented for each mode. The IMM structure determines the particular mode based on the stored models and in-flight input-output measurements. The LQR controller also provides a set of controllers; each corresponds to a particular flight mode and minimizes the tracking error. Finally, the ultimate control law is obtained as a weighted summation of all individual controllers whereas weights are obtained using mode probabilities of each operating mode.

  12. Confidence interval of intrinsic optimum temperature estimated using thermodynamic SSI model

    Institute of Scientific and Technical Information of China (English)

    Takaya Ikemoto; Issei Kurahashi; Pei-Jian Shi

    2013-01-01

    The intrinsic optimum temperature for the development of ectotherms is one of the most important factors not only for their physiological processes but also for ecological and evolutional processes.The Sharpe-Schoolfield-Ikemoto (SSI) model succeeded in defining the temperature that can thermodynamically meet the condition that at a particular temperature the probability of an active enzyme reaching its maximum activity is realized.Previously,an algorithm was developed by Ikemoto (Tropical malaria does not mean hot environments.Journal of Medical Entomology,45,963-969) to estimate model parameters,but that program was computationally very time consuming.Now,investigators can use the SSI model more easily because a full automatic computer program was designed by Shi et al.(A modified program for estimating the parameters of the SSI model.Environmental Entomology,40,462-469).However,the statistical significance of the point estimate of the intrinsic optimum temperature for each ectotherm has not yet been determined.Here,we provided a new method for calculating the confidence interval of the estimated intrinsic optimum temperature by modifying the approximate bootstrap confidence intervals method.For this purpose,it was necessary to develop a new program for a faster estimation of the parameters in the SSI model,which we have also done.

  13. A new approach on seismic mortality estimations based on average population density

    Science.gov (United States)

    Zhu, Xiaoxin; Sun, Baiqing; Jin, Zhanyong

    2016-12-01

    This study examines a new methodology to predict the final seismic mortality from earthquakes in China. Most studies established the association between mortality estimation and seismic intensity without considering the population density. In China, however, the data are not always available, especially when it comes to the very urgent relief situation in the disaster. And the population density varies greatly from region to region. This motivates the development of empirical models that use historical death data to provide the path to analyze the death tolls for earthquakes. The present paper employs the average population density to predict the final death tolls in earthquakes using a case-based reasoning model from realistic perspective. To validate the forecasting results, historical data from 18 large-scale earthquakes occurred in China are used to estimate the seismic morality of each case. And a typical earthquake case occurred in the northwest of Sichuan Province is employed to demonstrate the estimation of final death toll. The strength of this paper is that it provides scientific methods with overall forecast errors lower than 20 %, and opens the door for conducting final death forecasts with a qualitative and quantitative approach. Limitations and future research are also analyzed and discussed in the conclusion.

  14. Testing the sensitivity of terrestrial carbon models using remotely sensed biomass estimates

    Science.gov (United States)

    Hashimoto, H.; Saatchi, S. S.; Meyer, V.; Milesi, C.; Wang, W.; Ganguly, S.; Zhang, G.; Nemani, R. R.

    2010-12-01

    There is a large uncertainty in carbon allocation and biomass accumulation in forest ecosystems. With the recent availability of remotely sensed biomass estimates, we now can test some of the hypotheses commonly implemented in various ecosystem models. We used biomass estimates derived by integrating MODIS, GLAS and PALSAR data to verify above-ground biomass estimates simulated by a number of ecosystem models (CASA, BIOME-BGC, BEAMS, LPJ). This study extends the hierarchical framework (Wang et al., 2010) for diagnosing ecosystem models by incorporating independent estimates of biomass for testing and calibrating respiration, carbon allocation, turn-over algorithms or parameters.

  15. Estimating Half-Lives for Pesticide Dissipation from Plants

    DEFF Research Database (Denmark)

    Fantke, Peter; Gillespie, Brenda W.; Juraske, Ronnie

    2014-01-01

    Pesticide risk and impact assessment models critically rely on and are sensitive to information describing dissipation from plants. Despite recent progress, experimental data are not available for all relevant pesticide−plant combinations, and currently no model predicting plant dissipation...... accounts for the influence of substance properties, plant characteristics, temperature, and study conditions. In this study, we propose models to estimate half-lives for pesticide dissipation from plants and provide recommendations for how to use our results. On the basis of fitting experimental...... under field conditions. Half-lives range from 0.2 days for pyrethrins to 31 days for dalapon. Parameter estimates are provided to correct for specific plant species, temperatures, and study conditions. Finally, we propose a predictive regression model for pesticides without available measured...

  16. Simplification of an MCNP model designed for dose rate estimation

    Science.gov (United States)

    Laptev, Alexander; Perry, Robert

    2017-09-01

    A study was made to investigate the methods of building a simplified MCNP model for radiological dose estimation. The research was done using an example of a complicated glovebox with extra shielding. The paper presents several different calculations for neutron and photon dose evaluations where glovebox elements were consecutively excluded from the MCNP model. The analysis indicated that to obtain a fast and reasonable estimation of dose, the model should be realistic in details that are close to the tally. Other details may be omitted.

  17. Capital requirements for the transportation of energy materials: 1979 ARC estimates. Final report

    Energy Technology Data Exchange (ETDEWEB)

    1979-09-28

    TERA's estimates of capital requirements to transport natural gas, crude oil, petroleum products, and coal in the US by 1990 are presented. It is a continuation of a 1978 study (EAPA 5:3946) to perform a similar analysis on 1979 scenarios. Scenarios B, C, and D from the EIA's Mid-range Energy Forecasting Systems, as used in the 1979 Annual Report to Congress (ARC), were provided as a basis for the analysis and represent three alternative futures. Summaries of transportation investment requirements through 1990 are given for Scenarios B, C, and D. Total investment requirements for the three models (pipelines, railroads, waterways) and the three energy commodities (coal, petroleum, petroleum products, natural gas) are estimated to range between $35.3 and $42.7 billion by 1990 depending on the scenario.

  18. Estimation in the positive stable shared frailty Cox proportional hazards model

    DEFF Research Database (Denmark)

    Martinussen, Torben; Pipper, Christian Bressen

    2005-01-01

    model in situations where the correlated survival data show a decreasing association with time. In this paper, we devise a likelihood based estimation procedure for the positive stable shared frailty Cox model, which is expected to obtain high efficiency. The proposed estimator is provided with large...

  19. Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data

    KAUST Repository

    Cheng, Guang

    2014-02-01

    We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation procedure based on a spline approximation of the nonparametric part of the model and the generalized estimating equations (GEE). Although the model in consideration is natural and useful in many practical applications, the literature on this model is very limited because of challenges in dealing with dependent data for nonparametric additive models. We show that the proposed estimators are consistent and asymptotically normal even if the covariance structure is misspecified. An explicit consistent estimate of the asymptotic variance is also provided. Moreover, we derive the semiparametric efficiency score and information bound under general moment conditions. By showing that our estimators achieve the semiparametric information bound, we effectively establish their efficiency in a stronger sense than what is typically considered for GEE. The derivation of our asymptotic results relies heavily on the empirical processes tools that we develop for the longitudinal/clustered data. Numerical results are used to illustrate the finite sample performance of the proposed estimators. © 2014 ISI/BS.

  20. ANFIS-Based Modeling for Photovoltaic Characteristics Estimation

    Directory of Open Access Journals (Sweden)

    Ziqiang Bi

    2016-09-01

    Full Text Available Due to the high cost of photovoltaic (PV modules, an accurate performance estimation method is significantly valuable for studying the electrical characteristics of PV generation systems. Conventional analytical PV models are usually composed by nonlinear exponential functions and a good number of unknown parameters must be identified before using. In this paper, an adaptive-network-based fuzzy inference system (ANFIS based modeling method is proposed to predict the current-voltage characteristics of PV modules. The effectiveness of the proposed modeling method is evaluated through comparison with Villalva’s model, radial basis function neural networks (RBFNN based model and support vector regression (SVR based model. Simulation and experimental results confirm both the feasibility and the effectiveness of the proposed method.

  1. Estimation of DSGE Models under Diffuse Priors and Data-Driven Identification Constraints

    DEFF Research Database (Denmark)

    Lanne, Markku; Luoto, Jani

    We propose a sequential Monte Carlo (SMC) method augmented with an importance sampling step for estimation of DSGE models. In addition to being theoretically well motivated, the new method facilitates the assessment of estimation accuracy. Furthermore, in order to alleviate the problem of multimo......We propose a sequential Monte Carlo (SMC) method augmented with an importance sampling step for estimation of DSGE models. In addition to being theoretically well motivated, the new method facilitates the assessment of estimation accuracy. Furthermore, in order to alleviate the problem...... the properties of the estimation method, and shows how the problem of multimodal posterior distributions caused by parameter redundancy is eliminated by identification constraints. Out-of-sample forecast comparisons as well as Bayes factors lend support to the constrained model....

  2. On the real-time estimation of the wheel-rail contact force by means of a new nonlinear estimator design model

    Science.gov (United States)

    Strano, Salvatore; Terzo, Mario

    2018-05-01

    The dynamics of the railway vehicles is strongly influenced by the interaction between the wheel and the rail. This kind of contact is affected by several conditioning factors such as vehicle speed, wear, adhesion level and, moreover, it is nonlinear. As a consequence, the modelling and the observation of this kind of phenomenon are complex tasks but, at the same time, they constitute a fundamental step for the estimation of the adhesion level or for the vehicle condition monitoring. This paper presents a novel technique for the real time estimation of the wheel-rail contact forces based on an estimator design model that takes into account the nonlinearities of the interaction by means of a fitting model functional to reproduce the contact mechanics in a wide range of slip and to be easily integrated in a complete model based estimator for railway vehicle.

  3. Synchronous Generator Model Parameter Estimation Based on Noisy Dynamic Waveforms

    Science.gov (United States)

    Berhausen, Sebastian; Paszek, Stefan

    2016-01-01

    In recent years, there have occurred system failures in many power systems all over the world. They have resulted in a lack of power supply to a large number of recipients. To minimize the risk of occurrence of power failures, it is necessary to perform multivariate investigations, including simulations, of power system operating conditions. To conduct reliable simulations, the current base of parameters of the models of generating units, containing the models of synchronous generators, is necessary. In the paper, there is presented a method for parameter estimation of a synchronous generator nonlinear model based on the analysis of selected transient waveforms caused by introducing a disturbance (in the form of a pseudorandom signal) in the generator voltage regulation channel. The parameter estimation was performed by minimizing the objective function defined as a mean square error for deviations between the measurement waveforms and the waveforms calculated based on the generator mathematical model. A hybrid algorithm was used for the minimization of the objective function. In the paper, there is described a filter system used for filtering the noisy measurement waveforms. The calculation results of the model of a 44 kW synchronous generator installed on a laboratory stand of the Institute of Electrical Engineering and Computer Science of the Silesian University of Technology are also given. The presented estimation method can be successfully applied to parameter estimation of different models of high-power synchronous generators operating in a power system.

  4. Critical elements on fitting the Bayesian multivariate Poisson Lognormal model

    Science.gov (United States)

    Zamzuri, Zamira Hasanah binti

    2015-10-01

    Motivated by a problem on fitting multivariate models to traffic accident data, a detailed discussion of the Multivariate Poisson Lognormal (MPL) model is presented. This paper reveals three critical elements on fitting the MPL model: the setting of initial estimates, hyperparameters and tuning parameters. These issues have not been highlighted in the literature. Based on simulation studies conducted, we have shown that to use the Univariate Poisson Model (UPM) estimates as starting values, at least 20,000 iterations are needed to obtain reliable final estimates. We also illustrated the sensitivity of the specific hyperparameter, which if it is not given extra attention, may affect the final estimates. The last issue is regarding the tuning parameters where they depend on the acceptance rate. Finally, a heuristic algorithm to fit the MPL model is presented. This acts as a guide to ensure that the model works satisfactorily given any data set.

  5. Advanced empirical estimate of information value for credit scoring models

    Directory of Open Access Journals (Sweden)

    Martin Řezáč

    2011-01-01

    Full Text Available Credit scoring, it is a term for a wide spectrum of predictive models and their underlying techniques that aid financial institutions in granting credits. These methods decide who will get credit, how much credit they should get, and what further strategies will enhance the profitability of the borrowers to the lenders. Many statistical tools are avaiable for measuring quality, within the meaning of the predictive power, of credit scoring models. Because it is impossible to use a scoring model effectively without knowing how good it is, quality indexes like Gini, Kolmogorov-Smirnov statisic and Information value are used to assess quality of given credit scoring model. The paper deals primarily with the Information value, sometimes called divergency. Commonly it is computed by discretisation of data into bins using deciles. One constraint is required to be met in this case. Number of cases have to be nonzero for all bins. If this constraint is not fulfilled there are some practical procedures for preserving finite results. As an alternative method to the empirical estimates one can use the kernel smoothing theory, which allows to estimate unknown densities and consequently, using some numerical method for integration, to estimate value of the Information value. The main contribution of this paper is a proposal and description of the empirical estimate with supervised interval selection. This advanced estimate is based on requirement to have at least k, where k is a positive integer, observations of socres of both good and bad client in each considered interval. A simulation study shows that this estimate outperform both the empirical estimate using deciles and the kernel estimate. Furthermore it shows high dependency on choice of the parameter k. If we choose too small value, we get overestimated value of the Information value, and vice versa. Adjusted square root of number of bad clients seems to be a reasonable compromise.

  6. M-Estimators of Roughness and Scale for -Modelled SAR Imagery

    Directory of Open Access Journals (Sweden)

    Frery Alejandro C

    2002-01-01

    Full Text Available The GA0 distribution is assumed as the universal model for multilook amplitude SAR imagery data under the multiplicative model. This distribution has two unknown parameters related to the roughness and the scale of the signal, that can be used in image analysis and processing. It can be seen that maximum likelihood and moment estimators for its parameters can be influenced by small percentages of "outliers"; hence, it is of outmost importance to find robust estimators for these parameters. One of the best-known classes of robust techniques is that of M-estimators, which are an extension of the maximum likelihood estimation method. In this work we derive the M-estimators for the parameters of the distribution, and compare them with maximum likelihood estimators with a Monte-Carlo experience. It is checked that this robust technique is superior to the classical approach under the presence of corner reflectors, a common source of contamination in SAR images. Numerical issues are addressed, and a practical example is provided.

  7. MODELS TO ESTIMATE BRAZILIAN INDIRECT TENSILE STRENGTH OF LIMESTONE IN SATURATED STATE

    Directory of Open Access Journals (Sweden)

    Zlatko Briševac

    2016-06-01

    Full Text Available There are a number of methods of estimating physical and mechanical characteristics. Principally, the most widely used is the regression, but recently the more sophisticated methods such as neural networks has frequently been applied, as well. This paper presents the models of a simple and a multiple regression and the neural networks – types Radial Basis Function and Multiple Layer Perceptron, which can be used for the estimate of the Brazilian indirect tensile strength in saturated conditions. The paper includes the issues of collecting the data for the analysis and modelling and the overview of the performed analysis of the efficacy assessment of the estimate of each model. After the assessment, the model which provides the best estimate was selected, including the model which could have the most wide-spread application in the engineering practice.

  8. Improved air ventilation rate estimation based on a statistical model

    International Nuclear Information System (INIS)

    Brabec, M.; Jilek, K.

    2004-01-01

    A new approach to air ventilation rate estimation from CO measurement data is presented. The approach is based on a state-space dynamic statistical model, allowing for quick and efficient estimation. Underlying computations are based on Kalman filtering, whose practical software implementation is rather easy. The key property is the flexibility of the model, allowing various artificial regimens of CO level manipulation to be treated. The model is semi-parametric in nature and can efficiently handle time-varying ventilation rate. This is a major advantage, compared to some of the methods which are currently in practical use. After a formal introduction of the statistical model, its performance is demonstrated on real data from routine measurements. It is shown how the approach can be utilized in a more complex situation of major practical relevance, when time-varying air ventilation rate and radon entry rate are to be estimated simultaneously from concurrent radon and CO measurements

  9. Parameter estimation of electricity spot models from futures prices

    NARCIS (Netherlands)

    Aihara, ShinIchi; Bagchi, Arunabha; Imreizeeq, E.S.N.; Walter, E.

    We consider a slight perturbation of the Schwartz-Smith model for the electricity futures prices and the resulting modified spot model. Using the martingale property of the modified price under the risk neutral measure, we derive the arbitrage free model for the spot and futures prices. We estimate

  10. Simplification of an MCNP model designed for dose rate estimation

    Directory of Open Access Journals (Sweden)

    Laptev Alexander

    2017-01-01

    Full Text Available A study was made to investigate the methods of building a simplified MCNP model for radiological dose estimation. The research was done using an example of a complicated glovebox with extra shielding. The paper presents several different calculations for neutron and photon dose evaluations where glovebox elements were consecutively excluded from the MCNP model. The analysis indicated that to obtain a fast and reasonable estimation of dose, the model should be realistic in details that are close to the tally. Other details may be omitted.

  11. The development of sectoral final and basic energy demand in the Federal Republic of Germany

    International Nuclear Information System (INIS)

    Reents, H.

    1977-08-01

    The detailed knowledge of the demand structures and their determining factors is an important precondition for estimating the possible developments of future energy demand. In this report the past developments of the final and basic energy demand in the different demand categories private households, commercial sector, industry and transportation will be analyzed. The demonstrated relations are the basis for a final energy demand model. With the help of this model a scenario of the future development of the final energy demand in the different sectors will be built. It is the aim of this scenario to show, how alternative actions (insulation, gas-heat pump) influence the future development of the final energy demand. (orig.) [de

  12. Estimation of potential solar radiation using 50m grid digital terrain model

    International Nuclear Information System (INIS)

    Kurose, Y.; Nagata, K.; Ohba, K.; Maruyama, A.

    1999-01-01

    To clarify the spatial distribution of solar radiation, a model to estimate the potential incoming solar radiation with 50m grid size was developed. The model is based on individual calculation of direct and diffuse solar radiation accounting for the effect of topographic shading. Using the elevation data in the area with radius 25km, which was offered by the Digital Map 50m Grid, the effect of topographic shading is estimated as angle of elevation for surrounding configuration to 72 directions. The estimated sunshine duration under clear sky conditions agreed well with observed values at AMeDAS points of Kyushu and Shikoku region. Similarly, there is a significant agreement between estimated and observed variation of solar radiation for monthly mean conditions over complex terrain. These suggest that the potential incoming solar radiation can be estimated well over complex terrain using the model. Locations of large fields over complex terrain agreed well with the area of the abundant insolation condition, which is defined by the model. The model is available for the investigation of agrometeorological resources over complex terrain. (author)

  13. Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models

    Science.gov (United States)

    Mariani, Maria C.; Bhuiyan, Md Al Masum; Tweneboah, Osei K.

    2018-02-01

    In this study, we develop a technique for estimating the stochastic volatility (SV) of a financial time series by using Ornstein-Uhlenbeck type models. Using the daily closing prices from developed and emergent stock markets, we conclude that the incorporation of stochastic volatility into the time varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. Furthermore, our estimation algorithm is feasible with large data sets and have good convergence properties.

  14. Daily Discharge Estimation in Talar River Using Lazy Learning Model

    Directory of Open Access Journals (Sweden)

    Zahra Abdollahi

    2017-03-01

    Full Text Available Introduction: River discharge as one of the most important hydrology factors has a vital role in physical, ecological, social and economic processes. So, accurate and reliable prediction and estimation of river discharge have been widely considered by many researchers in different fields such as surface water management, design of hydraulic structures, flood control and ecological studies in spetialand temporal scale. Therefore, in last decades different techniques for short-term and long-term estimation of hourly, daily, monthly and annual discharge have been developed for many years. However, short-term estimation models are less sophisticated and more accurate.Various global and local algorithms have been widely used to estimate hydrologic variables. The current study effort to use Lazy Learning approach to evaluate the adequacy of input data in order to follow the variation of discharge and also simulate next-day discharge in Talar River in KasilianBasinwhere is located in north of Iran with an area of 66.75 km2. Lazy learning is a local linear modelling approach in which generalization beyond the training data is delayed until a query is made to the system, as opposed to in eager learning, where the system tries to generalize the training data before receiving queries Materials and Methods: The current study was conducted in Kasilian Basin, where is located in north of Iran with an area of 66.75 km2. The main river of this basin joins to Talar River near Valicbon village and then exit from the watershed. Hydrometric station located near Valicbon village is equipped with Parshall flume and Limnogragh which can record river discharge of about 20 cubic meters per second.In this study, daily data of discharge recorded in Valicbon station related to 2002 to 2012 was used to estimate the discharge of 19 September 2012. The mean annual discharge of considered river was also calculated by using available data about 0.441 cubic meters per second. To

  15. 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.

  16. Negative binomial models for abundance estimation of multiple closed populations

    Science.gov (United States)

    Boyce, Mark S.; MacKenzie, Darry I.; Manly, Bryan F.J.; Haroldson, Mark A.; Moody, David W.

