Stochastic magnetic measurement model for relative position and orientation estimation
Schepers, H.M.; Veltink, P.H.
2010-01-01
This study presents a stochastic magnetic measurement model that can be used to estimate relative position and orientation. The model predicts the magnetic field generated by a single source coil at the location of the sensor. The model was used in a fusion filter that predicts the change of positio
Stochastic magnetic measurement model for relative position and orientation estimation
Schepers, H. Martin; Veltink, Petrus H.
2010-01-01
This study presents a stochastic magnetic measurement model that can be used to estimate relative position and orientation. The model predicts the magnetic field generated by a single source coil at the location of the sensor. The model was used in a fusion filter that predicts the change of positio
GEOMETRIC METHOD OF SEQUENTIAL ESTIMATION RELATED TO MULTINOMIAL DISTRIBUTION MODELS
Institute of Scientific and Technical Information of China (English)
WEIBOCHENG; LISHOUYE
1995-01-01
In 1980's differential geometric methods are successfully used to study curved expomential families and normal nonlinear regression models.This paper presents a new geometric structure to study multinomial distribution models which contain a set of nonlinear parameters.Based on this geometric structure,the suthors study several asymptotic properties for sequential estimation.The bias,the variance and the information loss of the sequential estimates are given from geomentric viewpoint,and a limit theorem connected with the observed and expected Fisher information is obtained in terms of curvatvre measures.The results show that the sequential estimation procednce has some better properties which are generally impossible for nonsequential estimation procedures.
Blackman, Jonathan; Field, Scott; Galley, Chad; Hemberger, Daniel; Scheel, Mark; Schmidt, Patricia; Smith, Rory; SXS Collaboration Collaboration
2016-03-01
We are now in the advanced detector era of gravitational wave astronomy, and the merger of two black holes (BHs) is one of the most promising sources of gravitational waves that could be detected on earth. To infer the BH masses and spins, the observed signal must be compared to waveforms predicted by general relativity for millions of binary configurations. Numerical relativity (NR) simulations can produce accurate waveforms, but are prohibitively expensive to use for parameter estimation. Other waveform models are fast enough but may lack accuracy in portions of the parameter space. Numerical relativity surrogate models attempt to rapidly predict the results of a NR code with a small or negligible modeling error, after being trained on a set of input waveforms. Such surrogate models are ideal for parameter estimation, as they are both fast and accurate, and have already been built for the case of non-spinning BHs. Using 250 input waveforms, we build a surrogate model for waveforms from the Spectral Einstein Code (SpEC) for a subspace of precessing systems.
The model-based estimates of important cancer risk factors and screening behaviors are obtained by combining the responses to the Behavioral Risk Factor Surveillance System (BRFSS) and the National Health Interview Survey (NHIS).
The HINTS is designed to produce reliable estimates at the national and regional levels. GIS maps using HINTS data have been used to provide a visual representation of possible geographic relationships in HINTS cancer-related variables.
Samat, N. A.; Ma'arof, S. H. Mohd Imam
2015-05-01
Disease mapping is a method to display the geographical distribution of disease occurrence, which generally involves the usage and interpretation of a map to show the incidence of certain diseases. Relative risk (RR) estimation is one of the most important issues in disease mapping. This paper begins by providing a brief overview of Chikungunya disease. This is followed by a review of the classical model used in disease mapping, based on the standardized morbidity ratio (SMR), which we then apply to our Chikungunya data. We then fit an extension of the classical model, which we refer to as a Poisson-Gamma model, when prior distributions for the relative risks are assumed known. Both results are displayed and compared using maps and we reveal a smoother map with fewer extremes values of estimated relative risk. The extensions of this paper will consider other methods that are relevant to overcome the drawbacks of the existing methods, in order to inform and direct government strategy for monitoring and controlling Chikungunya disease.
The related congestion failure estimating methodology and model in transportation networks
Yuan, PengCheng; Juan, ZhiCai
2013-10-01
Previous works about the probability-based transportation networks evaluation method mainly focus on the static reliability evaluation, they ascribe the stochastic of the travel time to the external long time factors (the traffic supply or the traffic demand). Under this situation, the link’s travel time related relationship can be inferred, and it is efficacious for planners or engineers to make a decision for a long time. Even though some evaluation methodologies about transportation networks’ real-time travel time reliability has been presented, these works assume that the link’s travel time is independent. In this paper we relax this assumption. Using the Gauss copula theory, we present a new method to evaluate the transportation networks’ real-time travel time reliability. The results show that it will overestimate the route or the networks’ travel time reliability when not considering the links’ travel time are related. Not only that, we deep the static reliability evaluation model to the dynamic, we also present the link and transportation network congestion failure evaluation model. Estimations from the model are compared to field-measured data. It shows that, under the error interval ±2 times, the link congestion failure model accuracy rate is above 90.3%, under the error interval ±0.05; the net congestion failure model accuracy rate is above 95%.
Relative risk estimation for malaria disease mapping based on stochastic SIR-SI model in Malaysia
Samat, Nor Azah; Ma'arof, Syafiqah Husna Mohd Imam
2016-10-01
Disease mapping is a study on the geographical distribution of a disease to represent the epidemiology data spatially. The production of maps is important to identify areas that deserve closer scrutiny or more attention. In this study, a mosquito-borne disease called Malaria is the focus of our application. Malaria disease is caused by parasites of the genus Plasmodium and is transmitted to people through the bites of infected female Anopheles mosquitoes. Precautionary steps need to be considered in order to avoid the malaria virus from spreading around the world, especially in the tropical and subtropical countries, which would subsequently increase the number of Malaria cases. Thus, the purpose of this paper is to discuss a stochastic model employed to estimate the relative risk of malaria disease in Malaysia. The outcomes of the analysis include a Malaria risk map for all 16 states in Malaysia, revealing the high and low risk areas of Malaria occurrences.
A Model Chain Application to Estimate Mixing Layer Height Related to PM10 Dispersion Processes
Directory of Open Access Journals (Sweden)
F. Guarnieri
2015-01-01
Full Text Available The mixing layer height (MLH is a crucial parameter in order to investigate the near surface concentrations of air pollutants. The MLH can be estimated by measurements of some atmospheric variables, by indirect estimates based on trace gases concentration or aerosol, or by numerical models. Here, a modelling approach is proposed. The developed modelling system is based on the models WRF-ARW and CALMET. This system is applied on Firenze-Prato-Pistoia area (Central Italy, during 2010, and it is compared with in situ measurements. The aim of this work is to evaluate the use of MLH model estimates to characterize the critical episodes for PM10 in a limited area. In order to find out the meteorological conditions predisposing accumulation of PM10 in the atmosphere’s lower level, some indicators are used: daily mean wind speed, cumulated rainfall, and mean MLH estimates from CALMET model. This indicator is linked to orography, which has important consequences on local weather dynamics. However, during critical events the local emission sources are crucial to the determination of threshold exceeding of PM10. Results show that the modelled MLH, together with cumulative rainfall and wind speed, can identify the meteorological conditions predisposing accumulation of air pollutant at ground level.
Inter-comparison of relative stopping power estimation models for proton therapy
Doolan, P. J.; Collins-Fekete, Charles-Antoine; Dias, Marta F.; Ruggieri, Thomas A.; D'Souza, Derek; Seco, Joao
2016-11-01
Theoretical stopping power values were inter-compared for the Bichsel, Janni, ICRU and Schneider relative stopping power (RSP) estimation models, for a variety of tissues and tissue substitute materials taken from the literature. The RSPs of eleven plastic tissue substitutes were measured using Bragg peak shift measurements in water in order to establish a gold standard of RSP values specific to our centre’s proton beam characteristics. The theoretical tissue substitute RSP values were computed based on literature compositions to assess the four different computation approaches. The Bichsel/Janni/ICRU approaches led to mean errors in the RSP of -0.1/+0.7/-0.8%, respectively. Errors when using the Schneider approach, with I-values from the Bichsel, Janni and ICRU sources, followed the same pattern but were generally larger. Following this, the mean elemental ionisation energies were optimized until the differences between theoretical RSP values matched measurements. Failing to use optimized I-values when applying the Schneider technique to 72 human tissues could introduce errors in the RSP of up to -1.7/+1.1/-0.4% when using Bichsel/Janni/ICRU I-values, respectively. As such, it may be necessary to introduce an additional step in the current stoichiometric calibration procedure in which tissue insert RSPs are measured in a proton beam. Elemental I-values can then optimized to match these measurements, reducing the uncertainty when calculating human tissue RSPs.
To better understand the relationships among carbofuran exposure, dose, and effects, a physiologically-based pharmacokinetic and pharmacodynamic (PBPK/PD) model was developed for the rat using the Exposure Related Dose Estimating Model (ERDEM) framework.
Continuous Time Model Estimation
Carl Chiarella; Shenhuai Gao
2004-01-01
This paper introduces an easy to follow method for continuous time model estimation. It serves as an introduction on how to convert a state space model from continuous time to discrete time, how to decompose a hybrid stochastic model into a trend model plus a noise model, how to estimate the trend model by simulation, and how to calculate standard errors from estimation of the noise model. It also discusses the numerical difficulties involved in discrete time models that bring about the unit ...
Ravyn, Dana; Ravyn, Vipa; Lowney, Rob; Ferraris, Victor
2014-01-01
Investments in continuing medical education (CME) exceed $2 billion annually, but few studies report the economic impact of CME activities. Analysis of patient-level economic outcomes data is often not feasible. Accordingly, we developed a model to illustrate estimation of the potential economic impact associated with CME activity outcomes. Outcomes impact analysis demonstrated how costs averted from a CME symposium that promoted prevention of bleeding-related complications (BRC) and reoperation for bleeding (RFB) in cardiac and thoracic operations could be estimated. Model parameter estimates were from published studies of costs associated with BRC and RFB. Operative volume estimates came from the Society of Thoracic Surgeons workforce data. The base case predicted 3 in 10 participants preventing one BRC or RFB in 2% or 1.5% of annual operations, respectively. Probabilistic sensitivity analysis (PSA) evaluated the effect of parameter uncertainty. 92% of participants (n = 133) self-reported commitment to change, a validated measure of behavior change. For BRC, estimates for costs averted were $1,502,769 (95% confidence interval [CI], $869,860-$2,359,068) for cardiac operations and $2,715,246 (95% CI, $1,590,308-$4,217,092) for thoracic operations. For RFB, the savings estimates were $2,233,988 (95% CI, $1,223,901-$3,648,719). Our economic model demonstrates that application of CME-related learning to prevent bleeding complications may yield substantial cost savings. Model prediction of averted costs associated with CME allows estimation of the economic impact on outcomes in the absence of patient-level outcomes data related to CME activities. © 2014 The Alliance for Continuing Education in the Health Professions, the Society for Academic Continuing Medical Education, and the Council on Continuing Medical Education, Association for Hospital Medical Education.
Risk estimation based on mixed normal distribution model for diabetes-related hospitalization claims
Institute of Scientific and Technical Information of China (English)
WANG Xin-wang; WANG Juan; FANG Ji-qian
2006-01-01
@@ Medical insurance service, the important part of national healthcare supporting system with a history dating back more than 100 years ago,remains a global challenge because of its high rates of compensation and difficulty in risk control. When developing the diabetes related, hospitalization insurance, we found that the risk loss of the diabetic inpatients does not follow a symmetrical unimodal distribution: in fact, it is hard to describe its risk loses distribution with a single probability distribution model. Therefore, we put forward a risk measurement method based on a mixed normal distributions model for medical insurance of inpatients with diabetes.
National Research Council Canada - National Science Library
Hyuk-Jae Roh Prasanta K. Sahu Ata M. Khan Satish Sharma
2015-01-01
...., where the model estimation is usually carried out by using commercial software. Nonetheless, tailored computer codes offer modellers greater flexibility and control of unique modelling situation...
Raschke, Mathias
2015-01-01
In this paper, I introduce a novel approach to modelling the individual random component (also called the intra-event uncertainty) of a ground-motion relation (GMR), as well as a novel approach to estimating the corresponding parameters. In essence, I contend that the individual random component is reproduced adequately by a simple stochastic mechanism of random impulses acting in the horizontal plane, with random directions. The random number of impulses was Poisson distributed. The parameters of the model were estimated according to a proposal by Raschke (2013a), with the sample of random difference xi=ln(Y1)-ln(Y2), in which Y1 and Y2 are the horizontal components of local ground-motion intensity. Any GMR element was eliminated by subtraction, except the individual random components. In the estimation procedure the distribution of difference xi was approximated by combining a large Monte Carlo simulated sample and Kernel smoothing. The estimated model satisfactorily fitted the difference xi of the sample o...
Chen, Wansu; Shi, Jiaxiao; Qian, Lei; Azen, Stanley P
2014-06-26
To estimate relative risks or risk ratios for common binary outcomes, the most popular model-based methods are the robust (also known as modified) Poisson and the log-binomial regression. Of the two methods, it is believed that the log-binomial regression yields more efficient estimators because it is maximum likelihood based, while the robust Poisson model may be less affected by outliers. Evidence to support the robustness of robust Poisson models in comparison with log-binomial models is very limited. In this study a simulation was conducted to evaluate the performance of the two methods in several scenarios where outliers existed. The findings indicate that for data coming from a population where the relationship between the outcome and the covariate was in a simple form (e.g. log-linear), the two models yielded comparable biases and mean square errors. However, if the true relationship contained a higher order term, the robust Poisson models consistently outperformed the log-binomial models even when the level of contamination is low. The robust Poisson models are more robust (or less sensitive) to outliers compared to the log-binomial models when estimating relative risks or risk ratios for common binary outcomes. Users should be aware of the limitations when choosing appropriate models to estimate relative risks or risk ratios.
Kandhasamy, Chandrasekaran; Ghosh, Kaushik
2017-02-01
Indian states are currently classified into HIV-risk categories based on the observed prevalence counts, percentage of infected attendees in antenatal clinics, and percentage of infected high-risk individuals. This method, however, does not account for the spatial dependence among the states nor does it provide any measure of statistical uncertainty. We provide an alternative model-based approach to address these issues. Our method uses Poisson log-normal models having various conditional autoregressive structures with neighborhood-based and distance-based weight matrices and incorporates all available covariate information. We use R and WinBugs software to fit these models to the 2011 HIV data. Based on the Deviance Information Criterion, the convolution model using distance-based weight matrix and covariate information on female sex workers, literacy rate and intravenous drug users is found to have the best fit. The relative risk of HIV for the various states is estimated using the best model and the states are then classified into the risk categories based on these estimated values. An HIV risk map of India is constructed based on these results. The choice of the final model suggests that an HIV control strategy which focuses on the female sex workers, intravenous drug users and literacy rate would be most effective.
Model for Choosing a Payment Term in Export Business Based on Relative Preference Estimation
Institute of Scientific and Technical Information of China (English)
高增安
2003-01-01
To avoid payment risks, 5 widely used payment terms in international trade practice are analyzed quantitatively. The final choice of a payment term in export business is a representation of the transactional 'Win-Win' principle as well as moderate compromises made by importer and exporter between self-protection and acceptability to the other party. The initial assessment is conducted first on decision-makers preference and understanding of possible results of each objective. Then, aggregated preference relations are obtained by weighting each objective as per its relative importance and calculating preference indicators. Finally, ranking is made according to the preference indicators.
DEFF Research Database (Denmark)
Berg, Casper Willestofte; Nielsen, Anders; Kristensen, Kasper
2014-01-01
Indices of abundance from fishery-independent trawl surveys constitute an important source of information for many fish stock assessments. Indices are often calculated using area stratified sample means on age-disaggregated data, and finally treated in stock assessment models as independent...... observations. We evaluate a series of alternative methods for calculating indices of abundance from trawl survey data (delta-lognormal, delta-gamma, and Tweedie using Generalized Additive Models) as well as different error structures for these indices when used as input in an age-based stock assessment model...... the different indices produced. The stratified mean method is found much more imprecise than the alternatives based on GAMs, which are found to be similar. Having time-varying index variances is found to be of minor importance, whereas the independence assumption is not only violated but has significant impact...
Directory of Open Access Journals (Sweden)
Saghir Pervaiz Ghauri
2017-02-01
Full Text Available The objective of this research paper is to examine the relationship between relative price variability and inflation by using consumer price index (CPI of Pakistan. The outcomes of the research further divided into food and non-food groups too. The monthly data of CPI was taken from the Pakistan Bureau of Statistics, from August 2001 to July 2011 (with 2000-01 base for 92 composite commodities with 12 sub-groups. We employed the Granger causality testing approach for the evaluation of any possible influence of one indicator to another. In this scenario, it is viable to state that there is a presence of causality and bidirectional feedback between the variables or the two variables are independent. The major issue is to identify a suitable statistical method that enables us to analyze the association among the variables. The findings of this study demonstrated that there is a probable relationship between inflation (DPt and both un-weighted measures of price variability (VPt and SPt for the whole items that have been considered for the analysis. Apart from that, this association also exists between food and non-food categories of CPI basket.
Mode choice model parameters estimation
Strnad, Irena
2010-01-01
The present work focuses on parameter estimation of two mode choice models: multinomial logit and EVA 2 model, where four different modes and five different trip purposes are taken into account. Mode choice model discusses the behavioral aspect of mode choice making and enables its application to a traffic model. Mode choice model includes mode choice affecting trip factors by using each mode and their relative importance to choice made. When trip factor values are known, it...
Billings, S. A.
1988-03-01
Time and frequency domain identification methods for nonlinear systems are reviewed. Parametric methods, prediction error methods, structure detection, model validation, and experiment design are discussed. Identification of a liquid level system, a heat exchanger, and a turbocharge automotive diesel engine are illustrated. Rational models are introduced. Spectral analysis for nonlinear systems is treated. Recursive estimation is mentioned.
Directory of Open Access Journals (Sweden)
Emanuela Colasante
2008-12-01
Full Text Available
Introduction: The aim of this study is to evaluate, even if partially, how much the drug use phenomenon impacts on the Italian National Heatlh System throughout the estimation at local level (Local Health Unit of the hospitalization rate caused by substance use and abuse such as opiates, barbiturates-sedativeshypnotics, cocaine and cannabis, and keeping in mind the phenomenon distribution in the space and so the fact that what happens in a specific area depends on what is happening in the neighbourhoods close to it (spatial autocorrelation.
Methods: Data from hospital discharge database were provided by the Ministry of Health and an auto- Gaussian model was fitted. The spatial trend can be a function of other explanatory variables or can simply be modeled as a function of spatial location. Both models were fitted and compared using the number of subjects kept in charge by Drug Addiction Services and the number of beds held by hospitals as covariates.
Results: Concerning opiates use related hospitalizations, results show areas where the phenomenon was less prominent in 2001 (Lombardy, part of Liguria, Umbria, part of Latium, Campania, Apulia and Sicily. In the following years, the hospitalization rates increased in some areas, such as the north of Apulia, part of Campania and Latium. A dependence of the opiates related hospitalization rates on the rate of subjects kept in charge by the Drug Addiction Services is highlighted. Concerning barbiturates-sedatives-hypnotics consumption, the best model is the one without covariates and estimated hospitalization rates are lower then 3 per thousand. The model with only the covariate “rate of subjects kept in charge by Drug Addiction Services” has been used both for cocaine and cannabis. In these two cases, more than a half of the Local Health Units report hospitalization rates lower than 0.5 per thousand
Hukkerikar, Amol; Kalakul, Sawitree; Sarup, Bent; Young, Douglas M.; Sin, Gürkan; Gani, Rafiqul
2012-01-01
The aim of this work is to develop group-3 contribution+ (GC+)method (combined group-contribution (GC) method and atom connectivity index (CI)) based 15 property models to provide reliable estimations of environment-related properties of organic chemicals together with uncertainties of estimated property values. For this purpose, a systematic methodology for property modeling and uncertainty analysis is used. The methodology includes a parameter estimation step to determine parameters of pro...
Kukush, Alexander; Schneeweiss, Hans
2004-01-01
We compare the asymptotic covariance matrix of the ML estimator in a nonlinear measurement error model to the asymptotic covariance matrices of the CS and SQS estimators studied in Kukush et al (2002). For small measurement error variances they are equal up to the order of the measurement error variance and thus nearly equally efficient.
Ichikawa, Naho; Siegle, Greg J; Dombrovski, Alexandre; Ohira, Hideki
2010-12-01
In this study, we examined whether the feedback-related negativity (FRN) is associated with both subjective and objective (model-estimated) reward prediction errors (RPE) per trial in a reinforcement learning task in healthy adults (n=25). The level of RPE was assessed by 1) subjective ratings per trial and by 2) a computational model of reinforcement learning. As results, model-estimated RPE was highly correlated with subjective RPE (r=.82), and the grand-averaged ERP waves based on the trials with high and low model-estimated RPE showed the significant difference only in the time period of the FRN component (pcontingency.
DEFF Research Database (Denmark)
Hukkerikar, Amol; Kalakul, Sawitree; Sarup, Bent
2012-01-01
The aim of this work is to develop group-3 contribution+ (GC+)method (combined group-contribution (GC) method and atom connectivity index (CI)) based 15 property models to provide reliable estimations of environment-related properties of organic chemicals together with uncertainties of estimated...
Directory of Open Access Journals (Sweden)
Dario Constantinescu
2016-12-01
Full Text Available Drought stress is a major abiotic stres threatening plant and crop productivity. In case of fleshy fruits, understanding Drought stress is a major abiotic stress threatening plant and crop productivity. In case of fleshy fruits, understanding mechanisms governing water and carbon accumulations and identifying genes, QTLs and phenotypes, that will enable trade-offs between fruit growth and quality under Water Deficit (WD condition is a crucial challenge for breeders and growers. In the present work, 117 recombinant inbred lines of a population of Solanum lycopersicum were phenotyped under control and WD conditions. Plant water status, fruit growth and composition were measured and data were used to calibrate a process-based model describing water and carbon fluxes in a growing fruit as a function of plant and environment. Eight genotype-dependent model parameters were estimated using a multiobjective evolutionary algorithm in order to minimize the prediction errors of fruit dry and fresh mass throughout fruit development. WD increased the fruit dry matter content (up to 85 % and decreased its fresh weight (up to 60 %, big fruit size genotypes being the most sensitive. The mean normalized root mean squared errors of the predictions ranged between 16-18 % in the population. Variability in model genotypic parameters allowed us to explore diverse genetic strategies in response to WD. An interesting group of genotypes could be discriminated in which i the low loss of fresh mass under WD was associated with high active uptake of sugars and low value of the maximum cell wall extensibility, and ii the high dry matter content in control treatment (C was associated with a slow decrease of mass flow. Using 501 SNP markers genotyped across the genome, a QTL analysis of model parameters allowed to detect three main QTLs related to xylem and phloem conductivities, on chromosomes 2, 4 and 8. The model was then applied to design ideotypes with high dry matter
Levy, Ilan; Levin, Noam; Yuval; Schwartz, Joel D; Kark, Jeremy D
2015-03-17
Land use regression (LUR) models rely on air pollutant measurements for their development, and are therefore limited to recent periods where such measurements are available. Here we propose an approach to overcome this gap and calculate LUR models several decades before measurements were available. We first developed a LUR model for NOx using annual averages of NOx at all available air quality monitoring sites in Israel between 1991 and 2011 with time as one of the independent variables. We then reconstructed historical spatial data (e.g., road network) from historical topographic maps to apply the model's prediction to each year from 1961 to 2011. The model's predictions were then validated against independent estimates about the national annual NOx emissions from on-road vehicles in a top-down approach. The model's cross validated R2 was 0.74, and the correlation between the model's annual averages and the national annual NOx emissions between 1965 and 2011 was 0.75. Information about the road network and population are persistent predictors in many LUR models. The use of available historical data about these predictors to resolve the spatial variability of air pollutants together with complementary national estimates on the change in pollution levels over time enable historical reconstruction of exposures.
Yangui, Ahmed1; Font, Montserrat Costa; Gil, José María
2013-01-01
Due to the increasing interest on understanding the formation of consumer’s food choice process, the hybrid choice model (HCM) has been developed. HCM represents a promising new class of models which merge classic choice models with structural equations models (SEM) for latent variables (LV). Regardless of their conceptual appeal, up to date the application of HCM in agro food marketing remains very scarce. The present work extends previous HCM applications by first estimating a random parame...
Zhang, Xiaofei; Tsang, Andy M; Okino, Miles S; Power, Frederick W; Knaak, James B; Harrison, Lynda S; Dary, Curtis C
2007-12-01
Carbofuran (2,3-dihydro-2,2-dimethyl-7-benzofuranyl-N-methylcarbamate), a broad spectrum N-methyl carbamate insecticide, and its metabolite, 3-hydroxycarbofuran, exert their toxicity by reversibly inhibiting acetylcholinesterase (AChE). To characterize AChE inhibition from carbofuran exposure, a physiologically based pharmacokinetic/pharmacodynamic (PBPK/PD) model was developed in the Exposure-Related Dose Estimating Model (ERDEM) platform for the Sprague-Dawley (SD) rat. Experimental estimates of physiological, biochemical, and physicochemical model parameters were obtained or based on data from the open literature. The PBPK/PD model structure included carbofuran metabolism in the liver to 16 known metabolites, enterohepatic circulation of glucuronic acid conjugates, and excretion in urine and feces. Bolus doses by ingestion of 50 microg/kg and 0.5 mg/kg carbofuran were simulated for the blood and brain AChE activity. The carbofuran ERDEM simulated a half-life of 5.2 h for urinary clearance, and the experimental AChE activity data were reproduced for the blood and brain. Thirty model parameters were found influential to the model outputs and were chosen for perturbation in Monte Carlo simulations to evaluate the impact of their variability on the model predictions. Results of the simulation runs indicated that the minimum AChE activity in the blood ranged from 29.3 to 79.0% (as 5th and 95th percentiles) of the control level with a mean of 55.9% (standard deviation = 15.1%) compared to an experimental value of 63%. The constructed PBPK/PD model for carbofuran in the SD rat provides a foundation for extrapolating to a human model that can be used for future risk assessment.
Coelho, Margarida C; Fontes, Tânia; Bandeira, Jorge M; Pereira, Sérgio R; Tchepel, Oxana; Dias, Daniela; Sá, Elisa; Amorim, Jorge H; Borrego, Carlos
2014-02-01
The accuracy and precision of air quality models are usually associated with the emission inventories. Thus, in order to assess if there are any improvements on air quality regional simulations using detailed methodology of road traffic emission estimation, a regional air quality modelling system was applied. For this purpose, a combination of top-down and bottom-up approaches was used to build an emission inventory. To estimate the road traffic emissions, the bottom-up approach was applied using an instantaneous emission model (Vehicle Specific Power - VSP methodology), and an average emission model (CORINAIR methodology), while for the remaining activity sectors the top-down approach was used. Weather Research and Forecasting (WRF) and Comprehensive Air quality (CAMx) models were selected to assess two emission scenarios: (i) scenario 1, which includes the emissions from the top-down approach; and (ii) scenario 2, which includes the emissions resulting from integration of top-down and bottom-up approaches. The results show higher emission values for PM10, NOx and HC, for scenario 1, and an inverse behaviour to CO. The highest differences between these scenarios were observed for PM10 and HC, about 55% and 75% higher (respectively for each pollutant) than emissions provided by scenario 2. This scenario gives better results for PM10, CO and O3. For NO2 concentrations better results were obtained with scenario 1. Thus, the results obtained suggest that with the combination of the top-down and bottom-up approaches to emission estimation several improvements in the air quality results can be achieved, mainly for PM10, CO and O3.
Discrete Choice Models - Estimation of Passenger Traffic
DEFF Research Database (Denmark)
Sørensen, Majken Vildrik
2003-01-01
), which simultaneously finds optimal coefficients values (utility elements) and parameter values (distributed terms) in the utility function. The shape of the distributed terms is specified prior to the estimation; hence, the validity is not tested during the estimation. The proposed method, assesses...... for data, a literature review follows. Models applied for estimation of discrete choice models are described by properties and limitations, and relations between these are established. Model types are grouped into three classes, Hybrid choice models, Tree models and Latent class models. Relations between...... the shape of the distribution from data, by means of repetitive model estimation. In particular, one model was estimated for each sub-sample of data. The shape of distributions is assessed from between model comparisons. This is not to be regarded as an alternative to MSL estimation, rather...
The aim of this work is to develop group-contribution+ (GC+) method (combined group-contribution (GC) method and atom connectivity index (CI) method) based property models to provide reliable estimations of environment-related properties of organic chemicals together with uncert...
Relative Attribute SVM+ Learning for Age Estimation.
Wang, Shengzheng; Tao, Dacheng; Yang, Jie
2016-03-01
When estimating age, human experts can provide privileged information that encodes the facial attributes of aging, such as smoothness, face shape, face acne, wrinkles, and bags under-eyes. In automatic age estimation, privileged information is unavailable to test images. To overcome this problem, we hypothesize that asymmetric information can be explored and exploited to improve the generalizability of the trained model. Using the learning using privileged information (LUPI) framework, we tested this hypothesis by carefully defining relative attributes for support vector machine (SVM+) to improve the performance of age estimation. We term this specific setting as relative attribute SVM+ (raSVM+), in which the privileged information enables separation of outliers from inliers at the training stage and effectively manipulates slack variables and age determination errors during model training, and thus guides the trained predictor toward a generalizable solution. Experimentally, the superiority of raSVM+ was confirmed by comparing it with state-of-the-art algorithms on the face and gesture recognition research network (FG-NET) and craniofacial longitudinal morphological face aging databases. raSVM+ is a promising development that improves age estimation, with the mean absolute error reaching 4.07 on FG-NET.
Sanford, Ward E.
2016-11-01
The trend of decreasing permeability with depth was estimated in the fractured-rock terrain of the upper Potomac River basin in the eastern USA using model calibration on 200 water-level observations in wells and 12 base-flow observations in subwatersheds. Results indicate that permeability at the 1-10 km scale (for groundwater flowpaths) decreases by several orders of magnitude within the top 100 m of land surface. This depth range represents the transition from the weathered, fractured regolith into unweathered bedrock. This rate of decline is substantially greater than has been observed by previous investigators that have plotted in situ wellbore measurements versus depth. The difference is that regional water levels give information on kilometer-scale connectivity of the regolith and adjacent fracture networks, whereas in situ measurements give information on near-hole fractures and fracture networks. The approach taken was to calibrate model layer-to-layer ratios of hydraulic conductivity (LLKs) for each major rock type. Most rock types gave optimal LLK values of 40-60, where each layer was twice a thick as the one overlying it. Previous estimates of permeability with depth from deeper data showed less of a decline at modeling results. There was less certainty in the modeling results deeper than 200 m and for certain rock types where fewer water-level observations were available. The results have implications for improved understanding of watershed-scale groundwater flow and transport, such as for the timing of the migration of pollutants from the water table to streams.
Sanford, Ward E.
2017-03-01
The trend of decreasing permeability with depth was estimated in the fractured-rock terrain of the upper Potomac River basin in the eastern USA using model calibration on 200 water-level observations in wells and 12 base-flow observations in subwatersheds. Results indicate that permeability at the 1-10 km scale (for groundwater flowpaths) decreases by several orders of magnitude within the top 100 m of land surface. This depth range represents the transition from the weathered, fractured regolith into unweathered bedrock. This rate of decline is substantially greater than has been observed by previous investigators that have plotted in situ wellbore measurements versus depth. The difference is that regional water levels give information on kilometer-scale connectivity of the regolith and adjacent fracture networks, whereas in situ measurements give information on near-hole fractures and fracture networks. The approach taken was to calibrate model layer-to-layer ratios of hydraulic conductivity (LLKs) for each major rock type. Most rock types gave optimal LLK values of 40-60, where each layer was twice a thick as the one overlying it. Previous estimates of permeability with depth from deeper data showed less of a decline at modeling results. There was less certainty in the modeling results deeper than 200 m and for certain rock types where fewer water-level observations were available. The results have implications for improved understanding of watershed-scale groundwater flow and transport, such as for the timing of the migration of pollutants from the water table to streams.
