Multivariate representation of food preferences in the human brain.
Pogoda, Luca; Holzer, Matthias; Mormann, Florian; Weber, Bernd
2016-12-01
One major goal in decision neuroscience is to investigate the neuronal mechanisms being responsible for the computation of product preferences. The aim of the present fMRI study was to investigate whether similar patterns of brain activity, reflecting category dependent and category independent preference signals, can be observed in case of different food product categories (i.e. chocolate bars and salty snacks). To that end we used a multivariate searchlight approach in which a linear support vector machine (l-SVM) was trained to distinguish preferred from non-preferred chocolate bars and subsequently tested its predictive power in case of chocolate bars (within category prediction) and salty snacks (across category prediction). Preferences were measured by a binary forced choice decision paradigm before the fMRI task. In the scanner, subjects saw only one product per trial which they had to rate after presentation. Consistent with previous multi voxel pattern analysis (MVPA) studies, we found category dependent preference signals in the ventral parts of medial prefrontal cortex (mPFC), but also in dorsal anterior cingulate cortex (dACC) and dorsolateral prefrontal cortex (dlPFC). Category independent preference signals were observed in the dorsal parts of mPFC, dACC, and dlPFC. While the first two results have also been reported in a closely related study, the activation in dlPFC is new in this context. We propose that the dlPFC activity does not reflect the products' value computation per se, but rather a modulatory signal which is computed in anticipation of the forthcoming product rating after stimulus presentation. Furthermore we postulate that this kind of dlPFC activation emerges only if the anticipated choices fall into the domain of primary rewards, such as foods. Thus, in contrast to previous studies which investigated preference decoding for stimuli from utterly different categories, the present study revealed some food domain specific aspects of
Multivariate Models for Prediction of Human Skin Sensitization ...
One of the lnteragency Coordinating Committee on the Validation of Alternative Method's (ICCVAM) top priorities is the development and evaluation of non-animal approaches to identify potential skin sensitizers. The complexity of biological events necessary to produce skin sensitization suggests that no single alternative method will replace the currently accepted animal tests. ICCVAM is evaluating an integrated approach to testing and assessment based on the adverse outcome pathway for skin sensitization that uses machine learning approaches to predict human skin sensitization hazard. We combined data from three in chemico or in vitro assays - the direct peptide reactivity assay (DPRA), human cell line activation test (h-CLAT) and KeratinoSens TM assay - six physicochemical properties and an in silico read-across prediction of skin sensitization hazard into 12 variable groups. The variable groups were evaluated using two machine learning approaches , logistic regression and support vector machine, to predict human skin sensitization hazard. Models were trained on 72 substances and tested on an external set of 24 substances. The six models (three logistic regression and three support vector machine) with the highest accuracy (92%) used: (1) DPRA, h-CLAT and read-across; (2) DPRA, h-CLAT, read-across and KeratinoSens; or (3) DPRA, h-CLAT, read-across, KeratinoSens and log P. The models performed better at predicting human skin sensitization hazard than the murine
Multivariate Models for Prediction of Human Skin Sensitization Hazard
Strickland, Judy; Zang, Qingda; Paris, Michael; Lehmann, David M.; Allen, David; Choksi, Neepa; Matheson, Joanna; Jacobs, Abigail; Casey, Warren; Kleinstreuer, Nicole
2016-01-01
One of ICCVAM’s top priorities is the development and evaluation of non-animal approaches to identify potential skin sensitizers. The complexity of biological events necessary to produce skin sensitization suggests that no single alternative method will replace the currently accepted animal tests. ICCVAM is evaluating an integrated approach to testing and assessment based on the adverse outcome pathway for skin sensitization that uses machine learning approaches to predict human skin sensitization hazard. We combined data from three in chemico or in vitro assays—the direct peptide reactivity assay (DPRA), human cell line activation test (h-CLAT), and KeratinoSens™ assay—six physicochemical properties, and an in silico read-across prediction of skin sensitization hazard into 12 variable groups. The variable groups were evaluated using two machine learning approaches, logistic regression (LR) and support vector machine (SVM), to predict human skin sensitization hazard. Models were trained on 72 substances and tested on an external set of 24 substances. The six models (three LR and three SVM) with the highest accuracy (92%) used: (1) DPRA, h-CLAT, and read-across; (2) DPRA, h-CLAT, read-across, and KeratinoSens; or (3) DPRA, h-CLAT, read-across, KeratinoSens, and log P. The models performed better at predicting human skin sensitization hazard than the murine local lymph node assay (accuracy = 88%), any of the alternative methods alone (accuracy = 63–79%), or test batteries combining data from the individual methods (accuracy = 75%). These results suggest that computational methods are promising tools to effectively identify potential human skin sensitizers without animal testing. PMID:27480324
Higher-order Multivariable Polynomial Regression to Estimate Human Affective States
Wei, Jie; Chen, Tong; Liu, Guangyuan; Yang, Jiemin
2016-03-01
From direct observations, facial, vocal, gestural, physiological, and central nervous signals, estimating human affective states through computational models such as multivariate linear-regression analysis, support vector regression, and artificial neural network, have been proposed in the past decade. In these models, linear models are generally lack of precision because of ignoring intrinsic nonlinearities of complex psychophysiological processes; and nonlinear models commonly adopt complicated algorithms. To improve accuracy and simplify model, we introduce a new computational modeling method named as higher-order multivariable polynomial regression to estimate human affective states. The study employs standardized pictures in the International Affective Picture System to induce thirty subjects’ affective states, and obtains pure affective patterns of skin conductance as input variables to the higher-order multivariable polynomial model for predicting affective valence and arousal. Experimental results show that our method is able to obtain efficient correlation coefficients of 0.98 and 0.96 for estimation of affective valence and arousal, respectively. Moreover, the method may provide certain indirect evidences that valence and arousal have their brain’s motivational circuit origins. Thus, the proposed method can serve as a novel one for efficiently estimating human affective states.
A multivariable model for predicting the frictional behaviour and hydration of the human skin.
Veijgen, N K; van der Heide, E; Masen, M A
2013-08-01
The frictional characteristics of skin-object interactions are important when handling objects, in the assessment of perception and comfort of products and materials and in the origins and prevention of skin injuries. In this study, based on statistical methods, a quantitative model is developed that describes the friction behaviour of human skin as a function of the subject characteristics, contact conditions, the properties of the counter material as well as environmental conditions. Although the frictional behaviour of human skin is a multivariable problem, in literature the variables that are associated with skin friction have been studied using univariable methods. In this work, multivariable models for the static and dynamic coefficients of friction as well as for the hydration of the skin are presented. A total of 634 skin-friction measurements were performed using a recently developed tribometer. Using a statistical analysis, previously defined potential influential variables were linked to the static and dynamic coefficient of friction and to the hydration of the skin, resulting in three predictive quantitative models that descibe the friction behaviour and the hydration of human skin respectively. Increased dynamic coefficients of friction were obtained from older subjects, on the index finger, with materials with a higher surface energy at higher room temperatures, whereas lower dynamic coefficients of friction were obtained at lower skin temperatures, on the temple with rougher contact materials. The static coefficient of friction increased with higher skin hydration, increasing age, on the index finger, with materials with a higher surface energy and at higher ambient temperatures. The hydration of the skin was associated with the skin temperature, anatomical location, presence of hair on the skin and the relative air humidity. Predictive models have been derived for the static and dynamic coefficient of friction using a multivariable approach. These
Directory of Open Access Journals (Sweden)
Wang Hongwei
2013-01-01
Full Text Available Objective. The purpose of this study was to describe a new data visualisation system by plotting the human face to observe the comprehensive effects of multivariate data. Methods. The Graphics Device Interface (GDI+ in the Visual Studio.NET development platform was used to write a program that enables facial image parameters to be recorded, such as cropping and rotation, and can generate a new facial image according to Z values from sets of normal data (Z>3 was still counted as 3. The measured clinical laboratory parameters related to health status were obtained from senile people, glaucoma patients, and fatty liver patients to illustrate the facial data visualisation system. Results. When the eyes, nose, and mouth were rotated around their own axes at the same angle, the deformation effects were similar. The deformation effects for any abnormality of the eyes, nose, or mouth should be slightly higher than those for simultaneous abnormalities. The facial changes in the populations with different health statuses were significant compared with a control population. Conclusions. The comprehensive effects of multivariate may not equal the sum of each variable. The 3Z facial data visualisation system can effectively distinguish people with poor health status from healthy people.
Multivariate Cholesky models of human female fertility patterns in the NLSY.
Rodgers, Joseph Lee; Bard, David E; Miller, Warren B
2007-03-01
Substantial evidence now exists that variables measuring or correlated with human fertility outcomes have a heritable component. In this study, we define a series of age-sequenced fertility variables, and fit multivariate models to account for underlying shared genetic and environmental sources of variance. We make predictions based on a theory developed by Udry [(1996) Biosocial models of low-fertility societies. In: Casterline, JB, Lee RD, Foote KA (eds) Fertility in the United States: new patterns, new theories. The Population Council, New York] suggesting that biological/genetic motivations can be more easily realized and measured in settings in which fertility choices are available. Udry's theory, along with principles from molecular genetics and certain tenets of life history theory, allow us to make specific predictions about biometrical patterns across age. Consistent with predictions, our results suggest that there are different sources of genetic influence on fertility variance at early compared to later ages, but that there is only one source of shared environmental influence that occurs at early ages. These patterns are suggestive of the types of gene-gene and gene-environment interactions for which we must account to better understand individual differences in fertility outcomes.
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Selay Giray
2014-12-01
Full Text Available Human Development Index (HDI is an index aiming to measure human development by taking into account a long and healthy life, access to knowledge and a decent standard of living. The 2013 Human Development Report presents HDI values and ranks, the Inequality-adjusted HDI the Gender Inequality Index (GII and the Multidimensional Poverty Index. The aim of this study is to evaluate countries according to their similarities and differences using the indicators contained in the 2013 human development report. A figure created in two dimensional space was used by evaluation. Locations of Turkey, OECD and Eurasian countries are analyzed and interpreted elaborately. Multidimensional scaling is a statistical technique provides visual representation of the objects using proximity patterns. The most recent data of countries were analyzed by Multidimensional Scaling analysis (MDS. Stress value obtained from metric multidimensional scaling application was found in desired range. Also it was determined that we can trust the interpretations made of the map. To begin with, comparison by country groups was made, then remarkable points were interpreted on the basis of country. As examination of the map obtained from MDS application with HDI and GII indexes, it was remarked that OECD countries were grouped on the left hand side and Eurasian countries were grouped on the right hand side. Turkey, a member of OECD, located far away from other OECD countries and located closer to Eurasian countries. According to HDI and GII indexes Mexico is closest country to Turkey. Also Mexico is the country, which is perceived similar to Turkey.
Huang, Cheng-Wei; Sue, Pei-Der; Abbod, Maysam F; Jiang, Bernard C; Shieh, Jiann-Shing
2013-08-08
To assess the improvement of human body balance, a low cost and portable measuring device of center of pressure (COP), known as center of pressure and complexity monitoring system (CPCMS), has been developed for data logging and analysis. In order to prove that the system can estimate the different magnitude of different sways in comparison with the commercial Advanced Mechanical Technology Incorporation (AMTI) system, four sway tests have been developed (i.e., eyes open, eyes closed, eyes open with water pad, and eyes closed with water pad) to produce different sway displacements. Firstly, static and dynamic tests were conducted to investigate the feasibility of the system. Then, correlation tests of the CPCMS and AMTI systems have been compared with four sway tests. The results are within the acceptable range. Furthermore, multivariate empirical mode decomposition (MEMD) and enhanced multivariate multiscale entropy (MMSE) analysis methods have been used to analyze COP data reported by the CPCMS and compare it with the AMTI system. The improvements of the CPCMS are 35% to 70% (open eyes test) and 60% to 70% (eyes closed test) with and without water pad. The AMTI system has shown an improvement of 40% to 80% (open eyes test) and 65% to 75% (closed eyes test). The results indicate that the CPCMS system can achieve similar results to the commercial product so it can determine the balance.
Directory of Open Access Journals (Sweden)
Cheng-Wei Huang
2013-08-01
Full Text Available To assess the improvement of human body balance, a low cost and portable measuring device of center of pressure (COP, known as center of pressure and complexity monitoring system (CPCMS, has been developed for data logging and analysis. In order to prove that the system can estimate the different magnitude of different sways in comparison with the commercial Advanced Mechanical Technology Incorporation (AMTI system, four sway tests have been developed (i.e., eyes open, eyes closed, eyes open with water pad, and eyes closed with water pad to produce different sway displacements. Firstly, static and dynamic tests were conducted to investigate the feasibility of the system. Then, correlation tests of the CPCMS and AMTI systems have been compared with four sway tests. The results are within the acceptable range. Furthermore, multivariate empirical mode decomposition (MEMD and enhanced multivariate multiscale entropy (MMSE analysis methods have been used to analyze COP data reported by the CPCMS and compare it with the AMTI system. The improvements of the CPCMS are 35% to 70% (open eyes test and 60% to 70% (eyes closed test with and without water pad. The AMTI system has shown an improvement of 40% to 80% (open eyes test and 65% to 75% (closed eyes test. The results indicate that the CPCMS system can achieve similar results to the commercial product so it can determine the balance.
Energy Technology Data Exchange (ETDEWEB)
Hahn, P.; Smith, I.; Leboldus, L.; Littman, C.; Somorjai, L.; Bezabeh, T. [Institute for Biodiagnostic, National Research Council, Manitoba (Canada)
1998-04-01
{sup 1}H magnetic resonance spectroscopy studies (360 MHz) were performed on specimens of benign (n = 66) and malignant (n = 21) human prostate tissue from 50 patients and the spectral data were subjected to multivariate analysis, specifically linear-discriminant analysis. On the basis of histopathological assessments, an overall classification accuracy of 96.6 % was achieved, with a sensitivity of 100 % and a specificity of 95.5 % in classifying benign prostatic hyperplasia from prostatic cancer. Resonances due to citrate, glutamate, and taurine were among the six spectral subregions identified by our algorithm as having diagnostic potential. Significantly higher levels of citrate were observed in glandular than in stromal benign prostatic hyperplasia (P < 0.05). This method shows excellent promise for the possibility of in vivo assessment of prostate tissue by magnetic resonance. (author)
Liou, Jyun-you; Smith, Elliot H.; Bateman, Lisa M.; McKhann, Guy M., II; Goodman, Robert R.; Greger, Bradley; Davis, Tyler S.; Kellis, Spencer S.; House, Paul A.; Schevon, Catherine A.
2017-08-01
Objective. Epileptiform discharges, an electrophysiological hallmark of seizures, can propagate across cortical tissue in a manner similar to traveling waves. Recent work has focused attention on the origination and propagation patterns of these discharges, yielding important clues to their source location and mechanism of travel. However, systematic studies of methods for measuring propagation are lacking. Approach. We analyzed epileptiform discharges in microelectrode array recordings of human seizures. The array records multiunit activity and local field potentials at 400 micron spatial resolution, from a small cortical site free of obstructions. We evaluated several computationally efficient statistical methods for calculating traveling wave velocity, benchmarking them to analyses of associated neuronal burst firing. Main results. Over 90% of discharges met statistical criteria for propagation across the sampled cortical territory. Detection rate, direction and speed estimates derived from a multiunit estimator were compared to four field potential-based estimators: negative peak, maximum descent, high gamma power, and cross-correlation. Interestingly, the methods that were computationally simplest and most efficient (negative peak and maximal descent) offer non-inferior results in predicting neuronal traveling wave velocities compared to the other two, more complex methods. Moreover, the negative peak and maximal descent methods proved to be more robust against reduced spatial sampling challenges. Using least absolute deviation in place of least squares error minimized the impact of outliers, and reduced the discrepancies between local field potential-based and multiunit estimators. Significance. Our findings suggest that ictal epileptiform discharges typically take the form of exceptionally strong, rapidly traveling waves, with propagation detectable across millimeter distances. The sequential activation of neurons in space can be inferred from clinically
Directory of Open Access Journals (Sweden)
Mohammad-Reza Rashidi
2011-06-01
Full Text Available Introduction: 6-Mercaptopurine (6MP is an important chemotherapeutic drug in the conventional treatment of childhood acute lymphoblastic leukemia (ALL. It is catabolized to 6-thiouric acid (6TUA through 8-hydroxo-6-mercaptopurine (8OH6MP or 6-thioxanthine (6TX intermediates. Methods: High-performance liquid chromatography (HPLC is usually used to determine the contents of therapeutic drugs, metabolites and other important biomedical analytes in biological samples. In the present study, the multivariate calibration methods, partial least squares (PLS-1 and principle component regression (PCR have been developed and validated for the simultaneous determination of 6MP and its oxidative metabolites (6TUA, 8OH6MP and 6TX without analyte separation in spiked human plasma. Mixtures of 6MP, 8-8OH6MP, 6TX and 6TUA have been resolved by PLS-1 and PCR to their UV spectra. Results: Recoveries (% obtained for 6MP, 8-8OH6MP, 6TX and 6TUA were 94.5-97.5, 96.6-103.3, 95.1-96.9 and 93.4-95.8, respectively, using PLS-1 and 96.7-101.3, 96.2-98.8, 95.8-103.3 and 94.3-106.1, respectively, using PCR. The NAS (Net analyte signal concept was used to calculate multivariate analytical figures of merit such as limit of detection (LOD, selectivity and sensitivity. The limit of detections for 6MP, 8-8OH6MP, 6TX and 6TUA were calculated to be 0.734, 0.439, 0.797 and 0.482 µmol L-1, respectively, using PLS and 0.724, 0.418, 0783 and 0.535 µmol L-1, respectively, using PCR. HPLC was also applied as a validation method for simultaneous determination of these thiopurines in the synthetic solutions and human plasma. Conclusion: Combination of spectroscopic techniques and chemometric methods (PLS and PCR has provided a simple but powerful method for simultaneous analysis of multicomponent mixtures.
Sigamani, Sivaraj; Perumal, Murugesan; Arumugam, Silambarasan; Preetha Mini Jose, H M; Veeraiyan, Bharathidasan
2015-11-15
Estuaries receive a considerable amount of pollutants from various sources. Presently an attempt has been made to assess whether the aquaculture discharges and dredging activities alter the ecological conditions of Vellar-Coleroon estuarine complex. The European Water Framework Directive (WFD) established a framework for the protection of marine waters. In this commission, a variety of indices were used, among them, AMBI (AZTI Marine Biotic Index) indices along with multivariate statistical approach is unique, to assess the ecological status by using macrobenthic communities. Keeping this in view, stations VE-1 and VE-4 in Vellar; CE-6 and CE-7 in Coleroon estuaries showed moderately disturbed with the AMBI values ranging between 3.45 and 3.72. The above said stations were situated near the shrimp farm discharge point and sites of dredging activities. The present study proves that various statistical and biotic indices have great potential in assessing the nature of the ecosystem undergoing various human pressures. Copyright © 2015 Elsevier Ltd. All rights reserved.
Vetrimurugan Elumalai; K. Brindha; Elango Lakshmanan
2017-01-01
Heavy metals in surface and groundwater were analysed and their sources were identified using multivariate statistical tools for two towns in South Africa. Human exposure risk through the drinking water pathway was also assessed. Electrical conductivity values showed that groundwater is desirable to permissible for drinking except for six locations. Concentration of aluminium, lead and nickel were above the permissible limit for drinking at all locations. Boron, cadmium, iron and manganese ex...
International Nuclear Information System (INIS)
Hirotsu, Yuko; Suzuki, Kunihiko; Takano, Kenichi; Kojima, Mitsuhiro
2000-01-01
It is essential for preventing the recurrence of human error incidents to analyze and evaluate them with the emphasis on human factor. Detailed and structured analyses of all incidents at domestic nuclear power plants (NPPs) reported during last 31 years have been conducted based on J-HPES, in which total 193 human error cases are identified. Results obtained by the analyses have been stored into the J-HPES database. In the previous study, by applying multivariate analysis to above case studies, it was suggested that there were several occurrence patterns identified of how errors occur at NPPs. It was also clarified that the causes related to each human error are different depending on age of their occurrence. This paper described the obtained results in respects of periodical transition of human error occurrence patterns. By applying multivariate analysis to the above data, it was suggested there were two types of error occurrence patterns as to each human error type. First type is common occurrence patterns, not depending on the age, and second type is the one influenced by periodical characteristics. (author)
Multivariate pattern dependence.
Directory of Open Access Journals (Sweden)
Stefano Anzellotti
2017-11-01
Full Text Available When we perform a cognitive task, multiple brain regions are engaged. Understanding how these regions interact is a fundamental step to uncover the neural bases of behavior. Most research on the interactions between brain regions has focused on the univariate responses in the regions. However, fine grained patterns of response encode important information, as shown by multivariate pattern analysis. In the present article, we introduce and apply multivariate pattern dependence (MVPD: a technique to study the statistical dependence between brain regions in humans in terms of the multivariate relations between their patterns of responses. MVPD characterizes the responses in each brain region as trajectories in region-specific multidimensional spaces, and models the multivariate relationship between these trajectories. We applied MVPD to the posterior superior temporal sulcus (pSTS and to the fusiform face area (FFA, using a searchlight approach to reveal interactions between these seed regions and the rest of the brain. Across two different experiments, MVPD identified significant statistical dependence not detected by standard functional connectivity. Additionally, MVPD outperformed univariate connectivity in its ability to explain independent variance in the responses of individual voxels. In the end, MVPD uncovered different connectivity profiles associated with different representational subspaces of FFA: the first principal component of FFA shows differential connectivity with occipital and parietal regions implicated in the processing of low-level properties of faces, while the second and third components show differential connectivity with anterior temporal regions implicated in the processing of invariant representations of face identity.
International Nuclear Information System (INIS)
Theodorakou, Chrysoula; Farquharson, Michael J
2009-01-01
The motivation behind this study is to assess whether angular dispersive x-ray diffraction (ADXRD) data, processed using multivariate analysis techniques, can be used for classifying secondary colorectal liver cancer tissue and normal surrounding liver tissue in human liver biopsy samples. The ADXRD profiles from a total of 60 samples of normal liver tissue and colorectal liver metastases were measured using a synchrotron radiation source. The data were analysed for 56 samples using nonlinear peak-fitting software. Four peaks were fitted to all of the ADXRD profiles, and the amplitude, area, amplitude and area ratios for three of the four peaks were calculated and used for the statistical and multivariate analysis. The statistical analysis showed that there are significant differences between all the peak-fitting parameters and ratios between the normal and the diseased tissue groups. The technique of soft independent modelling of class analogy (SIMCA) was used to classify normal liver tissue and colorectal liver metastases resulting in 67% of the normal tissue samples and 60% of the secondary colorectal liver tissue samples being classified correctly. This study has shown that the ADXRD data of normal and secondary colorectal liver cancer are statistically different and x-ray diffraction data analysed using multivariate analysis have the potential to be used as a method of tissue classification.
International Nuclear Information System (INIS)
Gao Hongchang; Dong Baijun; Liu Xia; Xuan Hanqing; Huang Yiran; Lin Donghai
2008-01-01
Metabonomic profiling using proton nuclear magnetic resonance ( 1 H NMR) spectroscopy and multivariate data analysis of human serum samples was used to characterize metabolic profiles in renal cell carcinoma (RCC). We found distinct, easily detectable differences between (a) RCC patients and healthy humans, (b) RCC patients with metastases and without metastases, and (c) RCC patients before and after nephrectomy. Compared to healthy human serum, RCC serum had higher levels of lipid (mainly very low-density lipoproteins), isoleucine, leucine, lactate, alanine, N-acetylglycoproteins, pyruvate, glycerol, and unsaturated lipid, together with lower levels of acetoacetate, glutamine, phosphatidylcholine/choline, trimethylamine-N-oxide, and glucose. This pattern was somewhat reversed after nephrectomy. Altered metabolite concentrations are most likely the result of the cells switching to glycolysis to maintain energy homeostasis following the loss of ATP caused by impaired TCA cycle in RCC. Serum NMR spectra combined with principal component analysis techniques offer an efficient, convenient way of depicting tumour biochemistry and stratifying tumours under different pathophysiological conditions. It may be able to assist early diagnosis and postoperative surveillance of human malignant diseases using single blood samples
Directory of Open Access Journals (Sweden)
Vetrimurugan Elumalai
2017-04-01
Full Text Available Heavy metals in surface and groundwater were analysed and their sources were identified using multivariate statistical tools for two towns in South Africa. Human exposure risk through the drinking water pathway was also assessed. Electrical conductivity values showed that groundwater is desirable to permissible for drinking except for six locations. Concentration of aluminium, lead and nickel were above the permissible limit for drinking at all locations. Boron, cadmium, iron and manganese exceeded the limit at few locations. Heavy metal pollution index based on ten heavy metals indicated that 85% of the area had good quality water, but 15% was unsuitable. Human exposure dose through the drinking water pathway indicated no risk due to boron, nickel and zinc, moderate risk due to cadmium and lithium and high risk due to silver, copper, manganese and lead. Hazard quotients were high in all sampling locations for humans of all age groups, indicating that groundwater is unsuitable for drinking purposes. Highly polluted areas were located near the coast, close to industrial operations and at a landfill site representing human-induced pollution. Factor analysis identified the four major pollution sources as: (1 industries; (2 mining and related activities; (3 mixed sources- geogenic and anthropogenic and (4 fertilizer application.
Lapolla, Annunziata; Ragazzi, Eugenio; Andretta, Barbara; Fedele, Domenico; Tubaro, Michela; Seraglia, Roberta; Molin, Laura; Traldi, Pietro
2007-06-01
To clarify the possible pathogenetic role of oxidation products originated from the glycation of proteins, human globins from nephropathic patients have been studied by matrix-assisted laser desorption/ionization mass spectrometry (MALDI), revealing not only unglycated and monoglycated globins, but also a series of different species. For the last ones, structural assignments were tentatively done on the basis of observed masses and expectations for the Maillard reaction pattern. Consequently, they must be considered only propositive, and the discussion which will follow must be considered in this view. In our opinion this approach does not seem to compromise the intended diagnostic use of the data because distinctions are valid even if the assignments are uncertain. We studied nine healthy subjects and 19 nephropathic patients and processed the data obtained from the MALDI spectra using a multivariate analysis. Our results showed that multivariate analytical techniques enable differential aspects of the profile of molecular species to be identified in the blood of end stage nephropathic patients. A correct grouping can be achieved by principal component analysis (PCA) and the results suggest that several products involved in carbonyl stress exist in nephropathic patients. These compounds may have a relevant role as specific markers of the pathological state.
Roldan-Valadez, Ernesto; Suarez-May, Marcela A; Favila, Rafael; Aguilar-Castañeda, Erika; Rios, Camilo
2015-07-01
Interest in the lateralization of the human brain is evident through a multidisciplinary number of scientific studies. Understanding volumetric brain asymmetries allows the distinction between normal development stages and behavior, as well as brain diseases. We aimed to evaluate volumetric asymmetries in order to select the best gyri able to classify right- versus left cerebral hemispheres. A cross-sectional study performed in 47 right-handed young-adults healthy volunteers. SPM-based software performed brain segmentation, automatic labeling and volumetric analyses for 54 regions involving the cerebral lobes, basal ganglia and cerebellum from each cerebral hemisphere. Multivariate discriminant analysis (DA) allowed the assembling of a predictive model. DA revealed one discriminant function that significantly differentiated left vs. right cerebral hemispheres: Wilks' λ = 0.008, χ(2) (9) = 238.837, P brain gyri are able to accurately classify left vs. right cerebral hemispheres by using a multivariate approach; the selected regions correspond to key brain areas involved in attention, internal thought, vision and language; our findings favored the concept that lateralization has been evolutionary favored by mental processes increasing cognitive efficiency and brain capacity. © 2015 Wiley Periodicals, Inc.
Bertani, Francesca R; Mozetic, Pamela; Fioramonti, Marco; Iuliani, Michele; Ribelli, Giulia; Pantano, Francesco; Santini, Daniele; Tonini, Giuseppe; Trombetta, Marcella; Businaro, Luca; Selci, Stefano; Rainer, Alberto
2017-08-21
The possibility of detecting and classifying living cells in a label-free and non-invasive manner holds significant theranostic potential. In this work, Hyperspectral Imaging (HSI) has been successfully applied to the analysis of macrophagic polarization, given its central role in several pathological settings, including the regulation of tumour microenvironment. Human monocyte derived macrophages have been investigated using hyperspectral reflectance confocal microscopy, and hyperspectral datasets have been analysed in terms of M1 vs. M2 polarization by Principal Components Analysis (PCA). Following PCA, Linear Discriminant Analysis has been implemented for semi-automatic classification of macrophagic polarization from HSI data. Our results confirm the possibility to perform single-cell-level in vitro classification of M1 vs. M2 macrophages in a non-invasive and label-free manner with a high accuracy (above 98% for cells deriving from the same donor), supporting the idea of applying the technique to the study of complex interacting cellular systems, such in the case of tumour-immunity in vitro models.
Hordge, LaQuana N; McDaniel, Kiara L; Jones, Derick D; Fakayode, Sayo O
2016-05-15
The endocrine disruption property of estrogens necessitates the immediate need for effective monitoring and development of analytical protocols for their analyses in biological and human specimens. This study explores the first combined utility of a steady-state fluorescence spectroscopy and multivariate partial-least-square (PLS) regression analysis for the simultaneous determination of two estrogens (17α-ethinylestradiol (EE) and norgestimate (NOR)) concentrations in bovine serum albumin (BSA) and human serum albumin (HSA) samples. The influence of EE and NOR concentrations and temperature on the emission spectra of EE-HSA EE-BSA, NOR-HSA, and NOR-BSA complexes was also investigated. The binding of EE with HSA and BSA resulted in increase in emission characteristics of HSA and BSA and a significant blue spectra shift. In contrast, the interaction of NOR with HSA and BSA quenched the emission characteristics of HSA and BSA. The observed emission spectral shifts preclude the effective use of traditional univariate regression analysis of fluorescent data for the determination of EE and NOR concentrations in HSA and BSA samples. Multivariate partial-least-squares (PLS) regression analysis was utilized to correlate the changes in emission spectra with EE and NOR concentrations in HSA and BSA samples. The figures-of-merit of the developed PLS regression models were excellent, with limits of detection as low as 1.6×10(-8) M for EE and 2.4×10(-7) M for NOR and good linearity (R(2)>0.994985). The PLS models correctly predicted EE and NOR concentrations in independent validation HSA and BSA samples with a root-mean-square-percent-relative-error (RMS%RE) of less than 6.0% at physiological condition. On the contrary, the use of univariate regression resulted in poor predictions of EE and NOR in HSA and BSA samples, with RMS%RE larger than 40% at physiological conditions. High accuracy, low sensitivity, simplicity, low-cost with no prior analyte extraction or separation
O'Neil, Edward B; Newsome, Rachel N; Li, Iris H N; Thavabalasingam, Sathesan; Ito, Rutsuko; Lee, Andy C H
2015-11-11
Rodent models of anxiety have implicated the ventral hippocampus in approach-avoidance conflict processing. Few studies have, however, examined whether the human hippocampus plays a similar role. We developed a novel decision-making paradigm to examine neural activity when participants made approach/avoidance decisions under conditions of high or absent approach-avoidance conflict. Critically, our task required participants to learn the associated reward/punishment values of previously neutral stimuli and controlled for mnemonic and spatial processing demands, both important issues given approach-avoidance behavior in humans is less tied to predation and foraging compared to rodents. Participants played a points-based game where they first attempted to maximize their score by determining which of a series of previously neutral image pairs should be approached or avoided. During functional magnetic resonance imaging, participants were then presented with novel pairings of these images. These pairings consisted of images of congruent or opposing learned valences, the latter creating conditions of high approach-avoidance conflict. A data-driven partial least squares multivariate analysis revealed two reliable patterns of activity, each revealing differential activity in the anterior hippocampus, the homolog of the rodent ventral hippocampus. The first was associated with greater hippocampal involvement during trials with high as opposed to no approach-avoidance conflict, regardless of approach or avoidance behavior. The second pattern encompassed greater hippocampal activity in a more anterior aspect during approach compared to avoid responses, for conflict and no-conflict conditions. Multivoxel pattern classification analyses yielded converging findings, underlining a role of the anterior hippocampus in approach-avoidance conflict decision making. Approach-avoidance conflict has been linked to anxiety and occurs when a stimulus or situation is associated with reward
Multivariate analysis with LISREL
Jöreskog, Karl G; Y Wallentin, Fan
2016-01-01
This book traces the theory and methodology of multivariate statistical analysis and shows how it can be conducted in practice using the LISREL computer program. It presents not only the typical uses of LISREL, such as confirmatory factor analysis and structural equation models, but also several other multivariate analysis topics, including regression (univariate, multivariate, censored, logistic, and probit), generalized linear models, multilevel analysis, and principal component analysis. It provides numerous examples from several disciplines and discusses and interprets the results, illustrated with sections of output from the LISREL program, in the context of the example. The book is intended for masters and PhD students and researchers in the social, behavioral, economic and many other sciences who require a basic understanding of multivariate statistical theory and methods for their analysis of multivariate data. It can also be used as a textbook on various topics of multivariate statistical analysis.
J Olive, David
2017-01-01
This text presents methods that are robust to the assumption of a multivariate normal distribution or methods that are robust to certain types of outliers. Instead of using exact theory based on the multivariate normal distribution, the simpler and more applicable large sample theory is given. The text develops among the first practical robust regression and robust multivariate location and dispersion estimators backed by theory. The robust techniques are illustrated for methods such as principal component analysis, canonical correlation analysis, and factor analysis. A simple way to bootstrap confidence regions is also provided. Much of the research on robust multivariate analysis in this book is being published for the first time. The text is suitable for a first course in Multivariate Statistical Analysis or a first course in Robust Statistics. This graduate text is also useful for people who are familiar with the traditional multivariate topics, but want to know more about handling data sets with...
Li, Can; Wang, Fei; Zang, Lixuan; Zang, Hengchang; Alcalà, Manel; Nie, Lei; Wang, Mingyu; Li, Lian
2017-03-01
Nowadays, as a powerful process analytical tool, near infrared spectroscopy (NIRS) has been widely applied in process monitoring. In present work, NIRS combined with multivariate analysis was used to monitor the ethanol precipitation process of fraction I + II + III (FI + II + III) supernatant in human albumin (HA) separation to achieve qualitative and quantitative monitoring at the same time and assure the product's quality. First, a qualitative model was established by using principal component analysis (PCA) with 6 of 8 normal batches samples, and evaluated by the remaining 2 normal batches and 3 abnormal batches. The results showed that the first principal component (PC1) score chart could be successfully used for fault detection and diagnosis. Then, two quantitative models were built with 6 of 8 normal batches to determine the content of the total protein (TP) and HA separately by using partial least squares regression (PLS-R) strategy, and the models were validated by 2 remaining normal batches. The determination coefficient of validation (Rp2), root mean square error of cross validation (RMSECV), root mean square error of prediction (RMSEP) and ratio of performance deviation (RPD) were 0.975, 0.501 g/L, 0.465 g/L and 5.57 for TP, and 0.969, 0.530 g/L, 0.341 g/L and 5.47 for HA, respectively. The results showed that the established models could give a rapid and accurate measurement of the content of TP and HA. The results of this study indicated that NIRS is an effective tool and could be successfully used for qualitative and quantitative monitoring the ethanol precipitation process of FI + II + III supernatant simultaneously. This research has significant reference value for assuring the quality and improving the recovery ratio of HA in industrialization scale by using NIRS.
Li, Can; Wang, Fei; Zang, Lixuan; Zang, Hengchang; Alcalà, Manel; Nie, Lei; Wang, Mingyu; Li, Lian
2017-03-15
Nowadays, as a powerful process analytical tool, near infrared spectroscopy (NIRS) has been widely applied in process monitoring. In present work, NIRS combined with multivariate analysis was used to monitor the ethanol precipitation process of fraction I+II+III (FI+II+III) supernatant in human albumin (HA) separation to achieve qualitative and quantitative monitoring at the same time and assure the product's quality. First, a qualitative model was established by using principal component analysis (PCA) with 6 of 8 normal batches samples, and evaluated by the remaining 2 normal batches and 3 abnormal batches. The results showed that the first principal component (PC1) score chart could be successfully used for fault detection and diagnosis. Then, two quantitative models were built with 6 of 8 normal batches to determine the content of the total protein (TP) and HA separately by using partial least squares regression (PLS-R) strategy, and the models were validated by 2 remaining normal batches. The determination coefficient of validation (R p 2 ), root mean square error of cross validation (RMSECV), root mean square error of prediction (RMSEP) and ratio of performance deviation (RPD) were 0.975, 0.501g/L, 0.465g/L and 5.57 for TP, and 0.969, 0.530g/L, 0.341g/L and 5.47 for HA, respectively. The results showed that the established models could give a rapid and accurate measurement of the content of TP and HA. The results of this study indicated that NIRS is an effective tool and could be successfully used for qualitative and quantitative monitoring the ethanol precipitation process of FI+II+III supernatant simultaneously. This research has significant reference value for assuring the quality and improving the recovery ratio of HA in industrialization scale by using NIRS. Copyright © 2016 Elsevier B.V. All rights reserved.
Continuous multivariate exponential extension
International Nuclear Information System (INIS)
Block, H.W.
1975-01-01
The Freund-Weinman multivariate exponential extension is generalized to the case of nonidentically distributed marginal distributions. A fatal shock model is given for the resulting distribution. Results in the bivariate case and the concept of constant multivariate hazard rate lead to a continuous distribution related to the multivariate exponential distribution (MVE) of Marshall and Olkin. This distribution is shown to be a special case of the extended Freund-Weinman distribution. A generalization of the bivariate model of Proschan and Sullo leads to a distribution which contains both the extended Freund-Weinman distribution and the MVE
Methods of Multivariate Analysis
Rencher, Alvin C
2012-01-01
Praise for the Second Edition "This book is a systematic, well-written, well-organized text on multivariate analysis packed with intuition and insight . . . There is much practical wisdom in this book that is hard to find elsewhere."-IIE Transactions Filled with new and timely content, Methods of Multivariate Analysis, Third Edition provides examples and exercises based on more than sixty real data sets from a wide variety of scientific fields. It takes a "methods" approach to the subject, placing an emphasis on how students and practitioners can employ multivariate analysis in real-life sit
DEFF Research Database (Denmark)
Silvennoinen, Annastiina; Teräsvirta, Timo
This article contains a review of multivariate GARCH models. Most common GARCH models are presented and their properties considered. This also includes nonparametric and semiparametric models. Existing specification and misspecification tests are discussed. Finally, there is an empirical example...
Multivariate Time Series Search
National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...
Multivariate Birkhoff interpolation
Lorentz, Rudolph A
1992-01-01
The subject of this book is Lagrange, Hermite and Birkhoff (lacunary Hermite) interpolation by multivariate algebraic polynomials. It unifies and extends a new algorithmic approach to this subject which was introduced and developed by G.G. Lorentz and the author. One particularly interesting feature of this algorithmic approach is that it obviates the necessity of finding a formula for the Vandermonde determinant of a multivariate interpolation in order to determine its regularity (which formulas are practically unknown anyways) by determining the regularity through simple geometric manipulations in the Euclidean space. Although interpolation is a classical problem, it is surprising how little is known about its basic properties in the multivariate case. The book therefore starts by exploring its fundamental properties and its limitations. The main part of the book is devoted to a complete and detailed elaboration of the new technique. A chapter with an extensive selection of finite elements follows as well a...
Applied multivariate statistical analysis
Härdle, Wolfgang Karl
2015-01-01
Focusing on high-dimensional applications, this 4th edition presents the tools and concepts used in multivariate data analysis in a style that is also accessible for non-mathematicians and practitioners. It surveys the basic principles and emphasizes both exploratory and inferential statistics; a new chapter on Variable Selection (Lasso, SCAD and Elastic Net) has also been added. All chapters include practical exercises that highlight applications in different multivariate data analysis fields: in quantitative financial studies, where the joint dynamics of assets are observed; in medicine, where recorded observations of subjects in different locations form the basis for reliable diagnoses and medication; and in quantitative marketing, where consumers’ preferences are collected in order to construct models of consumer behavior. All of these examples involve high to ultra-high dimensions and represent a number of major fields in big data analysis. The fourth edition of this book on Applied Multivariate ...
A MULTIVARIATE WEIBULL DISTRIBUTION
Directory of Open Access Journals (Sweden)
Cheng Lee
2010-07-01
Full Text Available A multivariate survival function of Weibull Distribution is developed by expanding the theorem by Lu and Bhattacharyya. From the survival function, the probability density function, the cumulative probability function, the determinant of the Jacobian Matrix, and the general moment are derived.
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Hansen, Peter Reinhard; Lunde, Asger
We propose a multivariate realised kernel to estimate the ex-post covariation of log-prices. We show this new consistent estimator is guaranteed to be positive semi-definite and is robust to measurement noise of certain types and can also handle non-synchronous trading. It is the first estimator...
DEFF Research Database (Denmark)
Hansen, Michael Adsetts Edberg
Interest in statistical methodology is increasing so rapidly in the astronomical community that accessible introductory material in this area is long overdue. This book fills the gap by providing a presentation of the most useful techniques in multivariate statistics. A wide-ranging annotated set...
Skopina, Maria; Protasov, Vladimir
2016-01-01
This book presents a systematic study of multivariate wavelet frames with matrix dilation, in particular, orthogonal and bi-orthogonal bases, which are a special case of frames. Further, it provides algorithmic methods for the construction of dual and tight wavelet frames with a desirable approximation order, namely compactly supported wavelet frames, which are commonly required by engineers. It particularly focuses on methods of constructing them. Wavelet bases and frames are actively used in numerous applications such as audio and graphic signal processing, compression and transmission of information. They are especially useful in image recovery from incomplete observed data due to the redundancy of frame systems. The construction of multivariate wavelet frames, especially bases, with desirable properties remains a challenging problem as although a general scheme of construction is well known, its practical implementation in the multidimensional setting is difficult. Another important feature of wavelet is ...
Multivariate calculus and geometry
Dineen, Seán
2014-01-01
Multivariate calculus can be understood best by combining geometric insight, intuitive arguments, detailed explanations and mathematical reasoning. This textbook has successfully followed this programme. It additionally provides a solid description of the basic concepts, via familiar examples, which are then tested in technically demanding situations. In this new edition the introductory chapter and two of the chapters on the geometry of surfaces have been revised. Some exercises have been replaced and others provided with expanded solutions. Familiarity with partial derivatives and a course in linear algebra are essential prerequisites for readers of this book. Multivariate Calculus and Geometry is aimed primarily at higher level undergraduates in the mathematical sciences. The inclusion of many practical examples involving problems of several variables will appeal to mathematics, science and engineering students.
Intelligent multivariate process supervision
International Nuclear Information System (INIS)
Visuri, Pertti.
1986-01-01
This thesis addresses the difficulties encountered in managing large amounts of data in supervisory control of complex systems. Some previous alarm and disturbance analysis concepts are reviewed and a method for improving the supervision of complex systems is presented. The method, called multivariate supervision, is based on adding low level intelligence to the process control system. By using several measured variables linked together by means of deductive logic, the system can take into account the overall state of the supervised system. Thus, it can present to the operators fewer messages with higher information content than the conventional control systems which are based on independent processing of each variable. In addition, the multivariate method contains a special information presentation concept for improving the man-machine interface. (author)
Multivariate rational data fitting
Cuyt, Annie; Verdonk, Brigitte
1992-12-01
Sections 1 and 2 discuss the advantages of an object-oriented implementation combined with higher floating-point arithmetic, of the algorithms available for multivariate data fitting using rational functions. Section 1 will in particular explain what we mean by "higher arithmetic". Section 2 will concentrate on the concepts of "object orientation". In sections 3 and 4 we shall describe the generality of the data structure that can be dealt with: due to some new results virtually every data set is acceptable right now, with possible coalescence of coordinates or points. In order to solve the multivariate rational interpolation problem the data sets are fed to different algorithms depending on the structure of the interpolation points in then-variate space.
Transient multivariable sensor evaluation
Energy Technology Data Exchange (ETDEWEB)
Vilim, Richard B.; Heifetz, Alexander
2017-02-21
A method and system for performing transient multivariable sensor evaluation. The method and system includes a computer system for identifying a model form, providing training measurement data, generating a basis vector, monitoring system data from sensor, loading the system data in a non-transient memory, performing an estimation to provide desired data and comparing the system data to the desired data and outputting an alarm for a defective sensor.
Control Multivariable por Desacoplo
Directory of Open Access Journals (Sweden)
Fernando Morilla
2013-01-01
Full Text Available Resumen: La interacción entre variables es una característica inherente de los procesos multivariables, que dificulta su operación y el diseño de sus sistemas de control. Bajo el paradigma de Control por desacoplo se agrupan un conjunto de metodologías, que tradicionalmente han estado orientadas a eliminar o reducir la interacción, y que recientemente algunos investigadores han reorientado con objetivos de solucionar un problema tan complejo como es el control multivariable. Parte del material descrito en este artículo es bien conocido en el campo del control de procesos, pero la mayor parte de él son resultados de varios años de investigación de los autores en los que han primado la generalización del problema, la búsqueda de soluciones de fácil implementación y la combinación de bloques elementales de control PID. Esta conjunción de intereses provoca que no siempre se pueda conseguir un desacoplo perfecto, pero que sí se pueda conseguir una considerable reducción de la interacción en el nivel básico de la pirámide de control, en beneficio de otros sistemas de control que ocupan niveles jerárquicos superiores. El artículo resume todos los aspectos básicos del Control por desacoplo y su aplicación a dos procesos representativos: una planta experimental de cuatro tanques acoplados y un modelo 4×4 de un sistema experimental de calefacción, ventilación y aire acondicionado. Abstract: The interaction between variables is inherent in multivariable processes and this fact may complicate their operation and control system design. Under the paradigm of decoupling control, several methodologies that traditionally have been addressed to cancel or reduce the interactions are gathered. Recently, this approach has been reoriented by several researchers with the aim to solve such a complex problem as the multivariable control. Parts of the material in this work are well known in the process control field; however, most of them are
Introduction to multivariate discrimination
Kégl, Balázs
2013-07-01
Multivariate discrimination or classification is one of the best-studied problem in machine learning, with a plethora of well-tested and well-performing algorithms. There are also several good general textbooks [1-9] on the subject written to an average engineering, computer science, or statistics graduate student; most of them are also accessible for an average physics student with some background on computer science and statistics. Hence, instead of writing a generic introduction, we concentrate here on relating the subject to a practitioner experimental physicist. After a short introduction on the basic setup (Section 1) we delve into the practical issues of complexity regularization, model selection, and hyperparameter optimization (Section 2), since it is this step that makes high-complexity non-parametric fitting so different from low-dimensional parametric fitting. To emphasize that this issue is not restricted to classification, we illustrate the concept on a low-dimensional but non-parametric regression example (Section 2.1). Section 3 describes the common algorithmic-statistical formal framework that unifies the main families of multivariate classification algorithms. We explain here the large-margin principle that partly explains why these algorithms work. Section 4 is devoted to the description of the three main (families of) classification algorithms, neural networks, the support vector machine, and AdaBoost. We do not go into the algorithmic details; the goal is to give an overview on the form of the functions these methods learn and on the objective functions they optimize. Besides their technical description, we also make an attempt to put these algorithm into a socio-historical context. We then briefly describe some rather heterogeneous applications to illustrate the pattern recognition pipeline and to show how widespread the use of these methods is (Section 5). We conclude the chapter with three essentially open research problems that are either
Introduction to multivariate discrimination
International Nuclear Information System (INIS)
Kegl, B.
2013-01-01
Multivariate discrimination or classification is one of the best-studied problem in machine learning, with a plethora of well-tested and well-performing algorithms. There are also several good general textbooks [1-9] on the subject written to an average engineering, computer science, or statistics graduate student; most of them are also accessible for an average physics student with some background on computer science and statistics. Hence, instead of writing a generic introduction, we concentrate here on relating the subject to a practitioner experimental physicist. After a short introduction on the basic setup (Section 1) we delve into the practical issues of complexity regularization, model selection, and hyper-parameter optimization (Section 2), since it is this step that makes high-complexity non-parametric fitting so different from low-dimensional parametric fitting. To emphasize that this issue is not restricted to classification, we illustrate the concept on a low-dimensional but non-parametric regression example (Section 2.1). Section 3 describes the common algorithmic-statistical formal framework that unifies the main families of multivariate classification algorithms. We explain here the large-margin principle that partly explains why these algorithms work. Section 4 is devoted to the description of the three main (families of) classification algorithms, neural networks, the support vector machine, and AdaBoost. We do not go into the algorithmic details; the goal is to give an overview on the form of the functions these methods learn and on the objective functions they optimize. Besides their technical description, we also make an attempt to put these algorithm into a socio-historical context. We then briefly describe some rather heterogeneous applications to illustrate the pattern recognition pipeline and to show how widespread the use of these methods is (Section 5). We conclude the chapter with three essentially open research problems that are either
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Hansen, Peter Reinhard; Lunde, Asger
2011-01-01
We propose a multivariate realised kernel to estimate the ex-post covariation of log-prices. We show this new consistent estimator is guaranteed to be positive semi-definite and is robust to measurement error of certain types and can also handle non-synchronous trading. It is the first estimator...... which has these three properties which are all essential for empirical work in this area. We derive the large sample asymptotics of this estimator and assess its accuracy using a Monte Carlo study. We implement the estimator on some US equity data, comparing our results to previous work which has used...
Multivariable calculus with applications
Lax, Peter D
2017-01-01
This text in multivariable calculus fosters comprehension through meaningful explanations. Written with students in mathematics, the physical sciences, and engineering in mind, it extends concepts from single variable calculus such as derivative, integral, and important theorems to partial derivatives, multiple integrals, Stokes’ and divergence theorems. Students with a background in single variable calculus are guided through a variety of problem solving techniques and practice problems. Examples from the physical sciences are utilized to highlight the essential relationship between calculus and modern science. The symbiotic relationship between science and mathematics is shown by deriving and discussing several conservation laws, and vector calculus is utilized to describe a number of physical theories via partial differential equations. Students will learn that mathematics is the language that enables scientific ideas to be precisely formulated and that science is a source for the development of mathemat...
Multivariate Statistical Process Control
DEFF Research Database (Denmark)
Kulahci, Murat
2013-01-01
As sensor and computer technology continues to improve, it becomes a normal occurrence that we confront with high dimensional data sets. As in many areas of industrial statistics, this brings forth various challenges in statistical process control (SPC) and monitoring for which the aim...... is to identify “out-of-control” state of a process using control charts in order to reduce the excessive variation caused by so-called assignable causes. In practice, the most common method of monitoring multivariate data is through a statistic akin to the Hotelling’s T2. For high dimensional data with excessive...... amount of cross correlation, practitioners are often recommended to use latent structures methods such as Principal Component Analysis to summarize the data in only a few linear combinations of the original variables that capture most of the variation in the data. Applications of these control charts...
Multivariate statistical methods a primer
Manly, Bryan FJ
2004-01-01
THE MATERIAL OF MULTIVARIATE ANALYSISExamples of Multivariate DataPreview of Multivariate MethodsThe Multivariate Normal DistributionComputer ProgramsGraphical MethodsChapter SummaryReferencesMATRIX ALGEBRAThe Need for Matrix AlgebraMatrices and VectorsOperations on MatricesMatrix InversionQuadratic FormsEigenvalues and EigenvectorsVectors of Means and Covariance MatricesFurther Reading Chapter SummaryReferencesDISPLAYING MULTIVARIATE DATAThe Problem of Displaying Many Variables in Two DimensionsPlotting index VariablesThe Draftsman's PlotThe Representation of Individual Data P:ointsProfiles o
Multivariate statistics exercises and solutions
Härdle, Wolfgang Karl
2015-01-01
The authors present tools and concepts of multivariate data analysis by means of exercises and their solutions. The first part is devoted to graphical techniques. The second part deals with multivariate random variables and presents the derivation of estimators and tests for various practical situations. The last part introduces a wide variety of exercises in applied multivariate data analysis. The book demonstrates the application of simple calculus and basic multivariate methods in real life situations. It contains altogether more than 250 solved exercises which can assist a university teacher in setting up a modern multivariate analysis course. All computer-based exercises are available in the R language. All R codes and data sets may be downloaded via the quantlet download center www.quantlet.org or via the Springer webpage. For interactive display of low-dimensional projections of a multivariate data set, we recommend GGobi.