    2001-01-01

    Counts of uniquely identified individuals in a population offer opportunities to estimate abundance. However, for various reasons such counts may be burdened by heterogeneity in the probability of being detected. Theoretical arguments and empirical evidence demonstrate that the negative binomial distribution (NBD) is a useful characterization for counts from biological populations with heterogeneity. We propose a method that focuses on estimating multiple populations by simultaneously using a suite of models derived from the NBD. We used this approach to estimate the number of female grizzly bears (Ursus arctos) with cubs-of-the-year in the Yellowstone ecosystem, for each year, 1986-1998. Akaike's Information Criteria (AIC) indicated that a negative binomial model with a constant level of heterogeneity across all years was best for characterizing the sighting frequencies of female grizzly bears. A lack-of-fit test indicated the model adequately described the collected data. Bootstrap techniques were used to estimate standard errors and 95% confidence intervals. We provide a Monte Carlo technique, which confirms that the Yellowstone ecosystem grizzly bear population increased during the period 1986-1998.

  17. Consistent Estimation of Partition Markov Models

    Directory of Open Access Journals (Sweden)

    Jesús E. García

    2017-04-01

    Full Text Available The Partition Markov Model characterizes the process by a partition L of the state space, where the elements in each part of L share the same transition probability to an arbitrary element in the alphabet. This model aims to answer the following questions: what is the minimal number of parameters needed to specify a Markov chain and how to estimate these parameters. In order to answer these questions, we build a consistent strategy for model selection which consist of: giving a size n realization of the process, finding a model within the Partition Markov class, with a minimal number of parts to represent the process law. From the strategy, we derive a measure that establishes a metric in the state space. In addition, we show that if the law of the process is Markovian, then, eventually, when n goes to infinity, L will be retrieved. We show an application to model internet navigation patterns.

  18. Estimating cardiovascular disease incidence from prevalence: a spreadsheet based model

    Directory of Open Access Journals (Sweden)

    Xue Feng Hu

    2017-01-01

    Full Text Available Abstract Background Disease incidence and prevalence are both core indicators of population health. Incidence is generally not as readily accessible as prevalence. Cohort studies and electronic health record systems are two major way to estimate disease incidence. The former is time-consuming and expensive; the latter is not available in most developing countries. Alternatively, mathematical models could be used to estimate disease incidence from prevalence. Methods We proposed and validated a method to estimate the age-standardized incidence of cardiovascular disease (CVD, with prevalence data from successive surveys and mortality data from empirical studies. Hallett’s method designed for estimating HIV infections in Africa was modified to estimate the incidence of myocardial infarction (MI in the U.S. population and incidence of heart disease in the Canadian population. Results Model-derived estimates were in close agreement with observed incidence from cohort studies and population surveillance systems. This method correctly captured the trend in incidence given sufficient waves of cross-sectional surveys. The estimated MI declining rate in the U.S. population was in accordance with the literature. This method was superior to closed cohort, in terms of the estimating trend of population cardiovascular disease incidence. Conclusion It is possible to estimate CVD incidence accurately at the population level from cross-sectional prevalence data. This method has the potential to be used for age- and sex- specific incidence estimates, or to be expanded to other chronic conditions.

  19. Evapotranspiration Estimates for a Stochastic Soil-Moisture Model

    Science.gov (United States)

    Chaleeraktrakoon, Chavalit; Somsakun, Somrit

    2009-03-01

    Potential evapotranspiration is information that is necessary for applying a widely used stochastic model of soil moisture (I. Rodriguez Iturbe, A. Porporato, L. Ridolfi, V. Isham and D. R. Cox, Probabilistic modelling of water balance at a point: The role of climate, soil and vegetation, Proc. Roy. Soc. London A455 (1999) 3789-3805). An objective of the present paper is thus to find a proper estimate of the evapotranspiration for the stochastic model. This estimate is obtained by comparing the calculated soil-moisture distribution resulting from various techniques, such as Thornthwaite, Makkink, Jensen-Haise, FAO Modified Penman, and Blaney-Criddle, with an observed one. The comparison results using five sequences of daily soil-moisture for a dry season from November 2003 to April 2004 (Udornthani Province, Thailand) have indicated that all methods can be used if the weather information required is available. This is because their soil-moisture distributions are alike. In addition, the model is shown to have its ability in approximately describing the phenomenon at a weekly or biweekly time scale which is desirable for agricultural engineering applications.

  20. truncSP: An R Package for Estimation of Semi-Parametric Truncated Linear Regression Models

    Directory of Open Access Journals (Sweden)

    Maria Karlsson

    2014-05-01

    Full Text Available Problems with truncated data occur in many areas, complicating estimation and inference. Regarding linear regression models, the ordinary least squares estimator is inconsistent and biased for these types of data and is therefore unsuitable for use. Alternative estimators, designed for the estimation of truncated regression models, have been developed. This paper presents the R package truncSP. The package contains functions for the estimation of semi-parametric truncated linear regression models using three different estimators: the symmetrically trimmed least squares, quadratic mode, and left truncated estimators, all of which have been shown to have good asymptotic and ?nite sample properties. The package also provides functions for the analysis of the estimated models. Data from the environmental sciences are used to illustrate the functions in the package.

  1. Parameter Estimates in Differential Equation Models for Population Growth

    Science.gov (United States)

    Winkel, Brian J.

    2011-01-01

    We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…

  2. Developing a new solar radiation estimation model based on Buckingham theorem

    Science.gov (United States)

    Ekici, Can; Teke, Ismail

    2018-06-01

    While the value of solar radiation can be expressed physically in the days without clouds, this expression becomes difficult in cloudy and complicated weather conditions. In addition, solar radiation measurements are often not taken in developing countries. In such cases, solar radiation estimation models are used. Solar radiation prediction models estimate solar radiation using other measured meteorological parameters those are available in the stations. In this study, a solar radiation estimation model was obtained using Buckingham theorem. This theory has been shown to be useful in predicting solar radiation. In this study, Buckingham theorem is used to express the solar radiation by derivation of dimensionless pi parameters. This derived model is compared with temperature based models in the literature. MPE, RMSE, MBE and NSE error analysis methods are used in this comparison. Allen, Hargreaves, Chen and Bristow-Campbell models in the literature are used for comparison. North Dakota's meteorological data were used to compare the models. Error analysis were applied through the comparisons between the models in the literature and the model that is derived in the study. These comparisons were made using data obtained from North Dakota's agricultural climate network. In these applications, the model obtained within the scope of the study gives better results. Especially, in terms of short-term performance, it has been found that the obtained model gives satisfactory results. It has been seen that this model gives better accuracy in comparison with other models. It is possible in RMSE analysis results. Buckingham theorem was found useful in estimating solar radiation. In terms of long term performances and percentage errors, the model has given good results.

  3. Alternative Approaches to Technical Efficiency Estimation in the Stochastic Frontier Model

    OpenAIRE

    Acquah, H. de-Graft; Onumah, E. E.

    2014-01-01

    Estimating the stochastic frontier model and calculating technical efficiency of decision making units are of great importance in applied production economic works. This paper estimates technical efficiency from the stochastic frontier model using Jondrow, and Battese and Coelli approaches. In order to compare alternative methods, simulated data with sample sizes of 60 and 200 are generated from stochastic frontier model commonly applied to agricultural firms. Simulated data is employed to co...

  4. Error estimation and adaptivity for incompressible hyperelasticity

    KAUST Repository

    Whiteley, J.P.

    2014-04-30

    SUMMARY: A Galerkin FEM is developed for nonlinear, incompressible (hyper) elasticity that takes account of nonlinearities in both the strain tensor and the relationship between the strain tensor and the stress tensor. By using suitably defined linearised dual problems with appropriate boundary conditions, a posteriori error estimates are then derived for both linear functionals of the solution and linear functionals of the stress on a boundary, where Dirichlet boundary conditions are applied. A second, higher order method for calculating a linear functional of the stress on a Dirichlet boundary is also presented together with an a posteriori error estimator for this approach. An implementation for a 2D model problem with known solution, where the entries of the strain tensor exhibit large, rapid variations, demonstrates the accuracy and sharpness of the error estimators. Finally, using a selection of model problems, the a posteriori error estimate is shown to provide a basis for effective mesh adaptivity. © 2014 John Wiley & Sons, Ltd.

  5. Reservoir architecture modeling: Nonstationary models for quantitative geological characterization. Final report, April 30, 1998

    Energy Technology Data Exchange (ETDEWEB)

    Kerr, D.; Epili, D.; Kelkar, M.; Redner, R.; Reynolds, A.

    1998-12-01

    The study was comprised of four investigations: facies architecture; seismic modeling and interpretation; Markov random field and Boolean models for geologic modeling of facies distribution; and estimation of geological architecture using the Bayesian/maximum entropy approach. This report discusses results from all four investigations. Investigations were performed using data from the E and F units of the Middle Frio Formation, Stratton Field, one of the major reservoir intervals in the Gulf Coast Basin.

  6. Curve fitting of the corporate recovery rates: the comparison of Beta distribution estimation and kernel density estimation.

    Science.gov (United States)

    Chen, Rongda; Wang, Ze

    2013-01-01

    Recovery rate is essential to the estimation of the portfolio's loss and economic capital. Neglecting the randomness of the distribution of recovery rate may underestimate the risk. The study introduces two kinds of models of distribution, Beta distribution estimation and kernel density distribution estimation, to simulate the distribution of recovery rates of corporate loans and bonds. As is known, models based on Beta distribution are common in daily usage, such as CreditMetrics by J.P. Morgan, Portfolio Manager by KMV and Losscalc by Moody's. However, it has a fatal defect that it can't fit the bimodal or multimodal distributions such as recovery rates of corporate loans and bonds as Moody's new data show. In order to overcome this flaw, the kernel density estimation is introduced and we compare the simulation results by histogram, Beta distribution estimation and kernel density estimation to reach the conclusion that the Gaussian kernel density distribution really better imitates the distribution of the bimodal or multimodal data samples of corporate loans and bonds. Finally, a Chi-square test of the Gaussian kernel density estimation proves that it can fit the curve of recovery rates of loans and bonds. So using the kernel density distribution to precisely delineate the bimodal recovery rates of bonds is optimal in credit risk management.

  7. Estimating Small-Body Gravity Field from Shape Model and Navigation Data

    Science.gov (United States)

    Park, Ryan S.; Werner, Robert A.; Bhaskaran, Shyam

    2008-01-01

    This paper presents a method to model the external gravity field and to estimate the internal density variation of a small-body. We first discuss the modeling problem, where we assume the polyhedral shape and internal density distribution are given, and model the body interior using finite elements definitions, such as cubes and spheres. The gravitational attractions computed from these approaches are compared with the true uniform-density polyhedral attraction and the level of accuracies are presented. We then discuss the inverse problem where we assume the body shape, radiometric measurements, and a priori density constraints are given, and estimate the internal density variation by estimating the density of each finite element. The result shows that the accuracy of the estimated density variation can be significantly improved depending on the orbit altitude, finite-element resolution, and measurement accuracy.

  8. Comparison of modeled estimates of inhalation exposure to aerosols during use of consumer spray products.

    Science.gov (United States)

    Park, Jihoon; Yoon, Chungsik; Lee, Kiyoung

    2018-05-30

    In the field of exposure science, various exposure assessment models have been developed to complement experimental measurements; however, few studies have been published on their validity. This study compares the estimated inhaled aerosol doses of several inhalation exposure models to experimental measurements of aerosols released from consumer spray products, and then compares deposited doses within different parts of the human respiratory tract according to deposition models. Exposure models, including the European Center for Ecotoxicology of Chemicals Targeted Risk Assessment (ECETOC TRA), the Consumer Exposure Model (CEM), SprayExpo, ConsExpo Web and ConsExpo Nano, were used to estimate the inhaled dose under various exposure scenarios, and modeled and experimental estimates were compared. The deposited dose in different respiratory regions was estimated using the International Commission on Radiological Protection model and multiple-path particle dosimetry models under the assumption of polydispersed particles. The modeled estimates of the inhaled doses were accurate in the short term, i.e., within 10 min of the initial spraying, with a differences from experimental estimates ranging from 0 to 73% among the models. However, the estimates for long-term exposure, i.e., exposure times of several hours, deviated significantly from the experimental estimates in the absence of ventilation. The differences between the experimental and modeled estimates of particle number and surface area were constant over time under ventilated conditions. ConsExpo Nano, as a nano-scale model, showed stable estimates of short-term exposure, with a difference from the experimental estimates of less than 60% for all metrics. The deposited particle estimates were similar among the deposition models, particularly in the nanoparticle range for the head airway and alveolar regions. In conclusion, the results showed that the inhalation exposure models tested in this study are suitable

  9. Final Report Fermionic Symmetries and Self consistent Shell Model

    International Nuclear Information System (INIS)

    Zamick, Larry

    2008-01-01

    In this final report in the field of theoretical nuclear physics we note important accomplishments.We were confronted with 'anomoulous' magnetic moments by the experimetalists and were able to expain them. We found unexpected partial dynamical symmetries--completely unknown before, and were able to a large extent to expain them. The importance of a self consistent shell model was emphasized.

  10. Estimation of standard model backgrounds to the search for electroweak production of supersymmetry in events with at least two tau leptons in the final state

    Energy Technology Data Exchange (ETDEWEB)

    Becker, Sebastian

    2013-11-04

    This thesis presents a search for Supersymmetry in events with at least two hadronically decaying tau leptons and missing transverse energy. The analysis is focused on the electro-weak production of gaugino pairs. Electroweak production processes for SUSY particles are promising candidates for the discovery of Supersymmetry with R-parity conservation at hadron-hadron colliders. For the analysis a sample of proton-proton collisions at a center of mass energy of √(s)=8 TeV with an integrated luminosity of ∫ L dt=20.3 fb{sup -1} is used. The collisions have been recorded with the ATLAS detector at the LHC in the year 2012. In two different selections the Standard Model predictions are compared with the observations. The observation of 6 events in the first selection and 14 in the second does not deviate significantly from the Standard Model with an expectation of 11 events in the first selection and 17 in the second. These results are interpreted in a phenomenological Minimal Supersymmetric Standard Model and in simplified models. For a simplified model with a chargino-neutralino pair production scenario the parameter space for masses of the lightest neutralino up to 100 GeV and up to 350 GeV for the lightest chargino mass can be excluded. For a simplified model with chargino pair production processes the parameter space for the lightest neutralino mass up to 30-50 GeV in a range for the lightest chargino mass of 170-330 GeV can be excluded. This thesis is focused on the estimation techniques of Standard Model background processes. Different methods for the estimation of the background originating from Z-boson and top-quark decays are investigated.

  11. Evaporation estimation of rift valley lakes: comparison of models.

    Science.gov (United States)

    Melesse, Assefa M; Abtew, Wossenu; Dessalegne, Tibebe

    2009-01-01

    Evapotranspiration (ET) accounts for a substantial amount of the water flux in the arid and semi-arid regions of the World. Accurate estimation of ET has been a challenge for hydrologists, mainly because of the spatiotemporal variability of the environmental and physical parameters governing the latent heat flux. In addition, most available ET models depend on intensive meteorological information for ET estimation. Such data are not available at the desired spatial and temporal scales in less developed and remote parts of the world. This limitation has necessitated the development of simple models that are less data intensive and provide ET estimates with acceptable level of accuracy. Remote sensing approach can also be applied to large areas where meteorological data are not available and field scale data collection is costly, time consuming and difficult. In areas like the Rift Valley regions of Ethiopia, the applicability of the Simple Method (Abtew Method) of lake evaporation estimation and surface energy balance approach using remote sensing was studied. The Simple Method and a remote sensing-based lake evaporation estimates were compared to the Penman, Energy balance, Pan, Radiation and Complementary Relationship Lake Evaporation (CRLE) methods applied in the region. Results indicate a good correspondence of the models outputs to that of the above methods. Comparison of the 1986 and 2000 monthly lake ET from the Landsat images to the Simple and Penman Methods show that the remote sensing and surface energy balance approach is promising for large scale applications to understand the spatial variation of the latent heat flux.

  12. Evaporation Estimation of Rift Valley Lakes: Comparison of Models

    Directory of Open Access Journals (Sweden)

    Tibebe Dessalegne

    2009-12-01

    Full Text Available Evapotranspiration (ET accounts for a substantial amount of the water flux in the arid and semi-arid regions of the World. Accurate estimation of ET has been a challenge for hydrologists, mainly because of the spatiotemporal variability of the environmental and physical parameters governing the latent heat flux. In addition, most available ET models depend on intensive meteorological information for ET estimation. Such data are not available at the desired spatial and temporal scales in less developed and remote parts of the world. This limitation has necessitated the development of simple models that are less data intensive and provide ET estimates with acceptable level of accuracy. Remote sensing approach can also be applied to large areas where meteorological data are not available and field scale data collection is costly, time consuming and difficult. In areas like the Rift Valley regions of Ethiopia, the applicability of the Simple Method (Abtew Method of lake evaporation estimation and surface energy balance approach using remote sensing was studied. The Simple Method and a remote sensing-based lake evaporation estimates were compared to the Penman, Energy balance, Pan, Radiation and Complementary Relationship Lake Evaporation (CRLE methods applied in the region. Results indicate a good correspondence of the models outputs to that of the above methods. Comparison of the 1986 and 2000 monthly lake ET from the Landsat images to the Simple and Penman Methods show that the remote sensing and surface energy balance approach is promising for large scale applications to understand the spatial variation of the latent heat flux.

  13. Estimating Drilling Cost and Duration Using Copulas Dependencies Models

    Directory of Open Access Journals (Sweden)

    M. Al Kindi

    2017-03-01

    Full Text Available Estimation of drilling budget and duration is a high-level challenge for oil and gas industry. This is due to the many uncertain activities in the drilling procedure such as material prices, overhead cost, inflation, oil prices, well type, and depth of drilling. Therefore, it is essential to consider all these uncertain variables and the nature of relationships between them. This eventually leads into the minimization of the level of uncertainty and yet makes a "good" estimation points for budget and duration given the well type. In this paper, the copula probability theory is used in order to model the dependencies between cost/duration and MRI (mechanical risk index. The MRI is a mathematical computation, which relates various drilling factors such as: water depth, measured depth, true vertical depth in addition to mud weight and horizontal displacement. In general, the value of MRI is utilized as an input for the drilling cost and duration estimations. Therefore, modeling the uncertain dependencies between MRI and both cost and duration using copulas is important. The cost and duration estimates for each well were extracted from the copula dependency model where research study simulate over 10,000 scenarios. These new estimates were later compared to the actual data in order to validate the performance of the procedure. Most of the wells show moderate - weak relationship of MRI dependence, which means that the variation in these wells can be related to MRI but to the extent that it is not the primary source.

  14. A New Form of Nondestructive Strength-Estimating Statistical Models Accounting for Uncertainty of Model and Aging Effect of Concrete

    International Nuclear Information System (INIS)

    Hong, Kee Jeung; Kim, Jee Sang

    2009-01-01

    As concrete ages, the surrounding environment is expected to have growing influences on the concrete. As all the impacts of the environment cannot be considered in the strength-estimating model of a nondestructive concrete test, the increase in concrete age leads to growing uncertainty in the strength-estimating model. Therefore, the variation of the model error increases. It is necessary to include those impacts in the probability model of concrete strength attained from the nondestructive tests so as to build a more accurate reliability model for structural performance evaluation. This paper reviews and categorizes the existing strength-estimating statistical models of nondestructive concrete test, and suggests a new form of the strength-estimating statistical models to properly reflect the model uncertainty due to aging of the concrete. This new form of the statistical models will lay foundation for more accurate structural performance evaluation.

  15. Good Manufacturing Practices (GMP) manufacturing of advanced therapy medicinal products: a novel tailored model for optimizing performance and estimating costs.

    Science.gov (United States)

    Abou-El-Enein, Mohamed; Römhild, Andy; Kaiser, Daniel; Beier, Carola; Bauer, Gerhard; Volk, Hans-Dieter; Reinke, Petra

    2013-03-01

    Advanced therapy medicinal products (ATMP) have gained considerable attention in academia due to their therapeutic potential. Good Manufacturing Practice (GMP) principles ensure the quality and sterility of manufacturing these products. We developed a model for estimating the manufacturing costs of cell therapy products and optimizing the performance of academic GMP-facilities. The "Clean-Room Technology Assessment Technique" (CTAT) was tested prospectively in the GMP facility of BCRT, Berlin, Germany, then retrospectively in the GMP facility of the University of California-Davis, California, USA. CTAT is a two-level model: level one identifies operational (core) processes and measures their fixed costs; level two identifies production (supporting) processes and measures their variable costs. The model comprises several tools to measure and optimize performance of these processes. Manufacturing costs were itemized using adjusted micro-costing system. CTAT identified GMP activities with strong correlation to the manufacturing process of cell-based products. Building best practice standards allowed for performance improvement and elimination of human errors. The model also demonstrated the unidirectional dependencies that may exist among the core GMP activities. When compared to traditional business models, the CTAT assessment resulted in a more accurate allocation of annual expenses. The estimated expenses were used to set a fee structure for both GMP facilities. A mathematical equation was also developed to provide the final product cost. CTAT can be a useful tool in estimating accurate costs for the ATMPs manufactured in an optimized GMP process. These estimates are useful when analyzing the cost-effectiveness of these novel interventions. Copyright © 2013 International Society for Cellular Therapy. Published by Elsevier Inc. All rights reserved.