Hukkerikar, Amol Shivajirao; Kalakul, Sawitree; Sarup, Bent; Young, Douglas M; Sin, Gürkan; Gani, Rafiqul
2012-11-26
The aim of this work is to develop group-contribution(+) (GC(+)) method (combined group-contribution (GC) method and atom connectivity index (CI) method) based property models to provide reliable estimations of environment-related properties of organic chemicals together with uncertainties of estimated property values. For this purpose, a systematic methodology for property modeling and uncertainty analysis is used. The methodology includes a parameter estimation step to determine parameters of property models and an uncertainty analysis step to establish statistical information about the quality of parameter estimation, such as the parameter covariance, the standard errors in predicted properties, and the confidence intervals. For parameter estimation, large data sets of experimentally measured property values of a wide range of chemicals (hydrocarbons, oxygenated chemicals, nitrogenated chemicals, poly functional chemicals, etc.) taken from the database of the US Environmental Protection Agency (EPA) and from the database of USEtox is used. For property modeling and uncertainty analysis, the Marrero and Gani GC method and atom connectivity index method have been considered. In total, 22 environment-related properties, which include the fathead minnow 96-h LC(50), Daphnia magna 48-h LC(50), oral rat LD(50), aqueous solubility, bioconcentration factor, permissible exposure limit (OSHA-TWA), photochemical oxidation potential, global warming potential, ozone depletion potential, acidification potential, emission to urban air (carcinogenic and noncarcinogenic), emission to continental rural air (carcinogenic and noncarcinogenic), emission to continental fresh water (carcinogenic and noncarcinogenic), emission to continental seawater (carcinogenic and noncarcinogenic), emission to continental natural soil (carcinogenic and noncarcinogenic), and emission to continental agricultural soil (carcinogenic and noncarcinogenic) have been modeled and analyzed. The application
Strupczewski, Witold G.; Bogdanowich, Ewa; Debele, Sisay
2016-04-01
Under Polish climate conditions the series of Annual Maxima (AM) flows are usually a mixture of peak flows of thaw- and rainfall- originated floods. The northern, lowland regions are dominated by snowmelt floods whilst in mountainous regions the proportion of rainfall floods is predominant. In many stations the majority of AM can be of snowmelt origin, but the greatest peak flows come from rainfall floods or vice versa. In a warming climate, precipitation is less likely to occur as snowfall. A shift from a snow- towards a rain-dominated regime results in a decreasing trend in mean and standard deviations of winter peak flows whilst rainfall floods do not exhibit any trace of non-stationarity. That is why a simple form of trends (i.e. linear trends) are more difficult to identify in AM time-series than in Seasonal Maxima (SM), usually winter season time-series. Hence it is recommended to analyse trends in SM, where a trend in standard deviation strongly influences the time -dependent upper quantiles. The uncertainty associated with the extrapolation of the trend makes it necessary to apply a relationship for trend which has time derivative tending to zero, e.g. we can assume a new climate equilibrium epoch approaching, or a time horizon is limited by the validity of the trend model. For both winter and summer SM time series, at least three distributions functions with trend model in the location, scale and shape parameters are estimated by means of the GAMLSS package using the ML-techniques. The resulting trend estimates in mean and standard deviation are mutually compared to the observed trends. Then, using AIC measures as weights, a multi-model distribution is constructed for each of two seasons separately. Further, assuming a mutual independence of the seasonal maxima, an AM model with time-dependent parameters can be obtained. The use of a multi-model approach can alleviate the effects of different and often contradictory trends obtained by using and identifying
Methods of statistical model estimation
Hilbe, Joseph
2013-01-01
Methods of Statistical Model Estimation examines the most important and popular methods used to estimate parameters for statistical models and provide informative model summary statistics. Designed for R users, the book is also ideal for anyone wanting to better understand the algorithms used for statistical model fitting. The text presents algorithms for the estimation of a variety of regression procedures using maximum likelihood estimation, iteratively reweighted least squares regression, the EM algorithm, and MCMC sampling. Fully developed, working R code is constructed for each method. Th
Estimating Functions and Semiparametric Models
DEFF Research Database (Denmark)
Labouriau, Rodrigo
1996-01-01
The thesis is divided in two parts. The first part treats some topics of the estimation theory for semiparametric models in general. There the classic optimality theory is reviewed and exposed in a suitable way for the further developments given after. Further the theory of estimating functions...... contained in this part of the thesis constitutes an original contribution. There can be found the detailed characterization of the class of regular estimating functions, a calculation of efficient regular asymptotic linear estimating sequences (\\ie the classical optimality theory) and a discussion...... of the attainability of the bounds for the concentration of regular asymptotic linear estimating sequences by estimators derived from estimating functions. The main class of models considered in the second part of the thesis (chapter 5) are constructed by assuming that the expectation of a number of given square...
Cancer Related-Knowledge - Small Area Estimates
These model-based estimates are produced using statistical models that combine data from the Health Information National Trends Survey, and auxiliary variables obtained from relevant sources and borrow strength from other areas with similar characteristics.
RELATIVE CAMERA POSE ESTIMATION METHOD USING OPTIMIZATION ON THE MANIFOLD
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C. Cheng
2017-05-01
Full Text Available To solve the problem of relative camera pose estimation, a method using optimization with respect to the manifold is proposed. Firstly from maximum-a-posteriori (MAP model to nonlinear least squares (NLS model, the general state estimation model using optimization is derived. Then the camera pose estimation model is applied to the general state estimation model, while the parameterization of rigid body transformation is represented by Lie group/algebra. The jacobian of point-pose model with respect to Lie group/algebra is derived in detail and thus the optimization model of rigid body transformation is established. Experimental results show that compared with the original algorithms, the approaches with optimization can obtain higher accuracy both in rotation and translation, while avoiding the singularity of Euler angle parameterization of rotation. Thus the proposed method can estimate relative camera pose with high accuracy and robustness.
Pointwise Relations between Information and Estimation
Venkat, Kartik
2011-01-01
Many of the classical and recent relations between information and estimation in the presence of Gaussian noise can be viewed as identities between expectations of random quantities. These include the I-MMSE relationship of Guo et al.; the relative entropy and mismatched estimation relationship of Verd\\'{u}; the relationship between causal estimation and mutual information of Duncan, and its extension to the presence of feedback by Kadota et al.; the relationship between causal and non-casual estimation of Guo et al., and its mismatched version of Weissman. We dispense with the expectations and explore the nature of the pointwise relations between the respective random quantities. The pointwise relations that we find are as succinctly stated as - and give considerable insight into - the original expectation identities. As an illustration of our results, consider Duncan's 1970 discovery that the mutual information is equal to the causal MMSE in the AWGN channel, which can equivalently be expressed saying that ...
Relative Pose Estimation Algorithm with Gyroscope Sensor
Directory of Open Access Journals (Sweden)
Shanshan Wei
2016-01-01
Full Text Available This paper proposes a novel vision and inertial fusion algorithm S2fM (Simplified Structure from Motion for camera relative pose estimation. Different from current existing algorithms, our algorithm estimates rotation parameter and translation parameter separately. S2fM employs gyroscopes to estimate camera rotation parameter, which is later fused with the image data to estimate camera translation parameter. Our contributions are in two aspects. (1 Under the circumstance that no inertial sensor can estimate accurately enough translation parameter, we propose a translation estimation algorithm by fusing gyroscope sensor and image data. (2 Our S2fM algorithm is efficient and suitable for smart devices. Experimental results validate efficiency of the proposed S2fM algorithm.
Parameter and Uncertainty Estimation in Groundwater Modelling
DEFF Research Database (Denmark)
Jensen, Jacob Birk
The data basis on which groundwater models are constructed is in general very incomplete, and this leads to uncertainty in model outcome. Groundwater models form the basis for many, often costly decisions and if these are to be made on solid grounds, the uncertainty attached to model results must...... be quantified. This study was motivated by the need to estimate the uncertainty involved in groundwater models.Chapter 2 presents an integrated surface/subsurface unstructured finite difference model that was developed and applied to a synthetic case study.The following two chapters concern calibration...... and uncertainty estimation. Essential issues relating to calibration are discussed. The classical regression methods are described; however, the main focus is on the Generalized Likelihood Uncertainty Estimation (GLUE) methodology. The next two chapters describe case studies in which the GLUE methodology...
PARAMETER ESTIMATION IN BREAD BAKING MODEL
Hadiyanto Hadiyanto; AJB van Boxtel
2012-01-01
Bread product quality is highly dependent to the baking process. A model for the development of product quality, which was obtained by using quantitative and qualitative relationships, was calibrated by experiments at a fixed baking temperature of 200°C alone and in combination with 100 W microwave powers. The model parameters were estimated in a stepwise procedure i.e. first, heat and mass transfer related parameters, then the parameters related to product transformations and finally pro...
Relative linear power contribution with estimation statistics
Lohnberg, P.
1983-01-01
The relative contribution by a noiselessly observed input signal to the power of a possibly disturbed observed stationary output signal from a linear system is expressed into signal spectral densities. Approximations of estimator statistics and derived confidence limits agree fairly well with
Statistical Model-Based Face Pose Estimation
Institute of Scientific and Technical Information of China (English)
GE Xinliang; YANG Jie; LI Feng; WANG Huahua
2007-01-01
A robust face pose estimation approach is proposed by using face shape statistical model approach and pose parameters are represented by trigonometric functions. The face shape statistical model is firstly built by analyzing the face shapes from different people under varying poses. The shape alignment is vital in the process of building the statistical model. Then, six trigonometric functions are employed to represent the face pose parameters. Lastly, the mapping function is constructed between face image and face pose by linearly relating different parameters. The proposed approach is able to estimate different face poses using a few face training samples. Experimental results are provided to demonstrate its efficiency and accuracy.
Algebraic Lens Distortion Model Estimation
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Luis Alvarez
2010-07-01
Full Text Available A very important property of the usual pinhole model for camera projection is that 3D lines in the scene are projected to 2D lines. Unfortunately, wide-angle lenses (specially low-cost lenses may introduce a strong barrel distortion, which makes the usual pinhole model fail. Lens distortion models try to correct such distortion. We propose an algebraic approach to the estimation of the lens distortion parameters based on the rectification of lines in the image. Using the proposed method, the lens distortion parameters are obtained by minimizing a 4 total-degree polynomial in several variables. We perform numerical experiments using calibration patterns and real scenes to show the performance of the proposed method.
Uncertainty relation based on unbiased parameter estimations
Sun, Liang-Liang; Song, Yong-Shun; Qiao, Cong-Feng; Yu, Sixia; Chen, Zeng-Bing
2017-02-01
Heisenberg's uncertainty relation has been extensively studied in spirit of its well-known original form, in which the inaccuracy measures used exhibit some controversial properties and don't conform with quantum metrology, where the measurement precision is well defined in terms of estimation theory. In this paper, we treat the joint measurement of incompatible observables as a parameter estimation problem, i.e., estimating the parameters characterizing the statistics of the incompatible observables. Our crucial observation is that, in a sequential measurement scenario, the bias induced by the first unbiased measurement in the subsequent measurement can be eradicated by the information acquired, allowing one to extract unbiased information of the second measurement of an incompatible observable. In terms of Fisher information we propose a kind of information comparison measure and explore various types of trade-offs between the information gains and measurement precisions, which interpret the uncertainty relation as surplus variance trade-off over individual perfect measurements instead of a constraint on extracting complete information of incompatible observables.
Parameter Estimation for Thurstone Choice Models
Energy Technology Data Exchange (ETDEWEB)
Vojnovic, Milan [London School of Economics (United Kingdom); Yun, Seyoung [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2017-04-24
We consider the estimation accuracy of individual strength parameters of a Thurstone choice model when each input observation consists of a choice of one item from a set of two or more items (so called top-1 lists). This model accommodates the well-known choice models such as the Luce choice model for comparison sets of two or more items and the Bradley-Terry model for pair comparisons. We provide a tight characterization of the mean squared error of the maximum likelihood parameter estimator. We also provide similar characterizations for parameter estimators defined by a rank-breaking method, which amounts to deducing one or more pair comparisons from a comparison of two or more items, assuming independence of these pair comparisons, and maximizing a likelihood function derived under these assumptions. We also consider a related binary classification problem where each individual parameter takes value from a set of two possible values and the goal is to correctly classify all items within a prescribed classification error. The results of this paper shed light on how the parameter estimation accuracy depends on given Thurstone choice model and the structure of comparison sets. In particular, we found that for unbiased input comparison sets of a given cardinality, when in expectation each comparison set of given cardinality occurs the same number of times, for a broad class of Thurstone choice models, the mean squared error decreases with the cardinality of comparison sets, but only marginally according to a diminishing returns relation. On the other hand, we found that there exist Thurstone choice models for which the mean squared error of the maximum likelihood parameter estimator can decrease much faster with the cardinality of comparison sets. We report empirical evaluation of some claims and key parameters revealed by theory using both synthetic and real-world input data from some popular sport competitions and online labor platforms.
Factoring Algebraic Error for Relative Pose Estimation
Energy Technology Data Exchange (ETDEWEB)
Lindstrom, P; Duchaineau, M
2009-03-09
We address the problem of estimating the relative pose, i.e. translation and rotation, of two calibrated cameras from image point correspondences. Our approach is to factor the nonlinear algebraic pose error functional into translational and rotational components, and to optimize translation and rotation independently. This factorization admits subproblems that can be solved using direct methods with practical guarantees on global optimality. That is, for a given translation, the corresponding optimal rotation can directly be determined, and vice versa. We show that these subproblems are equivalent to computing the least eigenvector of second- and fourth-order symmetric tensors. When neither translation or rotation is known, alternating translation and rotation optimization leads to a simple, efficient, and robust algorithm for pose estimation that improves on the well-known 5- and 8-point methods.
Relative survival multistate Markov model.
Huszti, Ella; Abrahamowicz, Michal; Alioum, Ahmadou; Binquet, Christine; Quantin, Catherine
2012-02-10
Prognostic studies often have to deal with two important challenges: (i) separating effects of predictions on different 'competing' events and (ii) uncertainty about cause of death. Multistate Markov models permit multivariable analyses of competing risks of, for example, mortality versus disease recurrence. On the other hand, relative survival methods help estimate disease-specific mortality risks even in the absence of data on causes of death. In this paper, we propose a new Markov relative survival (MRS) model that attempts to combine these two methodologies. Our MRS model extends the existing multistate Markov piecewise constant intensities model to relative survival modeling. The intensity of transitions leading to death in the MRS model is modeled as the sum of an estimable excess hazard of mortality from the disease of interest and an 'offset' defined as the expected hazard of all-cause 'natural' mortality obtained from relevant life-tables. We evaluate the new MRS model through simulations, with a design based on registry-based prognostic studies of colon cancer. Simulation results show almost unbiased estimates of prognostic factor effects for the MRS model. We also applied the new MRS model to reassess the role of prognostic factors for mortality in a study of colorectal cancer. The MRS model considerably reduces the bias observed with the conventional Markov model that does not permit accounting for unknown causes of death, especially if the 'true' effects of a prognostic factor on the two types of mortality differ substantially.
ICA Model Order Estimation Using Clustering Method
Directory of Open Access Journals (Sweden)
P. Sovka
2007-12-01
Full Text Available In this paper a novel approach for independent component analysis (ICA model order estimation of movement electroencephalogram (EEG signals is described. The application is targeted to the brain-computer interface (BCI EEG preprocessing. The previous work has shown that it is possible to decompose EEG into movement-related and non-movement-related independent components (ICs. The selection of only movement related ICs might lead to BCI EEG classification score increasing. The real number of the independent sources in the brain is an important parameter of the preprocessing step. Previously, we used principal component analysis (PCA for estimation of the number of the independent sources. However, PCA estimates only the number of uncorrelated and not independent components ignoring the higher-order signal statistics. In this work, we use another approach - selection of highly correlated ICs from several ICA runs. The ICA model order estimation is done at significance level ÃŽÂ± = 0.05 and the model order is less or more dependent on ICA algorithm and its parameters.
Directory of Open Access Journals (Sweden)
Aguilar-Salinas Carlos A
2011-01-01
Full Text Available Abstract Background To estimate the incidence of complications, life expectancy and diabetes related mortality in the Mexican diabetic population over the next two decades using data from a nation-wide, population based survey and the United Kingdom Prospective Diabetes Study (UKPDS outcome model Methods The cohort included all patients with type 2 diabetes evaluated during the National Health and Nutrition Survey (ENSANut 2006. ENSANut is a probabilistic multistage stratified survey whose aim was to measure the prevalence of chronic diseases. A total of 47,152 households were visited. Results are shown stratified by gender, time since diagnosis (> or ≤ to 10 years and age at the time of diagnosis (> or ≤ 40 years. Results The prevalence of diabetes in our cohort was 14.4%. The predicted 20 year-incidence for chronic complications per 1000 individuals are: ischemic heart disease 112, myocardial infarction 260, heart failure 113, stroke 101, and amputation 62. Furthermore, 539 per 1000 patients will have a diabetes-related premature death. The average life expectancy for the diabetic population is 10.9 years (95%CI 10.7-11.2; this decreases to 8.3 years after adjusting for quality of life (CI95% 8.1-8.5. Male sex and cases diagnosed after age 40 have the highest risk for developing at least one major complication during the next 20 years. Conclusions Based on the current clinical profile of Mexican patients with diabetes, the burden of disease related complications will be tremendous over the next two decades.
An extension of relational methods in mortality estimations
Directory of Open Access Journals (Sweden)
2001-06-01
Full Text Available Actuaries and demographers have a long tradition of utilising collateral data to improve mortality estimates. Three main approaches have been used to accomplish the improvement- mortality laws, model life tables, and relational methods. The present paper introduces a regression model that incorporates all of the beneficial principles from each of these approaches. The model is demonstrated on mortality data pertaining to various groups of life insured people in Sweden.
Kuiper, W.E.; Cozijnsen, A.J.
2011-01-01
We outline a new estimation method for the multinomial probit model (MNP). The method is a differential evolution Markov chain algorithm that employs a Metropolis-within-Gibbs sampler with data augmentation and the Geweke–Hajivassiliou–Keane (GHK) probability simulator. The method lifts the curse of
A Note on Structural Equation Modeling Estimates of Reliability
Yang, Yanyun; Green, Samuel B.
2010-01-01
Reliability can be estimated using structural equation modeling (SEM). Two potential problems with this approach are that estimates may be unstable with small sample sizes and biased with misspecified models. A Monte Carlo study was conducted to investigate the quality of SEM estimates of reliability by themselves and relative to coefficient…
FREQUENTIST MODEL AVERAGING ESTIMATION: A REVIEW
Institute of Scientific and Technical Information of China (English)
Haiying WANG; Xinyu ZHANG; Guohua ZOU
2009-01-01
In applications, the traditional estimation procedure generally begins with model selection.Once a specific model is selected, subsequent estimation is conducted under the selected model without consideration of the uncertainty from the selection process. This often leads to the underreporting of variability and too optimistic confidence sets. Model averaging estimation is an alternative to this procedure, which incorporates model uncertainty into the estimation process. In recent years, there has been a rising interest in model averaging from the frequentist perspective, and some important progresses have been made. In this paper, the theory and methods on frequentist model averaging estimation are surveyed. Some future research topics are also discussed.
Blind estimation of a ship's relative wave heading
DEFF Research Database (Denmark)
Nielsen, Ulrik Dam; Iseki, Toshio
2012-01-01
This article proposes a method to estimate a ship’s relative heading against the waves. The procedure relies purely on ship- board measurements of global responses such as motion components, accelerations and the bending moment amidships. There is no particular (mathematical) model connected to t...
Estimating Stochastic Volatility Models using Prediction-based Estimating Functions
DEFF Research Database (Denmark)
Lunde, Asger; Brix, Anne Floor
In this paper prediction-based estimating functions (PBEFs), introduced in Sørensen (2000), are reviewed and PBEFs for the Heston (1993) stochastic volatility model are derived. The finite sample performance of the PBEF based estimator is investigated in a Monte Carlo study, and compared to the p......In this paper prediction-based estimating functions (PBEFs), introduced in Sørensen (2000), are reviewed and PBEFs for the Heston (1993) stochastic volatility model are derived. The finite sample performance of the PBEF based estimator is investigated in a Monte Carlo study, and compared...... to the performance of the GMM estimator based on conditional moments of integrated volatility from Bollerslev and Zhou (2002). The case where the observed log-price process is contaminated by i.i.d. market microstructure (MMS) noise is also investigated. First, the impact of MMS noise on the parameter estimates from...
Efficiently adapting graphical models for selectivity estimation
DEFF Research Database (Denmark)
Tzoumas, Kostas; Deshpande, Amol; Jensen, Christian S.
2013-01-01
of the selectivities of the constituent predicates. However, this independence assumption is more often than not wrong, and is considered to be the most common cause of sub-optimal query execution plans chosen by modern query optimizers. We take a step towards a principled and practical approach to performing...... cardinality estimation without making the independence assumption. By carefully using concepts from the field of graphical models, we are able to factor the joint probability distribution over all the attributes in the database into small, usually two-dimensional distributions, without a significant loss......Query optimizers rely on statistical models that succinctly describe the underlying data. Models are used to derive cardinality estimates for intermediate relations, which in turn guide the optimizer to choose the best query execution plan. The quality of the resulting plan is highly dependent...
DEFF Research Database (Denmark)
Beauquier, Maxime; Schürmann, Carsten
2011-01-01
In this paper, we present a model based on relations for bigraphical reactive system [Milner09]. Its defining characteristics are that validity and reaction relations are captured as traces in a multi-set rewriting system. The relational model is derived from Milner's graphical definition...
Solar energy estimation using REST2 model
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M. Rizwan, Majid Jamil, D. P. Kothari
2010-03-01
Full Text Available The network of solar energy measuring stations is relatively rare through out the world. In India, only IMD (India Meteorological Department Pune provides data for quite few stations, which is considered as the base data for research purposes. However, hourly data of measured energy is not available, even for those stations where measurement has already been done. Due to lack of hourly measured data, the estimation of solar energy at the earth’s surface is required. In the proposed study, hourly solar energy is estimated at four important Indian stations namely New Delhi, Mumbai, Pune and Jaipur keeping in mind their different climatic conditions. For this study, REST2 (Reference Evaluation of Solar Transmittance, 2 bands, a high performance parametric model for the estimation of solar energy is used. REST2 derivation uses the two-band scheme as used in the CPCR2 (Code for Physical Computation of Radiation, 2 bands but CPCR2 does not include NO2 absorption, which is an important parameter for estimating solar energy. In this study, using ground measurements during 1986-2000 as reference, a MATLAB program is written to evaluate the performance of REST2 model at four proposed stations. The solar energy at four stations throughout the year is estimated and compared with CPCR2. The results obtained from REST2 model show the good agreement against the measured data on horizontal surface. The study reveals that REST2 models performs better and evaluate the best results as compared to the other existing models under cloudless sky for Indian climatic conditions.
Simultaneous estimation of parameters in the bivariate Emax model.
Magnusdottir, Bergrun T; Nyquist, Hans
2015-12-10
In this paper, we explore inference in multi-response, nonlinear models. By multi-response, we mean models with m > 1 response variables and accordingly m relations. Each parameter/explanatory variable may appear in one or more of the relations. We study a system estimation approach for simultaneous computation and inference of the model and (co)variance parameters. For illustration, we fit a bivariate Emax model to diabetes dose-response data. Further, the bivariate Emax model is used in a simulation study that compares the system estimation approach to equation-by-equation estimation. We conclude that overall, the system estimation approach performs better for the bivariate Emax model when there are dependencies among relations. The stronger the dependencies, the more we gain in precision by using system estimation rather than equation-by-equation estimation.
A RELATIVE STUDY ON COST ESTIMATION TECHNIQUES
K. Jayapratha; M. Muthamizharasan
2017-01-01
Software Cost Estimation is one of the most important part in software development. It involves in estimating the effort and cost in terms of money to complete the software development. Software Cost Estimation is very important when lines of code for the particular project exceeds certain limit, also when the software deployed with too many bugs and uncovered requirements the project will go incomplete. Software cost estimation of a project plays a vital role in acceptance or rejection of it...
Hidden Markov models estimation and control
Elliott, Robert J; Moore, John B
1995-01-01
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics. In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the Kalman filte
Kalman filter estimation model in flood forecasting
Husain, Tahir
Elementary precipitation and runoff estimation problems associated with hydrologic data collection networks are formulated in conjunction with the Kalman Filter Estimation Model. Examples involve the estimation of runoff using data from a single precipitation station and also from a number of precipitation stations. The formulations demonstrate the role of state-space, measurement, and estimation equations of the Kalman Filter Model in flood forecasting. To facilitate the formulation, the unit hydrograph concept and antecedent precipitation index is adopted in the estimation model. The methodology is then applied to estimate various flood events in the Carnation Creek of British Columbia.
Estimating the severity of safety related behaviour.
Svensson, Ase; Hydén, Christer
2006-03-01
The aim of this work is to be a starting point for a more thorough description and analysis of safety related road user behaviour in order to better understand the different parts forming the traffic safety processes. The background is that it is problematic to use analysis of crash data and conflict data in the everyday traffic safety work due to low occurrence rates and the focus on rather exceptional and unsuccessful events. A new framework must consider the following aspects: (1) The importance of feedback to the road users. (2) Inclusion of more frequent events, "normal" road user behaviours and the possibility to link them to a severity dimension. (3) Prediction of safety/unsafety based on the more frequent events. By constructing severity hierarchies based on a uniform severity dimension (Time to Accident/Conflicting Speed value) it is possible to both describe the closeness to a crash and to get a comprehensive understanding of the connection between behaviour and safety by both considering unsuccessful and successful interactive situations. These severity hierarchies would make it possible to consider road users' expectations due to feedback and estimate its safety relevance.
Parameter estimation, model reduction and quantum filtering
Chase, Bradley A.
This thesis explores the topics of parameter estimation and model reduction in the context of quantum filtering. The last is a mathematically rigorous formulation of continuous quantum measurement, in which a stream of auxiliary quantum systems is used to infer the state of a target quantum system. Fundamental quantum uncertainties appear as noise which corrupts the probe observations and therefore must be filtered in order to extract information about the target system. This is analogous to the classical filtering problem in which techniques of inference are used to process noisy observations of a system in order to estimate its state. Given the clear similarities between the two filtering problems, I devote the beginning of this thesis to a review of classical and quantum probability theory, stochastic calculus and filtering. This allows for a mathematically rigorous and technically adroit presentation of the quantum filtering problem and solution. Given this foundation, I next consider the related problem of quantum parameter estimation, in which one seeks to infer the strength of a parameter that drives the evolution of a probe quantum system. By embedding this problem in the state estimation problem solved by the quantum filter, I present the optimal Bayesian estimator for a parameter when given continuous measurements of the probe system to which it couples. For cases when the probe takes on a finite number of values, I review a set of sufficient conditions for asymptotic convergence of the estimator. For a continuous-valued parameter, I present a computational method called quantum particle filtering for practical estimation of the parameter. Using these methods, I then study the particular problem of atomic magnetometry and review an experimental method for potentially reducing the uncertainty in the estimate of the magnetic field beyond the standard quantum limit. The technique involves double-passing a probe laser field through the atomic system, giving
A Gaussian IV estimator of cointegrating relations
DEFF Research Database (Denmark)
Bårdsen, Gunnar; Haldrup, Niels
2006-01-01
In static single equation cointegration regression modelsthe OLS estimator will have a non-standard distribution unless regressors arestrictly exogenous. In the literature a number of estimators have been suggestedto deal with this problem, especially by the use of semi-nonparametricestimators. T......In static single equation cointegration regression modelsthe OLS estimator will have a non-standard distribution unless regressors arestrictly exogenous. In the literature a number of estimators have been suggestedto deal with this problem, especially by the use of semi...
Accurate genome relative abundance estimation based on shotgun metagenomic reads.
Directory of Open Access Journals (Sweden)
Li C Xia
Full Text Available Accurate estimation of microbial community composition based on metagenomic sequencing data is fundamental for subsequent metagenomics analysis. Prevalent estimation methods are mainly based on directly summarizing alignment results or its variants; often result in biased and/or unstable estimates. We have developed a unified probabilistic framework (named GRAMMy by explicitly modeling read assignment ambiguities, genome size biases and read distributions along the genomes. Maximum likelihood method is employed to compute Genome Relative Abundance of microbial communities using the Mixture Model theory (GRAMMy. GRAMMy has been demonstrated to give estimates that are accurate and robust across both simulated and real read benchmark datasets. We applied GRAMMy to a collection of 34 metagenomic read sets from four metagenomics projects and identified 99 frequent species (minimally 0.5% abundant in at least 50% of the data-sets in the human gut samples. Our results show substantial improvements over previous studies, such as adjusting the over-estimated abundance for Bacteroides species for human gut samples, by providing a new reference-based strategy for metagenomic sample comparisons. GRAMMy can be used flexibly with many read assignment tools (mapping, alignment or composition-based even with low-sensitivity mapping results from huge short-read datasets. It will be increasingly useful as an accurate and robust tool for abundance estimation with the growing size of read sets and the expanding database of reference genomes.
Model-based estimation of individual fitness
Link, W.A.; Cooch, E.G.; Cam, E.
2002-01-01
Fitness is the currency of natural selection, a measure of the propagation rate of genotypes into future generations. Its various definitions have the common feature that they are functions of survival and fertility rates. At the individual level, the operative level for natural selection, these rates must be understood as latent features, genetically determined propensities existing at birth. This conception of rates requires that individual fitness be defined and estimated by consideration of the individual in a modelled relation to a group of similar individuals; the only alternative is to consider a sample of size one, unless a clone of identical individuals is available. We present hierarchical models describing individual heterogeneity in survival and fertility rates and allowing for associations between these rates at the individual level. We apply these models to an analysis of life histories of Kittiwakes (Rissa tridactyla ) observed at several colonies on the Brittany coast of France. We compare Bayesian estimation of the population distribution of individual fitness with estimation based on treating individual life histories in isolation, as samples of size one (e.g. McGraw & Caswell, 1996).
Estimating relative risks for common outcome using PROC NLP.
Yu, Binbing; Wang, Zhuoqiao
2008-05-01
In cross-sectional or cohort studies with binary outcomes, it is biologically interpretable and of interest to estimate the relative risk or prevalence ratio, especially when the response rates are not rare. Several methods have been used to estimate the relative risk, among which the log-binomial models yield the maximum likelihood estimate (MLE) of the parameters. Because of restrictions on the parameter space, the log-binomial models often run into convergence problems. Some remedies, e.g., the Poisson and Cox regressions, have been proposed. However, these methods may give out-of-bound predicted response probabilities. In this paper, a new computation method using the SAS Nonlinear Programming (NLP) procedure is proposed to find the MLEs. The proposed NLP method was compared to the COPY method, a modified method to fit the log-binomial model. Issues in the implementation are discussed. For illustration, both methods were applied to data on the prevalence of microalbuminuria (micro-protein leakage into urine) for kidney disease patients from the Diabetes Control and Complications Trial. The sample SAS macro for calculating relative risk is provided in the appendix.