Multivariate analysis: models and method
International Nuclear Information System (INIS)
Sanz Perucha, J.
1990-01-01
Data treatment techniques are increasingly used since computer methods result of wider access. Multivariate analysis consists of a group of statistic methods that are applied to study objects or samples characterized by multiple values. A final goal is decision making. The paper describes the models and methods of multivariate analysis
Model Checking Multivariate State Rewards
DEFF Research Database (Denmark)
Nielsen, Bo Friis; Nielson, Flemming; Nielson, Hanne Riis
2010-01-01
We consider continuous stochastic logics with state rewards that are interpreted over continuous time Markov chains. We show how results from multivariate phase type distributions can be used to obtain higher-order moments for multivariate state rewards (including covariance). We also generalise...
Multivariate analysis methods in physics
International Nuclear Information System (INIS)
Wolter, M.
2007-01-01
A review of multivariate methods based on statistical training is given. Several multivariate methods useful in high-energy physics analysis are discussed. Selected examples from current research in particle physics are discussed, both from the on-line trigger selection and from the off-line analysis. Also statistical training methods are presented and some new application are suggested [ru
Multivariate covariance generalized linear models
DEFF Research Database (Denmark)
Bonat, W. H.; Jørgensen, Bent
2016-01-01
are fitted by using an efficient Newton scoring algorithm based on quasi-likelihood and Pearson estimating functions, using only second-moment assumptions. This provides a unified approach to a wide variety of types of response variables and covariance structures, including multivariate extensions......We propose a general framework for non-normal multivariate data analysis called multivariate covariance generalized linear models, designed to handle multivariate response variables, along with a wide range of temporal and spatial correlation structures defined in terms of a covariance link...... function combined with a matrix linear predictor involving known matrices. The method is motivated by three data examples that are not easily handled by existing methods. The first example concerns multivariate count data, the second involves response variables of mixed types, combined with repeated...
International Nuclear Information System (INIS)
Yaromina, Ala; Zips, Daniel; Thames, Howard D.; Eicheler, Wolfgang; Krause, Mechthild; Rosner, Andrea; Haase, Michael; Petersen, Cordula; Raleigh, James A.; Quennet, Verena; Walenta, Stefan; Mueller-Klieser, Wolfgang; Baumann, Michael
2006-01-01
Objective: To investigate the influence on local control after fractionated radiotherapy of hypoxia measured in unirradiated tumours using the hypoxic marker Pimonidazole, using multivariate approaches. Material and methods: Five human squamous cell carcinoma lines (FaDu, UT-SCC-15, UT-SCC-14, XF354, and UT-SCC-5) were transplanted subcutaneously into the right hind-leg of NMRI nude mice. Histological material was collected from 60 unirradiated tumours after injection of Pimonidazole. The relative hypoxic area within the viable tumour area (Pimonidazole hypoxic fraction, pHF) was determined in seven serial 10 μm cross-sections per tumour by fluorescence microscopy and computerized image analysis. Local tumour control was evaluated in a total of 399 irradiated tumours at 120 days after 30 fractions given within 6 weeks with total doses between 30 and 115 Gy. Results: Tumour lines showed pronounced heterogeneity in both pHF and TCD 5 . Mean pHF values varied between 5% and 37%, TCD 5 values between 47 and 130 Gy. A Cox Proportional Hazards model of time to recurrence with two covariates, dose and pHF, yielded significant contributions of both parameters on local control (p < 0.005) but violated the proportional hazards assumption, suggesting that other factors also influence tumour control. Introduction of histological grade as an example of a confounding factor into the model improved the fit significantly. Local control rates decreased with increasing pHF and this effect was more pronounced at higher doses. Conclusions: This study confirms that tumour hypoxia measured using Pimonidazole in untreated tumours is a significant determinant of local control after fractionated irradiation. The data support the use of multivariate approaches for the evaluation of a single prognostic biomarker such as Pimonidazole, and more generally, suggest that they are required to establish accurate prognostic factors for tumour response
Gallego, José Luis R; Ortiz, José E; Sierra, Carlos; Torres, Trinidad; Llamas, J F
2013-06-01
Trace element concentrations in the Roñanzas peat bog record reveal a contribution of natural processes but the influence of anthropogenic factors predominates in the last two millenniums, particularly aerosol deposition linked to mining and industrial activities in northern Spain. We observed that the Roñanzas record can be considered a preserved environment, suitable to search for local (major elements. Our study design represents a novel approach to assign natural vs. human contributions in peatlands. Therefore, synergies obtained by the simultaneous study of multivariate statistics and enrichment factors allow robust conclusions about paleoenvironmental evolution and human activities. Anthropogenic influence has also been reported in similar records in other parts of Europe, thereby suggesting large-scale sources for atmospheric pollution. However, here we revealed remarkable particularities, such as the association of Cd, Zn and Pb, mainly linked to regional and local factors (mining and more recently the metallurgical industry), whereas we propose that the occurrence of Hg is associated with a combination of regional factors and global atmospheric pollution. Copyright © 2013 Elsevier B.V. All rights reserved.
A primer of multivariate statistics
Harris, Richard J
2014-01-01
Drawing upon more than 30 years of experience in working with statistics, Dr. Richard J. Harris has updated A Primer of Multivariate Statistics to provide a model of balance between how-to and why. This classic text covers multivariate techniques with a taste of latent variable approaches. Throughout the book there is a focus on the importance of describing and testing one's interpretations of the emergent variables that are produced by multivariate analysis. This edition retains its conversational writing style while focusing on classical techniques. The book gives the reader a feel for why
Micro-Raman Imaging for Biology with Multivariate Spectral Analysis
Malvaso, Federica
2015-01-01
. The aim of the following thesis work is to analyze Raman maps related to three pairs of different cells, highlighting differences and similarities through multivariate algorithms. The first pair of analyzed cells are human embryonic stem cells (h
Multivariate and semiparametric kernel regression
Härdle, Wolfgang; Müller, Marlene
1997-01-01
The paper gives an introduction to theory and application of multivariate and semiparametric kernel smoothing. Multivariate nonparametric density estimation is an often used pilot tool for examining the structure of data. Regression smoothing helps in investigating the association between covariates and responses. We concentrate on kernel smoothing using local polynomial fitting which includes the Nadaraya-Watson estimator. Some theory on the asymptotic behavior and bandwidth selection is pro...
Multivariate Statistical Process Control Charts: An Overview
Bersimis, Sotiris; Psarakis, Stelios; Panaretos, John
2006-01-01
In this paper we discuss the basic procedures for the implementation of multivariate statistical process control via control charting. Furthermore, we review multivariate extensions for all kinds of univariate control charts, such as multivariate Shewhart-type control charts, multivariate CUSUM control charts and multivariate EWMA control charts. In addition, we review unique procedures for the construction of multivariate control charts, based on multivariate statistical techniques such as p...
Multivariate Generalized Multiscale Entropy Analysis
Directory of Open Access Journals (Sweden)
Anne Humeau-Heurtier
2016-11-01
Full Text Available Multiscale entropy (MSE was introduced in the 2000s to quantify systems’ complexity. MSE relies on (i a coarse-graining procedure to derive a set of time series representing the system dynamics on different time scales; (ii the computation of the sample entropy for each coarse-grained time series. A refined composite MSE (rcMSE—based on the same steps as MSE—also exists. Compared to MSE, rcMSE increases the accuracy of entropy estimation and reduces the probability of inducing undefined entropy for short time series. The multivariate versions of MSE (MMSE and rcMSE (MrcMSE have also been introduced. In the coarse-graining step used in MSE, rcMSE, MMSE, and MrcMSE, the mean value is used to derive representations of the original data at different resolutions. A generalization of MSE was recently published, using the computation of different moments in the coarse-graining procedure. However, so far, this generalization only exists for univariate signals. We therefore herein propose an extension of this generalized MSE to multivariate data. The multivariate generalized algorithms of MMSE and MrcMSE presented herein (MGMSE and MGrcMSE, respectively are first analyzed through the processing of synthetic signals. We reveal that MGrcMSE shows better performance than MGMSE for short multivariate data. We then study the performance of MGrcMSE on two sets of short multivariate electroencephalograms (EEG available in the public domain. We report that MGrcMSE may show better performance than MrcMSE in distinguishing different types of multivariate EEG data. MGrcMSE could therefore supplement MMSE or MrcMSE in the processing of multivariate datasets.
Applied multivariate statistics with R
Zelterman, Daniel
2015-01-01
This book brings the power of multivariate statistics to graduate-level practitioners, making these analytical methods accessible without lengthy mathematical derivations. Using the open source, shareware program R, Professor Zelterman demonstrates the process and outcomes for a wide array of multivariate statistical applications. Chapters cover graphical displays, linear algebra, univariate, bivariate and multivariate normal distributions, factor methods, linear regression, discrimination and classification, clustering, time series models, and additional methods. Zelterman uses practical examples from diverse disciplines to welcome readers from a variety of academic specialties. Those with backgrounds in statistics will learn new methods while they review more familiar topics. Chapters include exercises, real data sets, and R implementations. The data are interesting, real-world topics, particularly from health and biology-related contexts. As an example of the approach, the text examines a sample from the B...
Multivariate stochastic simulation with subjective multivariate normal distributions
P. J. Ince; J. Buongiorno
1991-01-01
In many applications of Monte Carlo simulation in forestry or forest products, it may be known that some variables are correlated. However, for simplicity, in most simulations it has been assumed that random variables are independently distributed. This report describes an alternative Monte Carlo simulation technique for subjectively assesed multivariate normal...
Multivariate Matrix-Exponential Distributions
DEFF Research Database (Denmark)
Bladt, Mogens; Nielsen, Bo Friis
2010-01-01
be written as linear combinations of the elements in the exponential of a matrix. For this reason we shall refer to multivariate distributions with rational Laplace transform as multivariate matrix-exponential distributions (MVME). The marginal distributions of an MVME are univariate matrix......-exponential distributions. We prove a characterization that states that a distribution is an MVME distribution if and only if all non-negative, non-null linear combinations of the coordinates have a univariate matrix-exponential distribution. This theorem is analog to a well-known characterization theorem...
The Multivariate Gaussian Probability Distribution
DEFF Research Database (Denmark)
Ahrendt, Peter
2005-01-01
This technical report intends to gather information about the multivariate gaussian distribution, that was previously not (at least to my knowledge) to be found in one place and written as a reference manual. Additionally, some useful tips and tricks are collected that may be useful in practical ...
A "Model" Multivariable Calculus Course.
Beckmann, Charlene E.; Schlicker, Steven J.
1999-01-01
Describes a rich, investigative approach to multivariable calculus. Introduces a project in which students construct physical models of surfaces that represent real-life applications of their choice. The models, along with student-selected datasets, serve as vehicles to study most of the concepts of the course from both continuous and discrete…
Multivariate sensitivity to voice during auditory categorization.
Lee, Yune Sang; Peelle, Jonathan E; Kraemer, David; Lloyd, Samuel; Granger, Richard
2015-09-01
Past neuroimaging studies have documented discrete regions of human temporal cortex that are more strongly activated by conspecific voice sounds than by nonvoice sounds. However, the mechanisms underlying this voice sensitivity remain unclear. In the present functional MRI study, we took a novel approach to examining voice sensitivity, in which we applied a signal detection paradigm to the assessment of multivariate pattern classification among several living and nonliving categories of auditory stimuli. Within this framework, voice sensitivity can be interpreted as a distinct neural representation of brain activity that correctly distinguishes human vocalizations from other auditory object categories. Across a series of auditory categorization tests, we found that bilateral superior and middle temporal cortex consistently exhibited robust sensitivity to human vocal sounds. Although the strongest categorization was in distinguishing human voice from other categories, subsets of these regions were also able to distinguish reliably between nonhuman categories, suggesting a general role in auditory object categorization. Our findings complement the current evidence of cortical sensitivity to human vocal sounds by revealing that the greatest sensitivity during categorization tasks is devoted to distinguishing voice from nonvoice categories within human temporal cortex. Copyright © 2015 the American Physiological Society.
Likelihood estimators for multivariate extremes
Huser, Raphaë l; Davison, Anthony C.; Genton, Marc G.
2015-01-01
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.
Sparse Linear Identifiable Multivariate Modeling
DEFF Research Database (Denmark)
Henao, Ricardo; Winther, Ole
2011-01-01
and bench-marked on artificial and real biological data sets. SLIM is closest in spirit to LiNGAM (Shimizu et al., 2006), but differs substantially in inference, Bayesian network structure learning and model comparison. Experimentally, SLIM performs equally well or better than LiNGAM with comparable......In this paper we consider sparse and identifiable linear latent variable (factor) and linear Bayesian network models for parsimonious analysis of multivariate data. We propose a computationally efficient method for joint parameter and model inference, and model comparison. It consists of a fully...
Improved multivariate polynomial factoring algorithm
International Nuclear Information System (INIS)
Wang, P.S.
1978-01-01
A new algorithm for factoring multivariate polynomials over the integers based on an algorithm by Wang and Rothschild is described. The new algorithm has improved strategies for dealing with the known problems of the original algorithm, namely, the leading coefficient problem, the bad-zero problem and the occurrence of extraneous factors. It has an algorithm for correctly predetermining leading coefficients of the factors. A new and efficient p-adic algorithm named EEZ is described. Bascially it is a linearly convergent variable-by-variable parallel construction. The improved algorithm is generally faster and requires less store then the original algorithm. Machine examples with comparative timing are included
Likelihood estimators for multivariate extremes
Huser, Raphaël
2015-11-17
The main approach to inference for multivariate extremes consists in approximating the joint upper tail of the observations by a parametric family arising in the limit for extreme events. The latter may be expressed in terms of componentwise maxima, high threshold exceedances or point processes, yielding different but related asymptotic characterizations and estimators. The present paper clarifies the connections between the main likelihood estimators, and assesses their practical performance. We investigate their ability to estimate the extremal dependence structure and to predict future extremes, using exact calculations and simulation, in the case of the logistic model.
Simulation of multivariate diffusion bridges
DEFF Research Database (Denmark)
Bladt, Mogens; Finch, Samuel; Sørensen, Michael
We propose simple methods for multivariate diffusion bridge simulation, which plays a fundamental role in simulation-based likelihood and Bayesian inference for stochastic differential equations. By a novel application of classical coupling methods, the new approach generalizes a previously...... proposed simulation method for one-dimensional bridges to the mulit-variate setting. First a method of simulating approzimate, but often very accurate, diffusion bridges is proposed. These approximate bridges are used as proposal for easily implementable MCMC algorithms that produce exact diffusion bridges...
Essentials of multivariate data analysis
Spencer, Neil H
2013-01-01
""… this text provides an overview at an introductory level of several methods in multivariate data analysis. It contains in-depth examples from one data set woven throughout the text, and a free [Excel] Add-In to perform the analyses in Excel, with step-by-step instructions provided for each technique. … could be used as a text (possibly supplemental) for courses in other fields where researchers wish to apply these methods without delving too deeply into the underlying statistics.""-The American Statistician, February 2015
Multivariate process monitoring of EAFs
Energy Technology Data Exchange (ETDEWEB)
Sandberg, E.; Lennox, B.; Marjanovic, O.; Smith, K.
2005-06-01
Improved knowledge of the effect of scrap grades on the electric steelmaking process and optimised scrap loading practices increase the potential for process automation. As part of an ongoing programme, process data from four Scandinavian EAFs have been analysed, using the multivariate process monitoring approach, to develop predictive models for end point conditions such as chemical composition, yield and energy consumption. The models developed generally predict final Cr, Ni and Mo and tramp element contents well, but electrical energy consumption, yield and content of oxidisable and impurity elements (C, Si, Mn, P, S) are at present more difficult to predict. Potential scrap management applications of the prediction models are also presented. (author)
Aspects of multivariate statistical theory
Muirhead, Robb J
2009-01-01
The Wiley-Interscience Paperback Series consists of selected books that have been made more accessible to consumers in an effort to increase global appeal and general circulation. With these new unabridged softcover volumes, Wiley hopes to extend the lives of these works by making them available to future generations of statisticians, mathematicians, and scientists. "". . . the wealth of material on statistics concerning the multivariate normal distribution is quite exceptional. As such it is a very useful source of information for the general statistician and a must for anyone wanting to pen
Multivariate methods for particle identification
Visan, Cosmin
2013-01-01
The purpose of this project was to evaluate several MultiVariate methods in order to determine which one, if any, offers better results in Particle Identification (PID) than a simple n$\\sigma$ cut on the response of the ALICE PID detectors. The particles considered in the analysis were Pions, Kaons and Protons and the detectors used were TPC and TOF. When used with the same input n$\\sigma$ variables, the results show similar perfoance between the Rectangular Cuts Optimization method and the simple n$\\sigma$ cuts. The method MLP and BDT show poor results for certain ranges of momentum. The KNN method is the best performing, showing similar results for Pions and Protons as the Cuts method, and better results for Kaons. The extension of the methods to include additional input variables leads to poor results, related to instabilities still to be investigated.
Acoustic multivariate condition monitoring - AMCM
Energy Technology Data Exchange (ETDEWEB)
Rosenhave, P E [Vestfold College, Maritime Dept., Toensberg (Norway)
1998-12-31
In Norway, Vestfold College, Maritime Department presents new opportunities for non-invasive, on- or off-line acoustic monitoring of rotating machinery such as off-shore pumps and diesel engines. New developments within acoustic sensor technology coupled with chemometric data analysis of complex signals now allow condition monitoring of hitherto unavailable flexibility and diagnostic specificity. Chemometrics paired with existing knowledge yields a new and powerful tool for condition monitoring. By the use of multivariate techniques and acoustics it is possible to quantify wear and tear as well as predict the performance of working components in complex machinery. This presentation describes the AMCM method and one result of a feasibility study conducted onboard the LPG/C `Norgas Mariner` owned by Norwegian Gas Carriers as (NGC), Oslo. (orig.) 6 refs.
Acoustic multivariate condition monitoring - AMCM
Energy Technology Data Exchange (ETDEWEB)
Rosenhave, P.E. [Vestfold College, Maritime Dept., Toensberg (Norway)
1997-12-31
In Norway, Vestfold College, Maritime Department presents new opportunities for non-invasive, on- or off-line acoustic monitoring of rotating machinery such as off-shore pumps and diesel engines. New developments within acoustic sensor technology coupled with chemometric data analysis of complex signals now allow condition monitoring of hitherto unavailable flexibility and diagnostic specificity. Chemometrics paired with existing knowledge yields a new and powerful tool for condition monitoring. By the use of multivariate techniques and acoustics it is possible to quantify wear and tear as well as predict the performance of working components in complex machinery. This presentation describes the AMCM method and one result of a feasibility study conducted onboard the LPG/C `Norgas Mariner` owned by Norwegian Gas Carriers as (NGC), Oslo. (orig.) 6 refs.
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Stelzer, Robert
Univariate superpositions of Ornstein-Uhlenbeck (OU) type processes, called supOU processes, provide a class of continuous time processes capable of exhibiting long memory behaviour. This paper introduces multivariate supOU processes and gives conditions for their existence and finiteness...... of moments. Moreover, the second order moment structure is explicitly calculated, and examples exhibit the possibility of long range dependence. Our supOU processes are defined via homogeneous and factorisable Lévy bases. We show that the behaviour of supOU processes is particularly nice when the mean...... reversion parameter is restricted to normal matrices and especially to strictly negative definite ones.For finite variation Lévy bases we are able to give conditions for supOU processes to have locally bounded càdlàg paths of finite variation and to show an analogue of the stochastic differential equation...
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole Eiler; Stelzer, Robert
2011-01-01
Univariate superpositions of Ornstein–Uhlenbeck-type processes (OU), called supOU processes, provide a class of continuous time processes capable of exhibiting long memory behavior. This paper introduces multivariate supOU processes and gives conditions for their existence and finiteness of moments....... Moreover, the second-order moment structure is explicitly calculated, and examples exhibit the possibility of long-range dependence. Our supOU processes are defined via homogeneous and factorizable Lévy bases. We show that the behavior of supOU processes is particularly nice when the mean reversion...... parameter is restricted to normal matrices and especially to strictly negative definite ones. For finite variation Lévy bases we are able to give conditions for supOU processes to have locally bounded càdlàg paths of finite variation and to show an analogue of the stochastic differential equation of OU...
An Exact Confidence Region in Multivariate Calibration
Mathew, Thomas; Kasala, Subramanyam
1994-01-01
In the multivariate calibration problem using a multivariate linear model, an exact confidence region is constructed. It is shown that the region is always nonempty and is invariant under nonsingular transformations.
A kernel version of multivariate alteration detection
DEFF Research Database (Denmark)
Nielsen, Allan Aasbjerg; Vestergaard, Jacob Schack
2013-01-01
Based on the established methods kernel canonical correlation analysis and multivariate alteration detection we introduce a kernel version of multivariate alteration detection. A case study with SPOT HRV data shows that the kMAD variates focus on extreme change observations.......Based on the established methods kernel canonical correlation analysis and multivariate alteration detection we introduce a kernel version of multivariate alteration detection. A case study with SPOT HRV data shows that the kMAD variates focus on extreme change observations....
Multivariate strategies in functional magnetic resonance imaging
DEFF Research Database (Denmark)
Hansen, Lars Kai
2007-01-01
We discuss aspects of multivariate fMRI modeling, including the statistical evaluation of multivariate models and means for dimensional reduction. In a case study we analyze linear and non-linear dimensional reduction tools in the context of a `mind reading' predictive multivariate fMRI model....
Metal concentration at surface water using multivariate analysis and ...
African Journals Online (AJOL)
Metal concentration at surface water using multivariate analysis and human health risk assessment. F Azaman, H Juahir, K Yunus, A Azid, S.I. Khalit, A.D. Mustafa, M.A. Amran, C.N.C. Hasnam, M.Z.A.Z. Abidin, M.A.M. Yusri ...
Multivariate pluvial flood damage models
International Nuclear Information System (INIS)
Van Ootegem, Luc; Verhofstadt, Elsy; Van Herck, Kristine; Creten, Tom
2015-01-01
Depth–damage-functions, relating the monetary flood damage to the depth of the inundation, are commonly used in the case of fluvial floods (floods caused by a river overflowing). We construct four multivariate damage models for pluvial floods (caused by extreme rainfall) by differentiating on the one hand between ground floor floods and basement floods and on the other hand between damage to residential buildings and damage to housing contents. We do not only take into account the effect of flood-depth on damage, but also incorporate the effects of non-hazard indicators (building characteristics, behavioural indicators and socio-economic variables). By using a Tobit-estimation technique on identified victims of pluvial floods in Flanders (Belgium), we take into account the effect of cases of reported zero damage. Our results show that the flood depth is an important predictor of damage, but with a diverging impact between ground floor floods and basement floods. Also non-hazard indicators are important. For example being aware of the risk just before the water enters the building reduces content damage considerably, underlining the importance of warning systems and policy in this case of pluvial floods. - Highlights: • Prediction of damage of pluvial floods using also non-hazard information • We include ‘no damage cases’ using a Tobit model. • The damage of flood depth is stronger for ground floor than for basement floods. • Non-hazard indicators are especially important for content damage. • Potential gain of policies that increase awareness of flood risks
Multivariate pluvial flood damage models
Energy Technology Data Exchange (ETDEWEB)
Van Ootegem, Luc [HIVA — University of Louvain (Belgium); SHERPPA — Ghent University (Belgium); Verhofstadt, Elsy [SHERPPA — Ghent University (Belgium); Van Herck, Kristine; Creten, Tom [HIVA — University of Louvain (Belgium)
2015-09-15
Depth–damage-functions, relating the monetary flood damage to the depth of the inundation, are commonly used in the case of fluvial floods (floods caused by a river overflowing). We construct four multivariate damage models for pluvial floods (caused by extreme rainfall) by differentiating on the one hand between ground floor floods and basement floods and on the other hand between damage to residential buildings and damage to housing contents. We do not only take into account the effect of flood-depth on damage, but also incorporate the effects of non-hazard indicators (building characteristics, behavioural indicators and socio-economic variables). By using a Tobit-estimation technique on identified victims of pluvial floods in Flanders (Belgium), we take into account the effect of cases of reported zero damage. Our results show that the flood depth is an important predictor of damage, but with a diverging impact between ground floor floods and basement floods. Also non-hazard indicators are important. For example being aware of the risk just before the water enters the building reduces content damage considerably, underlining the importance of warning systems and policy in this case of pluvial floods. - Highlights: • Prediction of damage of pluvial floods using also non-hazard information • We include ‘no damage cases’ using a Tobit model. • The damage of flood depth is stronger for ground floor than for basement floods. • Non-hazard indicators are especially important for content damage. • Potential gain of policies that increase awareness of flood risks.
Multivariate refined composite multiscale entropy analysis
International Nuclear Information System (INIS)
Humeau-Heurtier, Anne
2016-01-01
Multiscale entropy (MSE) has become a prevailing method to quantify signals complexity. MSE relies on sample entropy. However, MSE may yield imprecise complexity estimation at large scales, because sample entropy does not give precise estimation of entropy when short signals are processed. A refined composite multiscale entropy (RCMSE) has therefore recently been proposed. Nevertheless, RCMSE is for univariate signals only. The simultaneous analysis of multi-channel (multivariate) data often over-performs studies based on univariate signals. We therefore introduce an extension of RCMSE to multivariate data. Applications of multivariate RCMSE to simulated processes reveal its better performances over the standard multivariate MSE. - Highlights: • Multiscale entropy quantifies data complexity but may be inaccurate at large scale. • A refined composite multiscale entropy (RCMSE) has therefore recently been proposed. • Nevertheless, RCMSE is adapted to univariate time series only. • We herein introduce an extension of RCMSE to multivariate data. • It shows better performances than the standard multivariate multiscale entropy.
Multivariate Regression Analysis and Slaughter Livestock,
AGRICULTURE, *ECONOMICS), (*MEAT, PRODUCTION), MULTIVARIATE ANALYSIS, REGRESSION ANALYSIS , ANIMALS, WEIGHT, COSTS, PREDICTIONS, STABILITY, MATHEMATICAL MODELS, STORAGE, BEEF, PORK, FOOD, STATISTICAL DATA, ACCURACY
Multivariate Heteroscedasticity Models for Functional Brain Connectivity
Directory of Open Access Journals (Sweden)
Christof Seiler
2017-12-01
Full Text Available Functional brain connectivity is the co-occurrence of brain activity in different areas during resting and while doing tasks. The data of interest are multivariate timeseries measured simultaneously across brain parcels using resting-state fMRI (rfMRI. We analyze functional connectivity using two heteroscedasticity models. Our first model is low-dimensional and scales linearly in the number of brain parcels. Our second model scales quadratically. We apply both models to data from the Human Connectome Project (HCP comparing connectivity between short and conventional sleepers. We find stronger functional connectivity in short than conventional sleepers in brain areas consistent with previous findings. This might be due to subjects falling asleep in the scanner. Consequently, we recommend the inclusion of average sleep duration as a covariate to remove unwanted variation in rfMRI studies. A power analysis using the HCP data shows that a sample size of 40 detects 50% of the connectivity at a false discovery rate of 20%. We provide implementations using R and the probabilistic programming language Stan.
Multivariate Marshall and Olkin Exponential Minification Process ...
African Journals Online (AJOL)
A stationary bivariate minification process with bivariate Marshall-Olkin exponential distribution that was earlier studied by Miroslav et al [15]is in this paper extended to multivariate minification process with multivariate Marshall and Olkin exponential distribution as its stationary marginal distribution. The innovation and the ...
Multivariate multiscale entropy of financial markets
Lu, Yunfan; Wang, Jun
2017-11-01
In current process of quantifying the dynamical properties of the complex phenomena in financial market system, the multivariate financial time series are widely concerned. In this work, considering the shortcomings and limitations of univariate multiscale entropy in analyzing the multivariate time series, the multivariate multiscale sample entropy (MMSE), which can evaluate the complexity in multiple data channels over different timescales, is applied to quantify the complexity of financial markets. Its effectiveness and advantages have been detected with numerical simulations with two well-known synthetic noise signals. For the first time, the complexity of four generated trivariate return series for each stock trading hour in China stock markets is quantified thanks to the interdisciplinary application of this method. We find that the complexity of trivariate return series in each hour show a significant decreasing trend with the stock trading time progressing. Further, the shuffled multivariate return series and the absolute multivariate return series are also analyzed. As another new attempt, quantifying the complexity of global stock markets (Asia, Europe and America) is carried out by analyzing the multivariate returns from them. Finally we utilize the multivariate multiscale entropy to assess the relative complexity of normalized multivariate return volatility series with different degrees.
Emulating facial biomechanics using multivariate partial least squares surrogate models
Martens, Harald; Wu, Tim; Hunter, Peter; Mithraratne, Kumar
2014-01-01
This is the author’s final, accepted and refereed manuscript to the article. Locked until 2015-05-06 A detailed biomechanical model of the human face driven by a network of muscles is a useful tool in relating the muscle activities to facial deformations. However, lengthy computational times often hinder its applications in practical settings. The objective of this study is to replace precise but computationally demanding biomechanical model by a much faster multivariate meta-mode...
Multivariate meta-analysis: Potential and promise
Jackson, Dan; Riley, Richard; White, Ian R
2011-01-01
The multivariate random effects model is a generalization of the standard univariate model. Multivariate meta-analysis is becoming more commonly used and the techniques and related computer software, although continually under development, are now in place. In order to raise awareness of the multivariate methods, and discuss their advantages and disadvantages, we organized a one day ‘Multivariate meta-analysis’ event at the Royal Statistical Society. In addition to disseminating the most recent developments, we also received an abundance of comments, concerns, insights, critiques and encouragement. This article provides a balanced account of the day's discourse. By giving others the opportunity to respond to our assessment, we hope to ensure that the various view points and opinions are aired before multivariate meta-analysis simply becomes another widely used de facto method without any proper consideration of it by the medical statistics community. We describe the areas of application that multivariate meta-analysis has found, the methods available, the difficulties typically encountered and the arguments for and against the multivariate methods, using four representative but contrasting examples. We conclude that the multivariate methods can be useful, and in particular can provide estimates with better statistical properties, but also that these benefits come at the price of making more assumptions which do not result in better inference in every case. Although there is evidence that multivariate meta-analysis has considerable potential, it must be even more carefully applied than its univariate counterpart in practice. Copyright © 2011 John Wiley & Sons, Ltd. PMID:21268052
Multivariate statistical methods a first course
Marcoulides, George A
2014-01-01
Multivariate statistics refer to an assortment of statistical methods that have been developed to handle situations in which multiple variables or measures are involved. Any analysis of more than two variables or measures can loosely be considered a multivariate statistical analysis. An introductory text for students learning multivariate statistical methods for the first time, this book keeps mathematical details to a minimum while conveying the basic principles. One of the principal strategies used throughout the book--in addition to the presentation of actual data analyses--is poin
Exploratory multivariate analysis by example using R
Husson, Francois; Pages, Jerome
2010-01-01
Full of real-world case studies and practical advice, Exploratory Multivariate Analysis by Example Using R focuses on four fundamental methods of multivariate exploratory data analysis that are most suitable for applications. It covers principal component analysis (PCA) when variables are quantitative, correspondence analysis (CA) and multiple correspondence analysis (MCA) when variables are categorical, and hierarchical cluster analysis.The authors take a geometric point of view that provides a unified vision for exploring multivariate data tables. Within this framework, they present the prin
Multivariable control in nuclear power stations
International Nuclear Information System (INIS)
Parent, M.; McMorran, P.D.
1982-11-01
Multivariable methods have the potential to improve the control of large systems such as nuclear power stations. Linear-quadratic optimal control is a multivariable method based on the minimization of a cost function. A related technique leads to the Kalman filter for estimation of plant state from noisy measurements. A design program for optimal control and Kalman filtering has been developed as part of a computer-aided design package for multivariable control systems. The method is demonstrated on a model of a nuclear steam generator, and simulated results are presented
Directional outlyingness for multivariate functional data
Dai, Wenlin; Genton, Marc G.
2018-01-01
The direction of outlyingness is crucial to describing the centrality of multivariate functional data. Motivated by this idea, classical depth is generalized to directional outlyingness for functional data. Theoretical properties of functional
The value of multivariate model sophistication
DEFF Research Database (Denmark)
Rombouts, Jeroen; Stentoft, Lars; Violante, Francesco
2014-01-01
We assess the predictive accuracies of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set of 444 multivariate models that differ in their spec....... In addition to investigating the value of model sophistication in terms of dollar losses directly, we also use the model confidence set approach to statistically infer the set of models that delivers the best pricing performances.......We assess the predictive accuracies of a large number of multivariate volatility models in terms of pricing options on the Dow Jones Industrial Average. We measure the value of model sophistication in terms of dollar losses by considering a set of 444 multivariate models that differ...
Multivariate survival analysis and competing risks
Crowder, Martin J
2012-01-01
Multivariate Survival Analysis and Competing Risks introduces univariate survival analysis and extends it to the multivariate case. It covers competing risks and counting processes and provides many real-world examples, exercises, and R code. The text discusses survival data, survival distributions, frailty models, parametric methods, multivariate data and distributions, copulas, continuous failure, parametric likelihood inference, and non- and semi-parametric methods. There are many books covering survival analysis, but very few that cover the multivariate case in any depth. Written for a graduate-level audience in statistics/biostatistics, this book includes practical exercises and R code for the examples. The author is renowned for his clear writing style, and this book continues that trend. It is an excellent reference for graduate students and researchers looking for grounding in this burgeoning field of research.
Simplicial band depth for multivariate functional data
Ló pez-Pintado, Sara; Sun, Ying; Lin, Juan K.; Genton, Marc G.
2014-01-01
sample of curves. Based on these depths, a sample of multivariate curves can be ordered from the center outward and order statistics can be defined. Properties of the proposed depths, such as invariance and consistency, can be established. A simulation
Ellipsoidal prediction regions for multivariate uncertainty characterization
DEFF Research Database (Denmark)
Golestaneh, Faranak; Pinson, Pierre; Azizipanah-Abarghooee, Rasoul
2018-01-01
, for classes of decision-making problems based on robust, interval chance-constrained optimization, necessary inputs take the form of multivariate prediction regions rather than scenarios. The current literature is at very primitive stage of characterizing multivariate prediction regions to be employed...... in these classes of optimization problems. To address this issue, we introduce a new class of multivariate forecasts which form as multivariate ellipsoids for non-Gaussian variables. We propose a data-driven systematic framework to readily generate and evaluate ellipsoidal prediction regions, with predeﬁned...... probability guarantees and minimum conservativeness. A skill score is proposed for quantitative assessment of the quality of prediction ellipsoids. A set of experiments is used to illustrate the discrimination ability of the proposed scoring rule for potential misspeciﬁcation of ellipsoidal prediction regions...
An Introduction to Applied Multivariate Analysis
Raykov, Tenko
2008-01-01
Focuses on the core multivariate statistics topics which are of fundamental relevance for its understanding. This book emphasis on the topics that are critical to those in the behavioral, social, and educational sciences.
Multivariable Feedback Control of Nuclear Reactors
Directory of Open Access Journals (Sweden)
Rune Moen
1982-07-01
Full Text Available Multivariable feedback control has been adapted for optimal control of the spatial power distribution in nuclear reactor cores. Two design techniques, based on the theory of automatic control, were developed: the State Variable Feedback (SVF is an application of the linear optimal control theory, and the Multivariable Frequency Response (MFR is based on a generalization of the traditional frequency response approach to control system design.
Application of multivariate splines to discrete mathematics
Xu, Zhiqiang
2005-01-01
Using methods developed in multivariate splines, we present an explicit formula for discrete truncated powers, which are defined as the number of non-negative integer solutions of linear Diophantine equations. We further use the formula to study some classical problems in discrete mathematics as follows. First, we extend the partition function of integers in number theory. Second, we exploit the relation between the relative volume of convex polytopes and multivariate truncated powers and giv...
Multivariate Analysis and Prediction of Dioxin-Furan ...
Peer Review Draft of Regional Methods Initiative Final Report Dioxins, which are bioaccumulative and environmentally persistent, pose an ongoing risk to human and ecosystem health. Fish constitute a significant source of dioxin exposure for humans and fish-eating wildlife. Current dioxin analytical methods are costly, time-consuming, and produce hazardous by-products. A Danish team developed a novel, multivariate statistical methodology based on the covariance of dioxin-furan congener Toxic Equivalences (TEQs) and fatty acid methyl esters (FAMEs) and applied it to North Atlantic Ocean fishmeal samples. The goal of the current study was to attempt to extend this Danish methodology to 77 whole and composite fish samples from three trophic groups: predator (whole largemouth bass), benthic (whole flathead and channel catfish) and forage fish (composite bluegill, pumpkinseed and green sunfish) from two dioxin contaminated rivers (Pocatalico R. and Kanawha R.) in West Virginia, USA. Multivariate statistical analyses, including, Principal Components Analysis (PCA), Hierarchical Clustering, and Partial Least Squares Regression (PLS), were used to assess the relationship between the FAMEs and TEQs in these dioxin contaminated freshwater fish from the Kanawha and Pocatalico Rivers. These three multivariate statistical methods all confirm that the pattern of Fatty Acid Methyl Esters (FAMEs) in these freshwater fish covaries with and is predictive of the WHO TE
Multivariate Max-Stable Spatial Processes
Genton, Marc G.
2014-01-06
Analysis of spatial extremes is currently based on univariate processes. Max-stable processes allow the spatial dependence of extremes to be modelled and explicitly quantified, they are therefore widely adopted in applications. For a better understanding of extreme events of real processes, such as environmental phenomena, it may be useful to study several spatial variables simultaneously. To this end, we extend some theoretical results and applications of max-stable processes to the multivariate setting to analyze extreme events of several variables observed across space. In particular, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. Then, we define a Poisson process construction in the multivariate setting and introduce multivariate versions of the Smith Gaussian extremevalue, the Schlather extremal-Gaussian and extremal-t, and the BrownResnick models. Inferential aspects of those models based on composite likelihoods are developed. We present results of various Monte Carlo simulations and of an application to a dataset of summer daily temperature maxima and minima in Oklahoma, U.S.A., highlighting the utility of working with multivariate models in contrast to the univariate case. Based on joint work with Simone Padoan and Huiyan Sang.
Multivariate Max-Stable Spatial Processes
Genton, Marc G.
2014-01-01
Analysis of spatial extremes is currently based on univariate processes. Max-stable processes allow the spatial dependence of extremes to be modelled and explicitly quantified, they are therefore widely adopted in applications. For a better understanding of extreme events of real processes, such as environmental phenomena, it may be useful to study several spatial variables simultaneously. To this end, we extend some theoretical results and applications of max-stable processes to the multivariate setting to analyze extreme events of several variables observed across space. In particular, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. Then, we define a Poisson process construction in the multivariate setting and introduce multivariate versions of the Smith Gaussian extremevalue, the Schlather extremal-Gaussian and extremal-t, and the BrownResnick models. Inferential aspects of those models based on composite likelihoods are developed. We present results of various Monte Carlo simulations and of an application to a dataset of summer daily temperature maxima and minima in Oklahoma, U.S.A., highlighting the utility of working with multivariate models in contrast to the univariate case. Based on joint work with Simone Padoan and Huiyan Sang.
An architecture for implementation of multivariable controllers
DEFF Research Database (Denmark)
Niemann, Hans Henrik; Stoustrup, Jakob
1999-01-01
Browse > Conferences> American Control Conference, Prev | Back to Results | Next » An architecture for implementation of multivariable controllers 786292 searchabstract Niemann, H. ; Stoustrup, J. ; Dept. of Autom., Tech. Univ., Lyngby This paper appears in: American Control Conference, 1999....... Proceedings of the 1999 Issue Date : 1999 Volume : 6 On page(s): 4029 - 4033 vol.6 Location: San Diego, CA Meeting Date : 02 Jun 1999-04 Jun 1999 Print ISBN: 0-7803-4990-3 References Cited: 7 INSPEC Accession Number: 6403075 Digital Object Identifier : 10.1109/ACC.1999.786292 Date of Current Version : 06...... august 2002 Abstract An architecture for implementation of multivariable controllers is presented in this paper. The architecture is based on the Youla-Jabr-Bongiorno-Kucera parameterization of all stabilizing controllers. By using this architecture for implementation of multivariable controllers...
A MULTIVARIATE ANALYSIS OF CROATIAN COUNTIES ENTREPRENEURSHIP
Directory of Open Access Journals (Sweden)
Elza Jurun
2012-12-01
Full Text Available In the focus of this paper is a multivariate analysis of Croatian Counties entrepreneurship. Complete data base available by official statistic institutions at national and regional level is used. Modern econometric methodology starting from a comparative analysis via multiple regression to multivariate cluster analysis is carried out as well as the analysis of successful or inefficacious entrepreneurship measured by indicators of efficiency, profitability and productivity. Time horizons of the comparative analysis are in 2004 and 2010. Accelerators of socio-economic development - number of entrepreneur investors, investment in fixed assets and current assets ratio in multiple regression model are analytically filtered between twenty-six independent variables as variables of the dominant influence on GDP per capita in 2010 as dependent variable. Results of multivariate cluster analysis of twentyone Croatian Counties are interpreted also in the sense of three Croatian NUTS 2 regions according to European nomenclature of regional territorial division of Croatia.
Simplicial band depth for multivariate functional data
López-Pintado, Sara
2014-03-05
We propose notions of simplicial band depth for multivariate functional data that extend the univariate functional band depth. The proposed simplicial band depths provide simple and natural criteria to measure the centrality of a trajectory within a sample of curves. Based on these depths, a sample of multivariate curves can be ordered from the center outward and order statistics can be defined. Properties of the proposed depths, such as invariance and consistency, can be established. A simulation study shows the robustness of this new definition of depth and the advantages of using a multivariate depth versus the marginal depths for detecting outliers. Real data examples from growth curves and signature data are used to illustrate the performance and usefulness of the proposed depths. © 2014 Springer-Verlag Berlin Heidelberg.
Multivariate generalized linear mixed models using R
Berridge, Damon Mark
2011-01-01
Multivariate Generalized Linear Mixed Models Using R presents robust and methodologically sound models for analyzing large and complex data sets, enabling readers to answer increasingly complex research questions. The book applies the principles of modeling to longitudinal data from panel and related studies via the Sabre software package in R. A Unified Framework for a Broad Class of Models The authors first discuss members of the family of generalized linear models, gradually adding complexity to the modeling framework by incorporating random effects. After reviewing the generalized linear model notation, they illustrate a range of random effects models, including three-level, multivariate, endpoint, event history, and state dependence models. They estimate the multivariate generalized linear mixed models (MGLMMs) using either standard or adaptive Gaussian quadrature. The authors also compare two-level fixed and random effects linear models. The appendices contain additional information on quadrature, model...
A MATLAB companion for multivariable calculus
Cooper, Jeffery
2001-01-01
Offering a concise collection of MatLab programs and exercises to accompany a third semester course in multivariable calculus, A MatLab Companion for Multivariable Calculus introduces simple numerical procedures such as numerical differentiation, numerical integration and Newton''s method in several variables, thereby allowing students to tackle realistic problems. The many examples show students how to use MatLab effectively and easily in many contexts. Numerous exercises in mathematics and applications areas are presented, graded from routine to more demanding projects requiring some programming. Matlab M-files are provided on the Harcourt/Academic Press web site at http://www.harcourt-ap.com/matlab.html.* Computer-oriented material that complements the essential topics in multivariable calculus* Main ideas presented with examples of computations and graphics displays using MATLAB * Numerous examples of short code in the text, which can be modified for use with the exercises* MATLAB files are used to implem...
Multivariable nonlinear analysis of foreign exchange rates
Suzuki, Tomoya; Ikeguchi, Tohru; Suzuki, Masuo
2003-05-01
We analyze the multivariable time series of foreign exchange rates. These are price movements that have often been analyzed, and dealing time intervals and spreads between bid and ask prices. Considering dealing time intervals as event timing such as neurons’ firings, we use raster plots (RPs) and peri-stimulus time histograms (PSTHs) which are popular methods in the field of neurophysiology. Introducing special processings to obtaining RPs and PSTHs time histograms for analyzing exchange rates time series, we discover that there exists dynamical interaction among three variables. We also find that adopting multivariables leads to improvements of prediction accuracy.
Calculus of multivariate functions: it's application in business | Awen ...
African Journals Online (AJOL)
Multivariate functions can be applied to situations in business organizations like ... of capital invested in the plant, the size of the labour force and the cost of raw ... of multivariate functions and has considered types of multivariate differentiation ...
Multivariate Analysis of Industrial Scale Fermentation Data
DEFF Research Database (Denmark)
Mears, Lisa; Nørregård, Rasmus; Stocks, Stuart M.
2015-01-01
Multivariate analysis allows process understanding to be gained from the vast and complex datasets recorded from fermentation processes, however the application of such techniques to this field can be limited by the data pre-processing requirements and data handling. In this work many iterations...
Multivariate Option Pricing Using Dynamic Copula Models
van den Goorbergh, R.W.J.; Genest, C.; Werker, B.J.M.
2003-01-01
This paper examines the behavior of multivariate option prices in the presence of association between the underlying assets.Parametric families of copulas offering various alternatives to the normal dependence structure are used to model this association, which is explicitly assumed to vary over
Fully conditional specification in multivariate imputation
van Buuren, S.; Brand, J. P.L.; Groothuis-Oudshoorn, C. G.M.; Rubin, D. B.
2006-01-01
The use of the Gibbs sampler with fully conditionally specified models, where the distribution of each variable given the other variables is the starting point, has become a popular method to create imputations in incomplete multivariate data. The theoretical weakness of this approach is that the
Multivariate ordination statistics workshop with R slides
Strack, Michael
2015-01-01
2-hour workshop given at Macquarie University Department of Biological Sciences, 4 November 2015. Workshop was an introduction to the family of techniques falling under multivariate ordination, using the R language and drawing heavily from the book "Numerical Ecology with R" by Borcard et. al (2012).
Multivariate Analysis of Schools and Educational Policy.
Kiesling, Herbert J.
This report describes a multivariate analysis technique that approaches the problems of educational production function analysis by (1) using comparable measures of output across large experiments, (2) accounting systematically for differences in socioeconomic background, and (3) treating the school as a complete system in which different…
Multivariate Discrete First Order Stochastic Dominance
DEFF Research Database (Denmark)
Tarp, Finn; Østerdal, Lars Peter
This paper characterizes the principle of first order stochastic dominance in a multivariate discrete setting. We show that a distribution f first order stochastic dominates distribution g if and only if f can be obtained from g by iteratively shifting density from one outcome to another...
Multivariate Time Series Decomposition into Oscillation Components.
Matsuda, Takeru; Komaki, Fumiyasu
2017-08-01
Many time series are considered to be a superposition of several oscillation components. We have proposed a method for decomposing univariate time series into oscillation components and estimating their phases (Matsuda & Komaki, 2017 ). In this study, we extend that method to multivariate time series. We assume that several oscillators underlie the given multivariate time series and that each variable corresponds to a superposition of the projections of the oscillators. Thus, the oscillators superpose on each variable with amplitude and phase modulation. Based on this idea, we develop gaussian linear state-space models and use them to decompose the given multivariate time series. The model parameters are estimated from data using the empirical Bayes method, and the number of oscillators is determined using the Akaike information criterion. Therefore, the proposed method extracts underlying oscillators in a data-driven manner and enables investigation of phase dynamics in a given multivariate time series. Numerical results show the effectiveness of the proposed method. From monthly mean north-south sunspot number data, the proposed method reveals an interesting phase relationship.
Ranking multivariate GARCH models by problem dimension
M. Caporin (Massimiliano); M.J. McAleer (Michael)
2010-01-01
textabstractIn the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. The two most widely known and used are the Scalar BEKK model of Engle and Kroner (1995) and Ding and Engle (2001), and the DCC model of Engle (2002). Some recent research has begun to
Multivariate Models for Prediction of Skin Sensitization Hazard in Humans
One of ICCVAM’s highest priorities is the development and evaluation of non-animal approaches to identify potential skin sensitizers. The complexity of biological events necessary for a substance to elicit a skin sensitization reaction suggests that no single alternative me...
Multivariate Models for Prediction of Human Skin Sensitization Hazard.
One of the lnteragency Coordinating Committee on the Validation of Alternative Method's (ICCVAM) top priorities is the development and evaluation of non-animal approaches to identify potential skin sensitizers. The complexity of biological events necessary to produce skin sensiti...
Power Estimation in Multivariate Analysis of Variance
Directory of Open Access Journals (Sweden)
Jean François Allaire
2007-09-01
Full Text Available Power is often overlooked in designing multivariate studies for the simple reason that it is believed to be too complicated. In this paper, it is shown that power estimation in multivariate analysis of variance (MANOVA can be approximated using a F distribution for the three popular statistics (Hotelling-Lawley trace, Pillai-Bartlett trace, Wilk`s likelihood ratio. Consequently, the same procedure, as in any statistical test, can be used: computation of the critical F value, computation of the noncentral parameter (as a function of the effect size and finally estimation of power using a noncentral F distribution. Various numerical examples are provided which help to understand and to apply the method. Problems related to post hoc power estimation are discussed.
Directional outlyingness for multivariate functional data
Dai, Wenlin
2018-04-07
The direction of outlyingness is crucial to describing the centrality of multivariate functional data. Motivated by this idea, classical depth is generalized to directional outlyingness for functional data. Theoretical properties of functional directional outlyingness are investigated and the total outlyingness can be naturally decomposed into two parts: magnitude outlyingness and shape outlyingness which represent the centrality of a curve for magnitude and shape, respectively. This decomposition serves as a visualization tool for the centrality of curves. Furthermore, an outlier detection procedure is proposed based on functional directional outlyingness. This criterion applies to both univariate and multivariate curves and simulation studies show that it outperforms competing methods. Weather and electrocardiogram data demonstrate the practical application of our proposed framework.
Multivariate max-stable spatial processes
Genton, Marc G.; Padoan, S. A.; Sang, H.
2015-01-01
Max-stable processes allow the spatial dependence of extremes to be modelled and quantified, so they are widely adopted in applications. For a better understanding of extremes, it may be useful to study several variables simultaneously. To this end, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. We define a Poisson process construction and introduce multivariate versions of the Smith Gaussian extreme-value, the Schlather extremal-Gaussian and extremal-t, and the Brown–Resnick models. We develop inference for the models based on composite likelihoods. We present results of Monte Carlo simulations and an application to daily maximum wind speed and wind gust.
Multivariate Process Control with Autocorrelated Data
DEFF Research Database (Denmark)
Kulahci, Murat
2011-01-01
As sensor and computer technology continues to improve, it becomes a normal occurrence that we confront with high dimensional data sets. As in many areas of industrial statistics, this brings forth various challenges in statistical process control and monitoring. This new high dimensional data...... often exhibit not only cross-‐correlation among the quality characteristics of interest but also serial dependence as a consequence of high sampling frequency and system dynamics. In practice, the most common method of monitoring multivariate data is through what is called the Hotelling’s T2 statistic....... In this paper, we discuss the effect of autocorrelation (when it is ignored) on multivariate control charts based on these methods and provide some practical suggestions and remedies to overcome this problem....
Prospective surveillance of multivariate spatial disease data
Corberán-Vallet, A
2012-01-01
Surveillance systems are often focused on more than one disease within a predefined area. On those occasions when outbreaks of disease are likely to be correlated, the use of multivariate surveillance techniques integrating information from multiple diseases allows us to improve the sensitivity and timeliness of outbreak detection. In this article, we present an extension of the surveillance conditional predictive ordinate to monitor multivariate spatial disease data. The proposed surveillance technique, which is defined for each small area and time period as the conditional predictive distribution of those counts of disease higher than expected given the data observed up to the previous time period, alerts us to both small areas of increased disease incidence and the diseases causing the alarm within each area. We investigate its performance within the framework of Bayesian hierarchical Poisson models using a simulation study. An application to diseases of the respiratory system in South Carolina is finally presented. PMID:22534429
Multivariate max-stable spatial processes
Genton, Marc G.