  16. Estimation of parameters of constant elasticity of substitution production functional model

    Science.gov (United States)

    Mahaboob, B.; Venkateswarlu, B.; Sankar, J. Ravi

    2017-11-01

    Nonlinear model building has become an increasing important powerful tool in mathematical economics. In recent years the popularity of applications of nonlinear models has dramatically been rising up. Several researchers in econometrics are very often interested in the inferential aspects of nonlinear regression models [6]. The present research study gives a distinct method of estimation of more complicated and highly nonlinear model viz Constant Elasticity of Substitution (CES) production functional model. Henningen et.al [5] proposed three solutions to avoid serious problems when estimating CES functions in 2012 and they are i) removing discontinuities by using the limits of the CES function and its derivative. ii) Circumventing large rounding errors by local linear approximations iii) Handling ill-behaved objective functions by a multi-dimensional grid search. Joel Chongeh et.al [7] discussed the estimation of the impact of capital and labour inputs to the gris output agri-food products using constant elasticity of substitution production function in Tanzanian context. Pol Antras [8] presented new estimates of the elasticity of substitution between capital and labour using data from the private sector of the U.S. economy for the period 1948-1998.

  17. HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS.

    Science.gov (United States)

    Fan, Jianqing; Liao, Yuan; Mincheva, Martina

    2011-01-01

    The variance covariance matrix plays a central role in the inferential theories of high dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many financial problems. Classical methods of estimating the covariance matrices are based on the strict factor models, assuming independent idiosyncratic components. This assumption, however, is restrictive in practical applications. By assuming sparse error covariance matrix, we allow the presence of the cross-sectional correlation even after taking out common factors, and it enables us to combine the merits of both methods. We estimate the sparse covariance using the adaptive thresholding technique as in Cai and Liu (2011), taking into account the fact that direct observations of the idiosyncratic components are unavailable. The impact of high dimensionality on the covariance matrix estimation based on the factor structure is then studied.

  18. An Estimation of Construction and Demolition Debris in Seoul, Korea: Waste Amount, Type, and Estimating Model.

    Science.gov (United States)

    Seo, Seongwon; Hwang, Yongwoo

    1999-08-01

    Construction and demolition (C&D) debris is generated at the site of various construction activities. However, the amount of the debris is usually so large that it is necessary to estimate the amount of C&D debris as accurately as possible for effective waste management and control in urban areas. In this paper, an effective estimation method using a statistical model was proposed. The estimation process was composed of five steps: estimation of the life span of buildings; estimation of the floor area of buildings to be constructed and demolished; calculation of individual intensity units of C&D debris; and estimation of the future C&D debris production. This method was also applied in the city of Seoul as an actual case, and the estimated amount of C&D debris in Seoul in 2021 was approximately 24 million tons. Of this total amount, 98% was generated by demolition, and the main components of debris were concrete and brick.

  19. Model-based estimation with boundary side information or boundary regularization

    International Nuclear Information System (INIS)

    Chiao, P.C.; Rogers, W.L.; Fessler, J.A.; Clinthorne, N.H.; Hero, A.O.

    1994-01-01

    The authors have previously developed a model-based strategy for joint estimation of myocardial perfusion and boundaries using ECT (Emission Computed Tomography). The authors have also reported difficulties with boundary estimation in low contrast and low count rate situations. In this paper, the authors propose using boundary side information (obtainable from high resolution MRI and CT images) or boundary regularization to improve both perfusion and boundary estimation in these situations. To fuse boundary side information into the emission measurements, the authors formulate a joint log-likelihood function to include auxiliary boundary measurements as well as ECT projection measurements. In addition, the authors introduce registration parameters to align auxiliary boundary measurements with ECT measurements and jointly estimate these parameters with other parameters of interest from the composite measurements. In simulated PET O-15 water myocardial perfusion studies using a simplified model, the authors show that the joint estimation improves perfusion estimation performance and gives boundary alignment accuracy of <0.5 mm even at 0.2 million counts. The authors implement boundary regularization through formulating a penalized log-likelihood function. The authors also demonstrate in simulations that simultaneous regularization of the epicardial boundary and myocardial thickness gives comparable perfusion estimation accuracy with the use of boundary side information

  20. Robust-BD Estimation and Inference for General Partially Linear Models

    Directory of Open Access Journals (Sweden)

    Chunming Zhang

    2017-11-01

    Full Text Available The classical quadratic loss for the partially linear model (PLM and the likelihood function for the generalized PLM are not resistant to outliers. This inspires us to propose a class of “robust-Bregman divergence (BD” estimators of both the parametric and nonparametric components in the general partially linear model (GPLM, which allows the distribution of the response variable to be partially specified, without being fully known. Using the local-polynomial function estimation method, we propose a computationally-efficient procedure for obtaining “robust-BD” estimators and establish the consistency and asymptotic normality of the “robust-BD” estimator of the parametric component β o . For inference procedures of β o in the GPLM, we show that the Wald-type test statistic W n constructed from the “robust-BD” estimators is asymptotically distribution free under the null, whereas the likelihood ratio-type test statistic Λ n is not. This provides an insight into the distinction from the asymptotic equivalence (Fan and Huang 2005 between W n and Λ n in the PLM constructed from profile least-squares estimators using the non-robust quadratic loss. Numerical examples illustrate the computational effectiveness of the proposed “robust-BD” estimators and robust Wald-type test in the appearance of outlying observations.

  1. A practical model for pressure probe system response estimation (with review of existing models)

    Science.gov (United States)

    Hall, B. F.; Povey, T.

    2018-04-01

    The accurate estimation of the unsteady response (bandwidth) of pneumatic pressure probe systems (probe, line and transducer volume) is a common practical problem encountered in the design of aerodynamic experiments. Understanding the bandwidth of the probe system is necessary to capture unsteady flow features accurately. Where traversing probes are used, the desired traverse speed and spatial gradients in the flow dictate the minimum probe system bandwidth required to resolve the flow. Existing approaches for bandwidth estimation are either complex or inaccurate in implementation, so probes are often designed based on experience. Where probe system bandwidth is characterized, it is often done experimentally, requiring careful experimental set-up and analysis. There is a need for a relatively simple but accurate model for estimation of probe system bandwidth. A new model is presented for the accurate estimation of pressure probe bandwidth for simple probes commonly used in wind tunnel environments; experimental validation is provided. An additional, simple graphical method for air is included for convenience.

  2. The irradiance and temperature dependent mathematical model for estimation of photovoltaic panel performances

    International Nuclear Information System (INIS)

    Barukčić, M.; Ćorluka, V.; Miklošević, K.

    2015-01-01

    Highlights: • The temperature and irradiance dependent model for the I–V curve estimation is presented. • The purely mathematical model based on the analysis of the I–V curve shape is presented. • The model includes the Gompertz function with temperature and irradiance dependent parameters. • The input data are extracted from the data sheet I–V curves. - Abstract: The temperature and irradiance dependent mathematical model for photovoltaic panel performances estimation is proposed in the paper. The base of the model is the mathematical function of the photovoltaic panel current–voltage curve. The model of the current–voltage curve is based on the sigmoid function with temperature and irradiance dependent parameters. The temperature and irradiance dependencies of the parameters are proposed in the form of analytic functions. The constant parameters are involved in the analytical functions. The constant parameters need to be estimated to get the temperature and irradiance dependent current–voltage curve. The mathematical model contains 12 constant parameters and they are estimated by using the evolutionary algorithm. The optimization problem is defined for this purpose. The optimization problem objective function is based on estimated and extracted (measured) current and voltage values. The current and voltage values are extracted from current–voltage curves given in datasheet of the photovoltaic panels. The new procedure for estimation of open circuit voltage value at any temperature and irradiance is proposed in the model. The performance of the proposed mathematical model is presented for three different photovoltaic panel technologies. The simulation results indicate that the proposed mathematical model is acceptable for estimation of temperature and irradiance dependent current–voltage curve and photovoltaic panel performances within temperature and irradiance ranges

  3. Performance of monitoring networks estimated from a Gaussian plume model

    International Nuclear Information System (INIS)

    Seebregts, A.J.; Hienen, J.F.A.

    1990-10-01

    In support of the ECN study on monitoring strategies after nuclear accidents, the present report describes the analysis of the performance of a monitoring network in a square grid. This network is used to estimate the distribution of the deposition pattern after a release of radioactivity into the atmosphere. The analysis is based upon a single release, a constant wind direction and an atmospheric dispersion according to a simplified Gaussian plume model. A technique is introduced to estimate the parameters in this Gaussian model based upon measurements at specific monitoring locations and linear regression, although this model is intrinsically non-linear. With these estimated parameters and the Gaussian model the distribution of the contamination due to deposition can be estimated. To investigate the relation between the network and the accuracy of the estimates for the deposition, deposition data have been generated by the Gaussian model, including a measurement error by a Monte Carlo simulation and this procedure has been repeated for several grid sizes, dispersion conditions, number of measurements per location, and errors per single measurement. The present technique has also been applied for the mesh sizes of two networks in the Netherlands, viz. the Landelijk Meetnet Radioaciviteit (National Measurement Network on Radioactivity, mesh size approx. 35 km) and the proposed Landelijk Meetnet Nucleaire Incidenten (National Measurement Network on Nuclear Incidents, mesh size approx. 15 km). The results show accuracies of 11 and 7 percent, respectively, if monitoring locations are used more than 10 km away from the postulated accident site. These figures are based upon 3 measurements per location and a dispersion during neutral weather with a wind velocity of 4 m/s. For stable weather conditions and low wind velocities, i.e. a small plume, the calculated accuracies are at least a factor 1.5 worse.The present type of analysis makes a cost-benefit approach to the

  4. Cost-Sensitive Estimation of ARMA Models for Financial Asset Return Data

    Directory of Open Access Journals (Sweden)

    Minyoung Kim

    2015-01-01

    Full Text Available The autoregressive moving average (ARMA model is a simple but powerful model in financial engineering to represent time-series with long-range statistical dependency. However, the traditional maximum likelihood (ML estimator aims to minimize a loss function that is inherently symmetric due to Gaussianity. The consequence is that when the data of interest are asset returns, and the main goal is to maximize profit by accurate forecasting, the ML objective may be less appropriate potentially leading to a suboptimal solution. Rather, it is more reasonable to adopt an asymmetric loss where the model's prediction, as long as it is in the same direction as the true return, is penalized less than the prediction in the opposite direction. We propose a quite sensible asymmetric cost-sensitive loss function and incorporate it into the ARMA model estimation. On the online portfolio selection problem with real stock return data, we demonstrate that the investment strategy based on predictions by the proposed estimator can be significantly more profitable than the traditional ML estimator.

  5. Estimation of Dynamic Panel Data Models with Stochastic Volatility Using Particle Filters

    Directory of Open Access Journals (Sweden)

    Wen Xu

    2016-10-01

    Full Text Available Time-varying volatility is common in macroeconomic data and has been incorporated into macroeconomic models in recent work. Dynamic panel data models have become increasingly popular in macroeconomics to study common relationships across countries or regions. This paper estimates dynamic panel data models with stochastic volatility by maximizing an approximate likelihood obtained via Rao-Blackwellized particle filters. Monte Carlo studies reveal the good and stable performance of our particle filter-based estimator. When the volatility of volatility is high, or when regressors are absent but stochastic volatility exists, our approach can be better than the maximum likelihood estimator which neglects stochastic volatility and generalized method of moments (GMM estimators.

  6. Comparison of prospective risk estimates for postoperative complications: human vs computer model.

    Science.gov (United States)

    Glasgow, Robert E; Hawn, Mary T; Hosokawa, Patrick W; Henderson, William G; Min, Sung-Joon; Richman, Joshua S; Tomeh, Majed G; Campbell, Darrell; Neumayer, Leigh A

    2014-02-01

    Surgical quality improvement tools such as NSQIP are limited in their ability to prospectively affect individual patient care by the retrospective audit and feedback nature of their design. We hypothesized that statistical models using patient preoperative characteristics could prospectively provide risk estimates of postoperative adverse events comparable to risk estimates provided by experienced surgeons, and could be useful for stratifying preoperative assessment of patient risk. This was a prospective observational cohort. Using previously developed models for 30-day postoperative mortality, overall morbidity, cardiac, thromboembolic, pulmonary, renal, and surgical site infection (SSI) complications, model and surgeon estimates of risk were compared with each other and with actual 30-day outcomes. The study cohort included 1,791 general surgery patients operated on between June 2010 and January 2012. Observed outcomes were mortality (0.2%), overall morbidity (8.2%), and pulmonary (1.3%), cardiac (0.3%), thromboembolism (0.2%), renal (0.4%), and SSI (3.8%) complications. Model and surgeon risk estimates showed significant correlation (p risk for overall morbidity to be low, the model-predicted risk and observed morbidity rates were 2.8% and 4.1%, respectively, compared with 10% and 18% in perceived high risk patients. Patients in the highest quartile of model-predicted risk accounted for 75% of observed mortality and 52% of morbidity. Across a broad range of general surgical operations, we confirmed that the model risk estimates are in fairly good agreement with risk estimates of experienced surgeons. Using these models prospectively can identify patients at high risk for morbidity and mortality, who could then be targeted for intervention to reduce postoperative complications. Published by Elsevier Inc.

  7. Intelligent Models Performance Improvement Based on Wavelet Algorithm and Logarithmic Transformations in Suspended Sediment Estimation

    Directory of Open Access Journals (Sweden)

    R. Hajiabadi

    2016-10-01

    Full Text Available Introduction One reason for the complexity of hydrological phenomena prediction, especially time series is existence of features such as trend, noise and high-frequency oscillations. These complex features, especially noise, can be detected or removed by preprocessing. Appropriate preprocessing causes estimation of these phenomena become easier. Preprocessing in the data driven models such as artificial neural network, gene expression programming, support vector machine, is more effective because the quality of data in these models is important. Present study, by considering diagnosing and data transformation as two different preprocessing, tries to improve the results of intelligent models. In this study two different intelligent models, Artificial Neural Network and Gene Expression Programming, are applied to estimation of daily suspended sediment load. Wavelet transforms and logarithmic transformation is used for diagnosing and data transformation, respectively. Finally, the impacts of preprocessing on the results of intelligent models are evaluated. Materials and Methods In this study, Gene Expression Programming and Artificial Neural Network are used as intelligent models for suspended sediment load estimation, then the impacts of diagnosing and logarithmic transformations approaches as data preprocessor are evaluated and compared to the result improvement. Two different logarithmic transforms are considered in this research, LN and LOG. Wavelet transformation is used to time series denoising. In order to denoising by wavelet transforms, first, time series can be decomposed at one level (Approximation part and detail part and second, high-frequency part (detail will be removed as noise. According to the ability of gene expression programming and artificial neural network to analysis nonlinear systems; daily values of suspended sediment load of the Skunk River in USA, during a 5-year period, are investigated and then estimated.4 years of

  8. Relative efficiency of unequal versus equal cluster sizes in cluster randomized trials using generalized estimating equation models.

    Science.gov (United States)

    Liu, Jingxia; Colditz, Graham A

    2018-05-01

    There is growing interest in conducting cluster randomized trials (CRTs). For simplicity in sample size calculation, the cluster sizes are assumed to be identical across all clusters. However, equal cluster sizes are not guaranteed in practice. Therefore, the relative efficiency (RE) of unequal versus equal cluster sizes has been investigated when testing the treatment effect. One of the most important approaches to analyze a set of correlated data is the generalized estimating equation (GEE) proposed by Liang and Zeger, in which the "working correlation structure" is introduced and the association pattern depends on a vector of association parameters denoted by ρ. In this paper, we utilize GEE models to test the treatment effect in a two-group comparison for continuous, binary, or count data in CRTs. The variances of the estimator of the treatment effect are derived for the different types of outcome. RE is defined as the ratio of variance of the estimator of the treatment effect for equal to unequal cluster sizes. We discuss a commonly used structure in CRTs-exchangeable, and derive the simpler formula of RE with continuous, binary, and count outcomes. Finally, REs are investigated for several scenarios of cluster size distributions through simulation studies. We propose an adjusted sample size due to efficiency loss. Additionally, we also propose an optimal sample size estimation based on the GEE models under a fixed budget for known and unknown association parameter (ρ) in the working correlation structure within the cluster. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

  9. Model for Estimation of Fuel Consumption of Cruise Ships

    Directory of Open Access Journals (Sweden)

    Morten Simonsen

    2018-04-01

    Full Text Available This article presents a model to estimate the energy use and fuel consumption of cruise ships that sail Norwegian waters. Automatic identification system (AIS data and technical information about cruise ships provided input to the model, including service speed, total power, and number of engines. The model was tested against real-world data obtained from a small cruise vessel and both a medium and large cruise ship. It is sensitive to speed and the corresponding engine load profile of the ship. A crucial determinate for total fuel consumption is also associated with hotel functions, which can make a large contribution to the overall energy use of cruise ships. Real-world data fits the model best when ship speed is 70–75% of service speed. With decreased or increased speed, the model tends to diverge from real-world observations. The model gives a proxy for calculation of fuel consumption associated with cruise ships that sail to Norwegian waters and can be used to estimate greenhouse gas emissions and to evaluate energy reduction strategies for cruise ships.

  10. Non-destructive linear model for leaf area estimation in Vernonia ferruginea Less

    Directory of Open Access Journals (Sweden)

    MC. Souza

    Full Text Available Leaf area estimation is an important biometrical trait for evaluating leaf development and plant growth in field and pot experiments. We developed a non-destructive model to estimate the leaf area (LA of Vernonia ferruginea using the length (L and width (W leaf dimensions. Different combinations of linear equations were obtained from L, L2, W, W2, LW and L2W2. The linear regressions using the product of LW dimensions were more efficient to estimate the LA of V. ferruginea than models based on a single dimension (L, W, L2 or W2. Therefore, the linear regression “LA=0.463+0.676WL” provided the most accurate estimate of V. ferruginea leaf area. Validation of the selected model showed that the correlation between real measured leaf area and estimated leaf area was very high.

  11. Simultaneous Parameters Identifiability and Estimation of an E. coli Metabolic Network Model

    Directory of Open Access Journals (Sweden)

    Kese Pontes Freitas Alberton

    2015-01-01

    Full Text Available This work proposes a procedure for simultaneous parameters identifiability and estimation in metabolic networks in order to overcome difficulties associated with lack of experimental data and large number of parameters, a common scenario in the modeling of such systems. As case study, the complex real problem of parameters identifiability of the Escherichia coli K-12 W3110 dynamic model was investigated, composed by 18 differential ordinary equations and 35 kinetic rates, containing 125 parameters. With the procedure, model fit was improved for most of the measured metabolites, achieving 58 parameters estimated, including 5 unknown initial conditions. The results indicate that simultaneous parameters identifiability and estimation approach in metabolic networks is appealing, since model fit to the most of measured metabolites was possible even when important measures of intracellular metabolites and good initial estimates of parameters are not available.

  12. Estimating rooftop solar technical potential across the US using a combination of GIS-based methods, lidar data, and statistical modeling

    Science.gov (United States)

    Gagnon, Pieter; Margolis, Robert; Melius, Jennifer; Phillips, Caleb; Elmore, Ryan

    2018-02-01

    We provide a detailed estimate of the technical potential of rooftop solar photovoltaic (PV) electricity generation throughout the contiguous United States. This national estimate is based on an analysis of select US cities that combines light detection and ranging (lidar) data with a validated analytical method for determining rooftop PV suitability employing geographic information systems. We use statistical models to extend this analysis to estimate the quantity and characteristics of roofs in areas not covered by lidar data. Finally, we model PV generation for all rooftops to yield technical potential estimates. At the national level, 8.13 billion m2 of suitable roof area could host 1118 GW of PV capacity, generating 1432 TWh of electricity per year. This would equate to 38.6% of the electricity that was sold in the contiguous United States in 2013. This estimate is substantially higher than a previous estimate made by the National Renewable Energy Laboratory. The difference can be attributed to increases in PV module power density, improved estimation of building suitability, higher estimates of total number of buildings, and improvements in PV performance simulation tools that previously tended to underestimate productivity. Also notable, the nationwide percentage of buildings suitable for at least some PV deployment is high—82% for buildings smaller than 5000 ft2 and over 99% for buildings larger than that. In most states, rooftop PV could enable small, mostly residential buildings to offset the majority of average household electricity consumption. Even in some states with a relatively poor solar resource, such as those in the Northeast, the residential sector has the potential to offset around 100% of its total electricity consumption with rooftop PV.

  13. Narrow Artificial Intelligence with Machine Learning for Real-Time Estimation of a Mobile Agent’s Location Using Hidden Markov Models

    Directory of Open Access Journals (Sweden)

    Cédric Beaulac

    2017-01-01

    Full Text Available We propose to use a supervised machine learning technique to track the location of a mobile agent in real time. Hidden Markov Models are used to build artificial intelligence that estimates the unknown position of a mobile target moving in a defined environment. This narrow artificial intelligence performs two distinct tasks. First, it provides real-time estimation of the mobile agent’s position using the forward algorithm. Second, it uses the Baum–Welch algorithm as a statistical learning tool to gain knowledge of the mobile target. Finally, an experimental environment is proposed, namely, a video game that we use to test our artificial intelligence. We present statistical and graphical results to illustrate the efficiency of our method.

  14. 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.