Directory of Open Access Journals (Sweden)
Gheorghe Săvoiu
2016-03-01
Full Text Available The article is based on several interrogative assumptions related to the positive impact of the crises and the recession on determinations in the econometric models of Romania’s GDP as a variable dependent in relation to the export and import of fuels. After a short introductory section, which details, in a relative manner, the overall goal and the objectives of the paper, a first section makes use of elasticity and the modern solutions of building the coefficient of elasticity, proposing an original alternative to existing variants, and afterwards the next section builds on these statistical tools in the econometric modeling of Romania’s GDP, starting from the ratios and value indicators and offering a few original models where the export and import of fuels are the key initial explanatory factors. The final remarks reinterpret the role of the energy resources, as well as that of the related flows, in enhancing statistical connections, and especially the role of crises and recessions in validating econometric models, by raising their degree of predictability.
Outlier Rejecting Multirate Model for State Estimation
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
Wavelet transform was introduced to detect and eliminate outliers in time-frequency domain. The outlier rejection and multirate information extraction were initially incorporated by wavelet transform, a new outlier rejecting multirate model for state estimation was proposed. The model is applied to state estimation with interacting multiple model, as the outlier is eliminated and more reasonable multirate information is extracted, the estimation accuracy is greatly enhanced. The simulation results prove that the new model is robust to outliers and the estimation performance is significantly improved.
Bayesian Estimation of a Mixture Model
Directory of Open Access Journals (Sweden)
Ilhem Merah
2015-05-01
Full Text Available We present the properties of a bathtub curve reliability model having both a sufficient adaptability and a minimal number of parameters introduced by Idée and Pierrat (2010. This one is a mixture of a Gamma distribution G(2, (1/θ and a new distribution L(θ. We are interesting by Bayesian estimation of the parameters and survival function of this model with a squared-error loss function and non-informative prior using the approximations of Lindley (1980 and Tierney and Kadane (1986. Using a statistical sample of 60 failure data relative to a technical device, we illustrate the results derived. Based on a simulation study, comparisons are made between these two methods and the maximum likelihood method of this two parameters model.
Efficient Estimation in Heteroscedastic Varying Coefficient Models
Directory of Open Access Journals (Sweden)
Chuanhua Wei
2015-07-01
Full Text Available This paper considers statistical inference for the heteroscedastic varying coefficient model. We propose an efficient estimator for coefficient functions that is more efficient than the conventional local-linear estimator. We establish asymptotic normality for the proposed estimator and conduct some simulation to illustrate the performance of the proposed method.
Estimating Canopy Dark Respiration for Crop Models
Monje Mejia, Oscar Alberto
2014-01-01
Crop production is obtained from accurate estimates of daily carbon gain.Canopy gross photosynthesis (Pgross) can be estimated from biochemical models of photosynthesis using sun and shaded leaf portions and the amount of intercepted photosyntheticallyactive radiation (PAR).In turn, canopy daily net carbon gain can be estimated from canopy daily gross photosynthesis when canopy dark respiration (Rd) is known.
Energy Technology Data Exchange (ETDEWEB)
Kim, Myungsoo; Kim, Seok Won; Lee, Sung Uk; Lee, Nam Kwon; Jung, So-Youn; Kim, Tae Hyun; Lee, Eun Sook; Kang, Han-Sung [Research Institute and Hospital, National Cancer Center, Goyang (Korea, Republic of); Shin, Kyung Hwan, E-mail: shin.kyunghwan@gmail.com [Research Institute and Hospital, National Cancer Center, Goyang (Korea, Republic of)
2013-07-01
Purpose: The development of breast cancer-related lymphedema (LE) is closely related to the number of dissected axillary lymph nodes (N-ALNs), chemotherapy, and radiation therapy. In this study, we attempted to estimate the risk of LE based on combinations of these treatment-related factors. Methods and Materials: A total of 772 patients with breast cancer, who underwent primary surgery with axillary lymph node dissection from 2004 to 2009, were retrospectively analyzed. Adjuvant chemotherapy (ACT) was performed in 677 patients (88%). Among patients who received radiation therapy (n=675), 274 (35%) received supraclavicular radiation therapy (SCRT). Results: At a median follow-up of 5.1 years (range, 3.0-8.3 years), 127 patients had developed LE. The overall 5-year cumulative incidence of LE was 17%. Among the 127 affected patients, LE occurred within 2 years after surgery in 97 (76%) and within 3 years in 115 (91%) patients. Multivariate analysis showed that N-ALN (hazard ratio [HR], 2.81; P<.001), ACT (HR, 4.14; P=.048), and SCRT (HR, 3.24; P<.001) were independent risk factors for LE. The total number of risk factors correlated well with the incidence of LE. Patients with no risk or 1 risk factor showed a significantly lower 5-year probability of LE (3%) than patients with 2 (19%) or 3 risk factors (38%) (P<.001). Conclusions: The risk factors associated with LE were N-ALN, ACT, and SCRT. A simple model using combinations of these factors may help clinicians predict the risk of LE.
2012-01-01
Background We examine the effect of heat waves on mortality, over and above what would be predicted on the basis of temperature alone. Methods Present modeling approaches may not fully capture extra effects relating to heat wave duration, possibly because the mechanisms of action and the population at risk are different under more extreme conditions. Modeling such extra effects can be achieved using the commonly left-out effect-modification between the lags of temperature in distributed lag models. Results Using data from Stockholm, Sweden, and a variety of modeling approaches, we found that heat wave effects amount to a stable and statistically significant 8.1-11.6% increase in excess deaths per heat wave day. The effects explicitly relating to heat wave duration (2.0–3.9% excess deaths per day) were more sensitive to the degrees of freedom allowed for in the overall temperature-mortality relationship. However, allowing for a very large number of degrees of freedom indicated over-fitting the overall temperature-mortality relationship. Conclusions Modeling additional heat wave effects, e.g. between lag effect-modification, can give a better description of the effects from extreme temperatures, particularly in the non-elderly population. We speculate that it is biologically plausible to differentiate effects from heat and heat wave duration. PMID:22490779
PARAMETER ESTIMATION OF ENGINEERING TURBULENCE MODEL
Institute of Scientific and Technical Information of China (English)
钱炜祺; 蔡金狮
2001-01-01
A parameter estimation algorithm is introduced and used to determine the parameters in the standard k-ε two equation turbulence model (SKE). It can be found from the estimation results that although the parameter estimation method is an effective method to determine model parameters, it is difficult to obtain a set of parameters for SKE to suit all kinds of separated flow and a modification of the turbulence model structure should be considered. So, a new nonlinear k-ε two-equation model (NNKE) is put forward in this paper and the corresponding parameter estimation technique is applied to determine the model parameters. By implementing the NNKE to solve some engineering turbulent flows, it is shown that NNKE is more accurate and versatile than SKE. Thus, the success of NNKE implies that the parameter estimation technique may have a bright prospect in engineering turbulence model research.
Analysis of Empirical Software Effort Estimation Models
Basha, Saleem
2010-01-01
Reliable effort estimation remains an ongoing challenge to software engineers. Accurate effort estimation is the state of art of software engineering, effort estimation of software is the preliminary phase between the client and the business enterprise. The relationship between the client and the business enterprise begins with the estimation of the software. The credibility of the client to the business enterprise increases with the accurate estimation. Effort estimation often requires generalizing from a small number of historical projects. Generalization from such limited experience is an inherently under constrained problem. Accurate estimation is a complex process because it can be visualized as software effort prediction, as the term indicates prediction never becomes an actual. This work follows the basics of the empirical software effort estimation models. The goal of this paper is to study the empirical software effort estimation. The primary conclusion is that no single technique is best for all sit...
Nomogram to estimate age-related MAC.
Lerou, J.G.C.
2004-01-01
BACKGROUND: In clinical practice it is difficult to estimate rapidly two important values: (i) the total age-corrected MAC multiple from measured end-expired concentrations of volatile agent and nitrous oxide; (ii) the end-expired concentration of volatile agent needed to obtain a given total MAC
On parameter estimation in deformable models
DEFF Research Database (Denmark)
Fisker, Rune; Carstensen, Jens Michael
1998-01-01
Deformable templates have been intensively studied in image analysis through the last decade, but despite its significance the estimation of model parameters has received little attention. We present a method for supervised and unsupervised model parameter estimation using a general Bayesian...... method is based on a modified version of the EM algorithm. Experimental results for a deformable template used for textile inspection are presented...
PARAMETER ESTIMATION IN BREAD BAKING MODEL
Directory of Open Access Journals (Sweden)
Hadiyanto Hadiyanto
2012-05-01
Full Text Available Bread product quality is highly dependent to the baking process. A model for the development of product quality, which was obtained by using quantitative and qualitative relationships, was calibrated by experiments at a fixed baking temperature of 200°C alone and in combination with 100 W microwave powers. The model parameters were estimated in a stepwise procedure i.e. first, heat and mass transfer related parameters, then the parameters related to product transformations and finally product quality parameters. There was a fair agreement between the calibrated model results and the experimental data. The results showed that the applied simple qualitative relationships for quality performed above expectation. Furthermore, it was confirmed that the microwave input is most meaningful for the internal product properties and not for the surface properties as crispness and color. The model with adjusted parameters was applied in a quality driven food process design procedure to derive a dynamic operation pattern, which was subsequently tested experimentally to calibrate the model. Despite the limited calibration with fixed operation settings, the model predicted well on the behavior under dynamic convective operation and on combined convective and microwave operation. It was expected that the suitability between model and baking system could be improved further by performing calibration experiments at higher temperature and various microwave power levels. Abstrak PERKIRAAN PARAMETER DALAM MODEL UNTUK PROSES BAKING ROTI. Kualitas produk roti sangat tergantung pada proses baking yang digunakan. Suatu model yang telah dikembangkan dengan metode kualitatif dan kuantitaif telah dikalibrasi dengan percobaan pada temperatur 200oC dan dengan kombinasi dengan mikrowave pada 100 Watt. Parameter-parameter model diestimasi dengan prosedur bertahap yaitu pertama, parameter pada model perpindahan masa dan panas, parameter pada model transformasi, dan
Estimation in partial linear EV models with replicated observations
Institute of Scientific and Technical Information of China (English)
CUI; Hengjian
2004-01-01
The aim of this work is to construct the parameter estimators in the partial linear errors-in-variables (EV) models and explore their asymptotic properties. Unlike other related References, the assumption of known error covariance matrix is removed when the sample can be repeatedly drawn at each designed point from the model. The estimators of interested regression parameters, and the model error variance, as well as the nonparametric function, are constructed. Under some regular conditions, all of the estimators prove strongly consistent. Meanwhile, the asymptotic normality for the estimator of regression parameter is also presented. A simulation study is reported to illustrate our asymptotic results.
Parameter Estimation, Model Reduction and Quantum Filtering
Chase, Bradley A
2009-01-01
This dissertation explores the topics of parameter estimation and model reduction in the context of quantum filtering. Chapters 2 and 3 provide a review of classical and quantum probability theory, stochastic calculus and filtering. Chapter 4 studies the problem of quantum parameter estimation and introduces the quantum particle filter as a practical computational method for parameter estimation via continuous measurement. Chapter 5 applies these techniques in magnetometry and studies the estimator's uncertainty scalings in a double-pass atomic magnetometer. Chapter 6 presents an efficient feedback controller for continuous-time quantum error correction. Chapter 7 presents an exact model of symmetric processes of collective qubit systems.
Modelling dense relational data
DEFF Research Database (Denmark)
Herlau, Tue; Mørup, Morten; Schmidt, Mikkel Nørgaard;
2012-01-01
Relational modelling classically consider sparse and discrete data. Measures of influence computed pairwise between temporal sources naturally give rise to dense continuous-valued matrices, for instance p-values from Granger causality. Due to asymmetry or lack of positive definiteness they are no......Relational modelling classically consider sparse and discrete data. Measures of influence computed pairwise between temporal sources naturally give rise to dense continuous-valued matrices, for instance p-values from Granger causality. Due to asymmetry or lack of positive definiteness...... they are not naturally suited for kernel K-means. We propose a generative Bayesian model for dense matrices which generalize kernel K-means to consider off-diagonal interactions in matrices of interactions, and demonstrate its ability to detect structure on both artificial data and two real data sets....
Mineral resources estimation based on block modeling
Bargawa, Waterman Sulistyana; Amri, Nur Ali
2016-02-01
The estimation in this paper uses three kinds of block models of nearest neighbor polygon, inverse distance squared and ordinary kriging. The techniques are weighting scheme which is based on the principle that block content is a linear combination of the grade data or the sample around the block being estimated. The case study in Pongkor area, here is gold-silver resource modeling that allegedly shaped of quartz vein as a hydrothermal process of epithermal type. Resources modeling includes of data entry, statistical and variography analysis of topography and geological model, the block model construction, estimation parameter, presentation model and tabulation of mineral resources. Skewed distribution, here isolated by robust semivariogram. The mineral resources classification generated in this model based on an analysis of the kriging standard deviation and number of samples which are used in the estimation of each block. Research results are used to evaluate the performance of OK and IDS estimator. Based on the visual and statistical analysis, concluded that the model of OK gives the estimation closer to the data used for modeling.
Estimation of a multivariate mean under model selection uncertainty
Directory of Open Access Journals (Sweden)
Georges Nguefack-Tsague
2014-05-01
Full Text Available Model selection uncertainty would occur if we selected a model based on one data set and subsequently applied it for statistical inferences, because the "correct" model would not be selected with certainty. When the selection and inference are based on the same dataset, some additional problems arise due to the correlation of the two stages (selection and inference. In this paper model selection uncertainty is considered and model averaging is proposed. The proposal is related to the theory of James and Stein of estimating more than three parameters from independent normal observations. We suggest that a model averaging scheme taking into account the selection procedure could be more appropriate than model selection alone. Some properties of this model averaging estimator are investigated; in particular we show using Stein's results that it is a minimax estimator and can outperform Stein-type estimators.
Amplitude Models for Discrimination and Yield Estimation
Energy Technology Data Exchange (ETDEWEB)
Phillips, William Scott [Los Alamos National Lab. (LANL), Los Alamos, NM (United States)
2016-09-01
This seminar presentation describes amplitude models and yield estimations that look at the data in order to inform legislation. The following points were brought forth in the summary: global models that will predict three-component amplitudes (R-T-Z) were produced; Q models match regional geology; corrected source spectra can be used for discrimination and yield estimation; three-component data increase coverage and reduce scatter in source spectral estimates; three-component efforts must include distance-dependent effects; a community effort on instrument calibration is needed.
Estimation of Wind Turbulence Using Spectral Models
DEFF Research Database (Denmark)
Soltani, Mohsen; Knudsen, Torben; Bak, Thomas
2011-01-01
The production and loading of wind farms are significantly influenced by the turbulence of the flowing wind field. Estimation of turbulence allows us to optimize the performance of the wind farm. Turbulence estimation is; however, highly challenging due to the chaotic behavior of the wind....... In this paper, a method is presented for estimation of the turbulence. The spectral model of the wind is used in order to provide the estimations. The suggested estimation approach is applied to a case study in which the objective is to estimate wind turbulence at desired points using the measurements of wind...... speed outside the wind field. The results show that the method is able to provide estimations which explain more than 50% of the wind turbulence from the distance of about 300 meters....
Vision System for Relative Motion Estimation from Optical Flow
Directory of Open Access Journals (Sweden)
Sergey M. Sokolov
2010-08-01
Full Text Available For the recent years there was an increasing interest in different methods of motion analysis based on visual data acquisition. Vision systems, intended to obtain quantitative data regarding motion in real time are especially in demand. This paper talks about the vision systems that allow the receipt of information on relative object motion in real time. It is shown, that the algorithms solving a wide range of practical problems by definition of relative movement can be generated on the basis of the known algorithms of an optical flow calculation. One of the system's goals is the creation of economically efficient intellectual sensor prototype in order to estimate relative objects motion based on optic flow. The results of the experiments with a prototype system model are shown.
Bala, G.; Narayanappa, D.; Chaturvedi, R.; Caldeira, K.; Nemani, R. R.
2013-12-01
Global carbon budget studies indicate that the terrestrial ecosystems have remained a large sink for carbon in recent decades despite deforestation activities. Carbon uptake due to CO2- fertilization, N deposition and regrowth of mid-latitude forests are believed to be the key drivers. In this study, we assess the importance of N deposition by performing idealized near-equilibrium simulations using the Community Land Model 4.0 (CLM4). In our 1000-year equilibrium simulations, only 12-17% of the deposited Nitrogen is assimilated into the ecosystem and the corresponding carbon uptake can be inferred from a C:N ratio of 20:1. We calculate the sensitivity of the terrestrial biosphere for CO2-fertilization, climate warming and N deposition as changes in total ecosystem carbon for unit changes in global mean atmospheric CO2 concentration, global mean temperature and Tera grams of Nitrogen deposition per year, respectively. Based on these sensitivities, it is estimated that about 242 PgC could have been taken up by land due to the CO2 fertilization effect and an additional 175 PgC taken up as a result of the increased N deposition since the pre-industrial period. Because of climate warming, terrestrial ecosystem could have lost about 152 PgC during the same period. Therefore, since preindustrial times terrestrial carbon losses due to warming may have been approximately compensated by effects of increased N deposition, whereas the effect of CO2-fertilization is approximately indicative of the current increase in terrestrial carbon stock. Our simulations also suggest that the sensitivity of carbon storage to increased N deposition decreases beyond current levels, indicating climate warming effects on carbon storage may overwhelm N deposition effects in the future.
Bayesian estimation of the network autocorrelation model
Dittrich, D.; Leenders, R.T.A.J.; Mulder, J.
2017-01-01
The network autocorrelation model has been extensively used by researchers interested modeling social influence effects in social networks. The most common inferential method in the model is classical maximum likelihood estimation. This approach, however, has known problems such as negative bias of
Hastings, Astley; Abdalla, Mohamed; Bell, Madeleine; Blagodatskiy, Sergey; Datta, Arindam; Dondini, Marta; Fitton, Nuala; Jones, Ed; Klumpp, Katja; Nemoto, Rie; Richards, Mark; Yeluripati, Jagadeesh; Smith, Pete
2013-04-01
Since humans cultivated crops, domesticated livestock and exploited woods and grasslands they have directly changed land use. In Europe, most of the landscapes are anthropogenically influenced. Each land use will have its carbon stock in the soil and vegetation that will depend on the geography, parent material of the soil, the climate and its land use history. For each land use and cover the soil carbon stock will reach a steady state where the rate of decomposition of the soil carbon is balanced by the organic material input each year. Each type of vegetation will reach a steady state depending on the length of its plants life cycle; for annual plants it is months, perennial grasslands it is years and for forest it is decades or centuries. In addition, the management of the crops, grasses or trees can be intensive, where the maximum vegetation is harvested or grazed, or extensive, when part of the plant material is left as a soil input. Net carbon flux will depend on the carbon balance between photosynthesis and respiration. Methane flux will mainly depend of the water content and redox potential of the soil and nitrous oxide emissions will depend of the type and amount of nitrogen input, pH and the relative timing of rainfall events, as well as the climatic conditions. In his study we have used site experiments to parameterize ecosystem models such as ECOSSE, DAYCENT, PASIM and DNDC on sites where there were more than one land use treatment to investigate the relative impact of human direct and indirect drivers compared to natural ones. Once the models have been parameterized the drivers to be investigated are systematically changed. The land uses investigated are grassland, forest, peatland and cropland. The direct drivers investigated are land use change (from cropland and grassland to bioenergy grasses, cropland to grassland and forest) and management change from intensive to extensive and vice versa. The management drivers investigated include tillage
INTEGRATED SPEED ESTIMATION MODEL FOR MULTILANE EXPREESSWAYS
Hong, Sungjoon; Oguchi, Takashi
In this paper, an integrated speed-estimation model is developed based on empirical analyses for the basic sections of intercity multilane expressway un der the uncongested condition. This model enables a speed estimation for each lane at any site under arb itrary highway-alignment, traffic (traffic flow and truck percentage), and rainfall conditions. By combin ing this model and a lane-use model which estimates traffic distribution on the lanes by each vehicle type, it is also possible to es timate an average speed across all the lanes of one direction from a traffic demand by vehicle type under specific highway-alignment and rainfall conditions. This model is exp ected to be a tool for the evaluation of traffic performance for expressways when the performance me asure is travel speed, which is necessary for Performance-Oriented Highway Planning and Design. Regarding the highway-alignment condition, two new estimators, called effective horizo ntal curvature and effective vertical grade, are proposed in this paper which take into account the influence of upstream and downstream alignment conditions. They are applied to the speed-estimation model, and it shows increased accuracy of the estimation.
Model error estimation in ensemble data assimilation
Directory of Open Access Journals (Sweden)
S. Gillijns
2007-01-01
Full Text Available A new methodology is proposed to estimate and account for systematic model error in linear filtering as well as in nonlinear ensemble based filtering. Our results extend the work of Dee and Todling (2000 on constant bias errors to time-varying model errors. In contrast to existing methodologies, the new filter can also deal with the case where no dynamical model for the systematic error is available. In the latter case, the applicability is limited by a matrix rank condition which has to be satisfied in order for the filter to exist. The performance of the filter developed in this paper is limited by the availability and the accuracy of observations and by the variance of the stochastic model error component. The effect of these aspects on the estimation accuracy is investigated in several numerical experiments using the Lorenz (1996 model. Experimental results indicate that the availability of a dynamical model for the systematic error significantly reduces the variance of the model error estimates, but has only minor effect on the estimates of the system state. The filter is able to estimate additive model error of any type, provided that the rank condition is satisfied and that the stochastic errors and measurement errors are significantly smaller than the systematic errors. The results of this study are encouraging. However, it remains to be seen how the filter performs in more realistic applications.
Regional fuzzy chain model for evapotranspiration estimation
Güçlü, Yavuz Selim; Subyani, Ali M.; Şen, Zekai
2017-01-01
Evapotranspiration (ET) is one of the main hydrological cycle components that has extreme importance for water resources management and agriculture especially in arid and semi-arid regions. In this study, regional ET estimation models based on the fuzzy logic (FL) principles are suggested, where the first stage includes the ET calculation via Penman-Monteith equation, which produces reliable results. In the second phase, ET estimations are produced according to the conventional FL inference system model. In this paper, regional fuzzy model (RFM) and regional fuzzy chain model (RFCM) are proposed through the use of adjacent stations' data in order to fill the missing ones. The application of the two models produces reliable and satisfactory results for mountainous and sea region locations in the Kingdom of Saudi Arabia, but comparatively RFCM estimations have more accuracy. In general, the mean absolute percentage error is less than 10%, which is acceptable in practical applications.
Distribution Theory for Glass's Estimator of Effect Size and Related Estimators.
Hedges, Larry V.
1981-01-01
Glass's estimator of effect size, the sample mean difference divided by the sample standard deviation, is studied in the context of an explicit statistical model. The exact distribution of Glass's estimator is obtained and the estimator is shown to have a small sample bias. Alternatives are proposed and discussed. (Author/JKS)
Parameter Estimation of Partial Differential Equation Models
Xun, Xiaolei
2013-09-01
Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown and need to be estimated from the measurements of the dynamic system in the presence of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from long-range infrared light detection and ranging data. Supplementary materials for this article are available online. © 2013 American Statistical Association.
Conditional shape models for cardiac motion estimation
DEFF Research Database (Denmark)
Metz, Coert; Baka, Nora; Kirisli, Hortense
2010-01-01
We propose a conditional statistical shape model to predict patient specific cardiac motion from the 3D end-diastolic CTA scan. The model is built from 4D CTA sequences by combining atlas based segmentation and 4D registration. Cardiac motion estimation is, for example, relevant in the dynamic...
Hydrograph estimation with fuzzy chain model
Güçlü, Yavuz Selim; Şen, Zekai
2016-07-01
Hydrograph peak discharge estimation is gaining more significance with unprecedented urbanization developments. Most of the existing models do not yield reliable peak discharge estimations for small basins although they provide acceptable results for medium and large ones. In this study, fuzzy chain model (FCM) is suggested by considering the necessary adjustments based on some measurements over a small basin, Ayamama basin, within Istanbul City, Turkey. FCM is based on Mamdani and the Adaptive Neuro Fuzzy Inference Systems (ANFIS) methodologies, which yield peak discharge estimation. The suggested model is compared with two well-known approaches, namely, Soil Conservation Service (SCS)-Snyder and SCS-Clark methodologies. In all the methods, the hydrographs are obtained through the use of dimensionless unit hydrograph concept. After the necessary modeling, computation, verification and adaptation stages comparatively better hydrographs are obtained by FCM. The mean square error for the FCM is many folds smaller than the other methodologies, which proves outperformance of the suggested methodology.
Bayesian mixture models for spectral density estimation
Cadonna, Annalisa
2017-01-01
We introduce a novel Bayesian modeling approach to spectral density estimation for multiple time series. Considering first the case of non-stationary timeseries, the log-periodogram of each series is modeled as a mixture of Gaussiandistributions with frequency-dependent weights and mean functions. The implied model for the log-spectral density is a mixture of linear mean functionswith frequency-dependent weights. The mixture weights are built throughsuccessive differences of a logit-normal di...
Estimation and uncertainty of reversible Markov models
Trendelkamp-Schroer, Benjamin; Paul, Fabian; Noé, Frank
2015-01-01
Reversibility is a key concept in the theory of Markov models, simplified kinetic models for the conforma- tion dynamics of molecules. The analysis and interpretation of the transition matrix encoding the kinetic properties of the model relies heavily on the reversibility property. The estimation of a reversible transition matrix from simulation data is therefore crucial to the successful application of the previously developed theory. In this work we discuss methods for the maximum likelihood estimation of transition matrices from finite simulation data and present a new algorithm for the estimation if reversibility with respect to a given stationary vector is desired. We also develop new methods for the Bayesian posterior inference of reversible transition matrices with and without given stationary vector taking into account the need for a suitable prior distribution preserving the meta-stable features of the observed process during posterior inference.
Developing Physician Migration Estimates for Workforce Models.
Holmes, George M; Fraher, Erin P
2017-02-01
To understand factors affecting specialty heterogeneity in physician migration. Physicians in the 2009 American Medical Association Masterfile data were matched to those in the 2013 file. Office locations were geocoded in both years to one of 293 areas of the country. Estimated utilization, calculated for each specialty, was used as the primary predictor of migration. Physician characteristics (e.g., specialty, age, sex) were obtained from the 2009 file. Area characteristics and other factors influencing physician migration (e.g., rurality, presence of teaching hospital) were obtained from various sources. We modeled physician location decisions as a two-part process: First, the physician decides whether to move. Second, conditional on moving, a conditional logit model estimates the probability a physician moved to a particular area. Separate models were estimated by specialty and whether the physician was a resident. Results differed between specialties and according to whether the physician was a resident in 2009, indicating heterogeneity in responsiveness to policies. Physician migration was higher between geographically proximate states with higher utilization for that specialty. Models can be used to estimate specialty-specific migration patterns for more accurate workforce modeling, including simulations to model the effect of policy changes. © Health Research and Educational Trust.
Error estimation and adaptive chemical transport modeling
Directory of Open Access Journals (Sweden)
Malte Braack
2014-09-01
Full Text Available We present a numerical method to use several chemical transport models of increasing accuracy and complexity in an adaptive way. In largest parts of the domain, a simplified chemical model may be used, whereas in certain regions a more complex model is needed for accuracy reasons. A mathematically derived error estimator measures the modeling error and provides information where to use more accurate models. The error is measured in terms of output functionals. Therefore, one has to consider adjoint problems which carry sensitivity information. This concept is demonstrated by means of ozone formation and pollution emission.
Estimating Model Evidence Using Data Assimilation
Carrassi, Alberto; Bocquet, Marc; Hannart, Alexis; Ghil, Michael
2017-04-01
We review the field of data assimilation (DA) from a Bayesian perspective and show that, in addition to its by now common application to state estimation, DA may be used for model selection. An important special case of the latter is the discrimination between a factual model - which corresponds, to the best of the modeller's knowledge, to the situation in the actual world in which a sequence of events has occurred-and a counterfactual model, in which a particular forcing or process might be absent or just quantitatively different from the actual world. Three different ensemble-DA methods are reviewed for this purpose: the ensemble Kalman filter (EnKF), the ensemble four-dimensional variational smoother (En-4D-Var), and the iterative ensemble Kalman smoother (IEnKS). An original contextual formulation of model evidence (CME) is introduced. It is shown how to apply these three methods to compute CME, using the approximated time-dependent probability distribution functions (pdfs) each of them provide in the process of state estimation. The theoretical formulae so derived are applied to two simplified nonlinear and chaotic models: (i) the Lorenz three-variable convection model (L63), and (ii) the Lorenz 40- variable midlatitude atmospheric dynamics model (L95). The numerical results of these three DA-based methods and those of an integration based on importance sampling are compared. It is found that better CME estimates are obtained by using DA, and the IEnKS method appears to be best among the DA methods. Differences among the performance of the three DA-based methods are discussed as a function of model properties. Finally, the methodology is implemented for parameter estimation and for event attribution.
BAYESIAN ESTIMATION IN SHARED COMPOUND POISSON FRAILTY MODELS
Directory of Open Access Journals (Sweden)
David D. Hanagal
2015-06-01
Full Text Available In this paper, we study the compound Poisson distribution as the shared frailty distribution and two different baseline distributions namely Pareto and linear failure rate distributions for modeling survival data. We are using the Markov Chain Monte Carlo (MCMC technique to estimate parameters of the proposed models by introducing the Bayesian estimation procedure. In the present study, a simulation is done to compare the true values of parameters with the estimated values. We try to fit the proposed models to a real life bivariate survival data set of McGrilchrist and Aisbett (1991 related to kidney infection. Also, we present a comparison study for the same data by using model selection criterion, and suggest a better frailty model out of two proposed frailty models.
Robust estimation procedure in panel data model
Energy Technology Data Exchange (ETDEWEB)
Shariff, Nurul Sima Mohamad [Faculty of Science of Technology, Universiti Sains Islam Malaysia (USIM), 71800, Nilai, Negeri Sembilan (Malaysia); Hamzah, Nor Aishah [Institute of Mathematical Sciences, Universiti Malaya, 50630, Kuala Lumpur (Malaysia)
2014-06-19
The panel data modeling has received a great attention in econometric research recently. This is due to the availability of data sources and the interest to study cross sections of individuals observed over time. However, the problems may arise in modeling the panel in the presence of cross sectional dependence and outliers. Even though there are few methods that take into consideration the presence of cross sectional dependence in the panel, the methods may provide inconsistent parameter estimates and inferences when outliers occur in the panel. As such, an alternative method that is robust to outliers and cross sectional dependence is introduced in this paper. The properties and construction of the confidence interval for the parameter estimates are also considered in this paper. The robustness of the procedure is investigated and comparisons are made to the existing method via simulation studies. Our results have shown that robust approach is able to produce an accurate and reliable parameter estimates under the condition considered.
Adaptive Covariance Estimation with model selection
Biscay, Rolando; Loubes, Jean-Michel
2012-01-01
We provide in this paper a fully adaptive penalized procedure to select a covariance among a collection of models observing i.i.d replications of the process at fixed observation points. For this we generalize previous results of Bigot and al. and propose to use a data driven penalty to obtain an oracle inequality for the estimator. We prove that this method is an extension to the matricial regression model of the work by Baraud.
Error Estimates of Theoretical Models: a Guide
Dobaczewski, J; Reinhard, P -G
2014-01-01
This guide offers suggestions/insights on uncertainty quantification of nuclear structure models. We discuss a simple approach to statistical error estimates, strategies to assess systematic errors, and show how to uncover inter-dependencies by correlation analysis. The basic concepts are illustrated through simple examples. By providing theoretical error bars on predicted quantities and using statistical methods to study correlations between observables, theory can significantly enhance the feedback between experiment and nuclear modeling.