2015-02-11
Max-stable processes allow the spatial dependence of extremes to be modelled and quantified, so they are widely adopted in applications. For a better understanding of extremes, it may be useful to study several variables simultaneously. To this end, we study the maxima of independent replicates of multivariate processes, both in the Gaussian and Student-t cases. We define a Poisson process construction and introduce multivariate versions of the Smith Gaussian extreme-value, the Schlather extremal-Gaussian and extremal-t, and the Brown–Resnick models. We develop inference for the models based on composite likelihoods. We present results of Monte Carlo simulations and an application to daily maximum wind speed and wind gust.
Multivariate Approaches to Classification in Extragalactic Astronomy
Directory of Open Access Journals (Sweden)
Didier eFraix-Burnet
2015-08-01
Full Text Available Clustering objects into synthetic groups is a natural activity of any science. Astrophysics is not an exception and is now facing a deluge of data. For galaxies, the one-century old Hubble classification and the Hubble tuning fork are still largely in use, together with numerous mono- or bivariate classifications most often made by eye. However, a classification must be driven by the data, and sophisticated multivariate statistical tools are used more and more often. In this paper we review these different approaches in order to situate them in the general context of unsupervised and supervised learning. We insist on the astrophysical outcomes of these studies to show that multivariate analyses provide an obvious path toward a renewal of our classification of galaxies and are invaluable tools to investigate the physics and evolution of galaxies.
Regression Models For Multivariate Count Data.
Zhang, Yiwen; Zhou, Hua; Zhou, Jin; Sun, Wei
2017-01-01
Data with multivariate count responses frequently occur in modern applications. The commonly used multinomial-logit model is limiting due to its restrictive mean-variance structure. For instance, analyzing count data from the recent RNA-seq technology by the multinomial-logit model leads to serious errors in hypothesis testing. The ubiquity of over-dispersion and complicated correlation structures among multivariate counts calls for more flexible regression models. In this article, we study some generalized linear models that incorporate various correlation structures among the counts. Current literature lacks a treatment of these models, partly due to the fact that they do not belong to the natural exponential family. We study the estimation, testing, and variable selection for these models in a unifying framework. The regression models are compared on both synthetic and real RNA-seq data.
A short note on multivariate dependence modeling
Czech Academy of Sciences Publication Activity Database
Bína, V.; Jiroušek, Radim
2013-01-01
Roč. 49, č. 3 (2013), s. 420-432 ISSN 0023-5954 Grant - others:GA ČR(CZ) GAP403/12/2175 Program:GA Institutional support: RVO:67985556 Keywords : multivariate distribution * dependence * copula Subject RIV: IN - Informatics, Computer Science Impact factor: 0.563, year: 2013 http://library.utia.cas.cz/separaty/2014/MTR/jirousek-0427848.pdf
Multivariate Welch t-test on distances
Alekseyenko, Alexander V.
2016-01-01
Motivation: Permutational non-Euclidean analysis of variance, PERMANOVA, is routinely used in exploratory analysis of multivariate datasets to draw conclusions about the significance of patterns visualized through dimension reduction. This method recognizes that pairwise distance matrix between observations is sufficient to compute within and between group sums of squares necessary to form the (pseudo) F statistic. Moreover, not only Euclidean, but arbitrary distances can be used. This method...
Multivariate fractional Poisson processes and compound sums
Beghin, Luisa; Macci, Claudio
2015-01-01
In this paper we present multivariate space-time fractional Poisson processes by considering common random time-changes of a (finite-dimensional) vector of independent classical (non-fractional) Poisson processes. In some cases we also consider compound processes. We obtain some equations in terms of some suitable fractional derivatives and fractional difference operators, which provides the extension of known equations for the univariate processes.
On Multivariate Methods in Robust Econometrics
Czech Academy of Sciences Publication Activity Database
Kalina, Jan
2012-01-01
Roč. 21, č. 1 (2012), s. 69-82 ISSN 1210-0455 R&D Projects: GA MŠk(CZ) 1M06014 Institutional research plan: CEZ:AV0Z10300504 Keywords : least weighted squares * heteroscedasticity * multivariate statistics * model selection * diagnostics * computational aspects Subject RIV: BB - Applied Statistics, Operational Research Impact factor: 0.561, year: 2012 http://www.vse.cz/pep/abstrakt.php?IDcl=411
Precision Index in the Multivariate Context
Czech Academy of Sciences Publication Activity Database
Šiman, Miroslav
2014-01-01
Roč. 43, č. 2 (2014), s. 377-387 ISSN 0361-0926 R&D Projects: GA MŠk(CZ) 1M06047 Institutional support: RVO:67985556 Keywords : data depth * multivariate quantile * process capability index * precision index * regression quantile Subject RIV: BA - General Mathematics Impact factor: 0.274, year: 2014 http://library.utia.cas.cz/separaty/2014/SI/siman-0425059.pdf
The evolution of multivariate maternal effects.
Directory of Open Access Journals (Sweden)
Bram Kuijper
2014-04-01
Full Text Available There is a growing interest in predicting the social and ecological contexts that favor the evolution of maternal effects. Most predictions focus, however, on maternal effects that affect only a single character, whereas the evolution of maternal effects is poorly understood in the presence of suites of interacting traits. To overcome this, we simulate the evolution of multivariate maternal effects (captured by the matrix M in a fluctuating environment. We find that the rate of environmental fluctuations has a substantial effect on the properties of M: in slowly changing environments, offspring are selected to have a multivariate phenotype roughly similar to the maternal phenotype, so that M is characterized by positive dominant eigenvalues; by contrast, rapidly changing environments favor Ms with dominant eigenvalues that are negative, as offspring favor a phenotype which substantially differs from the maternal phenotype. Moreover, when fluctuating selection on one maternal character is temporally delayed relative to selection on other traits, we find a striking pattern of cross-trait maternal effects in which maternal characters influence not only the same character in offspring, but also other offspring characters. Additionally, when selection on one character contains more stochastic noise relative to selection on other traits, large cross-trait maternal effects evolve from those maternal traits that experience the smallest amounts of noise. The presence of these cross-trait maternal effects shows that individual maternal effects cannot be studied in isolation, and that their study in a multivariate context may provide important insights about the nature of past selection. Our results call for more studies that measure multivariate maternal effects in wild populations.
The evolution of multivariate maternal effects.
Kuijper, Bram; Johnstone, Rufus A; Townley, Stuart
2014-04-01
There is a growing interest in predicting the social and ecological contexts that favor the evolution of maternal effects. Most predictions focus, however, on maternal effects that affect only a single character, whereas the evolution of maternal effects is poorly understood in the presence of suites of interacting traits. To overcome this, we simulate the evolution of multivariate maternal effects (captured by the matrix M) in a fluctuating environment. We find that the rate of environmental fluctuations has a substantial effect on the properties of M: in slowly changing environments, offspring are selected to have a multivariate phenotype roughly similar to the maternal phenotype, so that M is characterized by positive dominant eigenvalues; by contrast, rapidly changing environments favor Ms with dominant eigenvalues that are negative, as offspring favor a phenotype which substantially differs from the maternal phenotype. Moreover, when fluctuating selection on one maternal character is temporally delayed relative to selection on other traits, we find a striking pattern of cross-trait maternal effects in which maternal characters influence not only the same character in offspring, but also other offspring characters. Additionally, when selection on one character contains more stochastic noise relative to selection on other traits, large cross-trait maternal effects evolve from those maternal traits that experience the smallest amounts of noise. The presence of these cross-trait maternal effects shows that individual maternal effects cannot be studied in isolation, and that their study in a multivariate context may provide important insights about the nature of past selection. Our results call for more studies that measure multivariate maternal effects in wild populations.
Geometric noise reduction for multivariate time series.
Mera, M Eugenia; Morán, Manuel
2006-03-01
We propose an algorithm for the reduction of observational noise in chaotic multivariate time series. The algorithm is based on a maximum likelihood criterion, and its goal is to reduce the mean distance of the points of the cleaned time series to the attractor. We give evidence of the convergence of the empirical measure associated with the cleaned time series to the underlying invariant measure, implying the possibility to predict the long run behavior of the true dynamics.
Multivariate statistical assessment of coal properties
Czech Academy of Sciences Publication Activity Database
Klika, Z.; Serenčíšová, J.; Kožušníková, Alena; Kolomazník, I.; Študentová, S.; Vontorová, J.
2014-01-01
Roč. 128, č. 128 (2014), s. 119-127 ISSN 0378-3820 R&D Projects: GA MŠk ED2.1.00/03.0082 Institutional support: RVO:68145535 Keywords : coal properties * structural,chemical and petrographical properties * multivariate statistics Subject RIV: DH - Mining, incl. Coal Mining Impact factor: 3.352, year: 2014 http://dx.doi.org/10.1016/j.fuproc.2014.06.029
Preliminary Multivariable Cost Model for Space Telescopes
Stahl, H. Philip
2010-01-01
Parametric cost models are routinely used to plan missions, compare concepts and justify technology investments. Previously, the authors published two single variable cost models based on 19 flight missions. The current paper presents the development of a multi-variable space telescopes cost model. The validity of previously published models are tested. Cost estimating relationships which are and are not significant cost drivers are identified. And, interrelationships between variables are explored
Modeling Covariance Breakdowns in Multivariate GARCH
Jin, Xin; Maheu, John M
2014-01-01
This paper proposes a flexible way of modeling dynamic heterogeneous covariance breakdowns in multivariate GARCH (MGARCH) models. During periods of normal market activity, volatility dynamics are governed by an MGARCH specification. A covariance breakdown is any significant temporary deviation of the conditional covariance matrix from its implied MGARCH dynamics. This is captured through a flexible stochastic component that allows for changes in the conditional variances, covariances and impl...
The pathways for intelligible speech: multivariate and univariate perspectives.
Evans, S; Kyong, J S; Rosen, S; Golestani, N; Warren, J E; McGettigan, C; Mourão-Miranda, J; Wise, R J S; Scott, S K
2014-09-01
An anterior pathway, concerned with extracting meaning from sound, has been identified in nonhuman primates. An analogous pathway has been suggested in humans, but controversy exists concerning the degree of lateralization and the precise location where responses to intelligible speech emerge. We have demonstrated that the left anterior superior temporal sulcus (STS) responds preferentially to intelligible speech (Scott SK, Blank CC, Rosen S, Wise RJS. 2000. Identification of a pathway for intelligible speech in the left temporal lobe. Brain. 123:2400-2406.). A functional magnetic resonance imaging study in Cerebral Cortex used equivalent stimuli and univariate and multivariate analyses to argue for the greater importance of bilateral posterior when compared with the left anterior STS in responding to intelligible speech (Okada K, Rong F, Venezia J, Matchin W, Hsieh IH, Saberi K, Serences JT,Hickok G. 2010. Hierarchical organization of human auditory cortex: evidence from acoustic invariance in the response to intelligible speech. 20: 2486-2495.). Here, we also replicate our original study, demonstrating that the left anterior STS exhibits the strongest univariate response and, in decoding using the bilateral temporal cortex, contains the most informative voxels showing an increased response to intelligible speech. In contrast, in classifications using local "searchlights" and a whole brain analysis, we find greater classification accuracy in posterior rather than anterior temporal regions. Thus, we show that the precise nature of the multivariate analysis used will emphasize different response profiles associated with complex sound to speech processing. © The Author 2013. Published by Oxford University Press.
Bayesian Inference of a Multivariate Regression Model
Directory of Open Access Journals (Sweden)
Marick S. Sinay
2014-01-01
Full Text Available We explore Bayesian inference of a multivariate linear regression model with use of a flexible prior for the covariance structure. The commonly adopted Bayesian setup involves the conjugate prior, multivariate normal distribution for the regression coefficients and inverse Wishart specification for the covariance matrix. Here we depart from this approach and propose a novel Bayesian estimator for the covariance. A multivariate normal prior for the unique elements of the matrix logarithm of the covariance matrix is considered. Such structure allows for a richer class of prior distributions for the covariance, with respect to strength of beliefs in prior location hyperparameters, as well as the added ability, to model potential correlation amongst the covariance structure. The posterior moments of all relevant parameters of interest are calculated based upon numerical results via a Markov chain Monte Carlo procedure. The Metropolis-Hastings-within-Gibbs algorithm is invoked to account for the construction of a proposal density that closely matches the shape of the target posterior distribution. As an application of the proposed technique, we investigate a multiple regression based upon the 1980 High School and Beyond Survey.
DEFF Research Database (Denmark)
Bladt, Mogens; Nielsen, Bo Friis
2012-01-01
Laplace transform. In a longer perspective stochastic and statistical analysis for MVME will in particular apply to any of the previously defined distributions. Multivariate gamma distributions have been used in a variety of fields like hydrology, [11], [10], [6], space (wind modeling) [9] reliability [3......Numerous definitions of multivariate exponential and gamma distributions can be retrieved from the literature [4]. These distribtuions belong to the class of Multivariate Matrix-- Exponetial Distributions (MVME) whenever their joint Laplace transform is a rational function. The majority...... of these distributions further belongs to an important subclass of MVME distributions [5, 1] where the multivariate random vector can be interpreted as a number of simultaneously collected rewards during sojourns in a the states of a Markov chain with one absorbing state, the rest of the states being transient. We...
AN APPLICATION OF FUNCTIONAL MULTIVARIATE REGRESSION MODEL TO MULTICLASS CLASSIFICATION
Krzyśko, Mirosław; Smaga, Łukasz
2017-01-01
In this paper, the scale response functional multivariate regression model is considered. By using the basis functions representation of functional predictors and regression coefficients, this model is rewritten as a multivariate regression model. This representation of the functional multivariate regression model is used for multiclass classification for multivariate functional data. Computational experiments performed on real labelled data sets demonstrate the effectiveness of the proposed ...
International Nuclear Information System (INIS)
Rijpkema, Mark; Kaanders, Johannes H.A.M.; Joosten, Frank; Kogel, Albert J. van der; Heerschap, Arend
2002-01-01
Purpose: For head-and-neck tumors, breathing a hyperoxic hypercapnic gas mixture and administration of nicotinamide has been shown to result in a significantly improved tumor response to accelerated radiotherapy (ARCON, Accelerated Radiotherapy with CarbOgen and Nicotinamide). This may be caused by improved tumor oxygenation, possibly mediated by vascular effects. In this study, both blood oxygenation and vascular effects of breathing a hyperoxic hypercapnic gas mixture (98% O 2 +2% CO 2 ) were assessed by magnetic resonance imaging (MRI) in patients with head-and-neck tumors. Methods and Materials: Tumor vascularity and oxygenation were investigated by dynamic gadolinium contrast-enhanced MRI and blood oxygen level dependent (BOLD) MRI, respectively. Eleven patients with primary head-and-neck tumors were each measured twice; with and without breathing the hyperoxic hypercapnic gas mixture. Results: BOLD MR imaging revealed a significant increase of the MRI time constant of transverse magnetization decay (T 2 *) in the tumor during hypercapnic hyperoxygenation, which correlates to a decrease of the deoxyhemoglobin concentration. No changes in overall tumor vascularity were observed, as measured by the gadolinium contrast uptake rate in the tumor. Conclusion: Breathing a hyperoxic hypercapnic gas mixture improves tumor blood oxygenation in patients with head-and-neck tumors, which may contribute to the success of the ARCON therapy
Time varying, multivariate volume data reduction
Energy Technology Data Exchange (ETDEWEB)
Ahrens, James P [Los Alamos National Laboratory; Fout, Nathaniel [UC DAVIS; Ma, Kwan - Liu [UC DAVIS
2010-01-01
Large-scale supercomputing is revolutionizing the way science is conducted. A growing challenge, however, is understanding the massive quantities of data produced by large-scale simulations. The data, typically time-varying, multivariate, and volumetric, can occupy from hundreds of gigabytes to several terabytes of storage space. Transferring and processing volume data of such sizes is prohibitively expensive and resource intensive. Although it may not be possible to entirely alleviate these problems, data compression should be considered as part of a viable solution, especially when the primary means of data analysis is volume rendering. In this paper we present our study of multivariate compression, which exploits correlations among related variables, for volume rendering. Two configurations for multidimensional compression based on vector quantization are examined. We emphasize quality reconstruction and interactive rendering, which leads us to a solution using graphics hardware to perform on-the-fly decompression during rendering. In this paper we present a solution which addresses the need for data reduction in large supercomputing environments where data resulting from simulations occupies tremendous amounts of storage. Our solution employs a lossy encoding scheme to acrueve data reduction with several options in terms of rate-distortion behavior. We focus on encoding of multiple variables together, with optional compression in space and time. The compressed volumes can be rendered directly with commodity graphics cards at interactive frame rates and rendering quality similar to that of static volume renderers. Compression results using a multivariate time-varying data set indicate that encoding multiple variables results in acceptable performance in the case of spatial and temporal encoding as compared to independent compression of variables. The relative performance of spatial vs. temporal compression is data dependent, although temporal compression has the
Multivariate linear models and repeated measurements revisited
DEFF Research Database (Denmark)
Dalgaard, Peter
2009-01-01
Methods for generalized analysis of variance based on multivariate normal theory have been known for many years. In a repeated measurements context, it is most often of interest to consider transformed responses, typically within-subject contrasts or averages. Efficiency considerations leads...... to sphericity assumptions, use of F tests and the Greenhouse-Geisser and Huynh-Feldt adjustments to compensate for deviations from sphericity. During a recent implementation of such methods in the R language, the general structure of such transformations was reconsidered, leading to a flexible specification...
New multivariable capabilities of the INCA program
Bauer, Frank H.; Downing, John P.; Thorpe, Christopher J.
1989-01-01
The INteractive Controls Analysis (INCA) program was developed at NASA's Goddard Space Flight Center to provide a user friendly, efficient environment for the design and analysis of control systems, specifically spacecraft control systems. Since its inception, INCA has found extensive use in the design, development, and analysis of control systems for spacecraft, instruments, robotics, and pointing systems. The (INCA) program was initially developed as a comprehensive classical design analysis tool for small and large order control systems. The latest version of INCA, expected to be released in February of 1990, was expanded to include the capability to perform multivariable controls analysis and design.
Multivariate Analysis for the Processing of Signals
Directory of Open Access Journals (Sweden)
Beattie J.R.
2014-01-01
Full Text Available Real-world experiments are becoming increasingly more complex, needing techniques capable of tracking this complexity. Signal based measurements are often used to capture this complexity, where a signal is a record of a sample’s response to a parameter (e.g. time, displacement, voltage, wavelength that is varied over a range of values. In signals the responses at each value of the varied parameter are related to each other, depending on the composition or state sample being measured. Since signals contain multiple information points, they have rich information content but are generally complex to comprehend. Multivariate Analysis (MA has profoundly transformed their analysis by allowing gross simplification of the tangled web of variation. In addition MA has also provided the advantage of being much more robust to the influence of noise than univariate methods of analysis. In recent years, there has been a growing awareness that the nature of the multivariate methods allows exploitation of its benefits for purposes other than data analysis, such as pre-processing of signals with the aim of eliminating irrelevant variations prior to analysis of the signal of interest. It has been shown that exploiting multivariate data reduction in an appropriate way can allow high fidelity denoising (removal of irreproducible non-signals, consistent and reproducible noise-insensitive correction of baseline distortions (removal of reproducible non-signals, accurate elimination of interfering signals (removal of reproducible but unwanted signals and the standardisation of signal amplitude fluctuations. At present, the field is relatively small but the possibilities for much wider application are considerable. Where signal properties are suitable for MA (such as the signal being stationary along the x-axis, these signal based corrections have the potential to be highly reproducible, and highly adaptable and are applicable in situations where the data is noisy or
Multivariable dynamic calculus on time scales
Bohner, Martin
2016-01-01
This book offers the reader an overview of recent developments of multivariable dynamic calculus on time scales, taking readers beyond the traditional calculus texts. Covering topics from parameter-dependent integrals to partial differentiation on time scales, the book’s nine pedagogically oriented chapters provide a pathway to this active area of research that will appeal to students and researchers in mathematics and the physical sciences. The authors present a clear and well-organized treatment of the concept behind the mathematics and solution techniques, including many practical examples and exercises.
Multivariable adaptive control of bio process
Energy Technology Data Exchange (ETDEWEB)
Maher, M.; Bahhou, B.; Roux, G. [Centre National de la Recherche Scientifique (CNRS), 31 - Toulouse (France); Maher, M. [Faculte des Sciences, Rabat (Morocco). Lab. de Physique
1995-12-31
This paper presents a multivariable adaptive control of a continuous-flow fermentation process for the alcohol production. The linear quadratic control strategy is used for the regulation of substrate and ethanol concentrations in the bioreactor. The control inputs are the dilution rate and the influent substrate concentration. A robust identification algorithm is used for the on-line estimation of linear MIMO model`s parameters. Experimental results of a pilot-plant fermenter application are reported and show the control performances. (authors) 8 refs.
Topics in multivariate approximation and interpolation
Jetter, Kurt
2005-01-01
This book is a collection of eleven articles, written by leading experts and dealing with special topics in Multivariate Approximation and Interpolation. The material discussed here has far-reaching applications in many areas of Applied Mathematics, such as in Computer Aided Geometric Design, in Mathematical Modelling, in Signal and Image Processing and in Machine Learning, to mention a few. The book aims at giving a comprehensive information leading the reader from the fundamental notions and results of each field to the forefront of research. It is an ideal and up-to-date introduction for gr
Multivariate and Spatial Visualisation of Archaeological Assemblages
Directory of Open Access Journals (Sweden)
Martin Sterry
2018-05-01
Full Text Available Multivariate analyses, in particular correspondence analysis (CA, have become a standard exploratory tool for analysing and interpreting variance in archaeological assemblages. While they have greatly helped analysts, they unfortunately remain abstract to the viewer, all the more so if the viewer has little or no experience with multivariate statistics. A second issue with these analyses can arise from the detachment of archaeological material from its geo-referenced location and typically considered only in terms of arbitrary classifications (e.g. North Europe, Central Europe, South Europe instead of the full range of local conditions (e.g. proximity to other assemblages, relationships with other spatial phenomena. This article addresses these issues by presenting a novel method for spatially visualising CA so that these analyses can be interpreted intuitively. The method works by transforming the resultant bi-plots of the CA into colour maps using the HSV colour model, in which the similarity and difference between assemblages directly corresponds to the similarity and difference of the colours used to display them. Utilising two datasets – ceramics from the excavations of the Roman fortress of Vetera I, and terra sigillata forms collected as part of 'The Samian Project' – the article demonstrates how the method is applied and how it can be used to draw out spatial and temporal trends.
Particulate characterization by PIXE multivariate spectral analysis
International Nuclear Information System (INIS)
Antolak, Arlyn J.; Morse, Daniel H.; Grant, Patrick G.; Kotula, Paul G.; Doyle, Barney L.; Richardson, Charles B.
2007-01-01
Obtaining particulate compositional maps from scanned PIXE (proton-induced X-ray emission) measurements is extremely difficult due to the complexity of analyzing spectroscopic data collected with low signal-to-noise at each scan point (pixel). Multivariate spectral analysis has the potential to analyze such data sets by reducing the PIXE data to a limited number of physically realizable and easily interpretable components (that include both spectral and image information). We have adapted the AXSIA (automated expert spectral image analysis) program, originally developed by Sandia National Laboratories to quantify electron-excited X-ray spectroscopy data, for this purpose. Samples consisting of particulates with known compositions and sizes were loaded onto Mylar and paper filter substrates and analyzed by scanned micro-PIXE. The data sets were processed by AXSIA and the associated principal component spectral data were quantified by converting the weighting images into concentration maps. The results indicate automated, nonbiased, multivariate statistical analysis is useful for converting very large amounts of data into a smaller, more manageable number of compositional components needed for locating individual particles-of-interest on large area collection media
Peramalan Multivariate untuk Menentukan Harga Emas Global
Directory of Open Access Journals (Sweden)
David Christian
2016-12-01
Full Text Available Gold is one of the most enticing commodities and a very popular way of investing. Gold’s price is allegedly influenced by another factors such as US Dollar, oil’s price, inflation rate, and stock exchange so that its model is not only affected by its value. The aim of this research is to determine the best forecasting model and influencing factors to gold’s price. This research reviews the univariate modeling as a benchmark and comparison to the multivariate one. Univariate time series is modeled using the ARIMA model which indicates that the fluctuation of the gold prices are following the white noise. Gold’s multivariate modeling is built using the Vector Error Correction Model with oil’s price, US Dollar and Dow Jones indices, and inflation rate as its predictors. Research’s result shows that the VECM model has been able to model the gold’s price well and all factors investigated are influencing gold’s price. US Dollar and oil’s price are negatively correlated with gold’s price as the inflation rate is positively correlated. Dow Jones Index is positively correlated with gold’s price only at its first two periods
Network structure of multivariate time series.
Lacasa, Lucas; Nicosia, Vincenzo; Latora, Vito
2015-10-21
Our understanding of a variety of phenomena in physics, biology and economics crucially depends on the analysis of multivariate time series. While a wide range tools and techniques for time series analysis already exist, the increasing availability of massive data structures calls for new approaches for multidimensional signal processing. We present here a non-parametric method to analyse multivariate time series, based on the mapping of a multidimensional time series into a multilayer network, which allows to extract information on a high dimensional dynamical system through the analysis of the structure of the associated multiplex network. The method is simple to implement, general, scalable, does not require ad hoc phase space partitioning, and is thus suitable for the analysis of large, heterogeneous and non-stationary time series. We show that simple structural descriptors of the associated multiplex networks allow to extract and quantify nontrivial properties of coupled chaotic maps, including the transition between different dynamical phases and the onset of various types of synchronization. As a concrete example we then study financial time series, showing that a multiplex network analysis can efficiently discriminate crises from periods of financial stability, where standard methods based on time-series symbolization often fail.
Crane cabins' interior space multivariate anthropometric modeling.
Essdai, Ahmed; Spasojević Brkić, Vesna K; Golubović, Tamara; Brkić, Aleksandar; Popović, Vladimir
2018-01-01
Previous research has shown that today's crane cabins fail to meet the needs of a large proportion of operators. Performance and financial losses and effects on safety should not be overlooked as well. The first aim of this survey is to model the crane cabin interior space using up-to-date crane operator anthropometric data and to compare the multivariate and univariate method anthropometric models. The second aim of the paper is to define the crane cabin interior space dimensions that enable anthropometric convenience. To facilitate the cabin design, the anthropometric dimensions of 64 crane operators in the first sample and 19 more in the second sample were collected in Serbia. The multivariate anthropometric models, spanning 95% of the population on the basis of a set of 8 anthropometric dimensions, have been developed. The percentile method was also used on the same set of data. The dimensions of the interior space, necessary for the accommodation of the crane operator, are 1174×1080×1865 mm. The percentiles results for the 5th and 95th model are within the obtained dimensions. The results of this study may prove useful to crane cabin designers in eliminating anthropometric inconsistencies and improving the health of operators, but can also aid in improving the safety, performance and financial results of the companies where crane cabins operate.
MULTIVARIATE ACCOUNTING IN INTERNATIONAL FINANCIAL REPORTING STANDARDS
Directory of Open Access Journals (Sweden)
V. V. IEVDOKYMOV
2017-03-01
Full Text Available The necessity of the research on the basis of the positivist model of scientific knowledge is proved. The value of the conceptual framework in the process of bookkeeping selection is analyzed. The differences of the accounting selection adjustment procedure in US GAAP and IFRS are considered. The role and importance of the qualitative characteristics of financial reporting in the implementation of accounting selection are substantiated. The structure of the qualitative characteristics of financial reporting and their limitations under the Conceptual Framework for the preparation and presentation of financial statements are examined. The correlation between the accounting rules and alternatives adopted in US GAAP and IAS / IFRS is analyzed. The necessity to discuss the issue of the feasibility of «rule-oriented» or «principle-oriented» accounting model in the context of multivariate concept is studied. The authors prove the necessity of the application of institutional theory to solve the problems of accounting opportunism that arises when using the concept of multivariate accounting in International Financial Reporting Standards.
Fuzzy multivariable control of domestic heat pumps
International Nuclear Information System (INIS)
Underwood, C.P.
2015-01-01
Poor control has been identified as one of the reasons why recent field trials of domestic heat pumps in the UK have produced disappointing results. Most of the technology in use today uses a thermostatically-controlled fixed speed compressor with a mechanical expansion device. This article investigates improved control of these heat pumps through the design and evaluation of a new multivariable fuzzy logic control system utilising a variable speed compressor drive with capacity control linked through to evaporator superheat control. A new dynamic thermal model of a domestic heat pump validated using experimental data forms the basis of the work. The proposed control system is evaluated using median and extreme daily heating demand profiles for a typical UK house compared with a basic thermostatically-controlled alternative. Results show good tracking of the heating temperature and superheat control variables, reduced cycling and an improvement in performance averaging 20%. - Highlights: • A new dynamic model of a domestic heat pump is developed and validated. • A new multivariable fuzzy logic heat pump control system is developed/reported. • The fuzzy controller regulates both plant capacity and evaporator superheat degree. • Thermal buffer storage is also considered as well as compressor cycling. • The new controller shows good variable tracking and a reduction in energy of 20%.
Boosted Multivariate Trees for Longitudinal Data
Pande, Amol; Li, Liang; Rajeswaran, Jeevanantham; Ehrlinger, John; Kogalur, Udaya B.; Blackstone, Eugene H.; Ishwaran, Hemant
2017-01-01
Machine learning methods provide a powerful approach for analyzing longitudinal data in which repeated measurements are observed for a subject over time. We boost multivariate trees to fit a novel flexible semi-nonparametric marginal model for longitudinal data. In this model, features are assumed to be nonparametric, while feature-time interactions are modeled semi-nonparametrically utilizing P-splines with estimated smoothing parameter. In order to avoid overfitting, we describe a relatively simple in sample cross-validation method which can be used to estimate the optimal boosting iteration and which has the surprising added benefit of stabilizing certain parameter estimates. Our new multivariate tree boosting method is shown to be highly flexible, robust to covariance misspecification and unbalanced designs, and resistant to overfitting in high dimensions. Feature selection can be used to identify important features and feature-time interactions. An application to longitudinal data of forced 1-second lung expiratory volume (FEV1) for lung transplant patients identifies an important feature-time interaction and illustrates the ease with which our method can find complex relationships in longitudinal data. PMID:29249866
Estimating uncertainty in multivariate responses to selection.
Stinchcombe, John R; Simonsen, Anna K; Blows, Mark W
2014-04-01
Predicting the responses to natural selection is one of the key goals of evolutionary biology. Two of the challenges in fulfilling this goal have been the realization that many estimates of natural selection might be highly biased by environmentally induced covariances between traits and fitness, and that many estimated responses to selection do not incorporate or report uncertainty in the estimates. Here we describe the application of a framework that blends the merits of the Robertson-Price Identity approach and the multivariate breeder's equation to address these challenges. The approach allows genetic covariance matrices, selection differentials, selection gradients, and responses to selection to be estimated without environmentally induced bias, direct and indirect selection and responses to selection to be distinguished, and if implemented in a Bayesian-MCMC framework, statistically robust estimates of uncertainty on all of these parameters to be made. We illustrate our approach with a worked example of previously published data. More generally, we suggest that applying both the Robertson-Price Identity and the multivariate breeder's equation will facilitate hypothesis testing about natural selection, genetic constraints, and evolutionary responses. © 2013 The Author(s). Evolution © 2013 The Society for the Study of Evolution.
Finer discrimination of brain activation with local multivariate distance
Institute of Scientific and Technical Information of China (English)
无
2007-01-01
The organization of human brain function is diverse on different spatial scales.Various cognitive states are alwavs represented as distinct activity patterns across the specific brain region on fine scales.Conventional univariate analysis of functional MRI data seeks to determine how a particular cognitive state is encoded in brain activity by analyzing each voxel separately without considering the fine-scale patterns information contained in the local brain regions.In this paper,a local multivariate distance mapping(LMDM)technique is proposed to detect the brain activation and to map the fine-scale brain activity patterns.LMDM directly represents the local brain activity with the patterns across multiple voxels rather than individual voxels,and it employs the multivariate distance between different patterns to discriminate the brain state on fine scales.Experiments with simulated and real fMRI data demonstrate that LMDM technique can dramatically increase the sensitivity of the detection for the fine-scale brain activity pettems which contain the subtle information of the experimental conditions.
Micro-Raman Imaging for Biology with Multivariate Spectral Analysis
Malvaso, Federica
2015-05-05
Raman spectroscopy is a noninvasive technique that can provide complex information on the vibrational state of the molecules. It defines the unique fingerprint that allow the identification of the various chemical components within a given sample. The aim of the following thesis work is to analyze Raman maps related to three pairs of different cells, highlighting differences and similarities through multivariate algorithms. The first pair of analyzed cells are human embryonic stem cells (hESCs), while the other two pairs are induced pluripotent stem cells (iPSCs) derived from T lymphocytes and keratinocytes, respectively. Although two different multivariate techniques were employed, ie Principal Component Analysis and Cluster Analysis, the same results were achieved: the iPSCs derived from T-lymphocytes show a higher content of genetic material both compared with the iPSCs derived from keratinocytes and the hESCs . On the other side, equally evident, was that iPS cells derived from keratinocytes assume a molecular distribution very similar to hESCs.
DEFF Research Database (Denmark)
Hansen, T.
The purpose of this Ph.D. thesis is twofold: The first purpose is to devise a new method for application of multivariable controllers in boiler control systems in which they act as optional process optimizing extensions to conventional control systems and in such a way that the safety measures...... mentioned, the concept is applicable to new as well as existing plants. The seccond purpose is to suggest specific methods for experimental modelling and multivariable controller design which are possible to use under the conceptual framework, implement them and test them in a boiler application....
Models and Inference for Multivariate Spatial Extremes
Vettori, Sabrina
2017-12-07
The development of flexible and interpretable statistical methods is necessary in order to provide appropriate risk assessment measures for extreme events and natural disasters. In this thesis, we address this challenge by contributing to the developing research field of Extreme-Value Theory. We initially study the performance of existing parametric and non-parametric estimators of extremal dependence for multivariate maxima. As the dimensionality increases, non-parametric estimators are more flexible than parametric methods but present some loss in efficiency that we quantify under various scenarios. We introduce a statistical tool which imposes the required shape constraints on non-parametric estimators in high dimensions, significantly improving their performance. Furthermore, by embedding the tree-based max-stable nested logistic distribution in the Bayesian framework, we develop a statistical algorithm that identifies the most likely tree structures representing the data\\'s extremal dependence using the reversible jump Monte Carlo Markov Chain method. A mixture of these trees is then used for uncertainty assessment in prediction through Bayesian model averaging. The computational complexity of full likelihood inference is significantly decreased by deriving a recursive formula for the nested logistic model likelihood. The algorithm performance is verified through simulation experiments which also compare different likelihood procedures. Finally, we extend the nested logistic representation to the spatial framework in order to jointly model multivariate variables collected across a spatial region. This situation emerges often in environmental applications but is not often considered in the current literature. Simulation experiments show that the new class of multivariate max-stable processes is able to detect both the cross and inner spatial dependence of a number of extreme variables at a relatively low computational cost, thanks to its Bayesian hierarchical
MIDAS: Regionally linear multivariate discriminative statistical mapping.
Varol, Erdem; Sotiras, Aristeidis; Davatzikos, Christos
2018-07-01
Statistical parametric maps formed via voxel-wise mass-univariate tests, such as the general linear model, are commonly used to test hypotheses about regionally specific effects in neuroimaging cross-sectional studies where each subject is represented by a single image. Despite being informative, these techniques remain limited as they ignore multivariate relationships in the data. Most importantly, the commonly employed local Gaussian smoothing, which is important for accounting for registration errors and making the data follow Gaussian distributions, is usually chosen in an ad hoc fashion. Thus, it is often suboptimal for the task of detecting group differences and correlations with non-imaging variables. Information mapping techniques, such as searchlight, which use pattern classifiers to exploit multivariate information and obtain more powerful statistical maps, have become increasingly popular in recent years. However, existing methods may lead to important interpretation errors in practice (i.e., misidentifying a cluster as informative, or failing to detect truly informative voxels), while often being computationally expensive. To address these issues, we introduce a novel efficient multivariate statistical framework for cross-sectional studies, termed MIDAS, seeking highly sensitive and specific voxel-wise brain maps, while leveraging the power of regional discriminant analysis. In MIDAS, locally linear discriminative learning is applied to estimate the pattern that best discriminates between two groups, or predicts a variable of interest. This pattern is equivalent to local filtering by an optimal kernel whose coefficients are the weights of the linear discriminant. By composing information from all neighborhoods that contain a given voxel, MIDAS produces a statistic that collectively reflects the contribution of the voxel to the regional classifiers as well as the discriminative power of the classifiers. Critically, MIDAS efficiently assesses the
Emulating facial biomechanics using multivariate partial least squares surrogate models.
Wu, Tim; Martens, Harald; Hunter, Peter; Mithraratne, Kumar
2014-11-01
A detailed biomechanical model of the human face driven by a network of muscles is a useful tool in relating the muscle activities to facial deformations. However, lengthy computational times often hinder its applications in practical settings. The objective of this study is to replace precise but computationally demanding biomechanical model by a much faster multivariate meta-model (surrogate model), such that a significant speedup (to real-time interactive speed) can be achieved. Using a multilevel fractional factorial design, the parameter space of the biomechanical system was probed from a set of sample points chosen to satisfy maximal rank optimality and volume filling. The input-output relationship at these sampled points was then statistically emulated using linear and nonlinear, cross-validated, partial least squares regression models. It was demonstrated that these surrogate models can mimic facial biomechanics efficiently and reliably in real-time. Copyright © 2014 John Wiley & Sons, Ltd.
Classification of adulterated honeys by multivariate analysis.
Amiry, Saber; Esmaiili, Mohsen; Alizadeh, Mohammad
2017-06-01
In this research, honey samples were adulterated with date syrup (DS) and invert sugar syrup (IS) at three concentrations (7%, 15% and 30%). 102 adulterated samples were prepared in six batches with 17 replications for each batch. For each sample, 32 parameters including color indices, rheological, physical, and chemical parameters were determined. To classify the samples, based on type and concentrations of adulterant, a multivariate analysis was applied using principal component analysis (PCA) followed by a linear discriminant analysis (LDA). Then, 21 principal components (PCs) were selected in five sets. Approximately two-thirds were identified correctly using color indices (62.75%) or rheological properties (67.65%). A power discrimination was obtained using physical properties (97.06%), and the best separations were achieved using two sets of chemical properties (set 1: lactone, diastase activity, sucrose - 100%) (set 2: free acidity, HMF, ash - 95%). Copyright © 2016 Elsevier Ltd. All rights reserved.
Multivariate Functional Data Visualization and Outlier Detection
Dai, Wenlin; Genton, Marc G.
2017-01-01
This article proposes a new graphical tool, the magnitude-shape (MS) plot, for visualizing both the magnitude and shape outlyingness of multivariate functional data. The proposed tool builds on the recent notion of functional directional outlyingness, which measures the centrality of functional data by simultaneously considering the level and the direction of their deviation from the central region. The MS-plot intuitively presents not only levels but also directions of magnitude outlyingness on the horizontal axis or plane, and demonstrates shape outlyingness on the vertical axis. A dividing curve or surface is provided to separate non-outlying data from the outliers. Both the simulated data and the practical examples confirm that the MS-plot is superior to existing tools for visualizing centrality and detecting outliers for functional data.
Multivariate Functional Data Visualization and Outlier Detection
Dai, Wenlin
2017-03-19
This article proposes a new graphical tool, the magnitude-shape (MS) plot, for visualizing both the magnitude and shape outlyingness of multivariate functional data. The proposed tool builds on the recent notion of functional directional outlyingness, which measures the centrality of functional data by simultaneously considering the level and the direction of their deviation from the central region. The MS-plot intuitively presents not only levels but also directions of magnitude outlyingness on the horizontal axis or plane, and demonstrates shape outlyingness on the vertical axis. A dividing curve or surface is provided to separate non-outlying data from the outliers. Both the simulated data and the practical examples confirm that the MS-plot is superior to existing tools for visualizing centrality and detecting outliers for functional data.
Lectures in feedback design for multivariable systems
Isidori, Alberto
2017-01-01
This book focuses on methods that relate, in one form or another, to the “small-gain theorem”. It is aimed at readers who are interested in learning methods for the design of feedback laws for linear and nonlinear multivariable systems in the presence of model uncertainties. With worked examples throughout, it includes both introductory material and more advanced topics. Divided into two parts, the first covers relevant aspects of linear-systems theory, the second, nonlinear theory. In order to deepen readers’ understanding, simpler single-input–single-output systems generally precede treatment of more complex multi-input–multi-output (MIMO) systems and linear systems precede nonlinear systems. This approach is used throughout, including in the final chapters, which explain the latest advanced ideas governing the stabilization, regulation, and tracking of nonlinear MIMO systems. Two major design problems are considered, both in the presence of model uncertainties: asymptotic stabilization with a “...
Multivariate approach to matrimonial mobility in Catalonia.
Calafell, F; Hernández, M
1993-10-01
Matrimonial mobility in Catalonia was studied using 1986 census data. Comarca (a geographic division) of birth was used as the population unit, and a measure of affinity (a statistical distance) between comarques in spouse geographic origin was defined. This distance was analyzed with multivariate methods drawn from numerical taxonomy to detect any discontinuities in matrimonial mobility and gene flow between comarques. Results show a three-level pattern of gene flow in Catalonia: (1) a strong endogamy within comarques; (2) a 100-km matrimonial circle around every comarca; and (3) the capital, Barcelona, which attracts migrants from all over Catalonia. The regionalization in matrimonial mobility follows the geographically clear-cut groups of comarques almost exactly.
Nonparametric Bayes Modeling of Multivariate Categorical Data.
Dunson, David B; Xing, Chuanhua
2012-01-01
Modeling of multivariate unordered categorical (nominal) data is a challenging problem, particularly in high dimensions and cases in which one wishes to avoid strong assumptions about the dependence structure. Commonly used approaches rely on the incorporation of latent Gaussian random variables or parametric latent class models. The goal of this article is to develop a nonparametric Bayes approach, which defines a prior with full support on the space of distributions for multiple unordered categorical variables. This support condition ensures that we are not restricting the dependence structure a priori. We show this can be accomplished through a Dirichlet process mixture of product multinomial distributions, which is also a convenient form for posterior computation. Methods for nonparametric testing of violations of independence are proposed, and the methods are applied to model positional dependence within transcription factor binding motifs.
Some developments in multivariate image analysis
DEFF Research Database (Denmark)
Kucheryavskiy, Sergey
be up to several million. The main MIA tool for exploratory analysis is score density plot – all pixels are projected into principal component space and on the corresponding scores plots are colorized according to their density (how many pixels are crowded in the unit area of the plot). Looking...... for and analyzing patterns on these plots and the original image allow to do interactive analysis, to get some hidden information, build a supervised classification model, and much more. In the present work several alternative methods to original principal component analysis (PCA) for building the projection......Multivariate image analysis (MIA), one of the successful chemometric applications, now is used widely in different areas of science and industry. Introduced in late 80s it has became very popular with hyperspectral imaging, where MIA is one of the most efficient tools for exploratory analysis...
Multivariate analysis of data in sensory science
Naes, T; Risvik, E
1996-01-01
The state-of-the-art of multivariate analysis in sensory science is described in this volume. Both methods for aggregated and individual sensory profiles are discussed. Processes and results are presented in such a way that they can be understood not only by statisticians but also by experienced sensory panel leaders and users of sensory analysis. The techniques presented are focused on examples and interpretation rather than on the technical aspects, with an emphasis on new and important methods which are possibly not so well known to scientists in the field. Important features of the book are discussions on the relationship among the methods with a strong accent on the connection between problems and methods. All procedures presented are described in relation to sensory data and not as completely general statistical techniques. Sensory scientists, applied statisticians, chemometricians, those working in consumer science, food scientists and agronomers will find this book of value.
FACT. Multivariate extraction of muon ring images
Energy Technology Data Exchange (ETDEWEB)
Noethe, Maximilian; Temme, Fabian; Buss, Jens [Experimentelle Physik 5b, TU Dortmund, Dortmund (Germany); Collaboration: FACT-Collaboration
2016-07-01
In ground-based gamma-ray astronomy, muon ring images are an important event class for instrument calibration and monitoring of its properties. In this talk, a multivariate approach will be presented, that is well suited for real time extraction of muons from data streams of Imaging Atmospheric Cherenkov Telescopes (IACT). FACT, the First G-APD Cherenkov Telescope is located on the Canary Island of La Palma and is the first IACT to use Silicon Photomultipliers for detecting the Cherenkov photons of extensive air showers. In case of FACT, the extracted muon events are used to calculate the time resolution of the camera. In addition, the effect of the mirror alignment in May 2014 on properties of detected muons is investigated. Muon candidates are identified with a random forest classification algorithm. The performance of the classifier is evaluated for different sets of image parameters in order to compare the gain in performance with the computational costs of their calculation.
Validation of models with multivariate output
International Nuclear Information System (INIS)
Rebba, Ramesh; Mahadevan, Sankaran
2006-01-01
This paper develops metrics for validating computational models with experimental data, considering uncertainties in both. A computational model may generate multiple response quantities and the validation experiment might yield corresponding measured values. Alternatively, a single response quantity may be predicted and observed at different spatial and temporal points. Model validation in such cases involves comparison of multiple correlated quantities. Multiple univariate comparisons may give conflicting inferences. Therefore, aggregate validation metrics are developed in this paper. Both classical and Bayesian hypothesis testing are investigated for this purpose, using multivariate analysis. Since, commonly used statistical significance tests are based on normality assumptions, appropriate transformations are investigated in the case of non-normal data. The methodology is implemented to validate an empirical model for energy dissipation in lap joints under dynamic loading
Advanced event reweighting using multivariate analysis
International Nuclear Information System (INIS)
Martschei, D; Feindt, M; Honc, S; Wagner-Kuhr, J
2012-01-01
Multivariate analysis (MVA) methods, especially discrimination techniques such as neural networks, are key ingredients in modern data analysis and play an important role in high energy physics. They are usually trained on simulated Monte Carlo (MC) samples to discriminate so called 'signal' from 'background' events and are then applied to data to select real events of signal type. We here address procedures that improve this work flow. This will be the enhancement of data / MC agreement by reweighting MC samples on a per event basis. Then training MVAs on real data using the sPlot technique will be discussed. Finally we will address the construction of MVAs whose discriminator is independent of a certain control variable, i.e. cuts on this variable will not change the discriminator shape.
Multivariate Markov chain modeling for stock markets
Maskawa, Jun-ichi
2003-06-01
We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.
Derivatives of Multivariate Bernstein Operators and Smoothness with Jacobi Weights
Directory of Open Access Journals (Sweden)
Jianjun Wang
2012-01-01
Full Text Available Using the modulus of smoothness, directional derivatives of multivariate Bernstein operators with weights are characterized. The obtained results partly generalize the corresponding ones for multivariate Bernstein operators without weights.
Regularized multivariate regression models with skew-t error distributions
Chen, Lianfu; Pourahmadi, Mohsen; Maadooliat, Mehdi
2014-01-01
We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both
Graphics for the multivariate two-sample problem
International Nuclear Information System (INIS)
Friedman, J.H.; Rafsky, L.C.
1981-01-01
Some graphical methods for comparing multivariate samples are presented. These methods are based on minimal spanning tree techniques developed for multivariate two-sample tests. The utility of these methods is illustrated through examples using both real and artificial data
Multivariate Receptor Models for Spatially Correlated Multipollutant Data
Jun, Mikyoung; Park, Eun Sug
2013-01-01
The goal of multivariate receptor modeling is to estimate the profiles of major pollution sources and quantify their impacts based on ambient measurements of pollutants. Traditionally, multivariate receptor modeling has been applied to multiple air
Marshall-Olkin multivariate semi-logistic distribution and minification ...
African Journals Online (AJOL)
Olkin multivariate logistic distribution (MO-ML) are introduced and studied. Various characterizations properties of Marshall-Olkin multivariate semi-logistic distribution are investigated and studied. First order autoregressive minification processes ...
Scale and shape mixtures of multivariate skew-normal distributions
Arellano-Valle, Reinaldo B.; Ferreira, Clé cio S.; Genton, Marc G.
2018-01-01
We introduce a broad and flexible class of multivariate distributions obtained by both scale and shape mixtures of multivariate skew-normal distributions. We present the probabilistic properties of this family of distributions in detail and lay down
Multivariate Pareto Minification Processes | Umar | Journal of the ...
African Journals Online (AJOL)
Autoregressive (AR) and autoregressive moving average (ARMA) processes with multivariate exponential (ME) distribution are presented and discussed. The theory of positive dependence is used to show that in many cases, multivariate exponential autoregressive (MEAR) and multivariate autoregressive moving average ...
Multivariate semi-logistic distribution and processes | Umar | Journal ...
African Journals Online (AJOL)
Multivariate semi-logistic distribution is introduced and studied. Some characterizations properties of multivariate semi-logistic distribution are presented. First order autoregressive minification processes and its generalization to kth order autoregressive minification processes with multivariate semi-logistic distribution as ...
Multivariable biorthogonal continuous--discrete Wilson and Racah polynomials
International Nuclear Information System (INIS)
Tratnik, M.V.
1990-01-01
Several families of multivariable, biorthogonal, partly continuous and partly discrete, Wilson polynomials are presented. These yield limit cases that are purely continuous in some of the variables and purely discrete in the others, or purely discrete in all the variables. The latter are referred to as the multivariable biorthogonal Racah polynomials. Interesting further limit cases include the multivariable biorthogonal Hahn and dual Hahn polynomials
The Multivariate Largest Lyapunov Exponent as an Age-Related Metric of Quiet Standing Balance
Directory of Open Access Journals (Sweden)
Kun Liu
2015-01-01
Full Text Available The largest Lyapunov exponent has been researched as a metric of the balance ability during human quiet standing. However, the sensitivity and accuracy of this measurement method are not good enough for clinical use. The present research proposes a metric of the human body’s standing balance ability based on the multivariate largest Lyapunov exponent which can quantify the human standing balance. The dynamic multivariate time series of ankle, knee, and hip were measured by multiple electrical goniometers. Thirty-six normal people of different ages participated in the test. With acquired data, the multivariate largest Lyapunov exponent was calculated. Finally, the results of the proposed approach were analysed and compared with the traditional method, for which the largest Lyapunov exponent and power spectral density from the centre of pressure were also calculated. The following conclusions can be obtained. The multivariate largest Lyapunov exponent has a higher degree of differentiation in differentiating balance in eyes-closed conditions. The MLLE value reflects the overall coordination between multisegment movements. Individuals of different ages can be distinguished by their MLLE values. The standing stability of human is reduced with the increment of age.
Web-Based Tools for Modelling and Analysis of Multivariate Data: California Ozone Pollution Activity
Dinov, Ivo D.; Christou, Nicolas
2011-01-01
This article presents a hands-on web-based activity motivated by the relation between human health and ozone pollution in California. This case study is based on multivariate data collected monthly at 20 locations in California between 1980 and 2006. Several strategies and tools for data interrogation and exploratory data analysis, model fitting…
Method for statistical data analysis of multivariate observations
Gnanadesikan, R
1997-01-01
A practical guide for multivariate statistical techniques-- now updated and revised In recent years, innovations in computer technology and statistical methodologies have dramatically altered the landscape of multivariate data analysis. This new edition of Methods for Statistical Data Analysis of Multivariate Observations explores current multivariate concepts and techniques while retaining the same practical focus of its predecessor. It integrates methods and data-based interpretations relevant to multivariate analysis in a way that addresses real-world problems arising in many areas of inte
Cross-covariance functions for multivariate geostatistics
Genton, Marc G.
2015-05-01
Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years, scientists developed models that aimed at capturing the spatial behavior for an individual process; only within the last few decades has it become commonplace to model multiple processes jointly. The key difficulty is in specifying the cross-covariance function, that is, the function responsible for the relationship between distinct variables. Indeed, these cross-covariance functions must be chosen to be consistent with marginal covariance functions in such a way that the second-order structure always yields a nonnegative definite covariance matrix. We review the main approaches to building cross-covariance models, including the linear model of coregionalization, convolution methods, the multivariate Matérn and nonstationary and space-time extensions of these among others. We additionally cover specialized constructions, including those designed for asymmetry, compact support and spherical domains, with a review of physics-constrained models. We illustrate select models on a bivariate regional climate model output example for temperature and pressure, along with a bivariate minimum and maximum temperature observational dataset; we compare models by likelihood value as well as via cross-validation co-kriging studies. The article closes with a discussion of unsolved problems. © Institute of Mathematical Statistics, 2015.