  15. Parameter estimation of variable-parameter nonlinear Muskingum model using excel solver

    Science.gov (United States)

    Kang, Ling; Zhou, Liwei

    2018-02-01

    Abstract . The Muskingum model is an effective flood routing technology in hydrology and water resources Engineering. With the development of optimization technology, more and more variable-parameter Muskingum models were presented to improve effectiveness of the Muskingum model in recent decades. A variable-parameter nonlinear Muskingum model (NVPNLMM) was proposed in this paper. According to the results of two real and frequently-used case studies by various models, the NVPNLMM could obtain better values of evaluation criteria, which are used to describe the superiority of the estimated outflows and compare the accuracies of flood routing using various models, and the optimal estimated outflows by the NVPNLMM were closer to the observed outflows than the ones by other models.

  16. Urban scale air quality modelling using detailed traffic emissions estimates

    Science.gov (United States)

    Borrego, C.; Amorim, J. H.; Tchepel, O.; Dias, D.; Rafael, S.; Sá, E.; Pimentel, C.; Fontes, T.; Fernandes, P.; Pereira, S. R.; Bandeira, J. M.; Coelho, M. C.

    2016-04-01

    The atmospheric dispersion of NOx and PM10 was simulated with a second generation Gaussian model over a medium-size south-European city. Microscopic traffic models calibrated with GPS data were used to derive typical driving cycles for each road link, while instantaneous emissions were estimated applying a combined Vehicle Specific Power/Co-operative Programme for Monitoring and Evaluation of the Long-range Transmission of Air Pollutants in Europe (VSP/EMEP) methodology. Site-specific background concentrations were estimated using time series analysis and a low-pass filter applied to local observations. Air quality modelling results are compared against measurements at two locations for a 1 week period. 78% of the results are within a factor of two of the observations for 1-h average concentrations, increasing to 94% for daily averages. Correlation significantly improves when background is added, with an average of 0.89 for the 24 h record. The results highlight the potential of detailed traffic and instantaneous exhaust emissions estimates, together with filtered urban background, to provide accurate input data to Gaussian models applied at the urban scale.

  17. Adaptive Parameter Estimation of Person Recognition Model in a Stochastic Human Tracking Process

    Science.gov (United States)

    Nakanishi, W.; Fuse, T.; Ishikawa, T.

    2015-05-01

    This paper aims at an estimation of parameters of person recognition models using a sequential Bayesian filtering method. In many human tracking method, any parameters of models used for recognize the same person in successive frames are usually set in advance of human tracking process. In real situation these parameters may change according to situation of observation and difficulty level of human position prediction. Thus in this paper we formulate an adaptive parameter estimation using general state space model. Firstly we explain the way to formulate human tracking in general state space model with their components. Then referring to previous researches, we use Bhattacharyya coefficient to formulate observation model of general state space model, which is corresponding to person recognition model. The observation model in this paper is a function of Bhattacharyya coefficient with one unknown parameter. At last we sequentially estimate this parameter in real dataset with some settings. Results showed that sequential parameter estimation was succeeded and were consistent with observation situations such as occlusions.

  18. A PSO–GA optimal model to estimate primary energy demand of China

    International Nuclear Information System (INIS)

    Yu Shiwei; Wei Yiming; Wang Ke

    2012-01-01

    To improve estimation efficiency for future projections, the present study has proposed a hybrid algorithm, Particle Swarm Optimization and Genetic Algorithm optimal Energy Demand Estimating (PSO–GA EDE) model, for China. The coefficients of the three forms of the model (linear, exponential, and quadratic) are optimized by PSO–GA using factors, such as GDP, population, economic structure, urbanization rate, and energy consumption structure, that affect demand. Based on 20-year historical data between 1990 and 2009, the simulation results of the proposed model have greater accuracy and reliability than other single optimization methods. Moreover, it can be used with optimal coefficients for the energy demand projections of China. The departure coefficient method is applied to get the weights of the three forms of the model to obtain a combinational prediction. The energy demand of China is going to be 4.79, 4.04, and 4.48 billion tce in 2015, and 6.91, 5.03, and 6.11 billion tce (“standard” tons coal equivalent) in 2020 under three different scenarios. Further, the projection results are compared with other estimating methods. - Highlights: ► A hybrid algorithm PSO–GA optimal energy demands estimating model for China. ► Energy demand of China is estimated by 2020 in three different scenarios. ► The projection results are compared with other estimating methods.

  19. Bayesian analysis for uncertainty estimation of a canopy transpiration model

    Science.gov (United States)

    Samanta, S.; Mackay, D. S.; Clayton, M. K.; Kruger, E. L.; Ewers, B. E.

    2007-04-01

    A Bayesian approach was used to fit a conceptual transpiration model to half-hourly transpiration rates for a sugar maple (Acer saccharum) stand collected over a 5-month period and probabilistically estimate its parameter and prediction uncertainties. The model used the Penman-Monteith equation with the Jarvis model for canopy conductance. This deterministic model was extended by adding a normally distributed error term. This extension enabled using Markov chain Monte Carlo simulations to sample the posterior parameter distributions. The residuals revealed approximate conformance to the assumption of normally distributed errors. However, minor systematic structures in the residuals at fine timescales suggested model changes that would potentially improve the modeling of transpiration. Results also indicated considerable uncertainties in the parameter and transpiration estimates. This simple methodology of uncertainty analysis would facilitate the deductive step during the development cycle of deterministic conceptual models by accounting for these uncertainties while drawing inferences from data.

  20. A Novel Nonlinear Parameter Estimation Method of Soft Tissues

    Directory of Open Access Journals (Sweden)

    Qianqian Tong

    2017-12-01

    Full Text Available The elastic parameters of soft tissues are important for medical diagnosis and virtual surgery simulation. In this study, we propose a novel nonlinear parameter estimation method for soft tissues. Firstly, an in-house data acquisition platform was used to obtain external forces and their corresponding deformation values. To provide highly precise data for estimating nonlinear parameters, the measured forces were corrected using the constructed weighted combination forecasting model based on a support vector machine (WCFM_SVM. Secondly, a tetrahedral finite element parameter estimation model was established to describe the physical characteristics of soft tissues, using the substitution parameters of Young’s modulus and Poisson’s ratio to avoid solving complicated nonlinear problems. To improve the robustness of our model and avoid poor local minima, the initial parameters solved by a linear finite element model were introduced into the parameter estimation model. Finally, a self-adapting Levenberg–Marquardt (LM algorithm was presented, which is capable of adaptively adjusting iterative parameters to solve the established parameter estimation model. The maximum absolute error of our WCFM_SVM model was less than 0.03 Newton, resulting in more accurate forces in comparison with other correction models tested. The maximum absolute error between the calculated and measured nodal displacements was less than 1.5 mm, demonstrating that our nonlinear parameters are precise.

  1. Model-based Small Area Estimates of Cancer Risk Factors and Screening Behaviors - Small Area Estimates

    Science.gov (United States)

    These model-based estimates use two surveys, the Behavioral Risk Factor Surveillance System (BRFSS) and the National Health Interview Survey (NHIS). The two surveys are combined using novel statistical methodology.

  2. Markov models for digraph panel data : Monte Carlo-based derivative estimation

    NARCIS (Netherlands)

    Schweinberger, Michael; Snijders, Tom A. B.

    2007-01-01

    A parametric, continuous-time Markov model for digraph panel data is considered. The parameter is estimated by the method of moments. A convenient method for estimating the variance-covariance matrix of the moment estimator relies on the delta method, requiring the Jacobian matrix-that is, the

  3. Estimating the Competitive Storage Model with Trending Commodity Prices

    OpenAIRE

    Gouel , Christophe; LEGRAND , Nicolas

    2017-01-01

    We present a method to estimate jointly the parameters of a standard commodity storage model and the parameters characterizing the trend in commodity prices. This procedure allows the influence of a possible trend to be removed without restricting the model specification, and allows model and trend selection based on statistical criteria. The trend is modeled deterministically using linear or cubic spline functions of time. The results show that storage models with trend are always preferred ...

  4. Interpolation of Missing Precipitation Data Using Kernel Estimations for Hydrologic Modeling

    Directory of Open Access Journals (Sweden)

    Hyojin Lee

    2015-01-01

    Full Text Available Precipitation is the main factor that drives hydrologic modeling; therefore, missing precipitation data can cause malfunctions in hydrologic modeling. Although interpolation of missing precipitation data is recognized as an important research topic, only a few methods follow a regression approach. In this study, daily precipitation data were interpolated using five different kernel functions, namely, Epanechnikov, Quartic, Triweight, Tricube, and Cosine, to estimate missing precipitation data. This study also presents an assessment that compares estimation of missing precipitation data through Kth nearest neighborhood (KNN regression to the five different kernel estimations and their performance in simulating streamflow using the Soil Water Assessment Tool (SWAT hydrologic model. The results show that the kernel approaches provide higher quality interpolation of precipitation data compared with the KNN regression approach, in terms of both statistical data assessment and hydrologic modeling performance.

  5. Targeting estimation of CCC-GARCH models with infinite fourth moments

    DEFF Research Database (Denmark)

    Pedersen, Rasmus Søndergaard

    . In this paper we consider the large-sample properties of the variance targeting estimator for the multivariate extended constant conditional correlation GARCH model when the distribution of the data generating process has infinite fourth moments. Using non-standard limit theory we derive new results...... for the estimator stating that its limiting distribution is multivariate stable. The rate of consistency of the estimator is slower than √Τ (as obtained by the quasi-maximum likelihood estimator) and depends on the tails of the data generating process....

  6. Finite mixture model: A maximum likelihood estimation approach on time series data

    Science.gov (United States)

    Yen, Phoong Seuk; Ismail, Mohd Tahir; Hamzah, Firdaus Mohamad

    2014-09-01

    Recently, statistician emphasized on the fitting of finite mixture model by using maximum likelihood estimation as it provides asymptotic properties. In addition, it shows consistency properties as the sample sizes increases to infinity. This illustrated that maximum likelihood estimation is an unbiased estimator. Moreover, the estimate parameters obtained from the application of maximum likelihood estimation have smallest variance as compared to others statistical method as the sample sizes increases. Thus, maximum likelihood estimation is adopted in this paper to fit the two-component mixture model in order to explore the relationship between rubber price and exchange rate for Malaysia, Thailand, Philippines and Indonesia. Results described that there is a negative effect among rubber price and exchange rate for all selected countries.

  7. Development of Mathematical Model and Analysis Code for Estimating Drop Behavior of the Control Rod Assembly in the Sodium Cooled Fast Reactor

    International Nuclear Information System (INIS)

    Oh, Se-Hong; Kang, SeungHoon; Choi, Choengryul; Yoon, Kyung Ho; Cheon, Jin Sik

    2016-01-01

    On receiving the scram signal, the control rod assemblies are released to fall into the reactor core by its weight. Thus drop time and falling velocity of the control rod assembly must be estimated for the safety evaluation. There are three typical ways to estimate the drop behavior of the control rod assembly in scram action: Experimental, numerical and theoretical methods. But experimental and numerical(CFD) method require a lot of cost and time. Thus, these methods are difficult to apply to the initial design process. In this study, mathematical model and theoretical analysis code have been developed in order to estimate drop behavior of the control rod assembly to provide the underlying data for the design optimization. Mathematical model and theoretical analysis code have been developed in order to estimate drop behavior of the control rod assembly to provide the underlying data for the design optimization. A simplified control rod assembly model is considered to minimize the uncertainty in the development process. And the hydraulic circuit analysis technique is adopted to evaluate the internal/external flow distribution of the control rod assembly. Finally, the theoretical analysis code(named as HEXCON) has been developed based on the mathematical model. To verify the reliability of the developed code, CFD analysis has been conducted. And a calculation using the developed analysis code was carried out under the same condition, and both results were compared

  8. Limited information estimation of the diffusion-based item response theory model for responses and response times.

    Science.gov (United States)

    Ranger, Jochen; Kuhn, Jörg-Tobias; Szardenings, Carsten

    2016-05-01

    Psychological tests are usually analysed with item response models. Recently, some alternative measurement models have been proposed that were derived from cognitive process models developed in experimental psychology. These models consider the responses but also the response times of the test takers. Two such models are the Q-diffusion model and the D-diffusion model. Both models can be calibrated with the diffIRT package of the R statistical environment via marginal maximum likelihood (MML) estimation. In this manuscript, an alternative approach to model calibration is proposed. The approach is based on weighted least squares estimation and parallels the standard estimation approach in structural equation modelling. Estimates are determined by minimizing the discrepancy between the observed and the implied covariance matrix. The estimator is simple to implement, consistent, and asymptotically normally distributed. Least squares estimation also provides a test of model fit by comparing the observed and implied covariance matrix. The estimator and the test of model fit are evaluated in a simulation study. Although parameter recovery is good, the estimator is less efficient than the MML estimator. © 2016 The British Psychological Society.

  9. Bias-Corrected Estimation of Noncentrality Parameters of Covariance Structure Models

    Science.gov (United States)

    Raykov, Tenko

    2005-01-01

    A bias-corrected estimator of noncentrality parameters of covariance structure models is discussed. The approach represents an application of the bootstrap methodology for purposes of bias correction, and utilizes the relation between average of resample conventional noncentrality parameter estimates and their sample counterpart. The…

  10. A novel Gaussian model based battery state estimation approach: State-of-Energy

    International Nuclear Information System (INIS)

    He, HongWen; Zhang, YongZhi; Xiong, Rui; Wang, Chun

    2015-01-01

    Highlights: • The Gaussian model is employed to construct a novel battery model. • The genetic algorithm is used to implement model parameter identification. • The AIC is used to decide the best hysteresis order of the battery model. • A novel battery SoE estimator is proposed and verified by two kinds of batteries. - Abstract: State-of-energy (SoE) is a very important index for battery management system (BMS) used in electric vehicles (EVs), it is indispensable for ensuring safety and reliable operation of batteries. For achieving battery SoE accurately, the main work can be summarized in three aspects. (1) In considering that different kinds of batteries show different open circuit voltage behaviors, the Gaussian model is employed to construct the battery model. What is more, the genetic algorithm is employed to locate the optimal parameter for the selecting battery model. (2) To determine an optimal tradeoff between battery model complexity and prediction precision, the Akaike information criterion (AIC) is used to determine the best hysteresis order of the combined battery model. Results from a comparative analysis show that the first-order hysteresis battery model is thought of being the best based on the AIC values. (3) The central difference Kalman filter (CDKF) is used to estimate the real-time SoE and an erroneous initial SoE is considered to evaluate the robustness of the SoE estimator. Lastly, two kinds of lithium-ion batteries are used to verify the proposed SoE estimation approach. The results show that the maximum SoE estimation error is within 1% for both LiFePO 4 and LiMn 2 O 4 battery datasets

  11. Teach it Yourself - Fast Modeling of Industrial Objects for 6D Pose Estimation

    DEFF Research Database (Denmark)

    Sølund, Thomas; Rajeeth Savarimuthu, Thiusius; Glent Buch, Anders

    2015-01-01

    In this paper, we present a vision system that allows a human to create new 3D models of novel industrial parts by placing the part in two different positions in the scene. The two shot modeling framework generates models with a precision that allows the model to be used for 6D pose estimation wi....... In addition, the models are applied in a pose estimation application, evaluated with 37 different scenes with 61 unique object poses. The pose estimation results show a mean translation error on 4.97 mm and a mean rotation error on 3.38 degrees....

  12. Comparison of tree types of models for the prediction of final academic achievement

    Directory of Open Access Journals (Sweden)

    Silvana Gasar

    2002-12-01

    Full Text Available For efficient prevention of inappropriate secondary school choices and by that academic failure, school counselors need a tool for the prediction of individual pupil's final academic achievements. Using data mining techniques on pupils' data base and expert modeling, we developed several models for the prediction of final academic achievement in an individual high school educational program. For data mining, we used statistical analyses, clustering and two machine learning methods: developing classification decision trees and hierarchical decision models. Using an expert system shell DEX, an expert system, based on a hierarchical multi-attribute decision model, was developed manually. All the models were validated and evaluated from the viewpoint of their applicability. The predictive accuracy of DEX models and decision trees was equal and very satisfying, as it reached the predictive accuracy of an experienced counselor. With respect on the efficiency and difficulties in developing models, and relatively rapid changing of our education system, we propose that decision trees are used in further development of predictive models.

  13. Model for traffic emissions estimation

    Science.gov (United States)

    Alexopoulos, A.; Assimacopoulos, D.; Mitsoulis, E.

    A model is developed for the spatial and temporal evaluation of traffic emissions in metropolitan areas based on sparse measurements. All traffic data available are fully employed and the pollutant emissions are determined with the highest precision possible. The main roads are regarded as line sources of constant traffic parameters in the time interval considered. The method is flexible and allows for the estimation of distributed small traffic sources (non-line/area sources). The emissions from the latter are assumed to be proportional to the local population density as well as to the traffic density leading to local main arteries. The contribution of moving vehicles to air pollution in the Greater Athens Area for the period 1986-1988 is analyzed using the proposed model. Emissions and other related parameters are evaluated. Emissions from area sources were found to have a noticeable share of the overall air pollution.

  14. A model-based approach to estimating forest area

    Science.gov (United States)

    Ronald E. McRoberts

    2006-01-01

    A logistic regression model based on forest inventory plot data and transformations of Landsat Thematic Mapper satellite imagery was used to predict the probability of forest for 15 study areas in Indiana, USA, and 15 in Minnesota, USA. Within each study area, model-based estimates of forest area were obtained for circular areas with radii of 5 km, 10 km, and 15 km and...

  15. Research on the Method of Noise Error Estimation of Atomic Clocks

    Science.gov (United States)

    Song, H. J.; Dong, S. W.; Li, W.; Zhang, J. H.; Jing, Y. J.

    2017-05-01

    The simulation methods of different noises of atomic clocks are given. The frequency flicker noise of atomic clock is studied by using the Markov process theory. The method for estimating the maximum interval error of the frequency white noise is studied by using the Wiener process theory. Based on the operation of 9 cesium atomic clocks in the time frequency reference laboratory of NTSC (National Time Service Center), the noise coefficients of the power-law spectrum model are estimated, and the simulations are carried out according to the noise models. Finally, the maximum interval error estimates of the frequency white noises generated by the 9 cesium atomic clocks have been acquired.

  16. Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks.

    Science.gov (United States)

    Rumschinski, Philipp; Borchers, Steffen; Bosio, Sandro; Weismantel, Robert; Findeisen, Rolf

    2010-05-25

    Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates.

  17. Model parameters estimation and sensitivity by genetic algorithms

    International Nuclear Information System (INIS)

    Marseguerra, Marzio; Zio, Enrico; Podofillini, Luca

    2003-01-01

    In this paper we illustrate the possibility of extracting qualitative information on the importance of the parameters of a model in the course of a Genetic Algorithms (GAs) optimization procedure for the estimation of such parameters. The Genetic Algorithms' search of the optimal solution is performed according to procedures that resemble those of natural selection and genetics: an initial population of alternative solutions evolves within the search space through the four fundamental operations of parent selection, crossover, replacement, and mutation. During the search, the algorithm examines a large amount of solution points which possibly carries relevant information on the underlying model characteristics. A possible utilization of this information amounts to create and update an archive with the set of best solutions found at each generation and then to analyze the evolution of the statistics of the archive along the successive generations. From this analysis one can retrieve information regarding the speed of convergence and stabilization of the different control (decision) variables of the optimization problem. In this work we analyze the evolution strategy followed by a GA in its search for the optimal solution with the aim of extracting information on the importance of the control (decision) variables of the optimization with respect to the sensitivity of the objective function. The study refers to a GA search for optimal estimates of the effective parameters in a lumped nuclear reactor model of literature. The supporting observation is that, as most optimization procedures do, the GA search evolves towards convergence in such a way to stabilize first the most important parameters of the model and later those which influence little the model outputs. In this sense, besides estimating efficiently the parameters values, the optimization approach also allows us to provide a qualitative ranking of their importance in contributing to the model output. The

  18. Estimation of the Thurstonian model for the 2-AC protocol

    DEFF Research Database (Denmark)

    Christensen, Rune Haubo Bojesen; Lee, Hye-Seong; Brockhoff, Per B.

    2012-01-01

    . This relationship makes it possible to extract estimates and standard errors of δ and τ from general statistical software, and furthermore, it makes it possible to combine standard regression modelling with the Thurstonian model for the 2-AC protocol. A model for replicated 2-AC data is proposed using cumulative......The 2-AC protocol is a 2-AFC protocol with a “no-difference” option and is technically identical to the paired preference test with a “no-preference” option. The Thurstonian model for the 2-AC protocol is parameterized by δ and a decision parameter τ, the estimates of which can be obtained...... by fairly simple well-known methods. In this paper we describe how standard errors of the parameters can be obtained and how exact power computations can be performed. We also show how the Thurstonian model for the 2-AC protocol is closely related to a statistical model known as a cumulative probit model...