Estimating an Activity Driven Hidden Markov Model
Meyer, David A.; Shakeel, Asif
2015-01-01
We define a Hidden Markov Model (HMM) in which each hidden state has time-dependent $\\textit{activity levels}$ that drive transitions and emissions, and show how to estimate its parameters. Our construction is motivated by the problem of inferring human mobility on sub-daily time scales from, for example, mobile phone records.
Relative Attitude and Position Estimation for Spacecraft from Multiple Geometric Features
Institute of Scientific and Technical Information of China (English)
Jianying Wang; Haizhao Liang; Hui Liu; Dong Ye; Zhaowei Sun
2016-01-01
This paper investigates the pose and motion estimation problem using single camera measurement for spacecraft. The leader spacecraft of three⁃dimensional shape is observed by a calibrated camera fixed on the follower spacecraft. Based on dual numbers, an integrated observation model is proposed based on a combination of multiple geometric features including points, lines and circles, which can improve the robustness and accuracy of the estimation algorithm. A six⁃degree⁃of⁃freedom relative motion model is proposed by using the dual quaternion representation, in which the rotation⁃translation coupling effect due to the points deviating from the center of the mass is described. Employing the proposed observation model and dynamics model, an Extended Kalman Filter is presented to estimate the relative state between the two spacecraft. Numerical simulations are performed to evaluate the proposed approaches, showing the convergence of relative estimation errors and superior estimation performance.
Relative risk regression models with inverse polynomials.
Ning, Yang; Woodward, Mark
2013-08-30
The proportional hazards model assumes that the log hazard ratio is a linear function of parameters. In the current paper, we model the log relative risk as an inverse polynomial, which is particularly suitable for modeling bounded and asymmetric functions. The parameters estimated by maximizing the partial likelihood are consistent and asymptotically normal. The advantages of the inverse polynomial model over the ordinary polynomial model and the fractional polynomial model for fitting various asymmetric log relative risk functions are shown by simulation. The utility of the method is further supported by analyzing two real data sets, addressing the specific question of the location of the minimum risk threshold.
High-dimensional model estimation and model selection
CERN. Geneva
2015-01-01
I will review concepts and algorithms from high-dimensional statistics for linear model estimation and model selection. I will particularly focus on the so-called p>>n setting where the number of variables p is much larger than the number of samples n. I will focus mostly on regularized statistical estimators that produce sparse models. Important examples include the LASSO and its matrix extension, the Graphical LASSO, and more recent non-convex methods such as the TREX. I will show the applicability of these estimators in a diverse range of scientific applications, such as sparse interaction graph recovery and high-dimensional classification and regression problems in genomics.
Global solar radiation estimation from relative sunshine hours in Yemen
Energy Technology Data Exchange (ETDEWEB)
Abdul-Aziz, J.; A-Nagi, A.; Zumailan, A.A.R. (Aden Univ. (Yemen, Republic of))
1993-01-01
The existing measurements of global solar radiation and sunshine duration for Yemen are examined. The errors of estimating global solar radiation from sunshine hour measurements using Angstrom's relation are evaluated. As a simple predictor for global solar radiation, an average Angstrom relation in the form H-bar/H[sub o] = 0.3518 + 0.3162 n/N for all stations is evaluated. Other Angstrom correlation relations are also proposed by classifying the stations under study into four groups. The estimated results are compared and seem to be satisfactory in the latter case. (Author)
Comparing interval estimates for small sample ordinal CFA models.
Natesan, Prathiba
2015-01-01
Robust maximum likelihood (RML) and asymptotically generalized least squares (AGLS) methods have been recommended for fitting ordinal structural equation models. Studies show that some of these methods underestimate standard errors. However, these studies have not investigated the coverage and bias of interval estimates. An estimate with a reasonable standard error could still be severely biased. This can only be known by systematically investigating the interval estimates. The present study compares Bayesian, RML, and AGLS interval estimates of factor correlations in ordinal confirmatory factor analysis models (CFA) for small sample data. Six sample sizes, 3 factor correlations, and 2 factor score distributions (multivariate normal and multivariate mildly skewed) were studied. Two Bayesian prior specifications, informative and relatively less informative were studied. Undercoverage of confidence intervals and underestimation of standard errors was common in non-Bayesian methods. Underestimated standard errors may lead to inflated Type-I error rates. Non-Bayesian intervals were more positive biased than negatively biased, that is, most intervals that did not contain the true value were greater than the true value. Some non-Bayesian methods had non-converging and inadmissible solutions for small samples and non-normal data. Bayesian empirical standard error estimates for informative and relatively less informative priors were closer to the average standard errors of the estimates. The coverage of Bayesian credibility intervals was closer to what was expected with overcoverage in a few cases. Although some Bayesian credibility intervals were wider, they reflected the nature of statistical uncertainty that comes with the data (e.g., small sample). Bayesian point estimates were also more accurate than non-Bayesian estimates. The results illustrate the importance of analyzing coverage and bias of interval estimates, and how ignoring interval estimates can be misleading
Multiple imputation for handling missing outcome data when estimating the relative risk.
Sullivan, Thomas R; Lee, Katherine J; Ryan, Philip; Salter, Amy B
2017-09-06
Multiple imputation is a popular approach to handling missing data in medical research, yet little is known about its applicability for estimating the relative risk. Standard methods for imputing incomplete binary outcomes involve logistic regression or an assumption of multivariate normality, whereas relative risks are typically estimated using log binomial models. It is unclear whether misspecification of the imputation model in this setting could lead to biased parameter estimates. Using simulated data, we evaluated the performance of multiple imputation for handling missing data prior to estimating adjusted relative risks from a correctly specified multivariable log binomial model. We considered an arbitrary pattern of missing data in both outcome and exposure variables, with missing data induced under missing at random mechanisms. Focusing on standard model-based methods of multiple imputation, missing data were imputed using multivariate normal imputation or fully conditional specification with a logistic imputation model for the outcome. Multivariate normal imputation performed poorly in the simulation study, consistently producing estimates of the relative risk that were biased towards the null. Despite outperforming multivariate normal imputation, fully conditional specification also produced somewhat biased estimates, with greater bias observed for higher outcome prevalences and larger relative risks. Deleting imputed outcomes from analysis datasets did not improve the performance of fully conditional specification. Both multivariate normal imputation and fully conditional specification produced biased estimates of the relative risk, presumably since both use a misspecified imputation model. Based on simulation results, we recommend researchers use fully conditional specification rather than multivariate normal imputation and retain imputed outcomes in the analysis when estimating relative risks. However fully conditional specification is not without its
Extreme gust wind estimation using mesoscale modeling
DEFF Research Database (Denmark)
Larsén, Xiaoli Guo; Kruger, Andries
2014-01-01
through turbulent eddies. This process is modeled using the mesoscale Weather Forecasting and Research (WRF) model. The gust at the surface is calculated as the largest winds over a layer where the averaged turbulence kinetic energy is greater than the averaged buoyancy force. The experiments have been......Currently, the existing estimation of the extreme gust wind, e.g. the 50-year winds of 3 s values, in the IEC standard, is based on a statistical model to convert the 1:50-year wind values from the 10 min resolution. This statistical model assumes a Gaussian process that satisfies the classical...... done for Denmark and two areas in South Africa. For South Africa, the extreme gust atlases from South Africa were created from the output of the mesoscale modelling using Climate Forecasting System Reanalysis (CFSR) forcing for the period 1998 – 2010. The extensive measurements including turbulence...
Estimation of the Thurstonian model for the 2-AC protocol
DEFF Research Database (Denmark)
Christensen, Rune Haubo Bojesen; Lee, Hye-Seong; Brockhoff, Per B.
2012-01-01
The 2-AC protocol is a 2-AFC protocol with a “no-difference” option and is technically identical to the paired preference test with a “no-preference” option. The Thurstonian model for the 2-AC protocol is parameterized by δ and a decision parameter τ, the estimates of which can be obtained...... by fairly simple well-known methods. In this paper we describe how standard errors of the parameters can be obtained and how exact power computations can be performed. We also show how the Thurstonian model for the 2-AC protocol is closely related to a statistical model known as a cumulative probit model....... This relationship makes it possible to extract estimates and standard errors of δ and τ from general statistical software, and furthermore, it makes it possible to combine standard regression modelling with the Thurstonian model for the 2-AC protocol. A model for replicated 2-AC data is proposed using cumulative...
Estimating maneuvers for precise relative orbit determination using GPS
Allende-Alba, Gerardo; Montenbruck, Oliver; Ardaens, Jean-Sébastien; Wermuth, Martin; Hugentobler, Urs
2017-01-01
Precise relative orbit determination is an essential element for the generation of science products from distributed instrumentation of formation flying satellites in low Earth orbit. According to the mission profile, the required formation is typically maintained and/or controlled by executing maneuvers. In order to generate consistent and precise orbit products, a strategy for maneuver handling is mandatory in order to avoid discontinuities or precision degradation before, after and during maneuver execution. Precise orbit determination offers the possibility of maneuver estimation in an adjustment of single-satellite trajectories using GPS measurements. However, a consistent formulation of a precise relative orbit determination scheme requires the implementation of a maneuver estimation strategy which can be used, in addition, to improve the precision of maneuver estimates by drawing upon the use of differential GPS measurements. The present study introduces a method for precise relative orbit determination based on a reduced-dynamic batch processing of differential GPS pseudorange and carrier phase measurements, which includes maneuver estimation as part of the relative orbit adjustment. The proposed method has been validated using flight data from space missions with different rates of maneuvering activity, including the GRACE, TanDEM-X and PRISMA missions. The results show the feasibility of obtaining precise relative orbits without degradation in the vicinity of maneuvers as well as improved maneuver estimates that can be used for better maneuver planning in flight dynamics operations.
Weighted Estimates for Toeplitz Operators Related to Pseudodifferential Operators
Directory of Open Access Journals (Sweden)
Yan Lin
2016-01-01
Full Text Available The authors establish the weighted Lp estimates for a class of pseudodifferential operators for both cases 1
estimates for the Toeplitz operators related to pseudodifferential operators are also obtained. As their special cases, the corresponding results for the commutators of pseudodifferential operators can be deduced.
Entropy Based Modelling for Estimating Demographic Trends.
Directory of Open Access Journals (Sweden)
Guoqi Li
Full Text Available In this paper, an entropy-based method is proposed to forecast the demographical changes of countries. We formulate the estimation of future demographical profiles as a constrained optimization problem, anchored on the empirically validated assumption that the entropy of age distribution is increasing in time. The procedure of the proposed method involves three stages, namely: 1 Prediction of the age distribution of a country's population based on an "age-structured population model"; 2 Estimation the age distribution of each individual household size with an entropy-based formulation based on an "individual household size model"; and 3 Estimation the number of each household size based on a "total household size model". The last stage is achieved by projecting the age distribution of the country's population (obtained in stage 1 onto the age distributions of individual household sizes (obtained in stage 2. The effectiveness of the proposed method is demonstrated by feeding real world data, and it is general and versatile enough to be extended to other time dependent demographic variables.
Parity Relation Based Fault Estimation for Nonlinear Systems: An LMI Approach
Institute of Scientific and Technical Information of China (English)
Sing Kiong Nguang; Ping Zhang; Steven X. Ding
2007-01-01
This paper proposes a parity relation based fault estimation for a class of nonlinear systems which can be modelled by Takagi-Sugeno (TS) fuzzy models. The design of a parity relation based residual generator is formulated in terms of a family of linear matrix inequalities (LMIs). A numerical example is provided to illustrate the effectiveness of the proposed design techniques.
Marine boundary-layer height estimated from the HIRLAM model
DEFF Research Database (Denmark)
Gryning, Sven-Erik; Batchvarova, E.
2002-01-01
-number estimates based on output from the operational numerical weather prediction model HIRLAM (a version of SMHI with a grid resolution of 22.5 km x 22.5 km). For southwesterly winds it was found that a relatively large island (Bornholm) lying 20 km upwind of the measuring site influences the boundary...
Maximum likelihood estimation for semiparametric density ratio model.
Diao, Guoqing; Ning, Jing; Qin, Jing
2012-06-27
In the statistical literature, the conditional density model specification is commonly used to study regression effects. One attractive model is the semiparametric density ratio model, under which the conditional density function is the product of an unknown baseline density function and a known parametric function containing the covariate information. This model has a natural connection with generalized linear models and is closely related to biased sampling problems. Despite the attractive features and importance of this model, most existing methods are too restrictive since they are based on multi-sample data or conditional likelihood functions. The conditional likelihood approach can eliminate the unknown baseline density but cannot estimate it. We propose efficient estimation procedures based on the nonparametric likelihood. The nonparametric likelihood approach allows for general forms of covariates and estimates the regression parameters and the baseline density simultaneously. Therefore, the nonparametric likelihood approach is more versatile than the conditional likelihood approach especially when estimation of the conditional mean or other quantities of the outcome is of interest. We show that the nonparametric maximum likelihood estimators are consistent, asymptotically normal, and asymptotically efficient. Simulation studies demonstrate that the proposed methods perform well in practical settings. A real example is used for illustration.
On Bayes linear unbiased estimation of estimable functions for the singular linear model
Institute of Scientific and Technical Information of China (English)
ZHANG Weiping; WEI Laisheng
2005-01-01
The unique Bayes linear unbiased estimator (Bayes LUE) of estimable functions is derived for the singular linear model. The superiority of Bayes LUE over ordinary best linear unbiased estimator is investigated under mean square error matrix (MSEM)criterion.
Relative azimuth inversion by way of damped maximum correlation estimates
Ringler, A.T.; Edwards, J.D.; Hutt, C.R.; Shelly, F.
2012-01-01
Horizontal seismic data are utilized in a large number of Earth studies. Such work depends on the published orientations of the sensitive axes of seismic sensors relative to true North. These orientations can be estimated using a number of different techniques: SensOrLoc (Sensitivity, Orientation and Location), comparison to synthetics (Ekstrom and Busby, 2008), or by way of magnetic compass. Current methods for finding relative station azimuths are unable to do so with arbitrary precision quickly because of limitations in the algorithms (e.g. grid search methods). Furthermore, in order to determine instrument orientations during station visits, it is critical that any analysis software be easily run on a large number of different computer platforms and the results be obtained quickly while on site. We developed a new technique for estimating relative sensor azimuths by inverting for the orientation with the maximum correlation to a reference instrument, using a non-linear parameter estimation routine. By making use of overlapping windows, we are able to make multiple azimuth estimates, which helps to identify the confidence of our azimuth estimate, even when the signal-to-noise ratio (SNR) is low. Finally, our algorithm has been written as a stand-alone, platform independent, Java software package with a graphical user interface for reading and selecting data segments to be analyzed.
Model Selection Through Sparse Maximum Likelihood Estimation
Banerjee, Onureena; D'Aspremont, Alexandre
2007-01-01
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm penalty term. The problem as formulated is convex but the memory requirements and complexity of existing interior point methods are prohibitive for problems with more than tens of nodes. We present two new algorithms for solving problems with at least a thousand nodes in the Gaussian case. Our first algorithm uses block coordinate descent, and can be interpreted as recursive l_1-norm penalized regression. Our second algorithm, based on Nesterov's first order method, yields a complexity estimate with a better dependence on problem size than existing interior point methods. Using a log determinant relaxation of the log partition function (Wainwright & Jordan (2006)), we show that these same algorithms can be used to solve an approximate sparse maximum likelihood problem for...
Hierarchical Boltzmann simulations and model error estimation
Torrilhon, Manuel; Sarna, Neeraj
2017-08-01
A hierarchical simulation approach for Boltzmann's equation should provide a single numerical framework in which a coarse representation can be used to compute gas flows as accurately and efficiently as in computational fluid dynamics, but a subsequent refinement allows to successively improve the result to the complete Boltzmann result. We use Hermite discretization, or moment equations, for the steady linearized Boltzmann equation for a proof-of-concept of such a framework. All representations of the hierarchy are rotationally invariant and the numerical method is formulated on fully unstructured triangular and quadrilateral meshes using a implicit discontinuous Galerkin formulation. We demonstrate the performance of the numerical method on model problems which in particular highlights the relevance of stability of boundary conditions on curved domains. The hierarchical nature of the method allows also to provide model error estimates by comparing subsequent representations. We present various model errors for a flow through a curved channel with obstacles.
Estimation in Dirichlet random effects models
Kyung, Minjung; Casella, George; 10.1214/09-AOS731
2010-01-01
We develop a new Gibbs sampler for a linear mixed model with a Dirichlet process random effect term, which is easily extended to a generalized linear mixed model with a probit link function. Our Gibbs sampler exploits the properties of the multinomial and Dirichlet distributions, and is shown to be an improvement, in terms of operator norm and efficiency, over other commonly used MCMC algorithms. We also investigate methods for the estimation of the precision parameter of the Dirichlet process, finding that maximum likelihood may not be desirable, but a posterior mode is a reasonable approach. Examples are given to show how these models perform on real data. Our results complement both the theoretical basis of the Dirichlet process nonparametric prior and the computational work that has been done to date.
Estimating Body Related Soft Biometric Traits in Video Frames
Directory of Open Access Journals (Sweden)
Olasimbo Ayodeji Arigbabu
2014-01-01
Full Text Available Soft biometrics can be used as a prescreening filter, either by using single trait or by combining several traits to aid the performance of recognition systems in an unobtrusive way. In many practical visual surveillance scenarios, facial information becomes difficult to be effectively constructed due to several varying challenges. However, from distance the visual appearance of an object can be efficiently inferred, thereby providing the possibility of estimating body related information. This paper presents an approach for estimating body related soft biometrics; specifically we propose a new approach based on body measurement and artificial neural network for predicting body weight of subjects and incorporate the existing technique on single view metrology for height estimation in videos with low frame rate. Our evaluation on 1120 frame sets of 80 subjects from a newly compiled dataset shows that the mentioned soft biometric information of human subjects can be adequately predicted from set of frames.
[Hyperspectral estimation models of chlorophyll content in apple leaves].
Liang, Shuang; Zhao, Geng-xing; Zhu, Xi-cun
2012-05-01
The present study chose the apple orchard of Shandong Agricultural University as the study area to explore the method of apple leaf chlorophyll content estimation by hyperspectral analysis technology. Through analyzing the characteristics of apple leaves' hyperspectral curve, transforming the original spectral into first derivative, red edge position and leaf chlorophyll index (LCI) respectively, and making the correlation analysis and regression analysis of these variables with the chlorophyll content to establish the estimation models and test to select the high fitting precision models. Results showed that the fitting precision of the estimation model with variable of LCI and the estimation model with variable of the first derivative in the band of 521 and 523 nm was the highest. The coefficients of determination R2 were 0.845 and 0.839, the root mean square errors RMSE were 2.961 and 2.719, and the relative errors RE% were 4.71% and 4.70%, respectively. Therefore LCI and the first derivative are the important index for apple leaf chlorophyll content estimation. The models have positive significance to guide the production of apple cultivation.
[Selection of biomass estimation models for Chinese fir plantation].
Li, Yan; Zhang, Jian-guo; Duan, Ai-guo; Xiang, Cong-wei
2010-12-01
A total of 11 kinds of biomass models were adopted to estimate the biomass of single tree and its organs in young (7-year-old), middle-age (16-year-old), mature (28-year-old), and mixed-age Chinese fir plantations. There were totally 308 biomass models fitted. Among the 11 kinds of biomass models, power function models fitted best, followed by exponential models, and then polynomial models. Twenty-one optimal biomass models for individual organ and single tree were chosen, including 18 models for individual organ and 3 models for single tree. There were 7 optimal biomass models for the single tree in the mixed-age plantation, containing 6 for individual organ and 1 for single tree, and all in the form of power function. The optimal biomass models for the single tree in different age plantations had poor generality, but the ones for that in mixed-age plantation had a certain generality with high accuracy, which could be used for estimating the biomass of single tree in different age plantations. The optimal biomass models for single Chinese fir tree in Shaowu of Fujin Province were used to predict the single tree biomass in mature (28-year-old) Chinese fir plantation in Jiangxi Province, and it was found that the models based on a large sample of forest biomass had a relatively high accuracy, being able to be applied in large area, whereas the regional models with small sample were limited to small area.
A Biomechanical Modeling Guided CBCT Estimation Technique.
Zhang, You; Tehrani, Joubin Nasehi; Wang, Jing
2017-02-01
Two-dimensional-to-three-dimensional (2D-3D) deformation has emerged as a new technique to estimate cone-beam computed tomography (CBCT) images. The technique is based on deforming a prior high-quality 3D CT/CBCT image to form a new CBCT image, guided by limited-view 2D projections. The accuracy of this intensity-based technique, however, is often limited in low-contrast image regions with subtle intensity differences. The solved deformation vector fields (DVFs) can also be biomechanically unrealistic. To address these problems, we have developed a biomechanical modeling guided CBCT estimation technique (Bio-CBCT-est) by combining 2D-3D deformation with finite element analysis (FEA)-based biomechanical modeling of anatomical structures. Specifically, Bio-CBCT-est first extracts the 2D-3D deformation-generated displacement vectors at the high-contrast anatomical structure boundaries. The extracted surface deformation fields are subsequently used as the boundary conditions to drive structure-based FEA to correct and fine-tune the overall deformation fields, especially those at low-contrast regions within the structure. The resulting FEA-corrected deformation fields are then fed back into 2D-3D deformation to form an iterative loop, combining the benefits of intensity-based deformation and biomechanical modeling for CBCT estimation. Using eleven lung cancer patient cases, the accuracy of the Bio-CBCT-est technique has been compared to that of the 2D-3D deformation technique and the traditional CBCT reconstruction techniques. The accuracy was evaluated in the image domain, and also in the DVF domain through clinician-tracked lung landmarks.
Adaptive Estimation of Heteroscedastic Money Demand Model of Pakistan
Directory of Open Access Journals (Sweden)
Muhammad Aslam
2007-07-01
Full Text Available For the problem of estimation of Money demand model of Pakistan, money supply (M1 shows heteroscedasticity of the unknown form. For estimation of such model we compare two adaptive estimators with ordinary least squares estimator and show the attractive performance of the adaptive estimators, namely, nonparametric kernel estimator and nearest neighbour regression estimator. These comparisons are made on the basis standard errors of the estimated coefficients, standard error of regression, Akaike Information Criteria (AIC value, and the Durban-Watson statistic for autocorrelation. We further show that nearest neighbour regression estimator performs better when comparing with the other nonparametric kernel estimator.
Towards predictive food process models: A protocol for parameter estimation.
Vilas, Carlos; Arias-Méndez, Ana; Garcia, Miriam R; Alonso, Antonio A; Balsa-Canto, E
2016-05-31
Mathematical models, in particular, physics-based models, are essential tools to food product and process design, optimization and control. The success of mathematical models relies on their predictive capabilities. However, describing physical, chemical and biological changes in food processing requires the values of some, typically unknown, parameters. Therefore, parameter estimation from experimental data is critical to achieving desired model predictive properties. This work takes a new look into the parameter estimation (or identification) problem in food process modeling. First, we examine common pitfalls such as lack of identifiability and multimodality. Second, we present the theoretical background of a parameter identification protocol intended to deal with those challenges. And, to finish, we illustrate the performance of the proposed protocol with an example related to the thermal processing of packaged foods.
Estimation of Model Parameters for Steerable Needles
Park, Wooram; Reed, Kyle B.; Okamura, Allison M.; Chirikjian, Gregory S.
2010-01-01
Flexible needles with bevel tips are being developed as useful tools for minimally invasive surgery and percutaneous therapy. When such a needle is inserted into soft tissue, it bends due to the asymmetric geometry of the bevel tip. This insertion with bending is not completely repeatable. We characterize the deviations in needle tip pose (position and orientation) by performing repeated needle insertions into artificial tissue. The base of the needle is pushed at a constant speed without rotating, and the covariance of the distribution of the needle tip pose is computed from experimental data. We develop the closed-form equations to describe how the covariance varies with different model parameters. We estimate the model parameters by matching the closed-form covariance and the experimentally obtained covariance. In this work, we use a needle model modified from a previously developed model with two noise parameters. The modified needle model uses three noise parameters to better capture the stochastic behavior of the needle insertion. The modified needle model provides an improvement of the covariance error from 26.1% to 6.55%. PMID:21643451
Estimation of Model Parameters for Steerable Needles.
Park, Wooram; Reed, Kyle B; Okamura, Allison M; Chirikjian, Gregory S
2010-01-01
Flexible needles with bevel tips are being developed as useful tools for minimally invasive surgery and percutaneous therapy. When such a needle is inserted into soft tissue, it bends due to the asymmetric geometry of the bevel tip. This insertion with bending is not completely repeatable. We characterize the deviations in needle tip pose (position and orientation) by performing repeated needle insertions into artificial tissue. The base of the needle is pushed at a constant speed without rotating, and the covariance of the distribution of the needle tip pose is computed from experimental data. We develop the closed-form equations to describe how the covariance varies with different model parameters. We estimate the model parameters by matching the closed-form covariance and the experimentally obtained covariance. In this work, we use a needle model modified from a previously developed model with two noise parameters. The modified needle model uses three noise parameters to better capture the stochastic behavior of the needle insertion. The modified needle model provides an improvement of the covariance error from 26.1% to 6.55%.
Estimation of insurance-related losses resulting from coastal flooding in France
Naulin, J. P.; Moncoulon, D.; Le Roy, S.; Pedreros, R.; Idier, D.; Oliveros, C.
2016-01-01
A model has been developed in order to estimate insurance-related losses caused by coastal flooding in France. The deterministic part of the model aims at identifying the potentially flood-impacted sectors and the subsequent insured losses a few days after the occurrence of a storm surge event on any part of the French coast. This deterministic component is a combination of three models: a hazard model, a vulnerability model, and a damage model. The first model uses the PREVIMER system to estimate the water level resulting from the simultaneous occurrence of a high tide and a surge caused by a meteorological event along the coast. A storage-cell flood model propagates these water levels over the land and thus determines the probable inundated areas. The vulnerability model, for its part, is derived from the insurance schedules and claims database, combining information such as risk type, class of business, and insured values. The outcome of the vulnerability and hazard models are then combined with the damage model to estimate the event damage and potential insured losses. This system shows satisfactory results in the estimation of the magnitude of the known losses related to the flood caused by the Xynthia storm. However, it also appears very sensitive to the water height estimated during the flood period, conditioned by the junction between seawater levels and coastal topography, the accuracy for which is still limited by the amount of information in the system.
Missing data estimation in fMRI dynamic causal modeling.
Zaghlool, Shaza B; Wyatt, Christopher L
2014-01-01
Dynamic Causal Modeling (DCM) can be used to quantify cognitive function in individuals as effective connectivity. However, ambiguity among subjects in the number and location of discernible active regions prevents all candidate models from being compared in all subjects, precluding the use of DCM as an individual cognitive phenotyping tool. This paper proposes a solution to this problem by treating missing regions in the first-level analysis as missing data, and performing estimation of the time course associated with any missing region using one of four candidate methods: zero-filling, average-filling, noise-filling using a fixed stochastic process, or one estimated using expectation-maximization. The effect of this estimation scheme was analyzed by treating it as a preprocessing step to DCM and observing the resulting effects on model evidence. Simulation studies show that estimation using expectation-maximization yields the highest classification accuracy using a simple loss function and highest model evidence, relative to other methods. This result held for various dataset sizes and varying numbers of model choice. In real data, application to Go/No-Go and Simon tasks allowed computation of signals from the missing nodes and the consequent computation of model evidence in all subjects compared to 62 and 48 percent respectively if no preprocessing was performed. These results demonstrate the face validity of the preprocessing scheme and open the possibility of using single-subject DCM as an individual cognitive phenotyping tool.
Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation.
Liu, Xi; Qu, Hua; Zhao, Jihong; Yue, Pengcheng; Wang, Meng
2016-09-20
A new algorithm called maximum correntropy unscented Kalman filter (MCUKF) is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF) provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC), the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT) is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.
Robust estimation of hydrological model parameters
Directory of Open Access Journals (Sweden)
A. Bárdossy
2008-11-01
Full Text Available The estimation of hydrological model parameters is a challenging task. With increasing capacity of computational power several complex optimization algorithms have emerged, but none of the algorithms gives a unique and very best parameter vector. The parameters of fitted hydrological models depend upon the input data. The quality of input data cannot be assured as there may be measurement errors for both input and state variables. In this study a methodology has been developed to find a set of robust parameter vectors for a hydrological model. To see the effect of observational error on parameters, stochastically generated synthetic measurement errors were applied to observed discharge and temperature data. With this modified data, the model was calibrated and the effect of measurement errors on parameters was analysed. It was found that the measurement errors have a significant effect on the best performing parameter vector. The erroneous data led to very different optimal parameter vectors. To overcome this problem and to find a set of robust parameter vectors, a geometrical approach based on Tukey's half space depth was used. The depth of the set of N randomly generated parameters was calculated with respect to the set with the best model performance (Nash-Sutclife efficiency was used for this study for each parameter vector. Based on the depth of parameter vectors, one can find a set of robust parameter vectors. The results show that the parameters chosen according to the above criteria have low sensitivity and perform well when transfered to a different time period. The method is demonstrated on the upper Neckar catchment in Germany. The conceptual HBV model was used for this study.
Shape parameter estimate for a glottal model without time position
Degottex, Gilles; Roebel, Axel; Rodet, Xavier
2009-01-01
cote interne IRCAM: Degottex09a; None / None; National audience; From a recorded speech signal, we propose to estimate a shape parameter of a glottal model without estimating his time position. Indeed, the literature usually propose to estimate the time position first (ex. by detecting Glottal Closure Instants). The vocal-tract filter estimate is expressed as a minimum-phase envelope estimation after removing the glottal model and a standard lips radiation model. Since this filter is mainly b...
Captive Ancestry Upwardly Biases Estimates of Relative Reproductive Success.
Willoughby, Janna R; Christie, Mark R
2017-07-01
Supplementation programs, which release captive-born individuals into the wild, are commonly used to demographically bolster declining populations. In order to evaluate the effectiveness of these programs, the reproductive success of captive-born individuals released into the wild is often compared to the reproductive success of wild-born individuals in the recipient population (relative reproductive success, RRS). However, if there are heritable reductions in fitness associated with captive breeding, gene flow from captive-born individuals into the wild population can reduce the fitness of the wild population. Here, we show that when captive ancestry in the wild population reduces mean population fitness, estimates of RRS are upwardly biased, meaning that the relative fitness of captive-born individuals is over-estimated. Furthermore, the magnitude of this bias increases with the length of time that a supplementation program has been releasing captive-born individuals. This phenomenon has long-term conservation impacts since management decisions regarding the design of a supplementation program and the number of individuals to release can be based, at least in part, on RRS estimates. Therefore, we urge caution in the interpretation of relative fitness measures when the captive ancestry of the wild population cannot be precisely measured. © The American Genetic Association 2017. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.
AMEM-ADL Polymer Migration Estimation Model User's Guide
The user's guide of the Arthur D. Little Polymer Migration Estimation Model (AMEM) provides the information on how the model estimates the fraction of a chemical additive that diffuses through polymeric matrices.