Multivariate Welch t-test on distances.
Alekseyenko, Alexander V
2016-12-01
Permutational non-Euclidean analysis of variance, PERMANOVA, is routinely used in exploratory analysis of multivariate datasets to draw conclusions about the significance of patterns visualized through dimension reduction. This method recognizes that pairwise distance matrix between observations is sufficient to compute within and between group sums of squares necessary to form the (pseudo) F statistic. Moreover, not only Euclidean, but arbitrary distances can be used. This method, however, suffers from loss of power and type I error inflation in the presence of heteroscedasticity and sample size imbalances. We develop a solution in the form of a distance-based Welch t-test, [Formula: see text], for two sample potentially unbalanced and heteroscedastic data. We demonstrate empirically the desirable type I error and power characteristics of the new test. We compare the performance of PERMANOVA and [Formula: see text] in reanalysis of two existing microbiome datasets, where the methodology has originated. The source code for methods and analysis of this article is available at https://github.com/alekseyenko/Tw2 Further guidance on application of these methods can be obtained from the author. alekseye@musc.edu. © The Author 2016. Published by Oxford University Press.
Multivariate volume visualization through dynamic projections
Energy Technology Data Exchange (ETDEWEB)
Liu, Shusen [Univ. of Utah, Salt Lake City, UT (United States); Wang, Bei [Univ. of Utah, Salt Lake City, UT (United States); Thiagarajan, Jayaraman J. [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Bremer, Peer -Timo [Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States); Pascucci, Valerio [Univ. of Utah, Salt Lake City, UT (United States)
2014-11-01
We propose a multivariate volume visualization framework that tightly couples dynamic projections with a high-dimensional transfer function design for interactive volume visualization. We assume that the complex, high-dimensional data in the attribute space can be well-represented through a collection of low-dimensional linear subspaces, and embed the data points in a variety of 2D views created as projections onto these subspaces. Through dynamic projections, we present animated transitions between different views to help the user navigate and explore the attribute space for effective transfer function design. Our framework not only provides a more intuitive understanding of the attribute space but also allows the design of the transfer function under multiple dynamic views, which is more flexible than being restricted to a single static view of the data. For large volumetric datasets, we maintain interactivity during the transfer function design via intelligent sampling and scalable clustering. As a result, using examples in combustion and climate simulations, we demonstrate how our framework can be used to visualize interesting structures in the volumetric space.
Scattering amplitudes from multivariate polynomial division
Energy Technology Data Exchange (ETDEWEB)
Mastrolia, Pierpaolo, E-mail: pierpaolo.mastrolia@cern.ch [Max-Planck-Institut fuer Physik, Foehringer Ring 6, 80805 Muenchen (Germany); Dipartimento di Fisica e Astronomia, Universita di Padova, Padova (Italy); INFN Sezione di Padova, via Marzolo 8, 35131 Padova (Italy); Mirabella, Edoardo, E-mail: mirabell@mppmu.mpg.de [Max-Planck-Institut fuer Physik, Foehringer Ring 6, 80805 Muenchen (Germany); Ossola, Giovanni, E-mail: GOssola@citytech.cuny.edu [New York City College of Technology, City University of New York, 300 Jay Street, Brooklyn, NY 11201 (United States); Graduate School and University Center, City University of New York, 365 Fifth Avenue, New York, NY 10016 (United States); Peraro, Tiziano, E-mail: peraro@mppmu.mpg.de [Max-Planck-Institut fuer Physik, Foehringer Ring 6, 80805 Muenchen (Germany)
2012-11-15
We show that the evaluation of scattering amplitudes can be formulated as a problem of multivariate polynomial division, with the components of the integration-momenta as indeterminates. We present a recurrence relation which, independently of the number of loops, leads to the multi-particle pole decomposition of the integrands of the scattering amplitudes. The recursive algorithm is based on the weak Nullstellensatz theorem and on the division modulo the Groebner basis associated to all possible multi-particle cuts. We apply it to dimensionally regulated one-loop amplitudes, recovering the well-known integrand-decomposition formula. Finally, we focus on the maximum-cut, defined as a system of on-shell conditions constraining the components of all the integration-momenta. By means of the Finiteness Theorem and of the Shape Lemma, we prove that the residue at the maximum-cut is parametrized by a number of coefficients equal to the number of solutions of the cut itself.
Cross-covariance functions for multivariate geostatistics
Genton, Marc G.; Kleiber, William
2015-01-01
Continuously indexed datasets with multiple variables have become ubiquitous in the geophysical, ecological, environmental and climate sciences, and pose substantial analysis challenges to scientists and statisticians. For many years, scientists developed models that aimed at capturing the spatial behavior for an individual process; only within the last few decades has it become commonplace to model multiple processes jointly. The key difficulty is in specifying the cross-covariance function, that is, the function responsible for the relationship between distinct variables. Indeed, these cross-covariance functions must be chosen to be consistent with marginal covariance functions in such a way that the second-order structure always yields a nonnegative definite covariance matrix. We review the main approaches to building cross-covariance models, including the linear model of coregionalization, convolution methods, the multivariate Matérn and nonstationary and space-time extensions of these among others. We additionally cover specialized constructions, including those designed for asymmetry, compact support and spherical domains, with a review of physics-constrained models. We illustrate select models on a bivariate regional climate model output example for temperature and pressure, along with a bivariate minimum and maximum temperature observational dataset; we compare models by likelihood value as well as via cross-validation co-kriging studies. The article closes with a discussion of unsolved problems. © Institute of Mathematical Statistics, 2015.
Hierarchical multivariate covariance analysis of metabolic connectivity.
Carbonell, Felix; Charil, Arnaud; Zijdenbos, Alex P; Evans, Alan C; Bedell, Barry J
2014-12-01
Conventional brain connectivity analysis is typically based on the assessment of interregional correlations. Given that correlation coefficients are derived from both covariance and variance, group differences in covariance may be obscured by differences in the variance terms. To facilitate a comprehensive assessment of connectivity, we propose a unified statistical framework that interrogates the individual terms of the correlation coefficient. We have evaluated the utility of this method for metabolic connectivity analysis using [18F]2-fluoro-2-deoxyglucose (FDG) positron emission tomography (PET) data from the Alzheimer's Disease Neuroimaging Initiative (ADNI) study. As an illustrative example of the utility of this approach, we examined metabolic connectivity in angular gyrus and precuneus seed regions of mild cognitive impairment (MCI) subjects with low and high β-amyloid burdens. This new multivariate method allowed us to identify alterations in the metabolic connectome, which would not have been detected using classic seed-based correlation analysis. Ultimately, this novel approach should be extensible to brain network analysis and broadly applicable to other imaging modalities, such as functional magnetic resonance imaging (MRI).
Li, Yanming; Nan, Bin; Zhu, Ji
2015-06-01
We propose a multivariate sparse group lasso variable selection and estimation method for data with high-dimensional predictors as well as high-dimensional response variables. The method is carried out through a penalized multivariate multiple linear regression model with an arbitrary group structure for the regression coefficient matrix. It suits many biology studies well in detecting associations between multiple traits and multiple predictors, with each trait and each predictor embedded in some biological functional groups such as genes, pathways or brain regions. The method is able to effectively remove unimportant groups as well as unimportant individual coefficients within important groups, particularly for large p small n problems, and is flexible in handling various complex group structures such as overlapping or nested or multilevel hierarchical structures. The method is evaluated through extensive simulations with comparisons to the conventional lasso and group lasso methods, and is applied to an eQTL association study. © 2015, The International Biometric Society.
Implementation of a fuzzy logic/neural network multivariable controller
International Nuclear Information System (INIS)
Cordes, G.A.; Clark, D.E.; Johnson, J.A.; Smartt, H.B.; Wickham, K.L.; Larson, T.K.
1992-01-01
This paper describes a multivariable controller developed at the Idaho National Engineering Laboratory (INEL) that incorporates both fuzzy logic rules and a neural network. The controller was implemented in a laboratory demonstration and was robust, producing smooth temperature and water level response curves with short time constants. In the future, intelligent control systems will be a necessity for optimal operation of autonomous reactor systems located on earth or in space. Even today, there is a need for control systems that adapt to the changing environment and process. Hybrid intelligent control systems promise to provide this adaptive capability. Fuzzy logic implements our imprecise, qualitative human reasoning. The values of system variables (controller inputs) and control variables (controller outputs) are described in linguistic terms and subdivided into fully overlapping value ranges. The fuzzy rule base describes how combinations of input parameter ranges determine the output control values. Neural networks implement our human learning. In this controller, neural networks were embedded in the software to explore their potential for adding adaptability
Multivariate statistical analysis of wildfires in Portugal
Costa, Ricardo; Caramelo, Liliana; Pereira, Mário
2013-04-01
Several studies demonstrate that wildfires in Portugal present high temporal and spatial variability as well as cluster behavior (Pereira et al., 2005, 2011). This study aims to contribute to the characterization of the fire regime in Portugal with the multivariate statistical analysis of the time series of number of fires and area burned in Portugal during the 1980 - 2009 period. The data used in the analysis is an extended version of the Rural Fire Portuguese Database (PRFD) (Pereira et al, 2011), provided by the National Forest Authority (Autoridade Florestal Nacional, AFN), the Portuguese Forest Service, which includes information for more than 500,000 fire records. There are many multiple advanced techniques for examining the relationships among multiple time series at the same time (e.g., canonical correlation analysis, principal components analysis, factor analysis, path analysis, multiple analyses of variance, clustering systems). This study compares and discusses the results obtained with these different techniques. Pereira, M.G., Trigo, R.M., DaCamara, C.C., Pereira, J.M.C., Leite, S.M., 2005: "Synoptic patterns associated with large summer forest fires in Portugal". Agricultural and Forest Meteorology. 129, 11-25. Pereira, M. G., Malamud, B. D., Trigo, R. M., and Alves, P. I.: The history and characteristics of the 1980-2005 Portuguese rural fire database, Nat. Hazards Earth Syst. Sci., 11, 3343-3358, doi:10.5194/nhess-11-3343-2011, 2011 This work is supported by European Union Funds (FEDER/COMPETE - Operational Competitiveness Programme) and by national funds (FCT - Portuguese Foundation for Science and Technology) under the project FCOMP-01-0124-FEDER-022692, the project FLAIR (PTDC/AAC-AMB/104702/2008) and the EU 7th Framework Program through FUME (contract number 243888).
Determination of sulfamethoxazole and trimethoprim mixtures by multivariate electronic spectroscopy
Cordeiro, Gilcélia A.; Peralta-Zamora, Patricio; Nagata, Noemi; Pontarollo, Roberto
2008-01-01
In this work a multivariate spectroscopic methodology is proposed for quantitative determination of sulfamethoxazole and trimethoprim in pharmaceutical associations. The multivariate model was developed by partial least-squares regression, using twenty synthetic mixtures and the spectral region between 190 and 350 nm. In the validation stage, which involved the analysis of five synthetic mixtures, prediction errors lower that 3% were observed. The predictive capacity of the multivariate model...
Multivariate Bonferroni-type inequalities theory and applications
Chen, John
2014-01-01
Multivariate Bonferroni-Type Inequalities: Theory and Applications presents a systematic account of research discoveries on multivariate Bonferroni-type inequalities published in the past decade. The emergence of new bounding approaches pushes the conventional definitions of optimal inequalities and demands new insights into linear and Fréchet optimality. The book explores these advances in bounding techniques with corresponding innovative applications. It presents the method of linear programming for multivariate bounds, multivariate hybrid bounds, sub-Markovian bounds, and bounds using Hamil
Multivariate methods in nuclear waste remediation: Needs and applications
International Nuclear Information System (INIS)
Pulsipher, B.A.
1992-05-01
The United States Department of Energy (DOE) has developed a strategy for nuclear waste remediation and environmental restoration at several major sites across the country. Nuclear and hazardous wastes are found in underground storage tanks, containment drums, soils, and facilities. Due to the many possible contaminants and complexities of sampling and analysis, multivariate methods are directly applicable. However, effective application of multivariate methods will require greater ability to communicate methods and results to a non-statistician community. Moreover, more flexible multivariate methods may be required to accommodate inherent sampling and analysis limitations. This paper outlines multivariate applications in the context of select DOE environmental restoration activities and identifies several perceived needs
Multivariate statistics high-dimensional and large-sample approximations
Fujikoshi, Yasunori; Shimizu, Ryoichi
2010-01-01
A comprehensive examination of high-dimensional analysis of multivariate methods and their real-world applications Multivariate Statistics: High-Dimensional and Large-Sample Approximations is the first book of its kind to explore how classical multivariate methods can be revised and used in place of conventional statistical tools. Written by prominent researchers in the field, the book focuses on high-dimensional and large-scale approximations and details the many basic multivariate methods used to achieve high levels of accuracy. The authors begin with a fundamental presentation of the basic
Manuel, Anura; Witmans, Manisha; El-Hakim, Hamdy
2013-08-01
To report on the prevalence of premature (PM) birth in a consecutive series of children treated for snoring and sleep-disordered breathing (S/SDB), the parameters specific to their management and variables predictive of disease severity. A retrospective study was undertaken at a tertiary pediatric hospital. Children with history of PM and presenting with S/SDB were identified from a prospectively kept surgical database. We set out to determine the prevalence of PM among the patients presenting with S/SDB who required airway evaluations and surgery. Pulse oximetry is overnight recordable oxygen saturation and heart rate tracing that provides information about hypoxemia during sleep. This was performed on all children preoperatively. The pulse oximetry findings were used to plan for perioperative monitoring and care. A multivariable analysis was used to identify factors predictive of abnormal pulse oximetry studies. We evaluated the associated diagnoses, surgical procedures required, and response to treatment in these selected children. Fifty-seven out of 1,038 patients were PM (33 males; mean age, 62.09 ± 34.91 months; range, 4-190 months). The mean gestational age was 30.3 ± 4.0 weeks. The prevalence rate of PM among patients treated surgically for SDB is 5.5% (95% CI 5.2-5.8) at our center. Comorbid pulmonary and gastrointestinal disorders were encountered on 23 (40%) and 17 (29.8%) occasions, respectively, and were the most commonly encountered comorbid diagnostic categories. Large airway abnormalities were encountered in 11 (19.3%) children, and the most common were subglottic stenosis (four) and laryngeal paralysis (four). Comorbid respiratory disease was negatively predictive of abnormal pulse oximetry (coefficient -0.35, P<.05). Postoperative respiratory outcomes correlated with abnormal pulse oximetry (coefficient 0.3; P<.05). Our findings suggest children with PM presenting to pediatric otolaryngology require a comprehensive evaluation for S/SDB. A
Directory of Open Access Journals (Sweden)
2016-12-01
Full Text Available This paper is on data analysis strategy in a complex, multidimensional, and dynamic domain. The focus is on the use of data mining techniques to explore the importance of multivariate structures; using climate variables which influences climate change. Techniques involved in data mining exercise vary according to the data structures. The multivariate analysis strategy considered here involved choosing an appropriate tool to analyze a process. Factor analysis is introduced into data mining technique in order to reveal the influencing impacts of factors involved as well as solving for multicolinearity effect among the variables. The temporal nature and multidimensionality of the target variables is revealed in the model using multidimensional regression estimates. The strategy of integrating the method of several statistical techniques, using climate variables in Nigeria was employed. R2 of 0.518 was obtained from the ordinary least square regression analysis carried out and the test was not significant at 5% level of significance. However, factor analysis regression strategy gave a good fit with R2 of 0.811 and the test was significant at 5% level of significance. Based on this study, model building should go beyond the usual confirmatory data analysis (CDA, rather it should be complemented with exploratory data analysis (EDA in order to achieve a desired result.
Effective network inference through multivariate information transfer estimation
Dahlqvist, Carl-Henrik; Gnabo, Jean-Yves
2018-06-01
Network representation has steadily gained in popularity over the past decades. In many disciplines such as finance, genetics, neuroscience or human travel to cite a few, the network may not directly be observable and needs to be inferred from time-series data, leading to the issue of separating direct interactions between two entities forming the network from indirect interactions coming through its remaining part. Drawing on recent contributions proposing strategies to deal with this problem such as the so-called "global silencing" approach of Barzel and Barabasi or "network deconvolution" of Feizi et al. (2013), we propose a novel methodology to infer an effective network structure from multivariate conditional information transfers. Its core principal is to test the information transfer between two nodes through a step-wise approach by conditioning the transfer for each pair on a specific set of relevant nodes as identified by our algorithm from the rest of the network. The methodology is model free and can be applied to high-dimensional networks with both inter-lag and intra-lag relationships. It outperforms state-of-the-art approaches for eliminating the redundancies and more generally retrieving simulated artificial networks in our Monte-Carlo experiments. We apply the method to stock market data at different frequencies (15 min, 1 h, 1 day) to retrieve the network of US largest financial institutions and then document how bank's centrality measurements relate to bank's systemic vulnerability.
From Reflectory Ring to Multivariable System
Directory of Open Access Journals (Sweden)
Аnatoly I. Nazarov
2009-01-01
Full Text Available Some special features of feedback functioning in live movement control are discussed. Taking into account the multicoupling nerve structure of movement apparatus we inevitable are faced with a question about principles based in clousing of chanals’ central endings ensemble, which afferentiates movement, on effector centres ensemble which controls muscle periphery. When we speak about movement skill development such afferent-efferent connections (reciphering, as N.A.Bernstein named them which would be adequate to perform given motor task do not exist in advance and they must to be developed during performing that task. The main role here play human perception of the information resulted from movement performance on the level of motor-sensory transition, when multidimensional vector of muscle dynamics transforms into dynamics of outer object environment. On the basis of selection of perseptual data new feedback structure is created which ensures steady functioning of the effectory patterns finded durng practice.
Synthetic environmental indicators: A conceptual approach from the multivariate statistics
International Nuclear Information System (INIS)
Escobar J, Luis A
2008-01-01
This paper presents a general description of multivariate statistical analysis and shows two methodologies: analysis of principal components and analysis of distance, DP2. Both methods use techniques of multivariate analysis to define the true dimension of data, which is useful to estimate indicators of environmental quality.
Simulations of full multivariate Tweedie with flexible dependence structure
DEFF Research Database (Denmark)
Cuenin, Johann; Jørgensen, Bent; Kokonendji, Célestin C.
2016-01-01
The paper introduces a variables-in-common method for constructing and simulating multivariate Tweedie distribution, based on linear combinations of independent univariate Tweedie variables. The method is facilitated by the convolution and scaling properties of the Tweedie distributions, using....... The method allows simulation of multivariate distributions from many known, including the Gaussian, Poisson, non-central gamma, gamma and inverse Gaussian distributions....
Optimal non-periodic inspection for a multivariate degradation model
Barker, C.T.; Newby, M.J.
2009-01-01
We address the problem of determining inspection and maintenance strategy for a system whose state is described by a multivariate stochastic process. We relax and extend the usual approaches. The system state is a multivariate stochastic process, decisions are based on a performance measure defined
Multivariate missing data in hydrology - Review and applications
Ben Aissia, Mohamed-Aymen; Chebana, Fateh; Ouarda, Taha B. M. J.
2017-12-01
Water resources planning and management require complete data sets of a number of hydrological variables, such as flood peaks and volumes. However, hydrologists are often faced with the problem of missing data (MD) in hydrological databases. Several methods are used to deal with the imputation of MD. During the last decade, multivariate approaches have gained popularity in the field of hydrology, especially in hydrological frequency analysis (HFA). However, treating the MD remains neglected in the multivariate HFA literature whereas the focus has been mainly on the modeling component. For a complete analysis and in order to optimize the use of data, MD should also be treated in the multivariate setting prior to modeling and inference. Imputation of MD in the multivariate hydrological framework can have direct implications on the quality of the estimation. Indeed, the dependence between the series represents important additional information that can be included in the imputation process. The objective of the present paper is to highlight the importance of treating MD in multivariate hydrological frequency analysis by reviewing and applying multivariate imputation methods and by comparing univariate and multivariate imputation methods. An application is carried out for multiple flood attributes on three sites in order to evaluate the performance of the different methods based on the leave-one-out procedure. The results indicate that, the performance of imputation methods can be improved by adopting the multivariate setting, compared to mean substitution and interpolation methods, especially when using the copula-based approach.
I - Multivariate Classification and Machine Learning in HEP
CERN. Geneva
2016-01-01
Traditional multivariate methods for classification (Stochastic Gradient Boosted Decision Trees and Multi-Layer Perceptrons) are explained in theory and practise using examples from HEP. General aspects of multivariate classification are discussed, in particular different regularisation techniques. Afterwards, data-driven techniques are introduced and compared to MC-based methods.
The analysis of multivariate group differences using common principal components
Bechger, T.M.; Blanca, M.J.; Maris, G.
2014-01-01
Although it is simple to determine whether multivariate group differences are statistically significant or not, such differences are often difficult to interpret. This article is about common principal components analysis as a tool for the exploratory investigation of multivariate group differences
Small Sample Properties of Bayesian Multivariate Autoregressive Time Series Models
Price, Larry R.
2012-01-01
The aim of this study was to compare the small sample (N = 1, 3, 5, 10, 15) performance of a Bayesian multivariate vector autoregressive (BVAR-SEM) time series model relative to frequentist power and parameter estimation bias. A multivariate autoregressive model was developed based on correlated autoregressive time series vectors of varying…
Multivariate Analysis and Machine Learning in Cerebral Palsy Research
Directory of Open Access Journals (Sweden)
Jing Zhang
2017-12-01
Full Text Available Cerebral palsy (CP, a common pediatric movement disorder, causes the most severe physical disability in children. Early diagnosis in high-risk infants is critical for early intervention and possible early recovery. In recent years, multivariate analytic and machine learning (ML approaches have been increasingly used in CP research. This paper aims to identify such multivariate studies and provide an overview of this relatively young field. Studies reviewed in this paper have demonstrated that multivariate analytic methods are useful in identification of risk factors, detection of CP, movement assessment for CP prediction, and outcome assessment, and ML approaches have made it possible to automatically identify movement impairments in high-risk infants. In addition, outcome predictors for surgical treatments have been identified by multivariate outcome studies. To make the multivariate and ML approaches useful in clinical settings, further research with large samples is needed to verify and improve these multivariate methods in risk factor identification, CP detection, movement assessment, and outcome evaluation or prediction. As multivariate analysis, ML and data processing technologies advance in the era of Big Data of this century, it is expected that multivariate analysis and ML will play a bigger role in improving the diagnosis and treatment of CP to reduce mortality and morbidity rates, and enhance patient care for children with CP.
Multivariate Analysis and Machine Learning in Cerebral Palsy Research.
Zhang, Jing
2017-01-01
Cerebral palsy (CP), a common pediatric movement disorder, causes the most severe physical disability in children. Early diagnosis in high-risk infants is critical for early intervention and possible early recovery. In recent years, multivariate analytic and machine learning (ML) approaches have been increasingly used in CP research. This paper aims to identify such multivariate studies and provide an overview of this relatively young field. Studies reviewed in this paper have demonstrated that multivariate analytic methods are useful in identification of risk factors, detection of CP, movement assessment for CP prediction, and outcome assessment, and ML approaches have made it possible to automatically identify movement impairments in high-risk infants. In addition, outcome predictors for surgical treatments have been identified by multivariate outcome studies. To make the multivariate and ML approaches useful in clinical settings, further research with large samples is needed to verify and improve these multivariate methods in risk factor identification, CP detection, movement assessment, and outcome evaluation or prediction. As multivariate analysis, ML and data processing technologies advance in the era of Big Data of this century, it is expected that multivariate analysis and ML will play a bigger role in improving the diagnosis and treatment of CP to reduce mortality and morbidity rates, and enhance patient care for children with CP.
A Range-Based Multivariate Model for Exchange Rate Volatility
B. Tims (Ben); R.J. Mahieu (Ronald)
2003-01-01
textabstractIn this paper we present a parsimonious multivariate model for exchange rate volatilities based on logarithmic high-low ranges of daily exchange rates. The multivariate stochastic volatility model divides the log range of each exchange rate into two independent latent factors, which are
Classification of Malaysia aromatic rice using multivariate statistical analysis
International Nuclear Information System (INIS)
Abdullah, A. H.; Adom, A. H.; Shakaff, A. Y. Md; Masnan, M. J.; Zakaria, A.; Rahim, N. A.; Omar, O.
2015-01-01
Aromatic rice (Oryza sativa L.) is considered as the best quality premium rice. The varieties are preferred by consumers because of its preference criteria such as shape, colour, distinctive aroma and flavour. The price of aromatic rice is higher than ordinary rice due to its special needed growth condition for instance specific climate and soil. Presently, the aromatic rice quality is identified by using its key elements and isotopic variables. The rice can also be classified via Gas Chromatography Mass Spectrometry (GC-MS) or human sensory panels. However, the uses of human sensory panels have significant drawbacks such as lengthy training time, and prone to fatigue as the number of sample increased and inconsistent. The GC–MS analysis techniques on the other hand, require detailed procedures, lengthy analysis and quite costly. This paper presents the application of in-house developed Electronic Nose (e-nose) to classify new aromatic rice varieties. The e-nose is used to classify the variety of aromatic rice based on the samples odour. The samples were taken from the variety of rice. The instrument utilizes multivariate statistical data analysis, including Principal Component Analysis (PCA), Linear Discriminant Analysis (LDA) and K-Nearest Neighbours (KNN) to classify the unknown rice samples. The Leave-One-Out (LOO) validation approach is applied to evaluate the ability of KNN to perform recognition and classification of the unspecified samples. The visual observation of the PCA and LDA plots of the rice proves that the instrument was able to separate the samples into different clusters accordingly. The results of LDA and KNN with low misclassification error support the above findings and we may conclude that the e-nose is successfully applied to the classification of the aromatic rice varieties
Classification of Malaysia aromatic rice using multivariate statistical analysis
Energy Technology Data Exchange (ETDEWEB)
Abdullah, A. H.; Adom, A. H.; Shakaff, A. Y. Md; Masnan, M. J.; Zakaria, A.; Rahim, N. A. [School of Mechatronic Engineering, Universiti Malaysia Perlis, Kampus Pauh Putra, 02600 Arau, Perlis (Malaysia); Omar, O. [Malaysian Agriculture Research and Development Institute (MARDI), Persiaran MARDI-UPM, 43400 Serdang, Selangor (Malaysia)
2015-05-15
Aromatic rice (Oryza sativa L.) is considered as the best quality premium rice. The varieties are preferred by consumers because of its preference criteria such as shape, colour, distinctive aroma and flavour. The price of aromatic rice is higher than ordinary rice due to its special needed growth condition for instance specific climate and soil. Presently, the aromatic rice quality is identified by using its key elements and isotopic variables. The rice can also be classified via Gas Chromatography Mass Spectrometry (GC-MS) or human sensory panels. However, the uses of human sensory panels have significant drawbacks such as lengthy training time, and prone to fatigue as the number of sample increased and inconsistent. The GC–MS analysis techniques on the other hand, require detailed procedures, lengthy analysis and quite costly. This paper presents the application of in-house developed Electronic Nose (e-nose) to classify new aromatic rice varieties. The e-nose is used to classify the variety of aromatic rice based on the samples odour. The samples were taken from the variety of rice. The instrument utilizes multivariate statistical data analysis, including Principal Component Analysis (PCA), Linear Discriminant Analysis (LDA) and K-Nearest Neighbours (KNN) to classify the unknown rice samples. The Leave-One-Out (LOO) validation approach is applied to evaluate the ability of KNN to perform recognition and classification of the unspecified samples. The visual observation of the PCA and LDA plots of the rice proves that the instrument was able to separate the samples into different clusters accordingly. The results of LDA and KNN with low misclassification error support the above findings and we may conclude that the e-nose is successfully applied to the classification of the aromatic rice varieties.
Classification of Malaysia aromatic rice using multivariate statistical analysis
Abdullah, A. H.; Adom, A. H.; Shakaff, A. Y. Md; Masnan, M. J.; Zakaria, A.; Rahim, N. A.; Omar, O.
2015-05-01
Aromatic rice (Oryza sativa L.) is considered as the best quality premium rice. The varieties are preferred by consumers because of its preference criteria such as shape, colour, distinctive aroma and flavour. The price of aromatic rice is higher than ordinary rice due to its special needed growth condition for instance specific climate and soil. Presently, the aromatic rice quality is identified by using its key elements and isotopic variables. The rice can also be classified via Gas Chromatography Mass Spectrometry (GC-MS) or human sensory panels. However, the uses of human sensory panels have significant drawbacks such as lengthy training time, and prone to fatigue as the number of sample increased and inconsistent. The GC-MS analysis techniques on the other hand, require detailed procedures, lengthy analysis and quite costly. This paper presents the application of in-house developed Electronic Nose (e-nose) to classify new aromatic rice varieties. The e-nose is used to classify the variety of aromatic rice based on the samples odour. The samples were taken from the variety of rice. The instrument utilizes multivariate statistical data analysis, including Principal Component Analysis (PCA), Linear Discriminant Analysis (LDA) and K-Nearest Neighbours (KNN) to classify the unknown rice samples. The Leave-One-Out (LOO) validation approach is applied to evaluate the ability of KNN to perform recognition and classification of the unspecified samples. The visual observation of the PCA and LDA plots of the rice proves that the instrument was able to separate the samples into different clusters accordingly. The results of LDA and KNN with low misclassification error support the above findings and we may conclude that the e-nose is successfully applied to the classification of the aromatic rice varieties.
Fractional and multivariable calculus model building and optimization problems
Mathai, A M
2017-01-01
This textbook presents a rigorous approach to multivariable calculus in the context of model building and optimization problems. This comprehensive overview is based on lectures given at five SERC Schools from 2008 to 2012 and covers a broad range of topics that will enable readers to understand and create deterministic and nondeterministic models. Researchers, advanced undergraduate, and graduate students in mathematics, statistics, physics, engineering, and biological sciences will find this book to be a valuable resource for finding appropriate models to describe real-life situations. The first chapter begins with an introduction to fractional calculus moving on to discuss fractional integrals, fractional derivatives, fractional differential equations and their solutions. Multivariable calculus is covered in the second chapter and introduces the fundamentals of multivariable calculus (multivariable functions, limits and continuity, differentiability, directional derivatives and expansions of multivariable ...
Multivariable control of a rolling spider drone
Lyu, Haifeng
The research and application of Unmanned Aerial Vehicles (UAVs) has been a hot topic recently. A UAV is dened as an aircraft which is designed not to carry a human pilot or operated with remote electronic input by the flight controller. In this thesis, the design of a control system for a quadcopter named Rolling Spider Drone is conducted. The thesis work presents the design of two kinds of controllers that can control the Drone to keep it balanced and track different kinds of input trajectories. The nonlinear mathematical model for the Drone is derived by the Newton-Euler method. The rotational subsystem and translational system are derived to describe the attitude and position motion of Drone. Techniques from linear control theory are employed to linearize the highly coupled and nonlinear quadcopter plant around equilibrium points and apply the linear feedback controller to stabilize the system. The controller is a digital tracking system that deploys LQR for system stability design. Fixed gain and adaptive gain scheduled controllers are developed and compared with different LQR weights. Step references and reference trajectories involving signicant variation for the yaw angle in the xy-plane and three-dimensional spaces are tracked in the simulation. The physical implementation and an output feedback controller are considered for future work.
2017-09-01
application of statistical inference. Even when human forecasters leverage their professional experience, which is often gained through long periods of... application throughout statistics and Bayesian data analysis. The multivariate form of 2( , ) (e.g., Figure 12) is similarly analytically...data (i.e., no systematic manipulations with analytical functions), it is common in the statistical literature to apply mathematical transformations
Multivariate Local Polynomial Regression with Application to Shenzhen Component Index
Directory of Open Access Journals (Sweden)
Liyun Su
2011-01-01
Full Text Available This study attempts to characterize and predict stock index series in Shenzhen stock market using the concepts of multivariate local polynomial regression. Based on nonlinearity and chaos of the stock index time series, multivariate local polynomial prediction methods and univariate local polynomial prediction method, all of which use the concept of phase space reconstruction according to Takens' Theorem, are considered. To fit the stock index series, the single series changes into bivariate series. To evaluate the results, the multivariate predictor for bivariate time series based on multivariate local polynomial model is compared with univariate predictor with the same Shenzhen stock index data. The numerical results obtained by Shenzhen component index show that the prediction mean squared error of the multivariate predictor is much smaller than the univariate one and is much better than the existed three methods. Even if the last half of the training data are used in the multivariate predictor, the prediction mean squared error is smaller than the univariate predictor. Multivariate local polynomial prediction model for nonsingle time series is a useful tool for stock market price prediction.
Multivariate analysis of 2-DE protein patterns - Practical approaches
DEFF Research Database (Denmark)
Jacobsen, Charlotte; Jacobsen, Susanne; Grove, H.
2007-01-01
Practical approaches to the use of multivariate data analysis of 2-DE protein patterns are demonstrated by three independent strategies for the image analysis and the multivariate analysis on the same set of 2-DE data. Four wheat varieties were selected on the basis of their baking quality. Two...... of the varieties were of strong baking quality and hard wheat kernel and two were of weak baking quality and soft kernel. Gliadins at different stages of grain development were analyzed by the application of multivariate data analysis on images of 2-DEs. Patterns related to the wheat varieties, harvest times...
Alternating multivariate trigonometric functions and corresponding Fourier transforms
International Nuclear Information System (INIS)
Klimyk, A U; Patera, J
2008-01-01
We define and study multivariate sine and cosine functions, symmetric with respect to the alternating group A n , which is a subgroup of the permutation (symmetric) group S n . These functions are eigenfunctions of the Laplace operator. They determine Fourier-type transforms. There exist three types of such transforms: expansions into corresponding sine-Fourier and cosine-Fourier series, integral sine-Fourier and cosine-Fourier transforms, and multivariate finite sine and cosine transforms. In all these transforms, alternating multivariate sine and cosine functions are used as a kernel
Scale and shape mixtures of multivariate skew-normal distributions
Arellano-Valle, Reinaldo B.
2018-02-26
We introduce a broad and flexible class of multivariate distributions obtained by both scale and shape mixtures of multivariate skew-normal distributions. We present the probabilistic properties of this family of distributions in detail and lay down the theoretical foundations for subsequent inference with this model. In particular, we study linear transformations, marginal distributions, selection representations, stochastic representations and hierarchical representations. We also describe an EM-type algorithm for maximum likelihood estimation of the parameters of the model and demonstrate its implementation on a wind dataset. Our family of multivariate distributions unifies and extends many existing models of the literature that can be seen as submodels of our proposal.
(Anti)symmetric multivariate exponential functions and corresponding Fourier transforms
International Nuclear Information System (INIS)
Klimyk, A U; Patera, J
2007-01-01
We define and study symmetrized and antisymmetrized multivariate exponential functions. They are defined as determinants and antideterminants of matrices whose entries are exponential functions of one variable. These functions are eigenfunctions of the Laplace operator on the corresponding fundamental domains satisfying certain boundary conditions. To symmetric and antisymmetric multivariate exponential functions there correspond Fourier transforms. There are three types of such Fourier transforms: expansions into the corresponding Fourier series, integral Fourier transforms and multivariate finite Fourier transforms. Eigenfunctions of the integral Fourier transforms are found
Groundwater quality assessment of urban Bengaluru using multivariate statistical techniques
Gulgundi, Mohammad Shahid; Shetty, Amba
2018-03-01
Groundwater quality deterioration due to anthropogenic activities has become a subject of prime concern. The objective of the study was to assess the spatial and temporal variations in groundwater quality and to identify the sources in the western half of the Bengaluru city using multivariate statistical techniques. Water quality index rating was calculated for pre and post monsoon seasons to quantify overall water quality for human consumption. The post-monsoon samples show signs of poor quality in drinking purpose compared to pre-monsoon. Cluster analysis (CA), principal component analysis (PCA) and discriminant analysis (DA) were applied to the groundwater quality data measured on 14 parameters from 67 sites distributed across the city. Hierarchical cluster analysis (CA) grouped the 67 sampling stations into two groups, cluster 1 having high pollution and cluster 2 having lesser pollution. Discriminant analysis (DA) was applied to delineate the most meaningful parameters accounting for temporal and spatial variations in groundwater quality of the study area. Temporal DA identified pH as the most important parameter, which discriminates between water quality in the pre-monsoon and post-monsoon seasons and accounts for 72% seasonal assignation of cases. Spatial DA identified Mg, Cl and NO3 as the three most important parameters discriminating between two clusters and accounting for 89% spatial assignation of cases. Principal component analysis was applied to the dataset obtained from the two clusters, which evolved three factors in each cluster, explaining 85.4 and 84% of the total variance, respectively. Varifactors obtained from principal component analysis showed that groundwater quality variation is mainly explained by dissolution of minerals from rock water interactions in the aquifer, effect of anthropogenic activities and ion exchange processes in water.
Disturbance Error Reduction in Multivariable Optimal Control Systems
Directory of Open Access Journals (Sweden)
Ole A. Solheim
1983-01-01
Full Text Available The paper deals with the design of optimal multivariable controllers, using a modified LQR approach. All controllers discussed contain proportional feedback and, in addition, there may be feedforward, integral action or state estimation.
Classifying hot water chemistry: Application of MULTIVARIATE STATISTICS
Sumintadireja, Prihadi; Irawan, Dasapta Erwin; Rezky, Yuanno; Gio, Prana Ugiana; Agustin, Anggita
2016-01-01
This file is the dataset for the following paper "Classifying hot water chemistry: Application of MULTIVARIATE STATISTICS". Authors: Prihadi Sumintadireja1, Dasapta Erwin Irawan1, Yuano Rezky2, Prana Ugiana Gio3, Anggita Agustin1
A Newton Algorithm for Multivariate Total Least Squares Problems
Directory of Open Access Journals (Sweden)
WANG Leyang
2016-04-01
Full Text Available In order to improve calculation efficiency of parameter estimation, an algorithm for multivariate weighted total least squares adjustment based on Newton method is derived. The relationship between the solution of this algorithm and that of multivariate weighted total least squares adjustment based on Lagrange multipliers method is analyzed. According to propagation of cofactor, 16 computational formulae of cofactor matrices of multivariate total least squares adjustment are also listed. The new algorithm could solve adjustment problems containing correlation between observation matrix and coefficient matrix. And it can also deal with their stochastic elements and deterministic elements with only one cofactor matrix. The results illustrate that the Newton algorithm for multivariate total least squares problems could be practiced and have higher convergence rate.
Ultrawide Bandwidth Receiver Based on a Multivariate Generalized Gaussian Distribution
Ahmed, Qasim Zeeshan
2015-04-01
Multivariate generalized Gaussian density (MGGD) is used to approximate the multiple access interference (MAI) and additive white Gaussian noise in pulse-based ultrawide bandwidth (UWB) system. The MGGD probability density function (pdf) is shown to be a better approximation of a UWB system as compared to multivariate Gaussian, multivariate Laplacian and multivariate Gaussian-Laplacian mixture (GLM). The similarity between the simulated and the approximated pdf is measured with the help of modified Kullback-Leibler distance (KLD). It is also shown that MGGD has the smallest KLD as compared to Gaussian, Laplacian and GLM densities. A receiver based on the principles of minimum bit error rate is designed for the MGGD pdf. As the requirement is stringent, the adaptive implementation of the receiver is also carried out in this paper. Training sequence of the desired user is the only requirement when implementing the detector adaptively. © 2002-2012 IEEE.
Sunspot Cycle Prediction Using Multivariate Regression and Binary ...
Indian Academy of Sciences (India)
49
Multivariate regression model has been derived based on the available cycles 1 .... The flare index correlates well with various parameters of the solar activity. ...... 32) Sabarinath A and Anilkumar A K 2011 A stochastic prediction model for the.
Methods for Analyzing Multivariate Phenotypes in Genetic Association Studies
Directory of Open Access Journals (Sweden)
Qiong Yang
2012-01-01
Full Text Available Multivariate phenotypes are frequently encountered in genetic association studies. The purpose of analyzing multivariate phenotypes usually includes discovery of novel genetic variants of pleiotropy effects, that is, affecting multiple phenotypes, and the ultimate goal of uncovering the underlying genetic mechanism. In recent years, there have been new method development and application of existing statistical methods to such phenotypes. In this paper, we provide a review of the available methods for analyzing association between a single marker and a multivariate phenotype consisting of the same type of components (e.g., all continuous or all categorical or different types of components (e.g., some are continuous and others are categorical. We also reviewed causal inference methods designed to test whether the detected association with the multivariate phenotype is truly pleiotropy or the genetic marker exerts its effects on some phenotypes through affecting the others.
Fast and Flexible Multivariate Time Series Subsequence Search
National Aeronautics and Space Administration — Multivariate Time-Series (MTS) are ubiquitous, and are generated in areas as disparate as sensor recordings in aerospace systems, music and video streams, medical...
Matrix-based introduction to multivariate data analysis
Adachi, Kohei
2016-01-01
This book enables readers who may not be familiar with matrices to understand a variety of multivariate analysis procedures in matrix forms. Another feature of the book is that it emphasizes what model underlies a procedure and what objective function is optimized for fitting the model to data. The author believes that the matrix-based learning of such models and objective functions is the fastest way to comprehend multivariate data analysis. The text is arranged so that readers can intuitively capture the purposes for which multivariate analysis procedures are utilized: plain explanations of the purposes with numerical examples precede mathematical descriptions in almost every chapter. This volume is appropriate for undergraduate students who already have studied introductory statistics. Graduate students and researchers who are not familiar with matrix-intensive formulations of multivariate data analysis will also find the book useful, as it is based on modern matrix formulations with a special emphasis on ...
Local subdifferentials and multivariational inequalities in Banach and Frechet spaces
Directory of Open Access Journals (Sweden)
Pavlo O. Kasyanov
2008-01-01
Full Text Available Some functional-topological concepts of subdifferential and locally subdifferential maps in Frechet spaces are established. Multivariational inequalities with an operator of the pseudo-monotone type, connected with subdifferential maps, are considered.
Multivariate Cryptography Based on Clipped Hopfield Neural Network.
Wang, Jia; Cheng, Lee-Ming; Su, Tong
2018-02-01
Designing secure and efficient multivariate public key cryptosystems [multivariate cryptography (MVC)] to strengthen the security of RSA and ECC in conventional and quantum computational environment continues to be a challenging research in recent years. In this paper, we will describe multivariate public key cryptosystems based on extended Clipped Hopfield Neural Network (CHNN) and implement it using the MVC (CHNN-MVC) framework operated in space. The Diffie-Hellman key exchange algorithm is extended into the matrix field, which illustrates the feasibility of its new applications in both classic and postquantum cryptography. The efficiency and security of our proposed new public key cryptosystem CHNN-MVC are simulated and found to be NP-hard. The proposed algorithm will strengthen multivariate public key cryptosystems and allows hardware realization practicality.
A simplified parsimonious higher order multivariate Markov chain model
Wang, Chao; Yang, Chuan-sheng
2017-09-01
In this paper, a simplified parsimonious higher-order multivariate Markov chain model (SPHOMMCM) is presented. Moreover, parameter estimation method of TPHOMMCM is give. Numerical experiments shows the effectiveness of TPHOMMCM.
A tridiagonal parsimonious higher order multivariate Markov chain model
Wang, Chao; Yang, Chuan-sheng
2017-09-01
In this paper, we present a tridiagonal parsimonious higher-order multivariate Markov chain model (TPHOMMCM). Moreover, estimation method of the parameters in TPHOMMCM is give. Numerical experiments illustrate the effectiveness of TPHOMMCM.
Search for the top quark using multivariate analysis techniques
International Nuclear Information System (INIS)
Bhat, P.C.
1994-08-01
The D0 collaboration is developing top search strategies using multivariate analysis techniques. We report here on applications of the H-matrix method to the eμ channel and neural networks to the e+jets channel
A Scalable Local Algorithm for Distributed Multivariate Regression
National Aeronautics and Space Administration — This paper offers a local distributed algorithm for multivariate regression in large peer-to-peer environments. The algorithm can be used for distributed...
Instrumental Neutron Activation Analysis and Multivariate Statistics for Pottery Provenance
Glascock, M. D.; Neff, H.; Vaughn, K. J.
2004-06-01
The application of instrumental neutron activation analysis and multivariate statistics to archaeological studies of ceramics and clays is described. A small pottery data set from the Nasca culture in southern Peru is presented for illustration.
Instrumental Neutron Activation Analysis and Multivariate Statistics for Pottery Provenance
International Nuclear Information System (INIS)
Glascock, M. D.; Neff, H.; Vaughn, K. J.
2004-01-01
The application of instrumental neutron activation analysis and multivariate statistics to archaeological studies of ceramics and clays is described. A small pottery data set from the Nasca culture in southern Peru is presented for illustration.
A comparison of multivariate genome-wide association methods
DEFF Research Database (Denmark)
Galesloot, Tessel E; Van Steen, Kristel; Kiemeney, Lambertus A L M
2014-01-01
Joint association analysis of multiple traits in a genome-wide association study (GWAS), i.e. a multivariate GWAS, offers several advantages over analyzing each trait in a separate GWAS. In this study we directly compared a number of multivariate GWAS methods using simulated data. We focused on six...... methods that are implemented in the software packages PLINK, SNPTEST, MultiPhen, BIMBAM, PCHAT and TATES, and also compared them to standard univariate GWAS, analysis of the first principal component of the traits, and meta-analysis of univariate results. We simulated data (N = 1000) for three...... for scenarios with an opposite sign of genetic and residual correlation. All multivariate analyses resulted in a higher power than univariate analyses, even when only one of the traits was associated with the QTL. Hence, use of multivariate GWAS methods can be recommended, even when genetic correlations between...
Multivariate Methods Based Soft Measurement for Wine Quality Evaluation
Directory of Open Access Journals (Sweden)
Shen Yin
2014-01-01
a decision. However, since the physicochemical indexes of wine can to some extent reflect the quality of wine, the multivariate statistical methods based soft measure can help the oenologist in wine evaluation.
Multivariate Regression of Liver on Intestine of Mice: A ...
African Journals Online (AJOL)
Multivariate Regression of Liver on Intestine of Mice: A Chemotherapeutic Evaluation of Plant ... Using an analysis of covariance model, the effects ... The findings revealed, with the aid of likelihood-ratio statistic, a marked improvement in
Instrumental Neutron Activation Analysis and Multivariate Statistics for Pottery Provenance
Energy Technology Data Exchange (ETDEWEB)
Glascock, M. D.; Neff, H. [University of Missouri, Research Reactor Center (United States); Vaughn, K. J. [Pacific Lutheran University, Department of Anthropology (United States)
2004-06-15
The application of instrumental neutron activation analysis and multivariate statistics to archaeological studies of ceramics and clays is described. A small pottery data set from the Nasca culture in southern Peru is presented for illustration.
Multivariate statistical characterization of groundwater quality in Ain ...
African Journals Online (AJOL)
Administrator
depends much on the sustainability of the available water resources. Water of .... 18 wells currently in use were selected based on the preliminary field survey carried out to ... In recent times, multivariate statistical methods have been applied ...
Input saturation in nonlinear multivariable processes resolved by nonlinear decoupling
Directory of Open Access Journals (Sweden)
Jens G. Balchen
1995-04-01
Full Text Available A new method is presented for the resolution of the problem of input saturation in nonlinear multivariable process control by means of elementary nonlinear decoupling (END. Input saturation can have serious consequences particularly in multivariable control because it may lead to very undesirable system behaviour and quite often system instability. Many authors have searched for systematic techniques for designing multivariable control systems in which saturation may occur in any of the control variables (inputs, manipulated variables. No generally accepted method seems to have been presented so far which gives a solution in closed form. The method of elementary nonlinear decoupling (END can be applied directly to the case of saturation control variables by deriving as many control strategies as there are combinations of saturating control variables. The method is demonstrated by the multivariable control of a simulated Fluidized Catalytic Cracker (FCC with very convincing results.
An Efficient Local Algorithm for Distributed Multivariate Regression
National Aeronautics and Space Administration — This paper offers a local distributed algorithm for multivariate regression in large peer-to-peer environments. The algorithm is designed for distributed...
A note on inconsistent families of discrete multivariate distributions
Ghosh, Sugata; Dutta, Subhajit; Genton, Marc G.
2017-01-01
We construct a d-dimensional discrete multivariate distribution for which any proper subset of its components belongs to a specific family of distributions. However, the joint d-dimensional distribution fails to belong to that family and in other words, it is ‘inconsistent’ with the distribution of these subsets. We also address preservation of this ‘inconsistency’ property for the symmetric Binomial distribution, and some discrete distributions arising from the multivariate discrete normal distribution.
MULTIVARIATERESIDUES : A Mathematica package for computing multivariate residues
Larsen, Kasper J.; Rietkerk, Robbert
2018-01-01
Multivariate residues appear in many different contexts in theoretical physics and algebraic geometry. In theoretical physics, they for example give the proper definition of generalized-unitarity cuts, and they play a central role in the Grassmannian formulation of the S-matrix by Arkani-Hamed et al. In realistic cases their evaluation can be non-trivial. In this paper we provide a Mathematica package for efficient evaluation of multivariate residues based on methods from computational algebraic geometry.
A note on inconsistent families of discrete multivariate distributions
Ghosh, Sugata
2017-07-05
We construct a d-dimensional discrete multivariate distribution for which any proper subset of its components belongs to a specific family of distributions. However, the joint d-dimensional distribution fails to belong to that family and in other words, it is ‘inconsistent’ with the distribution of these subsets. We also address preservation of this ‘inconsistency’ property for the symmetric Binomial distribution, and some discrete distributions arising from the multivariate discrete normal distribution.
Fourier expansions and multivariable Bessel functions concerning radiation programmes
International Nuclear Information System (INIS)
Dattoli, G.; Richetta, M.; Torre, A.; Chiccoli, C.; Lorenzutta, S.; Maino, G.
1996-01-01
The link between generalized Bessel functions and other special functions is investigated using the Fourier series and the generalized Jacobi-Anger expansion. A new class of multivariable Hermite polynomials is then introduced and their relevance to physical problems discussed. As an example of the power of the method, applied to radiation physics, we analyse the role played by multi-variable Bessel functions in the description of radiation emitted by a charge constrained to a nonlinear oscillation. (author)
Forecasting multivariate volatility in larger dimensions: some practical issues
Adam E Clements; Ayesha Scott; Annastiina Silvennoinen
2012-01-01
The importance of covariance modelling has long been recognised in the field of portfolio management and large dimensional multivariate problems are increasingly becoming the focus of research. This paper provides a straightforward and commonsense approach toward investigating whether simpler moving average based correlation forecasting methods have equal predictive accuracy as their more complex multivariate GARCH counterparts for large dimensional problems. We find simpler forecasting techn...
DTW-APPROACH FOR UNCORRELATED MULTIVARIATE TIME SERIES IMPUTATION
Phan , Thi-Thu-Hong; Poisson Caillault , Emilie; Bigand , André; Lefebvre , Alain
2017-01-01
International audience; Missing data are inevitable in almost domains of applied sciences. Data analysis with missing values can lead to a loss of efficiency and unreliable results, especially for large missing sub-sequence(s). Some well-known methods for multivariate time series imputation require high correlations between series or their features. In this paper , we propose an approach based on the shape-behaviour relation in low/un-correlated multivariate time series under an assumption of...
Multivariate Term Structure Models with Level and Heteroskedasticity Effects
DEFF Research Database (Denmark)
Christiansen, Charlotte
2005-01-01
The paper introduces and estimates a multivariate level-GARCH model for the long rate and the term-structure spread where the conditional volatility is proportional to the ãth power of the variable itself (level effects) and the conditional covariance matrix evolves according to a multivariate GA...... and the level model. GARCH effects are more important than level effects. The results are robust to the maturity of the interest rates. Udgivelsesdato: MAY...
Processing data collected from radiometric experiments by multivariate technique
International Nuclear Information System (INIS)
Urbanski, P.; Kowalska, E.; Machaj, B.; Jakowiuk, A.