  19. Estimation of the lifetime distribution of mechatronic systems in the presence of a covariate: A comparison among parametric, semiparametric and nonparametric models

    International Nuclear Information System (INIS)

    Bobrowski, Sebastian; Chen, Hong; Döring, Maik; Jensen, Uwe; Schinköthe, Wolfgang

    2015-01-01

    In practice manufacturers may have lots of failure data of similar products using the same technology basis under different operating conditions. Thus, one can try to derive predictions for the distribution of the lifetime of newly developed components or new application environments through the existing data using regression models based on covariates. Three categories of such regression models are considered: a parametric, a semiparametric and a nonparametric approach. First, we assume that the lifetime is Weibull distributed, where its parameters are modelled as linear functions of the covariate. Second, the Cox proportional hazards model, well-known in Survival Analysis, is applied. Finally, a kernel estimator is used to interpolate between empirical distribution functions. In particular the last case is new in the context of reliability analysis. We propose a goodness of fit measure (GoF), which can be applied to all three types of regression models. Using this GoF measure we discuss a new model selection procedure. To illustrate this method of reliability prediction, the three classes of regression models are applied to real test data of motor experiments. Further the performance of the approaches is investigated by Monte Carlo simulations. - Highlights: • We estimate the lifetime distribution in the presence of a covariate. • Three types of regression models are considered and compared. • A new nonparametric estimator based on our particular data structure is introduced. • We propose a goodness of fit measure and show a new model selection procedure. • A case study with real data and Monte Carlo simulations are performed

  20. Nonparametric Estimation of Distributions in Random Effects Models

    KAUST Repository

    Hart, Jeffrey D.

    2011-01-01

    We propose using minimum distance to obtain nonparametric estimates of the distributions of components in random effects models. A main setting considered is equivalent to having a large number of small datasets whose locations, and perhaps scales, vary randomly, but which otherwise have a common distribution. Interest focuses on estimating the distribution that is common to all datasets, knowledge of which is crucial in multiple testing problems where a location/scale invariant test is applied to every small dataset. A detailed algorithm for computing minimum distance estimates is proposed, and the usefulness of our methodology is illustrated by a simulation study and an analysis of microarray data. Supplemental materials for the article, including R-code and a dataset, are available online. © 2011 American Statistical Association.

  1. Dual states estimation of a subsurface flow-transport coupled model using ensemble Kalman filtering

    KAUST Repository

    El Gharamti, Mohamad

    2013-10-01

    Modeling the spread of subsurface contaminants requires coupling a groundwater flow model with a contaminant transport model. Such coupling may provide accurate estimates of future subsurface hydrologic states if essential flow and contaminant data are assimilated in the model. Assuming perfect flow, an ensemble Kalman filter (EnKF) can be used for direct data assimilation into the transport model. This is, however, a crude assumption as flow models can be subject to many sources of uncertainty. If the flow is not accurately simulated, contaminant predictions will likely be inaccurate even after successive Kalman updates of the contaminant model with the data. The problem is better handled when both flow and contaminant states are concurrently estimated using the traditional joint state augmentation approach. In this paper, we introduce a dual estimation strategy for data assimilation into a one-way coupled system by treating the flow and the contaminant models separately while intertwining a pair of distinct EnKFs, one for each model. The presented strategy only deals with the estimation of state variables but it can also be used for state and parameter estimation problems. This EnKF-based dual state-state estimation procedure presents a number of novel features: (i) it allows for simultaneous estimation of both flow and contaminant states in parallel; (ii) it provides a time consistent sequential updating scheme between the two models (first flow, then transport); (iii) it simplifies the implementation of the filtering system; and (iv) it yields more stable and accurate solutions than does the standard joint approach. We conducted synthetic numerical experiments based on various time stepping and observation strategies to evaluate the dual EnKF approach and compare its performance with the joint state augmentation approach. Experimental results show that on average, the dual strategy could reduce the estimation error of the coupled states by 15% compared with the

  2. The effect of coupling hydrologic and hydrodynamic models on probable maximum flood estimation

    Science.gov (United States)

    Felder, Guido; Zischg, Andreas; Weingartner, Rolf

    2017-07-01

    Deterministic rainfall-runoff modelling usually assumes stationary hydrological system, as model parameters are calibrated with and therefore dependant on observed data. However, runoff processes are probably not stationary in the case of a probable maximum flood (PMF) where discharge greatly exceeds observed flood peaks. Developing hydrodynamic models and using them to build coupled hydrologic-hydrodynamic models can potentially improve the plausibility of PMF estimations. This study aims to assess the potential benefits and constraints of coupled modelling compared to standard deterministic hydrologic modelling when it comes to PMF estimation. The two modelling approaches are applied using a set of 100 spatio-temporal probable maximum precipitation (PMP) distribution scenarios. The resulting hydrographs, the resulting peak discharges as well as the reliability and the plausibility of the estimates are evaluated. The discussion of the results shows that coupling hydrologic and hydrodynamic models substantially improves the physical plausibility of PMF modelling, although both modelling approaches lead to PMF estimations for the catchment outlet that fall within a similar range. Using a coupled model is particularly suggested in cases where considerable flood-prone areas are situated within a catchment.

  3. A spatial approach to the modelling and estimation of areal precipitation

    Energy Technology Data Exchange (ETDEWEB)

    Skaugen, T

    1996-12-31

    In hydroelectric power technology it is important that the mean precipitation that falls in an area can be calculated. This doctoral thesis studies how the morphology of rainfall, described by the spatial statistical parameters, can be used to improve interpolation and estimation procedures. It attempts to formulate a theory which includes the relations between the size of the catchment and the size of the precipitation events in the modelling of areal precipitation. The problem of estimating and modelling areal precipitation can be formulated as the problem of estimating an inhomogeneously distributed flux of a certain spatial extent being measured at points in a randomly placed domain. The information contained in the different morphology of precipitation types is used to improve estimation procedures of areal precipitation, by interpolation (kriging) or by constructing areal reduction factors. A new approach to precipitation modelling is introduced where the analysis of the spatial coverage of precipitation at different intensities plays a key role in the formulation of a stochastic model for extreme areal precipitation and in deriving the probability density function of areal precipitation. 127 refs., 30 figs., 13 tabs.

  4. Bayesian hierarchical model for large-scale covariance matrix estimation.

    Science.gov (United States)

    Zhu, Dongxiao; Hero, Alfred O

    2007-12-01

    Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.

  5. Gridded rainfall estimation for distributed modeling in western mountainous areas

    Science.gov (United States)

    Moreda, F.; Cong, S.; Schaake, J.; Smith, M.

    2006-05-01

    Estimation of precipitation in mountainous areas continues to be problematic. It is well known that radar-based methods are limited due to beam blockage. In these areas, in order to run a distributed model that accounts for spatially variable precipitation, we have generated hourly gridded rainfall estimates from gauge observations. These estimates will be used as basic data sets to support the second phase of the NWS-sponsored Distributed Hydrologic Model Intercomparison Project (DMIP 2). One of the major foci of DMIP 2 is to better understand the modeling and data issues in western mountainous areas in order to provide better water resources products and services to the Nation. We derive precipitation estimates using three data sources for the period of 1987-2002: 1) hourly cooperative observer (coop) gauges, 2) daily total coop gauges and 3) SNOw pack TELemetry (SNOTEL) daily gauges. The daily values are disaggregated using the hourly gauge values and then interpolated to approximately 4km grids using an inverse-distance method. Following this, the estimates are adjusted to match monthly mean values from the Parameter-elevation Regressions on Independent Slopes Model (PRISM). Several analyses are performed to evaluate the gridded estimates for DMIP 2 experiments. These gridded inputs are used to generate mean areal precipitation (MAPX) time series for comparison to the traditional mean areal precipitation (MAP) time series derived by the NWS' California-Nevada River Forecast Center for model calibration. We use two of the DMIP 2 basins in California and Nevada: the North Fork of the American River (catchment area 885 sq. km) and the East Fork of the Carson River (catchment area 922 sq. km) as test areas. The basins are sub-divided into elevation zones. The North Fork American basin is divided into two zones above and below an elevation threshold. Likewise, the Carson River basin is subdivided in to four zones. For each zone, the analyses include: a) overall

  6. Estimating Model Probabilities using Thermodynamic Markov Chain Monte Carlo Methods

    Science.gov (United States)

    Ye, M.; Liu, P.; Beerli, P.; Lu, D.; Hill, M. C.

    2014-12-01

    Markov chain Monte Carlo (MCMC) methods are widely used to evaluate model probability for quantifying model uncertainty. In a general procedure, MCMC simulations are first conducted for each individual model, and MCMC parameter samples are then used to approximate marginal likelihood of the model by calculating the geometric mean of the joint likelihood of the model and its parameters. It has been found the method of evaluating geometric mean suffers from the numerical problem of low convergence rate. A simple test case shows that even millions of MCMC samples are insufficient to yield accurate estimation of the marginal likelihood. To resolve this problem, a thermodynamic method is used to have multiple MCMC runs with different values of a heating coefficient between zero and one. When the heating coefficient is zero, the MCMC run is equivalent to a random walk MC in the prior parameter space; when the heating coefficient is one, the MCMC run is the conventional one. For a simple case with analytical form of the marginal likelihood, the thermodynamic method yields more accurate estimate than the method of using geometric mean. This is also demonstrated for a case of groundwater modeling with consideration of four alternative models postulated based on different conceptualization of a confining layer. This groundwater example shows that model probabilities estimated using the thermodynamic method are more reasonable than those obtained using the geometric method. The thermodynamic method is general, and can be used for a wide range of environmental problem for model uncertainty quantification.

  7. Parameter Estimation of Damped Compound Pendulum Using Bat Algorithm

    Directory of Open Access Journals (Sweden)

    Saad Mohd Sazli

    2016-01-01

    Full Text Available In this study, the parameter identification of the damped compound pendulum system is proposed using one of the most promising nature inspired algorithms which is Bat Algorithm (BA. The procedure used to achieve the parameter identification of the experimental system consists of input-output data collection, ARX model order selection and parameter estimation using bat algorithm (BA method. PRBS signal is used as an input signal to regulate the motor speed. Whereas, the output signal is taken from position sensor. Both, input and output data is used to estimate the parameter of the autoregressive with exogenous input (ARX model. The performance of the model is validated using mean squares error (MSE between the actual and predicted output responses of the models. Finally, comparative study is conducted between BA and the conventional estimation method (i.e. Least Square. Based on the results obtained, MSE produce from Bat Algorithm (BA is outperformed the Least Square (LS method.

  8. A Model-Driven Approach for Hybrid Power Estimation in Embedded Systems Design

    Directory of Open Access Journals (Sweden)

    Ben Atitallah Rabie

    2011-01-01

    Full Text Available Abstract As technology scales for increased circuit density and performance, the management of power consumption in system-on-chip (SoC is becoming critical. Today, having the appropriate electronic system level (ESL tools for power estimation in the design flow is mandatory. The main challenge for the design of such dedicated tools is to achieve a better tradeoff between accuracy and speed. This paper presents a consumption estimation approach allowing taking the consumption criterion into account early in the design flow during the system cosimulation. The originality of this approach is that it allows the power estimation for both white-box intellectual properties (IPs using annotated power models and black-box IPs using standalone power estimators. In order to obtain accurate power estimates, our simulations were performed at the cycle-accurate bit-accurate (CABA level, using SystemC. To make our approach fast and not tedious for users, the simulated architectures, including standalone power estimators, were generated automatically using a model driven engineering (MDE approach. Both annotated power models and standalone power estimators can be used together to estimate the consumption of the same architecture, which makes them complementary. The simulation results showed that the power estimates given by both estimation techniques for a hardware component are very close, with a difference that does not exceed 0.3%. This proves that, even when the IP code is not accessible or not modifiable, our approach allows obtaining quite accurate power estimates that early in the design flow thanks to the automation offered by the MDE approach.

  9. Estimation and asymptotic theory for transition probabilities in Markov Renewal Multi–state models

    NARCIS (Netherlands)

    Spitoni, C.; Verduijn, M.; Putter, H.

    2012-01-01

    In this paper we discuss estimation of transition probabilities for semi–Markov multi–state models. Non–parametric and semi–parametric estimators of the transition probabilities for a large class of models (forward going models) are proposed. Large sample theory is derived using the functional

  10. A predictor-corrector algorithm to estimate the fractional flow in oil-water models

    International Nuclear Information System (INIS)

    Savioli, Gabriela B; Berdaguer, Elena M Fernandez

    2008-01-01

    We introduce a predictor-corrector algorithm to estimate parameters in a nonlinear hyperbolic problem. It can be used to estimate the oil-fractional flow function from the Buckley-Leverett equation. The forward model is non-linear: the sought- for parameter is a function of the solution of the equation. Traditionally, the estimation of functions requires the selection of a fitting parametric model. The algorithm that we develop does not require a predetermined parameter model. Therefore, the estimation problem is carried out over a set of parameters which are functions. The algorithm is based on the linearization of the parameter-to-output mapping. This technique is new in the field of nonlinear estimation. It has the advantage of laying aside parametric models. The algorithm is iterative and is of predictor-corrector type. We present theoretical results on the inverse problem. We use synthetic data to test the new algorithm.

  11. Multi-subject hierarchical inverse covariance modelling improves estimation of functional brain networks.

    Science.gov (United States)

    Colclough, Giles L; Woolrich, Mark W; Harrison, Samuel J; Rojas López, Pedro A; Valdes-Sosa, Pedro A; Smith, Stephen M

    2018-05-07

    A Bayesian model for sparse, hierarchical inverse covariance estimation is presented, and applied to multi-subject functional connectivity estimation in the human brain. It enables simultaneous inference of the strength of connectivity between brain regions at both subject and population level, and is applicable to fmri, meg and eeg data. Two versions of the model can encourage sparse connectivity, either using continuous priors to suppress irrelevant connections, or using an explicit description of the network structure to estimate the connection probability between each pair of regions. A large evaluation of this model, and thirteen methods that represent the state of the art of inverse covariance modelling, is conducted using both simulated and resting-state functional imaging datasets. Our novel Bayesian approach has similar performance to the best extant alternative, Ng et al.'s Sparse Group Gaussian Graphical Model algorithm, which also is based on a hierarchical structure. Using data from the Human Connectome Project, we show that these hierarchical models are able to reduce the measurement error in meg beta-band functional networks by 10%, producing concomitant increases in estimates of the genetic influence on functional connectivity. Copyright © 2018. Published by Elsevier Inc.

  12. Estimation of pure autoregressive vector models for revenue series ...

    African Journals Online (AJOL)

    This paper aims at applying multivariate approach to Box and Jenkins univariate time series modeling to three vector series. General Autoregressive Vector Models with time varying coefficients are estimated. The first vector is a response vector, while others are predictor vectors. By matrix expansion each vector, whether ...

  13. An Adjusted Discount Rate Model for Fuel Cycle Cost Estimation

    Energy Technology Data Exchange (ETDEWEB)

    Kim, S. K.; Kang, G. B.; Ko, W. I. [Korea Atomic Energy Research Institute, Daejeon (Korea, Republic of)

    2013-10-15

    Owing to the diverse nuclear fuel cycle options available, including direct disposal, it is necessary to select the optimum nuclear fuel cycles in consideration of the political and social environments as well as the technical stability and economic efficiency of each country. Economic efficiency is therefore one of the significant evaluation standards. In particular, because nuclear fuel cycle cost may vary in each country, and the estimated cost usually prevails over the real cost, when evaluating the economic efficiency, any existing uncertainty needs to be removed when possible to produce reliable cost information. Many countries still do not have reprocessing facilities, and no globally commercialized HLW (High-level waste) repository is available. A nuclear fuel cycle cost estimation model is therefore inevitably subject to uncertainty. This paper analyzes the uncertainty arising out of a nuclear fuel cycle cost evaluation from the viewpoint of a cost estimation model. Compared to the same discount rate model, the nuclear fuel cycle cost of a different discount rate model is reduced because the generation quantity as denominator in Equation has been discounted. Namely, if the discount rate reduces in the back-end process of the nuclear fuel cycle, the nuclear fuel cycle cost is also reduced. Further, it was found that the cost of the same discount rate model is overestimated compared with the different discount rate model as a whole.

  14. An Adjusted Discount Rate Model for Fuel Cycle Cost Estimation

    International Nuclear Information System (INIS)

    Kim, S. K.; Kang, G. B.; Ko, W. I.

    2013-01-01

    Owing to the diverse nuclear fuel cycle options available, including direct disposal, it is necessary to select the optimum nuclear fuel cycles in consideration of the political and social environments as well as the technical stability and economic efficiency of each country. Economic efficiency is therefore one of the significant evaluation standards. In particular, because nuclear fuel cycle cost may vary in each country, and the estimated cost usually prevails over the real cost, when evaluating the economic efficiency, any existing uncertainty needs to be removed when possible to produce reliable cost information. Many countries still do not have reprocessing facilities, and no globally commercialized HLW (High-level waste) repository is available. A nuclear fuel cycle cost estimation model is therefore inevitably subject to uncertainty. This paper analyzes the uncertainty arising out of a nuclear fuel cycle cost evaluation from the viewpoint of a cost estimation model. Compared to the same discount rate model, the nuclear fuel cycle cost of a different discount rate model is reduced because the generation quantity as denominator in Equation has been discounted. Namely, if the discount rate reduces in the back-end process of the nuclear fuel cycle, the nuclear fuel cycle cost is also reduced. Further, it was found that the cost of the same discount rate model is overestimated compared with the different discount rate model as a whole

  15. Modelling, Estimation and Control of Networked Complex Systems

    CERN Document Server

    Chiuso, Alessandro; Frasca, Mattia; Rizzo, Alessandro; Schenato, Luca; Zampieri, Sandro

    2009-01-01

    The paradigm of complexity is pervading both science and engineering, leading to the emergence of novel approaches oriented at the development of a systemic view of the phenomena under study; the definition of powerful tools for modelling, estimation, and control; and the cross-fertilization of different disciplines and approaches. This book is devoted to networked systems which are one of the most promising paradigms of complexity. It is demonstrated that complex, dynamical networks are powerful tools to model, estimate, and control many interesting phenomena, like agent coordination, synchronization, social and economics events, networks of critical infrastructures, resources allocation, information processing, or control over communication networks. Moreover, it is shown how the recent technological advances in wireless communication and decreasing in cost and size of electronic devices are promoting the appearance of large inexpensive interconnected systems, each with computational, sensing and mobile cap...

  16. Curve fitting of the corporate recovery rates: the comparison of Beta distribution estimation and kernel density estimation.

    Directory of Open Access Journals (Sweden)

    Rongda Chen

    Full Text Available Recovery rate is essential to the estimation of the portfolio's loss and economic capital. Neglecting the randomness of the distribution of recovery rate may underestimate the risk. The study introduces two kinds of models of distribution, Beta distribution estimation and kernel density distribution estimation, to simulate the distribution of recovery rates of corporate loans and bonds. As is known, models based on Beta distribution are common in daily usage, such as CreditMetrics by J.P. Morgan, Portfolio Manager by KMV and Losscalc by Moody's. However, it has a fatal defect that it can't fit the bimodal or multimodal distributions such as recovery rates of corporate loans and bonds as Moody's new data show. In order to overcome this flaw, the kernel density estimation is introduced and we compare the simulation results by histogram, Beta distribution estimation and kernel density estimation to reach the conclusion that the Gaussian kernel density distribution really better imitates the distribution of the bimodal or multimodal data samples of corporate loans and bonds. Finally, a Chi-square test of the Gaussian kernel density estimation proves that it can fit the curve of recovery rates of loans and bonds. So using the kernel density distribution to precisely delineate the bimodal recovery rates of bonds is optimal in credit risk management.

  17. Curve Fitting of the Corporate Recovery Rates: The Comparison of Beta Distribution Estimation and Kernel Density Estimation

    Science.gov (United States)

    Chen, Rongda; Wang, Ze

    2013-01-01

    Recovery rate is essential to the estimation of the portfolio’s loss and economic capital. Neglecting the randomness of the distribution of recovery rate may underestimate the risk. The study introduces two kinds of models of distribution, Beta distribution estimation and kernel density distribution estimation, to simulate the distribution of recovery rates of corporate loans and bonds. As is known, models based on Beta distribution are common in daily usage, such as CreditMetrics by J.P. Morgan, Portfolio Manager by KMV and Losscalc by Moody’s. However, it has a fatal defect that it can’t fit the bimodal or multimodal distributions such as recovery rates of corporate loans and bonds as Moody’s new data show. In order to overcome this flaw, the kernel density estimation is introduced and we compare the simulation results by histogram, Beta distribution estimation and kernel density estimation to reach the conclusion that the Gaussian kernel density distribution really better imitates the distribution of the bimodal or multimodal data samples of corporate loans and bonds. Finally, a Chi-square test of the Gaussian kernel density estimation proves that it can fit the curve of recovery rates of loans and bonds. So using the kernel density distribution to precisely delineate the bimodal recovery rates of bonds is optimal in credit risk management. PMID:23874558

  18. Parallel Factor-Based Model for Two-Dimensional Direction Estimation

    Directory of Open Access Journals (Sweden)

    Nizar Tayem

    2017-01-01

    Full Text Available Two-dimensional (2D Direction-of-Arrivals (DOA estimation for elevation and azimuth angles assuming noncoherent, mixture of coherent and noncoherent, and coherent sources using extended three parallel uniform linear arrays (ULAs is proposed. Most of the existing schemes have drawbacks in estimating 2D DOA for multiple narrowband incident sources as follows: use of large number of snapshots, estimation failure problem for elevation and azimuth angles in the range of typical mobile communication, and estimation of coherent sources. Moreover, the DOA estimation for multiple sources requires complex pair-matching methods. The algorithm proposed in this paper is based on first-order data matrix to overcome these problems. The main contributions of the proposed method are as follows: (1 it avoids estimation failure problem using a new antenna configuration and estimates elevation and azimuth angles for coherent sources; (2 it reduces the estimation complexity by constructing Toeplitz data matrices, which are based on a single or few snapshots; (3 it derives parallel factor (PARAFAC model to avoid pair-matching problems between multiple sources. Simulation results demonstrate the effectiveness of the proposed algorithm.