Weibull Parameters Estimation Based on Physics of Failure Model
DEFF Research Database (Denmark)
Kostandyan, Erik; Sørensen, John Dalsgaard
2012-01-01
Reliability estimation procedures are discussed for the example of fatigue development in solder joints using a physics of failure model. The accumulated damage is estimated based on a physics of failure model, the Rainflow counting algorithm and the Miner’s rule. A threshold model is used...... distribution. Methods from structural reliability analysis are used to model the uncertainties and to assess the reliability for fatigue failure. Maximum Likelihood and Least Square estimation techniques are used to estimate fatigue life distribution parameters....
Institute of Scientific and Technical Information of China (English)
Yee LEUNG; WU Kefa; DONG Tianxin
2001-01-01
In this paper, a multivariate linear functional relationship model, where the covariance matrix of the observational errors is not restricted, is considered. The parameter estimation of this model is discussed. The estimators are shown to be a strongly consistent estimation under some mild conditions on the incidental parameters.
Estimates of the temperature flux-temperature gradient relation above a sea-floor
Cimatoribus, Andrea A
2016-01-01
The relation between the flux of temperature (or buoyancy), the vertical temperature gradient and the height above the bottom, is investigated in an oceanographic context, using high-resolution temperature measurements. The model for the evolution of a stratified layer by Balmforth et al. (1998) is reviewed and adapted to the case of a turbulent flow above a wall. Model predictions are compared to the average observational estimates of the flux, exploiting a flux estimation method proposed by Winters & D'Asaro (1996). This estimation method enables the disentanglement of the dependence of the average flux on the height above the bottom and on the background temperature gradient. The classical N-shaped flux-gradient relation is found in the observations. Model and observations show similar qualitative behaviour, despite the strong simplifications used in the model. The results shed light on the modulation of the temperature flux by the presence of the boundary, and support the idea of a turbulent flux foll...
Groundwater Modelling For Recharge Estimation Using Satellite Based Evapotranspiration
Soheili, Mahmoud; (Tom) Rientjes, T. H. M.; (Christiaan) van der Tol, C.
2017-04-01
Groundwater movement is influenced by several factors and processes in the hydrological cycle, from which, recharge is of high relevance. Since the amount of aquifer extractable water directly relates to the recharge amount, estimation of recharge is a perquisite of groundwater resources management. Recharge is highly affected by water loss mechanisms the major of which is actual evapotranspiration (ETa). It is, therefore, essential to have detailed assessment of ETa impact on groundwater recharge. The objective of this study was to evaluate how recharge was affected when satellite-based evapotranspiration was used instead of in-situ based ETa in the Salland area, the Netherlands. The Methodology for Interactive Planning for Water Management (MIPWA) model setup which includes a groundwater model for the northern part of the Netherlands was used for recharge estimation. The Surface Energy Balance Algorithm for Land (SEBAL) based actual evapotranspiration maps from Waterschap Groot Salland were also used. Comparison of SEBAL based ETa estimates with in-situ abased estimates in the Netherlands showed that these SEBAL estimates were not reliable. As such results could not serve for calibrating root zone parameters in the CAPSIM model. The annual cumulative ETa map produced by the model showed that the maximum amount of evapotranspiration occurs in mixed forest areas in the northeast and a portion of central parts. Estimates ranged from 579 mm to a minimum of 0 mm in the highest elevated areas with woody vegetation in the southeast of the region. Variations in mean seasonal hydraulic head and groundwater level for each layer showed that the hydraulic gradient follows elevation in the Salland area from southeast (maximum) to northwest (minimum) of the region which depicts the groundwater flow direction. The mean seasonal water balance in CAPSIM part was evaluated to represent recharge estimation in the first layer. The highest recharge estimated flux was for autumn
Modeling Uncertainty when Estimating IT Projects Costs
Winter, Michel; Mirbel, Isabelle; Crescenzo, Pierre
2014-01-01
In the current economic context, optimizing projects' cost is an obligation for a company to remain competitive in its market. Introducing statistical uncertainty in cost estimation is a good way to tackle the risk of going too far while minimizing the project budget: it allows the company to determine the best possible trade-off between estimated cost and acceptable risk. In this paper, we present new statistical estimators derived from the way IT companies estimate the projects' costs. In t...
Benefit Estimation Model for Tourist Spaceflights
Goehlich, Robert A.
2003-01-01
It is believed that the only potential means for significant reduction of the recurrent launch cost, which results in a stimulation of human space colonization, is to make the launcher reusable, to increase its reliability, and to make it suitable for new markets such as mass space tourism. But such space projects, that have long range aspects are very difficult to finance, because even politicians would like to see a reasonable benefit during their term in office, because they want to be able to explain this investment to the taxpayer. This forces planners to use benefit models instead of intuitive judgement to convince sceptical decision-makers to support new investments in space. Benefit models provide insights into complex relationships and force a better definition of goals. A new approach is introduced in the paper that allows to estimate the benefits to be expected from a new space venture. The main objective why humans should explore space is determined in this study to ``improve the quality of life''. This main objective is broken down in sub objectives, which can be analysed with respect to different interest groups. Such interest groups are the operator of a space transportation system, the passenger, and the government. For example, the operator is strongly interested in profit, while the passenger is mainly interested in amusement, while the government is primarily interested in self-esteem and prestige. This leads to different individual satisfactory levels, which are usable for the optimisation process of reusable launch vehicles.
Directory of Open Access Journals (Sweden)
Göran Ståhl
2016-02-01
Full Text Available This paper focuses on the use of models for increasing the precision of estimators in large-area forest surveys. It is motivated by the increasing availability of remotely sensed data, which facilitates the development of models predicting the variables of interest in forest surveys. We present, review and compare three different estimation frameworks where models play a core role: model-assisted, model-based, and hybrid estimation. The first two are well known, whereas the third has only recently been introduced in forest surveys. Hybrid inference mixes designbased and model-based inference, since it relies on a probability sample of auxiliary data and a model predicting the target variable from the auxiliary data..We review studies on large-area forest surveys based on model-assisted, modelbased, and hybrid estimation, and discuss advantages and disadvantages of the approaches. We conclude that no general recommendations can be made about whether model-assisted, model-based, or hybrid estimation should be preferred. The choice depends on the objective of the survey and the possibilities to acquire appropriate field and remotely sensed data. We also conclude that modelling approaches can only be successfully applied for estimating target variables such as growing stock volume or biomass, which are adequately related to commonly available remotely sensed data, and thus purely field based surveys remain important for several important forest parameters. Keywords: Design-based inference, Model-assisted estimation, Model-based inference, Hybrid inference, National forest inventory, Remote sensing, Sampling
Estimating Predictive Variance for Statistical Gas Distribution Modelling
Lilienthal, Achim J.; Asadi, Sahar; Reggente, Matteo
2009-05-01
Recent publications in statistical gas distribution modelling have proposed algorithms that model mean and variance of a distribution. This paper argues that estimating the predictive concentration variance entails not only a gradual improvement but is rather a significant step to advance the field. This is, first, since the models much better fit the particular structure of gas distributions, which exhibit strong fluctuations with considerable spatial variations as a result of the intermittent character of gas dispersal. Second, because estimating the predictive variance allows to evaluate the model quality in terms of the data likelihood. This offers a solution to the problem of ground truth evaluation, which has always been a critical issue for gas distribution modelling. It also enables solid comparisons of different modelling approaches, and provides the means to learn meta parameters of the model, to determine when the model should be updated or re-initialised, or to suggest new measurement locations based on the current model. We also point out directions of related ongoing or potential future research work.
Hospital Case Cost Estimates Modelling - Algorithm Comparison
Andru, Peter
2008-01-01
Ontario (Canada) Health System stakeholders support the idea and necessity of the integrated source of data that would include both clinical (e.g. diagnosis, intervention, length of stay, case mix group) and financial (e.g. cost per weighted case, cost per diem) characteristics of the Ontario healthcare system activities at the patient-specific level. At present, the actual patient-level case costs in the explicit form are not available in the financial databases for all hospitals. The goal of this research effort is to develop financial models that will assign each clinical case in the patient-specific data warehouse a dollar value, representing the cost incurred by the Ontario health care facility which treated the patient. Five mathematical models have been developed and verified using real dataset. All models can be classified into two groups based on their underlying method: 1. Models based on using relative intensity weights of the cases, and 2. Models based on using cost per diem.
Directory of Open Access Journals (Sweden)
Mohammad H. Radfar
2006-11-01
Full Text Available We present a new technique for separating two speech signals from a single recording. The proposed method bridges the gap between underdetermined blind source separation techniques and those techniques that model the human auditory system, that is, computational auditory scene analysis (CASA. For this purpose, we decompose the speech signal into the excitation signal and the vocal-tract-related filter and then estimate the components from the mixed speech using a hybrid model. We first express the probability density function (PDF of the mixed speech's log spectral vectors in terms of the PDFs of the underlying speech signal's vocal-tract-related filters. Then, the mean vectors of PDFs of the vocal-tract-related filters are obtained using a maximum likelihood estimator given the mixed signal. Finally, the estimated vocal-tract-related filters along with the extracted fundamental frequencies are used to reconstruct estimates of the individual speech signals. The proposed technique effectively adds vocal-tract-related filter characteristics as a new cue to CASA models using a new grouping technique based on an underdetermined blind source separation. We compare our model with both an underdetermined blind source separation and a CASA method. The experimental results show that our model outperforms both techniques in terms of SNR improvement and the percentage of crosstalk suppression.
Directory of Open Access Journals (Sweden)
Dansereau Richard M
2007-01-01
Full Text Available We present a new technique for separating two speech signals from a single recording. The proposed method bridges the gap between underdetermined blind source separation techniques and those techniques that model the human auditory system, that is, computational auditory scene analysis (CASA. For this purpose, we decompose the speech signal into the excitation signal and the vocal-tract-related filter and then estimate the components from the mixed speech using a hybrid model. We first express the probability density function (PDF of the mixed speech's log spectral vectors in terms of the PDFs of the underlying speech signal's vocal-tract-related filters. Then, the mean vectors of PDFs of the vocal-tract-related filters are obtained using a maximum likelihood estimator given the mixed signal. Finally, the estimated vocal-tract-related filters along with the extracted fundamental frequencies are used to reconstruct estimates of the individual speech signals. The proposed technique effectively adds vocal-tract-related filter characteristics as a new cue to CASA models using a new grouping technique based on an underdetermined blind source separation. We compare our model with both an underdetermined blind source separation and a CASA method. The experimental results show that our model outperforms both techniques in terms of SNR improvement and the percentage of crosstalk suppression.
Remaining lifetime modeling using State-of-Health estimation
Beganovic, Nejra; Söffker, Dirk
2017-08-01
Technical systems and system's components undergo gradual degradation over time. Continuous degradation occurred in system is reflected in decreased system's reliability and unavoidably lead to a system failure. Therefore, continuous evaluation of State-of-Health (SoH) is inevitable to provide at least predefined lifetime of the system defined by manufacturer, or even better, to extend the lifetime given by manufacturer. However, precondition for lifetime extension is accurate estimation of SoH as well as the estimation and prediction of Remaining Useful Lifetime (RUL). For this purpose, lifetime models describing the relation between system/component degradation and consumed lifetime have to be established. In this contribution modeling and selection of suitable lifetime models from database based on current SoH conditions are discussed. Main contribution of this paper is the development of new modeling strategies capable to describe complex relations between measurable system variables, related system degradation, and RUL. Two approaches with accompanying advantages and disadvantages are introduced and compared. Both approaches are capable to model stochastic aging processes of a system by simultaneous adaption of RUL models to current SoH. The first approach requires a priori knowledge about aging processes in the system and accurate estimation of SoH. An estimation of SoH here is conditioned by tracking actual accumulated damage into the system, so that particular model parameters are defined according to a priori known assumptions about system's aging. Prediction accuracy in this case is highly dependent on accurate estimation of SoH but includes high number of degrees of freedom. The second approach in this contribution does not require a priori knowledge about system's aging as particular model parameters are defined in accordance to multi-objective optimization procedure. Prediction accuracy of this model does not highly depend on estimated SoH. This model
Ridi Ferdiana; Paulus Insap Santoso; Lukito Edi Nugroho; Ahmad Ashari
2011-01-01
Software estimation is an area of software engineering concerned with the identification, classification and measurement of features of software that affect the cost of developing and sustaining computer programs [19]. Measuring the software through software estimation has purpose to know the complexity of the software, estimate the human resources, and get better visibility of execution and process model. There is a lot of software estimation that work sufficiently in certain conditions or s...
Conical-Domain Model for Estimating GPS Ionospheric Delays
Sparks, Lawrence; Komjathy, Attila; Mannucci, Anthony
2009-01-01
The conical-domain model is a computational model, now undergoing development, for estimating ionospheric delays of Global Positioning System (GPS) signals. Relative to the standard ionospheric delay model described below, the conical-domain model offers improved accuracy. In the absence of selective availability, the ionosphere is the largest source of error for single-frequency users of GPS. Because ionospheric signal delays contribute to errors in GPS position and time measurements, satellite-based augmentation systems (SBASs) have been designed to estimate these delays and broadcast corrections. Several national and international SBASs are currently in various stages of development to enhance the integrity and accuracy of GPS measurements for airline navigation. In the Wide Area Augmentation System (WAAS) of the United States, slant ionospheric delay errors and confidence bounds are derived from estimates of vertical ionospheric delay modeled on a grid at regularly spaced intervals of latitude and longitude. The estimate of vertical delay at each ionospheric grid point (IGP) is calculated from a planar fit of neighboring slant delay measurements, projected to vertical using a standard, thin-shell model of the ionosphere. Interpolation on the WAAS grid enables estimation of the vertical delay at the ionospheric pierce point (IPP) corresponding to any arbitrary measurement of a user. (The IPP of a given user s measurement is the point where the GPS signal ray path intersects a reference ionospheric height.) The product of the interpolated value and the user s thin-shell obliquity factor provides an estimate of the user s ionospheric slant delay. Two types of error that restrict the accuracy of the thin-shell model are absent in the conical domain model: (1) error due to the implicit assumption that the electron density is independent of the azimuthal angle at the IPP and (2) error arising from the slant-to-vertical conversion. At low latitudes or at mid
Directory of Open Access Journals (Sweden)
Ridi Ferdiana
2011-01-01
Full Text Available Software estimation is an area of software engineering concerned with the identification, classification and measurement of features of software that affect the cost of developing and sustaining computer programs [19]. Measuring the software through software estimation has purpose to know the complexity of the software, estimate the human resources, and get better visibility of execution and process model. There is a lot of software estimation that work sufficiently in certain conditions or step in software engineering for example measuring line of codes, function point, COCOMO, or use case points. This paper proposes another estimation technique called Distributed eXtreme Programming Estimation (DXP Estimation. DXP estimation provides a basic technique for the team that using eXtreme Programming method in onsite or distributed development. According to writer knowledge this is a first estimation technique that applied into agile method in eXtreme Programming.
Adaptive Error Estimation in Linearized Ocean General Circulation Models
Chechelnitsky, Michael Y.
1999-01-01
Data assimilation methods are routinely used in oceanography. The statistics of the model and measurement errors need to be specified a priori. This study addresses the problem of estimating model and measurement error statistics from observations. We start by testing innovation based methods of adaptive error estimation with low-dimensional models in the North Pacific (5-60 deg N, 132-252 deg E) to TOPEX/POSEIDON (TIP) sea level anomaly data, acoustic tomography data from the ATOC project, and the MIT General Circulation Model (GCM). A reduced state linear model that describes large scale internal (baroclinic) error dynamics is used. The methods are shown to be sensitive to the initial guess for the error statistics and the type of observations. A new off-line approach is developed, the covariance matching approach (CMA), where covariance matrices of model-data residuals are "matched" to their theoretical expectations using familiar least squares methods. This method uses observations directly instead of the innovations sequence and is shown to be related to the MT method and the method of Fu et al. (1993). Twin experiments using the same linearized MIT GCM suggest that altimetric data are ill-suited to the estimation of internal GCM errors, but that such estimates can in theory be obtained using acoustic data. The CMA is then applied to T/P sea level anomaly data and a linearization of a global GFDL GCM which uses two vertical modes. We show that the CMA method can be used with a global model and a global data set, and that the estimates of the error statistics are robust. We show that the fraction of the GCM-T/P residual variance explained by the model error is larger than that derived in Fukumori et al.(1999) with the method of Fu et al.(1993). Most of the model error is explained by the barotropic mode. However, we find that impact of the change in the error statistics on the data assimilation estimates is very small. This is explained by the large
Object-relational mapping model
Žukauskas, Arūnas
2007-01-01
This work is analyzing problems, arising because of sematical gap between relational and object-oriented approaches and discusses how to utilize object-relational mapping for solving this problem. After analysis of object-relational mapping framework (further – ORM) principles and features of existing ORM frameworks a model is suggested, that allows to implement ORM by utilizing MVP principles in a way that retains major portion of both approach pros and is perfect for transitioning existing ...
Two Field Techniques for Estimating Relative Abundance of Galliformes
Institute of Scientific and Technical Information of China (English)
LuXin; CangjueZhuoma; SuolongCiren; ZhengGuang-mei
2003-01-01
Galliformes are often difficult to count adequately in their natural habitats due to low detectability of them. In the present study, we confirm availability of feather-count and feces-count as two useful field techniques to estimate the relative abundance of eared pheasants (Crossoptilon spp. ). The former is suitable to forest environments during the post-incubation period, whereas the latter is best in areas with dry climate conditions during the fall winter season. With the advantages of reduced survey effort and high repeatability, the two techniques are potentially applicable to other Galliform species in habitat selection studies and long-term population monitoring.
A Monocular SLAM Method to Estimate Relative Pose During Satellite Proximity Operations
2015-03-26
HOMER video sequence in Figure 17) provides the relative rotation and translation required from the perspective of the camera for successful...shows the SLAM results, with the camera models representing the relative pose estimates of the camera on the arm. Figure 40 shows another perspective of...ensures initialization is performed with adequate relative motion. If no additional perspective information is obtained in an initialization attempt, a
Maximum Correntropy Unscented Kalman Filter for Spacecraft Relative State Estimation
Directory of Open Access Journals (Sweden)
Xi Liu
2016-09-01
Full Text Available A new algorithm called maximum correntropy unscented Kalman filter (MCUKF is proposed and applied to relative state estimation in space communication networks. As is well known, the unscented Kalman filter (UKF provides an efficient tool to solve the non-linear state estimate problem. However, the UKF usually plays well in Gaussian noises. Its performance may deteriorate substantially in the presence of non-Gaussian noises, especially when the measurements are disturbed by some heavy-tailed impulsive noises. By making use of the maximum correntropy criterion (MCC, the proposed algorithm can enhance the robustness of UKF against impulsive noises. In the MCUKF, the unscented transformation (UT is applied to obtain a predicted state estimation and covariance matrix, and a nonlinear regression method with the MCC cost is then used to reformulate the measurement information. Finally, the UT is adopted to the measurement equation to obtain the filter state and covariance matrix. Illustrative examples demonstrate the superior performance of the new algorithm.
Kukush, A.; Markovsky, I.; Van Huffel, S.
2002-01-01
Consistent estimators of the rank-deficient fundamental matrix yielding information on the relative orientation of two images in two-view motion analysis are derived. The estimators are derived by minimizing a corrected contrast function in a quadratic measurement error model. In addition, a consistent estimator for the measurement error variance is obtained. Simulation results show the improved accuracy of the newly proposed estimator compared to the ordinary total least-squares estimator.
On estimation of survival function under random censoring model
Institute of Scientific and Technical Information of China (English)
JIANG; Jiancheng(蒋建成); CHENG; Bo(程博); WU; Xizhi(吴喜之)
2002-01-01
We study an estimator of the survival function under the random censoring model. Bahadur-type representation of the estimator is obtained and asymptotic expression for its mean squared errors is given, which leads to the consistency and asymptotic normality of the estimator. A data-driven local bandwidth selection rule for the estimator is proposed. It is worth noting that the estimator is consistent at left boundary points, which contrasts with the cases of density and hazard rate estimation. A Monte Carlo comparison of different estimators is made and it appears that the proposed data-driven estimators have certain advantages over the common Kaplan-Meier estmator.
A new approach for estimating the efficiencies of the nucleotide substitution models.
Som, Anup
2007-04-01
In this article, a new approach is presented for estimating the efficiencies of the nucleotide substitution models in a four-taxon case and then this approach is used to estimate the relative efficiencies of six substitution models under a wide variety of conditions. In this approach, efficiencies of the models are estimated by using a simple probability distribution theory. To assess the accuracy of the new approach, efficiencies of the models are also estimated by using the direct estimation method. Simulation results from the direct estimation method confirmed that the new approach is highly accurate. The success of the new approach opens a unique opportunity to develop analytical methods for estimating the relative efficiencies of the substitution models in a straightforward way.
Risk Estimates and Risk Factors Related to Psychiatric Inpatient Suicide
DEFF Research Database (Denmark)
Madsen, Trine; Erlangsen, Annette; Nordentoft, Merete
2017-01-01
trends, and socio-demographic and clinical risk factors of suicide in psychiatric inpatients. Psychiatric inpatients have a very high risk of suicide relative to the background population, but it remains challenging for clinicians to identify those patients that are most likely to die from suicide during...... admission. Most studies are based on low power, thus compromising quality and generalisability. The few studies with sufficient statistical power mainly identified non-modifiable risk predictors such as male gender, diagnosis, or recent deliberate self-harm. Also, the predictive value of these predictors......People with mental illness have an increased risk of suicide. The aim of this paper is to provide an overview of suicide risk estimates among psychiatric inpatients based on the body of evidence found in scientific peer-reviewed literature; primarily focusing on the relative risks, rates, time...
Work related injuries: estimating the incidence among illegally employed immigrants
Directory of Open Access Journals (Sweden)
Fadda Emanuela
2010-12-01
Full Text Available Abstract Background Statistics on occupational accidents are based on data from registered employees. With the increasing number of immigrants employed illegally and/or without regular working visas in many developed countries, it is of interest to estimate the injury rate among such unregistered workers. Findings The current study was conducted in an area of North-Eastern Italy. The sources of information employed in the present study were the Accidents and Emergencies records of a hospital; the population data on foreign-born residents in the hospital catchment area (Health Care District 4, Primary Care Trust 20, Province of Verona, Veneto Region, North-Eastern Italy; and the estimated proportion of illegally employed workers in representative samples from the Province of Verona and the Veneto Region. Of the 419 A&E records collected between January and December 2004 among non European Union (non-EU immigrants, 146 aroused suspicion by reporting the home, rather than the workplace, as the site of the accident. These cases were the numerator of the rate. The number of illegally employed non-EU workers, denominator of the rate, was estimated according to different assumptions and ranged from between 537 to 1,338 individuals. The corresponding rates varied from 109.1 to 271.8 per 1,000 non-EU illegal employees, against 65 per 1,000 reported in Italy in 2004. Conclusions The results of this study suggest that there is an unrecorded burden of illegally employed immigrants suffering from work related injuries. Additional efforts for prevention of injuries in the workplace are required to decrease this number. It can be concluded that the Italian National Institute for the Insurance of Work Related Injuries (INAIL probably underestimates the incidence of these accidents in Italy.
Consistent estimators in random censorship semiparametric models
Institute of Scientific and Technical Information of China (English)
王启华
1996-01-01
For the fixed design regression modelwhen Y, are randomly censored on the right, the estimators of unknown parameter and regression function g from censored observations are defined in the two cases .where the censored distribution is known and unknown, respectively. Moreover, the sufficient conditions under which these estimators are strongly consistent and pth (p>2) mean consistent are also established.
Estimation of Wind Turbulence Using Spectral Models
DEFF Research Database (Denmark)
Soltani, Mohsen; Knudsen, Torben; Bak, Thomas
2011-01-01
The production and loading of wind farms are significantly influenced by the turbulence of the flowing wind field. Estimation of turbulence allows us to optimize the performance of the wind farm. Turbulence estimation is; however, highly challenging due to the chaotic behavior of the wind. In thi...
Radiation risk estimation based on measurement error models
Masiuk, Sergii; Shklyar, Sergiy; Chepurny, Mykola; Likhtarov, Illya
2017-01-01
This monograph discusses statistics and risk estimates applied to radiation damage under the presence of measurement errors. The first part covers nonlinear measurement error models, with a particular emphasis on efficiency of regression parameter estimators. In the second part, risk estimation in models with measurement errors is considered. Efficiency of the methods presented is verified using data from radio-epidemiological studies.
Parameter estimation of hidden periodic model in random fields
Institute of Scientific and Technical Information of China (English)
何书元
1999-01-01
Two-dimensional hidden periodic model is an important model in random fields. The model is used in the field of two-dimensional signal processing, prediction and spectral analysis. A method of estimating the parameters for the model is designed. The strong consistency of the estimators is proved.
Improving Relative Combat Power Estimation: The Road to Victory
2014-06-13
making process. Two other monographs by David R. Hogg , from 1993, and James A. Zanella, from 2012, describe and compare different models of relative...Engagements.” Monograph, School of Advanced Military Studies, Fort Leavenworth, KS, AY 95-96 Hogg , David R. “Correlation of Forces: The Quest for
Using 7Be measurements to estimate the relative contributions of interrill and rill erosion
Zhang, Feng-Bao; Yang, Ming-Yi; Walling, Des E.; Zhang, Bo
2014-02-01
Rapid and reliable methods for estimating the relative contribution of interrill and rill erosion during a rainfall event are needed to provide an improved understanding of soil erosion processes and to develop process-based soil erosion prediction models. Use of the radionuclide 7Be in controlled experiments provides a means of addressing this need and this paper reports an experimental study aimed at refining and testing procedures employed to estimate the relative contribution of the two components of erosion. Four experimental plots (area 5 × 2 m and 10°, 15°, 20°, and 25° slope), filled with a loessial soil, manually tilled, and kept free of weeds with herbicides, were subjected to high intensity rainfall (91.8-120.6 mm h- 1), in order to induce rill development. The evolution of the rill network was documented photographically during the rainfall events and the runoff and sediment output from the plots were collected and measured. The sediment was recovered from the runoff and its mass and 7Be activity were measured. The Yang model, reported previously, was used to estimate the relative contributions of interrill and rill erosion from the 7Be activity of the exported sediment and this model was further refined to take account of the dynamic growth of the rills during the rainfall event. The results from the experiments were also used to develop a simple empirical linear model for estimating the relative contributions of interrill and rill erosion from the 7Be measurements. A comparison of the results provided by the three models showed some differences in the estimates of the magnitude of the relative contributions, although their trend during the event was similar. The estimates provided by the empirical linear model tended to be higher than those obtained using the refined model and lower than those generated by the Yang model, but were closer to those provided by the refined model which was seen as being theoretically the most accurate model. The
Efficient estimation of semiparametric copula models for bivariate survival data
Cheng, Guang
2014-01-01
A semiparametric copula model for bivariate survival data is characterized by a parametric copula model of dependence and nonparametric models of two marginal survival functions. Efficient estimation for the semiparametric copula model has been recently studied for the complete data case. When the survival data are censored, semiparametric efficient estimation has only been considered for some specific copula models such as the Gaussian copulas. In this paper, we obtain the semiparametric efficiency bound and efficient estimation for general semiparametric copula models for possibly censored data. We construct an approximate maximum likelihood estimator by approximating the log baseline hazard functions with spline functions. We show that our estimates of the copula dependence parameter and the survival functions are asymptotically normal and efficient. Simple consistent covariance estimators are also provided. Numerical results are used to illustrate the finite sample performance of the proposed estimators. © 2013 Elsevier Inc.
Kiviet, J.F.; Phillips, G.D.A.
2014-01-01
In dynamic regression models conditional maximum likelihood (least-squares) coefficient and variance estimators are biased. Using expansion techniques an approximation is obtained to the bias in variance estimation yielding a bias corrected variance estimator. This is achieved for both the standard
Estimation of Stochastic Volatility Models by Nonparametric Filtering
DEFF Research Database (Denmark)
Kanaya, Shin; Kristensen, Dennis
2016-01-01
/estimated volatility process replacing the latent process. Our estimation strategy is applicable to both parametric and nonparametric stochastic volatility models, and can handle both jumps and market microstructure noise. The resulting estimators of the stochastic volatility model will carry additional biases......A two-step estimation method of stochastic volatility models is proposed: In the first step, we nonparametrically estimate the (unobserved) instantaneous volatility process. In the second step, standard estimation methods for fully observed diffusion processes are employed, but with the filtered...... and variances due to the first-step estimation, but under regularity conditions we show that these vanish asymptotically and our estimators inherit the asymptotic properties of the infeasible estimators based on observations of the volatility process. A simulation study examines the finite-sample properties...
Mathematical model of transmission network static state estimation
Directory of Open Access Journals (Sweden)
Ivanov Aleksandar
2012-01-01
Full Text Available In this paper the characteristics and capabilities of the power transmission network static state estimator are presented. The solving process of the mathematical model containing the measurement errors and their processing is developed. To evaluate difference between the general model of state estimation and the fast decoupled state estimation model, the both models are applied to an example, and so derived results are compared.
Estimation in the polynomial errors-in-variables model
Institute of Scientific and Technical Information of China (English)
无
2002-01-01
Estimators are presented for the coefficients of the polynomial errors-in-variables (EV) model when replicated observations are taken at some experimental points. These estimators are shown to be strongly consistent under mild conditions.
Gibbons, S. J.; Pabian, F.; Näsholm, S. P.; Kværna, T.; Mykkeltveit, S.
2017-01-01
Declared North Korean nuclear tests in 2006, 2009, 2013 and 2016 were observed seismically at regional and teleseismic distances. Waveform similarity allows the events to be located relatively with far greater accuracy than the absolute locations can be determined from seismic data alone. There is now significant redundancy in the data given the large number of regional and teleseismic stations that have recorded multiple events, and relative location estimates can be confirmed independently by performing calculations on many mutually exclusive sets of measurements. Using a 1-D global velocity model, the distances between the events estimated using teleseismic P phases are found to be approximately 25 per cent shorter than the distances between events estimated using regional Pn phases. The 2009, 2013 and 2016 events all take place within 1 km of each other and the discrepancy between the regional and teleseismic relative location estimates is no more than about 150 m. The discrepancy is much more significant when estimating the location of the more distant 2006 event relative to the later explosions with regional and teleseismic estimates varying by many hundreds of metres. The relative location of the 2006 event is challenging given the smaller number of observing stations, the lower signal-to-noise ratio and significant waveform dissimilarity at some regional stations. The 2006 event is however highly significant in constraining the absolute locations in the terrain at the Punggye-ri test-site in relation to observed surface infrastructure. For each seismic arrival used to estimate the relative locations, we define a slowness scaling factor which multiplies the gradient of seismic traveltime versus distance, evaluated at the source, relative to the applied 1-D velocity model. A procedure for estimating correction terms which reduce the double-difference time residual vector norms is presented together with a discussion of the associated uncertainty. The modified
A Model for International Relations
Institute of Scientific and Technical Information of China (English)
无
2006-01-01
Since the end of the Cold War, the new international environment has required a new model of relationship between major countries. The basis of the new relations is to safeguard one's own national interests while respecting the national interests of the other country. The process of establishing such rela-
Being surveyed can change later behavior and related parameter estimates
Zwane, Alix Peterson; Zinman, Jonathan; Van Dusen, Eric; Pariente, William; Null, Clair; Miguel, Edward; Kremer, Michael; Hornbeck, Richard; Giné, Xavier; Duflo, Esther; Devoto, Florencia; Crepon, Bruno; Banerjee, Abhijit
2011-01-01
Does completing a household survey change the later behavior of those surveyed? In three field studies of health and two of microlending, we randomly assigned subjects to be surveyed about health and/or household finances and then measured subsequent use of a related product with data that does not rely on subjects' self-reports. In the three health experiments, we find that being surveyed increases use of water treatment products and take-up of medical insurance. Frequent surveys on reported diarrhea also led to biased estimates of the impact of improved source water quality. In two microlending studies, we do not find an effect of being surveyed on borrowing behavior. The results suggest that limited attention could play an important but context-dependent role in consumer choice, with the implication that researchers should reconsider whether, how, and how much to survey their subjects. PMID:21245314
Two Field Techniques for Estimating Relative Abundance of Galliformes
Institute of Scientific and Technical Information of China (English)
Lu Xin; Cangjue Zhuoma; Suolong Ciren; Zheng Guang-mei
2003-01-01
Galliformes are often difficult to count adequate-ly in their natural habitats due to low detectability of them. In the present study, we confirm availability of feather-count and feces-count as two useful field techniques to estimate the rela-tive abundance of eared-pheasants (Crossoptilon spp. ). The former is suitable to forest environments during the post-incu-bation period, whereas the latter is best in areas with dry cli-mate conditions during the fall-winter season. With the ad-vantages of reduced survey effort and high repeatability, the two techniques are potentially applicable to other Galliform species in habitat selection studies and long-term population monitoring.