2005-01-01
Multivariate techniques applied for processing data collected from radiometric experiments can provide more efficient extraction of the information contained in the spectra. Several techniques are considered: (i) multivariate calibration using Partial Least Square Regression and Artificial Neural Network, (ii) standardization of the spectra, (iii) smoothing of collected spectra were autocorrelation function and bootstrap were used for the assessment of the processed data, (iv) image processing using Principal Component Analysis. Application of these techniques is illustrated on examples of some industrial applications. (author)
A Range-Based Multivariate Model for Exchange Rate Volatility
Tims, Ben; Mahieu, Ronald
2003-01-01
textabstractIn this paper we present a parsimonious multivariate model for exchange rate volatilities based on logarithmic high-low ranges of daily exchange rates. The multivariate stochastic volatility model divides the log range of each exchange rate into two independent latent factors, which are interpreted as the underlying currency specific components. Due to the normality of logarithmic volatilities the model can be estimated conveniently with standard Kalman filter techniques. Our resu...
An uncertain journey around the tails of multivariate hydrological distributions
Serinaldi, Francesco
2013-10-01
Moving from univariate to multivariate frequency analysis, this study extends the Klemeš' critique of the widespread belief that the increasingly refined mathematical structures of probability functions increase the accuracy and credibility of the extrapolated upper tails of the fitted distribution models. In particular, we discuss key aspects of multivariate frequency analysis applied to hydrological data such as the selection of multivariate design events (i.e., appropriate subsets or scenarios of multiplets that exhibit the same joint probability to be used in design applications) and the assessment of the corresponding uncertainty. Since these problems are often overlooked or treated separately, and sometimes confused, we attempt to clarify properties, advantages, shortcomings, and reliability of results of frequency analysis. We suggest a selection method of multivariate design events with prescribed joint probability based on simple Monte Carlo simulations that accounts for the uncertainty affecting the inference results and the multivariate extreme quantiles. It is also shown that the exploration of the p-level probability regions of a joint distribution returns a set of events that is a subset of the p-level scenarios resulting from an appropriate assessment of the sampling uncertainty, thus tending to overlook more extreme and potentially dangerous events with the same (uncertain) joint probability. Moreover, a quantitative assessment of the uncertainty of multivariate quantiles is provided by introducing the concept of joint confidence intervals. From an operational point of view, the simulated event sets describing the distribution of the multivariate p-level quantiles can be used to perform multivariate risk analysis under sampling uncertainty. As an example of the practical implications of this study, we analyze two case studies already presented in the literature.
Global Sensitivity Analysis for multivariate output using Polynomial Chaos Expansion
International Nuclear Information System (INIS)
Garcia-Cabrejo, Oscar; Valocchi, Albert
2014-01-01
Many mathematical and computational models used in engineering produce multivariate output that shows some degree of correlation. However, conventional approaches to Global Sensitivity Analysis (GSA) assume that the output variable is scalar. These approaches are applied on each output variable leading to a large number of sensitivity indices that shows a high degree of redundancy making the interpretation of the results difficult. Two approaches have been proposed for GSA in the case of multivariate output: output decomposition approach [9] and covariance decomposition approach [14] but they are computationally intensive for most practical problems. In this paper, Polynomial Chaos Expansion (PCE) is used for an efficient GSA with multivariate output. The results indicate that PCE allows efficient estimation of the covariance matrix and GSA on the coefficients in the approach defined by Campbell et al. [9], and the development of analytical expressions for the multivariate sensitivity indices defined by Gamboa et al. [14]. - Highlights: • PCE increases computational efficiency in 2 approaches of GSA of multivariate output. • Efficient estimation of covariance matrix of output from coefficients of PCE. • Efficient GSA on coefficients of orthogonal decomposition of the output using PCE. • Analytical expressions of multivariate sensitivity indices from coefficients of PCE
Resent state and multivariate analysis of a few juniper forests of baluchistan, pakistan
International Nuclear Information System (INIS)
Ahmed, M.; Siddiqui, M.F.
2015-01-01
Quantitative multivariate investigations were carried out to explore various forms of Juniper trees resulting human disturbances and natural phenomenon. Thirty stands were sampled by point centered quarter method and data were analysed using Wards cluster analysis and Bray-Curtis ordination. On the basis of multivariate analysis eight various forms i.e. healthy, unhealthy, over mature, disturbed, dieback, standing dead, logs and cut stem were recognized. Structural attributes were computed. Highest numbers (130-133 stem ha-1) of logs were recorded from Cautair and Khunk forests. Highest density ha-1 (229 ha-1) of healthy plants was estimated from Tangi Top area while lowest number (24 ha-1) of healthy plants was found from Saraghara area. Multivariate analysis showed five groups in cluster and ordination diagrams. These groups are characterized on the basis of healthy, over mature, disturbed and logged trees of Juniper. Higher number (115, 96, 84, 80 ha-1) of disturbed trees were distributed at Speena Sukher, Srag Kazi, Prang Shella and Tangi Top respectively. Overall density does not show any significant relation with basal area m2 ha-1, degree of slopes and the elevation of the sampling stands. Present study show that each and every Juniper stands are highly disturbed mostly due to human influence, therefore prompt conservational steps should be taken to safe these forests. (author)
Multivariate Methods for Meta-Analysis of Genetic Association Studies.
Dimou, Niki L; Pantavou, Katerina G; Braliou, Georgia G; Bagos, Pantelis G
2018-01-01
Multivariate meta-analysis of genetic association studies and genome-wide association studies has received a remarkable attention as it improves the precision of the analysis. Here, we review, summarize and present in a unified framework methods for multivariate meta-analysis of genetic association studies and genome-wide association studies. Starting with the statistical methods used for robust analysis and genetic model selection, we present in brief univariate methods for meta-analysis and we then scrutinize multivariate methodologies. Multivariate models of meta-analysis for a single gene-disease association studies, including models for haplotype association studies, multiple linked polymorphisms and multiple outcomes are discussed. The popular Mendelian randomization approach and special cases of meta-analysis addressing issues such as the assumption of the mode of inheritance, deviation from Hardy-Weinberg Equilibrium and gene-environment interactions are also presented. All available methods are enriched with practical applications and methodologies that could be developed in the future are discussed. Links for all available software implementing multivariate meta-analysis methods are also provided.
Drunk driving detection based on classification of multivariate time series.
Li, Zhenlong; Jin, Xue; Zhao, Xiaohua
2015-09-01
This paper addresses the problem of detecting drunk driving based on classification of multivariate time series. First, driving performance measures were collected from a test in a driving simulator located in the Traffic Research Center, Beijing University of Technology. Lateral position and steering angle were used to detect drunk driving. Second, multivariate time series analysis was performed to extract the features. A piecewise linear representation was used to represent multivariate time series. A bottom-up algorithm was then employed to separate multivariate time series. The slope and time interval of each segment were extracted as the features for classification. Third, a support vector machine classifier was used to classify driver's state into two classes (normal or drunk) according to the extracted features. The proposed approach achieved an accuracy of 80.0%. Drunk driving detection based on the analysis of multivariate time series is feasible and effective. The approach has implications for drunk driving detection. Copyright © 2015 Elsevier Ltd and National Safety Council. All rights reserved.
Multivariate calibration applied to the quantitative analysis of infrared spectra
Energy Technology Data Exchange (ETDEWEB)
Haaland, D.M.
1991-01-01
Multivariate calibration methods are very useful for improving the precision, accuracy, and reliability of quantitative spectral analyses. Spectroscopists can more effectively use these sophisticated statistical tools if they have a qualitative understanding of the techniques involved. A qualitative picture of the factor analysis multivariate calibration methods of partial least squares (PLS) and principal component regression (PCR) is presented using infrared calibrations based upon spectra of phosphosilicate glass thin films on silicon wafers. Comparisons of the relative prediction abilities of four different multivariate calibration methods are given based on Monte Carlo simulations of spectral calibration and prediction data. The success of multivariate spectral calibrations is demonstrated for several quantitative infrared studies. The infrared absorption and emission spectra of thin-film dielectrics used in the manufacture of microelectronic devices demonstrate rapid, nondestructive at-line and in-situ analyses using PLS calibrations. Finally, the application of multivariate spectral calibrations to reagentless analysis of blood is presented. We have found that the determination of glucose in whole blood taken from diabetics can be precisely monitored from the PLS calibration of either mind- or near-infrared spectra of the blood. Progress toward the non-invasive determination of glucose levels in diabetics is an ultimate goal of this research. 13 refs., 4 figs.
Lasso and probabilistic inequalities for multivariate point processes
DEFF Research Database (Denmark)
Hansen, Niels Richard; Reynaud-Bouret, Patricia; Rivoirard, Vincent
2015-01-01
Due to its low computational cost, Lasso is an attractive regularization method for high-dimensional statistical settings. In this paper, we consider multivariate counting processes depending on an unknown function parameter to be estimated by linear combinations of a fixed dictionary. To select...... for multivariate Hawkes processes are proven, which allows us to check these assumptions by considering general dictionaries based on histograms, Fourier or wavelet bases. Motivated by problems of neuronal activity inference, we finally carry out a simulation study for multivariate Hawkes processes and compare our...... methodology with the adaptive Lasso procedure proposed by Zou in (J. Amer. Statist. Assoc. 101 (2006) 1418–1429). We observe an excellent behavior of our procedure. We rely on theoretical aspects for the essential question of tuning our methodology. Unlike adaptive Lasso of (J. Amer. Statist. Assoc. 101 (2006...
Application of multivariate techniques to analytical data on Aegean ceramics
International Nuclear Information System (INIS)
Bieber, A.M.; Brooks, D.W.; Harbottle, G.; Sayre, E.V.
1976-01-01
The general problems of data collection and handling for multivariate elemental analyses of ancient pottery are considered including such specific questions as the level of analytical precision required, the number and type of elements to be determined and the need for comprehensive multivariate statistical analysis of the collected data in contrast to element by element statistical analysis. The multivariate statistical procedures of clustering in a multidimensional space and determination of the numerical probabilities of specimens belonging to a group through calculation of the Mahalanobis distances for these specimens in multicomponent space are described together with supporting univariate statistical procedures used at Brookhaven. The application of these techniques to the data on Late Bronze Age Aegean pottery (largely previously analysed at Oxford and Brookhaven with some new specimens considered) have resulted in meaningful subdivisions of previously established groups. (author)
Multivariate performance reliability prediction in real-time
International Nuclear Information System (INIS)
Lu, S.; Lu, H.; Kolarik, W.J.
2001-01-01
This paper presents a technique for predicting system performance reliability in real-time considering multiple failure modes. The technique includes on-line multivariate monitoring and forecasting of selected performance measures and conditional performance reliability estimates. The performance measures across time are treated as a multivariate time series. A state-space approach is used to model the multivariate time series. Recursive forecasting is performed by adopting Kalman filtering. The predicted mean vectors and covariance matrix of performance measures are used for the assessment of system survival/reliability with respect to the conditional performance reliability. The technique and modeling protocol discussed in this paper provide a means to forecast and evaluate the performance of an individual system in a dynamic environment in real-time. The paper also presents an example to demonstrate the technique
Multivariate phase type distributions - Applications and parameter estimation
DEFF Research Database (Denmark)
Meisch, David
The best known univariate probability distribution is the normal distribution. It is used throughout the literature in a broad field of applications. In cases where it is not sensible to use the normal distribution alternative distributions are at hand and well understood, many of these belonging...... and statistical inference, is the multivariate normal distribution. Unfortunately only little is known about the general class of multivariate phase type distribution. Considering the results concerning parameter estimation and inference theory of univariate phase type distributions, the class of multivariate...... projects and depend on reliable cost estimates. The Successive Principle is a group analysis method primarily used for analyzing medium to large projects in relation to cost or duration. We believe that the mathematical modeling used in the Successive Principle can be improved. We suggested a novel...
Multivariable calculus with Matlab with applications to geometry and physics
Lipsman, Ronald L
2017-01-01
This comprehensive treatment of multivariable calculus focuses on the numerous tools that MATLAB® brings to the subject, as it presents introductions to geometry, mathematical physics, and kinematics. Covering simple calculations with MATLAB®, relevant plots, integration, and optimization, the numerous problem sets encourage practice with newly learned skills that cultivate the reader’s understanding of the material. Significant examples illustrate each topic, and fundamental physical applications such as Kepler’s Law, electromagnetism, fluid flow, and energy estimation are brought to prominent position. Perfect for use as a supplement to any standard multivariable calculus text, a “mathematical methods in physics or engineering” class, for independent study, or even as the class text in an “honors” multivariable calculus course, this textbook will appeal to mathematics, engineering, and physical science students. MATLAB® is tightly integrated into every portion of this book, and its graphical ...
Generalized Enhanced Multivariance Product Representation for Data Partitioning: Constancy Level
International Nuclear Information System (INIS)
Tunga, M. Alper; Demiralp, Metin
2011-01-01
Enhanced Multivariance Product Representation (EMPR) method is used to represent multivariate functions in terms of less-variate structures. The EMPR method extends the HDMR expansion by inserting some additional support functions to increase the quality of the approximants obtained for dominantly or purely multiplicative analytical structures. This work aims to develop the generalized form of the EMPR method to be used in multivariate data partitioning approaches. For this purpose, the Generalized HDMR philosophy is taken into consideration to construct the details of the Generalized EMPR at constancy level as the introductory steps and encouraging results are obtained in data partitioning problems by using our new method. In addition, to examine this performance, a number of numerical implementations with concluding remarks are given at the end of this paper.
Constructing ordinal partition transition networks from multivariate time series.
Zhang, Jiayang; Zhou, Jie; Tang, Ming; Guo, Heng; Small, Michael; Zou, Yong
2017-08-10
A growing number of algorithms have been proposed to map a scalar time series into ordinal partition transition networks. However, most observable phenomena in the empirical sciences are of a multivariate nature. We construct ordinal partition transition networks for multivariate time series. This approach yields weighted directed networks representing the pattern transition properties of time series in velocity space, which hence provides dynamic insights of the underling system. Furthermore, we propose a measure of entropy to characterize ordinal partition transition dynamics, which is sensitive to capturing the possible local geometric changes of phase space trajectories. We demonstrate the applicability of pattern transition networks to capture phase coherence to non-coherence transitions, and to characterize paths to phase synchronizations. Therefore, we conclude that the ordinal partition transition network approach provides complementary insight to the traditional symbolic analysis of nonlinear multivariate time series.
TMVA - Toolkit for Multivariate Data Analysis with ROOT Users guide
Höcker, A; Tegenfeldt, F; Voss, H; Voss, K; Christov, A; Henrot-Versillé, S; Jachowski, M; Krasznahorkay, A; Mahalalel, Y; Prudent, X; Speckmayer, P
2007-01-01
Multivariate machine learning techniques for the classification of data from high-energy physics (HEP) experiments have become standard tools in most HEP analyses. The multivariate classifiers themselves have significantly evolved in recent years, also driven by developments in other areas inside and outside science. TMVA is a toolkit integrated in ROOT which hosts a large variety of multivariate classification algorithms. They range from rectangular cut optimisation (using a genetic algorithm) and likelihood estimators, over linear and non-linear discriminants (neural networks), to sophisticated recent developments like boosted decision trees and rule ensemble fitting. TMVA organises the simultaneous training, testing, and performance evaluation of all these classifiers with a user-friendly interface, and expedites the application of the trained classifiers to the analysis of data sets with unknown sample composition.
Multivariate methods and forecasting with IBM SPSS statistics
Aljandali, Abdulkader
2017-01-01
This is the second of a two-part guide to quantitative analysis using the IBM SPSS Statistics software package; this volume focuses on multivariate statistical methods and advanced forecasting techniques. More often than not, regression models involve more than one independent variable. For example, forecasting methods are commonly applied to aggregates such as inflation rates, unemployment, exchange rates, etc., that have complex relationships with determining variables. This book introduces multivariate regression models and provides examples to help understand theory underpinning the model. The book presents the fundamentals of multivariate regression and then moves on to examine several related techniques that have application in business-orientated fields such as logistic and multinomial regression. Forecasting tools such as the Box-Jenkins approach to time series modeling are introduced, as well as exponential smoothing and naïve techniques. This part also covers hot topics such as Factor Analysis, Dis...
Multivariable controller for a 600 MWe CANDU nuclear power plant
International Nuclear Information System (INIS)
Mensah, S.
1982-11-01
The problems of designing a multivariable regulator for a nuclear power station of the Gentilly-2 type are studied. A reduced model, G2LDM, linearized around steady state operating conditions, is derived from the non-linear model G2SIM. The resulting linear model is described by state-space equations. Good agreement is demonstrated between the transient responses of both models. Properties of G2LDM are assessed by performing controllability and observability tests, cyclicity and rank tests, and eigenanalysis. A comprehensive set of application-orinented algorithms which allow multivariable controller design with closed-loop pole-assignment techniques are implemented in a computer-aided design package via several modules. A general scheme for the implementation of a multivariable controller in G2SIM is designed, and simulation tests show satisfactory performance of the controller [fr
Robust methods for multivariate data analysis A1
DEFF Research Database (Denmark)
Frosch, Stina; Von Frese, J.; Bro, Rasmus
2005-01-01
Outliers may hamper proper classical multivariate analysis, and lead to incorrect conclusions. To remedy the problem of outliers, robust methods are developed in statistics and chemometrics. Robust methods reduce or remove the effect of outlying data points and allow the ?good? data to primarily...... determine the result. This article reviews the most commonly used robust multivariate regression and exploratory methods that have appeared since 1996 in the field of chemometrics. Special emphasis is put on the robust versions of chemometric standard tools like PCA and PLS and the corresponding robust...
Multi-variable systems in nuclear power plant
International Nuclear Information System (INIS)
Collins, G.B.; Howell, J.
1982-01-01
Nuclear power plant are complex multi-variable dynamically interactive systems which employ many facets of systems and control theory in their analysis and design. Whole plant mathematical models must be developed and validated and in addition to their obvious role in control system synthesis and design, they are also widely used for operational constraint and plant malfunction analysis. The need for and scope of an integrated power plant control system is discussed and, as a specific example, the design of an integrated feedwater regulator is reviewed. The multi-variable frequency response analysis employed in the design is described in detail. (author)
Banach frames for multivariate alpha-modulation spaces
DEFF Research Database (Denmark)
Borup, Lasse; Nielsen, Morten
2006-01-01
The α-modulation spaces [$Mathematical Term$], form a family of spaces that include the Besov and modulation spaces as special cases. This paper is concerned with construction of Banach frames for α-modulation spaces in the multivariate setting. The frames constructed are unions of independent Ri...... Riesz sequences based on tensor products of univariate brushlet functions, which simplifies the analysis of the full frame. We show that the multivariate α-modulation spaces can be completely characterized by the Banach frames constructed....
Non-fragile multivariable PID controller design via system augmentation
Liu, Jinrong; Lam, James; Shen, Mouquan; Shu, Zhan
2017-07-01
In this paper, the issue of designing non-fragile H∞ multivariable proportional-integral-derivative (PID) controllers with derivative filters is investigated. In order to obtain the controller gains, the original system is associated with an extended system such that the PID controller design can be formulated as a static output-feedback control problem. By taking the system augmentation approach, the conditions with slack matrices for solving the non-fragile H∞ multivariable PID controller gains are established. Based on the results, linear matrix inequality -based iterative algorithms are provided to compute the controller gains. Simulations are conducted to verify the effectiveness of the proposed approaches.
Ponsoda, Vicente; Martínez, Kenia; Pineda-Pardo, José A; Abad, Francisco J; Olea, Julio; Román, Francisco J; Barbey, Aron K; Colom, Roberto
2017-02-01
Neuroimaging research involves analyses of huge amounts of biological data that might or might not be related with cognition. This relationship is usually approached using univariate methods, and, therefore, correction methods are mandatory for reducing false positives. Nevertheless, the probability of false negatives is also increased. Multivariate frameworks have been proposed for helping to alleviate this balance. Here we apply multivariate distance matrix regression for the simultaneous analysis of biological and cognitive data, namely, structural connections among 82 brain regions and several latent factors estimating cognitive performance. We tested whether cognitive differences predict distances among individuals regarding their connectivity pattern. Beginning with 3,321 connections among regions, the 36 edges better predicted by the individuals' cognitive scores were selected. Cognitive scores were related to connectivity distances in both the full (3,321) and reduced (36) connectivity patterns. The selected edges connect regions distributed across the entire brain and the network defined by these edges supports high-order cognitive processes such as (a) (fluid) executive control, (b) (crystallized) recognition, learning, and language processing, and (c) visuospatial processing. This multivariate study suggests that one widespread, but limited number, of regions in the human brain, supports high-level cognitive ability differences. Hum Brain Mapp 38:803-816, 2017. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.
International Nuclear Information System (INIS)
Tapper, U.A.S.; Malmqvist, K.G.; Loevestam, N.E.G.; Swietlicki, E.; Salford, L.G.
1991-01-01
The importance of statistical evaluation of multielemental data is illustrated using the data collected in a macro- and micro-PIXE analysis of human brain tumours. By employing a multivariate statistical classification methodology (SIMCA) it was shown that the total information collected from each specimen separates three types of tissue: High malignant, less malignant and normal brain tissue. This makes a classification of a given specimen possible based on the elemental concentrations. Partial least squares regression (PLS), a multivariate regression method, made it possible to study the relative importance of the examined nine trace elements, the dry/wet weight ratio and the age of the patient in predicting the survival time after operation for patients with the high malignant form, astrocytomas grade III-IV. The elemental maps from a microprobe analysis were also subjected to multivariate analysis. This showed that the six elements sorted into maps could be presented in three maps containing all the relevant information. The intensity in these maps is proportional to the value (score) of the actual pixel along the calculated principal components. (orig.)
multivariate approach to the study of aquatic species diversity
African Journals Online (AJOL)
User
2016-12-02
Dec 2, 2016 ... Eigen value of the three variables namely; Temperature, pH and Electrical Conductivity ... affect the stream macroinvertebrates (Fornaroli et al., 2016). ... relation to stream land use activities (Tinotenda et al., ... to rotate the multivariate data cloud and extract the ..... community modeling of species distribution.
Multivariate PAT solutions for biopharmaceutical cultivation: current progress and limitations
Mercier, S.M.; Diepenbroek, B.; Wijffels, R.H.; Streefland, M.
2014-01-01
Increasingly elaborate and voluminous datasets are generated by the (bio)pharmaceutical industry and are a major challenge for application of PAT and QbD principles. Multivariate data analysis (MVDA) is required to delineate relevant process information from large multi-factorial and multi-collinear
Multivariate Receptor Models for Spatially Correlated Multipollutant Data
Jun, Mikyoung
2013-08-01
The goal of multivariate receptor modeling is to estimate the profiles of major pollution sources and quantify their impacts based on ambient measurements of pollutants. Traditionally, multivariate receptor modeling has been applied to multiple air pollutant data measured at a single monitoring site or measurements of a single pollutant collected at multiple monitoring sites. Despite the growing availability of multipollutant data collected from multiple monitoring sites, there has not yet been any attempt to incorporate spatial dependence that may exist in such data into multivariate receptor modeling. We propose a spatial statistics extension of multivariate receptor models that enables us to incorporate spatial dependence into estimation of source composition profiles and contributions given the prespecified number of sources and the model identification conditions. The proposed method yields more precise estimates of source profiles by accounting for spatial dependence in the estimation. More importantly, it enables predictions of source contributions at unmonitored sites as well as when there are missing values at monitoring sites. The method is illustrated with simulated data and real multipollutant data collected from eight monitoring sites in Harris County, Texas. Supplementary materials for this article, including data and R code for implementing the methods, are available online on the journal web site. © 2013 Copyright Taylor and Francis Group, LLC.
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed like- lihood function, or estimating function, corresponding...
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
2014-01-01
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By definition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modified likelihood function, or estimating function, corresponding...
Asymptotics of Multivariate Regression with Consecutively Added Dependent Varibles
Raats, V.M.; van der Genugten, B.B.; Moors, J.J.A.
2004-01-01
We consider multivariate regression where new dependent variables are consecutively added during the experiment (or in time).So, viewed at the end of the experiment, the number of observations decreases with each added variable. The explanatory variables are observed throughout.In a previous paper
Multivariate Variance Targeting in the BEKK-GARCH Model
DEFF Research Database (Denmark)
Pedersen, Rasmus Søndergaard; Rahbek, Anders
This paper considers asymptotic inference in the multivariate BEKK model based on (co-)variance targeting (VT). By de…nition the VT estimator is a two-step estimator and the theory presented is based on expansions of the modi…ed likelihood function, or estimating function, corresponding...
Highly Efficient Estimators of Multivariate Location with High Breakdown Point
Lopuhaa, H.P.
1991-01-01
We propose an affine equivariant estimator of multivariate location that combines a high breakdown point and a bounded influence function with high asymptotic efficiency. This proposal is basically a location $M$-estimator based on the observations obtained after scaling with an affine equivariant
A multivariate calibration procedure for the tensammetric determination of detergents
Bos, M.
1989-01-01
A multivariate calibration procedure based on singular value decomposition (SVD) and the Ho-Kashyap algorithm is used for the tensammetric determination of the cationic detergents Hyamine 1622, benzalkonium chloride (BACl), N-cetyl-N,N,N-trimethylammonium bromide (CTABr) and mixtures of CTABr and
Multivariate calibration with least-squares support vector machines.
Thissen, U.M.J.; Ustun, B.; Melssen, W.J.; Buydens, L.M.C.
2004-01-01
This paper proposes the use of least-squares support vector machines (LS-SVMs) as a relatively new nonlinear multivariate calibration method, capable of dealing with ill-posed problems. LS-SVMs are an extension of "traditional" SVMs that have been introduced recently in the field of chemistry and
The masking breakdown point of multivariate outlier identification rules
Becker, Claudia; Gather, Ursula
1997-01-01
In this paper, we consider one-step outlier identifiation rules for multivariate data, generalizing the concept of so-called alpha outlier identifiers, as presented in Davies and Gather (1993) for the case of univariate samples. We investigate, how the finite-sample breakdown points of estimators used in these identification rules influence the masking behaviour of the rules.
MULTIVARIATE CURVE RESOLUTION OF NMR SPECTROSCOPY METABONOMIC DATA
Sandia National Laboratories is working with the EPA to evaluate and develop mathematical tools for analysis of the collected NMR spectroscopy data. Initially, we have focused on the use of Multivariate Curve Resolution (MCR) also known as molecular factor analysis (MFA), a tech...
On the Optimality of Multivariate S-Estimators
Croux, C.; Dehon, C.; Yadine, A.
2010-01-01
In this paper we maximize the efficiency of a multivariate S-estimator under a constraint on the breakdown point. In the linear regression model, it is known that the highest possible efficiency of a maximum breakdown S-estimator is bounded above by 33% for Gaussian errors. We prove the surprising
Estimating the decomposition of predictive information in multivariate systems
Faes, Luca; Kugiumtzis, Dimitris; Nollo, Giandomenico; Jurysta, Fabrice; Marinazzo, Daniele
2015-03-01
In the study of complex systems from observed multivariate time series, insight into the evolution of one system may be under investigation, which can be explained by the information storage of the system and the information transfer from other interacting systems. We present a framework for the model-free estimation of information storage and information transfer computed as the terms composing the predictive information about the target of a multivariate dynamical process. The approach tackles the curse of dimensionality employing a nonuniform embedding scheme that selects progressively, among the past components of the multivariate process, only those that contribute most, in terms of conditional mutual information, to the present target process. Moreover, it computes all information-theoretic quantities using a nearest-neighbor technique designed to compensate the bias due to the different dimensionality of individual entropy terms. The resulting estimators of prediction entropy, storage entropy, transfer entropy, and partial transfer entropy are tested on simulations of coupled linear stochastic and nonlinear deterministic dynamic processes, demonstrating the superiority of the proposed approach over the traditional estimators based on uniform embedding. The framework is then applied to multivariate physiologic time series, resulting in physiologically well-interpretable information decompositions of cardiovascular and cardiorespiratory interactions during head-up tilt and of joint brain-heart dynamics during sleep.
Multivariate Meta-Analysis Using Individual Participant Data
Riley, R. D.; Price, M. J.; Jackson, D.; Wardle, M.; Gueyffier, F.; Wang, J.; Staessen, J. A.; White, I. R.
2015-01-01
When combining results across related studies, a multivariate meta-analysis allows the joint synthesis of correlated effect estimates from multiple outcomes. Joint synthesis can improve efficiency over separate univariate syntheses, may reduce selective outcome reporting biases, and enables joint inferences across the outcomes. A common issue is…
A multivariate analysis of factors affecting adoption of improved ...
African Journals Online (AJOL)
This paper analyzes the synergies/tradeoffs involved in the adoption of improved varieties of multiple crops in the mixed crop-livestock production systems of the highlands of Ethiopia A multivariate probit (MVP) model involving a system of four equations for the adoption decision of improved varieties of barley, potatoes, ...
Univariate and Multivariate Specification Search Indices in Covariance Structure Modeling.
Hutchinson, Susan R.
1993-01-01
Simulated population data were used to compare relative performances of the modification index and C. Chou and P. M. Bentler's Lagrange multiplier test (a multivariate generalization of a modification index) for four levels of model misspecification. Both indices failed to recover the true model except at the lowest level of misspecification. (SLD)
Morphological assessment of Niger Kuri cattle using multivariate ...
African Journals Online (AJOL)
This work confirms that at type trait level Kuri cattle is a unique population within the West African taurine cattle group. The implementation of genetic analyses aiming at ascertaining the degree of uniqueness of the breed is advised. Keywords: Body measurements, Bos taurus, multivariate analyses, qualitative traits, West ...
Multivariate statistical analysis of major and trace element data for ...
African Journals Online (AJOL)
Multivariate statistical analysis of major and trace element data for niobium exploration in the peralkaline granites of the anorogenic ring-complex province of Nigeria. PO Ogunleye, EC Ike, I Garba. Abstract. No Abstract Available Journal of Mining and Geology Vol.40(2) 2004: 107-117. Full Text: EMAIL FULL TEXT EMAIL ...
Differential constraints for bounded recursive identification with multivariate splines
De Visser, C.C.; Chu, Q.P.; Mulder, J.A.
2011-01-01
The ability to perform online model identification for nonlinear systems with unknown dynamics is essential to any adaptive model-based control system. In this paper, a new differential equality constrained recursive least squares estimator for multivariate simplex splines is presented that is able
Statistical inference for a class of multivariate negative binomial distributions
DEFF Research Database (Denmark)
Rubak, Ege Holger; Møller, Jesper; McCullagh, Peter
This paper considers statistical inference procedures for a class of models for positively correlated count variables called α-permanental random fields, and which can be viewed as a family of multivariate negative binomial distributions. Their appealing probabilistic properties have earlier been...
Displaying an Outlier in Multivariate Data | Gordor | Journal of ...
African Journals Online (AJOL)
... a multivariate data set is proposed. The technique involves the projection of the multidimensional data onto a single dimension called the outlier displaying component. When the observations are plotted on this component the outlier is appreciably revealed. Journal of Applied Science and Technology (JAST), Vol. 4, Nos.
Multivariate operational risk: dependence modelling with Lévy copulas
Böcker, K. and Klüppelberg, C.
2015-01-01
Simultaneous modelling of operational risks occurring in different event type/business line cells poses the challenge for operational risk quantification. Invoking the new concept of L´evy copulas for dependence modelling yields simple approximations of high quality for multivariate operational VAR.
Investigation of intervertebral disc degeneration using multivariate FTIR spectroscopic imaging
Mader, Kerstin T.; Peeters, Mirte; Detiger, Suzanne E. L.; Helder, Marco N.; Smit, Theo H.; Le Maitre, Christine L.; Sammon, Chris
2016-01-01
Traditionally tissue samples are analysed using protein or enzyme specific stains on serial sections to build up a picture of the distribution of components contained within them. In this study we investigated the potential of multivariate curve resolution-alternating least squares (MCR-ALS) to
Multivariate Volatility Impulse Response Analysis of GFC News Events
D.E. Allen (David); M.J. McAleer (Michael); R.J. Powell (Robert); A.K. Singh (Abhay)
2015-01-01
textabstractThis paper applies the Hafner and Herwartz (2006) (hereafter HH) approach to the analysis of multivariate GARCH models using volatility impulse response analysis. The data set features ten years of daily returns series for the New York Stock Exchange Index and the FTSE 100 index from the
Multivariate Volatility Impulse Response Analysis of GFC News Events
D.E. Allen (David); M.J. McAleer (Michael); R.J. Powell (Robert)
2015-01-01
markdownabstract__Abstract__ This paper applies the Hafner and Herwartz (2006) (hereafter HH) approach to the analysis of multivariate GARCH models using volatility impulse response analysis. The data set features ten years of daily returns series for the New York Stock Exchange Index and the
Multivariable-Multimethod Convergence in the Domain of Interpersonal Behavior
Golding, Stephen L.; Knudson, Roger M.
1975-01-01
Subjects participated in a multivariable-multimethod investigation and completed a variety of self-report assessment devices, direct self ratings, and peer ratings. Substantial convergence for three dimensions of interpersonal behavior, Agressive Dominance, Affiliation-Sociability, and Autonomy, was obtained across all modes of measurement.…
Robust Ranking of Multivariate GARCH Models by Problem Dimension
M. Caporin (Massimiliano); M.J. McAleer (Michael)
2012-01-01
textabstractDuring the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. Recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. We provide an empirical comparison of alternative MGARCH models,
Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation
M. Caporin (Massimiliano); M.J. McAleer (Michael)
2011-01-01
textabstractIn the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. Recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. In this paper, we provide an empirical comparison of a set of models,
Mulch materials in processing tomato: a multivariate approach
Directory of Open Access Journals (Sweden)
Marta María Moreno
2013-08-01
Full Text Available Mulch materials of different origins have been introduced into the agricultural sector in recent years alternatively to the standard polyethylene due to its environmental impact. This study aimed to evaluate the multivariate response of mulch materials over three consecutive years in a processing tomato (Solanum lycopersicon L. crop in Central Spain. Two biodegradable plastic mulches (BD1, BD2, one oxo-biodegradable material (OB, two types of paper (PP1, PP2, and one barley straw cover (BS were compared using two control treatments (standard black polyethylene [PE] and manual weed control [MW]. A total of 17 variables relating to yield, fruit quality, and weed control were investigated. Several multivariate statistical techniques were applied, including principal component analysis, cluster analysis, and discriminant analysis. A group of mulch materials comprised of OB and BD2 was found to be comparable to black polyethylene regarding all the variables considered. The weed control variables were found to be an important source of discrimination. The two paper mulches tested did not share the same treatment group membership in any case: PP2 presented a multivariate response more similar to the biodegradable plastics, while PP1 was more similar to BS and MW. Based on our multivariate approach, the materials OB and BD2 can be used as an effective, more environmentally friendly alternative to polyethylene mulches.
Choosing the Greenest Synthesis: A Multivariate Metric Green Chemistry Exercise
Mercer, Sean M.; Andraos, John; Jessop, Philip G.
2012-01-01
The ability to correctly identify the greenest of several syntheses is a particularly useful asset for young chemists in the growing green economy. The famous univariate metrics atom economy and environmental factor provide insufficient information to allow for a proper selection of a green process. Multivariate metrics, such as those used in…
Multivariable Frequency Response Functions Estimation for Industrial Robots
Hardeman, T.; Aarts, Ronald G.K.M.; Jonker, Jan B.
2005-01-01
The accuracy of industrial robots limits its applicability for high demanding processes, like robotised laser welding. We are working on a nonlinear exible model of the robot manipulator to predict these inaccuracies. This poster presents the experimental results on estimating the Multivariable
Multivariable feedback design: concepts for a classical/modern synthesis
Energy Technology Data Exchange (ETDEWEB)
Doyle, J C; Stein, G
1980-01-01
A practical design perspective on multivariable feedback control problems is presented. The basic issue - feedback design in the face of uncertainites - is reviewed and known SISO statements and constraints of the design problem to MIMO cases are generalized. Two major MIMO design approaches are then evaluated in the context of these results.
Multivariate erosion risk assessment of lateritic badlands of Birbhum ...
Indian Academy of Sciences (India)
Erosion risk; soil erosion; sediment yield; multivariate analysis; GIS. J. Earth Syst. Sci. 121, No. ... ers are threatened by excessive soil loss by water. To reach that goal the ... nacle erosion, bare soil cover, barren waste land, tunnels and ...
Extending a scatterplot for displaying group structure in multivariate ...
African Journals Online (AJOL)
... when regarded as extensions of ordinary scatterplots to describe variation and group structure in multivariate observations, is demonstrated by presenting a case study from the South African wood pulp industry. It is shown how multidimensional standards specified by users of a product may be added to the biplot in the ...
Preliminary Multi-Variable Parametric Cost Model for Space Telescopes
Stahl, H. Philip; Hendrichs, Todd
2010-01-01
This slide presentation reviews creating a preliminary multi-variable cost model for the contract costs of making a space telescope. There is discussion of the methodology for collecting the data, definition of the statistical analysis methodology, single variable model results, testing of historical models and an introduction of the multi variable models.
Multivariate time series modeling of selected childhood diseases in ...
African Journals Online (AJOL)
This paper is focused on modeling the five most prevalent childhood diseases in Akwa Ibom State using a multivariate approach to time series. An aggregate of 78,839 reported cases of malaria, upper respiratory tract infection (URTI), Pneumonia, anaemia and tetanus were extracted from five randomly selected hospitals in ...
multivariate time series modeling of selected childhood diseases
African Journals Online (AJOL)
2016-06-17
Jun 17, 2016 ... KEYWORDS: Multivariate Approach, Pre-whitening, Vector Time Series, .... Alternatively, the process may be written in mean adjusted form as .... The AIC criterion asymptotically over estimates the order with positive probability, whereas the BIC and HQC criteria ... has the same asymptotic distribution as Ǫ.
A statistical approach for segregating cognitive task stages from multivariate fMRI BOLD time series
Directory of Open Access Journals (Sweden)
Charmaine eDemanuele
2015-10-01
Full Text Available Multivariate pattern analysis can reveal new information from neuroimaging data to illuminate human cognition and its disturbances. Here, we develop a methodological approach, based on multivariate statistical/machine learning and time series analysis, to discern cognitive processing stages from fMRI blood oxygenation level dependent (BOLD time series. We apply this method to data recorded from a group of healthy adults whilst performing a virtual reality version of the delayed win-shift radial arm maze task. This task has been frequently used to study working memory and decision making in rodents. Using linear classifiers and multivariate test statistics in conjunction with time series bootstraps, we show that different cognitive stages of the task, as defined by the experimenter, namely, the encoding/retrieval, choice, reward and delay stages, can be statistically discriminated from the BOLD time series in brain areas relevant for decision making and working memory. Discrimination of these task stages was significantly reduced during poor behavioral performance in dorsolateral prefrontal cortex (DLPFC, but not in the primary visual cortex (V1. Experimenter-defined dissection of time series into class labels based on task structure was confirmed by an unsupervised, bottom-up approach based on Hidden Markov Models. Furthermore, we show that different groupings of recorded time points into cognitive event classes can be used to test hypotheses about the specific cognitive role of a given brain region during task execution. We found that whilst the DLPFC strongly differentiated between task stages associated with different memory loads, but not between different visual-spatial aspects, the reverse was true for V1. Our methodology illustrates how different aspects of cognitive information processing during one and the same task can be separated and attributed to specific brain regions based on information contained in multivariate patterns of voxel
A joint model for multivariate hierarchical semicontinuous data with replications.
Kassahun-Yimer, Wondwosen; Albert, Paul S; Lipsky, Leah M; Nansel, Tonja R; Liu, Aiyi
2017-01-01
Longitudinal data are often collected in biomedical applications in such a way that measurements on more than one response are taken from a given subject repeatedly overtime. For some problems, these multiple profiles need to be modeled jointly to get insight on the joint evolution and/or association of these responses over time. In practice, such longitudinal outcomes may have many zeros that need to be accounted for in the analysis. For example, in dietary intake studies, as we focus on in this paper, some food components are eaten daily by almost all subjects, while others are consumed episodically, where individuals have time periods where they do not eat these components followed by periods where they do. These episodically consumed foods need to be adequately modeled to account for the many zeros that are encountered. In this paper, we propose a joint model to analyze multivariate hierarchical semicontinuous data characterized by many zeros and more than one replicate observations at each measurement occasion. This approach allows for different probability mechanisms for describing the zero behavior as compared with the mean intake given that the individual consumes the food. To deal with the potentially large number of multivariate profiles, we use a pairwise model fitting approach that was developed in the context of multivariate Gaussian random effects models with large number of multivariate components. The novelty of the proposed approach is that it incorporates: (1) multivariate, possibly correlated, response variables; (2) within subject correlation resulting from repeated measurements taken from each subject; (3) many zero observations; (4) overdispersion; and (5) replicate measurements at each visit time.
Multivariate Option Pricing with Time Varying Volatility and Correlations
DEFF Research Database (Denmark)
Rombouts, Jeroen V.K.; Stentoft, Lars Peter
In recent years multivariate models for asset returns have received much attention, in particular this is the case for models with time varying volatility. In this paper we consider models of this class and examine their potential when it comes to option pricing. Specifically, we derive the risk...... neutral dynamics for a general class of multivariate heteroskedastic models, and we provide a feasible way to price options in this framework. Our framework can be used irrespective of the assumed underlying distribution and dynamics, and it nests several important special cases. We provide an application...... to options on the minimum of two indices. Our results show that not only is correlation important for these options but so is allowing this correlation to be dynamic. Moreover, we show that for the general model exposure to correlation risk carries an important premium, and when this is neglected option...
Modelling the Covariance Structure in Marginal Multivariate Count Models
DEFF Research Database (Denmark)
Bonat, W. H.; Olivero, J.; Grande-Vega, M.
2017-01-01
The main goal of this article is to present a flexible statistical modelling framework to deal with multivariate count data along with longitudinal and repeated measures structures. The covariance structure for each response variable is defined in terms of a covariance link function combined...... be used to indicate whether there was statistical evidence of a decline in blue duikers and other species hunted during the study period. Determining whether observed drops in the number of animals hunted are indeed true is crucial to assess whether species depletion effects are taking place in exploited...... with a matrix linear predictor involving known matrices. In order to specify the joint covariance matrix for the multivariate response vector, the generalized Kronecker product is employed. We take into account the count nature of the data by means of the power dispersion function associated with the Poisson...
Multivariate η-μ fading distribution with arbitrary correlation model
Ghareeb, Ibrahim; Atiani, Amani
2018-03-01
An extensive analysis for the multivariate ? distribution with arbitrary correlation is presented, where novel analytical expressions for the multivariate probability density function, cumulative distribution function and moment generating function (MGF) of arbitrarily correlated and not necessarily identically distributed ? power random variables are derived. Also, this paper provides exact-form expression for the MGF of the instantaneous signal-to-noise ratio at the combiner output in a diversity reception system with maximal-ratio combining and post-detection equal-gain combining operating in slow frequency nonselective arbitrarily correlated not necessarily identically distributed ?-fading channels. The average bit error probability of differentially detected quadrature phase shift keying signals with post-detection diversity reception system over arbitrarily correlated and not necessarily identical fading parameters ?-fading channels is determined by using the MGF-based approach. The effect of fading correlation between diversity branches, fading severity parameters and diversity level is studied.
Identification of multivariate models for noise analysis of nuclear plant
International Nuclear Information System (INIS)
Zwingelstein, G.C.; Upadhyaya, B.R.
1979-01-01
During the normal operation of a pressurized water reactor, neutron noise analysis with multivariate autoregressive procedures in a valuable diagnostic tool to extract dynamic characteristics for incipient failure detection. The first part of the paper will describe in details the equations for estimating the multivariate autoregressive model matrices and the structure of various matrices. The matrices are estimated by solving a set of matrix operations, called Yule-Walker equations. The selection of optimal model order will also be discussed. Once the optimal parameter set is obtained, simple and fast calculations are used to determine the auto power spectral density, cross spectra, coherence function, phase. In addition the spectra may be decomposed into components being contributed from different noise sources. An application using neutron flux data collected on a nuclear plant will illustrate the efficiency of the method
Regularized multivariate regression models with skew-t error distributions
Chen, Lianfu
2014-06-01
We consider regularization of the parameters in multivariate linear regression models with the errors having a multivariate skew-t distribution. An iterative penalized likelihood procedure is proposed for constructing sparse estimators of both the regression coefficient and inverse scale matrices simultaneously. The sparsity is introduced through penalizing the negative log-likelihood by adding L1-penalties on the entries of the two matrices. Taking advantage of the hierarchical representation of skew-t distributions, and using the expectation conditional maximization (ECM) algorithm, we reduce the problem to penalized normal likelihood and develop a procedure to minimize the ensuing objective function. Using a simulation study the performance of the method is assessed, and the methodology is illustrated using a real data set with a 24-dimensional response vector. © 2014 Elsevier B.V.
Multivariate analysis of eigenvalues and eigenvectors in tensor based morphometry
Rajagopalan, Vidya; Schwartzman, Armin; Hua, Xue; Leow, Alex; Thompson, Paul; Lepore, Natasha
2015-01-01
We develop a new algorithm to compute voxel-wise shape differences in tensor-based morphometry (TBM). As in standard TBM, we non-linearly register brain T1-weighed MRI data from a patient and control group to a template, and compute the Jacobian of the deformation fields. In standard TBM, the determinants of the Jacobian matrix at each voxel are statistically compared between the two groups. More recently, a multivariate extension of the statistical analysis involving the deformation tensors derived from the Jacobian matrices has been shown to improve statistical detection power.7 However, multivariate methods comprising large numbers of variables are computationally intensive and may be subject to noise. In addition, the anatomical interpretation of results is sometimes difficult. Here instead, we analyze the eigenvalues and the eigenvectors of the Jacobian matrices. Our method is validated on brain MRI data from Alzheimer's patients and healthy elderly controls from the Alzheimer's Disease Neuro Imaging Database.
An Outlyingness Matrix for Multivariate Functional Data Classification
Dai, Wenlin
2017-08-25
The classification of multivariate functional data is an important task in scientific research. Unlike point-wise data, functional data are usually classified by their shapes rather than by their scales. We define an outlyingness matrix by extending directional outlyingness, an effective measure of the shape variation of curves that combines the direction of outlyingness with conventional statistical depth. We propose two classifiers based on directional outlyingness and the outlyingness matrix, respectively. Our classifiers provide better performance compared with existing depth-based classifiers when applied on both univariate and multivariate functional data from simulation studies. We also test our methods on two data problems: speech recognition and gesture classification, and obtain results that are consistent with the findings from the simulated data.
CMPH: a multivariate phase-type aggregate loss distribution
Directory of Open Access Journals (Sweden)
Ren Jiandong
2017-12-01
Full Text Available We introduce a compound multivariate distribution designed for modeling insurance losses arising from different risk sources in insurance companies. The distribution is based on a discrete-time Markov Chain and generalizes the multivariate compound negative binomial distribution, which is widely used for modeling insurance losses.We derive fundamental properties of the distribution and discuss computational aspects facilitating calculations of risk measures of the aggregate loss, as well as allocations of the aggregate loss to individual types of risk sources. Explicit formulas for the joint moment generating function and the joint moments of different loss types are derived, and recursive formulas for calculating the joint distributions given. Several special cases of particular interest are analyzed. An illustrative numerical example is provided.
Critical elements on fitting the Bayesian multivariate Poisson Lognormal model
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.
Multivariate Survival Mixed Models for Genetic Analysis of Longevity Traits
DEFF Research Database (Denmark)
Pimentel Maia, Rafael; Madsen, Per; Labouriau, Rodrigo
2014-01-01
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented co...... applications. The methods presented are implemented in such a way that large and complex quantitative genetic data can be analyzed......A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented...... concentrates on longevity studies. The framework presented allows to combine models based on continuous time with models based on discrete time in a joint analysis. The continuous time models are approximations of the frailty model in which the hazard function will be assumed to be piece-wise constant...
Multivariate Survival Mixed Models for Genetic Analysis of Longevity Traits
DEFF Research Database (Denmark)
Pimentel Maia, Rafael; Madsen, Per; Labouriau, Rodrigo
2013-01-01
A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented co...... applications. The methods presented are implemented in such a way that large and complex quantitative genetic data can be analyzed......A class of multivariate mixed survival models for continuous and discrete time with a complex covariance structure is introduced in a context of quantitative genetic applications. The methods introduced can be used in many applications in quantitative genetics although the discussion presented...... concentrates on longevity studies. The framework presented allows to combine models based on continuous time with models based on discrete time in a joint analysis. The continuous time models are approximations of the frailty model in which the hazard function will be assumed to be piece-wise constant...
Measures of dependence for multivariate Lévy distributions
Boland, J.; Hurd, T. R.; Pivato, M.; Seco, L.
2001-02-01
Recent statistical analysis of a number of financial databases is summarized. Increasing agreement is found that logarithmic equity returns show a certain type of asymptotic behavior of the largest events, namely that the probability density functions have power law tails with an exponent α≈3.0. This behavior does not vary much over different stock exchanges or over time, despite large variations in trading environments. The present paper proposes a class of multivariate distributions which generalizes the observed qualities of univariate time series. A new consequence of the proposed class is the "spectral measure" which completely characterizes the multivariate dependences of the extreme tails of the distribution. This measure on the unit sphere in M-dimensions, in principle completely general, can be determined empirically by looking at extreme events. If it can be observed and determined, it will prove to be of importance for scenario generation in portfolio risk management.
A review of multivariate analyses in imaging genetics
Directory of Open Access Journals (Sweden)
Jingyu eLiu
2014-03-01
Full Text Available Recent advances in neuroimaging technology and molecular genetics provide the unique opportunity to investigate genetic influence on the variation of brain attributes. Since the year 2000, when the initial publication on brain imaging and genetics was released, imaging genetics has been a rapidly growing research approach with increasing publications every year. Several reviews have been offered to the research community focusing on various study designs. In addition to study design, analytic tools and their proper implementation are also critical to the success of a study. In this review, we survey recent publications using data from neuroimaging and genetics, focusing on methods capturing multivariate effects accommodating the large number of variables from both imaging data and genetic data. We group the analyses of genetic or genomic data into either a prior driven or data driven approach, including gene-set enrichment analysis, multifactor dimensionality reduction, principal component analysis, independent component analysis (ICA, and clustering. For the analyses of imaging data, ICA and extensions of ICA are the most widely used multivariate methods. Given detailed reviews of multivariate analyses of imaging data available elsewhere, we provide a brief summary here that includes a recently proposed method known as independent vector analysis. Finally, we review methods focused on bridging the imaging and genetic data by establishing multivariate and multiple genotype-phenotype associations, including sparse partial least squares, sparse canonical correlation analysis, sparse reduced rank regression and parallel ICA. These methods are designed to extract latent variables from both genetic and imaging data, which become new genotypes and phenotypes, and the links between the new genotype-phenotype pairs are maximized using different cost functions. The relationship between these methods along with their assumptions, advantages, and
Multivariable controller for discrete stochastic amplitude-constrained systems
Directory of Open Access Journals (Sweden)
Hannu T. Toivonen
1983-04-01
Full Text Available A sub-optimal multivariable controller for discrete stochastic amplitude-constrained systems is presented. In the approach the regulator structure is restricted to the class of linear saturated feedback laws. The stationary covariances of the controlled system are evaluated by approximating the stationary probability distribution of the state by a gaussian distribution. An algorithm for minimizing a quadratic loss function is given, and examples are presented to illustrate the performance of the sub-optimal controller.
Multivariate statistical analysis of precipitation chemistry in Northwestern Spain
International Nuclear Information System (INIS)
Prada-Sanchez, J.M.; Garcia-Jurado, I.; Gonzalez-Manteiga, W.; Fiestras-Janeiro, M.G.; Espada-Rios, M.I.; Lucas-Dominguez, T.
1993-01-01
149 samples of rainwater were collected in the proximity of a power station in northwestern Spain at three rainwater monitoring stations. The resulting data are analyzed using multivariate statistical techniques. Firstly, the Principal Component Analysis shows that there are three main sources of pollution in the area (a marine source, a rural source and an acid source). The impact from pollution from these sources on the immediate environment of the stations is studied using Factorial Discriminant Analysis. 8 refs., 7 figs., 11 tabs
Multivariate Product-Shot-noise Cox Point Process Models
DEFF Research Database (Denmark)
Jalilian, Abdollah; Guan, Yongtao; Mateu, Jorge
We introduce a new multivariate product-shot-noise Cox process which is useful for model- ing multi-species spatial point patterns with clustering intra-specific interactions and neutral, negative or positive inter-specific interactions. The auto and cross pair correlation functions of the process...... can be obtained in closed analytical forms and approximate simulation of the process is straightforward. We use the proposed process to model interactions within and among five tree species in the Barro Colorado Island plot....