  19. 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).

  20. Using the Community Multiscale Air Quality (CMAQ) model to estimate public health impacts of PM2.5 from individual power plants.

    Science.gov (United States)

    Buonocore, Jonathan J; Dong, Xinyi; Spengler, John D; Fu, Joshua S; Levy, Jonathan I

    2014-07-01

    We estimated PM2.5-related public health impacts/ton emitted of primary PM2.5, SO2, and NOx for a set of power plants in the Mid-Atlantic and Lower Great Lakes regions of the United States, selected to include varying emission profiles and broad geographic representation. We then developed a regression model explaining variability in impacts per ton emitted using the population distributions around each plant. We linked outputs from the Community Multiscale Air Quality (CMAQ) model v 4.7.1 with census data and concentration-response functions for PM2.5-related mortality, and monetized health estimates using the value-of-statistical-life. The median impacts for the final set of plants were $130,000/ton for primary PM2.5 (range: $22,000-230,000), $28,000/ton for SO2 (range: $19,000-33,000), and $16,000/ton for NOx (range: $7100-26,000). Impacts of NOx were a median of 34% (range: 20%-75%) from ammonium nitrate and 66% (range: 25%-79%) from ammonium sulfate. The latter pathway is likely from NOx enhancing atmospheric oxidative capacity and amplifying sulfate formation, and is often excluded. Our regression models explained most of the variation in impact/ton estimates using basic population covariates, and can aid in estimating impacts averted from interventions such as pollution controls, alternative energy installations, or demand-side management. Copyright © 2014 Elsevier Ltd. All rights reserved.

  1. Using pairs of physiological models to estimate temporal variation in amphibian body temperature.

    Science.gov (United States)

    Roznik, Elizabeth A; Alford, Ross A

    2014-10-01

    Physical models are often used to estimate ectotherm body temperatures, but designing accurate models for amphibians is difficult because they can vary in cutaneous resistance to evaporative water loss. To account for this variability, a recently published technique requires a pair of agar models that mimic amphibians with 0% and 100% resistance to evaporative water loss; the temperatures of these models define the lower and upper boundaries of possible amphibian body temperatures for the location in which they are placed. The goal of our study was to develop a method for using these pairs of models to estimate parameters describing the distributions of body temperatures of frogs under field conditions. We radiotracked green-eyed treefrogs (Litoria serrata) and collected semi-continuous thermal data using both temperature-sensitive radiotransmitters with an automated datalogging receiver, and pairs of agar models placed in frog locations, and we collected discrete thermal data using a non-contact infrared thermometer when frogs were located. We first examined the accuracy of temperature-sensitive transmitters in estimating frog body temperatures by comparing transmitter data with direct temperature measurements taken simultaneously for the same individuals. We then compared parameters (mean, minimum, maximum, standard deviation) characterizing the distributions of temperatures of individual frogs estimated from data collected using each of the three methods. We found strong relationships between thermal parameters estimated from data collected using automated radiotelemetry and both types of thermal models. These relationships were stronger for data collected using automated radiotelemetry and impermeable thermal models, suggesting that in the field, L. serrata has a relatively high resistance to evaporative water loss. Our results demonstrate that placing pairs of thermal models in frog locations can provide accurate estimates of the distributions of temperatures

  2. Inverse Gaussian model for small area estimation via Gibbs sampling

    African Journals Online (AJOL)

    We present a Bayesian method for estimating small area parameters under an inverse Gaussian model. The method is extended to estimate small area parameters for finite populations. The Gibbs sampler is proposed as a mechanism for implementing the Bayesian paradigm. We illustrate the method by application to ...

  3. High-$p_T$ multi-jet final states at ATLAS and CMS

    CERN Document Server

    Lange, Clemens

    2016-01-01

    The increase of the centre-of-mass energy of the Large Hadron Collider (LHC) to 13 TeV has opened up a new energy regime. Final states including high-momentum multi-jet signatures often dominate beyond standard model phenomena, in particular decay products of new heavy particles. While the potential di-photon resonance currently receives a lot of attention, multi-jet final states pose strong constraints on what physics model an observation could actually be described with. In this presentation, the latest results of the ATLAS and CMS collaborations in high transverse momentum multi-jet final states are summarised. This includes searches for heavy resonances and new phenomena in the di-jet mass spectrum, di-jet angular distributions, and the sum of transverse momenta in different event topologies. Furthermore, results on leptoquark pair production will be shown. A particular focus is laid on the different background estimation methods.

  4. The importance of spatial models for estimating the strength of density dependence

    DEFF Research Database (Denmark)

    Thorson, James T.; Skaug, Hans J.; Kristensen, Kasper

    2014-01-01

    the California Coast. In this case, the nonspatial model estimates implausible oscillatory dynamics on an annual time scale, while the spatial model estimates strong autocorrelation and is supported by model selection tools. We conclude by discussing the importance of improved data archiving techniques, so...... that spatial models can be used to re-examine classic questions regarding the presence and strength of density dependence in wild populations Read More: http://www.esajournals.org/doi/abs/10.1890/14-0739.1...

  5. Estimating Gravity Biases with Wavelets in Support of a 1-cm Accurate Geoid Model

    Science.gov (United States)

    Ahlgren, K.; Li, X.

    2017-12-01

    Systematic errors that reside in surface gravity datasets are one of the major hurdles in constructing a high-accuracy geoid model at high resolutions. The National Oceanic and Atmospheric Administration's (NOAA) National Geodetic Survey (NGS) has an extensive historical surface gravity dataset consisting of approximately 10 million gravity points that are known to have systematic biases at the mGal level (Saleh et al. 2013). As most relevant metadata is absent, estimating and removing these errors to be consistent with a global geopotential model and airborne data in the corresponding wavelength is quite a difficult endeavor. However, this is crucial to support a 1-cm accurate geoid model for the United States. With recently available independent gravity information from GRACE/GOCE and airborne gravity from the NGS Gravity for the Redefinition of the American Vertical Datum (GRAV-D) project, several different methods of bias estimation are investigated which utilize radial basis functions and wavelet decomposition. We estimate a surface gravity value by incorporating a satellite gravity model, airborne gravity data, and forward-modeled topography at wavelet levels according to each dataset's spatial wavelength. Considering the estimated gravity values over an entire gravity survey, an estimate of the bias and/or correction for the entire survey can be found and applied. In order to assess the accuracy of each bias estimation method, two techniques are used. First, each bias estimation method is used to predict the bias for two high-quality (unbiased and high accuracy) geoid slope validation surveys (GSVS) (Smith et al. 2013 & Wang et al. 2017). Since these surveys are unbiased, the various bias estimation methods should reflect that and provide an absolute accuracy metric for each of the bias estimation methods. Secondly, the corrected gravity datasets from each of the bias estimation methods are used to build a geoid model. The accuracy of each geoid model

  6. E-model MOS Estimate Improvement through Jitter Buffer Packet Loss Modelling

    Directory of Open Access Journals (Sweden)

    Adrian Kovac

    2011-01-01

    Full Text Available Proposed article analyses dependence of MOS as a voice call quality (QoS measure estimated through ITU-T E-model under real network conditions with jitter. In this paper, a method of jitter effect is proposed. Jitter as voice packet time uncertainty appears as increased packet loss caused by jitter memory buffer under- or overflow. Jitter buffer behaviour at receiver’s side is modelled as Pareto/D/1/K system with Pareto-distributed packet interarrival times and its performance is experimentally evaluated by using statistic tools. Jitter buffer stochastic model is then incorporated into E-model in an additive manner accounting for network jitter effects via excess packet loss complementing measured network packet loss. Proposed modification of E-model input parameter adds two degrees of freedom in modelling: network jitter and jitter buffer size.

  7. A note on estimating urban roof runoff with a forest evaporation model

    NARCIS (Netherlands)

    Gash, J.H.C.; Rosier, P.T.W.; Ragab, R.

    2008-01-01

    A model developed for estimating the evaporation of rainfall intercepted by forest canopies is applied to estimate measurements of the average runoff from the roofs of six houses made in a previous study of hydrological processes in an urban environment. The model is applied using values of the mean

  8. Estimating Net Primary Production of Swedish Forest Landscapes by Combining Mechanistic Modeling and Remote Sensing

    DEFF Research Database (Denmark)

    Tagesson, Håkan Torbern; Smith, Benjamin; Løfgren, Anders

    2009-01-01

    and the Beer-Lambert law. LAI estimates were compared with satellite-extrapolated field estimates of LAI, and the results were generally acceptable. NPP estimates directly from the dynamic vegetation model and estimates obtained by combining the model estimates with remote sensing information were, on average......The aim of this study was to investigate a combination of satellite images of leaf area index (LAI) with processbased vegetation modeling for the accurate assessment of the carbon balances of Swedish forest ecosystems at the scale of a landscape. Monthly climatologic data were used as inputs...... in a dynamic vegetation model, the Lund Potsdam Jena-General Ecosystem Simulator. Model estimates of net primary production (NPP) and the fraction of absorbed photosynthetic active radiation were constrained by combining them with satellite-based LAI images using a general light use efficiency (LUE) model...

  9. 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

  10. Efficient semiparametric estimation in generalized partially linear additive models for longitudinal/clustered data

    KAUST Repository

    Cheng, Guang; Zhou, Lan; Huang, Jianhua Z.

    2014-01-01

    We consider efficient estimation of the Euclidean parameters in a generalized partially linear additive models for longitudinal/clustered data when multiple covariates need to be modeled nonparametrically, and propose an estimation procedure based

  11. Multi-location model for the estimation of the horizontal daily diffuse fraction of solar radiation in Europe

    International Nuclear Information System (INIS)

    Bortolini, Marco; Gamberi, Mauro; Graziani, Alessandro; Manzini, Riccardo; Mora, Cristina

    2013-01-01

    Highlights: ► A multi-location model to estimate solar radiation components is proposed. ► Proposed model joins solar radiation data from several weather stations. ► Clearness index is correlated to the diffuse component through analytic functions. ► Third degree polynomial function best fits data for annual and seasonal scenarios. ► A quality control procedure and independent datasets strength model performances. - Abstract: Hourly and daily solar radiation data are crucial for the design of energy systems based on the solar source. Global irradiance, measured on the horizontal plane, is, generally, available from weather station databases. The direct and diffuse fractions are measured rarely and should be analytically calculated for many geographical locations. Aim of this paper is to present a multi-location model to estimate the expected profiles of the horizontal daily diffuse component of solar radiation. It focuses on the European (EU) geographical area joining data from 44 weather stations located in 11 countries. Data are collected by the World Radiation Data Centre (WRDC) between 2004 and 2007. Different analytic functions, correlating the daily diffuse fraction of solar radiation to the clearness index, are calculated and compared to outline the analytic expressions of the best fitting curves. The effect of seasonality on solar irradiance is considered developing summer and winter scenarios together with annual models. Similarities among the trends for the 4 years are, further, discussed. The most adopted statistical indices are used as key performance factors. Finally, data from three locations not included in the dataset considered for model development allow to test the proposed approach against an independent dataset. Obtained results show the effectiveness of adopting a multi-location approach to estimate solar radiation components on the horizontal surface instead of developing several single location models. This is due to the increase

  12. PHAZE, Parametric Hazard Function Estimation

    International Nuclear Information System (INIS)

    2002-01-01

    1 - Description of program or function: Phaze performs statistical inference calculations on a hazard function (also called a failure rate or intensity function) based on reported failure times of components that are repaired and restored to service. Three parametric models are allowed: the exponential, linear, and Weibull hazard models. The inference includes estimation (maximum likelihood estimators and confidence regions) of the parameters and of the hazard function itself, testing of hypotheses such as increasing failure rate, and checking of the model assumptions. 2 - Methods: PHAZE assumes that the failures of a component follow a time-dependent (or non-homogenous) Poisson process and that the failure counts in non-overlapping time intervals are independent. Implicit in the independence property is the assumption that the component is restored to service immediately after any failure, with negligible repair time. The failures of one component are assumed to be independent of those of another component; a proportional hazards model is used. Data for a component are called time censored if the component is observed for a fixed time-period, or plant records covering a fixed time-period are examined, and the failure times are recorded. The number of these failures is random. Data are called failure censored if the component is kept in service until a predetermined number of failures has occurred, at which time the component is removed from service. In this case, the number of failures is fixed, but the end of the observation period equals the final failure time and is random. A typical PHAZE session consists of reading failure data from a file prepared previously, selecting one of the three models, and performing data analysis (i.e., performing the usual statistical inference about the parameters of the model, with special emphasis on the parameter(s) that determine whether the hazard function is increasing). The final goals of the inference are a point estimate

  13. Discrete Choice Experiments: A Guide to Model Specification, Estimation and Software.

    Science.gov (United States)

    Lancsar, Emily; Fiebig, Denzil G; Hole, Arne Risa

    2017-07-01

    We provide a user guide on the analysis of data (including best-worst and best-best data) generated from discrete-choice experiments (DCEs), comprising a theoretical review of the main choice models followed by practical advice on estimation and post-estimation. We also provide a review of standard software. In providing this guide, we endeavour to not only provide guidance on choice modelling but to do so in a way that provides a 'way in' for researchers to the practicalities of data analysis. We argue that choice of modelling approach depends on the research questions, study design and constraints in terms of quality/quantity of data and that decisions made in relation to analysis of choice data are often interdependent rather than sequential. Given the core theory and estimation of choice models is common across settings, we expect the theoretical and practical content of this paper to be useful to researchers not only within but also beyond health economics.

  14. Estimating Jupiter’s Gravity Field Using Juno Measurements, Trajectory Estimation Analysis, and a Flow Model Optimization

    International Nuclear Information System (INIS)

    Galanti, Eli; Kaspi, Yohai; Durante, Daniele; Finocchiaro, Stefano; Iess, Luciano

    2017-01-01

    The upcoming Juno spacecraft measurements have the potential of improving our knowledge of Jupiter’s gravity field. The analysis of the Juno Doppler data will provide a very accurate reconstruction of spatial gravity variations, but these measurements will be very accurate only over a limited latitudinal range. In order to deduce the full gravity field of Jupiter, additional information needs to be incorporated into the analysis, especially regarding the Jovian flow structure and its depth, which can influence the measured gravity field. In this study we propose a new iterative method for the estimation of the Jupiter gravity field, using a simulated Juno trajectory, a trajectory estimation model, and an adjoint-based inverse model for the flow dynamics. We test this method both for zonal harmonics only and with a full gravity field including tesseral harmonics. The results show that this method can fit some of the gravitational harmonics better to the “measured” harmonics, mainly because of the added information from the dynamical model, which includes the flow structure. Thus, it is suggested that the method presented here has the potential of improving the accuracy of the expected gravity harmonics estimated from the Juno and Cassini radio science experiments.

  15. Estimating Jupiter’s Gravity Field Using Juno Measurements, Trajectory Estimation Analysis, and a Flow Model Optimization

    Energy Technology Data Exchange (ETDEWEB)

    Galanti, Eli; Kaspi, Yohai [Department of Earth and Planetary Sciences, Weizmann Institute of Science, Rehovot (Israel); Durante, Daniele; Finocchiaro, Stefano; Iess, Luciano, E-mail: eli.galanti@weizmann.ac.il [Dipartimento di Ingegneria Meccanica e Aerospaziale, Sapienza Universita di Roma, Rome (Italy)

    2017-07-01

    The upcoming Juno spacecraft measurements have the potential of improving our knowledge of Jupiter’s gravity field. The analysis of the Juno Doppler data will provide a very accurate reconstruction of spatial gravity variations, but these measurements will be very accurate only over a limited latitudinal range. In order to deduce the full gravity field of Jupiter, additional information needs to be incorporated into the analysis, especially regarding the Jovian flow structure and its depth, which can influence the measured gravity field. In this study we propose a new iterative method for the estimation of the Jupiter gravity field, using a simulated Juno trajectory, a trajectory estimation model, and an adjoint-based inverse model for the flow dynamics. We test this method both for zonal harmonics only and with a full gravity field including tesseral harmonics. The results show that this method can fit some of the gravitational harmonics better to the “measured” harmonics, mainly because of the added information from the dynamical model, which includes the flow structure. Thus, it is suggested that the method presented here has the potential of improving the accuracy of the expected gravity harmonics estimated from the Juno and Cassini radio science experiments.

  16. Estimating demographic parameters using a combination of known-fate and open N-mixture models.

    Science.gov (United States)

    Schmidt, Joshua H; Johnson, Devin S; Lindberg, Mark S; Adams, Layne G

    2015-10-01

    Accurate estimates of demographic parameters are required to infer appropriate ecological relationships and inform management actions. Known-fate data from marked individuals are commonly used to estimate survival rates, whereas N-mixture models use count data from unmarked individuals to estimate multiple demographic parameters. However, a joint approach combining the strengths of both analytical tools has not been developed. Here we develop an integrated model combining known-fate and open N-mixture models, allowing the estimation of detection probability, recruitment, and the joint estimation of survival. We demonstrate our approach through both simulations and an applied example using four years of known-fate and pack count data for wolves (Canis lupus). Simulation results indicated that the integrated model reliably recovered parameters with no evidence of bias, and survival estimates were more precise under the joint model. Results from the applied example indicated that the marked sample of wolves was biased toward individuals with higher apparent survival rates than the unmarked pack mates, suggesting that joint estimates may be more representative of the overall population. Our integrated model is a practical approach for reducing bias while increasing precision and the amount of information gained from mark-resight data sets. We provide implementations in both the BUGS language and an R package.

  17. Mammalian Cell Culture Process for Monoclonal Antibody Production: Nonlinear Modelling and Parameter Estimation

    Directory of Open Access Journals (Sweden)

    Dan Selişteanu

    2015-01-01

    Full Text Available Monoclonal antibodies (mAbs are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies.

  18. A Nonlinear Attitude Estimator for Attitude and Heading Reference Systems Based on MEMS Sensors

    DEFF Research Database (Denmark)

    Wang, Yunlong; Soltani, Mohsen; Hussain, Dil muhammed Akbar

    2016-01-01

    In this paper, a nonlinear attitude estimator is designed for an Attitude Heading and Reference System (AHRS) based on Micro Electro-Mechanical Systems (MEMS) sensors. The design process of the attitude estimator is stated with detail, and the equilibrium point of the estimator error model...... the problems in previous research works. Moreover, the estimation of MEMS gyroscope bias is also inclueded in this estimator. The designed nonlinear attitude estimator is firstly tested in simulation environment and then implemented in an AHRS hardware for further experiments. Finally, the attitude estimation...

  19. Assessing the external validity of model-based estimates of the incidence of heart attack in England: a modelling study

    Directory of Open Access Journals (Sweden)

    Peter Scarborough

    2016-11-01

    Full Text Available Abstract Background The DisMod II model is designed to estimate epidemiological parameters on diseases where measured data are incomplete and has been used to provide estimates of disease incidence for the Global Burden of Disease study. We assessed the external validity of the DisMod II model by comparing modelled estimates of the incidence of first acute myocardial infarction (AMI in England in 2010 with estimates derived from a linked dataset of hospital records and death certificates. Methods Inputs for DisMod II were prevalence rates of ever having had an AMI taken from a population health survey, total mortality rates and AMI mortality rates taken from death certificates. By definition, remission rates were zero. We estimated first AMI incidence in an external dataset from England in 2010 using a linked dataset including all hospital admissions and death certificates since 1998. 95 % confidence intervals were derived around estimates from the external dataset and DisMod II estimates based on sampling variance and reported uncertainty in prevalence estimates respectively. Results Estimates of the incidence rate for the whole population were higher in the DisMod II results than the external dataset (+54 % for men and +26 % for women. Age-specific results showed that the DisMod II results over-estimated incidence for all but the oldest age groups. Confidence intervals for the DisMod II and external dataset estimates did not overlap for most age groups. Conclusion By comparison with AMI incidence rates in England, DisMod II did not achieve external validity for age-specific incidence rates, but did provide global estimates of incidence that are of similar magnitude to measured estimates. The model should be used with caution when estimating age-specific incidence rates.

  20. Research on bathymetry estimation by Worldview-2 based with the semi-analytical model

    Science.gov (United States)

    Sheng, L.; Bai, J.; Zhou, G.-W.; Zhao, Y.; Li, Y.-C.

    2015-04-01

    South Sea Islands of China are far away from the mainland, the reefs takes more than 95% of south sea, and most reefs scatter over interested dispute sensitive area. Thus, the methods of obtaining the reefs bathymetry accurately are urgent to be developed. Common used method, including sonar, airborne laser and remote sensing estimation, are limited by the long distance, large area and sensitive location. Remote sensing data provides an effective way for bathymetry estimation without touching over large area, by the relationship between spectrum information and bathymetry. Aimed at the water quality of the south sea of China, our paper develops a bathymetry estimation method without measured water depth. Firstly the semi-analytical optimization model of the theoretical interpretation models has been studied based on the genetic algorithm to optimize the model. Meanwhile, OpenMP parallel computing algorithm has been introduced to greatly increase the speed of the semi-analytical optimization model. One island of south sea in China is selected as our study area, the measured water depth are used to evaluate the accuracy of bathymetry estimation from Worldview-2 multispectral images. The results show that: the semi-analytical optimization model based on genetic algorithm has good results in our study area;the accuracy of estimated bathymetry in the 0-20 meters shallow water area is accepted.Semi-analytical optimization model based on genetic algorithm solves the problem of the bathymetry estimation without water depth measurement. Generally, our paper provides a new bathymetry estimation method for the sensitive reefs far away from mainland.