Bayesian Estimation of Categorical Dynamic Factor Models
Zhang, Zhiyong; Nesselroade, John R.
2007-01-01
Dynamic factor models have been used to analyze continuous time series behavioral data. We extend 2 main dynamic factor model variations--the direct autoregressive factor score (DAFS) model and the white noise factor score (WNFS) model--to categorical DAFS and WNFS models in the framework of the underlying variable method and illustrate them with…
DEFF Research Database (Denmark)
Bartholomeus, Harm; Schaepman-Strub, Gabriela; Blok, Daan
2012-01-01
yields a good prediction model for K and a moderate model for pH. Using these models, soil properties are determined for a larger number of samples, and soil properties are related to plant species composition. This analysis shows that variation of soil properties is large within vegetation classes...... will significantly impact the global carbon cycle. We explore the potential of soil spectroscopy to estimate soil carbon properties and investigate the relation between soil properties and vegetation composition. Soil samples are collected in Siberia, and vegetation descriptions are made at each sample point. First...
Frutiger, Jérôme; Marcarie, Camille; Abildskov, Jens; Sin, Gürkan
2016-11-15
This study presents new group contribution (GC) models for the prediction of Lower and Upper Flammability Limits (LFL and UFL), Flash Point (FP) and Auto Ignition Temperature (AIT) of organic chemicals applying the Marrero/Gani (MG) method. Advanced methods for parameter estimation using robust regression and outlier treatment have been applied to achieve high accuracy. Furthermore, linear error propagation based on covariance matrix of estimated parameters was performed. Therefore, every estimated property value of the flammability-related properties is reported together with its corresponding 95%-confidence interval of the prediction. Compared to existing models the developed ones have a higher accuracy, are simple to apply and provide uncertainty information on the calculated prediction. The average relative error and correlation coefficient are 11.5% and 0.99 for LFL, 15.9% and 0.91 for UFL, 2.0% and 0.99 for FP as well as 6.4% and 0.76 for AIT. Moreover, the temperature-dependence of LFL property was studied. A compound specific proportionality constant (K(LFL)) between LFL and temperature is introduced and an MG GC model to estimate K(LFL) is developed. Overall the ability to predict flammability-related properties including the corresponding uncertainty of the prediction can provide important information for a qualitative and quantitative safety-related risk assessment studies.
A Prototypical Model for Estimating High Tech Navy Recruiting Markets
1991-12-01
Probability, Logit, and Probit Models, New York, New York 1990, p. 73. 37 Gujarati , D., ibid, p. 500. 31 V. MODELS ESTIMATION A. MODEL I ESTIMATION OF...Company, New York, N.Y., 1990. Gujarati , Damodar N., Basic Econometrics, Second Edition, McGraw-Hill Book Company, New York, N.Y., 1988. Jehn, Christopher
Identification and Estimation of Exchange Rate Models with Unobservable Fundamentals
Chambers, M.J.; McCrorie, J.R.
2004-01-01
This paper is concerned with issues of model specification, identification, and estimation in exchange rate models with unobservable fundamentals.We show that the model estimated by Gardeazabal, Reg´ulez and V´azquez (International Economic Review, 1997) is not identified and demonstrate how to spec
Bayesian approach to decompression sickness model parameter estimation.
Howle, L E; Weber, P W; Nichols, J M
2017-03-01
We examine both maximum likelihood and Bayesian approaches for estimating probabilistic decompression sickness model parameters. Maximum likelihood estimation treats parameters as fixed values and determines the best estimate through repeated trials, whereas the Bayesian approach treats parameters as random variables and determines the parameter probability distributions. We would ultimately like to know the probability that a parameter lies in a certain range rather than simply make statements about the repeatability of our estimator. Although both represent powerful methods of inference, for models with complex or multi-peaked likelihoods, maximum likelihood parameter estimates can prove more difficult to interpret than the estimates of the parameter distributions provided by the Bayesian approach. For models of decompression sickness, we show that while these two estimation methods are complementary, the credible intervals generated by the Bayesian approach are more naturally suited to quantifying uncertainty in the model parameters.
A software for parameter estimation in dynamic models
Directory of Open Access Journals (Sweden)
M. Yuceer
2008-12-01
Full Text Available A common problem in dynamic systems is to determine parameters in an equation used to represent experimental data. The goal is to determine the values of model parameters that provide the best fit to measured data, generally based on some type of least squares or maximum likelihood criterion. In the most general case, this requires the solution of a nonlinear and frequently non-convex optimization problem. Some of the available software lack in generality, while others do not provide ease of use. A user-interactive parameter estimation software was needed for identifying kinetic parameters. In this work we developed an integration based optimization approach to provide a solution to such problems. For easy implementation of the technique, a parameter estimation software (PARES has been developed in MATLAB environment. When tested with extensive example problems from literature, the suggested approach is proven to provide good agreement between predicted and observed data within relatively less computing time and iterations.
Estimation of Boundary Conditions for Coastal Models,
1974-09-01
equation: h(i) y ( t — i) di (3) The solution to Eq. (3) may be obtained by Fourier transformation. Because covariance function and spectral density function form...the cross— spectral density function estimate by a numerical Fourier transform, the even and odd parts of the cross—covariance function are determined...by A(k) = ½ [Y ~~ (k) + y (k)] (5) B(k) = ½ [Yxy (k) - y (k) ] (6) from which the co— spectral density function is estimated : k m—l -. C (f) = 2T[A(o
Parameter estimation and error analysis in environmental modeling and computation
Kalmaz, E. E.
1986-01-01
A method for the estimation of parameters and error analysis in the development of nonlinear modeling for environmental impact assessment studies is presented. The modular computer program can interactively fit different nonlinear models to the same set of data, dynamically changing the error structure associated with observed values. Parameter estimation techniques and sequential estimation algorithms employed in parameter identification and model selection are first discussed. Then, least-square parameter estimation procedures are formulated, utilizing differential or integrated equations, and are used to define a model for association of error with experimentally observed data.
Irrigation Requirement Estimation Using Vegetation Indices and Inverse Biophysical Modeling
Bounoua, Lahouari; Imhoff, Marc L.; Franks, Shannon
2010-01-01
We explore an inverse biophysical modeling process forced by satellite and climatological data to quantify irrigation requirements in semi-arid agricultural areas. We constrain the carbon and water cycles modeled under both equilibrium, balance between vegetation and climate, and non-equilibrium, water added through irrigation. We postulate that the degree to which irrigated dry lands vary from equilibrium climate conditions is related to the amount of irrigation. The amount of water required over and above precipitation is considered as an irrigation requirement. For July, results show that spray irrigation resulted in an additional amount of water of 1.3 mm per occurrence with a frequency of 24.6 hours. In contrast, the drip irrigation required only 0.6 mm every 45.6 hours or 46% of that simulated by the spray irrigation. The modeled estimates account for 87% of the total reported irrigation water use, when soil salinity is not important and 66% in saline lands.
On Frequency Domain Models for TDOA Estimation
DEFF Research Database (Denmark)
Jensen, Jesper Rindom; Nielsen, Jesper Kjær; Christensen, Mads Græsbøll
2015-01-01
of a much more general method. In this connection, we establish the conditions under which the cross-correlation method is a statistically efficient estimator. One of the conditions is that the source signal is periodic with a known fundamental frequency of 2π/N radians per sample, where N is the number...
Robust Estimation and Forecasting of the Capital Asset Pricing Model
G. Bian (Guorui); M.J. McAleer (Michael); W-K. Wong (Wing-Keung)
2013-01-01
textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more
Robust Estimation and Forecasting of the Capital Asset Pricing Model
G. Bian (Guorui); M.J. McAleer (Michael); W-K. Wong (Wing-Keung)
2010-01-01
textabstractIn this paper, we develop a modified maximum likelihood (MML) estimator for the multiple linear regression model with underlying student t distribution. We obtain the closed form of the estimators, derive the asymptotic properties, and demonstrate that the MML estimator is more
Performance of Random Effects Model Estimators under Complex Sampling Designs
Jia, Yue; Stokes, Lynne; Harris, Ian; Wang, Yan
2011-01-01
In this article, we consider estimation of parameters of random effects models from samples collected via complex multistage designs. Incorporation of sampling weights is one way to reduce estimation bias due to unequal probabilities of selection. Several weighting methods have been proposed in the literature for estimating the parameters of…
PARAMETER ESTIMATION IN LINEAR REGRESSION MODELS FOR LONGITUDINAL CONTAMINATED DATA
Institute of Scientific and Technical Information of China (English)
QianWeimin; LiYumei
2005-01-01
The parameter estimation and the coefficient of contamination for the regression models with repeated measures are studied when its response variables are contaminated by another random variable sequence. Under the suitable conditions it is proved that the estimators which are established in the paper are strongly consistent estimators.
Skewness of cloud droplet spectrum and an improved estimation for its relative dispersion
Liu, Yu; Lu, Chunsong; Li, Weiliang
2017-02-01
The relative dispersion of the cloud droplet spectrum is a very important parameter in describing and modeling cloud microphysical processes. Based on the definition of skewness as well as theoretical and data analyses, a linear fitting relationship ( α = 2.91 ɛ-0.59) between skewness ( α) and relative dispersion ( ɛ) is established and a new method is developed to estimate the relative dispersion of the cloud droplet spectrum. The new method does not depend on any assumption of a particular distribution for the cloud droplet spectrum and has broader applicability than the previous methods. Comparisons of the three methods for the relative dispersion with the observed data supported the following conclusions. (1) The skewness of the cloud droplet spectrum is asymmetrically distributed. An assumption of zero skewness in quantifying the relative dispersion inevitably results in relatively large deviations from the observations. Errors of the estimated relative dispersion due to the omission of the skewness term are not solely related to the skewness, but rather to the product of the skewness and relative dispersion. (2) The use of the assumption that the cloud droplet spectrum takes a gamma distribution is similar to the assumption that the skewness is twice the relative dispersion. This leads to a better accuracy in estimating the relative dispersion than that with zero skewness assumption. (3) Comparisons with observations show that the new method is more accurate than the one under gamma distribution assumption and is the best among all the three methods. (4) It is believed that finding a better correlation between the skewness and the relative dispersion would further reduce the deviations for the estimated relative dispersion.
An Unscented Kalman Filter Approach to the Estimation of Nonlinear Dynamical Systems Models
Chow, Sy-Miin; Ferrer, Emilio; Nesselroade, John R.
2007-01-01
In the past several decades, methodologies used to estimate nonlinear relationships among latent variables have been developed almost exclusively to fit cross-sectional models. We present a relatively new estimation approach, the unscented Kalman filter (UKF), and illustrate its potential as a tool for fitting nonlinear dynamic models in two ways:…
Apply a hydrological model to estimate local temperature trends
Igarashi, Masao; Shinozawa, Tatsuya
2014-03-01
Continuous times series {f(x)} such as a depth of water is written f(x) = T(x)+P(x)+S(x)+C(x) in hydrological science where T(x),P(x),S(x) and C(x) are called the trend, periodic, stochastic and catastrophic components respectively. We simplify this model and apply it to the local temperature data such as given E. Halley (1693), the UK (1853-2010), Germany (1880-2010), Japan (1876-2010). We also apply the model to CO2 data. The model coefficients are evaluated by a symbolic computation by using a standard personal computer. The accuracy of obtained nonlinear curve is evaluated by the arithmetic mean of relative errors between the data and estimations. E. Halley estimated the temperature of Gresham College from 11/1692 to 11/1693. The simplified model shows that the temperature at the time rather cold compared with the recent of London. The UK and Germany data sets show that the maximum and minimum temperatures increased slowly from the 1890s to 1940s, increased rapidly from the 1940s to 1980s and have been decreasing since the 1980s with the exception of a few local stations. The trend of Japan is similar to these results.
Maximum likelihood estimation of finite mixture model for economic data
Phoong, Seuk-Yen; Ismail, Mohd Tahir
2014-06-01
Finite mixture model is a mixture model with finite-dimension. This models are provides a natural representation of heterogeneity in a finite number of latent classes. In addition, finite mixture models also known as latent class models or unsupervised learning models. Recently, maximum likelihood estimation fitted finite mixture models has greatly drawn statistician's attention. The main reason is because maximum likelihood estimation is a powerful statistical method which provides consistent findings as the sample sizes increases to infinity. Thus, the application of maximum likelihood estimation is used to fit finite mixture model in the present paper in order to explore the relationship between nonlinear economic data. In this paper, a two-component normal mixture model is fitted by maximum likelihood estimation in order to investigate the relationship among stock market price and rubber price for sampled countries. Results described that there is a negative effect among rubber price and stock market price for Malaysia, Thailand, Philippines and Indonesia.
Yu, Xiaolin; Zhang, Shaoqing; Lin, Xiaopei; Li, Mingkui
2017-03-01
The uncertainties in values of coupled model parameters are an important source of model bias that causes model climate drift. The values can be calibrated by a parameter estimation procedure that projects observational information onto model parameters. The signal-to-noise ratio of error covariance between the model state and the parameter being estimated directly determines whether the parameter estimation succeeds or not. With a conceptual climate model that couples the stochastic atmosphere and slow-varying ocean, this study examines the sensitivity of state-parameter covariance on the accuracy of estimated model states in different model components of a coupled system. Due to the interaction of multiple timescales, the fast-varying atmosphere with a chaotic nature is the major source of the inaccuracy of estimated state-parameter covariance. Thus, enhancing the estimation accuracy of atmospheric states is very important for the success of coupled model parameter estimation, especially for the parameters in the air-sea interaction processes. The impact of chaotic-to-periodic ratio in state variability on parameter estimation is also discussed. This simple model study provides a guideline when real observations are used to optimize model parameters in a coupled general circulation model for improving climate analysis and predictions.
Estimating small area health-related characteristics of populations: a methodological review
Directory of Open Access Journals (Sweden)
Azizur Rahman
2017-05-01
Full Text Available Estimation of health-related characteristics at a fine local geographic level is vital for effective health promotion programmes, provision of better health services and population-specific health planning and management. Lack of a micro-dataset readily available for attributes of individuals at small areas negatively impacts the ability of local and national agencies to manage serious health issues and related risks in the community. A solution to this challenge would be to develop a method that simulates reliable small-area statistics. This paper provides a significant appraisal of the methodologies for estimating health-related characteristics of populations at geographical limited areas. Findings reveal that a range of methodologies are in use, which can be classified as three distinct set of approaches: i indirect standardisation and individual level modelling; ii multilevel statistical modelling; and iii micro-simulation modelling. Although each approach has its own strengths and weaknesses, it appears that microsimulation- based spatial models have significant robustness over the other methods and also represent a more precise means of estimating health-related population characteristics over small areas.
Efficient estimation of moments in linear mixed models
Wu, Ping; Zhu, Li-Xing; 10.3150/10-BEJ330
2012-01-01
In the linear random effects model, when distributional assumptions such as normality of the error variables cannot be justified, moments may serve as alternatives to describe relevant distributions in neighborhoods of their means. Generally, estimators may be obtained as solutions of estimating equations. It turns out that there may be several equations, each of them leading to consistent estimators, in which case finding the efficient estimator becomes a crucial problem. In this paper, we systematically study estimation of moments of the errors and random effects in linear mixed models.
Galante, Joseph M.; Van Eepoel, John; D'Souza, Chris; Patrick, Bryan
2016-01-01
The Raven ISS Hosted Payload will feature several pose measurement sensors on a pan/tilt gimbal which will be used to autonomously track resupply vehicles as they approach and depart the International Space Station. This paper discusses the derivation of a Relative Navigation Filter (RNF) to fuse measurements from the different pose measurement sensors to produce relative position and attitude estimates. The RNF relies on relative translation and orientation kinematics and careful pose sensor modeling to eliminate dependence on orbital position information and associated orbital dynamics models. The filter state is augmented with sensor biases to provide a mechanism for the filter to estimate and mitigate the offset between the measurements from different pose sensors
Obtaining Diagnostic Classification Model Estimates Using Mplus
Templin, Jonathan; Hoffman, Lesa
2013-01-01
Diagnostic classification models (aka cognitive or skills diagnosis models) have shown great promise for evaluating mastery on a multidimensional profile of skills as assessed through examinee responses, but continued development and application of these models has been hindered by a lack of readily available software. In this article we…
Lag space estimation in time series modelling
DEFF Research Database (Denmark)
Goutte, Cyril
1997-01-01
The purpose of this article is to investigate some techniques for finding the relevant lag-space, i.e. input information, for time series modelling. This is an important aspect of time series modelling, as it conditions the design of the model through the regressor vector a.k.a. the input layer...
CML based estimation of extended Rasch models with the eRm package in R
Directory of Open Access Journals (Sweden)
PATRICK MAIR
2007-03-01
Full Text Available This paper presents an open source tool for computing extended Rasch models. It is realized in R (R Development Core Team, 2006 and available as package eRm. In addition to ordinary Rasch models extended models such as linear logistic test models, (linear rating scale models and (linear partial credit models can be estimated. A striking feature of this package is the implementation of conditional maximum likelihood estimation techniques which relate directly to Rasch's original concept of specific objectivity. The mathematical and epistemological benefits of this estimation method are discussed. Moreover, the capabilities of the eRm routine with respect to structural item response designs are demonstrated.
Highway traffic model-based density estimation
Morarescu, Irinel - Constantin; CANUDAS DE WIT, Carlos
2011-01-01
International audience; The travel time spent in traffic networks is one of the main concerns of the societies in developed countries. A major requirement for providing traffic control and services is the continuous prediction, for several minutes into the future. This paper focuses on an important ingredient necessary for the traffic forecasting which is the real-time traffic state estimation using only a limited amount of data. Simulation results illustrate the performances of the proposed ...
Modeling and Parameter Estimation of a Small Wind Generation System
Directory of Open Access Journals (Sweden)
Carlos A. Ramírez Gómez
2013-11-01
Full Text Available The modeling and parameter estimation of a small wind generation system is presented in this paper. The system consists of a wind turbine, a permanent magnet synchronous generator, a three phase rectifier, and a direct current load. In order to estimate the parameters wind speed data are registered in a weather station located in the Fraternidad Campus at ITM. Wind speed data were applied to a reference model programed with PSIM software. From that simulation, variables were registered to estimate the parameters. The wind generation system model together with the estimated parameters is an excellent representation of the detailed model, but the estimated model offers a higher flexibility than the programed model in PSIM software.
Projection-type estimation for varying coefficient regression models
Lee, Young K; Park, Byeong U; 10.3150/10-BEJ331
2012-01-01
In this paper we introduce new estimators of the coefficient functions in the varying coefficient regression model. The proposed estimators are obtained by projecting the vector of the full-dimensional kernel-weighted local polynomial estimators of the coefficient functions onto a Hilbert space with a suitable norm. We provide a backfitting algorithm to compute the estimators. We show that the algorithm converges at a geometric rate under weak conditions. We derive the asymptotic distributions of the estimators and show that the estimators have the oracle properties. This is done for the general order of local polynomial fitting and for the estimation of the derivatives of the coefficient functions, as well as the coefficient functions themselves. The estimators turn out to have several theoretical and numerical advantages over the marginal integration estimators studied by Yang, Park, Xue and H\\"{a}rdle [J. Amer. Statist. Assoc. 101 (2006) 1212--1227].
Zhou, Xinyao; Bi, Shaojie; Yang, Yonghui; Tian, Fei; Ren, Dandan
2014-11-01
The three-temperature (3T) model is a simple model which estimates plant transpiration from only temperature data. In-situ field experimental results have shown that 3T is a reliable evapotranspiration (ET) estimation model. Despite encouraging results from recent efforts extending the 3T model to remote sensing applications, literature shows limited comparisons of the 3T model with other remote sensing driven ET models. This research used ET obtained from eddy covariance to evaluate the 3T model and in turn compared the model-simulated ET with that of the more traditional SEBAL (Surface Energy Balance Algorithm for Land) model. A field experiment was conducted in the cotton fields of Taklamakan desert oasis in Xinjiang, Northwest China. Radiation and surface temperature were obtained from hyperspectral and thermal infrared images for clear days in 2013. The images covered the time period of 0900-1800 h at four different phenological stages of cotton. Meteorological data were automatically recorded in a station located at the center of the cotton field. Results showed that the 3T model accurately captured daily and seasonal variations in ET. As low dry soil surface temperatures induced significant errors in the 3T model, it was unsuitable for estimating ET in the early morning and late afternoon periods. The model-simulated ET was relatively more accurate for squaring, bolling and boll-opening stages than for seedling stage of cotton during when ET was generally low. Wind speed was apparently not a limiting factor of ET in the 3T model. This was attributed to the fact that surface temperature, a vital input of the model, indirectly accounted for the effect of wind speed on ET. Although the 3T model slightly overestimated ET compared with SEBAL and eddy covariance, it was generally reliable for estimating daytime ET during 0900-1600 h.
Quantitative Model for Estimating Soil Erosion Rates Using 137Cs
Institute of Scientific and Technical Information of China (English)
YANGHAO; GHANGQING; 等
1998-01-01
A quantitative model was developed to relate the amount of 137Cs loss from the soil profile to the rate of soil erosion,According th mass balance model,the depth distribution pattern of 137Cs in the soil profile ,the radioactive decay of 137Cs,sampling year and the difference of 137Cs fallout amount among years were taken into consideration.By introducing typical depth distribution functions of 137Cs into the model ,detailed equations for the model were got for different soil,The model shows that the rate of soil erosion is mainly controlled by the depth distrbution pattern of 137Cs ,the year of sampling,and the percentage reduction in total 137Cs,The relationship between the rate of soil loss and 137Cs depletion i neither linear nor logarithmic,The depth distribution pattern of 137Cs is a major factor for estimating the rate of soil loss,Soil erosion rate is directly related with the fraction of 137Cs content near the soil surface. The influences of the radioactive decay of 137Cs,sampling year and 137Cs input fraction are not large compared with others.
A simulation of water pollution model parameter estimation
Kibler, J. F.
1976-01-01
A parameter estimation procedure for a water pollution transport model is elaborated. A two-dimensional instantaneous-release shear-diffusion model serves as representative of a simple transport process. Pollution concentration levels are arrived at via modeling of a remote-sensing system. The remote-sensed data are simulated by adding Gaussian noise to the concentration level values generated via the transport model. Model parameters are estimated from the simulated data using a least-squares batch processor. Resolution, sensor array size, and number and location of sensor readings can be found from the accuracies of the parameter estimates.
Assessing Uncertainty of Interspecies Correlation Estimation Models for Aromatic Compounds
We developed Interspecies Correlation Estimation (ICE) models for aromatic compounds containing 1 to 4 benzene rings to assess uncertainty in toxicity extrapolation in two data compilation approaches. ICE models are mathematical relationships between surrogate and predicted test ...
Estimation for the simple linear Boolean model
2006-01-01
We consider the simple linear Boolean model, a fundamental coverage process also known as the Markov/General/infinity queue. In the model, line segments of independent and identically distributed length are located at the points of a Poisson process. The segments may overlap, resulting in a pattern of "clumps"-regions of the line that are covered by one or more segments-alternating with uncovered regions or "spacings". Study and application of the model have been impeded by the difficult...
Bregman divergence as general framework to estimate unnormalized statistical models
Gutmann, Michael
2012-01-01
We show that the Bregman divergence provides a rich framework to estimate unnormalized statistical models for continuous or discrete random variables, that is, models which do not integrate or sum to one, respectively. We prove that recent estimation methods such as noise-contrastive estimation, ratio matching, and score matching belong to the proposed framework, and explain their interconnection based on supervised learning. Further, we discuss the role of boosting in unsupervised learning.
Estimating Dynamic Equilibrium Models using Macro and Financial Data
DEFF Research Database (Denmark)
Christensen, Bent Jesper; Posch, Olaf; van der Wel, Michel
We show that including financial market data at daily frequency, along with macro series at standard lower frequency, facilitates statistical inference on structural parameters in dynamic equilibrium models. Our continuous-time formulation conveniently accounts for the difference in observation...... of the estimators and estimate the model using 20 years of U.S. macro and financial data....
CONSISTENCY OF LS ESTIMATOR IN SIMPLE LINEAR EV REGRESSION MODELS
Institute of Scientific and Technical Information of China (English)
Liu Jixue; Chen Xiru
2005-01-01
Consistency of LS estimate of simple linear EV model is studied. It is shown that under some common assumptions of the model, both weak and strong consistency of the estimate are equivalent but it is not so for quadratic-mean consistency.
Estimated Frequency Domain Model Uncertainties used in Robust Controller Design
DEFF Research Database (Denmark)
Tøffner-Clausen, S.; Andersen, Palle; Stoustrup, Jakob;
1994-01-01
This paper deals with the combination of system identification and robust controller design. Recent results on estimation of frequency domain model uncertainty are......This paper deals with the combination of system identification and robust controller design. Recent results on estimation of frequency domain model uncertainty are...
Estimating Lead (Pb) Bioavailability In A Mouse Model
Children are exposed to Pb through ingestion of Pb-contaminated soil. Soil Pb bioavailability is estimated using animal models or with chemically defined in vitro assays that measure bioaccessibility. However, bioavailability estimates in a large animal model (e.g., swine) can be...
FUNCTIONAL-COEFFICIENT REGRESSION MODEL AND ITS ESTIMATION
Institute of Scientific and Technical Information of China (English)
无
2001-01-01
In this paper,a class of functional-coefficient regression models is proposed and an estimation procedure based on the locally weighted least equares is suggested. This class of models,with the proposed estimation method,is a powerful means for exploratory data analysis.
Estimating High-Dimensional Time Series Models
DEFF Research Database (Denmark)
Medeiros, Marcelo C.; Mendes, Eduardo F.
We study the asymptotic properties of the Adaptive LASSO (adaLASSO) in sparse, high-dimensional, linear time-series models. We assume both the number of covariates in the model and candidate variables can increase with the number of observations and the number of candidate variables is, possibly...
Estimates of current debris from flux models
Energy Technology Data Exchange (ETDEWEB)
Canavan, G.H.
1997-01-01
Flux models that balance accuracy and simplicity are used to predict the growth of space debris to the present. Known and projected launch rates, decay models, and numerical integrations are used to predict distributions that closely resemble the current catalog-particularly in the regions containing most of the debris.
Estimating a marriage matching model with spillover effects.
Choo, Eugene; Siow, Aloysius
2006-08-01
We use marriage matching functions to study how marital patterns change when population supplies change. Specifically, we use a behavioral marriage matching function with spillover effects to rationalize marriage and cohabitation behavior in contemporary Canada. The model can estimate a couple's systematic gains to marriage and cohabitation relative to remaining single. These gains are invariant to changes in population supplies. Instead, changes in population supplies redistribute these gains between a couple. Although the model is behavioral, it is nonparametric. It can fit any observed cross-sectional marriage matching distribution. We use the estimated model to quantify the impacts of gender differences in mortality rates and the baby boom on observed marital behavior in Canada. The higher mortality rate of men makes men scarcer than women. We show that the scarceness of men modestly reduced the welfare of women and increased the welfare of men in the marriage market. On the other hand, the baby boom increased older men's net gains to entering the marriage market and lowered middle-aged women's net gains.
Two-stage local M-estimation of additive models
Institute of Scientific and Technical Information of China (English)
JIANG JianCheng; LI JianTao
2008-01-01
This paper studies local M-estimation of the nonparametric components of additive models. A two-stage local M-estimation procedure is proposed for estimating the additive components and their derivatives. Under very mild conditions, the proposed estimators of each additive component and its derivative are jointly asymptotically normal and share the same asymptotic distributions as they would be if the other components were known. The established asymptotic results also hold for two particular local M-estimations: the local least squares and least absolute deviation estimations. However,for general two-stage local M-estimation with continuous and nonlinear ψ-functions, its implementation is time-consuming. To reduce the computational burden, one-step approximations to the two-stage local M-estimators are developed. The one-step estimators are shown to achieve the same efficiency as the fully iterative two-stage local M-estimators, which makes the two-stage local M-estimation more feasible in practice. The proposed estimators inherit the advantages and at the same time overcome the disadvantages of the local least-squares based smoothers. In addition, the practical implementation of the proposed estimation is considered in details. Simulations demonstrate the merits of the two-stage local M-estimation, and a real example illustrates the performance of the methodology.
Two-stage local M-estimation of additive models
Institute of Scientific and Technical Information of China (English)
2008-01-01
This paper studies local M-estimation of the nonparametric components of additive models.A two-stage local M-estimation procedure is proposed for estimating the additive components and their derivatives.Under very mild conditions,the proposed estimators of each additive component and its derivative are jointly asymptotically normal and share the same asymptotic distributions as they would be if the other components were known.The established asymptotic results also hold for two particular local M-estimations:the local least squares and least absolute deviation estimations.However,for general two-stage local M-estimation with continuous and nonlinear ψ-functions,its implementation is time-consuming.To reduce the computational burden,one-step approximations to the two-stage local M-estimators are developed.The one-step estimators are shown to achieve the same effciency as the fully iterative two-stage local M-estimators,which makes the two-stage local M-estimation more feasible in practice.The proposed estimators inherit the advantages and at the same time overcome the disadvantages of the local least-squares based smoothers.In addition,the practical implementation of the proposed estimation is considered in details.Simulations demonstrate the merits of the two-stage local M-estimation,and a real example illustrates the performance of the methodology.
Static models, recursive estimators and the zero-variance approach
Rubino, Gerardo
2016-01-07
When evaluating dependability aspects of complex systems, most models belong to the static world, where time is not an explicit variable. These models suffer from the same problems than dynamic ones (stochastic processes), such as the frequent combinatorial explosion of the state spaces. In the Monte Carlo domain, on of the most significant difficulties is the rare event situation. In this talk, we describe this context and a recent technique that appears to be at the top performance level in the area, where we combined ideas that lead to very fast estimation procedures with another approach called zero-variance approximation. Both ideas produced a very efficient method that has the right theoretical property concerning robustness, the Bounded Relative Error one. Some examples illustrate the results.
ESTIMATION FOR THE ASYMPTOTIC BEHAVIOR OF THE DELAYED COMPETITION MODEL
Institute of Scientific and Technical Information of China (English)
Li Huifeng; Wang Jinliang
2008-01-01
In ecological dynamic systems, the competition between species is a very universal phenomenon, which can be described by the well-known Volterra-Lotka model in a diffusion form. Noticing that the living space usually changes in a seasonal manner and the population development of the species may also undergo time-delay im-pact, a developed form of this model is investigated in this article. The main approaches employed here are the upper-lower solution method and the energy-estimate technique. The results show that whether the species may sustain survival or not depends on the relations among the birth rate, the death rate, the competition rate, the diffusivity and the time delay. For the survival case, the population evolutions of the two species may appear asymptotic periodicity with distinct upper bound and this bound depends heavily on the time delay. These results can be also checked by the intuitionistic numerical simulations.