MULTIVARIATE MODEL FOR CORPORATE BANKRUPTCY PREDICTION IN ROMANIA
Daniel BRÎNDESCU – OLARIU
2016-01-01
The current paper proposes a methodology for bankruptcy prediction applicable for Romanian companies. Low bankruptcy frequencies registered in the past have limited the importance of bankruptcy prediction in Romania. The changes in the economic environment brought by the economic crisis, as well as by the entrance in the European Union, make the availability of performing bankruptcy assessment tools more important than ever before. The proposed methodology is centred on a multivariate model, ...
Multivariate statistical analysis of precipitation chemistry in Northwestern Spain
Energy Technology Data Exchange (ETDEWEB)
Prada-Sanchez, J.M.; Garcia-Jurado, I.; Gonzalez-Manteiga, W.; Fiestras-Janeiro, M.G.; Espada-Rios, M.I.; Lucas-Dominguez, T. (University of Santiago, Santiago (Spain). Faculty of Mathematics, Dept. of Statistics and Operations Research)
1993-07-01
149 samples of rainwater were collected in the proximity of a power station in northwestern Spain at three rainwater monitoring stations. The resulting data are analyzed using multivariate statistical techniques. Firstly, the Principal Component Analysis shows that there are three main sources of pollution in the area (a marine source, a rural source and an acid source). The impact from pollution from these sources on the immediate environment of the stations is studied using Factorial Discriminant Analysis. 8 refs., 7 figs., 11 tabs.
Multivariable robust adaptive controller using reduced-order model
Directory of Open Access Journals (Sweden)
Wei Wang
1990-04-01
Full Text Available In this paper a multivariable robust adaptive controller is presented for a plant with bounded disturbances and unmodeled dynamics due to plant-model order mismatches. The robust stability of the closed-loop system is achieved by using the normalization technique and the least squares parameter estimation scheme with dead zones. The weighting polynomial matrices are incorporated into the control law, so that the open-loop unstable or/and nonminimum phase plants can be handled.
Multivariate analyses in soil microbial ecology : a new paradigm
Thioulouse, J.; Prin, Y.; Duponnois, Robin
2012-01-01
Mycorrhizal symbiosis is a key component of a sustainable soil-plant system, governing the cycles of major plant nutrients and vegetation cover. The mycorrhizosphere includes plants roots, the mycorrhizal fungi, and a complex microbial compartment. A large number of methods have been used to characterize the genetic and functional diversity of these soil microbial communities. We present here a review of the multivariate data analysis methods that have been used in 16 research articles publis...
A direct-gradient multivariate index of biotic condition
Miranda, Leandro E.; Aycock, J.N.; Killgore, K. J.
2012-01-01
Multimetric indexes constructed by summing metric scores have been criticized despite many of their merits. A leading criticism is the potential for investigator bias involved in metric selection and scoring. Often there is a large number of competing metrics equally well correlated with environmental stressors, requiring a judgment call by the investigator to select the most suitable metrics to include in the index and how to score them. Data-driven procedures for multimetric index formulation published during the last decade have reduced this limitation, yet apprehension remains. Multivariate approaches that select metrics with statistical algorithms may reduce the level of investigator bias and alleviate a weakness of multimetric indexes. We investigated the suitability of a direct-gradient multivariate procedure to derive an index of biotic condition for fish assemblages in oxbow lakes in the Lower Mississippi Alluvial Valley. Although this multivariate procedure also requires that the investigator identify a set of suitable metrics potentially associated with a set of environmental stressors, it is different from multimetric procedures because it limits investigator judgment in selecting a subset of biotic metrics to include in the index and because it produces metric weights suitable for computation of index scores. The procedure, applied to a sample of 35 competing biotic metrics measured at 50 oxbow lakes distributed over a wide geographical region in the Lower Mississippi Alluvial Valley, selected 11 metrics that adequately indexed the biotic condition of five test lakes. Because the multivariate index includes only metrics that explain the maximum variability in the stressor variables rather than a balanced set of metrics chosen to reflect various fish assemblage attributes, it is fundamentally different from multimetric indexes of biotic integrity with advantages and disadvantages. As such, it provides an alternative to multimetric procedures.
Copula Based Factorization in Bayesian Multivariate Infinite Mixture Models
Martin Burda; Artem Prokhorov
2012-01-01
Bayesian nonparametric models based on infinite mixtures of density kernels have been recently gaining in popularity due to their flexibility and feasibility of implementation even in complicated modeling scenarios. In economics, they have been particularly useful in estimating nonparametric distributions of latent variables. However, these models have been rarely applied in more than one dimension. Indeed, the multivariate case suffers from the curse of dimensionality, with a rapidly increas...
Fast mapping of global protein folding states by multivariate NMR:
DEFF Research Database (Denmark)
Malmendal, Anders; Underhaug, Jarl; Otzen, Daniel
2010-01-01
To obtain insight into the functions of proteins and their specific roles, it is important to establish efficient procedures for exploring the states that encapsulate their conformational space. Global Protein folding State mapping by multivariate NMR (GPS NMR) is a powerful high-throughput method......-lactalbumin in the presence of the anionic surfactant sodium dodecyl sulfate, SDS, and compare these with other surfactants, acid, denaturants and heat....
Collision prediction models using multivariate Poisson-lognormal regression.
El-Basyouny, Karim; Sayed, Tarek
2009-07-01
This paper advocates the use of multivariate Poisson-lognormal (MVPLN) regression to develop models for collision count data. The MVPLN approach presents an opportunity to incorporate the correlations across collision severity levels and their influence on safety analyses. The paper introduces a new multivariate hazardous location identification technique, which generalizes the univariate posterior probability of excess that has been commonly proposed and applied in the literature. In addition, the paper presents an alternative approach for quantifying the effect of the multivariate structure on the precision of expected collision frequency. The MVPLN approach is compared with the independent (separate) univariate Poisson-lognormal (PLN) models with respect to model inference, goodness-of-fit, identification of hot spots and precision of expected collision frequency. The MVPLN is modeled using the WinBUGS platform which facilitates computation of posterior distributions as well as providing a goodness-of-fit measure for model comparisons. The results indicate that the estimates of the extra Poisson variation parameters were considerably smaller under MVPLN leading to higher precision. The improvement in precision is due mainly to the fact that MVPLN accounts for the correlation between the latent variables representing property damage only (PDO) and injuries plus fatalities (I+F). This correlation was estimated at 0.758, which is highly significant, suggesting that higher PDO rates are associated with higher I+F rates, as the collision likelihood for both types is likely to rise due to similar deficiencies in roadway design and/or other unobserved factors. In terms of goodness-of-fit, the MVPLN model provided a superior fit than the independent univariate models. The multivariate hazardous location identification results demonstrated that some hazardous locations could be overlooked if the analysis was restricted to the univariate models.
An Outlyingness Matrix for Multivariate Functional Data Classification
Dai, Wenlin; Genton, Marc G.
2017-01-01
outlyingness with conventional statistical depth. We propose two classifiers based on directional outlyingness and the outlyingness matrix, respectively. Our classifiers provide better performance compared with existing depth-based classifiers when applied on both univariate and multivariate functional data from simulation studies. We also test our methods on two data problems: speech recognition and gesture classification, and obtain results that are consistent with the findings from the simulated data.
A robust multivariate long run analysis of European electricity prices
Bruno Bosco; Lucia Parisio; Matteo Pelagatti; Fabio Baldi
2007-01-01
This paper analyses the interdependencies existing in wholesale electricity prices in six major European countries. The results of our robust multivariate long run dynamic analysis reveal the presence of four highly integrated central European markets (France, Germany, the Netherlands and Austria). The trend shared by these four electricity markets appears to be common also to gas prices, but not to oil prices. The existence of long term dynamics among electricity prices and between electrici...
Statistical Inference for a Class of Multivariate Negative Binomial Distributions
DEFF Research Database (Denmark)
Rubak, Ege H.; Møller, Jesper; McCullagh, Peter
This paper considers statistical inference procedures for a class of models for positively correlated count variables called -permanental random fields, and which can be viewed as a family of multivariate negative binomial distributions. Their appealing probabilistic properties have earlier been...... studied in the literature, while this is the first statistical paper on -permanental random fields. The focus is on maximum likelihood estimation, maximum quasi-likelihood estimation and on maximum composite likelihood estimation based on uni- and bivariate distributions. Furthermore, new results...
Lasso and probabilistic inequalities for multivariate point processes
Hansen, Niels Richard; Reynaud-Bouret, Patricia; Rivoirard, Vincent
2012-01-01
Due to its low computational cost, Lasso is an attractive regularization method for high-dimensional statistical settings. In this paper, we consider multivariate counting processes depending on an unknown function parameter to be estimated by linear combinations of a fixed dictionary. To select coefficients, we propose an adaptive $\\ell_{1}$-penalization methodology, where data-driven weights of the penalty are derived from new Bernstein type inequalities for martingales. Oracle inequalities...
Multivariate diagnostics and anomaly detection for nuclear safeguards
International Nuclear Information System (INIS)
Burr, T.
1994-01-01
For process control and other reasons, new and future nuclear reprocessing plants are expected to be increasingly more automated than older plants. As a consequence of this automation, the quantity of data potentially available for safeguards may be much greater in future reprocessing plants than in current plants. The authors first review recent literature that applies multivariate Shewhart and multivariate cumulative sum (Cusum) tests to detect anomalous data. These tests are used to evaluate residuals obtained from a simulated three-tank problem in which five variables (volume, density, and concentrations of uranium, plutonium, and nitric acid) in each tank are modeled and measured. They then present results from several simulations involving transfers between the tanks and between the tanks and the environment. Residuals from a no-fault problem in which the measurements and model predictions are both correct are used to develop Cusum test parameters which are then used to test for faults for several simulated anomalous situations, such as an unknown leak or diversion of material from one of the tanks. The leak can be detected by comparing measurements, which estimate the true state of the tank system, with the model predictions, which estimate the state of the tank system as it ''should'' be. The no-fault simulation compares false alarm behavior for the various tests, whereas the anomalous problems allow one to compare the power of the various tests to detect faults under possible diversion scenarios. For comparison with the multivariate tests, univariate tests are also applied to the residuals
Data classification and MTBF prediction with a multivariate analysis approach
International Nuclear Information System (INIS)
Braglia, Marcello; Carmignani, Gionata; Frosolini, Marco; Zammori, Francesco
2012-01-01
The paper presents a multivariate statistical approach that supports the classification of mechanical components, subjected to specific operating conditions, in terms of the Mean Time Between Failure (MTBF). Assessing the influence of working conditions and/or environmental factors on the MTBF is a prerequisite for the development of an effective preventive maintenance plan. However, this task may be demanding and it is generally performed with ad-hoc experimental methods, lacking of statistical rigor. To solve this common problem, a step by step multivariate data classification technique is proposed. Specifically, a set of structured failure data are classified in a meaningful way by means of: (i) cluster analysis, (ii) multivariate analysis of variance, (iii) feature extraction and (iv) predictive discriminant analysis. This makes it possible not only to define the MTBF of the analyzed components, but also to identify the working parameters that explain most of the variability of the observed data. The approach is finally demonstrated on 126 centrifugal pumps installed in an oil refinery plant; obtained results demonstrate the quality of the final discrimination, in terms of data classification and failure prediction.
PIXE-quantified AXSIA: Elemental mapping by multivariate spectral analysis
International Nuclear Information System (INIS)
Doyle, B.L.; Provencio, P.P.; Kotula, P.G.; Antolak, A.J.; Ryan, C.G.; Campbell, J.L.; Barrett, K.
2006-01-01
Automated, nonbiased, multivariate statistical analysis techniques are useful for converting very large amounts of data into a smaller, more manageable number of chemical components (spectra and images) that are needed to describe the measurement. We report the first use of the multivariate spectral analysis program AXSIA (Automated eXpert Spectral Image Analysis) developed at Sandia National Laboratories to quantitatively analyze micro-PIXE data maps. AXSIA implements a multivariate curve resolution technique that reduces the spectral image data sets into a limited number of physically realizable and easily interpretable components (including both spectra and images). We show that the principal component spectra can be further analyzed using conventional PIXE programs to convert the weighting images into quantitative concentration maps. A common elemental data set has been analyzed using three different PIXE analysis codes and the results compared to the cases when each of these codes is used to separately analyze the associated AXSIA principal component spectral data. We find that these comparisons are in good quantitative agreement with each other
Control Multivariable Centralizado con Desacoplo para Aerogeneradores de Velocidad Variable
Directory of Open Access Journals (Sweden)
Miguel E. González
2010-10-01
Full Text Available Resumen: El diseño de sistemas de control para aerogeneradores de velocidad variable representa un reto importante ya que se trata de procesos multivariables no lineales, con fuertes perturbaciones, diversas restricciones y gran interacción entre sus variables. Bajo este escenario se debe generar eficientemente la potencia eléctrica y al mismo tiempo regular la velocidad de giro de la turbina. En este trabajo se proponen varios esquemas de control multivariable, con el objetivo de mejorar el rendimiento de los aerogeneradores atenuando los efectos de la interacción entre sus variables. La solución propuesta se basa en controladores PID con diseños del tipo descentralizado, centralizado con diversas redes de desacoplo y un esquema con cuatro PI. El comportamiento del aerogenerador se describe mediante un modelo matemático no lineal, que se linealiza para obtener una matriz de funciones de transferencia, a partir de la cual se diseñan los controladores. Finalmente se realiza un análisis comparativo para determinar qué controlador presenta mejores resultados, aplicando perturbaciones con un modelo de la velocidad del viento y cambios aleatorios de la carga eléctrica. Palabras Clave: Aerogenerador, Control Multivariable, Modelado e Interacción
Extracting bb Higgs Decay Signals using Multivariate Techniques
Energy Technology Data Exchange (ETDEWEB)
Smith, W Clarke; /George Washington U. /SLAC
2012-08-28
For low-mass Higgs boson production at ATLAS at {radical}s = 7 TeV, the hard subprocess gg {yields} h{sup 0} {yields} b{bar b} dominates but is in turn drowned out by background. We seek to exploit the intrinsic few-MeV mass width of the Higgs boson to observe it above the background in b{bar b}-dijet mass plots. The mass resolution of existing mass-reconstruction algorithms is insufficient for this purpose due to jet combinatorics, that is, the algorithms cannot identify every jet that results from b{bar b} Higgs decay. We combine these algorithms using the neural net (NN) and boosted regression tree (BDT) multivariate methods in attempt to improve the mass resolution. Events involving gg {yields} h{sup 0} {yields} b{bar b} are generated using Monte Carlo methods with Pythia and then the Toolkit for Multivariate Analysis (TMVA) is used to train and test NNs and BDTs. For a 120 GeV Standard Model Higgs boson, the m{sub h{sup 0}}-reconstruction width is reduced from 8.6 to 6.5 GeV. Most importantly, however, the methods used here allow for more advanced m{sub h{sup 0}}-reconstructions to be created in the future using multivariate methods.
Multi-instance dictionary learning via multivariate performance measure optimization
Wang, Jim Jing-Yan
2016-12-29
The multi-instance dictionary plays a critical role in multi-instance data representation. Meanwhile, different multi-instance learning applications are evaluated by specific multivariate performance measures. For example, multi-instance ranking reports the precision and recall. It is not difficult to see that to obtain different optimal performance measures, different dictionaries are needed. This observation motives us to learn performance-optimal dictionaries for this problem. In this paper, we propose a novel joint framework for learning the multi-instance dictionary and the classifier to optimize a given multivariate performance measure, such as the F1 score and precision at rank k. We propose to represent the bags as bag-level features via the bag-instance similarity, and learn a classifier in the bag-level feature space to optimize the given performance measure. We propose to minimize the upper bound of a multivariate loss corresponding to the performance measure, the complexity of the classifier, and the complexity of the dictionary, simultaneously, with regard to both the dictionary and the classifier parameters. In this way, the dictionary learning is regularized by the performance optimization, and a performance-optimal dictionary is obtained. We develop an iterative algorithm to solve this minimization problem efficiently using a cutting-plane algorithm and a coordinate descent method. Experiments on multi-instance benchmark data sets show its advantage over both traditional multi-instance learning and performance optimization methods.
Multivariate statistical analysis a high-dimensional approach
Serdobolskii, V
2000-01-01
In the last few decades the accumulation of large amounts of in formation in numerous applications. has stimtllated an increased in terest in multivariate analysis. Computer technologies allow one to use multi-dimensional and multi-parametric models successfully. At the same time, an interest arose in statistical analysis with a de ficiency of sample data. Nevertheless, it is difficult to describe the recent state of affairs in applied multivariate methods as satisfactory. Unimprovable (dominating) statistical procedures are still unknown except for a few specific cases. The simplest problem of estimat ing the mean vector with minimum quadratic risk is unsolved, even for normal distributions. Commonly used standard linear multivari ate procedures based on the inversion of sample covariance matrices can lead to unstable results or provide no solution in dependence of data. Programs included in standard statistical packages cannot process 'multi-collinear data' and there are no theoretical recommen ...
Multivariable control in nuclear power stations -survey of design methods
International Nuclear Information System (INIS)
Mcmorran, P.D.
1979-12-01
The development of larger nuclear generating stations increases the importance of dynamic interaction between controllers, because each control action may affect several plant outputs. Multivariable control provides the techniques to design controllers which perform well under these conditions. This report is a foundation for further work on the application of multivariable control in AECL. It covers the requirements of control and the fundamental mathematics used, then reviews the most important linear methods, based on both state-space and frequency-response concepts. State-space methods are derived from analysis of the system differential equations, while frequency-response methods use the input-output transfer function. State-space methods covered include linear-quadratic optimal control, pole shifting, and the theory of state observers and estimators. Frequency-response methods include the inverse Nyquist array method, and classical non-interactive techniques. Transfer-function methods are particularly emphasized since they can incorporate ill-defined design criteria. The underlying concepts, and the application strengths and weaknesses of each design method are presented. A review of significant applications is also given. It is concluded that the inverse Nyquist array method, a frequency-response technique based on inverse transfer-function matrices, is preferred for the design of multivariable controllers for nuclear power plants. This method may be supplemented by information obtained from a modal analysis of the plant model. (auth)
Effectiveness of Multivariate Time Series Classification Using Shapelets
Directory of Open Access Journals (Sweden)
A. P. Karpenko
2015-01-01
Full Text Available Typically, time series classifiers require signal pre-processing (filtering signals from noise and artifact removal, etc., enhancement of signal features (amplitude, frequency, spectrum, etc., classification of signal features in space using the classical techniques and classification algorithms of multivariate data. We consider a method of classifying time series, which does not require enhancement of the signal features. The method uses the shapelets of time series (time series shapelets i.e. small fragments of this series, which reflect properties of one of its classes most of all.Despite the significant number of publications on the theory and shapelet applications for classification of time series, the task to evaluate the effectiveness of this technique remains relevant. An objective of this publication is to study the effectiveness of a number of modifications of the original shapelet method as applied to the multivariate series classification that is a littlestudied problem. The paper presents the problem statement of multivariate time series classification using the shapelets and describes the shapelet–based basic method of binary classification, as well as various generalizations and proposed modification of the method. It also offers the software that implements a modified method and results of computational experiments confirming the effectiveness of the algorithmic and software solutions.The paper shows that the modified method and the software to use it allow us to reach the classification accuracy of about 85%, at best. The shapelet search time increases in proportion to input data dimension.
Various forms of indexing HDMR for modelling multivariate classification problems
Energy Technology Data Exchange (ETDEWEB)
Aksu, Çağrı [Bahçeşehir University, Information Technologies Master Program, Beşiktaş, 34349 İstanbul (Turkey); Tunga, M. Alper [Bahçeşehir University, Software Engineering Department, Beşiktaş, 34349 İstanbul (Turkey)
2014-12-10
The Indexing HDMR method was recently developed for modelling multivariate interpolation problems. The method uses the Plain HDMR philosophy in partitioning the given multivariate data set into less variate data sets and then constructing an analytical structure through these partitioned data sets to represent the given multidimensional problem. Indexing HDMR makes HDMR be applicable to classification problems having real world data. Mostly, we do not know all possible class values in the domain of the given problem, that is, we have a non-orthogonal data structure. However, Plain HDMR needs an orthogonal data structure in the given problem to be modelled. In this sense, the main idea of this work is to offer various forms of Indexing HDMR to successfully model these real life classification problems. To test these different forms, several well-known multivariate classification problems given in UCI Machine Learning Repository were used and it was observed that the accuracy results lie between 80% and 95% which are very satisfactory.
Multivariate spectral-analysis of movement-related EEG data
International Nuclear Information System (INIS)
Andrew, C. M.
1997-01-01
The univariate method of event-related desynchronization (ERD) analysis, which quantifies the temporal evolution of power within specific frequency bands from electroencephalographic (EEG) data recorded during a task or event, is extended to an event related multivariate spectral analysis method. With this method, time courses of cross-spectra, phase spectra, coherence spectra, band-averaged coherence values (event-related coherence, ERCoh), partial power spectra and partial coherence spectra are estimated from an ensemble of multivariate event-related EEG trials. This provides a means of investigating relationships between EEG signals recorded over different scalp areas during the performance of a task or the occurrence of an event. The multivariate spectral analysis method is applied to EEG data recorded during three different movement-related studies involving discrete right index finger movements. The first study investigates the impact of the EEG derivation type on the temporal evolution of interhemispheric coherence between activity recorded at electrodes overlying the left and right sensorimotor hand areas during cued finger movement. The question results whether changes in coherence necessarily reflect changes in functional coupling of the cortical structures underlying the recording electrodes. The method is applied to data recorded during voluntary finger movement and a hypothesis, based on an existing global/local model of neocortical dynamics, is formulated to explain the coherence results. The third study applies partial spectral analysis too, and investigates phase relationships of, movement-related data recorded from a full head montage, thereby providing further results strengthening the global/local hypothesis. (author)
Multivariable control system for dynamic PEM fuel cell model
International Nuclear Information System (INIS)
Tanislav, Vasile; Carcadea, Elena; Capris, Catalin; Culcer, Mihai; Raceanu, Mircea
2010-01-01
Full text: The main objective of this work was to develop a multivariable control system of robust type for a PEM fuel cells assembly. The system will be used in static and mobile applications for different values of power, generated by a fuel cell assembly of up to 10 kW. Intermediate steps were accomplished: a study of a multivariable control strategy for a PEM fuel cell assembly; a mathematic modeling of mass and heat transfer inside of fuel cell assembly, defining the response function to hydrogen and oxygen/air mass flow and inlet pressure changes; a testing stand for fuel cell assembly; experimental determinations of transient response for PEM fuel cell assembly, and more others. To define the multivariable control system for a PEM fuel cell assembly the parameters describing the system were established. Also, there were defined the generic mass and energy balance equations as functions of derivative of m i , in and m i , out , representing the mass going into and out from the fuel cell, while Q in is the enthalpy and Q out is the enthalpy of the unused reactant gases and heat produced by the product, Q dis is the heat dissipated to the surroundings, Q c is the heat taken away from the stack by active cooling and W el is the electricity generated. (authors)
Multivariant design and multiple criteria analysis of building refurbishments
Energy Technology Data Exchange (ETDEWEB)
Kaklauskas, A.; Zavadskas, E. K.; Raslanas, S. [Faculty of Civil Engineering, Vilnius Gediminas Technical University, Vilnius (Lithuania)
2005-07-01
In order to design and realize an efficient building refurbishment, it is necessary to carry out an exhaustive investigation of all solutions that form it. The efficiency level of the considered building's refurbishment depends on a great many of factors, including: cost of refurbishment, annual fuel economy after refurbishment, tentative pay-back time, harmfulness to health of the materials used, aesthetics, maintenance properties, functionality, comfort, sound insulation and longevity, etc. Solutions of an alternative character allow for a more rational and realistic assessment of economic, ecological, legislative, climatic, social and political conditions, traditions and for better the satisfaction of customer requirements. They also enable one to cut down on refurbishment costs. In carrying out the multivariant design and multiple criteria analysis of a building refurbishment much data was processed and evaluated. Feasible alternatives could be as many as 100,000. How to perform a multivariant design and multiple criteria analysis of alternate alternatives based on the enormous amount of information became the problem. Method of multivariant design and multiple criteria of a building refurbishment's analysis were developed by the authors to solve the above problems. In order to demonstrate the developed method, a practical example is presented in this paper. (author)
Application of multivariate statistical techniques in microbial ecology.
Paliy, O; Shankar, V
2016-03-01
Recent advances in high-throughput methods of molecular analyses have led to an explosion of studies generating large-scale ecological data sets. In particular, noticeable effect has been attained in the field of microbial ecology, where new experimental approaches provided in-depth assessments of the composition, functions and dynamic changes of complex microbial communities. Because even a single high-throughput experiment produces large amount of data, powerful statistical techniques of multivariate analysis are well suited to analyse and interpret these data sets. Many different multivariate techniques are available, and often it is not clear which method should be applied to a particular data set. In this review, we describe and compare the most widely used multivariate statistical techniques including exploratory, interpretive and discriminatory procedures. We consider several important limitations and assumptions of these methods, and we present examples of how these approaches have been utilized in recent studies to provide insight into the ecology of the microbial world. Finally, we offer suggestions for the selection of appropriate methods based on the research question and data set structure. © 2016 John Wiley & Sons Ltd.
Multi-instance dictionary learning via multivariate performance measure optimization
Wang, Jim Jing-Yan; Tsang, Ivor Wai-Hung; Cui, Xuefeng; Lu, Zhiwu; Gao, Xin
2016-01-01
The multi-instance dictionary plays a critical role in multi-instance data representation. Meanwhile, different multi-instance learning applications are evaluated by specific multivariate performance measures. For example, multi-instance ranking reports the precision and recall. It is not difficult to see that to obtain different optimal performance measures, different dictionaries are needed. This observation motives us to learn performance-optimal dictionaries for this problem. In this paper, we propose a novel joint framework for learning the multi-instance dictionary and the classifier to optimize a given multivariate performance measure, such as the F1 score and precision at rank k. We propose to represent the bags as bag-level features via the bag-instance similarity, and learn a classifier in the bag-level feature space to optimize the given performance measure. We propose to minimize the upper bound of a multivariate loss corresponding to the performance measure, the complexity of the classifier, and the complexity of the dictionary, simultaneously, with regard to both the dictionary and the classifier parameters. In this way, the dictionary learning is regularized by the performance optimization, and a performance-optimal dictionary is obtained. We develop an iterative algorithm to solve this minimization problem efficiently using a cutting-plane algorithm and a coordinate descent method. Experiments on multi-instance benchmark data sets show its advantage over both traditional multi-instance learning and performance optimization methods.
Multivariate moment closure techniques for stochastic kinetic models
International Nuclear Information System (INIS)
Lakatos, Eszter; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H.
2015-01-01
Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs
Multivariate moment closure techniques for stochastic kinetic models
Energy Technology Data Exchange (ETDEWEB)
Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.; Stumpf, Michael P. H., E-mail: m.stumpf@imperial.ac.uk [Department of Life Sciences, Centre for Integrative Systems Biology and Bioinformatics, Imperial College London, London SW7 2AZ (United Kingdom)
2015-09-07
Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporally evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.
Multivariate Non-Symmetric Stochastic Models for Spatial Dependence Models
Haslauer, C. P.; Bárdossy, A.
2017-12-01
A copula based multivariate framework allows more flexibility to describe different kind of dependences than what is possible using models relying on the confining assumption of symmetric Gaussian models: different quantiles can be modelled with a different degree of dependence; it will be demonstrated how this can be expected given process understanding. maximum likelihood based multivariate quantitative parameter estimation yields stable and reliable results; not only improved results in cross-validation based measures of uncertainty are obtained but also a more realistic spatial structure of uncertainty compared to second order models of dependence; as much information as is available is included in the parameter estimation: incorporation of censored measurements (e.g., below detection limit, or ones that are above the sensitive range of the measurement device) yield to more realistic spatial models; the proportion of true zeros can be jointly estimated with and distinguished from censored measurements which allow estimates about the age of a contaminant in the system; secondary information (categorical and on the rational scale) has been used to improve the estimation of the primary variable; These copula based multivariate statistical techniques are demonstrated based on hydraulic conductivity observations at the Borden (Canada) site, the MADE site (USA), and a large regional groundwater quality data-set in south-west Germany. Fields of spatially distributed K were simulated with identical marginal simulation, identical second order spatial moments, yet substantially differing solute transport characteristics when numerical tracer tests were performed. A statistical methodology is shown that allows the delineation of a boundary layer separating homogenous parts of a spatial data-set. The effects of this boundary layer (macro structure) and the spatial dependence of K (micro structure) on solute transport behaviour is shown.
Multivariate Drought Characterization in India for Monitoring and Prediction
Sreekumaran Unnithan, P.; Mondal, A.
2016-12-01
Droughts are one of the most important natural hazards that affect the society significantly in terms of mortality and productivity. The metric that is most widely used by the India Meteorological Department (IMD) to monitor and predict the occurrence, spread, intensification and termination of drought is based on the univariate Standardized Precipitation Index (SPI). However, droughts may be caused by the influence and interaction of many variables (such as precipitation, soil moisture, runoff, etc.), emphasizing the need for a multivariate approach for drought characterization. This study advocates and illustrates use of the recently proposed multivariate standardized drought index (MSDI) in monitoring and prediction of drought and assessing its concerned risk in the Indian region. MSDI combines information from multiple sources: precipitation and soil moisture, and has been deemed to be a more reliable drought index. All-India monthly rainfall and soil moisture data sets are analysed for the period 1980 to 2014 to characterize historical droughts using both the univariate indices, the precipitation-based SPI and the standardized soil moisture index (SSI), as well as the multivariate MSDI using parametric and non-parametric approaches. We confirm that MSDI can capture droughts of 1986 and 1990 that aren't detected by using SPI alone. Moreover, in 1987, MSDI indicated a higher severity of drought when a deficiency in both soil moisture and precipitation was encountered. Further, this study also explores the use of MSDI for drought forecasts and assesses its performance vis-à-vis existing predictions from the IMD. Future research efforts will be directed towards formulating a more robust standardized drought indicator that can take into account socio-economic aspects that also play a key role for water-stressed regions such as India.
A multivariate model for predicting segmental body composition.
Tian, Simiao; Mioche, Laurence; Denis, Jean-Baptiste; Morio, Béatrice
2013-12-01
The aims of the present study were to propose a multivariate model for predicting simultaneously body, trunk and appendicular fat and lean masses from easily measured variables and to compare its predictive capacity with that of the available univariate models that predict body fat percentage (BF%). The dual-energy X-ray absorptiometry (DXA) dataset (52% men and 48% women) with White, Black and Hispanic ethnicities (1999-2004, National Health and Nutrition Examination Survey) was randomly divided into three sub-datasets: a training dataset (TRD), a test dataset (TED); a validation dataset (VAD), comprising 3835, 1917 and 1917 subjects. For each sex, several multivariate prediction models were fitted from the TRD using age, weight, height and possibly waist circumference. The most accurate model was selected from the TED and then applied to the VAD and a French DXA dataset (French DB) (526 men and 529 women) to assess the prediction accuracy in comparison with that of five published univariate models, for which adjusted formulas were re-estimated using the TRD. Waist circumference was found to improve the prediction accuracy, especially in men. For BF%, the standard error of prediction (SEP) values were 3.26 (3.75) % for men and 3.47 (3.95)% for women in the VAD (French DB), as good as those of the adjusted univariate models. Moreover, the SEP values for the prediction of body and appendicular lean masses ranged from 1.39 to 2.75 kg for both the sexes. The prediction accuracy was best for age < 65 years, BMI < 30 kg/m2 and the Hispanic ethnicity. The application of our multivariate model to large populations could be useful to address various public health issues.
Aggregation-cokriging for highly multivariate spatial data
Furrer, R.; Genton, M. G.
2011-01-01
Best linear unbiased prediction of spatially correlated multivariate random processes, often called cokriging in geostatistics, requires the solution of a large linear system based on the covariance and cross-covariance matrix of the observations. For many problems of practical interest, it is impossible to solve the linear system with direct methods. We propose an efficient linear unbiased predictor based on a linear aggregation of the covariables. The primary variable together with this single meta-covariable is used to perform cokriging. We discuss the optimality of the approach under different covariance structures, and use it to create reanalysis type high-resolution historical temperature fields. © 2011 Biometrika Trust.
Music Genre Classification using the multivariate AR feature integration model
DEFF Research Database (Denmark)
Ahrendt, Peter; Meng, Anders
2005-01-01
informative decisions about musical genre. For the MIREX music genre contest several authors derive long time features based either on statistical moments and/or temporal structure in the short time features. In our contribution we model a segment (1.2 s) of short time features (texture) using a multivariate...... autoregressive model. Other authors have applied simpler statistical models such as the mean-variance model, which also has been included in several of this years MIREX submissions, see e.g. Tzanetakis (2005); Burred (2005); Bergstra et al. (2005); Lidy and Rauber (2005)....
Joint density of eigenvalues in spiked multivariate models.
Dharmawansa, Prathapasinghe; Johnstone, Iain M
2014-01-01
The classical methods of multivariate analysis are based on the eigenvalues of one or two sample covariance matrices. In many applications of these methods, for example to high dimensional data, it is natural to consider alternative hypotheses which are a low rank departure from the null hypothesis. For rank one alternatives, this note provides a representation for the joint eigenvalue density in terms of a single contour integral. This will be of use for deriving approximate distributions for likelihood ratios and 'linear' statistics used in testing.
A Cyber-Attack Detection Model Based on Multivariate Analyses
Sakai, Yuto; Rinsaka, Koichiro; Dohi, Tadashi
In the present paper, we propose a novel cyber-attack detection model based on two multivariate-analysis methods to the audit data observed on a host machine. The statistical techniques used here are the well-known Hayashi's quantification method IV and cluster analysis method. We quantify the observed qualitative audit event sequence via the quantification method IV, and collect similar audit event sequence in the same groups based on the cluster analysis. It is shown in simulation experiments that our model can improve the cyber-attack detection accuracy in some realistic cases where both normal and attack activities are intermingled.
A Gyrocompass for Maritime Applications Based Upon Multivariable Control Theory
Directory of Open Access Journals (Sweden)
Olav Egeland
1984-10-01
Full Text Available A gyrocompass is designed using multivariable control theory. The compass can be implemented with an inertial platform or as a strap-down system. Measurement noise caused by vessel acceleration is modeled and feedforward is taken from vessel speed. Though the model is of order 9, it has only three unknown parameters of which one can be chosen a priori. Parameter estimation is discussed. For simulation of the compass, a non-linear surface vessel model with 6 degrees of freedom and wave excitation is used.
Multivariate and multiscale data assimilation in terrestrial systems: a review.
Montzka, Carsten; Pauwels, Valentijn R N; Franssen, Harrie-Jan Hendricks; Han, Xujun; Vereecken, Harry
2012-11-26
More and more terrestrial observational networks are being established to monitor climatic, hydrological and land-use changes in different regions of the World. In these networks, time series of states and fluxes are recorded in an automated manner, often with a high temporal resolution. These data are important for the understanding of water, energy, and/or matter fluxes, as well as their biological and physical drivers and interactions with and within the terrestrial system. Similarly, the number and accuracy of variables, which can be observed by spaceborne sensors, are increasing. Data assimilation (DA) methods utilize these observations in terrestrial models in order to increase process knowledge as well as to improve forecasts for the system being studied. The widely implemented automation in observing environmental states and fluxes makes an operational computation more and more feasible, and it opens the perspective of short-time forecasts of the state of terrestrial systems. In this paper, we review the state of the art with respect to DA focusing on the joint assimilation of observational data precedents from different spatial scales and different data types. An introduction is given to different DA methods, such as the Ensemble Kalman Filter (EnKF), Particle Filter (PF) and variational methods (3/4D-VAR). In this review, we distinguish between four major DA approaches: (1) univariate single-scale DA (UVSS), which is the approach used in the majority of published DA applications, (2) univariate multiscale DA (UVMS) referring to a methodology which acknowledges that at least some of the assimilated data are measured at a different scale than the computational grid scale, (3) multivariate single-scale DA (MVSS) dealing with the assimilation of at least two different data types, and (4) combined multivariate multiscale DA (MVMS). Finally, we conclude with a discussion on the advantages and disadvantages of the assimilation of multiple data types in a
Multivariate and Multiscale Data Assimilation in Terrestrial Systems: A Review
Directory of Open Access Journals (Sweden)
Harry Vereecken
2012-11-01
Full Text Available More and more terrestrial observational networks are being established to monitor climatic, hydrological and land-use changes in different regions of the World. In these networks, time series of states and fluxes are recorded in an automated manner, often with a high temporal resolution. These data are important for the understanding of water, energy, and/or matter fluxes, as well as their biological and physical drivers and interactions with and within the terrestrial system. Similarly, the number and accuracy of variables, which can be observed by spaceborne sensors, are increasing. Data assimilation (DA methods utilize these observations in terrestrial models in order to increase process knowledge as well as to improve forecasts for the system being studied. The widely implemented automation in observing environmental states and fluxes makes an operational computation more and more feasible, and it opens the perspective of short-time forecasts of the state of terrestrial systems. In this paper, we review the state of the art with respect to DA focusing on the joint assimilation of observational data precedents from different spatial scales and different data types. An introduction is given to different DA methods, such as the Ensemble Kalman Filter (EnKF, Particle Filter (PF and variational methods (3/4D-VAR. In this review, we distinguish between four major DA approaches: (1 univariate single-scale DA (UVSS, which is the approach used in the majority of published DA applications, (2 univariate multiscale DA (UVMS referring to a methodology which acknowledges that at least some of the assimilated data are measured at a different scale than the computational grid scale, (3 multivariate single-scale DA (MVSS dealing with the assimilation of at least two different data types, and (4 combined multivariate multiscale DA (MVMS. Finally, we conclude with a discussion on the advantages and disadvantages of the assimilation of multiple data types in a
Multivariate analysis between air pollutants and meteorological variables in Seoul
International Nuclear Information System (INIS)
Kim, J.; Lim, J.
2005-01-01
Multivariate analysis was conducted to analyze the relationship between air pollutants and meteorological variables measured in Seoul from January 1 to December 31, 1999. The first principal component showed the contrast effect between O 3 and the other pollutants. The second principal component showed the contrast effect between CO, SO 2 , NO 2 , and O 3 , PM 10 , TSP. Based on the cluster analysis, three clusters represented different air pollution levels, seasonal characteristics of air pollutants, and meteorological conditions. Discriminant analysis with air environment index (AEI) was carried out to develop an air pollution index function. (orig.)
Effect Sizes for Research Univariate and Multivariate Applications
Grissom, Robert J
2011-01-01
Noted for its comprehensive coverage, this greatly expanded new edition now covers the use of univariate and multivariate effect sizes. Many measures and estimators are reviewed along with their application, interpretation, and limitations. Noted for its practical approach, the book features numerous examples using real data for a variety of variables and designs, to help readers apply the material to their own data. Tips on the use of SPSS, SAS, R, and S-Plus are provided. The book's broad disciplinary appeal results from its inclusion of a variety of examples from psychology, medicine, educa
Handbook of univariate and multivariate data analysis with IBM SPSS
Ho, Robert
2013-01-01
Using the same accessible, hands-on approach as its best-selling predecessor, the Handbook of Univariate and Multivariate Data Analysis with IBM SPSS, Second Edition explains how to apply statistical tests to experimental findings, identify the assumptions underlying the tests, and interpret the findings. This second edition now covers more topics and has been updated with the SPSS statistical package for Windows.New to the Second EditionThree new chapters on multiple discriminant analysis, logistic regression, and canonical correlationNew section on how to deal with missing dataCoverage of te
Algorithm of Dynamic Model Structural Identification of the Multivariable Plant
Directory of Open Access Journals (Sweden)
Л.М. Блохін
2004-02-01
Full Text Available The new algorithm of dynamic model structural identification of the multivariable stabilized plant with observable and unobservable disturbances in the regular operating modes is offered in this paper. With the help of the offered algorithm it is possible to define the “perturbed” models of dynamics not only of the plant, but also the dynamics characteristics of observable and unobservable casual disturbances taking into account the absence of correlation between themselves and control inputs with the unobservable perturbations.
Aggregation-cokriging for highly multivariate spatial data
Furrer, R.
2011-08-26
Best linear unbiased prediction of spatially correlated multivariate random processes, often called cokriging in geostatistics, requires the solution of a large linear system based on the covariance and cross-covariance matrix of the observations. For many problems of practical interest, it is impossible to solve the linear system with direct methods. We propose an efficient linear unbiased predictor based on a linear aggregation of the covariables. The primary variable together with this single meta-covariable is used to perform cokriging. We discuss the optimality of the approach under different covariance structures, and use it to create reanalysis type high-resolution historical temperature fields. © 2011 Biometrika Trust.
Preference learning with evolutionary Multivariate Adaptive Regression Spline model
DEFF Research Database (Denmark)
Abou-Zleikha, Mohamed; Shaker, Noor; Christensen, Mads Græsbøll
2015-01-01
This paper introduces a novel approach for pairwise preference learning through combining an evolutionary method with Multivariate Adaptive Regression Spline (MARS). Collecting users' feedback through pairwise preferences is recommended over other ranking approaches as this method is more appealing...... for function approximation as well as being relatively easy to interpret. MARS models are evolved based on their efficiency in learning pairwise data. The method is tested on two datasets that collectively provide pairwise preference data of five cognitive states expressed by users. The method is analysed...
Multivariable Parametric Cost Model for Ground Optical Telescope Assembly
Stahl, H. Philip; Rowell, Ginger Holmes; Reese, Gayle; Byberg, Alicia
2005-01-01
A parametric cost model for ground-based telescopes is developed using multivariable statistical analysis of both engineering and performance parameters. While diameter continues to be the dominant cost driver, diffraction-limited wavelength is found to be a secondary driver. Other parameters such as radius of curvature are examined. The model includes an explicit factor for primary mirror segmentation and/or duplication (i.e., multi-telescope phased-array systems). Additionally, single variable models Based on aperture diameter are derived.
Multivariable Parametric Cost Model for Ground Optical: Telescope Assembly
Stahl, H. Philip; Rowell, Ginger Holmes; Reese, Gayle; Byberg, Alicia
2004-01-01
A parametric cost model for ground-based telescopes is developed using multi-variable statistical analysis of both engineering and performance parameters. While diameter continues to be the dominant cost driver, diffraction limited wavelength is found to be a secondary driver. Other parameters such as radius of curvature were examined. The model includes an explicit factor for primary mirror segmentation and/or duplication (i.e. multi-telescope phased-array systems). Additionally, single variable models based on aperture diameter were derived.
Multivariate time series analysis with R and financial applications
Tsay, Ruey S
2013-01-01
Since the publication of his first book, Analysis of Financial Time Series, Ruey Tsay has become one of the most influential and prominent experts on the topic of time series. Different from the traditional and oftentimes complex approach to multivariate (MV) time series, this sequel book emphasizes structural specification, which results in simplified parsimonious VARMA modeling and, hence, eases comprehension. Through a fundamental balance between theory and applications, the book supplies readers with an accessible approach to financial econometric models and their applications to real-worl
Stringell, Thomas B; Bamber, Roger N; Burton, Mark; Lindenbaum, Charles; Skates, Lucie R; Sanderson, William G
2013-06-01
Performance assessment, impact detection, and the assessment of regulatory compliance are common scientific problems for the management of protected areas. Some habitats in protected areas, however, are rare and/or variable and are not often selected for study by ecologists because they preclude comparison with controls and high community variability makes meaningful change detection difficult. Shallow coastal saline lagoons are habitats that experience comparatively high levels of stress due to high physical variability. Lagoons are rare, declining habitats found in coastal regions throughout Europe (and elsewhere) where they are identified as one of the habitats most in need of protected area management. The infauna in the sediments of 25 lagoons were sampled. Temporal and spatial variation in three of these [protected] lagoons was investigated further over 5 years. In a multivariate analysis of community structure similarities were found between some lagoons, but in other cases communities were unique or specific to only two sites. The protected lagoons with these unique/specific communities showed significant temporal and spatial variation, yet none of the changes observed were attributed to human impacts and were interpreted as inherent variability. Multivariate control charts can operate without experimental controls and were used to assess community changes within the context of 'normal' lagoon variability. The aim of control chart analysis is to characterize background variability in a parameter and identify when a new observation deviates more than expected. In only 1 year was variability more than expected and corresponded with the coldest December in over 100 years. Multivariate control charts are likely to have wide application in the management of protected areas and other natural systems where variability and/or rarity preclude conventional analytical and experimental approaches but where assessments of condition, impact or regulatory compliance are
Directory of Open Access Journals (Sweden)
Jens C. Hegg
2018-02-01
Full Text Available The migration of Pacific salmon is an important part of functioning freshwater ecosystems, but as populations have decreased and ecological conditions have changed, so have migration patterns. Understanding how the environment, and human impacts, change salmon migration behavior requires observing migration at small temporal and spatial scales across large geographic areas. Studying these detailed fish movements is particularly important for one threatened population of Chinook salmon in the Snake River of Idaho whose juvenile behavior may be rapidly evolving in response to dams and anthropogenic impacts. However, exploring movement data sets of large numbers of salmon can present challenges due to the difficulty of visualizing the multivariate, time-series datasets. Previous research indicates that sonification, representing data using sound, has the potential to enhance exploration of multivariate, time-series datasets. We developed sonifications of individual fish movements using a large dataset of salmon otolith microchemistry from Snake River Fall Chinook salmon. Otoliths, a balance and hearing organ in fish, provide a detailed chemical record of fish movements recorded in the tree-like rings they deposit each day the fish is alive. This data represents a scalable, multivariate dataset of salmon movement ideal for sonification. We tested independent listener responses to validate the effectiveness of the sonification tool and mapping methods. The sonifications were presented in a survey to untrained listeners to identify salmon movements with increasingly more fish, with and without visualizations. Our results showed that untrained listeners were most sensitive to transitions mapped to pitch and timbre. Accuracy results were non-intuitive; in aggregate, respondents clearly identified important transitions, but individual accuracy was low. This aggregate effect has potential implications for the use of sonification in the context of crowd
International Nuclear Information System (INIS)
Hou, Deyi; O'Connor, David; Nathanail, Paul; Tian, Li; Ma, Yan
2017-01-01
Heavy metal soil contamination is associated with potential toxicity to humans or ecotoxicity. Scholars have increasingly used a combination of geographical information science (GIS) with geostatistical and multivariate statistical analysis techniques to examine the spatial distribution of heavy metals in soils at a regional scale. A review of such studies showed that most soil sampling programs were based on grid patterns and composite sampling methodologies. Many programs intended to characterize various soil types and land use types. The most often used sampling depth intervals were 0–0.10 m, or 0–0.20 m, below surface; and the sampling densities used ranged from 0.0004 to 6.1 samples per km 2 , with a median of 0.4 samples per km 2 . The most widely used spatial interpolators were inverse distance weighted interpolation and ordinary kriging; and the most often used multivariate statistical analysis techniques were principal component analysis and cluster analysis. The review also identified several determining and correlating factors in heavy metal distribution in soils, including soil type, soil pH, soil organic matter, land use type, Fe, Al, and heavy metal concentrations. The major natural and anthropogenic sources of heavy metals were found to derive from lithogenic origin, roadway and transportation, atmospheric deposition, wastewater and runoff from industrial and mining facilities, fertilizer application, livestock manure, and sewage sludge. This review argues that the full potential of integrated GIS and multivariate statistical analysis for assessing heavy metal distribution in soils on a regional scale has not yet been fully realized. It is proposed that future research be conducted to map multivariate results in GIS to pinpoint specific anthropogenic sources, to analyze temporal trends in addition to spatial patterns, to optimize modeling parameters, and to expand the use of different multivariate analysis tools beyond principal component
Multivariate correction in laser-enhanced ionization with laser sampling
International Nuclear Information System (INIS)
Popov, A.M.; Labutin, T.A.; Sychev, D.N.; Gorbatenko, A.A.; Zorov, N.B.
2007-01-01
The opportunity of normalizing laser-enhanced ionization (LEI) signals by several reference signals (RS) measured simultaneously has been examined in view of correcting variations of laser parameters and matrix interferences. Opto-acoustic, atomic emission and non-selective ionization signals and their paired combination were used as RS for Li determination in aluminum alloys (0-6% Mg, 0-5% Cu, 0-1% Sc, 0-1% Ag). The specific normalization procedure in case of RS essential multicollinearity has been proposed. LEI and RS for each definite ablation pulse energy were plotted in Cartesian co-ordinates (x and y axes - the RS values, z axis - LEI signal). It was found that in the three-dimensional space the slope of the correlation line to the plane of RS depends on the analyte content in the solid sample. The use of this slope has therefore been proposed as a multivariate corrected analytical signal. Multivariate correlative normalization provides analytical signal free of matrix interferences for Al-Mg-Cu-Li alloys. The application of this novel approach to the determination of Li allows plotting unified calibration curves for Al-alloys of different matrix composition
Multivariate correction in laser-enhanced ionization with laser sampling
Energy Technology Data Exchange (ETDEWEB)
Popov, A.M. [Department of Chemistry, M. V. Lomonosov Moscow State University, 119992 Russia Moscow GSP-2, Leninskie Gory 1 build.3 (Russian Federation); Labutin, T.A. [Department of Chemistry, M. V. Lomonosov Moscow State University, 119992 Russia Moscow GSP-2, Leninskie Gory 1 build.3 (Russian Federation)], E-mail: timurla@laser.chem.msu.ru; Sychev, D.N.; Gorbatenko, A.A.; Zorov, N.B. [Department of Chemistry, M. V. Lomonosov Moscow State University, 119992 Russia Moscow GSP-2, Leninskie Gory 1 build.3 (Russian Federation)
2007-03-15
The opportunity of normalizing laser-enhanced ionization (LEI) signals by several reference signals (RS) measured simultaneously has been examined in view of correcting variations of laser parameters and matrix interferences. Opto-acoustic, atomic emission and non-selective ionization signals and their paired combination were used as RS for Li determination in aluminum alloys (0-6% Mg, 0-5% Cu, 0-1% Sc, 0-1% Ag). The specific normalization procedure in case of RS essential multicollinearity has been proposed. LEI and RS for each definite ablation pulse energy were plotted in Cartesian co-ordinates (x and y axes - the RS values, z axis - LEI signal). It was found that in the three-dimensional space the slope of the correlation line to the plane of RS depends on the analyte content in the solid sample. The use of this slope has therefore been proposed as a multivariate corrected analytical signal. Multivariate correlative normalization provides analytical signal free of matrix interferences for Al-Mg-Cu-Li alloys. The application of this novel approach to the determination of Li allows plotting unified calibration curves for Al-alloys of different matrix composition.
Multivariate analysis of microarray data: differential expression and differential connection.
Kiiveri, Harri T
2011-02-01
Typical analysis of microarray data ignores the correlation between gene expression values. In this paper we present a model for microarray data which specifically allows for correlation between genes. As a result we combine gene network ideas with linear models and differential expression. We use sparse inverse covariance matrices and their associated graphical representation to capture the notion of gene networks. An important issue in using these models is the identification of the pattern of zeroes in the inverse covariance matrix. The limitations of existing methods for doing this are discussed and we provide a workable solution for determining the zero pattern. We then consider a method for estimating the parameters in the inverse covariance matrix which is suitable for very high dimensional matrices. We also show how to construct multivariate tests of hypotheses. These overall multivariate tests can be broken down into two components, the first one being similar to tests for differential expression and the second involving the connections between genes. The methods in this paper enable the extraction of a wealth of information concerning the relationships between genes which can be conveniently represented in graphical form. Differentially expressed genes can be placed in the context of the gene network and places in the gene network where unusual or interesting patterns have emerged can be identified, leading to the formulation of hypotheses for future experimentation.