  1. Diffractive and non-diffractive wounded nucleons and final states in pA collisions

    Energy Technology Data Exchange (ETDEWEB)

    Bierlich, Christian; Gustafson, Gösta; Lönnblad, Leif [Department of Astronomy and Theoretical Physics,Sölvegatan 14A, S-223 62 Lund (Sweden)

    2016-10-25

    We review the state-of-the-art of Glauber-inspired models for estimating the distribution of the number of participating nucleons in pA and AA collisions. We argue that there is room for improvement in these model when it comes to the treatment of diffractive excitation processes, and present a new simple Glauber-like model where these processes are better taken into account. We also suggest a new way of using the number of participating, or wounded, nucleons to extrapolate event characteristics from pp collisions, and hence get an estimate of basic hadronic final-state properties in pA collisions, which may be used to extract possible nuclear effects. The new method is inspired by the Fritiof model, but based on the full, semi-hard multiparton interaction model of PYTHIA8.

  2. On the economic benefit of utility based estimation of a volatility model

    OpenAIRE

    Adam Clements; Annastiina Silvennoinen

    2009-01-01

    Forecasts of asset return volatility are necessary for many financial applications, including portfolio allocation. Traditionally, the parameters of econometric models used to generate volatility forecasts are estimated in a statistical setting and subsequently used in an economic setting such as portfolio allocation. Differences in the criteria under which the model is estimated and applied may inhibit reduce the overall economic benefit of a model in the context of portfolio allocation. Thi...

  3. Using a thermal-based two source energy balance model with time-differencing to estimate surface energy fluxes with day-night MODIS observations

    Science.gov (United States)

    Guzinski, R.; Anderson, M. C.; Kustas, W. P.; Nieto, H.; Sandholt, I.

    2013-07-01

    The Dual Temperature Difference (DTD) model, introduced by Norman et al. (2000), uses a two source energy balance modelling scheme driven by remotely sensed observations of diurnal changes in land surface temperature (LST) to estimate surface energy fluxes. By using a time-differential temperature measurement as input, the approach reduces model sensitivity to errors in absolute temperature retrieval. The original formulation of the DTD required an early morning LST observation (approximately 1 h after sunrise) when surface fluxes are minimal, limiting application to data provided by geostationary satellites at sub-hourly temporal resolution. The DTD model has been applied primarily during the active growth phase of agricultural crops and rangeland vegetation grasses, and has not been rigorously evaluated during senescence or in forested ecosystems. In this paper we present modifications to the DTD model that enable applications using thermal observations from polar orbiting satellites, such as Terra and Aqua, with day and night overpass times over the area of interest. This allows the application of the DTD model in high latitude regions where large viewing angles preclude the use of geostationary satellites, and also exploits the higher spatial resolution provided by polar orbiting satellites. A method for estimating nocturnal surface fluxes and a scheme for estimating the fraction of green vegetation are developed and evaluated. Modification for green vegetation fraction leads to significantly improved estimation of the heat fluxes from the vegetation canopy during senescence and in forests. When the modified DTD model is run with LST measurements acquired with the Moderate Resolution Imaging Spectroradiometer (MODIS) on board the Terra and Aqua satellites, generally satisfactory agreement with field measurements is obtained for a number of ecosystems in Denmark and the United States. Finally, regional maps of energy fluxes are produced for the Danish

  4. Using a thermal-based two source energy balance model with time-differencing to estimate surface energy fluxes with day–night MODIS observations

    Directory of Open Access Journals (Sweden)

    R. Guzinski

    2013-07-01

    Full Text Available The Dual Temperature Difference (DTD model, introduced by Norman et al. (2000, uses a two source energy balance modelling scheme driven by remotely sensed observations of diurnal changes in land surface temperature (LST to estimate surface energy fluxes. By using a time-differential temperature measurement as input, the approach reduces model sensitivity to errors in absolute temperature retrieval. The original formulation of the DTD required an early morning LST observation (approximately 1 h after sunrise when surface fluxes are minimal, limiting application to data provided by geostationary satellites at sub-hourly temporal resolution. The DTD model has been applied primarily during the active growth phase of agricultural crops and rangeland vegetation grasses, and has not been rigorously evaluated during senescence or in forested ecosystems. In this paper we present modifications to the DTD model that enable applications using thermal observations from polar orbiting satellites, such as Terra and Aqua, with day and night overpass times over the area of interest. This allows the application of the DTD model in high latitude regions where large viewing angles preclude the use of geostationary satellites, and also exploits the higher spatial resolution provided by polar orbiting satellites. A method for estimating nocturnal surface fluxes and a scheme for estimating the fraction of green vegetation are developed and evaluated. Modification for green vegetation fraction leads to significantly improved estimation of the heat fluxes from the vegetation canopy during senescence and in forests. When the modified DTD model is run with LST measurements acquired with the Moderate Resolution Imaging Spectroradiometer (MODIS on board the Terra and Aqua satellites, generally satisfactory agreement with field measurements is obtained for a number of ecosystems in Denmark and the United States. Finally, regional maps of energy fluxes are produced for the

  5. Vacuum expectation values for four-fermion operators. Model estimates

    International Nuclear Information System (INIS)

    Zhitnitskij, A.R.

    1985-01-01

    Some simple models (a system with a heavy quark, the rarefied insatanton gas) are used to investigate the problem of factorizability. Characteristics of vacuum fluctuations responsible for saturation of four-fermion vacuum expectation values which are known phenomenologically are discussed. A qualitative agreement between the model and phenomenologic;l estimates has been noted

  6. Vacuum expectation values of four-fermion operators. Model estimates

    International Nuclear Information System (INIS)

    Zhitnitskii, A.R.

    1985-01-01

    Simple models (a system with a heavy quark, a rarefied instanton gas) are used to study problems of factorizability. A discussion is given of the characteristics of the vacuum fluctuations responsible for saturation of the phenomenologically known four-fermion vacuum expectation values. Qualitative agreement between the model and phenomenological estimates is observed

  7. Estimation of antecedent wetness conditions for flood modelling in northern Morocco

    Directory of Open Access Journals (Sweden)

    Y. Tramblay

    2012-11-01

    Full Text Available In northern Morocco are located most of the dams and reservoirs of the country, while this region is affected by severe rainfall events causing floods. To improve the management of the water regulation structures, there is a need to develop rainfall–runoff models to both maximize the storage capacity and reduce the risks caused by floods. In this study, a model is developed to reproduce the flood events for a 655 km2 catchment located upstream of the 6th largest dam in Morocco. Constrained by data availability, a standard event-based model combining a SCS-CN (Soil Conservation Service Curve Number loss model and a Clark unit hydrograph was developed for hourly discharge simulation using 16 flood events that occurred between 1984 and 2008. The model was found satisfactory to reproduce the runoff and the temporal evolution of floods, even with limited rainfall data. Several antecedent wetness conditions estimators for the catchment were compared with the initial condition of the model. Theses estimators include an antecedent discharge index, an antecedent precipitation index and a continuous daily soil moisture accounting model (SMA, based on precipitation and evapotranspiration. The SMA model performed the best to estimate the initial conditions of the event-based hydrological model (R2 = 0.9. Its daily output has been compared with ASCAT and AMSR-E remote sensing data products, which were both able to reproduce with accuracy the daily simulated soil moisture dynamics at the catchment scale. This same approach could be implemented in other catchments of this region for operational purposes. The results of this study suggest that remote sensing data are potentially useful to estimate the soil moisture conditions in the case of ungauged catchments in Northern Africa.

  8. Constrained Optimization Approaches to Estimation of Structural Models

    DEFF Research Database (Denmark)

    Iskhakov, Fedor; Jinhyuk, Lee; Rust, John

    2016-01-01

    We revisit the comparison of mathematical programming with equilibrium constraints (MPEC) and nested fixed point (NFXP) algorithms for estimating structural dynamic models by Su and Judd (SJ, 2012). Their implementation of the nested fixed point algorithm used successive approximations to solve t...

  9. An improved COCOMO software cost estimation model | Duke ...

    African Journals Online (AJOL)

    In this paper, we discuss the methodologies adopted previously in software cost estimation using the COnstructive COst MOdels (COCOMOs). From our analysis, COCOMOs produce very high software development efforts, which eventually produce high software development costs. Consequently, we propose its extension, ...

  10. An integrated approach to estimate storage reliability with initial failures based on E-Bayesian estimates

    International Nuclear Information System (INIS)

    Zhang, Yongjin; Zhao, Ming; Zhang, Shitao; Wang, Jiamei; Zhang, Yanjun

    2017-01-01

    Storage reliability that measures the ability of products in a dormant state to keep their required functions is studied in this paper. For certain types of products, Storage reliability may not always be 100% at the beginning of storage, unlike the operational reliability, which exist possible initial failures that are normally neglected in the models of storage reliability. In this paper, a new integrated technique, the non-parametric measure based on the E-Bayesian estimates of current failure probabilities is combined with the parametric measure based on the exponential reliability function, is proposed to estimate and predict the storage reliability of products with possible initial failures, where the non-parametric method is used to estimate the number of failed products and the reliability at each testing time, and the parameter method is used to estimate the initial reliability and the failure rate of storage product. The proposed method has taken into consideration that, the reliability test data of storage products containing the unexamined before and during the storage process, is available for providing more accurate estimates of both the initial failure probability and the storage failure probability. When storage reliability prediction that is the main concern in this field should be made, the non-parametric estimates of failure numbers can be used into the parametric models for the failure process in storage. In the case of exponential models, the assessment and prediction method for storage reliability is presented in this paper. Finally, a numerical example is given to illustrate the method. Furthermore, a detailed comparison between the proposed and traditional method, for examining the rationality of assessment and prediction on the storage reliability, is investigated. The results should be useful for planning a storage environment, decision-making concerning the maximum length of storage, and identifying the production quality. - Highlights:

  11. Estimation and model selection of semiparametric multivariate survival functions under general censorship.

    Science.gov (United States)

    Chen, Xiaohong; Fan, Yanqin; Pouzo, Demian; Ying, Zhiliang

    2010-07-01

    We study estimation and model selection of semiparametric models of multivariate survival functions for censored data, which are characterized by possibly misspecified parametric copulas and nonparametric marginal survivals. We obtain the consistency and root- n asymptotic normality of a two-step copula estimator to the pseudo-true copula parameter value according to KLIC, and provide a simple consistent estimator of its asymptotic variance, allowing for a first-step nonparametric estimation of the marginal survivals. We establish the asymptotic distribution of the penalized pseudo-likelihood ratio statistic for comparing multiple semiparametric multivariate survival functions subject to copula misspecification and general censorship. An empirical application is provided.

  12. Global cross-station assessment of neuro-fuzzy models for estimating daily reference evapotranspiration

    Science.gov (United States)

    Shiri, Jalal; Nazemi, Amir Hossein; Sadraddini, Ali Ashraf; Landeras, Gorka; Kisi, Ozgur; Fard, Ahmad Fakheri; Marti, Pau

    2013-02-01

    SummaryAccurate estimation of reference evapotranspiration is important for irrigation scheduling, water resources management and planning and other agricultural water management issues. In the present paper, the capabilities of generalized neuro-fuzzy models were evaluated for estimating reference evapotranspiration using two separate sets of weather data from humid and non-humid regions of Spain and Iran. In this way, the data from some weather stations in the Basque Country and Valencia region (Spain) were used for training the neuro-fuzzy models [in humid and non-humid regions, respectively] and subsequently, the data from these regions were pooled to evaluate the generalization capability of a general neuro-fuzzy model in humid and non-humid regions. The developed models were tested in stations of Iran, located in humid and non-humid regions. The obtained results showed the capabilities of generalized neuro-fuzzy model in estimating reference evapotranspiration in different climatic zones. Global GNF models calibrated using both non-humid and humid data were found to successfully estimate ET0 in both non-humid and humid regions of Iran (the lowest MAE values are about 0.23 mm for non-humid Iranian regions and 0.12 mm for humid regions). non-humid GNF models calibrated using non-humid data performed much better than the humid GNF models calibrated using humid data in non-humid region while the humid GNF model gave better estimates in humid region.

  13. A neural network model for estimating soil phosphorus using terrain analysis

    Directory of Open Access Journals (Sweden)

    Ali Keshavarzi

    2015-12-01

    Full Text Available Artificial neural network (ANN model was developed and tested for estimating soil phosphorus (P in Kouhin watershed area (1000 ha, Qazvin province, Iran using terrain analysis. Based on the soil distribution correlation, vegetation growth pattern across the topographically heterogeneous landscape, the topographic and vegetation attributes were used in addition to pedologic information for the development of ANN model in area for estimating of soil phosphorus. Totally, 85 samples were collected and tested for phosphorus contents and corresponding attributes were estimated by the digital elevation model (DEM. In order to develop the pedo-transfer functions, data linearity was checked, correlated and 80% was used for modeling and ANN was tested using 20% of collected data. Results indicate that 68% of the variation in soil phosphorus could be explained by elevation and Band 1 data and significant correlation was observed between input variables and phosphorus contents. There was a significant correlation between soil P and terrain attributes which can be used to derive the pedo-transfer function for soil P estimation to manage nutrient deficiency. Results showed that P values can be calculated more accurately with the ANN-based pedo-transfer function with the input topographic variables along with the Band 1.

  14. Stand basal area model for Cunninghamia lanceolata (Lamb.) Hook ...

    African Journals Online (AJOL)

    When evaluating the predictive accuracy of the final model, the first measurement was used for estimation of random parameters. The Chapman–Richards model was finally selected for the basic model based on model-fitting statistics, and both the fitting model and validation data with site-, block- and plot-level random ...

  15. Estimating Dynamic Connectivity States in fMRI Using Regime-Switching Factor Models

    KAUST Repository

    Ting, Chee-Ming

    2017-12-06

    We consider the challenges in estimating state-related changes in brain connectivity networks with a large number of nodes. Existing studies use sliding-window analysis or time-varying coefficient models which are unable to capture both smooth and abrupt changes simultaneously, and rely on ad-hoc approaches to the high-dimensional estimation. To overcome these limitations, we propose a Markov-switching dynamic factor model which allows the dynamic connectivity states in functional magnetic resonance imaging (fMRI) data to be driven by lower-dimensional latent factors. We specify a regime-switching vector autoregressive (SVAR) factor process to quantity the time-varying directed connectivity. The model enables a reliable, data-adaptive estimation of change-points of connectivity regimes and the massive dependencies associated with each regime. We develop a three-step estimation procedure: 1) extracting the factors using principal component analysis, 2) identifying connectivity regimes in a low-dimensional subspace based on the factor-based SVAR model, 3) constructing high-dimensional state connectivity metrics based on the subspace estimates. Simulation results show that our estimator outperforms K-means clustering of time-windowed coefficients, providing more accurate estimate of time-evolving connectivity. It achieves percentage of reduction in mean squared error by 60% when the network dimension is comparable to the sample size. When applied to resting-state fMRI data, our method successfully identifies modular organization in resting-state networks in consistency with other studies. It further reveals changes in brain states with variations across subjects and distinct large-scale directed connectivity patterns across states.

  16. Comparison of regression models for estimation of isometric wrist joint torques using surface electromyography

    Directory of Open Access Journals (Sweden)

    Menon Carlo

    2011-09-01

    Full Text Available Abstract Background Several regression models have been proposed for estimation of isometric joint torque using surface electromyography (SEMG signals. Common issues related to torque estimation models are degradation of model accuracy with passage of time, electrode displacement, and alteration of limb posture. This work compares the performance of the most commonly used regression models under these circumstances, in order to assist researchers with identifying the most appropriate model for a specific biomedical application. Methods Eleven healthy volunteers participated in this study. A custom-built rig, equipped with a torque sensor, was used to measure isometric torque as each volunteer flexed and extended his wrist. SEMG signals from eight forearm muscles, in addition to wrist joint torque data were gathered during the experiment. Additional data were gathered one hour and twenty-four hours following the completion of the first data gathering session, for the purpose of evaluating the effects of passage of time and electrode displacement on accuracy of models. Acquired SEMG signals were filtered, rectified, normalized and then fed to models for training. Results It was shown that mean adjusted coefficient of determination (Ra2 values decrease between 20%-35% for different models after one hour while altering arm posture decreased mean Ra2 values between 64% to 74% for different models. Conclusions Model estimation accuracy drops significantly with passage of time, electrode displacement, and alteration of limb posture. Therefore model retraining is crucial for preserving estimation accuracy. Data resampling can significantly reduce model training time without losing estimation accuracy. Among the models compared, ordinary least squares linear regression model (OLS was shown to have high isometric torque estimation accuracy combined with very short training times.

  17. Estimating the Multilevel Rasch Model: With the lme4 Package

    Directory of Open Access Journals (Sweden)

    Harold Doran

    2007-02-01

    Full Text Available Traditional Rasch estimation of the item and student parameters via marginal maximum likelihood, joint maximum likelihood or conditional maximum likelihood, assume individuals in clustered settings are uncorrelated and items within a test that share a grouping structure are also uncorrelated. These assumptions are often violated, particularly in educational testing situations, in which students are grouped into classrooms and many test items share a common grouping structure, such as a content strand or a reading passage. Consequently, one possible approach is to explicitly recognize the clustered nature of the data and directly incorporate random effects to account for the various dependencies. This article demonstrates how the multilevel Rasch model can be estimated using the functions in R for mixed-effects models with crossed or partially crossed random effects. We demonstrate how to model the following hierarchical data structures: a individuals clustered in similar settings (e.g., classrooms, schools, b items nested within a particular group (such as a content strand or a reading passage, and c how to estimate a teacher × content strand interaction.

  18. 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

  19. New proposal of moderator temperature coefficient estimation method using gray-box model in NPP, (1)

    International Nuclear Information System (INIS)

    Mori, Michitsugu; Kagami, Yuichi; Kanemoto, Shigeru; Enomoto, Mitsuhiro; Tamaoki, Tetsuo; Kawamura, Shinichiro

    2004-01-01

    The purpose of the present paper is to establish a new void reactivity coefficient (VRC) estimation method based on gray box modeling concept. The gray box model consists of a point kinetics model as the first principle model and a fitting model of moderator temperature kinetics. Applying Kalman filter and maximum likehood estimation algorithms to the gray box model, MTC can be estimated. The verification test is done by Monte Carlo simulation, and, it is shown that the present method gives the best estimation results comparing with the conventional methods from the viewpoints of non-biased and smallest scattering estimation performance. Furthermore, the method is verified via real plant data analysis. The reason of good performance of the present method is explained by proper definition of likelihood function based on explicit expression of observation and system noise in the gray box model. (author)

  20. Medicare Program; Cancellation of Advancing Care Coordination Through Episode Payment and Cardiac Rehabilitation Incentive Payment Models; Changes to Comprehensive Care for Joint Replacement Payment Model: Extreme and Uncontrollable Circumstances Policy for the Comprehensive Care for Joint Replacement Payment Model. Final rule; interim final rule with comment period.

    Science.gov (United States)

    2017-12-01

    This final rule cancels the Episode Payment Models (EPMs) and Cardiac Rehabilitation (CR) Incentive Payment Model and rescinds the regulations governing these models. It also implements certain revisions to the Comprehensive Care for Joint Replacement (CJR) model, including: Giving certain hospitals selected for participation in the CJR model a one-time option to choose whether to continue their participation in the model; technical refinements and clarifications for certain payment, reconciliation and quality provisions; and a change to increase the pool of eligible clinicians that qualify as affiliated practitioners under the Advanced Alternative Payment Model (Advanced APM) track. An interim final rule with comment period is being issued in conjunction with this final rule in order to address the need for a policy to provide some flexibility in the determination of episode costs for providers located in areas impacted by extreme and uncontrollable circumstances.

  1. WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia

    OpenAIRE

    Poghosyan, Karen; Magnus, Jan R.

    2012-01-01

    Two model averaging approaches are used and compared in estimating and forecasting dynamic factor models, the well-known Bayesian model averaging (BMA) and the recently developed weighted average least squares (WALS). Both methods propose to combine frequentist estimators using Bayesian weights. We apply our framework to the Armenian economy using quarterly data from 20002010, and we estimate and forecast real GDP growth and inflation.

  2. Rainfall estimation with TFR model using Ensemble Kalman filter

    Science.gov (United States)

    Asyiqotur Rohmah, Nabila; Apriliani, Erna

    2018-03-01

    Rainfall fluctuation can affect condition of other environment, correlated with economic activity and public health. The increasing of global average temperature is influenced by the increasing of CO2 in the atmosphere, which caused climate change. Meanwhile, the forests as carbon sinks that help keep the carbon cycle and climate change mitigation. Climate change caused by rainfall intensity deviations can affect the economy of a region, and even countries. It encourages research on rainfall associated with an area of forest. In this study, the mathematics model that used is a model which describes the global temperatures, forest cover, and seasonal rainfall called the TFR (temperature, forest cover, and rainfall) model. The model will be discretized first, and then it will be estimated by the method of Ensemble Kalman Filter (EnKF). The result shows that the more ensembles used in estimation, the better the result is. Also, the accurateness of simulation result is influenced by measurement variable. If a variable is measurement data, the result of simulation is better.