ESTIMATION DU MODELE LINEAIRE GENERALISE ET APPLICATION
Directory of Open Access Journals (Sweden)
Malika CHIKHI
2012-06-01
Full Text Available Cet article présente le modèle linéaire généralisé englobant les techniques de modélisation telles que la régression linéaire, la régression logistique, la régression log linéaire et la régression de Poisson . On Commence par la présentation des modèles des lois exponentielles pour ensuite estimer les paramètres du modèle par la méthode du maximum de vraisemblance. Par la suite on teste les coefficients du modèle pour voir leurs significations et leurs intervalles de confiances, en utilisant le test de Wald qui porte sur la signification de la vraie valeur du paramètre basé sur l'estimation de l'échantillon.
Model approach for estimating potato pesticide bioconcentration factor.
Paraíba, Lourival Costa; Kataguiri, Karen
2008-11-01
We presented a model that estimates the bioconcentration factor (BCF) of pesticides in potatoes supposing that the pesticide in the soil solution is absorbed by the potato by passive diffusion, following Fick's second law. The pesticides in the model are nonionic organic substances, traditionally used in potato crops that degrade in the soil according to a first-order kinetic equation. This presents an expression that relates BCF with the pesticide elimination rate by the potato, with the pesticide accumulation rate within the potato, with the rate of growth of the potato and with the pesticide degradation rate in the soil. BCF was estimated supposing steady state equilibrium of the quotient between the pesticide concentration in the potato and the pesticide concentration in the soil solution. It is suggested that a negative correlation exists between the pesticide BCF and the soil sorption partition coefficient. The model was built based on the work of Trapp et al. [Trapp, S., Cammarano, A., Capri, E., Reichenberg, F., Mayer, P., 2007. Diffusion of PAH in potato and carrot slices and application for a potato model. Environ. Sci. Technol. 41 (9), 3103-3108], in which an expression to calculate the diffusivity of persistent organic substances in potatoes is presented. The model consists in adding to the expression of Trapp et al. [Trapp, S., Cammarano, A., Capri, E., Reichenberg, F., Mayer, P., 2007. Diffusion of PAH in potato and carrot slices and application for a potato model. Environ. Sci. Technol. 41 (9), 3103-3108] the hypothesis that the pesticide degrades in the soil. The value of BCF suggests which pesticides should be monitored in potatoes.
Model Independent Foreground Power Spectrum Estimation using WMAP 5-year Data
Ghosh, Tuhin; Jain, Pankaj; Souradeep, Tarun
2009-01-01
In this paper, we propose & implement on WMAP 5-year data, a model independent approach of foreground power spectrum estimation for multifrequency observations of CMB experiments. Recently a model independent approach of CMB power spectrum estimation was proposed by Saha et al. 2006. This methodology demonstrates that CMB power spectrum can be reliably estimated solely from WMAP data without assuming any template models for the foreground components. In the current paper, we extend this work to estimate the galactic foreground power spectrum using the WMAP 5 year maps following a self contained analysis. We apply the model independent method in harmonic basis to estimate the foreground power spectrum and frequency dependence of combined foregrounds. We also study the behaviour of synchrotron spectral index variation over different regions of the sky. We compare our results with those obtained from MEM foreground maps which are formed in pixel space. We find that relative to our model independent estimates...
These model-based estimates use two surveys, the Behavioral Risk Factor Surveillance System (BRFSS) and the National Health Interview Survey (NHIS). The two surveys are combined using novel statistical methodology.
Estimating parameters for generalized mass action models with connectivity information
Directory of Open Access Journals (Sweden)
Voit Eberhard O
2009-05-01
Full Text Available Abstract Background Determining the parameters of a mathematical model from quantitative measurements is the main bottleneck of modelling biological systems. Parameter values can be estimated from steady-state data or from dynamic data. The nature of suitable data for these two types of estimation is rather different. For instance, estimations of parameter values in pathway models, such as kinetic orders, rate constants, flux control coefficients or elasticities, from steady-state data are generally based on experiments that measure how a biochemical system responds to small perturbations around the steady state. In contrast, parameter estimation from dynamic data requires time series measurements for all dependent variables. Almost no literature has so far discussed the combined use of both steady-state and transient data for estimating parameter values of biochemical systems. Results In this study we introduce a constrained optimization method for estimating parameter values of biochemical pathway models using steady-state information and transient measurements. The constraints are derived from the flux connectivity relationships of the system at the steady state. Two case studies demonstrate the estimation results with and without flux connectivity constraints. The unconstrained optimal estimates from dynamic data may fit the experiments well, but they do not necessarily maintain the connectivity relationships. As a consequence, individual fluxes may be misrepresented, which may cause problems in later extrapolations. By contrast, the constrained estimation accounting for flux connectivity information reduces this misrepresentation and thereby yields improved model parameters. Conclusion The method combines transient metabolic profiles and steady-state information and leads to the formulation of an inverse parameter estimation task as a constrained optimization problem. Parameter estimation and model selection are simultaneously carried out
Recharge estimation for transient ground water modeling.
Jyrkama, Mikko I; Sykes, Jon F; Normani, Stefano D
2002-01-01
Reliable ground water models require both an accurate physical representation of the system and appropriate boundary conditions. While physical attributes are generally considered static, boundary conditions, such as ground water recharge rates, can be highly variable in both space and time. A practical methodology incorporating the hydrologic model HELP3 in conjunction with a geographic information system was developed to generate a physically based and highly detailed recharge boundary condition for ground water modeling. The approach uses daily precipitation and temperature records in addition to land use/land cover and soils data. The importance of the method in transient ground water modeling is demonstrated by applying it to a MODFLOW modeling study in New Jersey. In addition to improved model calibration, the results from the study clearly indicate the importance of using a physically based and highly detailed recharge boundary condition in ground water quality modeling, where the detailed knowledge of the evolution of the ground water flowpaths is imperative. The simulated water table is within 0.5 m of the observed values using the method, while the water levels can differ by as much as 2 m using uniform recharge conditions. The results also show that the combination of temperature and precipitation plays an important role in the amount and timing of recharge in cooler climates. A sensitivity analysis further reveals that increasing the leaf area index, the evaporative zone depth, or the curve number in the model will result in decreased recharge rates over time, with the curve number having the greatest impact.
Comparison of Estimation Procedures for Multilevel AR(1 Models
Directory of Open Access Journals (Sweden)
Tanja eKrone
2016-04-01
Full Text Available To estimate a time series model for multiple individuals, a multilevel model may be used.In this paper we compare two estimation methods for the autocorrelation in Multilevel AR(1 models, namely Maximum Likelihood Estimation (MLE and Bayesian Markov Chain Monte Carlo.Furthermore, we examine the difference between modeling fixed and random individual parameters.To this end, we perform a simulation study with a fully crossed design, in which we vary the length of the time series (10 or 25, the number of individuals per sample (10 or 25, the mean of the autocorrelation (-0.6 to 0.6 inclusive, in steps of 0.3 and the standard deviation of the autocorrelation (0.25 or 0.40.We found that the random estimators of the population autocorrelation show less bias and higher power, compared to the fixed estimators. As expected, the random estimators profit strongly from a higher number of individuals, while this effect is small for the fixed estimators.The fixed estimators profit slightly more from a higher number of time points than the random estimators.When possible, random estimation is preferred to fixed estimation.The difference between MLE and Bayesian estimation is nearly negligible. The Bayesian estimation shows a smaller bias, but MLE shows a smaller variability (i.e., standard deviation of the parameter estimates.Finally, better results are found for a higher number of individuals and time points, and for a lower individual variability of the autocorrelation. The effect of the size of the autocorrelation differs between outcome measures.
Adaptive Unified Biased Estimators of Parameters in Linear Model
Institute of Scientific and Technical Information of China (English)
Hu Yang; Li-xing Zhu
2004-01-01
To tackle multi collinearity or ill-conditioned design matrices in linear models,adaptive biased estimators such as the time-honored Stein estimator,the ridge and the principal component estimators have been studied intensively.To study when a biased estimator uniformly outperforms the least squares estimator,some suficient conditions are proposed in the literature.In this paper,we propose a unified framework to formulate a class of adaptive biased estimators.This class includes all existing biased estimators and some new ones.A suficient condition for outperforming the least squares estimator is proposed.In terms of selecting parameters in the condition,we can obtain all double-type conditions in the literature.
A Dynamic Travel Time Estimation Model Based on Connected Vehicles
Directory of Open Access Journals (Sweden)
Daxin Tian
2015-01-01
Full Text Available With advances in connected vehicle technology, dynamic vehicle route guidance models gradually become indispensable equipment for drivers. Traditional route guidance models are designed to direct a vehicle along the shortest path from the origin to the destination without considering the dynamic traffic information. In this paper a dynamic travel time estimation model is presented which can collect and distribute traffic data based on the connected vehicles. To estimate the real-time travel time more accurately, a road link dynamic dividing algorithm is proposed. The efficiency of the model is confirmed by simulations, and the experiment results prove the effectiveness of the travel time estimation method.
Parameters Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model
Zuhdi, Shaifudin; Retno Sari Saputro, Dewi; Widyaningsih, Purnami
2017-06-01
A regression model is the representation of relationship between independent variable and dependent variable. The dependent variable has categories used in the logistic regression model to calculate odds on. The logistic regression model for dependent variable has levels in the logistics regression model is ordinal. GWOLR model is an ordinal logistic regression model influenced the geographical location of the observation site. Parameters estimation in the model needed to determine the value of a population based on sample. The purpose of this research is to parameters estimation of GWOLR model using R software. Parameter estimation uses the data amount of dengue fever patients in Semarang City. Observation units used are 144 villages in Semarang City. The results of research get GWOLR model locally for each village and to know probability of number dengue fever patient categories.
A regression model to estimate regional ground water recharge.
Lorenz, David L; Delin, Geoffrey N
2007-01-01
A regional regression model was developed to estimate the spatial distribution of ground water recharge in subhumid regions. The regional regression recharge (RRR) model was based on a regression of basin-wide estimates of recharge from surface water drainage basins, precipitation, growing degree days (GDD), and average basin specific yield (SY). Decadal average recharge, precipitation, and GDD were used in the RRR model. The RRR estimates were derived from analysis of stream base flow using a computer program that was based on the Rorabaugh method. As expected, there was a strong correlation between recharge and precipitation. The model was applied to statewide data in Minnesota. Where precipitation was least in the western and northwestern parts of the state (50 to 65 cm/year), recharge computed by the RRR model also was lowest (0 to 5 cm/year). A strong correlation also exists between recharge and SY. SY was least in areas where glacial lake clay occurs, primarily in the northwest part of the state; recharge estimates in these areas were in the 0- to 5-cm/year range. In sand-plain areas where SY is greatest, recharge estimates were in the 15- to 29-cm/year range on the basis of the RRR model. Recharge estimates that were based on the RRR model compared favorably with estimates made on the basis of other methods. The RRR model can be applied in other subhumid regions where region wide data sets of precipitation, streamflow, GDD, and soils data are available.
Directory of Open Access Journals (Sweden)
Suzi Alves Camey
2014-01-01
Full Text Available Recent studies have emphasized that there is no justification for using the odds ratio (OR as an approximation of the relative risk (RR or prevalence ratio (PR. Erroneous interpretations of the OR as RR or PR must be avoided, as several studies have shown that the OR is not a good approximation for these measures when the outcome is common (> 10%. For multinomial outcomes it is usual to use the multinomial logistic regression. In this context, there are no studies showing the impact of the approximation of the OR in the estimates of RR or PR. This study aimed to present and discuss alternative methods to multinomial logistic regression based upon robust Poisson regression and the log-binomial model. The approaches were compared by simulating various possible scenarios. The results showed that the proposed models have more precise and accurate estimates for the RR or PR than the multinomial logistic regression, as in the case of the binary outcome. Thus also for multinomial outcomes the OR must not be used as an approximation of the RR or PR, since this may lead to incorrect conclusions.
Ballistic model to estimate microsprinkler droplet distribution
Directory of Open Access Journals (Sweden)
Conceição Marco Antônio Fonseca
2003-01-01
Full Text Available Experimental determination of microsprinkler droplets is difficult and time-consuming. This determination, however, could be achieved using ballistic models. The present study aimed to compare simulated and measured values of microsprinkler droplet diameters. Experimental measurements were made using the flour method, and simulations using a ballistic model adopted by the SIRIAS computational software. Drop diameters quantified in the experiment varied between 0.30 mm and 1.30 mm, while the simulated between 0.28 mm and 1.06 mm. The greatest differences between simulated and measured values were registered at the highest radial distance from the emitter. The model presented a performance classified as excellent for simulating microsprinkler drop distribution.
Application of Bayesian Hierarchical Prior Modeling to Sparse Channel Estimation
DEFF Research Database (Denmark)
Pedersen, Niels Lovmand; Manchón, Carles Navarro; Shutin, Dmitriy
2012-01-01
. The estimators result as an application of the variational message-passing algorithm on the factor graph representing the signal model extended with the hierarchical prior models. Numerical results demonstrate the superior performance of our channel estimators as compared to traditional and state......Existing methods for sparse channel estimation typically provide an estimate computed as the solution maximizing an objective function defined as the sum of the log-likelihood function and a penalization term proportional to the l1-norm of the parameter of interest. However, other penalization......-of-the-art sparse methods....
Estimation of the Heteroskedastic Canonical Contagion Model with Instrumental Variables
2016-01-01
Knowledge of contagion among economies is a relevant issue in economics. The canonical model of contagion is an alternative in this case. Given the existence of endogenous variables in the model, instrumental variables can be used to decrease the bias of the OLS estimator. In the presence of heteroskedastic disturbances this paper proposes the use of conditional volatilities as instruments. Simulation is used to show that the homoscedastic and heteroskedastic estimators which use them as instruments have small bias. These estimators are preferable in comparison with the OLS estimator and their asymptotic distribution can be used to construct confidence intervals. PMID:28030628
A new estimate of the parameters in linear mixed models
Institute of Scientific and Technical Information of China (English)
王松桂; 尹素菊
2002-01-01
In linear mixed models, there are two kinds of unknown parameters: one is the fixed effect, theother is the variance component. In this paper, new estimates of these parameters, called the spectral decom-position estimates, are proposed, Some important statistical properties of the new estimates are established,in particular the linearity of the estimates of the fixed effects with many statistical optimalities. A new methodis applied to two important models which are used in economics, finance, and mechanical fields. All estimatesobtained have good statistical and practical meaning.
The Adaptive LASSO Spline Estimation of Single-Index Model
Institute of Scientific and Technical Information of China (English)
LU Yiqiang; ZHANG Riquan; HU Bin
2016-01-01
In this paper,based on spline approximation,the authors propose a unified variable selection approach for single-index model via adaptive L1 penalty.The calculation methods of the proposed estimators are given on the basis of the known lars algorithm.Under some regular conditions,the authors demonstrate the asymptotic properties of the proposed estimators and the oracle properties of adaptive LASSO (aLASSO) variable selection.Simulations are used to investigate the performances of the proposed estimator and illustrate that it is effective for simultaneous variable selection as well as estimation of the single-index models.
Estimation methods for nonlinear state-space models in ecology
DEFF Research Database (Denmark)
Pedersen, Martin Wæver; Berg, Casper Willestofte; Thygesen, Uffe Høgsbro
2011-01-01
The use of nonlinear state-space models for analyzing ecological systems is increasing. A wide range of estimation methods for such models are available to ecologists, however it is not always clear, which is the appropriate method to choose. To this end, three approaches to estimation in the theta...... logistic model for population dynamics were benchmarked by Wang (2007). Similarly, we examine and compare the estimation performance of three alternative methods using simulated data. The first approach is to partition the state-space into a finite number of states and formulate the problem as a hidden...... Markov model (HMM). The second method uses the mixed effects modeling and fast numerical integration framework of the AD Model Builder (ADMB) open-source software. The third alternative is to use the popular Bayesian framework of BUGS. The study showed that state and parameter estimation performance...
A Maximum Entropy Estimator for the Aggregate Hierarchical Logit Model
Directory of Open Access Journals (Sweden)
Pedro Donoso
2011-08-01
Full Text Available A new approach for estimating the aggregate hierarchical logit model is presented. Though usually derived from random utility theory assuming correlated stochastic errors, the model can also be derived as a solution to a maximum entropy problem. Under the latter approach, the Lagrange multipliers of the optimization problem can be understood as parameter estimators of the model. Based on theoretical analysis and Monte Carlo simulations of a transportation demand model, it is demonstrated that the maximum entropy estimators have statistical properties that are superior to classical maximum likelihood estimators, particularly for small or medium-size samples. The simulations also generated reduced bias in the estimates of the subjective value of time and consumer surplus.
Estimation of shape model parameters for 3D surfaces
DEFF Research Database (Denmark)
Erbou, Søren Gylling Hemmingsen; Darkner, Sune; Fripp, Jurgen;
2008-01-01
Statistical shape models are widely used as a compact way of representing shape variation. Fitting a shape model to unseen data enables characterizing the data in terms of the model parameters. In this paper a Gauss-Newton optimization scheme is proposed to estimate shape model parameters of 3D s...
An Estimated DSGE Model of the Indian Economy
2010-01-01
We develop a closed-economy DSGE model of the Indian economy and estimate it by Bayesian Maximum Likelihood methods using Dynare. We build up in stages to a model with a number of features important for emerging economies in general and the Indian economy in particular: a large proportion of credit-constrained consumers, a financial accelerator facing domestic firms seeking to finance their investment, and an informal sector. The simulation properties of the estimated model are examined under...
A New Estimation Model of IC Interconnect Lifetime Based on Uniform Defect Distribution Model
Institute of Scientific and Technical Information of China (English)
ZHAOTianxu; DUANXuchao; HAOYue; MAPeijun
2004-01-01
Defect, which exists throughout IC manufacturing process, is one of the important factors affecting IC interconnection lifetime. In this paper, a new failure model of IC interconnection is proposed based on analysis of the awdlable lifetime estimation models of IC interconnect lifetime. Many factors, such as the sizes of the defect, wire width, wire length and so on, are considered in this new model. The simulation results show that defect has a great influence on IC's interconnect lifetime, and the larger the defect size, the greater the influence. The new model can be used in an IC design to estimate electromigration loss related to the IC missing material defect and to some other factors.
Energy Technology Data Exchange (ETDEWEB)
Eydinov, D. [Scandpower, Kjeller (Norway); Gao, G. [Chevron, San Ramon, CA (United States); Li, G.; Reynolds, A.C. [Tulsa Univ., Tulsa, OK (United States)
2007-07-01
Relative permeability curves are typically obtained through core flood tests. This paper provided details of a procedure that used automatic history matching of 3-phase flow production data to estimate permeability curves with grid block porosities. The method used a B-spline approximation to represent sets of permeability curves with a log transformation of parameters to ensure that curves were monotonic or convex. It was assumed that the model vector was a multivariate Gaussian distribution. The history matching problem was considered in a Bayesian framework. The method was then compared with a power law model using the same data from a synthetic reservoir model. Results showed that the B-spline model obtained more accurate permeability curves than the power law model. The randomized maximum likelihood (RML) method was used to quantify uncertainties in the model parameters. 19 refs., 17 figs.
Explicit estimating equations for semiparametric generalized linear latent variable models
Ma, Yanyuan
2010-07-05
We study generalized linear latent variable models without requiring a distributional assumption of the latent variables. Using a geometric approach, we derive consistent semiparametric estimators. We demonstrate that these models have a property which is similar to that of a sufficient complete statistic, which enables us to simplify the estimating procedure and explicitly to formulate the semiparametric estimating equations. We further show that the explicit estimators have the usual root n consistency and asymptotic normality. We explain the computational implementation of our method and illustrate the numerical performance of the estimators in finite sample situations via extensive simulation studies. The advantage of our estimators over the existing likelihood approach is also shown via numerical comparison. We employ the method to analyse a real data example from economics. © 2010 Royal Statistical Society.
Fundamental Frequency and Model Order Estimation Using Spatial Filtering
DEFF Research Database (Denmark)
Karimian-Azari, Sam; Jensen, Jesper Rindom; Christensen, Mads Græsbøll
2014-01-01
extend this procedure to account for inharmonicity using unconstrained model order estimation. The simulations show that beamforming improves the performance of the joint estimates of fundamental frequency and the number of harmonics in low signal to interference (SIR) levels, and an experiment......In signal processing applications of harmonic-structured signals, estimates of the fundamental frequency and number of harmonics are often necessary. In real scenarios, a desired signal is contaminated by different levels of noise and interferers, which complicate the estimation of the signal...... parameters. In this paper, we present an estimation procedure for harmonic-structured signals in situations with strong interference using spatial filtering, or beamforming. We jointly estimate the fundamental frequency and the constrained model order through the output of the beamformers. Besides that, we...
INTERACTING MULTIPLE MODEL ALGORITHM BASED ON JOINT LIKELIHOOD ESTIMATION
Institute of Scientific and Technical Information of China (English)
Sun Jie; Jiang Chaoshu; Chen Zhuming; Zhang Wei
2011-01-01
A novel approach is proposed for the estimation of likelihood on Interacting Multiple-Model (IMM) filter.In this approach,the actual innovation,based on a mismatched model,can be formulated as sum of the theoretical innovation based on a matched model and the distance between matched and mismatched models,whose probability distributions are known.The joint likelihood of innovation sequence can be estimated by convolution of the two known probability density functions.The likelihood of tracking models can be calculated by conditional probability formula.Compared with the conventional likelihood estimation method,the proposed method improves the estimation accuracy of likelihood and robustness of IMM,especially when maneuver occurs.
System Level Modelling and Performance Estimation of Embedded Systems
DEFF Research Database (Denmark)
Tranberg-Hansen, Anders Sejer
is simulation based and allows performance estimation to be carried out throughout all design phases ranging from early functional to cycle accurate and bit true descriptions of the system, modelling both hardware and software components in a unied way. Design space exploration and performance estimation...... an efficient system level design methodology, a modelling framework for performance estimation and design space exploration at the system level is required. This thesis presents a novel component based modelling framework for system level modelling and performance estimation of embedded systems. The framework...... is performed by having the framework produce detailed quantitative information about the system model under investigation. The project is part of the national Danish research project, Danish Network of Embedded Systems (DaNES), which is funded by the Danish National Advanced Technology Foundation. The project...
Kernel PLS Estimation of Single-trial Event-related Potentials
Rosipal, Roman; Trejo, Leonard J.
2004-01-01
Nonlinear kernel partial least squaes (KPLS) regressior, is a novel smoothing approach to nonparametric regression curve fitting. We have developed a KPLS approach to the estimation of single-trial event related potentials (ERPs). For improved accuracy of estimation, we also developed a local KPLS method for situations in which there exists prior knowledge about the approximate latency of individual ERP components. To assess the utility of the KPLS approach, we compared non-local KPLS and local KPLS smoothing with other nonparametric signal processing and smoothing methods. In particular, we examined wavelet denoising, smoothing splines, and localized smoothing splines. We applied these methods to the estimation of simulated mixtures of human ERPs and ongoing electroencephalogram (EEG) activity using a dipole simulator (BESA). In this scenario we considered ongoing EEG to represent spatially and temporally correlated noise added to the ERPs. This simulation provided a reasonable but simplified model of real-world ERP measurements. For estimation of the simulated single-trial ERPs, local KPLS provided a level of accuracy that was comparable with or better than the other methods. We also applied the local KPLS method to the estimation of human ERPs recorded in an experiment on co,onitive fatigue. For these data, the local KPLS method provided a clear improvement in visualization of single-trial ERPs as well as their averages. The local KPLS method may serve as a new alternative to the estimation of single-trial ERPs and improvement of ERP averages.
Gaussian estimation for discretely observed Cox-Ingersoll-Ross model
Wei, Chao; Shu, Huisheng; Liu, Yurong
2016-07-01
This paper is concerned with the parameter estimation problem for Cox-Ingersoll-Ross model based on discrete observation. First, a new discretized process is built based on the Euler-Maruyama scheme. Then, the parameter estimators are obtained by employing the maximum likelihood method and the explicit expressions of the error of estimation are given. Subsequently, the consistency property of all parameter estimators are proved by applying the law of large numbers for martingales, Holder's inequality, B-D-G inequality and Cauchy-Schwarz inequality. Finally, a numerical simulation example for estimators and the absolute error between estimators and true values is presented to demonstrate the effectiveness of the estimation approach used in this paper.
Battery Calendar Life Estimator Manual Modeling and Simulation
Energy Technology Data Exchange (ETDEWEB)
Jon P. Christophersen; Ira Bloom; Ed Thomas; Vince Battaglia
2012-10-01
The Battery Life Estimator (BLE) Manual has been prepared to assist developers in their efforts to estimate the calendar life of advanced batteries for automotive applications. Testing requirements and procedures are defined by the various manuals previously published under the United States Advanced Battery Consortium (USABC). The purpose of this manual is to describe and standardize a method for estimating calendar life based on statistical models and degradation data acquired from typical USABC battery testing.
DR-model-based estimation algorithm for NCS
Institute of Scientific and Technical Information of China (English)
HUANG Si-niu; CHEN Zong-ji; WEI Chen
2006-01-01
A novel estimation scheme based on dead reckoning (DR) model for networked control system (NCS)is proposed in this paper.Both the detailed DR estimation algorithm and the stability analysis of the system are given.By using DR estimation of the state,the effect of communication delays is overcome.This makes a controller designed without considering delays still applicable in NCS Moreover,the scheme can effectively solve the problem of data packet loss or timeout.
Efficent Estimation of the Non-linear Volatility and Growth Model
2009-01-01
Ramey and Ramey (1995) introduced a non-linear model relating volatility to growth. The solution of this model by generalised computer algorithms for non-linear maximum likelihood estimation encounters the usual difficulties and is, at best, tedious. We propose an algebraic solution for the model that provides fully efficient estimators and is elementary to implement as a standard ordinary least squares procedure. This eliminates issues such as the ‘guesstimation’ of initial values and mul...
Model-free Estimation of Recent Genetic Relatedness
Conomos, Matthew P.; Reiner, Alexander P.; Weir, Bruce S.; Thornton, Timothy A.
2016-01-01
Genealogical inference from genetic data is essential for a variety of applications in human genetics. In genome-wide and sequencing association studies, for example, accurate inference on both recent genetic relatedness, such as family structure, and more distant genetic relatedness, such as population structure, is necessary for protection against spurious associations. Distinguishing familial relatedness from population structure with genotype data, however, is difficult because both manifest as genetic similarity through the sharing of alleles. Existing approaches for inference on recent genetic relatedness have limitations in the presence of population structure, where they either (1) make strong and simplifying assumptions about population structure, which are often untenable, or (2) require correct specification of and appropriate reference population panels for the ancestries in the sample, which might be unknown or not well defined. Here, we propose PC-Relate, a model-free approach for estimating commonly used measures of recent genetic relatedness, such as kinship coefficients and IBD sharing probabilities, in the presence of unspecified structure. PC-Relate uses principal components calculated from genome-screen data to partition genetic correlations among sampled individuals due to the sharing of recent ancestors and more distant common ancestry into two separate components, without requiring specification of the ancestral populations or reference population panels. In simulation studies with population structure, including admixture, we demonstrate that PC-Relate provides accurate estimates of genetic relatedness and improved relationship classification over widely used approaches. We further demonstrate the utility of PC-Relate in applications to three ancestrally diverse samples that vary in both size and genealogical complexity. PMID:26748516
Reduced Noise Effect in Nonlinear Model Estimation Using Multiscale Representation
Directory of Open Access Journals (Sweden)
Mohamed N. Nounou
2010-01-01
Full Text Available Nonlinear process models are widely used in various applications. In the absence of fundamental models, it is usually relied on empirical models, which are estimated from measurements of the process variables. Unfortunately, measured data are usually corrupted with measurement noise that degrades the accuracy of the estimated models. Multiscale wavelet-based representation of data has been shown to be a powerful data analysis and feature extraction tool. In this paper, these characteristics of multiscale representation are utilized to improve the estimation accuracy of the linear-in-the-parameters nonlinear model by developing a multiscale nonlinear (MSNL modeling algorithm. The main idea in this MSNL modeling algorithm is to decompose the data at multiple scales, construct multiple nonlinear models at multiple scales, and then select among all scales the model which best describes the process. The main advantage of the developed algorithm is that it integrates modeling and feature extraction to improve the robustness of the estimated model to the presence of measurement noise in the data. This advantage of MSNL modeling is demonstrated using a nonlinear reactor model.
An intersection model for estimating sea otter mortality along the Kenai Peninsula
Bodkin, J.L.; Udevitz, M.S.; Loughlin, T.R.
1994-01-01
We developed an intersection model to integrate parameters estimated from three distinct data sets that resulted from the Exxon Valdez oil spill: (1) the distribution, amount, and movements of spilled oil; (2) the distribution and abundance of sea otters along the Kenai Peninsula; and (3) the estimates of site-specific sea otter mortality relative to oil exposure from otters captured for rehabilitation and from collected carcasses. In this chapter, we describe the data sets and provide examples of how they can be used in the model to generate acute loss estimates. We also examine the assumptions required for the model and provide suggestions for improving and applying the model.
ASYMPTOTIC EFFICIENT ESTIMATION IN SEMIPARAMETRIC NONLINEAR REGRESSION MODELS
Institute of Scientific and Technical Information of China (English)
ZhuZhongyi; WeiBocheng
1999-01-01
In this paper, the estimation method based on the “generalized profile likelihood” for the conditionally parametric models in the paper given by Severini and Wong (1992) is extendedto fixed design semiparametrie nonlinear regression models. For these semiparametrie nonlinear regression models,the resulting estimator of parametric component of the model is shown to beasymptotically efficient and the strong convergence rate of nonparametric component is investigated. Many results (for example Chen (1988) ,Gao & Zhao (1993), Rice (1986) et al. ) are extended to fixed design semiparametric nonlinear regression models.
Linear Factor Models and the Estimation of Expected Returns
Sarisoy, Cisil; de Goeij, Peter; Werker, Bas
2015-01-01
Estimating expected returns on individual assets or portfolios is one of the most fundamental problems of finance research. The standard approach, using historical averages,produces noisy estimates. Linear factor models of asset pricing imply a linear relationship between expected returns and exposu
Parameter Estimation for a Computable General Equilibrium Model
DEFF Research Database (Denmark)
Arndt, Channing; Robinson, Sherman; Tarp, Finn
2002-01-01
We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of non-linear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints...
Person Appearance Modeling and Orientation Estimation using Spherical Harmonics
Liem, M.C.; Gavrila, D.M.
2013-01-01
We present a novel approach for the joint estimation of a person's overall body orientation, 3D shape and texture, from overlapping cameras. Overall body orientation (i.e. rotation around torso major axis) is estimated by minimizing the difference between a learned texture model in a canonical orien
Simulation model accurately estimates total dietary iodine intake
Verkaik-Kloosterman, J.; Veer, van 't P.; Ocke, M.C.