Oil and stock market volatility: A multivariate stochastic volatility perspective
International Nuclear Information System (INIS)
Vo, Minh
2011-01-01
This paper models the volatility of stock and oil futures markets using the multivariate stochastic volatility structure in an attempt to extract information intertwined in both markets for risk prediction. It offers four major findings. First, the stock and oil futures prices are inter-related. Their correlation follows a time-varying dynamic process and tends to increase when the markets are more volatile. Second, conditioned on the past information, the volatility in each market is very persistent, i.e., it varies in a predictable manner. Third, there is inter-market dependence in volatility. Innovations that hit either market can affect the volatility in the other market. In other words, conditioned on the persistence and the past volatility in their respective markets, the past volatility of the stock (oil futures) market also has predictive power over the future volatility of the oil futures (stock) market. Finally, the model produces more accurate Value-at-Risk estimates than other benchmarks commonly used in the financial industry. - Research Highlights: → This paper models the volatility of stock and oil futures markets using the multivariate stochastic volatility model. → The correlation between the two markets follows a time-varying dynamic process which tends to increase when the markets are more volatile. → The volatility in each market is very persistent. → Innovations that hit either market can affect the volatility in the other market. → The model produces more accurate Value-at-Risk estimates than other benchmarks commonly used in the financial industry.
Advanced multivariate analysis to assess remediation of hydrocarbons in soils.
Lin, Deborah S; Taylor, Peter; Tibbett, Mark
2014-10-01
Accurate monitoring of degradation levels in soils is essential in order to understand and achieve complete degradation of petroleum hydrocarbons in contaminated soils. We aimed to develop the use of multivariate methods for the monitoring of biodegradation of diesel in soils and to determine if diesel contaminated soils could be remediated to a chemical composition similar to that of an uncontaminated soil. An incubation experiment was set up with three contrasting soil types. Each soil was exposed to diesel at varying stages of degradation and then analysed for key hydrocarbons throughout 161 days of incubation. Hydrocarbon distributions were analysed by Principal Coordinate Analysis and similar samples grouped by cluster analysis. Variation and differences between samples were determined using permutational multivariate analysis of variance. It was found that all soils followed trajectories approaching the chemical composition of the unpolluted soil. Some contaminated soils were no longer significantly different to that of uncontaminated soil after 161 days of incubation. The use of cluster analysis allows the assignment of a percentage chemical similarity of a diesel contaminated soil to an uncontaminated soil sample. This will aid in the monitoring of hydrocarbon contaminated sites and the establishment of potential endpoints for successful remediation.
Dynamic Classification using Multivariate Locally Stationary Wavelet Processes
Park, Timothy
2018-03-11
Methods for the supervised classification of signals generally aim to assign a signal to one class for its entire time span. In this paper we present an alternative formulation for multivariate signals where the class membership is permitted to change over time. Our aim therefore changes from classifying the signal as a whole to classifying the signal at each time point to one of a fixed number of known classes. We assume that each class is characterised by a different stationary generating process, the signal as a whole will however be nonstationary due to class switching. To capture this nonstationarity we use the recently proposed Multivariate Locally Stationary Wavelet model. To account for uncertainty in class membership at each time point our goal is not to assign a definite class membership but rather to calculate the probability of a signal belonging to a particular class. Under this framework we prove some asymptotic consistency results. This method is also shown to perform well when applied to both simulated and accelerometer data. In both cases our method is able to place a high probability on the correct class for the majority of time points.
Multivariate extended skew-t distributions and related families
Arellano-Valle, Reinaldo B.; Genton, Marc G.
2010-01-01
A class of multivariate extended skew-t (EST) distributions is introduced and studied in detail, along with closely related families such as the subclass of extended skew-normal distributions. Besides mathematical tractability and modeling flexibility in terms of both skewness and heavier tails than the normal distribution, the most relevant properties of the EST distribution include closure under conditioning and ability to model lighter tails as well. The first part of the present paper examines probabilistic properties of the EST distribution, such as various stochastic representations, marginal and conditional distributions, linear transformations, moments and in particular Mardia’s measures of multivariate skewness and kurtosis. The second part of the paper studies statistical properties of the EST distribution, such as likelihood inference, behavior of the profile log-likelihood, the score vector and the Fisher information matrix. Especially, unlike the extended skew-normal distribution, the Fisher information matrix of the univariate EST distribution is shown to be non-singular when the skewness is set to zero. Finally, a numerical application of the conditional EST distribution is presented in the context of confidential data perturbation.
Multivariate analysis of microarray data: differential expression and differential connection
Directory of Open Access Journals (Sweden)
Kiiveri Harri T
2011-02-01
Full Text Available Abstract Background Typical analysis of microarray data ignores the correlation between gene expression values. In this paper we present a model for microarray data which specifically allows for correlation between genes. As a result we combine gene network ideas with linear models and differential expression. Results We use sparse inverse covariance matrices and their associated graphical representation to capture the notion of gene networks. An important issue in using these models is the identification of the pattern of zeroes in the inverse covariance matrix. The limitations of existing methods for doing this are discussed and we provide a workable solution for determining the zero pattern. We then consider a method for estimating the parameters in the inverse covariance matrix which is suitable for very high dimensional matrices. We also show how to construct multivariate tests of hypotheses. These overall multivariate tests can be broken down into two components, the first one being similar to tests for differential expression and the second involving the connections between genes. Conclusion The methods in this paper enable the extraction of a wealth of information concerning the relationships between genes which can be conveniently represented in graphical form. Differentially expressed genes can be placed in the context of the gene network and places in the gene network where unusual or interesting patterns have emerged can be identified, leading to the formulation of hypotheses for future experimentation.
Multivariate extended skew-t distributions and related families
Arellano-Valle, Reinaldo B.
2010-12-01
A class of multivariate extended skew-t (EST) distributions is introduced and studied in detail, along with closely related families such as the subclass of extended skew-normal distributions. Besides mathematical tractability and modeling flexibility in terms of both skewness and heavier tails than the normal distribution, the most relevant properties of the EST distribution include closure under conditioning and ability to model lighter tails as well. The first part of the present paper examines probabilistic properties of the EST distribution, such as various stochastic representations, marginal and conditional distributions, linear transformations, moments and in particular Mardia’s measures of multivariate skewness and kurtosis. The second part of the paper studies statistical properties of the EST distribution, such as likelihood inference, behavior of the profile log-likelihood, the score vector and the Fisher information matrix. Especially, unlike the extended skew-normal distribution, the Fisher information matrix of the univariate EST distribution is shown to be non-singular when the skewness is set to zero. Finally, a numerical application of the conditional EST distribution is presented in the context of confidential data perturbation.
Dynamic Classification using Multivariate Locally Stationary Wavelet Processes
Park, Timothy; Eckley, Idris A.; Ombao, Hernando
2018-01-01
Methods for the supervised classification of signals generally aim to assign a signal to one class for its entire time span. In this paper we present an alternative formulation for multivariate signals where the class membership is permitted to change over time. Our aim therefore changes from classifying the signal as a whole to classifying the signal at each time point to one of a fixed number of known classes. We assume that each class is characterised by a different stationary generating process, the signal as a whole will however be nonstationary due to class switching. To capture this nonstationarity we use the recently proposed Multivariate Locally Stationary Wavelet model. To account for uncertainty in class membership at each time point our goal is not to assign a definite class membership but rather to calculate the probability of a signal belonging to a particular class. Under this framework we prove some asymptotic consistency results. This method is also shown to perform well when applied to both simulated and accelerometer data. In both cases our method is able to place a high probability on the correct class for the majority of time points.
Multivariate analyses of rotator cuff pathologies in shoulder disability.
Directory of Open Access Journals (Sweden)
Jan F Henseler
Full Text Available Disability of the shoulder joint is often caused by a tear in the rotator cuff (RC muscles. Four RC muscles coordinate shoulder movement and stability, among them the supraspinatus and infraspinatus muscle which are predominantly torn. The contribution of each RC muscle to tear pathology is not fully understood. We hypothesized that muscle atrophy and fatty infiltration, features of RC muscle degeneration, are predictive of superior humeral head translation and shoulder functional disability.Shoulder features, including RC muscle surface area and fatty infiltration, superior humeral translation and RC tear size were obtained from a consecutive series of Magnetic Resonance Imaging with arthrography (MRA. We investigated patients with superior (supraspinatus, n = 39 and posterosuperior (supraspinatus and infraspinatus, n = 30 RC tears, and patients with an intact RC (n = 52 as controls. The individual or combinatorial contribution of RC measures to superior humeral translation, as a sign of RC dysfunction, was investigated with univariate or multivariate models, respectively.Using the univariate model the infraspinatus surface area and fatty infiltration in both the supraspinatus and infraspinatus had a significant contribution to RC dysfunction. With the multivariate model, however, the infraspinatus surface area only affected superior humeral translation (p<0.001 and discriminated between superior and posterosuperior tears. In contrast neither tear size nor fatty infiltration of the supraspinatus or infraspinatus contributed to superior humeral translation.Our study reveals that infraspinatus atrophy has the strongest contribution to RC tear pathologies. This suggests a pivotal role for the infraspinatus in preventing shoulder disability.
Multivariate Analyses of Rotator Cuff Pathologies in Shoulder Disability
Henseler, Jan F.; Raz, Yotam; Nagels, Jochem; van Zwet, Erik W.; Raz, Vered; Nelissen, Rob G. H. H.
2015-01-01
Background Disability of the shoulder joint is often caused by a tear in the rotator cuff (RC) muscles. Four RC muscles coordinate shoulder movement and stability, among them the supraspinatus and infraspinatus muscle which are predominantly torn. The contribution of each RC muscle to tear pathology is not fully understood. We hypothesized that muscle atrophy and fatty infiltration, features of RC muscle degeneration, are predictive of superior humeral head translation and shoulder functional disability. Methods Shoulder features, including RC muscle surface area and fatty infiltration, superior humeral translation and RC tear size were obtained from a consecutive series of Magnetic Resonance Imaging with arthrography (MRA). We investigated patients with superior (supraspinatus, n = 39) and posterosuperior (supraspinatus and infraspinatus, n = 30) RC tears, and patients with an intact RC (n = 52) as controls. The individual or combinatorial contribution of RC measures to superior humeral translation, as a sign of RC dysfunction, was investigated with univariate or multivariate models, respectively. Results Using the univariate model the infraspinatus surface area and fatty infiltration in both the supraspinatus and infraspinatus had a significant contribution to RC dysfunction. With the multivariate model, however, the infraspinatus surface area only affected superior humeral translation (ptears. In contrast neither tear size nor fatty infiltration of the supraspinatus or infraspinatus contributed to superior humeral translation. Conclusion Our study reveals that infraspinatus atrophy has the strongest contribution to RC tear pathologies. This suggests a pivotal role for the infraspinatus in preventing shoulder disability. PMID:25710703
Evaluation of droplet size distributions using univariate and multivariate approaches.
Gaunø, Mette Høg; Larsen, Crilles Casper; Vilhelmsen, Thomas; Møller-Sonnergaard, Jørn; Wittendorff, Jørgen; Rantanen, Jukka
2013-01-01
Pharmaceutically relevant material characteristics are often analyzed based on univariate descriptors instead of utilizing the whole information available in the full distribution. One example is droplet size distribution, which is often described by the median droplet size and the width of the distribution. The current study was aiming to compare univariate and multivariate approach in evaluating droplet size distributions. As a model system, the atomization of a coating solution from a two-fluid nozzle was investigated. The effect of three process parameters (concentration of ethyl cellulose in ethanol, atomizing air pressure, and flow rate of coating solution) on the droplet size and droplet size distribution using a full mixed factorial design was used. The droplet size produced by a two-fluid nozzle was measured by laser diffraction and reported as volume based size distribution. Investigation of loading and score plots from principal component analysis (PCA) revealed additional information on the droplet size distributions and it was possible to identify univariate statistics (volume median droplet size), which were similar, however, originating from varying droplet size distributions. The multivariate data analysis was proven to be an efficient tool for evaluating the full information contained in a distribution.
Multivariate Risk-Return Decision Making Within Dynamic Estimation
Directory of Open Access Journals (Sweden)
Josip Arnerić
2008-10-01
Full Text Available Risk management in this paper is focused on multivariate risk-return decision making assuming time-varying estimation. Empirical research in risk management showed that the static "mean-variance" methodology in portfolio optimization is very restrictive with unrealistic assumptions. The objective of this paper is estimation of time-varying portfolio stocks weights by constraints on risk measure. Hence, risk measure dynamic estimation is used in risk controlling. By risk control manager makes free supplementary capital for new investments.Univariate modeling approach is not appropriate, even when portfolio returns are treated as one variable. Portfolio weights are time-varying, and therefore it is necessary to reestimate whole model over time. Using assumption of bivariate Student´s t-distribution, in multivariate GARCH(p,q models, it becomes possible to forecast time-varying portfolio risk much more precisely. The complete procedure of analysis is established from Zagreb Stock Exchange using daily observations of Pliva and Podravka stocks.
Optimal model-free prediction from multivariate time series
Runge, Jakob; Donner, Reik V.; Kurths, Jürgen
2015-05-01
Forecasting a time series from multivariate predictors constitutes a challenging problem, especially using model-free approaches. Most techniques, such as nearest-neighbor prediction, quickly suffer from the curse of dimensionality and overfitting for more than a few predictors which has limited their application mostly to the univariate case. Therefore, selection strategies are needed that harness the available information as efficiently as possible. Since often the right combination of predictors matters, ideally all subsets of possible predictors should be tested for their predictive power, but the exponentially growing number of combinations makes such an approach computationally prohibitive. Here a prediction scheme that overcomes this strong limitation is introduced utilizing a causal preselection step which drastically reduces the number of possible predictors to the most predictive set of causal drivers making a globally optimal search scheme tractable. The information-theoretic optimality is derived and practical selection criteria are discussed. As demonstrated for multivariate nonlinear stochastic delay processes, the optimal scheme can even be less computationally expensive than commonly used suboptimal schemes like forward selection. The method suggests a general framework to apply the optimal model-free approach to select variables and subsequently fit a model to further improve a prediction or learn statistical dependencies. The performance of this framework is illustrated on a climatological index of El Niño Southern Oscillation.
A multivariate analysis of Antarctic sea ice since 1979
Energy Technology Data Exchange (ETDEWEB)
Magalhaes Neto, Newton de; Evangelista, Heitor [Universidade do Estado do Rio de Janeiro (Uerj), LARAMG - Laboratorio de Radioecologia e Mudancas Globais, Maracana, Rio de Janeiro, RJ (Brazil); Tanizaki-Fonseca, Kenny [Universidade do Estado do Rio de Janeiro (Uerj), LARAMG - Laboratorio de Radioecologia e Mudancas Globais, Maracana, Rio de Janeiro, RJ (Brazil); Universidade Federal Fluminense (UFF), Dept. Analise Geoambiental, Inst. de Geociencias, Niteroi, RJ (Brazil); Penello Meirelles, Margareth Simoes [Universidade do Estado do Rio de Janeiro (UERJ)/Geomatica, Maracana, Rio de Janeiro, RJ (Brazil); Garcia, Carlos Eiras [Universidade Federal do Rio Grande (FURG), Laboratorio de Oceanografia Fisica, Rio Grande, RS (Brazil)
2012-03-15
Recent satellite observations have shown an increase in the total extent of Antarctic sea ice, during periods when the atmosphere and oceans tend to be warmer surrounding a significant part of the continent. Despite an increase in total sea ice, regional analyses depict negative trends in the Bellingshausen-Amundsen Sea and positive trends in the Ross Sea. Although several climate parameters are believed to drive the formation of Antarctic sea ice and the local atmosphere, a descriptive mechanism that could trigger such differences in trends are still unknown. In this study we employed a multivariate analysis in order to identify the response of the Antarctic sea ice with respect to commonly utilized climate forcings/parameters, as follows: (1) The global air surface temperature, (2) The global sea surface temperature, (3) The atmospheric CO{sub 2} concentration, (4) The South Annular Mode, (5) The Nino 3, (6) The Nino (3 + 4, 7) The Nino 4, (8) The Southern Oscillation Index, (9) The Multivariate ENSO Index, (10) the Total Solar Irradiance, (11) The maximum O{sub 3} depletion area, and (12) The minimum O{sub 3} concentration over Antarctica. Our results indicate that western Antarctic sea ice is simultaneously impacted by several parameters; and that the minimum, mean, and maximum sea ice extent may respond to a separate set of climatic/geochemical parameters. (orig.)
Clustering Multivariate Time Series Using Hidden Markov Models
Directory of Open Access Journals (Sweden)
Shima Ghassempour
2014-03-01
Full Text Available In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categorical variables make it difficult to define a meaningful distance between trajectories. We propose an approach based on Hidden Markov Models (HMMs, where we first map each trajectory into an HMM, then define a suitable distance between HMMs and finally proceed to cluster the HMMs with a method based on a distance matrix. We test our approach on a simulated, but realistic, data set of 1,255 trajectories of individuals of age 45 and over, on a synthetic validation set with known clustering structure, and on a smaller set of 268 trajectories extracted from the longitudinal Health and Retirement Survey. The proposed method can be implemented quite simply using standard packages in R and Matlab and may be a good candidate for solving the difficult problem of clustering multivariate time series with categorical variables using tools that do not require advanced statistic knowledge, and therefore are accessible to a wide range of researchers.
Systematic wavelength selection for improved multivariate spectral analysis
Thomas, Edward V.; Robinson, Mark R.; Haaland, David M.
1995-01-01
Methods and apparatus for determining in a biological material one or more unknown values of at least one known characteristic (e.g. the concentration of an analyte such as glucose in blood or the concentration of one or more blood gas parameters) with a model based on a set of samples with known values of the known characteristics and a multivariate algorithm using several wavelength subsets. The method includes selecting multiple wavelength subsets, from the electromagnetic spectral region appropriate for determining the known characteristic, for use by an algorithm wherein the selection of wavelength subsets improves the model's fitness of the determination for the unknown values of the known characteristic. The selection process utilizes multivariate search methods that select both predictive and synergistic wavelengths within the range of wavelengths utilized. The fitness of the wavelength subsets is determined by the fitness function F=.function.(cost, performance). The method includes the steps of: (1) using one or more applications of a genetic algorithm to produce one or more count spectra, with multiple count spectra then combined to produce a combined count spectrum; (2) smoothing the count spectrum; (3) selecting a threshold count from a count spectrum to select these wavelength subsets which optimize the fitness function; and (4) eliminating a portion of the selected wavelength subsets. The determination of the unknown values can be made: (1) noninvasively and in vivo; (2) invasively and in vivo; or (3) in vitro.
Visualization of diversity in large multivariate data sets.
Pham, Tuan; Hess, Rob; Ju, Crystal; Zhang, Eugene; Metoyer, Ronald
2010-01-01
Understanding the diversity of a set of multivariate objects is an important problem in many domains, including ecology, college admissions, investing, machine learning, and others. However, to date, very little work has been done to help users achieve this kind of understanding. Visual representation is especially appealing for this task because it offers the potential to allow users to efficiently observe the objects of interest in a direct and holistic way. Thus, in this paper, we attempt to formalize the problem of visualizing the diversity of a large (more than 1000 objects), multivariate (more than 5 attributes) data set as one worth deeper investigation by the information visualization community. In doing so, we contribute a precise definition of diversity, a set of requirements for diversity visualizations based on this definition, and a formal user study design intended to evaluate the capacity of a visual representation for communicating diversity information. Our primary contribution, however, is a visual representation, called the Diversity Map, for visualizing diversity. An evaluation of the Diversity Map using our study design shows that users can judge elements of diversity consistently and as or more accurately than when using the only other representation specifically designed to visualize diversity.
Classification of Specialized Farms Applying Multivariate Statistical Methods
Directory of Open Access Journals (Sweden)
Zuzana Hloušková
2017-01-01
Full Text Available Classification of specialized farms applying multivariate statistical methods The paper is aimed at application of advanced multivariate statistical methods when classifying cattle breeding farming enterprises by their economic size. Advantage of the model is its ability to use a few selected indicators compared to the complex methodology of current classification model that requires knowledge of detailed structure of the herd turnover and structure of cultivated crops. Output of the paper is intended to be applied within farm structure research focused on future development of Czech agriculture. As data source, the farming enterprises database for 2014 has been used, from the FADN CZ system. The predictive model proposed exploits knowledge of actual size classes of the farms tested. Outcomes of the linear discriminatory analysis multifactor classification method have supported the chance of filing farming enterprises in the group of Small farms (98 % filed correctly, and the Large and Very Large enterprises (100 % filed correctly. The Medium Size farms have been correctly filed at 58.11 % only. Partial shortages of the process presented have been found when discriminating Medium and Small farms.
Multivariate analyses of rotator cuff pathologies in shoulder disability.
Henseler, Jan F; Raz, Yotam; Nagels, Jochem; van Zwet, Erik W; Raz, Vered; Nelissen, Rob G H H
2015-01-01
Disability of the shoulder joint is often caused by a tear in the rotator cuff (RC) muscles. Four RC muscles coordinate shoulder movement and stability, among them the supraspinatus and infraspinatus muscle which are predominantly torn. The contribution of each RC muscle to tear pathology is not fully understood. We hypothesized that muscle atrophy and fatty infiltration, features of RC muscle degeneration, are predictive of superior humeral head translation and shoulder functional disability. Shoulder features, including RC muscle surface area and fatty infiltration, superior humeral translation and RC tear size were obtained from a consecutive series of Magnetic Resonance Imaging with arthrography (MRA). We investigated patients with superior (supraspinatus, n = 39) and posterosuperior (supraspinatus and infraspinatus, n = 30) RC tears, and patients with an intact RC (n = 52) as controls. The individual or combinatorial contribution of RC measures to superior humeral translation, as a sign of RC dysfunction, was investigated with univariate or multivariate models, respectively. Using the univariate model the infraspinatus surface area and fatty infiltration in both the supraspinatus and infraspinatus had a significant contribution to RC dysfunction. With the multivariate model, however, the infraspinatus surface area only affected superior humeral translation (ppathologies. This suggests a pivotal role for the infraspinatus in preventing shoulder disability.
Supporting inquiry learning by promoting normative understanding of multivariable causality
Keselman, Alla
2003-11-01
Early adolescents may lack the cognitive and metacognitive skills necessary for effective inquiry learning. In particular, they are likely to have a nonnormative mental model of multivariable causality in which effects of individual variables are neither additive nor consistent. Described here is a software-based intervention designed to facilitate students' metalevel and performance-level inquiry skills by enhancing their understanding of multivariable causality. Relative to an exploration-only group, sixth graders who practiced predicting an outcome (earthquake risk) based on multiple factors demonstrated increased attention to evidence, improved metalevel appreciation of effective strategies, and a trend toward consistent use of a controlled comparison strategy. Sixth graders who also received explicit instruction in making predictions based on multiple factors showed additional improvement in their ability to compare multiple instances as a basis for inferences and constructed the most accurate knowledge of the system. Gains were maintained in transfer tasks. The cognitive skills and metalevel understanding examined here are essential to inquiry learning.
Schroeder, David; Keefe, Daniel F
2016-01-01
We present Visualization-by-Sketching, a direct-manipulation user interface for designing new data visualizations. The goals are twofold: First, make the process of creating real, animated, data-driven visualizations of complex information more accessible to artists, graphic designers, and other visual experts with traditional, non-technical training. Second, support and enhance the role of human creativity in visualization design, enabling visual experimentation and workflows similar to what is possible with traditional artistic media. The approach is to conceive of visualization design as a combination of processes that are already closely linked with visual creativity: sketching, digital painting, image editing, and reacting to exemplars. Rather than studying and tweaking low-level algorithms and their parameters, designers create new visualizations by painting directly on top of a digital data canvas, sketching data glyphs, and arranging and blending together multiple layers of animated 2D graphics. This requires new algorithms and techniques to interpret painterly user input relative to data "under" the canvas, balance artistic freedom with the need to produce accurate data visualizations, and interactively explore large (e.g., terabyte-sized) multivariate datasets. Results demonstrate a variety of multivariate data visualization techniques can be rapidly recreated using the interface. More importantly, results and feedback from artists support the potential for interfaces in this style to attract new, creative users to the challenging task of designing more effective data visualizations and to help these users stay "in the creative zone" as they work.
Faes, Luca; Nollo, Giandomenico; Porta, Alberto
2012-03-01
The complexity of the short-term cardiovascular control prompts for the introduction of multivariate (MV) nonlinear time series analysis methods to assess directional interactions reflecting the underlying regulatory mechanisms. This study introduces a new approach for the detection of nonlinear Granger causality in MV time series, based on embedding the series by a sequential, non-uniform procedure, and on estimating the information flow from one series to another by means of the corrected conditional entropy. The approach is validated on short realizations of linear stochastic and nonlinear deterministic processes, and then evaluated on heart period, systolic arterial pressure and respiration variability series measured from healthy humans in the resting supine position and in the upright position after head-up tilt. Copyright Â© 2011 Elsevier Ltd. All rights reserved.
Kriegler, F. J.
1974-01-01
The MIDAS System is described as a third-generation fast multispectral recognition system able to keep pace with the large quantity and high rates of data acquisition from present and projected sensors. A principal objective of the MIDAS program is to provide a system well interfaced with the human operator and thus to obtain large overall reductions in turnaround time and significant gains in throughput. The hardware and software are described. The system contains a mini-computer to control the various high-speed processing elements in the data path, and a classifier which implements an all-digital prototype multivariate-Gaussian maximum likelihood decision algorithm operating at 200,000 pixels/sec. Sufficient hardware was developed to perform signature extraction from computer-compatible tapes, compute classifier coefficients, control the classifier operation, and diagnose operation.
Kriegler, F. J.; Christenson, D.; Gordon, M.; Kistler, R.; Lampert, S.; Marshall, R.; Mclaughlin, R.
1974-01-01
The Midas System is a third-generation, fast, multispectral recognition system able to keep pace with the large quantity and high rates of data acquisition from present and projected sensors. A principal objective of the MIDAS Program is to provide a system well interfaced with the human operator and thus to obtain large overall reductions in turn-around time and significant gains in throughput. The hardware and software generated in Phase I of the overall program are described. The system contains a mini-computer to control the various high-speed processing elements in the data path and a classifier which implements an all-digital prototype multivariate-Gaussian maximum likelihood decision algorithm operating at 2 x 100,000 pixels/sec. Sufficient hardware was developed to perform signature extraction from computer-compatible tapes, compute classifier coefficients, control the classifier operation, and diagnose operation. The MIDAS construction and wiring diagrams are given.
Kriegler, F. J.; Christenson, D.; Gordon, M.; Kistler, R.; Lampert, S.; Marshall, R.; Mclaughlin, R.
1974-01-01
The MIDAS System is a third-generation, fast, multispectral recognition system able to keep pace with the large quantity and high rates of data acquisition from present and projected sensors. A principal objective of the MIDAS Program is to provide a system well interfaced with the human operator and thus to obtain large overall reductions in turn-around time and significant gains in throughout. The hardware and software generated in Phase I of the over-all program are described. The system contains a mini-computer to control the various high-speed processing elements in the data path and a classifier which implements an all-digital prototype multivariate-Gaussian maximum likelihood decision algorithm operating 2 x 105 pixels/sec. Sufficient hardware was developed to perform signature extraction from computer-compatible tapes, compute classifier coefficients, control the classifier operation, and diagnose operation. Diagnostic programs used to test MIDAS' operations are presented.
Implementing Modifed Burg Algorithms in Multivariate Subset Autoregressive Modeling
Directory of Open Access Journals (Sweden)
A. Alexandre Trindade
2003-02-01
Full Text Available The large number of parameters in subset vector autoregressive models often leads one to procure fast, simple, and efficient alternatives or precursors to maximum likelihood estimation. We present the solution of the multivariate subset Yule-Walker equations as one such alternative. In recent work, Brockwell, Dahlhaus, and Trindade (2002, show that the Yule-Walker estimators can actually be obtained as a special case of a general recursive Burg-type algorithm. We illustrate the structure of this Algorithm, and discuss its implementation in a high-level programming language. Applications of the Algorithm in univariate and bivariate modeling are showcased in examples. Univariate and bivariate versions of the Algorithm written in Fortran 90 are included in the appendix, and their use illustrated.
Evaluation of droplet size distributions using univariate and multivariate approaches
DEFF Research Database (Denmark)
Gauno, M.H.; Larsen, C.C.; Vilhelmsen, T.
2013-01-01
of the distribution. The current study was aiming to compare univariate and multivariate approach in evaluating droplet size distributions. As a model system, the atomization of a coating solution from a two-fluid nozzle was investigated. The effect of three process parameters (concentration of ethyl cellulose...... in ethanol, atomizing air pressure, and flow rate of coating solution) on the droplet size and droplet size distribution using a full mixed factorial design was used. The droplet size produced by a two-fluid nozzle was measured by laser diffraction and reported as volume based size distribution....... Investigation of loading and score plots from principal component analysis (PCA) revealed additional information on the droplet size distributions and it was possible to identify univariate statistics (volume median droplet size), which were similar, however, originating from varying droplet size distributions...
Monitoring Quality of Biotherapeutic Products Using Multivariate Data Analysis.
Rathore, Anurag S; Pathak, Mili; Jain, Renu; Jadaun, Gaurav Pratap Singh
2016-07-01
Monitoring the quality of pharmaceutical products is a global challenge, heightened by the implications of letting subquality drugs come to the market on public safety. Regulatory agencies do their due diligence at the time of approval as per their prescribed regulations. However, product quality needs to be monitored post-approval as well to ensure patient safety throughout the product life cycle. This is particularly complicated for biotechnology-based therapeutics where seemingly minor changes in process and/or raw material attributes have been shown to have a significant effect on clinical safety and efficacy of the product. This article provides a perspective on the topic of monitoring the quality of biotech therapeutics. In the backdrop of challenges faced by the regulatory agencies, the potential use of multivariate data analysis as a tool for effective monitoring has been proposed. Case studies using data from several insulin biosimilars have been used to illustrate the key concepts.
MULTIVARIATE MODEL FOR CORPORATE BANKRUPTCY PREDICTION IN ROMANIA
Directory of Open Access Journals (Sweden)
Daniel BRÎNDESCU – OLARIU
2016-06-01
Full Text Available The current paper proposes a methodology for bankruptcy prediction applicable for Romanian companies. Low bankruptcy frequencies registered in the past have limited the importance of bankruptcy prediction in Romania. The changes in the economic environment brought by the economic crisis, as well as by the entrance in the European Union, make the availability of performing bankruptcy assessment tools more important than ever before. The proposed methodology is centred on a multivariate model, developed through discriminant analysis. Financial ratios are employed as explanatory variables within the model. The study has included 53,252 yearly financial statements from the period 2007 – 2010, with the state of the companies being monitored until the end of 2012. It thus employs the largest sample ever used in Romanian research in the field of bankruptcy prediction, not targeting high levels of accuracy over isolated samples, but reliability and ease of use over the entire population.
Multivariate analyses of crater parameters and the classification of craters
Siegal, B. S.; Griffiths, J. C.
1974-01-01
Multivariate analyses were performed on certain linear dimensions of six genetic types of craters. A total of 320 craters, consisting of laboratory fluidization craters, craters formed by chemical and nuclear explosives, terrestrial maars and other volcanic craters, and terrestrial meteorite impact craters, authenticated and probable, were analyzed in the first data set in terms of their mean rim crest diameter, mean interior relief, rim height, and mean exterior rim width. The second data set contained an additional 91 terrestrial craters of which 19 were of experimental percussive impact and 28 of volcanic collapse origin, and which was analyzed in terms of mean rim crest diameter, mean interior relief, and rim height. Principal component analyses were performed on the six genetic types of craters. Ninety per cent of the variation in the variables can be accounted for by two components. Ninety-nine per cent of the variation in the craters formed by chemical and nuclear explosives is explained by the first component alone.
Motivation and Self-Regulated Learning: A Multivariate Multilevel Analysis
Directory of Open Access Journals (Sweden)
Wondimu Ahmed
2017-09-01
Full Text Available This study investigated the relationship between motivation and self-regulated learning (SRL in a nationally representative sample of 5245, 15-year-old students in the USA. A multivariate multilevel analysis was conducted to examine the role of three motivational variables (self-efficacy, intrinsic value & instrumental value in predicting three SRL strategies (memorization, elaboration & control. The results showed that compared to self-efficacy, intrinsic value and instrumental value of math were stronger predictors of memorization, elaboration and control strategies. None of the motivational variables had a stronger effect on one strategy than the other. The findings suggest that the development of self-regulatory skills in math can be greatly enhanced by helping students develop positive value of and realistic expectancy for success in math.
Applying Multivariate Discrete Distributions to Genetically Informative Count Data.
Kirkpatrick, Robert M; Neale, Michael C
2016-03-01
We present a novel method of conducting biometric analysis of twin data when the phenotypes are integer-valued counts, which often show an L-shaped distribution. Monte Carlo simulation is used to compare five likelihood-based approaches to modeling: our multivariate discrete method, when its distributional assumptions are correct, when they are incorrect, and three other methods in common use. With data simulated from a skewed discrete distribution, recovery of twin correlations and proportions of additive genetic and common environment variance was generally poor for the Normal, Lognormal and Ordinal models, but good for the two discrete models. Sex-separate applications to substance-use data from twins in the Minnesota Twin Family Study showed superior performance of two discrete models. The new methods are implemented using R and OpenMx and are freely available.
Optimisation of Marine Boilers using Model-based Multivariable Control
DEFF Research Database (Denmark)
Solberg, Brian
Traditionally, marine boilers have been controlled using classical single loop controllers. To optimise marine boiler performance, reduce new installation time and minimise the physical dimensions of these large steel constructions, a more comprehensive and coherent control strategy is needed....... This research deals with the application of advanced control to a specific class of marine boilers combining well-known design methods for multivariable systems. This thesis presents contributions for modelling and control of the one-pass smoke tube marine boilers as well as for hybrid systems control. Much...... of the focus has been directed towards water level control which is complicated by the nature of the disturbances acting on the system as well as by low frequency sensor noise. This focus was motivated by an estimated large potential to minimise the boiler geometry by reducing water level fluctuations...
An Improved Wavelet‐Based Multivariable Fault Detection Scheme
Harrou, Fouzi
2017-07-06
Data observed from environmental and engineering processes are usually noisy and correlated in time, which makes the fault detection more difficult as the presence of noise degrades fault detection quality. Multiscale representation of data using wavelets is a powerful feature extraction tool that is well suited to denoising and decorrelating time series data. In this chapter, we combine the advantages of multiscale partial least squares (MSPLSs) modeling with those of the univariate EWMA (exponentially weighted moving average) monitoring chart, which results in an improved fault detection system, especially for detecting small faults in highly correlated, multivariate data. Toward this end, we applied EWMA chart to the output residuals obtained from MSPLS model. It is shown through simulated distillation column data the significant improvement in fault detection can be obtained by using the proposed methods as compared to the use of the conventional partial least square (PLS)‐based Q and EWMA methods and MSPLS‐based Q method.
REGSTEP - stepwise multivariate polynomial regression with singular extensions
International Nuclear Information System (INIS)
Davierwalla, D.M.
1977-09-01
The program REGSTEP determines a polynomial approximation, in the least squares sense, to tabulated data. The polynomial may be univariate or multivariate. The computational method is that of stepwise regression. A variable is inserted into the regression basis if it is significant with respect to an appropriate F-test at a preselected risk level. In addition, should a variable already in the basis, become nonsignificant (again with respect to an appropriate F-test) after the entry of a new variable, it is expelled from the model. Thus only significant variables are retained in the model. Although written expressly to be incorporated into CORCOD, a code for predicting nuclear cross sections for given values of power, temperature, void fractions, Boron content etc. there is nothing to limit the use of REGSTEP to nuclear applications, as the examples demonstrate. A separate version has been incorporated into RSYST for the general user. (Auth.)
Multivariate statistical pattern recognition system for reactor noise analysis
International Nuclear Information System (INIS)
Gonzalez, R.C.; Howington, L.C.; Sides, W.H. Jr.; Kryter, R.C.
1976-01-01
A multivariate statistical pattern recognition system for reactor noise analysis was developed. The basis of the system is a transformation for decoupling correlated variables and algorithms for inferring probability density functions. The system is adaptable to a variety of statistical properties of the data, and it has learning, tracking, and updating capabilities. System design emphasizes control of the false-alarm rate. The ability of the system to learn normal patterns of reactor behavior and to recognize deviations from these patterns was evaluated by experiments at the ORNL High-Flux Isotope Reactor (HFIR). Power perturbations of less than 0.1 percent of the mean value in selected frequency ranges were detected by the system
Multivariate statistical pattern recognition system for reactor noise analysis
International Nuclear Information System (INIS)
Gonzalez, R.C.; Howington, L.C.; Sides, W.H. Jr.; Kryter, R.C.
1975-01-01
A multivariate statistical pattern recognition system for reactor noise analysis was developed. The basis of the system is a transformation for decoupling correlated variables and algorithms for inferring probability density functions. The system is adaptable to a variety of statistical properties of the data, and it has learning, tracking, and updating capabilities. System design emphasizes control of the false-alarm rate. The ability of the system to learn normal patterns of reactor behavior and to recognize deviations from these patterns was evaluated by experiments at the ORNL High-Flux Isotope Reactor (HFIR). Power perturbations of less than 0.1 percent of the mean value in selected frequency ranges were detected by the system. 19 references
Nelson, Lindsay D.; Patrick, Christopher J.; Bernat, Edward M.
2010-01-01
The externalizing dimension is viewed as a broad dispositional factor underlying risk for numerous disinhibitory disorders. Prior work has documented deficits in event-related brain potential (ERP) responses in individuals prone to externalizing problems. Here, we constructed a direct physiological index of externalizing vulnerability from three ERP indicators and evaluated its validity in relation to criterion measures in two distinct domains: psychometric and physiological. The index was derived from three ERP measures that covaried in their relations with externalizing proneness the error-related negativity and two variants of the P3. Scores on this ERP composite predicted psychometric criterion variables and accounted for externalizing-related variance in P3 response from a separate task. These findings illustrate how a diagnostic construct can be operationalized as a composite (multivariate) psychophysiological variable (phenotype). PMID:20573054
Multivariant analyses of trace element patterns for environmental tracking
International Nuclear Information System (INIS)
Jervis, R.E.; Ko, M.M.C.; Junliang Tian; Puling Liu
1993-01-01
Nuclear-based analytical techniques: INAA, PIXE and photon activation permit simultaneous multielemental determination of concentrations in environmental materials, which data are often found sufficiently precise and free of uncontrolled, random errors among the various elements such that the data sets can yield valuable information on elemental communality through multi-variant statistical 'factor' analysis. Characteristic factor patterns obtained in this way can provide clues to the likely sources in the environment of various components. Recent studies in three different environmental situations: solid waste incinerators , Chinese soils, and iron and steel industry, involving measurements of 30-35 elements, have yielded distinct elemental patterns or, environmental signatures, with factor loading coefficients ranging mostly in the ranges: 0.7-0.96. (author) 10 refs.; 2 figs.; 9 tabs
Graph-theoretic measures of multivariate association and prediction
International Nuclear Information System (INIS)
Friedman, J.H.; Rafsky, L.C.
1983-01-01
Interpoint-distance-based graphs can be used to define measures of association that extend Kendall's notion of a generalized correlation coefficient. The authors present particular statistics that provide distribution-free tests of independence sensitive to alternatives involving non-monotonic relationships. Moreover, since ordering plays no essential role, the ideas that fully applicable in a multivariate setting. The authors also define an asymmetric coefficient measuring the extent to which (a vector) X can be used to make single-valued predictions of (a vector) Y. The authors discuss various techniques for proving that such statistics are asymptotically normal. As an example of the effectiveness of their approach, the authors present an application to the examination of residuals from multiple regression. 18 references, 2 figures, 1 table
On the return period and design in a multivariate framework
Directory of Open Access Journals (Sweden)
G. Salvadori
2011-11-01
Full Text Available Calculating return periods and design quantiles in a multivariate environment is a difficult problem: this paper tries to make the issue clear. First, we outline a possible way to introduce a consistent theoretical framework for the calculation of the return period in a multi-dimensional environment, based on Copulas and the Kendall's measure. Secondly, we introduce several approaches for the identification of suitable design events: these latter quantities are of utmost importance in practical applications, but their calculation is yet limited, due to the lack of an adequate theoretical environment where to embed the problem. Throughout the paper, a case study involving the behavior of a dam is used to illustrate the new concepts outlined in this work.
Improving multivariate Horner schemes with Monte Carlo tree search
Kuipers, J.; Plaat, A.; Vermaseren, J. A. M.; van den Herik, H. J.
2013-11-01
Optimizing the cost of evaluating a polynomial is a classic problem in computer science. For polynomials in one variable, Horner's method provides a scheme for producing a computationally efficient form. For multivariate polynomials it is possible to generalize Horner's method, but this leaves freedom in the order of the variables. Traditionally, greedy schemes like most-occurring variable first are used. This simple textbook algorithm has given remarkably efficient results. Finding better algorithms has proved difficult. In trying to improve upon the greedy scheme we have implemented Monte Carlo tree search, a recent search method from the field of artificial intelligence. This results in better Horner schemes and reduces the cost of evaluating polynomials, sometimes by factors up to two.
Multivariate spatiotemporal visualizations for mobile devices in Flyover Country
Loeffler, S.; Thorn, R.; Myrbo, A.; Roth, R.; Goring, S. J.; Williams, J.
2017-12-01
Visualizing and interacting with complex multivariate and spatiotemporal datasets on mobile devices is challenging due to their smaller screens, reduced processing power, and limited data connectivity. Pollen data require visualizing pollen assemblages spatially, temporally, and across multiple taxa to understand plant community dynamics through time. Drawing from cartography, information visualization, and paleoecology, we have created new mobile-first visualization techniques that represent multiple taxa across many sites and enable user interaction. Using pollen datasets from the Neotoma Paleoecology Database as a case study, the visualization techniques allow ecological patterns and trends to be quickly understood on a mobile device compared to traditional pollen diagrams and maps. This flexible visualization system can be used for datasets beyond pollen, with the only requirements being point-based localities and multiple variables changing through time or depth.
Multivariate survivorship analysis using two cross-sectional samples.
Hill, M E
1999-11-01
As an alternative to survival analysis with longitudinal data, I introduce a method that can be applied when one observes the same cohort in two cross-sectional samples collected at different points in time. The method allows for the estimation of log-probability survivorship models that estimate the influence of multiple time-invariant factors on survival over a time interval separating two samples. This approach can be used whenever the survival process can be adequately conceptualized as an irreversible single-decrement process (e.g., mortality, the transition to first marriage among a cohort of never-married individuals). Using data from the Integrated Public Use Microdata Series (Ruggles and Sobek 1997), I illustrate the multivariate method through an investigation of the effects of race, parity, and educational attainment on the survival of older women in the United States.
Multivariate time series with linear state space structure
Gómez, Víctor
2016-01-01
This book presents a comprehensive study of multivariate time series with linear state space structure. The emphasis is put on both the clarity of the theoretical concepts and on efficient algorithms for implementing the theory. In particular, it investigates the relationship between VARMA and state space models, including canonical forms. It also highlights the relationship between Wiener-Kolmogorov and Kalman filtering both with an infinite and a finite sample. The strength of the book also lies in the numerous algorithms included for state space models that take advantage of the recursive nature of the models. Many of these algorithms can be made robust, fast, reliable and efficient. The book is accompanied by a MATLAB package called SSMMATLAB and a webpage presenting implemented algorithms with many examples and case studies. Though it lays a solid theoretical foundation, the book also focuses on practical application, and includes exercises in each chapter. It is intended for researchers and students wor...
Multivariate statistical analysis of a multi-step industrial processes
DEFF Research Database (Denmark)
Reinikainen, S.P.; Høskuldsson, Agnar
2007-01-01
Monitoring and quality control of industrial processes often produce information on how the data have been obtained. In batch processes, for instance, the process is carried out in stages; some process or control parameters are set at each stage. However, the obtained data might not be utilized...... efficiently, even if this information may reveal significant knowledge about process dynamics or ongoing phenomena. When studying the process data, it may be important to analyse the data in the light of the physical or time-wise development of each process step. In this paper, a unified approach to analyse...... multivariate multi-step processes, where results from each step are used to evaluate future results, is presented. The methods presented are based on Priority PLS Regression. The basic idea is to compute the weights in the regression analysis for given steps, but adjust all data by the resulting score vectors...
Multivariate longitudinal data analysis with mixed effects hidden Markov models.
Raffa, Jesse D; Dubin, Joel A
2015-09-01
Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. © 2015, The International Biometric Society.
Risk assessment of transitional economies by multivariate and multicriteria approaches
Directory of Open Access Journals (Sweden)
Tomić-Plazibat Neli
2010-01-01
Full Text Available This article assesses country-risk of sixteen Central, Baltic and South-East European transition countries, for 2005 and 2007, using multivariate cluster analysis. It was aided by the appropriate ANOVA (analysis of variance testing and the multicriteria PROMETHEE method. The combination of methods makes for more accurate and efficient country-risk assessment. Country risk classifications and ratings involve evaluating the performance of countries while considering their economic and socio-political characteristics. The purpose of the article is to classify, and then find the comparative position of each individual country in the group of analyzed countries, in order to find out to which extent development of market economy and democratic society has been achieved.
Environmental Performance in Countries Worldwide: Determinant Factors and Multivariate Analysis
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Isabel Gallego-Alvarez
2014-11-01
Full Text Available The aim of this study is to analyze the environmental performance of countries and the variables that can influence it. At the same time, we performed a multivariate analysis using the HJ-biplot, an exploratory method that looks for hidden patterns in the data, obtained from the usual singular value decomposition (SVD of the data matrix, to contextualize the countries grouped by geographical areas and the variables relating to environmental indicators included in the environmental performance index. The sample used comprises 149 countries of different geographic areas. The findings obtained from the empirical analysis emphasize that socioeconomic factors, such as economic wealth and education, as well as institutional factors represented by the style of public administration, in particular control of corruption, are determinant factors of environmental performance in the countries analyzed. In contrast, no effect on environmental performance was found for factors relating to the internal characteristics of a country or political factors.
Decomposition and Simplification of Multivariate Data using Pareto Sets.
Huettenberger, Lars; Heine, Christian; Garth, Christoph
2014-12-01
Topological and structural analysis of multivariate data is aimed at improving the understanding and usage of such data through identification of intrinsic features and structural relationships among multiple variables. We present two novel methods for simplifying so-called Pareto sets that describe such structural relationships. Such simplification is a precondition for meaningful visualization of structurally rich or noisy data. As a framework for simplification operations, we introduce a decomposition of the data domain into regions of equivalent structural behavior and the reachability graph that describes global connectivity of Pareto extrema. Simplification is then performed as a sequence of edge collapses in this graph; to determine a suitable sequence of such operations, we describe and utilize a comparison measure that reflects the changes to the data that each operation represents. We demonstrate and evaluate our methods on synthetic and real-world examples.
Multivariate image analysis for quality inspection in fish feed production
DEFF Research Database (Denmark)
Ljungqvist, Martin Georg
Aquaculture is today one of the fastest growing food producing sectors in the world. Access to good and effective fish feed is a condition for optimised and sustainable aquaculture activity. In the aquaculture industry it is of utmost importance that the fish get feed of proper size and nutrition....... The colour appearance of fish products is important for customers. Salmonid fish get their red colour from a natural pigment called astaxanthin. To ensure a similar red colour of fish in aquaculture astaxanthin is used as an additive coated on the feed pellets. Astaxanthin can either be of natural origin......, or synthesised chemically. Common for both types is that they are relatively expensive in comparison to the other feed ingredients. This thesis investigates multi-variate data collection for visual inspection and optimisation of industrial production in the fish feed industry. Quality parameters focused on here...
A Multivariate Time Series Method for Monte Carlo Reactor Analysis
International Nuclear Information System (INIS)
Taro Ueki
2008-01-01
A robust multivariate time series method has been established for the Monte Carlo calculation of neutron multiplication problems. The method is termed Coarse Mesh Projection Method (CMPM) and can be implemented using the coarse statistical bins for acquisition of nuclear fission source data. A novel aspect of CMPM is the combination of the general technical principle of projection pursuit in the signal processing discipline and the neutron multiplication eigenvalue problem in the nuclear engineering discipline. CMPM enables reactor physicists to accurately evaluate major eigenvalue separations of nuclear reactors with continuous energy Monte Carlo calculation. CMPM was incorporated in the MCNP Monte Carlo particle transport code of Los Alamos National Laboratory. The great advantage of CMPM over the traditional Fission Matrix method is demonstrated for the three space-dimensional modeling of the initial core of a pressurized water reactor
Identification of mine waters by statistical multivariate methods
Energy Technology Data Exchange (ETDEWEB)
Mali, N [IGGG, Ljubljana (Slovenia)
1992-01-01
Three water-bearing aquifers are present in the Velenje lignite mine. The aquifer waters have differing chemical composition; a geochemical water analysis can therefore determine the source of mine water influx. Mine water samples from different locations in the mine were analyzed, the results of chemical content and of electric conductivity of mine water were statistically processed by means of MICROGAS, SPSS-X and IN STATPAC computer programs, which apply three multivariate statistical methods (discriminate, cluster and factor analysis). Reliability of calculated values was determined with the Kolmogorov and Smirnov tests. It is concluded that laboratory analysis of single water samples can produce measurement errors, but statistical processing of water sample data can identify origin and movement of mine water. 15 refs.
Finding Similarities in Ancient Ceramics by EDXRF and Multivariate Methods
International Nuclear Information System (INIS)
Civici, N.; Stamati, F.
1999-01-01
We have studied 39 samples of fragments from ceramic roof tiles with different stamps(Diamalas and Heraion), dated between 330 to 170 BC and found at the archaeological site of Dimales, some 30 km from the Adriatic coast. The data from these samples were compared with those obtained from 7 samples of similar objects and period with the stamp H eraion , found at the archaeological site of APOLLONIA. The samples were analyzed by energy-dispersive X -ray fluorescence(EDXRF), using of the x-ray lines of the elements to the intensity of the Compton peak. The results have been treated with diverse multivariate methods. The application of hierarchical cluster analysis and factor analysis permitted the identification of two main clusters. The first cluster is composed from the ''Heraion'' samples discovered in Apollonia, while the second comprises all the samples discovered in Dimale independent of their stamp. (authors)
Multivariate statistical analysis of atom probe tomography data
International Nuclear Information System (INIS)
Parish, Chad M.; Miller, Michael K.
2010-01-01
The application of spectrum imaging multivariate statistical analysis methods, specifically principal component analysis (PCA), to atom probe tomography (APT) data has been investigated. The mathematical method of analysis is described and the results for two example datasets are analyzed and presented. The first dataset is from the analysis of a PM 2000 Fe-Cr-Al-Ti steel containing two different ultrafine precipitate populations. PCA properly describes the matrix and precipitate phases in a simple and intuitive manner. A second APT example is from the analysis of an irradiated reactor pressure vessel steel. Fine, nm-scale Cu-enriched precipitates having a core-shell structure were identified and qualitatively described by PCA. Advantages, disadvantages, and future prospects for implementing these data analysis methodologies for APT datasets, particularly with regard to quantitative analysis, are also discussed.
Energy and economic growth in the USA: a multivariate approach
International Nuclear Information System (INIS)
Stern, D.I.
1993-01-01
This paper examines the casual relationship between Gross Domestic Product and energy use for the period 1947-90 in the United States of America. The relationship between energy use and economic growth has been examined by both biophysical and neoclassical economists. In particular, several studies have tested for the presence of a causal relationships (in the Granger sense) between energy use and economic growth. However, these tests do not allow a direct test of the relative explanatory powers of the neoclassical and biophysical models. A multivariate adaptation of the test-vector autoregression (VAR) does allow such a test. A VAR of GDP, energy use, capital stock and employment is estimated and Granger tests for causal relationships between the variables are carried out. Although there is no evidence that gross energy use Granger causes GDP, a measure of final energy use adjusted for changing fuel composition does Granger cause GDP. (author)
The multivariate supOU stochastic volatility model
DEFF Research Database (Denmark)
Barndorff-Nielsen, Ole; Stelzer, Robert
Using positive semidefinite supOU (superposition of Ornstein-Uhlenbeck type) processes to describe the volatility, we introduce a multivariate stochastic volatility model for financial data which is capable of modelling long range dependence effects. The finiteness of moments and the second order...... structure of the volatility, the log returns, as well as their "squares" are discussed in detail. Moreover, we give several examples in which long memory effects occur and study how the model as well as the simple Ornstein-Uhlenbeck type stochastic volatility model behave under linear transformations....... In particular, the models are shown to be preserved under invertible linear transformations. Finally, we discuss how (sup)OU stochastic volatility models can be combined with a factor modelling approach....