  3. A framework for scalable parameter estimation of gene circuit models using structural information

    KAUST Repository

    Kuwahara, Hiroyuki

    2013-06-21

    Motivation: Systematic and scalable parameter estimation is a key to construct complex gene regulatory models and to ultimately facilitate an integrative systems biology approach to quantitatively understand the molecular mechanisms underpinning gene regulation. Results: Here, we report a novel framework for efficient and scalable parameter estimation that focuses specifically on modeling of gene circuits. Exploiting the structure commonly found in gene circuit models, this framework decomposes a system of coupled rate equations into individual ones and efficiently integrates them separately to reconstruct the mean time evolution of the gene products. The accuracy of the parameter estimates is refined by iteratively increasing the accuracy of numerical integration using the model structure. As a case study, we applied our framework to four gene circuit models with complex dynamics based on three synthetic datasets and one time series microarray data set. We compared our framework to three state-of-the-art parameter estimation methods and found that our approach consistently generated higher quality parameter solutions efficiently. Although many general-purpose parameter estimation methods have been applied for modeling of gene circuits, our results suggest that the use of more tailored approaches to use domain-specific information may be a key to reverse engineering of complex biological systems. The Author 2013.

  4. A framework for scalable parameter estimation of gene circuit models using structural information

    KAUST Repository

    Kuwahara, Hiroyuki; Fan, Ming; Wang, Suojin; Gao, Xin

    2013-01-01

    Motivation: Systematic and scalable parameter estimation is a key to construct complex gene regulatory models and to ultimately facilitate an integrative systems biology approach to quantitatively understand the molecular mechanisms underpinning gene regulation. Results: Here, we report a novel framework for efficient and scalable parameter estimation that focuses specifically on modeling of gene circuits. Exploiting the structure commonly found in gene circuit models, this framework decomposes a system of coupled rate equations into individual ones and efficiently integrates them separately to reconstruct the mean time evolution of the gene products. The accuracy of the parameter estimates is refined by iteratively increasing the accuracy of numerical integration using the model structure. As a case study, we applied our framework to four gene circuit models with complex dynamics based on three synthetic datasets and one time series microarray data set. We compared our framework to three state-of-the-art parameter estimation methods and found that our approach consistently generated higher quality parameter solutions efficiently. Although many general-purpose parameter estimation methods have been applied for modeling of gene circuits, our results suggest that the use of more tailored approaches to use domain-specific information may be a key to reverse engineering of complex biological systems. The Author 2013.

  5. The Impact of Statistical Leakage Models on Design Yield Estimation

    Directory of Open Access Journals (Sweden)

    Rouwaida Kanj

    2011-01-01

    Full Text Available Device mismatch and process variation models play a key role in determining the functionality and yield of sub-100 nm design. Average characteristics are often of interest, such as the average leakage current or the average read delay. However, detecting rare functional fails is critical for memory design and designers often seek techniques that enable accurately modeling such events. Extremely leaky devices can inflict functionality fails. The plurality of leaky devices on a bitline increase the dimensionality of the yield estimation problem. Simplified models are possible by adopting approximations to the underlying sum of lognormals. The implications of such approximations on tail probabilities may in turn bias the yield estimate. We review different closed form approximations and compare against the CDF matching method, which is shown to be most effective method for accurate statistical leakage modeling.

  6. Forensic Entomology: Evaluating Uncertainty Associated With Postmortem Interval (PMI) Estimates With Ecological Models.

    Science.gov (United States)

    Faris, A M; Wang, H-H; Tarone, A M; Grant, W E

    2016-05-31

    Estimates of insect age can be informative in death investigations and, when certain assumptions are met, can be useful for estimating the postmortem interval (PMI). Currently, the accuracy and precision of PMI estimates is unknown, as error can arise from sources of variation such as measurement error, environmental variation, or genetic variation. Ecological models are an abstract, mathematical representation of an ecological system that can make predictions about the dynamics of the real system. To quantify the variation associated with the pre-appearance interval (PAI), we developed an ecological model that simulates the colonization of vertebrate remains by Cochliomyia macellaria (Fabricius) (Diptera: Calliphoridae), a primary colonizer in the southern United States. The model is based on a development data set derived from a local population and represents the uncertainty in local temperature variability to address PMI estimates at local sites. After a PMI estimate is calculated for each individual, the model calculates the maximum, minimum, and mean PMI, as well as the range and standard deviation for stadia collected. The model framework presented here is one manner by which errors in PMI estimates can be addressed in court when no empirical data are available for the parameter of interest. We show that PAI is a potential important source of error and that an ecological model is one way to evaluate its impact. Such models can be re-parameterized with any development data set, PAI function, temperature regime, assumption of interest, etc., to estimate PMI and quantify uncertainty that arises from specific prediction systems. © The Authors 2016. Published by Oxford University Press on behalf of Entomological Society of America. All rights reserved. For Permissions, please email: journals.permissions@oup.com.

  7. Constrained Optimization Approaches to Estimation of Structural Models

    DEFF Research Database (Denmark)

    Iskhakov, Fedor; Rust, John; Schjerning, Bertel

    2015-01-01

    We revisit the comparison of mathematical programming with equilibrium constraints (MPEC) and nested fixed point (NFXP) algorithms for estimating structural dynamic models by Su and Judd (SJ, 2012). They used an inefficient version of the nested fixed point algorithm that relies on successive app...

  8. Models for estimation of carbon sequestered by Cupressus ...

    African Journals Online (AJOL)

    This study compared models for estimating carbon sequestered aboveground in Cupressus lusitanica plantation stands at Wondo Genet College of Forestry and Natural Resources, Ethiopia. Relationships of carbon storage with tree component and stand age were also investigated. Thirty trees of three different ages (5, ...

  9. Validation of statistical models for estimating hospitalization associated with influenza and other respiratory viruses.

    Directory of Open Access Journals (Sweden)

    Lin Yang

    Full Text Available BACKGROUND: Reliable estimates of disease burden associated with respiratory viruses are keys to deployment of preventive strategies such as vaccination and resource allocation. Such estimates are particularly needed in tropical and subtropical regions where some methods commonly used in temperate regions are not applicable. While a number of alternative approaches to assess the influenza associated disease burden have been recently reported, none of these models have been validated with virologically confirmed data. Even fewer methods have been developed for other common respiratory viruses such as respiratory syncytial virus (RSV, parainfluenza and adenovirus. METHODS AND FINDINGS: We had recently conducted a prospective population-based study of virologically confirmed hospitalization for acute respiratory illnesses in persons <18 years residing in Hong Kong Island. Here we used this dataset to validate two commonly used models for estimation of influenza disease burden, namely the rate difference model and Poisson regression model, and also explored the applicability of these models to estimate the disease burden of other respiratory viruses. The Poisson regression models with different link functions all yielded estimates well correlated with the virologically confirmed influenza associated hospitalization, especially in children older than two years. The disease burden estimates for RSV, parainfluenza and adenovirus were less reliable with wide confidence intervals. The rate difference model was not applicable to RSV, parainfluenza and adenovirus and grossly underestimated the true burden of influenza associated hospitalization. CONCLUSION: The Poisson regression model generally produced satisfactory estimates in calculating the disease burden of respiratory viruses in a subtropical region such as Hong Kong.

  10. Model validation studies of solar systems, Phase III. Final report

    Energy Technology Data Exchange (ETDEWEB)

    Lantz, L.J.; Winn, C.B.

    1978-12-01

    Results obtained from a validation study of the TRNSYS, SIMSHAC, and SOLCOST solar system simulation and design are presented. Also included are comparisons between the FCHART and SOLCOST solar system design programs and some changes that were made to the SOLCOST program. Finally, results obtained from the analysis of several solar radiation models are presented. Separate abstracts were prepared for ten papers.

  11. Dynamically adjustable foot-ground contact model to estimate ground reaction force during walking and running.

    Science.gov (United States)

    Jung, Yihwan; Jung, Moonki; Ryu, Jiseon; Yoon, Sukhoon; Park, Sang-Kyoon; Koo, Seungbum

    2016-03-01

    Human dynamic models have been used to estimate joint kinetics during various activities. Kinetics estimation is in demand in sports and clinical applications where data on external forces, such as the ground reaction force (GRF), are not available. The purpose of this study was to estimate the GRF during gait by utilizing distance- and velocity-dependent force models between the foot and ground in an inverse-dynamics-based optimization. Ten males were tested as they walked at four different speeds on a force plate-embedded treadmill system. The full-GRF model whose foot-ground reaction elements were dynamically adjusted according to vertical displacement and anterior-posterior speed between the foot and ground was implemented in a full-body skeletal model. The model estimated the vertical and shear forces of the GRF from body kinematics. The shear-GRF model with dynamically adjustable shear reaction elements according to the input vertical force was also implemented in the foot of a full-body skeletal model. Shear forces of the GRF were estimated from body kinematics, vertical GRF, and center of pressure. The estimated full GRF had the lowest root mean square (RMS) errors at the slow walking speed (1.0m/s) with 4.2, 1.3, and 5.7% BW for anterior-posterior, medial-lateral, and vertical forces, respectively. The estimated shear forces were not significantly different between the full-GRF and shear-GRF models, but the RMS errors of the estimated knee joint kinetics were significantly lower for the shear-GRF model. Providing COP and vertical GRF with sensors, such as an insole-type pressure mat, can help estimate shear forces of the GRF and increase accuracy for estimation of joint kinetics. Copyright © 2016 Elsevier B.V. All rights reserved.

  12. EFFECTS OF OCEAN TIDE MODELS ON GNSS-ESTIMATED ZTD AND PWV IN TURKEY

    Directory of Open Access Journals (Sweden)

    G. Gurbuz

    2015-12-01

    Full Text Available Global Navigation Satellite System (GNSS observations can precisely estimate the total zenith tropospheric delay (ZTD and precipitable water vapour (PWV for weather prediction and atmospheric research as a continuous and all-weather technique. However, apart from GNSS technique itself, estimations of ZTD and PWV are subject to effects of geophysical models with large uncertainties, particularly imprecise ocean tide models in Turkey. In this paper, GNSS data from Jan. 1st to Dec. 31st of 2014 are processed at 4 co-located GNSS stations (GISM, DIYB, GANM, and ADAN with radiosonde from Turkish Met-Office along with several nearby IGS stations. The GAMIT/GLOBK software has been used to process GNSS data of 30-second sample using the Vienna Mapping Function and 10° elevation cut-off angle. Also tidal and non-tidal atmospheric pressure loadings (ATML at the observation level are also applied in GAMIT/GLOBK. Several widely used ocean tide models are used to evaluate their effects on GNSS-estimated ZTD and PWV estimation, such as IERS recommended FES2004, NAO99b from a barotropic hydrodynamic model, CSR4.0 obtained from TOPEX/Poseidon altimetry with the model FES94.1 as the reference model and GOT00 which is again long wavelength adjustments of FES94.1 using TOPEX/Poseidon data at 0.5 by 0.5 degree grid. The ZTD and PWV computed from radiosonde profile observations are regarded as reference values for the comparison and validation. In the processing phase, five different strategies are taken without ocean tide model and with four aforementioned ocean tide models, respectively, which are used to evaluate ocean tide models effects on GNSS-estimated ZTD and PWV estimation through comparing with co-located Radiosonde. Results showed that ocean tide models have greatly affected the estimation of the ZTD in centimeter level and thus the precipitable water vapour in millimeter level, respectively at stations near coasts. The ocean tide model FES2004 that is

  13. A Bayesian Markov geostatistical model for estimation of hydrogeological properties

    International Nuclear Information System (INIS)

    Rosen, L.; Gustafson, G.

    1996-01-01

    A geostatistical methodology based on Markov-chain analysis and Bayesian statistics was developed for probability estimations of hydrogeological and geological properties in the siting process of a nuclear waste repository. The probability estimates have practical use in decision-making on issues such as siting, investigation programs, and construction design. The methodology is nonparametric which makes it possible to handle information that does not exhibit standard statistical distributions, as is often the case for classified information. Data do not need to meet the requirements on additivity and normality as with the geostatistical methods based on regionalized variable theory, e.g., kriging. The methodology also has a formal way for incorporating professional judgments through the use of Bayesian statistics, which allows for updating of prior estimates to posterior probabilities each time new information becomes available. A Bayesian Markov Geostatistical Model (BayMar) software was developed for implementation of the methodology in two and three dimensions. This paper gives (1) a theoretical description of the Bayesian Markov Geostatistical Model; (2) a short description of the BayMar software; and (3) an example of application of the model for estimating the suitability for repository establishment with respect to the three parameters of lithology, hydraulic conductivity, and rock quality designation index (RQD) at 400--500 meters below ground surface in an area around the Aespoe Hard Rock Laboratory in southeastern Sweden

  14. Multi-year Estimates of Methane Fluxes in Alaska from an Atmospheric Inverse Model

    Science.gov (United States)

    Miller, S. M.; Commane, R.; Chang, R. Y. W.; Miller, C. E.; Michalak, A. M.; Dinardo, S. J.; Dlugokencky, E. J.; Hartery, S.; Karion, A.; Lindaas, J.; Sweeney, C.; Wofsy, S. C.

    2015-12-01

    We estimate methane fluxes across Alaska over a multi-year period using observations from a three-year aircraft campaign, the Carbon Arctic Reservoirs Vulnerability Experiment (CARVE). Existing estimates of methane from Alaska and other Arctic regions disagree in both magnitude and distribution, and before the CARVE campaign, atmospheric observations in the region were sparse. We combine these observations with an atmospheric particle trajectory model and a geostatistical inversion to estimate surface fluxes at the model grid scale. We first use this framework to estimate the spatial distribution of methane fluxes across the state. We find the largest fluxes in the south-east and North Slope regions of Alaska. This distribution is consistent with several estimates of wetland extent but contrasts with the distribution in most existing flux models. These flux models concentrate methane in warmer or more southerly regions of Alaska compared to the estimate presented here. This result suggests a discrepancy in how existing bottom-up models translate wetland area into methane fluxes across the state. We next use the inversion framework to explore inter-annual variability in regional-scale methane fluxes for 2012-2014. We examine the extent to which this variability correlates with weather or other environmental conditions. These results indicate the possible sensitivity of wetland fluxes to near-term variability in climate.

  15. Biomass models to estimate carbon stocks for hardwood tree species

    Energy Technology Data Exchange (ETDEWEB)

    Ruiz-Peinado, R.; Montero, G.; Rio, M. del

    2012-11-01

    To estimate forest carbon pools from forest inventories it is necessary to have biomass models or biomass expansion factors. In this study, tree biomass models were developed for the main hardwood forest species in Spain: Alnus glutinosa, Castanea sativa, Ceratonia siliqua, Eucalyptus globulus, Fagus sylvatica, Fraxinus angustifolia, Olea europaea var. sylvestris, Populus x euramericana, Quercus canariensis, Quercus faginea, Quercus ilex, Quercus pyrenaica and Quercus suber. Different tree biomass components were considered: stem with bark, branches of different sizes, above and belowground biomass. For each species, a system of equations was fitted using seemingly unrelated regression, fulfilling the additivity property between biomass components. Diameter and total height were explored as independent variables. All models included tree diameter whereas for the majority of species, total height was only considered in the stem biomass models and in some of the branch models. The comparison of the new biomass models with previous models fitted separately for each tree component indicated an improvement in the accuracy of the models. A mean reduction of 20% in the root mean square error and a mean increase in the model efficiency of 7% in comparison with recently published models. So, the fitted models allow estimating more accurately the biomass stock in hardwood species from the Spanish National Forest Inventory data. (Author) 45 refs.

  16. The estimation of time-varying risks in asset pricing modelling using B-Spline method

    Science.gov (United States)

    Nurjannah; Solimun; Rinaldo, Adji

    2017-12-01

    Asset pricing modelling has been extensively studied in the past few decades to explore the risk-return relationship. The asset pricing literature typically assumed a static risk-return relationship. However, several studies found few anomalies in the asset pricing modelling which captured the presence of the risk instability. The dynamic model is proposed to offer a better model. The main problem highlighted in the dynamic model literature is that the set of conditioning information is unobservable and therefore some assumptions have to be made. Hence, the estimation requires additional assumptions about the dynamics of risk. To overcome this problem, the nonparametric estimators can also be used as an alternative for estimating risk. The flexibility of the nonparametric setting avoids the problem of misspecification derived from selecting a functional form. This paper investigates the estimation of time-varying asset pricing model using B-Spline, as one of nonparametric approach. The advantages of spline method is its computational speed and simplicity, as well as the clarity of controlling curvature directly. The three popular asset pricing models will be investigated namely CAPM (Capital Asset Pricing Model), Fama-French 3-factors model and Carhart 4-factors model. The results suggest that the estimated risks are time-varying and not stable overtime which confirms the risk instability anomaly. The results is more pronounced in Carhart’s 4-factors model.

  17. Independent contrasts and PGLS regression estimators are equivalent.

    Science.gov (United States)

    Blomberg, Simon P; Lefevre, James G; Wells, Jessie A; Waterhouse, Mary

    2012-05-01

    We prove that the slope parameter of the ordinary least squares regression of phylogenetically independent contrasts (PICs) conducted through the origin is identical to the slope parameter of the method of generalized least squares (GLSs) regression under a Brownian motion model of evolution. This equivalence has several implications: 1. Understanding the structure of the linear model for GLS regression provides insight into when and why phylogeny is important in comparative studies. 2. The limitations of the PIC regression analysis are the same as the limitations of the GLS model. In particular, phylogenetic covariance applies only to the response variable in the regression and the explanatory variable should be regarded as fixed. Calculation of PICs for explanatory variables should be treated as a mathematical idiosyncrasy of the PIC regression algorithm. 3. Since the GLS estimator is the best linear unbiased estimator (BLUE), the slope parameter estimated using PICs is also BLUE. 4. If the slope is estimated using different branch lengths for the explanatory and response variables in the PIC algorithm, the estimator is no longer the BLUE, so this is not recommended. Finally, we discuss whether or not and how to accommodate phylogenetic covariance in regression analyses, particularly in relation to the problem of phylogenetic uncertainty. This discussion is from both frequentist and Bayesian perspectives.

  18. Nonparametric estimation of transition probabilities in the non-Markov illness-death model: A comparative study.

    Science.gov (United States)

    de Uña-Álvarez, Jacobo; Meira-Machado, Luís

    2015-06-01

    Multi-state models are often used for modeling complex event history data. In these models the estimation of the transition probabilities is of particular interest, since they allow for long-term predictions of the process. These quantities have been traditionally estimated by the Aalen-Johansen estimator, which is consistent if the process is Markov. Several non-Markov estimators have been proposed in the recent literature, and their superiority with respect to the Aalen-Johansen estimator has been proved in situations in which the Markov condition is strongly violated. However, the existing estimators have the drawback of requiring that the support of the censoring distribution contains the support of the lifetime distribution, which is not often the case. In this article, we propose two new methods for estimating the transition probabilities in the progressive illness-death model. Some asymptotic results are derived. The proposed estimators are consistent regardless the Markov condition and the referred assumption about the censoring support. We explore the finite sample behavior of the estimators through simulations. The main conclusion of this piece of research is that the proposed estimators are much more efficient than the existing non-Markov estimators in most cases. An application to a clinical trial on colon cancer is included. Extensions to progressive processes beyond the three-state illness-death model are discussed. © 2015, The International Biometric Society.

  19. Estimating true evolutionary distances under the DCJ model.

    Science.gov (United States)

    Lin, Yu; Moret, Bernard M E

    2008-07-01

    Modern techniques can yield the ordering and strandedness of genes on each chromosome of a genome; such data already exists for hundreds of organisms. The evolutionary mechanisms through which the set of the genes of an organism is altered and reordered are of great interest to systematists, evolutionary biologists, comparative genomicists and biomedical researchers. Perhaps the most basic concept in this area is that of evolutionary distance between two genomes: under a given model of genomic evolution, how many events most likely took place to account for the difference between the two genomes? We present a method to estimate the true evolutionary distance between two genomes under the 'double-cut-and-join' (DCJ) model of genome rearrangement, a model under which a single multichromosomal operation accounts for all genomic rearrangement events: inversion, transposition, translocation, block interchange and chromosomal fusion and fission. Our method relies on a simple structural characterization of a genome pair and is both analytically and computationally tractable. We provide analytical results to describe the asymptotic behavior of genomes under the DCJ model, as well as experimental results on a wide variety of genome structures to exemplify the very high accuracy (and low variance) of our estimator. Our results provide a tool for accurate phylogenetic reconstruction from multichromosomal gene rearrangement data as well as a theoretical basis for refinements of the DCJ model to account for biological constraints. All of our software is available in source form under GPL at http://lcbb.epfl.ch.

  20. Effective Classroom Management and Instruction: An Exploration of Models. Executive Summary of Final Report.

    Science.gov (United States)

    Evertson, Carolyn M.; And Others

    A summary is presented of the final report, "Effective Classroom Management and Instruction: An Exploration of Models." The final report presents a set of linked investigations of the effects of training teachers in effective classroom management practices in a series of school-based workshops. Four purposes were addressed by the study: (1) to…