Multivariate image analysis of laser-induced photothermal imaging used for detection of caries tooth
El-Sherif, Ashraf F.; Abdel Aziz, Wessam M.; El-Sharkawy, Yasser H.
2010-08-01
Time-resolved photothermal imaging has been investigated to characterize tooth for the purpose of discriminating between normal and caries areas of the hard tissue using thermal camera. Ultrasonic thermoelastic waves were generated in hard tissue by the absorption of fiber-coupled Q-switched Nd:YAG laser pulses operating at 1064 nm in conjunction with a laser-induced photothermal technique used to detect the thermal radiation waves for diagnosis of human tooth. The concepts behind the use of photo-thermal techniques for off-line detection of caries tooth features were presented by our group in earlier work. This paper illustrates the application of multivariate image analysis (MIA) techniques to detect the presence of caries tooth. MIA is used to rapidly detect the presence and quantity of common caries tooth features as they scanned by the high resolution color (RGB) thermal cameras. Multivariate principal component analysis is used to decompose the acquired three-channel tooth images into a two dimensional principal components (PC) space. Masking score point clusters in the score space and highlighting corresponding pixels in the image space of the two dominant PCs enables isolation of caries defect pixels based on contrast and color information. The technique provides a qualitative result that can be used for early stage caries tooth detection. The proposed technique can potentially be used on-line or real-time resolved to prescreen the existence of caries through vision based systems like real-time thermal camera. Experimental results on the large number of extracted teeth as well as one of the thermal image panoramas of the human teeth voltanteer are investigated and presented.
Directory of Open Access Journals (Sweden)
Sunando Roy
2009-10-01
Full Text Available Feline immunodeficiency virus (FIV and human immunodeficiency virus (HIV are recently identified lentiviruses that cause progressive immune decline and ultimately death in infected cats and humans. It is of great interest to understand how to prevent immune system collapse caused by these lentiviruses. We recently described that disease caused by a virulent FIV strain in cats can be attenuated if animals are first infected with a feline immunodeficiency virus derived from a wild cougar. The detailed temporal tracking of cat immunological parameters in response to two viral infections resulted in high-dimensional datasets containing variables that exhibit strong co-variation. Initial analyses of these complex data using univariate statistical techniques did not account for interactions among immunological response variables and therefore potentially obscured significant effects between infection state and immunological parameters.Here, we apply a suite of multivariate statistical tools, including Principal Component Analysis, MANOVA and Linear Discriminant Analysis, to temporal immunological data resulting from FIV superinfection in domestic cats. We investigated the co-variation among immunological responses, the differences in immune parameters among four groups of five cats each (uninfected, single and dual infected animals, and the "immune profiles" that discriminate among them over the first four weeks following superinfection. Dual infected cats mount an immune response by 24 days post superinfection that is characterized by elevated levels of CD8 and CD25 cells and increased expression of IL4 and IFNgamma, and FAS. This profile discriminates dual infected cats from cats infected with FIV alone, which show high IL-10 and lower numbers of CD8 and CD25 cells.Multivariate statistical analyses demonstrate both the dynamic nature of the immune response to FIV single and dual infection and the development of a unique immunological profile in dual
Multivariate analysis of quantitative traits can effectively classify rapeseed germplasm
Directory of Open Access Journals (Sweden)
Jankulovska Mirjana
2014-01-01
Full Text Available In this study, the use of different multivariate approaches to classify rapeseed genotypes based on quantitative traits has been presented. Tree regression analysis, PCA analysis and two-way cluster analysis were applied in order todescribe and understand the extent of genetic variability in spring rapeseed genotype by trait data. The traits which highly influenced seed and oil yield in rapeseed were successfully identified by the tree regression analysis. Principal predictor for both response variables was number of pods per plant (NP. NP and 1000 seed weight could help in the selection of high yielding genotypes. High values for both traits and oil content could lead to high oil yielding genotypes. These traits may serve as indirect selection criteria and can lead to improvement of seed and oil yield in rapeseed. Quantitative traits that explained most of the variability in the studied germplasm were classified using principal component analysis. In this data set, five PCs were identified, out of which the first three PCs explained 63% of the total variance. It helped in facilitating the choice of variables based on which the genotypes’ clustering could be performed. The two-way cluster analysissimultaneously clustered genotypes and quantitative traits. The final number of clusters was determined using bootstrapping technique. This approach provided clear overview on the variability of the analyzed genotypes. The genotypes that have similar performance regarding the traits included in this study can be easily detected on the heatmap. Genotypes grouped in the clusters 1 and 8 had high values for seed and oil yield, and relatively short vegetative growth duration period and those in cluster 9, combined moderate to low values for vegetative growth duration and moderate to high seed and oil yield. These genotypes should be further exploited and implemented in the rapeseed breeding program. The combined application of these multivariate methods
Unsupervised classification of multivariate geostatistical data: Two algorithms
Romary, Thomas; Ors, Fabien; Rivoirard, Jacques; Deraisme, Jacques
2015-12-01
With the increasing development of remote sensing platforms and the evolution of sampling facilities in mining and oil industry, spatial datasets are becoming increasingly large, inform a growing number of variables and cover wider and wider areas. Therefore, it is often necessary to split the domain of study to account for radically different behaviors of the natural phenomenon over the domain and to simplify the subsequent modeling step. The definition of these areas can be seen as a problem of unsupervised classification, or clustering, where we try to divide the domain into homogeneous domains with respect to the values taken by the variables in hand. The application of classical clustering methods, designed for independent observations, does not ensure the spatial coherence of the resulting classes. Image segmentation methods, based on e.g. Markov random fields, are not adapted to irregularly sampled data. Other existing approaches, based on mixtures of Gaussian random functions estimated via the expectation-maximization algorithm, are limited to reasonable sample sizes and a small number of variables. In this work, we propose two algorithms based on adaptations of classical algorithms to multivariate geostatistical data. Both algorithms are model free and can handle large volumes of multivariate, irregularly spaced data. The first one proceeds by agglomerative hierarchical clustering. The spatial coherence is ensured by a proximity condition imposed for two clusters to merge. This proximity condition relies on a graph organizing the data in the coordinates space. The hierarchical algorithm can then be seen as a graph-partitioning algorithm. Following this interpretation, a spatial version of the spectral clustering algorithm is also proposed. The performances of both algorithms are assessed on toy examples and a mining dataset.
Advanced multivariate data evaluation for Fourier transform infrared spectroscopy
International Nuclear Information System (INIS)
Diewok, J.
2002-12-01
The objective of the presented dissertation was the evaluation, application and further development of advanced multivariate data evaluation methods for qualitative and quantitative Fourier transform infrared (FT-IR) measurements, especially of aqueous samples. The focus was set on 'evolving systems'; i.e. chemical systems that change gradually with a master variable, such as pH, reaction time, elution time, etc. and that are increasingly encountered in analytical chemistry. FT-IR measurements on such systems yield 2-way and 3-way data sets, i.e. data matrices and cubes. The chemometric methods used were soft-modeling techniques, like multivariate curve resolution - alternating least squares (MCR-ALS) or principal component analysis (PCA), hard modeling of equilibrium systems and two-dimensional correlation spectroscopy (2D-CoS). The research results are presented in six publications and comprise: A new combination of FT-IR flow titrations and second-order calibration by MCR-ALS for the quantitative analysis of mixture samples of organic acids and sugars. A novel combination of MCR-ALS with a hard-modeled equilibrium constraint for second-order quantitation in pH-modulated samples where analytes and interferences show very similar acid-base behavior. A detailed study in which MCR-ALS and 2D-CoS are directly compared for the first time. From the analysis of simulated and experimental acid-base equilibrium systems, the performance and interpretability of the two methods is evaluated. Investigation of the binding process of vancomycin, an important antibiotic, to a cell wall analogue tripeptide by time-resolved FT-IR spectroscopy and detailed chemometric evaluation. Determination of red wine constituents by liquid chromatography with FT-IR detection and MCR-ALS for resolution of overlapped peaks. Classification of red wine cultivars from FT-IR spectroscopy of phenolic wine extracts with hierarchical clustering and soft independent modeling of class analogy (SIMCA
A multivariate extension of mutual information for growing neural networks.
Ball, Kenneth R; Grant, Christopher; Mundy, William R; Shafer, Timothy J
2017-11-01
Recordings of neural network activity in vitro are increasingly being used to assess the development of neural network activity and the effects of drugs, chemicals and disease states on neural network function. The high-content nature of the data derived from such recordings can be used to infer effects of compounds or disease states on a variety of important neural functions, including network synchrony. Historically, synchrony of networks in vitro has been assessed either by determination of correlation coefficients (e.g. Pearson's correlation), by statistics estimated from cross-correlation histograms between pairs of active electrodes, and/or by pairwise mutual information and related measures. The present study examines the application of Normalized Multiinformation (NMI) as a scalar measure of shared information content in a multivariate network that is robust with respect to changes in network size. Theoretical simulations are designed to investigate NMI as a measure of complexity and synchrony in a developing network relative to several alternative approaches. The NMI approach is applied to these simulations and also to data collected during exposure of in vitro neural networks to neuroactive compounds during the first 12 days in vitro, and compared to other common measures, including correlation coefficients and mean firing rates of neurons. NMI is shown to be more sensitive to developmental effects than first order synchronous and nonsynchronous measures of network complexity. Finally, NMI is a scalar measure of global (rather than pairwise) mutual information in a multivariate network, and hence relies on less assumptions for cross-network comparisons than historical approaches. Copyright © 2017 Elsevier Ltd. All rights reserved.
Hou, Deyi; O'Connor, David; Nathanail, Paul; Tian, Li; Ma, Yan
2017-12-01
Heavy metal soil contamination is associated with potential toxicity to humans or ecotoxicity. Scholars have increasingly used a combination of geographical information science (GIS) with geostatistical and multivariate statistical analysis techniques to examine the spatial distribution of heavy metals in soils at a regional scale. A review of such studies showed that most soil sampling programs were based on grid patterns and composite sampling methodologies. Many programs intended to characterize various soil types and land use types. The most often used sampling depth intervals were 0-0.10 m, or 0-0.20 m, below surface; and the sampling densities used ranged from 0.0004 to 6.1 samples per km 2 , with a median of 0.4 samples per km 2 . The most widely used spatial interpolators were inverse distance weighted interpolation and ordinary kriging; and the most often used multivariate statistical analysis techniques were principal component analysis and cluster analysis. The review also identified several determining and correlating factors in heavy metal distribution in soils, including soil type, soil pH, soil organic matter, land use type, Fe, Al, and heavy metal concentrations. The major natural and anthropogenic sources of heavy metals were found to derive from lithogenic origin, roadway and transportation, atmospheric deposition, wastewater and runoff from industrial and mining facilities, fertilizer application, livestock manure, and sewage sludge. This review argues that the full potential of integrated GIS and multivariate statistical analysis for assessing heavy metal distribution in soils on a regional scale has not yet been fully realized. It is proposed that future research be conducted to map multivariate results in GIS to pinpoint specific anthropogenic sources, to analyze temporal trends in addition to spatial patterns, to optimize modeling parameters, and to expand the use of different multivariate analysis tools beyond principal component analysis
Chaudhuri, Probal
1992-01-01
We consider a class of $U$-statistics type estimates for multivariate location. The estimates extend some $R$-estimates to multivariate data. In particular, the class of estimates includes the multivariate median considered by Gini and Galvani (1929) and Haldane (1948) and a multivariate extension of the well-known Hodges-Lehmann (1963) estimate. We explore large sample behavior of these estimates by deriving a Bahadur type representation for them. In the process of developing these asymptoti...
On The Structure of The Inverse of a Linear Constant Multivariable ...
African Journals Online (AJOL)
On The Structure of The Inverse of a Linear Constant Multivariable System. ... It is shown that the use of this representation has certain advantages in the design of multivariable feedback systems. typical examples were considered to indicate the corresponding application. Keywords: Stability Functions, multivariable ...
The Effect of the Multivariate Box-Cox Transformation on the Power of MANOVA.
Kirisci, Levent; Hsu, Tse-Chi
Most of the multivariate statistical techniques rely on the assumption of multivariate normality. The effects of non-normality on multivariate tests are assumed to be negligible when variance-covariance matrices and sample sizes are equal. Therefore, in practice, investigators do not usually attempt to remove non-normality. In this simulation…
International Nuclear Information System (INIS)
Cordes, Gail Adele; Van Ausdeln, Leo Anthony; Velasquez, Maria Elena
2002-01-01
The report discusses preliminary proof-of-concept research for using the Advanced Data Validation and Verification System (ADVVS), a new INEEL software package, to add validation and verification and multivariate feedback control to the operation of non-destructive analysis (NDA) equipment. The software is based on human cognition, the recognition of patterns and changes in patterns in time-related data. The first project applied ADVVS to monitor operations of a selectable energy linear electron accelerator, and showed how the software recognizes in real time any deviations from the optimal tune of the machine. The second project extended the software method to provide model-based multivariate feedback control for the same linear electron accelerator. The projects successfully demonstrated proof-of-concept for the applications and focused attention on the common application of intelligent information processing techniques
Li, Jinling; He, Ming; Han, Wei; Gu, Yifan
2009-05-30
An investigation on heavy metal sources, i.e., Cu, Zn, Ni, Pb, Cr, and Cd in the coastal soils of Shanghai, China, was conducted using multivariate statistical methods (principal component analysis, clustering analysis, and correlation analysis). All the results of the multivariate analysis showed that: (i) Cu, Ni, Pb, and Cd had anthropogenic sources (e.g., overuse of chemical fertilizers and pesticides, industrial and municipal discharges, animal wastes, sewage irrigation, etc.); (ii) Zn and Cr were associated with parent materials and therefore had natural sources (e.g., the weathering process of parent materials and subsequent pedo-genesis due to the alluvial deposits). The effect of heavy metals in the soils was greatly affected by soil formation, atmospheric deposition, and human activities. These findings provided essential information on the possible sources of heavy metals, which would contribute to the monitoring and assessment process of agricultural soils in worldwide regions.
Multivariate Mapping of Environmental Data Using Extreme Learning Machines
Leuenberger, Michael; Kanevski, Mikhail
2014-05-01
In most real cases environmental data are multivariate, highly variable at several spatio-temporal scales, and are generated by nonlinear and complex phenomena. Mapping - spatial predictions of such data, is a challenging problem. Machine learning algorithms, being universal nonlinear tools, have demonstrated their efficiency in modelling of environmental spatial and space-time data (Kanevski et al. 2009). Recently, a new approach in machine learning - Extreme Learning Machine (ELM), has gained a great popularity. ELM is a fast and powerful approach being a part of the machine learning algorithm category. Developed by G.-B. Huang et al. (2006), it follows the structure of a multilayer perceptron (MLP) with one single-hidden layer feedforward neural networks (SLFNs). The learning step of classical artificial neural networks, like MLP, deals with the optimization of weights and biases by using gradient-based learning algorithm (e.g. back-propagation algorithm). Opposed to this optimization phase, which can fall into local minima, ELM generates randomly the weights between the input layer and the hidden layer and also the biases in the hidden layer. By this initialization, it optimizes just the weight vector between the hidden layer and the output layer in a single way. The main advantage of this algorithm is the speed of the learning step. In a theoretical context and by growing the number of hidden nodes, the algorithm can learn any set of training data with zero error. To avoid overfitting, cross-validation method or "true validation" (by randomly splitting data into training, validation and testing subsets) are recommended in order to find an optimal number of neurons. With its universal property and solid theoretical basis, ELM is a good machine learning algorithm which can push the field forward. The present research deals with an extension of ELM to multivariate output modelling and application of ELM to the real data case study - pollution of the sediments in
Joanisse, Marc F; DeSouza, Diedre D
2014-01-01
Functional Magnetic Resonance Imaging (fMRI) was used to investigate the extent, magnitude, and pattern of brain activity in response to rapid frequency-modulated sounds. We examined this by manipulating the direction (rise vs. fall) and the rate (fast vs. slow) of the apparent pitch of iterated rippled noise (IRN) bursts. Acoustic parameters were selected to capture features used in phoneme contrasts, however the stimuli themselves were not perceived as speech per se. Participants were scanned as they passively listened to sounds in an event-related paradigm. Univariate analyses revealed a greater level and extent of activation in bilateral auditory cortex in response to frequency-modulated sweeps compared to steady-state sounds. This effect was stronger in the left hemisphere. However, no regions showed selectivity for either rate or direction of frequency modulation. In contrast, multivoxel pattern analysis (MVPA) revealed feature-specific encoding for direction of modulation in auditory cortex bilaterally. Moreover, this effect was strongest when analyses were restricted to anatomical regions lying outside Heschl's gyrus. We found no support for feature-specific encoding of frequency modulation rate. Differential findings of modulation rate and direction of modulation are discussed with respect to their relevance to phonetic discrimination.
A multivariable model for predicting the frictional behaviour and hydration of the human skin
Veijgen, N.K.; van der Heide, Emile; Masen, Marc Arthur
2013-01-01
Background The frictional characteristics of skin-object interactions are important when handling objects, in the assessment of perception and comfort of products and materials and in the origins and prevention of skin injuries. In this study, based on statistical methods, a quantitative model is
A multivariable model for predicting the frictional behaviour and hydration of the human skin
Veijgen, N.K.; Heide, E. van der; Masen, M.A.
2013-01-01
Background: The frictional characteristics of skin-object interactions are important when handling objects, in the assessment of perception and comfort of products and materials and in the origins and prevention of skin injuries. In this study, based on statistical methods, a quantitative model is
Adaptation to high throughput batch chromatography enhances multivariate screening.
Barker, Gregory A; Calzada, Joseph; Herzer, Sibylle; Rieble, Siegfried
2015-09-01
High throughput process development offers unique approaches to explore complex process design spaces with relatively low material consumption. Batch chromatography is one technique that can be used to screen chromatographic conditions in a 96-well plate. Typical batch chromatography workflows examine variations in buffer conditions or comparison of multiple resins in a given process, as opposed to the assessment of protein loading conditions in combination with other factors. A modification to the batch chromatography paradigm is described here where experimental planning, programming, and a staggered loading approach increase the multivariate space that can be explored with a liquid handling system. The iterative batch chromatography (IBC) approach is described, which treats every well in a 96-well plate as an individual experiment, wherein protein loading conditions can be varied alongside other factors such as wash and elution buffer conditions. As all of these factors are explored in the same experiment, the interactions between them are characterized and the number of follow-up confirmatory experiments is reduced. This in turn improves statistical power and throughput. Two examples of the IBC method are shown and the impact of the load conditions are assessed in combination with the other factors explored. Copyright © 2015 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.
Scattering amplitudes over finite fields and multivariate functional reconstruction
International Nuclear Information System (INIS)
Peraro, Tiziano
2016-01-01
Several problems in computer algebra can be efficiently solved by reducing them to calculations over finite fields. In this paper, we describe an algorithm for the reconstruction of multivariate polynomials and rational functions from their evaluation over finite fields. Calculations over finite fields can in turn be efficiently performed using machine-size integers in statically-typed languages. We then discuss the application of the algorithm to several techniques related to the computation of scattering amplitudes, such as the four- and six-dimensional spinor-helicity formalism, tree-level recursion relations, and multi-loop integrand reduction via generalized unitarity. The method has good efficiency and scales well with the number of variables and the complexity of the problem. As an example combining these techniques, we present the calculation of full analytic expressions for the two-loop five-point on-shell integrands of the maximal cuts of the planar penta-box and the non-planar double-pentagon topologies in Yang-Mills theory, for a complete set of independent helicity configurations.
Retro-regression--another important multivariate regression improvement.
Randić, M
2001-01-01
We review the serious problem associated with instabilities of the coefficients of regression equations, referred to as the MRA (multivariate regression analysis) "nightmare of the first kind". This is manifested when in a stepwise regression a descriptor is included or excluded from a regression. The consequence is an unpredictable change of the coefficients of the descriptors that remain in the regression equation. We follow with consideration of an even more serious problem, referred to as the MRA "nightmare of the second kind", arising when optimal descriptors are selected from a large pool of descriptors. This process typically causes at different steps of the stepwise regression a replacement of several previously used descriptors by new ones. We describe a procedure that resolves these difficulties. The approach is illustrated on boiling points of nonanes which are considered (1) by using an ordered connectivity basis; (2) by using an ordering resulting from application of greedy algorithm; and (3) by using an ordering derived from an exhaustive search for optimal descriptors. A novel variant of multiple regression analysis, called retro-regression (RR), is outlined showing how it resolves the ambiguities associated with both "nightmares" of the first and the second kind of MRA.
Exploring multivariate representations of indices along linear geographic features
Bleisch, Susanne; Hollenstein, Daria
2018-05-01
A study of the walkability of a Swiss town required finding suitable representations of multivariate geographical da-ta. The goal was to represent multiple indices of walkability concurrently and visualizing the data along the street network it relates to. Different indices of pedestrian friendliness were assessed for short street sections and then mapped to an overlaid grid. Basic and composite glyphs were designed using square- or triangle-areas to display one to four index values concurrently within the grid structure. Color was used to indicate different indices. Implement-ing visualizations for different combinations of index sets, we find that single values can be emphasized or de-emphasized by selecting the color scheme accordingly and that different color selections either allow perceiving sin-gle values or overall trends over the evaluated area. Values for up to four indices can be displayed in combination within the resulting geovisualizations and the underlying gridded road network references the data to its real world locations.
Oil price and financial markets: Multivariate dynamic frequency analysis
International Nuclear Information System (INIS)
Creti, Anna; Ftiti, Zied; Guesmi, Khaled
2014-01-01
The aim of this paper is to study the degree of interdependence between oil price and stock market index into two groups of countries: oil-importers and oil-exporters. To this end, we propose a new empirical methodology allowing a time-varying dynamic correlation measure between the stock market index and the oil price series. We use the frequency approach proposed by Priestley and Tong (1973), that is the evolutionary co-spectral analysis. This method allows us to distinguish between short-run and medium-run dependence. In order to complete our study by analysing long-run dependence, we use the cointegration procedure developed by Engle and Granger (1987). We find that interdependence between the oil price and the stock market is stronger in exporters' markets than in the importers' ones. - Highlights: • A new time-varying measure for the stock markets and oil price relationship in different horizons. • We propose a new empirical methodology: multivariate frequency approach. • We propose a comparison between oil importing and exporting countries. • We show that oil is not always countercyclical with respect to stock markets. • When high oil prices originate from supply shocks, oil is countercyclical with stock markets
Adjustment of geochemical background by robust multivariate statistics
Zhou, D.
1985-01-01
Conventional analyses of exploration geochemical data assume that the background is a constant or slowly changing value, equivalent to a plane or a smoothly curved surface. However, it is better to regard the geochemical background as a rugged surface, varying with changes in geology and environment. This rugged surface can be estimated from observed geological, geochemical and environmental properties by using multivariate statistics. A method of background adjustment was developed and applied to groundwater and stream sediment reconnaissance data collected from the Hot Springs Quadrangle, South Dakota, as part of the National Uranium Resource Evaluation (NURE) program. Source-rock lithology appears to be a dominant factor controlling the chemical composition of groundwater or stream sediments. The most efficacious adjustment procedure is to regress uranium concentration on selected geochemical and environmental variables for each lithologic unit, and then to delineate anomalies by a common threshold set as a multiple of the standard deviation of the combined residuals. Robust versions of regression and RQ-mode principal components analysis techniques were used rather than ordinary techniques to guard against distortion caused by outliers Anomalies delineated by this background adjustment procedure correspond with uranium prospects much better than do anomalies delineated by conventional procedures. The procedure should be applicable to geochemical exploration at different scales for other metals. ?? 1985.
HORIZONTAL BRANCH MORPHOLOGY OF GLOBULAR CLUSTERS: A MULTIVARIATE STATISTICAL ANALYSIS
International Nuclear Information System (INIS)
Jogesh Babu, G.; Chattopadhyay, Tanuka; Chattopadhyay, Asis Kumar; Mondal, Saptarshi
2009-01-01
The proper interpretation of horizontal branch (HB) morphology is crucial to the understanding of the formation history of stellar populations. In the present study a multivariate analysis is used (principal component analysis) for the selection of appropriate HB morphology parameter, which, in our case, is the logarithm of effective temperature extent of the HB (log T effHB ). Then this parameter is expressed in terms of the most significant observed independent parameters of Galactic globular clusters (GGCs) separately for coherent groups, obtained in a previous work, through a stepwise multiple regression technique. It is found that, metallicity ([Fe/H]), central surface brightness (μ v ), and core radius (r c ) are the significant parameters to explain most of the variations in HB morphology (multiple R 2 ∼ 0.86) for GGC elonging to the bulge/disk while metallicity ([Fe/H]) and absolute magnitude (M v ) are responsible for GGC belonging to the inner halo (multiple R 2 ∼ 0.52). The robustness is tested by taking 1000 bootstrap samples. A cluster analysis is performed for the red giant branch (RGB) stars of the GGC belonging to Galactic inner halo (Cluster 2). A multi-episodic star formation is preferred for RGB stars of GGC belonging to this group. It supports the asymptotic giant branch (AGB) model in three episodes instead of two as suggested by Carretta et al. for halo GGC while AGB model is suggested to be revisited for bulge/disk GGC.
Multivariate statistical tools for the radiometric features of volcanic islands
International Nuclear Information System (INIS)
Basile, S.; Brai, M.; Marrale, M.; Micciche, S.; Lanzo, G.; Rizzo, S.
2009-01-01
The Aeolian Islands represents a Quaternary volcanic arc related to the subduction of the Ionian plate beneath the Calabrian Arc. The geochemical variability of the islands has led to a broad spectrum of magma rocks. Volcanic products from calc-alkaline (CA) to calc-alkaline high in potassium (HKCA) are present throughout the Archipelago, but products belonging to shoshonitic (SHO) and potassium (KS) series characterize the southern portion of Lipari, Vulcano and Stromboli. Tectonics also plays an important role in the process of the islands differentiation. In this work, we want to review and cross-analyze the data on Lipari, Stromboli and Vulcano, collected in measurement and sampling campaigns over the last years. Chemical data were obtained by X-ray fluorescence. High resolution gamma-ray spectrometry with germanium detectors was used to measure primordial radionuclide activities. The activity of primordial radionuclides in the volcanic products of these three islands is strongly dependent on their chemism. The highest contents are found in more differentiated products (rhyolites). The CA products have lower concentrations, while the HKCA and Shoshonitic product concentrations are in between. Calculated dose rates have been correlated with the petrochemical features in order to gain further insight in evolution and differentiation of volcanic products. Ratio matching technique and multivariate statistical analyses, such as Principal Component Analysis and Minimum Spanning Tree, have been applied as an additional tool helpful to better describe the lithological affinities of the samples. (Author)
A baseline for the multivariate comparison of resting state networks
Directory of Open Access Journals (Sweden)
Elena A Allen
2011-02-01
Full Text Available As the size of functional and structural MRI datasets expands, it becomes increasingly important to establish a baseline from which diagnostic relevance may be determined, a processing strategy that efficiently prepares data for analysis, and a statistical approach that identifies important effects in a manner that is both robust and reproducible. In this paper, we introduce a multivariate analytic approach that optimizes sensitivity and reduces unnecessary testing. We demonstrate the utility of this mega-analytic approach by identifying the effects of age and gender on the resting state networks of 603 healthy adolescents and adults (mean age: 23.4 years, range: 12 to 71 years. Data were collected on the same scanner, preprocessed using an automated analysis pipeline based in SPM, and studied using group independent component analysis. Resting state networks were identified and evaluated in terms of three primary outcome measures: time course spectral power, spatial map intensity, and functional network connectivity. Results revealed robust effects of age on all three outcome measures, largely indicating decreases in network coherence and connectivity with increasing age. Gender effects were of smaller magnitude but suggested stronger intra-network connectivity in females and more inter-network connectivity in males, particularly with regard to sensorimotor networks. These findings, along with the analysis approach and statistical framework described here, provide a useful baseline for future investigations of brain networks in health and disease.
Multivariate statistical modelling based on generalized linear models
Fahrmeir, Ludwig
1994-01-01
This book is concerned with the use of generalized linear models for univariate and multivariate regression analysis. Its emphasis is to provide a detailed introductory survey of the subject based on the analysis of real data drawn from a variety of subjects including the biological sciences, economics, and the social sciences. Where possible, technical details and proofs are deferred to an appendix in order to provide an accessible account for non-experts. Topics covered include: models for multi-categorical responses, model checking, time series and longitudinal data, random effects models, and state-space models. Throughout, the authors have taken great pains to discuss the underlying theoretical ideas in ways that relate well to the data at hand. As a result, numerous researchers whose work relies on the use of these models will find this an invaluable account to have on their desks. "The basic aim of the authors is to bring together and review a large part of recent advances in statistical modelling of m...
MULTIVARIABLE ANALYSIS OF 2,4-D HERBICIDE PHOTOCATALYTIC DEGRADATION
Directory of Open Access Journals (Sweden)
ANDRÉS F. LÓPEZ-VÁSQUEZ
2011-01-01
Full Text Available La degradación del herbicida 2,4-D en suspensiones de TiO2 en agua real fue evaluada bajo condiciones de irradiación artificial. El análisis multivariable de metodología de superficie de respuesta (MSR, se aplicó para evaluar el efecto de variables como la concentración de catalizador y pesticida, el pH y el caudal volumétrico sobre la reacción fotocatalítica en dos fotorreactores catalíticos: placa plana y tubular. La variable de respuesta fue la mineralización del pesticida expresada como porcentaje de degradación de carbono orgánico total (COT después de cuatro horas de irradiación. Para el fotorreactor tubular, los cuatro factores tuvieron la misma significancia sobre la degradación, mientras que para el fotorreactor de placa plana inclinada, sólo la concentración de catalizador y el pH tuvieron significancia. La MSR fue una técnica adecuada para obtener parámetros de operación óptimos de un proceso fotocatalítico con un reactor específico y dentro de un rango de estudio determinado.
A comparison of dependence function estimators in multivariate extremes
Vettori, Sabrina; Huser, Raphaë l; Genton, Marc G.
2017-01-01
Various nonparametric and parametric estimators of extremal dependence have been proposed in the literature. Nonparametric methods commonly suffer from the curse of dimensionality and have been mostly implemented in extreme-value studies up to three dimensions, whereas parametric models can tackle higher-dimensional settings. In this paper, we assess, through a vast and systematic simulation study, the performance of classical and recently proposed estimators in multivariate settings. In particular, we first investigate the performance of nonparametric methods and then compare them with classical parametric approaches under symmetric and asymmetric dependence structures within the commonly used logistic family. We also explore two different ways to make nonparametric estimators satisfy the necessary dependence function shape constraints, finding a general improvement in estimator performance either (i) by substituting the estimator with its greatest convex minorant, developing a computational tool to implement this method for dimensions $$D\\ge 2$$D≥2 or (ii) by projecting the estimator onto a subspace of dependence functions satisfying such constraints and taking advantage of Bernstein–Bézier polynomials. Implementing the convex minorant method leads to better estimator performance as the dimensionality increases.
Temperature uniformity control in RTP using multivariable adaptive control
Energy Technology Data Exchange (ETDEWEB)
Morales, S.; Dahhou, B.; Dilhac, J.M. [Centre National de la Recherche Scientifique (CNRS), 31 - Toulouse (France); Morales, S.
1995-12-31
In Rapid Thermal Processing (RTP) control of the wafer temperature during all processing to get good trajectory following, together with spatial temperature uniformity, is essential. It is well know as RTP process is nonlinear, classical control laws are not very efficient. In this work, the authors aim at studying the applicability of MIMO (Multiple Inputs Multiple Outputs) adaptive techniques to solve the temperature control problems in RTP. A multivariable linear discrete time CARIMA (Controlled Auto Regressive Integrating Moving Average) model of the highly non-linear process is identified on-line using a robust identification technique. The identified model is used to compute an infinite time LQ (Linear Quadratic) based control law, with a partial state reference model. This reference model smooths the original setpoint sequence, and at the same time gives a tracking capability to the LQ control law. After an experimental open-loop investigation, the results of the application of the adaptive control law are presented. Finally, some comments on the future difficulties and developments of the application of adaptive control in RTP are given. (author) 13 refs.
A multivariate rank test for comparing mass size distributions
Lombard, F.
2012-04-01
Particle size analyses of a raw material are commonplace in the mineral processing industry. Knowledge of particle size distributions is crucial in planning milling operations to enable an optimum degree of liberation of valuable mineral phases, to minimize plant losses due to an excess of oversize or undersize material or to attain a size distribution that fits a contractual specification. The problem addressed in the present paper is how to test the equality of two or more underlying size distributions. A distinguishing feature of these size distributions is that they are not based on counts of individual particles. Rather, they are mass size distributions giving the fractions of the total mass of a sampled material lying in each of a number of size intervals. As such, the data are compositional in nature, using the terminology of Aitchison [1] that is, multivariate vectors the components of which add to 100%. In the literature, various versions of Hotelling\\'s T 2 have been used to compare matched pairs of such compositional data. In this paper, we propose a robust test procedure based on ranks as a competitor to Hotelling\\'s T 2. In contrast to the latter statistic, the power of the rank test is not unduly affected by the presence of outliers or of zeros among the data. © 2012 Copyright Taylor and Francis Group, LLC.
Multivariate analysis for customer segmentation based on RFM
Directory of Open Access Journals (Sweden)
Álvaro Julio Cuadros López
2018-02-01
Full Text Available Context: To build a successful relationship management (CRM, companies must start with the identification of the true value of customers, as this provides basic information to implement more targeted and customized marketing strategies. The RFM methodology, a classic analysis tool that uses three evaluation parameters, allows companies to understand customer behavior, and to establish customer segments. The addition of a new parameter in the traditional technique is an opportunity to refine the possible outcomes of a customer segmentation since it not only provides a new element of evaluation to identify the most valuable customers, but it also makes it possible to differentiate and get to know customers even better. Method: The article presents a methodology that allows to establish customer segments using an extended RFM method with new variables, selected through multivariate analysis.. Results: The proposed implementation was applied in a company in which variables such as profit, profit percentage, and billing due date were tested. Therefore, it was possible to establish a more detailed customer segmentation than with the classic RFM. Conclusions: the RFM analysis is a method widely used in the industry for its easy understanding and applicability. However, it can be improved with the use of statistical procedures and new variables, which will allow companies to have deeper information about the behavior of the clients, and will facilitate the design of specific marketing strategies.
Multivariate analysis in provenance studies: Cerrillos obsidians case, Peru
International Nuclear Information System (INIS)
Bustamante, A.; Delgado, M.; Latini, R. M.; Bellido, A. V. B.
2007-01-01
We present the preliminary results of a provenance study of obsidians samples from Cerrillos (ca. 800-100 b.c.) using Moessbauer Spectroscopy. The Cerrillos archaeological site, located in the Upper Ica Valley, Peru, is the only Paracas ceremonial center excavated so far. The archaeological data collected suggest the existence of a complex social and economic organization on the south coast of Peru. Provenance research of obsidian provides valuable information about the selection of lithic resources by our ancestors and eventually about the existence of communication routes and exchange networks. We characterized 18 obsidian artifacts samples by Moessbauer spectroscopy from Cerrillos. The spectra, recorded at room temperature using different velocities, are mainly composed of broad asymmetric doublets due to the superposition of at least two quadrupole doublets corresponding to Fe 2+ in two different sites (species A and B), one weak Fe 3+ doublet (specie C) and magnetic components associated to the presence of small particles of magnetite. Multivariate statistical analysis of the Moessbauer data (hyperfine parameters) allows to defined two main groups of obsidians, reflecting different geographical origins.
Learning multivariate distributions by competitive assembly of marginals.
Sánchez-Vega, Francisco; Younes, Laurent; Geman, Donald
2013-02-01
We present a new framework for learning high-dimensional multivariate probability distributions from estimated marginals. The approach is motivated by compositional models and Bayesian networks, and designed to adapt to small sample sizes. We start with a large, overlapping set of elementary statistical building blocks, or "primitives," which are low-dimensional marginal distributions learned from data. Each variable may appear in many primitives. Subsets of primitives are combined in a Lego-like fashion to construct a probabilistic graphical model; only a small fraction of the primitives will participate in any valid construction. Since primitives can be precomputed, parameter estimation and structure search are separated. Model complexity is controlled by strong biases; we adapt the primitives to the amount of training data and impose rules which restrict the merging of them into allowable compositions. The likelihood of the data decomposes into a sum of local gains, one for each primitive in the final structure. We focus on a specific subclass of networks which are binary forests. Structure optimization corresponds to an integer linear program and the maximizing composition can be computed for reasonably large numbers of variables. Performance is evaluated using both synthetic data and real datasets from natural language processing and computational biology.
Characterization of Lavandula spp. Honey Using Multivariate Techniques.
Estevinho, Leticia M; Chambó, Emerson Dechechi; Pereira, Ana Paula Rodrigues; Carvalho, Carlos Alfredo Lopes de; Toledo, Vagner de Alencar Arnaut de
2016-01-01
Traditionally, melissopalynological and physicochemical analyses have been the most used to determine the botanical origin of honey. However, when performed individually, these analyses may provide less unambiguous results, making it difficult to discriminate between mono and multifloral honeys. In this context, with the aim of better characterizing this beehive product, a selection of 112 Lavandula spp. monofloral honey samples from several regions were evaluated by association of multivariate statistical techniques with physicochemical, melissopalynological and phenolic compounds analysis. All honey samples fulfilled the quality standards recommended by international legislation, except regarding sucrose content and diastase activity. The content of sucrose and the percentage of Lavandula spp. pollen have a strong positive association. In fact, it was found that higher amounts of sucrose in honey are related with highest percentage of pollen of Lavandula spp.. The samples were very similar for most of the physicochemical parameters, except for proline, flavonoids and phenols (bioactive factors). Concerning the pollen spectrum, the variation of Lavandula spp. pollen percentage in honey had little contribution to the formation of samples groups. The formation of two groups regarding the physicochemical parameters suggests that the presence of other pollen types in small percentages influences the factor termed as "bioactive", which has been linked to diverse beneficial health effects.
Recurrent Neural Networks for Multivariate Time Series with Missing Values.
Che, Zhengping; Purushotham, Sanjay; Cho, Kyunghyun; Sontag, David; Liu, Yan
2018-04-17
Multivariate time series data in practical applications, such as health care, geoscience, and biology, are characterized by a variety of missing values. In time series prediction and other related tasks, it has been noted that missing values and their missing patterns are often correlated with the target labels, a.k.a., informative missingness. There is very limited work on exploiting the missing patterns for effective imputation and improving prediction performance. In this paper, we develop novel deep learning models, namely GRU-D, as one of the early attempts. GRU-D is based on Gated Recurrent Unit (GRU), a state-of-the-art recurrent neural network. It takes two representations of missing patterns, i.e., masking and time interval, and effectively incorporates them into a deep model architecture so that it not only captures the long-term temporal dependencies in time series, but also utilizes the missing patterns to achieve better prediction results. Experiments of time series classification tasks on real-world clinical datasets (MIMIC-III, PhysioNet) and synthetic datasets demonstrate that our models achieve state-of-the-art performance and provide useful insights for better understanding and utilization of missing values in time series analysis.
Complications from arteriovenous malformation radiosurgery: multivariate analysis and risk modeling
International Nuclear Information System (INIS)
Flickinger, John C.; Kondziolka, Douglas; Pollock, Bruce E.; Maitz, Ann H.; Lunsford, L. Dade
1997-01-01
Purpose/Objective: To assess the relationships of radiosurgery treatment parameters to the development of complications from radiosurgery for arteriovenous malformations (AVM). Methods and Materials: We evaluated follow-up imaging and clinical data in 307 AVM patients who received gamma knife radiosurgery at the University of Pittsburgh between 1987 and 1993. All patients had regular clinical or imaging follow up for a minimum of 2 years (range: 24-96 months, median = 44 months). Results: Post-radiosurgical imaging (PRI) changes developed in 30.5% of patients with regular follow-up magnetic resonance imaging, and were symptomatic in 10.7% of all patients at 7 years. PRI changes resolved within 3 years developed significantly less often (p = 0.0274) in patients with symptoms (52.8%) compared to asymptomatic patients (94.8%). The 7-year actuarial rate for developing persistent symptomatic PRI changes was 5.05%. Multivariate logistic regression modeling found that the 12 Gy volume was the only independent variable that correlated significantly with PRI changes (p < 0.0001) while symptomatic PRI changes were correlated with both 12 Gy volume (p = 0.0013) and AVM location (p 0.0066). Conclusion: Complications from AVM radiosurgery can be predicted with a statistical model relating the risks of developing symptomatic post-radiosurgical imaging changes to 12 Gy treatment volume and location
Nonstationary multivariate modeling of cerebral autoregulation during hypercapnia.
Kostoglou, Kyriaki; Debert, Chantel T; Poulin, Marc J; Mitsis, Georgios D
2014-05-01
We examined the time-varying characteristics of cerebral autoregulation and hemodynamics during a step hypercapnic stimulus by using recursively estimated multivariate (two-input) models which quantify the dynamic effects of mean arterial blood pressure (ABP) and end-tidal CO2 tension (PETCO2) on middle cerebral artery blood flow velocity (CBFV). Beat-to-beat values of ABP and CBFV, as well as breath-to-breath values of PETCO2 during baseline and sustained euoxic hypercapnia were obtained in 8 female subjects. The multiple-input, single-output models used were based on the Laguerre expansion technique, and their parameters were updated using recursive least squares with multiple forgetting factors. The results reveal the presence of nonstationarities that confirm previously reported effects of hypercapnia on autoregulation, i.e. a decrease in the MABP phase lead, and suggest that the incorporation of PETCO2 as an additional model input yields less time-varying estimates of dynamic pressure autoregulation obtained from single-input (ABP-CBFV) models. Copyright © 2013 IPEM. Published by Elsevier Ltd. All rights reserved.
A comparison of dependence function estimators in multivariate extremes
Vettori, Sabrina
2017-05-11
Various nonparametric and parametric estimators of extremal dependence have been proposed in the literature. Nonparametric methods commonly suffer from the curse of dimensionality and have been mostly implemented in extreme-value studies up to three dimensions, whereas parametric models can tackle higher-dimensional settings. In this paper, we assess, through a vast and systematic simulation study, the performance of classical and recently proposed estimators in multivariate settings. In particular, we first investigate the performance of nonparametric methods and then compare them with classical parametric approaches under symmetric and asymmetric dependence structures within the commonly used logistic family. We also explore two different ways to make nonparametric estimators satisfy the necessary dependence function shape constraints, finding a general improvement in estimator performance either (i) by substituting the estimator with its greatest convex minorant, developing a computational tool to implement this method for dimensions $$D\\\\ge 2$$D≥2 or (ii) by projecting the estimator onto a subspace of dependence functions satisfying such constraints and taking advantage of Bernstein–Bézier polynomials. Implementing the convex minorant method leads to better estimator performance as the dimensionality increases.
Multivariate Statistical Inference of Lightning Occurrence, and Using Lightning Observations
Boccippio, Dennis
2004-01-01
Two classes of multivariate statistical inference using TRMM Lightning Imaging Sensor, Precipitation Radar, and Microwave Imager observation are studied, using nonlinear classification neural networks as inferential tools. The very large and globally representative data sample provided by TRMM allows both training and validation (without overfitting) of neural networks with many degrees of freedom. In the first study, the flashing / or flashing condition of storm complexes is diagnosed using radar, passive microwave and/or environmental observations as neural network inputs. The diagnostic skill of these simple lightning/no-lightning classifiers can be quite high, over land (above 80% Probability of Detection; below 20% False Alarm Rate). In the second, passive microwave and lightning observations are used to diagnose radar reflectivity vertical structure. A priori diagnosis of hydrometeor vertical structure is highly important for improved rainfall retrieval from either orbital radars (e.g., the future Global Precipitation Mission "mothership") or radiometers (e.g., operational SSM/I and future Global Precipitation Mission passive microwave constellation platforms), we explore the incremental benefit to such diagnosis provided by lightning observations.
Scattering amplitudes over finite fields and multivariate functional reconstruction
Energy Technology Data Exchange (ETDEWEB)
Peraro, Tiziano [Higgs Centre for Theoretical Physics,School of Physics and Astronomy, The University of Edinburgh,James Clerk Maxwell Building, Peter Guthrie Tait Road, Edinburgh EH9 3FD (United Kingdom)
2016-12-07
Several problems in computer algebra can be efficiently solved by reducing them to calculations over finite fields. In this paper, we describe an algorithm for the reconstruction of multivariate polynomials and rational functions from their evaluation over finite fields. Calculations over finite fields can in turn be efficiently performed using machine-size integers in statically-typed languages. We then discuss the application of the algorithm to several techniques related to the computation of scattering amplitudes, such as the four- and six-dimensional spinor-helicity formalism, tree-level recursion relations, and multi-loop integrand reduction via generalized unitarity. The method has good efficiency and scales well with the number of variables and the complexity of the problem. As an example combining these techniques, we present the calculation of full analytic expressions for the two-loop five-point on-shell integrands of the maximal cuts of the planar penta-box and the non-planar double-pentagon topologies in Yang-Mills theory, for a complete set of independent helicity configurations.
Implementation and testing of a multivariate inverse radiation transport solver
International Nuclear Information System (INIS)
Mattingly, John; Mitchell, Dean J.
2012-01-01
Detection, identification, and characterization of special nuclear materials (SNM) all face the same basic challenge: to varying degrees, each must infer the presence, composition, and configuration of the SNM by analyzing a set of measured radiation signatures. Solutions to this problem implement inverse radiation transport methods. Given a set of measured radiation signatures, inverse radiation transport estimates properties of the source terms and transport media that are consistent with those signatures. This paper describes one implementation of a multivariate inverse radiation transport solver. The solver simultaneously analyzes gamma spectrometry and neutron multiplicity measurements to fit a one-dimensional radiation transport model with variable layer thicknesses using nonlinear regression. The solver's essential components are described, and its performance is illustrated by application to benchmark experiments conducted with plutonium metal. - Highlights: ► Inverse problems, specifically applied to identifying and characterizing radiation sources . ► Radiation transport. ► Analysis of gamma spectroscopy and neutron multiplicity counting measurements. ► Experimental testing of the inverse solver against measurements of plutonium.
Multivariate Frequency-Severity Regression Models in Insurance
Directory of Open Access Journals (Sweden)
Edward W. Frees
2016-02-01
Full Text Available In insurance and related industries including healthcare, it is common to have several outcome measures that the analyst wishes to understand using explanatory variables. For example, in automobile insurance, an accident may result in payments for damage to one’s own vehicle, damage to another party’s vehicle, or personal injury. It is also common to be interested in the frequency of accidents in addition to the severity of the claim amounts. This paper synthesizes and extends the literature on multivariate frequency-severity regression modeling with a focus on insurance industry applications. Regression models for understanding the distribution of each outcome continue to be developed yet there now exists a solid body of literature for the marginal outcomes. This paper contributes to this body of literature by focusing on the use of a copula for modeling the dependence among these outcomes; a major advantage of this tool is that it preserves the body of work established for marginal models. We illustrate this approach using data from the Wisconsin Local Government Property Insurance Fund. This fund offers insurance protection for (i property; (ii motor vehicle; and (iii contractors’ equipment claims. In addition to several claim types and frequency-severity components, outcomes can be further categorized by time and space, requiring complex dependency modeling. We find significant dependencies for these data; specifically, we find that dependencies among lines are stronger than the dependencies between the frequency and average severity within each line.
Multivariate Birnbaum-Saunders Distributions: Modelling and Applications
Directory of Open Access Journals (Sweden)
Robert G. Aykroyd
2018-03-01
Full Text Available Since its origins and numerous applications in material science, the Birnbaum–Saunders family of distributions has now found widespread uses in some areas of the applied sciences such as agriculture, environment and medicine, as well as in quality control, among others. It is able to model varied data behaviour and hence provides a flexible alternative to the most usual distributions. The family includes Birnbaum–Saunders and log-Birnbaum–Saunders distributions in univariate and multivariate versions. There are now well-developed methods for estimation and diagnostics that allow in-depth analyses. This paper gives a detailed review of existing methods and of relevant literature, introducing properties and theoretical results in a systematic way. To emphasise the range of suitable applications, full analyses are included of examples based on regression and diagnostics in material science, spatial data modelling in agricultural engineering and control charts for environmental monitoring. However, potential future uses in new areas such as business, economics, finance and insurance are also discussed. This work is presented to provide a full tool-kit of novel statistical models and methods to encourage other researchers to implement them in these new areas. It is expected that the methods will have the same positive impact in the new areas as they have had elsewhere.
Hidden Markov latent variable models with multivariate longitudinal data.
Song, Xinyuan; Xia, Yemao; Zhu, Hongtu
2017-03-01
Cocaine addiction is chronic and persistent, and has become a major social and health problem in many countries. Existing studies have shown that cocaine addicts often undergo episodic periods of addiction to, moderate dependence on, or swearing off cocaine. Given its reversible feature, cocaine use can be formulated as a stochastic process that transits from one state to another, while the impacts of various factors, such as treatment received and individuals' psychological problems on cocaine use, may vary across states. This article develops a hidden Markov latent variable model to study multivariate longitudinal data concerning cocaine use from a California Civil Addict Program. The proposed model generalizes conventional latent variable models to allow bidirectional transition between cocaine-addiction states and conventional hidden Markov models to allow latent variables and their dynamic interrelationship. We develop a maximum-likelihood approach, along with a Monte Carlo expectation conditional maximization (MCECM) algorithm, to conduct parameter estimation. The asymptotic properties of the parameter estimates and statistics for testing the heterogeneity of model parameters are investigated. The finite sample performance of the proposed methodology is demonstrated by simulation studies. The application to cocaine use study provides insights into the prevention of cocaine use. © 2016, The International Biometric Society.
ROBUST CONTROL ALGORITHM FOR MULTIVARIABLE PLANTS WITH QUANTIZED OUTPUT
Directory of Open Access Journals (Sweden)
A. A. Margun
2017-01-01
Full Text Available The paper deals with robust output control algorithm for multivariable plants under disturbances. A plant is described by the system of linear differential equations with known relative degrees. Plant parameters are unknown but belong to the known closed bounded set. Plant state vector is unmeasured. Plant output is measured only via static quantizer. Control system algorithm is based on the high gain feedback method. Developed controller provides exponential convergence of tracking error to the bounded area. The area bounds depend on quantizer parameters and the value of external disturbances. Experimental approbation of the proposed control algorithm is performed with the use of Twin Rotor MIMO System laboratory bench. This bench is a helicopter like model with two degrees of freedom (pitch and yaw. DC motors are used as actuators. The output signals are measured via optical encoders. Mathematical model of laboratory bench is obtained. Proposed algorithm was compared with proportional - integral – differential controller in conditions of output quantization. Obtained results have confirmed the efficiency of proposed controller.
Elemental content of Vietnamese rice. Part 2. Multivariate data analysis.
Kokot, S; Phuong, T D
1999-04-01
Rice samples were obtained from the Red River region and some other parts of Vietnam as well as from Yanco, Australia. These samples were analysed for 14 elements (P, K, Mg, Ca, Mn, Zn, Fe, Cu, Al, Na, Ni, As, Mo and Cd) by ICP-AES, ICP-MS and FAAS as described in Part 1. This data matrix was then submitted to multivariate data analysis by principal component analysis to investigate the influences of environmental and crop cultivation variables on the elemental content of rice. Results revealed that geographical location, grain variety, seasons and soil conditions are the most likely significant factors causing changes in the elemental content between the rice samples. To assess rice quality according to its elemental content and physio-biological properties, a multicriteria decision making method (PROMETHEE) was applied. With the Vietnamese rice, the sticky rice appeared to contain somewhat higher levels of nutritionally significant elements such as P, K and Mg than the non-sticky rice. Also, rice samples grown during the wet season have better levels of nutritionally significant mineral elements than those of the dry season, but in general, the wet season seemed to provide better overall elemental and physio-biological rice quality.