2009-01-01
One problem with estimating iodine intake is the lack of detailed data about the discretionary use of iodized kitchen salt and iodization of industrially processed foods. To be able to take into account these uncertainties in estimating iodine intake, a simulation model combining deterministic and p
A Framework for Non-Gaussian Signal Modeling and Estimation
1999-06-01
the minimum entropy estimator," Trabajos de Estadistica , vol. 19, pp. 55-65, 1968. XI_ ILlllgl_____l)___11-_11^· -^_X II- _ -- _ _ . III·III...Nonparametric Function Estimation, Modeling, and Simulation. Philadelphia: Society for Industrial and Applied Mathematics, 1990. [200] D. M. Titterington
A least squares estimation method for the linear learning model
B. Wierenga (Berend)
1978-01-01
textabstractThe author presents a new method for estimating the parameters of the linear learning model. The procedure, essentially a least squares method, is easy to carry out and avoids certain difficulties of earlier estimation procedures. Applications to three different data sets are reported, a
Trimmed Likelihood-based Estimation in Binary Regression Models
Cizek, P.
2005-01-01
The binary-choice regression models such as probit and logit are typically estimated by the maximum likelihood method.To improve its robustness, various M-estimation based procedures were proposed, which however require bias corrections to achieve consistency and their resistance to outliers is rela
Parameter Estimation for a Computable General Equilibrium Model
DEFF Research Database (Denmark)
Arndt, Channing; Robinson, Sherman; Tarp, Finn
We introduce a maximum entropy approach to parameter estimation for computable general equilibrium (CGE) models. The approach applies information theory to estimating a system of nonlinear simultaneous equations. It has a number of advantages. First, it imposes all general equilibrium constraints...
Change-point estimation for censored regression model
Institute of Scientific and Technical Information of China (English)
Zhan-feng WANG; Yao-hua WU; Lin-cheng ZHAO
2007-01-01
In this paper, we consider the change-point estimation in the censored regression model assuming that there exists one change point. A nonparametric estimate of the change-point is proposed and is shown to be strongly consistent. Furthermore, its convergence rate is also obtained.
Estimation of Kinetic Parameters in an Automotive SCR Catalyst Model
DEFF Research Database (Denmark)
Åberg, Andreas; Widd, Anders; Abildskov, Jens;
2016-01-01
A challenge during the development of models for simulation of the automotive Selective Catalytic Reduction catalyst is the parameter estimation of the kinetic parameters, which can be time consuming and problematic. The parameter estimation is often carried out on small-scale reactor tests, or p...
An improved model for estimating pesticide emissions for agricultural LCA
DEFF Research Database (Denmark)
Dijkman, Teunis Johannes; Birkved, Morten; Hauschild, Michael Zwicky
2011-01-01
Credible quantification of chemical emissions in the inventory phase of Life Cycle Assessment (LCA) is crucial since chemicals are the dominating cause of the human and ecotoxicity-related environmental impacts in Life Cycle Impact Assessment (LCIA). When applying LCA for assessment of agricultural...... products, off-target pesticide emissions need to be quantified as accurately as possible because of the considerable toxicity effects associated with chemicals designed to have a high impact on biological organisms like for example insects or weed plants. PestLCI was developed to estimate the fractions...... of the applied pesticide that is emitted from a field to the surrounding environmental compartments: air, surface water, and ground water. However, the applicability of the model has been limited to 1 typical Danish soil type and 1 climatic profile obtained from the national Danish meteorological station...
Parameter estimation of hydrologic models using data assimilation
Kaheil, Y. H.
2005-12-01
The uncertainties associated with the modeling of hydrologic systems sometimes demand that data should be incorporated in an on-line fashion in order to understand the behavior of the system. This paper represents a Bayesian strategy to estimate parameters for hydrologic models in an iterative mode. The paper presents a modified technique called localized Bayesian recursive estimation (LoBaRE) that efficiently identifies the optimum parameter region, avoiding convergence to a single best parameter set. The LoBaRE methodology is tested for parameter estimation for two different types of models: a support vector machine (SVM) model for predicting soil moisture, and the Sacramento Soil Moisture Accounting (SAC-SMA) model for estimating streamflow. The SAC-SMA model has 13 parameters that must be determined. The SVM model has three parameters. Bayesian inference is used to estimate the best parameter set in an iterative fashion. This is done by narrowing the sampling space by imposing uncertainty bounds on the posterior best parameter set and/or updating the "parent" bounds based on their fitness. The new approach results in fast convergence towards the optimal parameter set using minimum training/calibration data and evaluation of fewer parameter sets. The efficacy of the localized methodology is also compared with the previously used Bayesian recursive estimation (BaRE) algorithm.
Variational methods to estimate terrestrial ecosystem model parameters
Delahaies, Sylvain; Roulstone, Ian
2016-04-01
Carbon is at the basis of the chemistry of life. Its ubiquity in the Earth system is the result of complex recycling processes. Present in the atmosphere in the form of carbon dioxide it is adsorbed by marine and terrestrial ecosystems and stored within living biomass and decaying organic matter. Then soil chemistry and a non negligible amount of time transform the dead matter into fossil fuels. Throughout this cycle, carbon dioxide is released in the atmosphere through respiration and combustion of fossils fuels. Model-data fusion techniques allow us to combine our understanding of these complex processes with an ever-growing amount of observational data to help improving models and predictions. The data assimilation linked ecosystem carbon (DALEC) model is a simple box model simulating the carbon budget allocation for terrestrial ecosystems. Over the last decade several studies have demonstrated the relative merit of various inverse modelling strategies (MCMC, ENKF, 4DVAR) to estimate model parameters and initial carbon stocks for DALEC and to quantify the uncertainty in the predictions. Despite its simplicity, DALEC represents the basic processes at the heart of more sophisticated models of the carbon cycle. Using adjoint based methods we study inverse problems for DALEC with various data streams (8 days MODIS LAI, monthly MODIS LAI, NEE). The framework of constraint optimization allows us to incorporate ecological common sense into the variational framework. We use resolution matrices to study the nature of the inverse problems and to obtain data importance and information content for the different type of data. We study how varying the time step affect the solutions, and we show how "spin up" naturally improves the conditioning of the inverse problems.
Lunar ~3He estimations and related parameters analyses
Institute of Scientific and Technical Information of China (English)
无
2010-01-01
As a potential nuclear fuel, 3He element is significant for both the solution of impending human energy crisis and the conservation of natural environment. Lunar regolith contains abundant and easily extracted 3He. Based on the analyses of the impact factors of 3He abundance, here we have compared a few key assessment parameters and approaches used in lunar regolith 3He reserve estimation and some representative estimation results, and discussed the issues concerned in 3He abundance variation and 3He reserve estimation. Our studies suggest that in a range of at least meters deep, 3He abundance in lunar regolith is homogeneously distributed and generally does not depend on the depth; lunar regolith has long been in a saturation state of 3He trapped by minerals through chemical bonds, and the temperature fluctuation on the lunar surface exerts little influence on the lattice 3He abundance. In terms of above conclusions and the newest lunar regolith depth data from the microwave brightness temperature retrieval of the "ChangE-1" Lunar Microwave Sounder, a new 3He reserve estimation has been presented.
Parameter Estimates in Differential Equation Models for Population Growth
Winkel, Brian J.
2011-01-01
We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…
THE PROBLEM OF ESTIMATING CAUSAL RELATIONS BY REGRESSING ACCOUNTING (SEMI) IDENTITIES
F. Javier Sánchez Vidal
2007-01-01
Inferences about the coefficient values of a model estimated with a linear regression cannot be made when both the dependent and the independent variable are part of an accounting (semi) identity. The coefficients will no longer indicate a causal relation as they must adapt to satisfy the identity. A good example is an investment-cash flow sensitivity model. Este trabajo habla de la imposibilidad de extraer conclusiones sobre el valor de los coeficientes de un modelo de regresión lineal que i...
Models for estimation of land remote sensing satellites operational efficiency
Kurenkov, Vladimir I.; Kucherov, Alexander S.
2017-01-01
The paper deals with the problem of estimation of land remote sensing satellites operational efficiency. Appropriate mathematical models have been developed. Some results obtained with the help of the software worked out in Delphi programming support environment are presented.
Parameter Estimation for the Thurstone Case III Model.
Mackay, David B.; Chaiy, Seoil
1982-01-01
The ability of three estimation criteria to recover parameters of the Thurstone Case V and Case III models from comparative judgment data was investigated via Monte Carlo techniques. Significant differences in recovery are shown to exist. (Author/JKS)
Allometric models for estimating biomass and carbon in Alnus acuminata
National Research Council Canada - National Science Library
William Fonseca; Laura Ruíz; Marylin Rojas; Federico Allice
2013-01-01
... (leaves, branches, stem and root) and total tree biomass in Alnus acuminata (Kunth) in Costa Rica. Additionally, models were developed to estimate biomass and carbon in trees per hectare and for total plant biomass per hectare...
Estimation of the Human Absorption Cross Section Via Reverberation Models
DEFF Research Database (Denmark)
Steinböck, Gerhard; Pedersen, Troels; Fleury, Bernard Henri;
2016-01-01
Since the presence of persons affects the reverberation time observed for in-room channels, the absorption cross section of a person can be estimated from measurements via Sabine's and Eyring's models for the reverberation time. We propose an estimator relying on the more accurate model by Eyring...... and compare the obtained results to those of Sabine's model. We find that the absorption by persons is large enough to be measured with a wideband channel sounder and that estimates of the human absorption cross section differ for the two models. The obtained values are comparable to values reported...... in the literature. We also suggest the use of controlled environments with low average absorption coefficients to obtain more reliable estimates. The obtained values can be used to predict the change of reverberation time with persons in the propagation environment. This allows prediction of channel characteristics...
NEW DOCTORAL DEGREE Parameter estimation problem in the Weibull model
Marković, Darija
2009-01-01
In this dissertation we consider the problem of the existence of best parameters in the Weibull model, one of the most widely used statistical models in reliability theory and life data theory. Particular attention is given to a 3-parameter Weibull model. We have listed some of the many applications of this model. We have described some of the classical methods for estimating parameters of the Weibull model, two graphical methods (Weibull probability plot and hazard plot), and two analyt...
Asymptotic properties of maximum likelihood estimators in models with multiple change points
He, Heping; 10.3150/09-BEJ232
2011-01-01
Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of this paper is to establish the asymptotic properties of maximum likelihood estimators of the parameters of a multiple change-point model for a general class of models in which the form of the distribution can change from segment to segment and in which, possibly, there are parameters that are common to all segments. Consistency of the maximum likelihood estimators of the change points is established and the rate of convergence is determined; the asymptotic distribution of the maximum likelihood estimators of the parameters of the within-segment distributions is also derived. Since the approach used in single change-point models is not easily extended to multiple change-point models, these results require the introduction of those tools for analyzing the likelihood function in a multiple change-point model.
Directory of Open Access Journals (Sweden)
Nakamichi Takeshi
2015-06-01
Full Text Available The characteristics of evapotranspiration estimated by the complementary relationship actual evapotranspiration (CRAE, the advection-aridity (AA, and the modified advection-aridity (MAA models were investigated in six pairs of rural and urban areas of Japan in order to evaluate the applicability of the three models the urban area. The main results are as follows: 1 The MAA model could apply to estimating the actual evapotranspiration in the urban area. 2 The actual evapotranspirations estimated by the three models were much less in the urban area than in the rural. 3 The difference among the estimated values of evapotranspiration in the urban areas was significant, depending on each model, while the difference among the values in the rural areas was relatively small. 4 All three models underestimated the actual evapotranspiration in the urban areas from humid surfaces where water and green spaces exist. 5 Each model could take the effect of urbanization into account.
ASYMPTOTICS OF MEAN TRANSFORMATION ESTIMATORS WITH ERRORS IN VARIABLES MODEL
Institute of Scientific and Technical Information of China (English)
CUI Hengjian
2005-01-01
This paper addresses estimation and its asymptotics of mean transformation θ = E[h(X)] of a random variable X based on n iid. Observations from errors-in-variables model Y = X + v, where v is a measurement error with a known distribution and h(.) is a known smooth function. The asymptotics of deconvolution kernel estimator for ordinary smooth error distribution and expectation extrapolation estimator are given for normal error distribution respectively. Under some mild regularity conditions, the consistency and asymptotically normality are obtained for both type of estimators. Simulations show they have good performance.
ROBUST ESTIMATION IN PARTIAL LINEAR MIXED MODEL FOR LONGITUDINAL DATA
Institute of Scientific and Technical Information of China (English)
Qin Guoyou; Zhu Zhongyi
2008-01-01
In this article, robust generalized estimating equation for the analysis of par- tial linear mixed model for longitudinal data is used. The authors approximate the non- parametric function by a regression spline. Under some regular conditions, the asymptotic properties of the estimators are obtained. To avoid the computation of high-dimensional integral, a robust Monte Carlo Newton-Raphson algorithm is used. Some simulations are carried out to study the performance of the proposed robust estimators. In addition, the authors also study the robustness and the efficiency of the proposed estimators by simulation. Finally, two real longitudinal data sets are analyzed.
Adaptive quasi-likelihood estimate in generalized linear models
Institute of Scientific and Technical Information of China (English)
CHEN Xia; CHEN Xiru
2005-01-01
This paper gives a thorough theoretical treatment on the adaptive quasilikelihood estimate of the parameters in the generalized linear models. The unknown covariance matrix of the response variable is estimated by the sample. It is shown that the adaptive estimator defined in this paper is asymptotically most efficient in the sense that it is asymptotic normal, and the covariance matrix of the limit distribution coincides with the one for the quasi-likelihood estimator for the case that the covariance matrix of the response variable is completely known.
Modeling of Location Estimation for Object Tracking in WSN
Directory of Open Access Journals (Sweden)
Hung-Chi Chu
2013-01-01
Full Text Available Location estimation for object tracking is one of the important topics in the research of wireless sensor networks (WSNs. Recently, many location estimation or position schemes in WSN have been proposed. In this paper, we will propose the procedure and modeling of location estimation for object tracking in WSN. The designed modeling is a simple scheme without complex processing. We will use Matlab to conduct the simulation and numerical analyses to find the optimal modeling variables. The analyses with different variables will include object moving model, sensing radius, model weighting value α, and power-level increasing ratio k of neighboring sensor nodes. For practical consideration, we will also carry out the shadowing model for analysis.
CONSERVATIVE ESTIMATING FUNCTIONIN THE NONLINEAR REGRESSION MODEL WITHAGGREGATED DATA
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
The purpose of this paper is to study the theory of conservative estimating functions in nonlinear regression model with aggregated data. In this model, a quasi-score function with aggregated data is defined. When this function happens to be conservative, it is projection of the true score function onto a class of estimation functions. By constructing, the potential function for the projected score with aggregated data is obtained, which have some properties of log-likelihood function.
Estimation linear model using block generalized inverse of a matrix
Jasińska, Elżbieta; Preweda, Edward
2013-01-01
The work shows the principle of generalized linear model, point estimation, which can be used as a basis for determining the status of movements and deformations of engineering objects. The structural model can be put on any boundary conditions, for example, to ensure the continuity of the deformations. Estimation by the method of least squares was carried out taking into account the terms and conditions of the Gauss- Markov for quadratic forms stored using Lagrange function. The original sol...
Constrained Maximum Likelihood Estimation for Two-Level Mean and Covariance Structure Models
Bentler, Peter M.; Liang, Jiajuan; Tang, Man-Lai; Yuan, Ke-Hai
2011-01-01
Maximum likelihood is commonly used for the estimation of model parameters in the analysis of two-level structural equation models. Constraints on model parameters could be encountered in some situations such as equal factor loadings for different factors. Linear constraints are the most common ones and they are relatively easy to handle in…
Model Averaging Software for Dichotomous Dose Response Risk Estimation
Directory of Open Access Journals (Sweden)
Matthew W. Wheeler
2008-02-01
Full Text Available Model averaging has been shown to be a useful method for incorporating model uncertainty in quantitative risk estimation. In certain circumstances this technique is computationally complex, requiring sophisticated software to carry out the computation. We introduce software that implements model averaging for risk assessment based upon dichotomous dose-response data. This software, which we call Model Averaging for Dichotomous Response Benchmark Dose (MADr-BMD, ﬁts the quantal response models, which are also used in the US Environmental Protection Agency benchmark dose software suite, and generates a model-averaged dose response model to generate benchmark dose and benchmark dose lower bound estimates. The software fulﬁlls a need for risk assessors, allowing them to go beyond one single model in their risk assessments based on quantal data by focusing on a set of models that describes the experimental data.
Language Adaptation for Extending Post-Editing Estimates for Closely Related Languages
Directory of Open Access Journals (Sweden)
Rios Miguel
2016-10-01
Full Text Available This paper presents an open-source toolkit for predicting human post-editing efforts for closely related languages. At the moment, training resources for the Quality Estimation task are available for very few language directions and domains. Available resources can be expanded on the assumption that MT errors and the amount of post-editing required to correct them are comparable across related languages, even if the feature frequencies differ. In this paper we report a toolkit for achieving language adaptation, which is based on learning new feature representation using transfer learning methods. In particular, we report performance of a method based on Self-Taught Learning which adapts the English-Spanish pair to produce Quality Estimation models for translation from English into Portuguese, Italian and other Romance languages using the publicly available Autodesk dataset.
Efficient robust nonparametric estimation in a semimartingale regression model
Konev, Victor
2010-01-01
The paper considers the problem of robust estimating a periodic function in a continuous time regression model with dependent disturbances given by a general square integrable semimartingale with unknown distribution. An example of such a noise is non-gaussian Ornstein-Uhlenbeck process with the L\\'evy process subordinator, which is used to model the financial Black-Scholes type markets with jumps. An adaptive model selection procedure, based on the weighted least square estimates, is proposed. Under general moment conditions on the noise distribution, sharp non-asymptotic oracle inequalities for the robust risks have been derived and the robust efficiency of the model selection procedure has been shown.
Campbell, D A; Chkrebtii, O
2013-12-01
Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories.
Comparisons of Estimation Procedures for Nonlinear Multilevel Models
Directory of Open Access Journals (Sweden)
Ali Reza Fotouhi
2003-05-01
Full Text Available We introduce General Multilevel Models and discuss the estimation procedures that may be used to fit multilevel models. We apply the proposed procedures to three-level binary data generated in a simulation study. We compare the procedures by two criteria, Bias and efficiency. We find that the estimates of the fixed effects and variance components are substantially and significantly biased using Longford's Approximation and Goldstein's Generalized Least Squares approaches by two software packages VARCL and ML3. These estimates are not significantly biased and are very close to real values when we use Markov Chain Monte Carlo (MCMC using Gibbs sampling or Nonparametric Maximum Likelihood (NPML approach. The Gaussian Quadrature (GQ approach, even with small number of mass points results in consistent estimates but computationally problematic. We conclude that the MCMC and the NPML approaches are the recommended procedures to fit multilevel models.
Estimation of Nonlinear Dynamic Panel Data Models with Individual Effects
Directory of Open Access Journals (Sweden)
Yi Hu
2014-01-01
Full Text Available This paper suggests a generalized method of moments (GMM based estimation for dynamic panel data models with individual specific fixed effects and threshold effects simultaneously. We extend Hansen’s (Hansen, 1999 original setup to models including endogenous regressors, specifically, lagged dependent variables. To address the problem of endogeneity of these nonlinear dynamic panel data models, we prove that the orthogonality conditions proposed by Arellano and Bond (1991 are valid. The threshold and slope parameters are estimated by GMM, and asymptotic distribution of the slope parameters is derived. Finite sample performance of the estimation is investigated through Monte Carlo simulations. It shows that the threshold and slope parameter can be estimated accurately and also the finite sample distribution of slope parameters is well approximated by the asymptotic distribution.
Estimation of growth parameters using a nonlinear mixed Gompertz model.
Wang, Z; Zuidhof, M J
2004-06-01
In order to maximize the utility of simulation models for decision making, accurate estimation of growth parameters and associated variances is crucial. A mixed Gompertz growth model was used to account for between-bird variation and heterogeneous variance. The mixed model had several advantages over the fixed effects model. The mixed model partitioned BW variation into between- and within-bird variation, and the covariance structure assumed with the random effect accounted for part of the BW correlation across ages in the same individual. The amount of residual variance decreased by over 55% with the mixed model. The mixed model reduced estimation biases that resulted from selective sampling. For analysis of longitudinal growth data, the mixed effects growth model is recommended.
Parameter Estimation for an Electric Arc Furnace Model Using Maximum Likelihood
Directory of Open Access Journals (Sweden)
Jesser J. Marulanda-Durango
2012-12-01
Full Text Available In this paper, we present a methodology for estimating the parameters of a model for an electrical arc furnace, by using maximum likelihood estimation. Maximum likelihood estimation is one of the most employed methods for parameter estimation in practical settings. The model for the electrical arc furnace that we consider, takes into account the non-periodic and non-linear variations in the voltage-current characteristic. We use NETLAB, an open source MATLAB® toolbox, for solving a set of non-linear algebraic equations that relate all the parameters to be estimated. Results obtained through simulation of the model in PSCADTM, are contrasted against real measurements taken during the furnance's most critical operating point. We show how the model for the electrical arc furnace, with appropriate parameter tuning, captures with great detail the real voltage and current waveforms generated by the system. Results obtained show a maximum error of 5% for the current's root mean square error.
Estimating hybrid choice models with the new version of Biogeme
Bierlaire, Michel
2010-01-01
Hybrid choice models integrate many types of discrete choice modeling methods, including latent classes and latent variables, in order to capture concepts such as perceptions, attitudes, preferences, and motivatio (Ben-Akiva et al., 2002). Although they provide an excellent framework to capture complex behavior patterns, their use in applications remains rare in the literature due to the difficulty of estimating the models. In this talk, we provide a short introduction to hybrid choice model...
Parameter Estimation and Experimental Design in Groundwater Modeling
Institute of Scientific and Technical Information of China (English)
SUN Ne-zheng
2004-01-01
This paper reviews the latest developments on parameter estimation and experimental design in the field of groundwater modeling. Special considerations are given when the structure of the identified parameter is complex and unknown. A new methodology for constructing useful groundwater models is described, which is based on the quantitative relationships among the complexity of model structure, the identifiability of parameter, the sufficiency of data, and the reliability of model application.
Activity Recognition Using Biomechanical Model Based Pose Estimation
Reiss, Attila; Hendeby, Gustaf; Bleser, Gabriele; Stricker, Didier
2010-01-01
In this paper, a novel activity recognition method based on signal-oriented and model-based features is presented. The model-based features are calculated from shoulder and elbow joint angles and torso orientation, provided by upper-body pose estimation based on a biomechanical body model. The recognition performance of signal-oriented and model-based features is compared within this paper, and the potential of improving recognition accuracy by combining the two approaches is proved: the accu...
Directory of Open Access Journals (Sweden)
Houda Salhi
2016-01-01
Full Text Available This paper deals with the parameter estimation problem for multivariable nonlinear systems described by MIMO state-space Wiener models. Recursive parameters and state estimation algorithms are presented using the least squares technique, the adjustable model, and the Kalman filter theory. The basic idea is to estimate jointly the parameters, the state vector, and the internal variables of MIMO Wiener models based on a specific decomposition technique to extract the internal vector and avoid problems related to invertibility assumption. The effectiveness of the proposed algorithms is shown by an illustrative simulation example.
METHODOLOGY RELATED TO ESTIMATION OF INVESTMENT APPEAL OF RURAL SETTLEMENTS
Directory of Open Access Journals (Sweden)
A. S. Voshev
2010-03-01
Full Text Available Conditions for production activity vary considerably from region to region, from area to area, from settlement to settlement. In this connection, investors are challenged to choose an optimum site for a new enterprise. To make the decision, investors follow such references as: investment potential and risk level; their interrelation determines investment appeal of a country, region, area, city or rural settlement. At present Russia faces a problem of «black boxes» represented by a lot of rural settlements. No effective and suitable techniques of quantitative estimation of investment potential, rural settlement risks and systems to make the given information accessible for potential investors exist until now.
Energy Technology Data Exchange (ETDEWEB)
Hurtado, Fernando S.V.; Maliska, Clovis R.; Silva, Antonio F.C. da; Ambrus, Jaime; Contessi, Bruno A.; Cordazzo, Jonas [Universidade Federal de Santa Catarina (UFSC), Florianopolis, SC (Brazil). Dept. de Engenharia Mecanica. Lab. de Simulacao Numerica em Mecanica dos Fluidos e Transferencia de Calor (SINMEC)
2004-07-01
It is unquestionable the significant role that reservoir simulation has gained in the petroleum industry today. Nevertheless, the accuracy of this prediction toll is frequently degraded not only by inherent uncertainty in the reservoir characterization, but also by usually deficient estimation of relative permeability curves, which are the key elements for macroscopic description of multiphase flow in porous media. In practice, these flow functions should be estimated from data collected in displacement experiments. Although numerous methods for estimating relative permeabilities from these experimental data have been developed over the years, their practical application have been suffered from many problems mainly arisen on the oversimplified mathematical models on which those methods were based. In recent years, parameter estimation techniques are being increasingly applied to estimate relative permeabilities, mostly because they allow employing a flow model as accurate as necessary to represent all influencing factors on the fluid displacement. The present work describes the main characteristics and potentialities of an application software developed as a supporting toll for the task of estimation of reliable relative permeability curves by a parameter estimation method. Special emphasis was given to the implementation of a numerical flow model including relevant physical factors, such as rock heterogeneity, capillary pressure, gravity effects, and fluid compressibility. (author)
Bayesian estimation of parameters in a regional hydrological model
Directory of Open Access Journals (Sweden)
K. Engeland
2002-01-01
Full Text Available This study evaluates the applicability of the distributed, process-oriented Ecomag model for prediction of daily streamflow in ungauged basins. The Ecomag model is applied as a regional model to nine catchments in the NOPEX area, using Bayesian statistics to estimate the posterior distribution of the model parameters conditioned on the observed streamflow. The distribution is calculated by Markov Chain Monte Carlo (MCMC analysis. The Bayesian method requires formulation of a likelihood function for the parameters and three alternative formulations are used. The first is a subjectively chosen objective function that describes the goodness of fit between the simulated and observed streamflow, as defined in the GLUE framework. The second and third formulations are more statistically correct likelihood models that describe the simulation errors. The full statistical likelihood model describes the simulation errors as an AR(1 process, whereas the simple model excludes the auto-regressive part. The statistical parameters depend on the catchments and the hydrological processes and the statistical and the hydrological parameters are estimated simultaneously. The results show that the simple likelihood model gives the most robust parameter estimates. The simulation error may be explained to a large extent by the catchment characteristics and climatic conditions, so it is possible to transfer knowledge about them to ungauged catchments. The statistical models for the simulation errors indicate that structural errors in the model are more important than parameter uncertainties. Keywords: regional hydrological model, model uncertainty, Bayesian analysis, Markov Chain Monte Carlo analysis
A financial planning model for estimating hospital debt capacity.
Hopkins, D S; Heath, D; Levin, P J
1982-01-01
A computer-based financial planning model was formulated to measure the impact of a major capital improvement project on the fiscal health of Stanford University Hospital. The model had to be responsive to many variables and easy to use, so as to allow for the testing of numerous alternatives. Special efforts were made to identify the key variables that needed to be presented in the model and to include all known links between capital investment, debt, and hospital operating expenses. Growth in the number of patient days of care was singled out as a major source of uncertainty that would have profound effects on the hospital's finances. Therefore this variable was subjected to special scrutiny in terms of efforts to gauge expected demographic trends and market forces. In addition, alternative base runs of the model were made under three distinct patient-demand assumptions. Use of the model enabled planners at the Stanford University Hospital (a) to determine that a proposed modernization plan was financially feasible under a reasonable (that is, not unduly optimistic) set of assumptions and (b) to examine the major sources of risk. Other than patient demand, these sources were found to be gross revenues per patient, operating costs, and future limitations on government reimbursement programs. When the likely financial consequences of these risks were estimated, both separately and in combination, it was determined that even if two or more assumptions took a somewhat more negative turn than was expected, the hospital would be able to offset adverse consequences by a relatively minor reduction in operating costs. PMID:7111658
A financial planning model for estimating hospital debt capacity.
Hopkins, D S; Heath, D; Levin, P J
1982-01-01
A computer-based financial planning model was formulated to measure the impact of a major capital improvement project on the fiscal health of Stanford University Hospital. The model had to be responsive to many variables and easy to use, so as to allow for the testing of numerous alternatives. Special efforts were made to identify the key variables that needed to be presented in the model and to include all known links between capital investment, debt, and hospital operating expenses. Growth in the number of patient days of care was singled out as a major source of uncertainty that would have profound effects on the hospital's finances. Therefore this variable was subjected to special scrutiny in terms of efforts to gauge expected demographic trends and market forces. In addition, alternative base runs of the model were made under three distinct patient-demand assumptions. Use of the model enabled planners at the Stanford University Hospital (a) to determine that a proposed modernization plan was financially feasible under a reasonable (that is, not unduly optimistic) set of assumptions and (b) to examine the major sources of risk. Other than patient demand, these sources were found to be gross revenues per patient, operating costs, and future limitations on government reimbursement programs. When the likely financial consequences of these risks were estimated, both separately and in combination, it was determined that even if two or more assumptions took a somewhat more negative turn than was expected, the hospital would be able to offset adverse consequences by a relatively minor reduction in operating costs.
Hydrological model uncertainty due to spatial evapotranspiration estimation methods
Yu, Xuan; Lamačová, Anna; Duffy, Christopher; Krám, Pavel; Hruška, Jakub
2016-05-01
Evapotranspiration (ET) continues to be a difficult process to estimate in seasonal and long-term water balances in catchment models. Approaches to estimate ET typically use vegetation parameters (e.g., leaf area index [LAI], interception capacity) obtained from field observation, remote sensing data, national or global land cover products, and/or simulated by ecosystem models. In this study we attempt to quantify the uncertainty that spatial evapotranspiration estimation introduces into hydrological simulations when the age of the forest is not precisely known. The Penn State Integrated Hydrologic Model (PIHM) was implemented for the Lysina headwater catchment, located 50°03‧N, 12°40‧E in the western part of the Czech Republic. The spatial forest patterns were digitized from forest age maps made available by the Czech Forest Administration. Two ET methods were implemented in the catchment model: the Biome-BGC forest growth sub-model (1-way coupled to PIHM) and with the fixed-seasonal LAI method. From these two approaches simulation scenarios were developed. We combined the estimated spatial forest age maps and two ET estimation methods to drive PIHM. A set of spatial hydrologic regime and streamflow regime indices were calculated from the modeling results for each method. Intercomparison of the hydrological responses to the spatial vegetation patterns suggested considerable variation in soil moisture and recharge and a small uncertainty in the groundwater table elevation and streamflow. The hydrologic modeling with ET estimated by Biome-BGC generated less uncertainty due to the plant physiology-based method. The implication of this research is that overall hydrologic variability induced by uncertain management practices was reduced by implementing vegetation models in the catchment models.
Remodeling and Estimation for Sparse Partially Linear Regression Models
Directory of Open Access Journals (Sweden)
Yunhui Zeng
2013-01-01
Full Text Available When the dimension of covariates in the regression model is high, one usually uses a submodel as a working model that contains significant variables. But it may be highly biased and the resulting estimator of the parameter of interest may be very poor when the coefficients of removed variables are not exactly zero. In this paper, based on the selected submodel, we introduce a two-stage remodeling method to get the consistent estimator for the parameter of interest. More precisely, in the first stage, by a multistep adjustment, we reconstruct an unbiased model based on the correlation information between the covariates; in the second stage, we further reduce the adjusted model by a semiparametric variable selection method and get a new estimator of the parameter of interest simultaneously. Its convergence rate and asymptotic normality are also obtained. The simulation results further illustrate that the new estimator outperforms those obtained by the submodel and the full model in the sense of mean square errors of point estimation and mean square prediction errors of model prediction.
Estimating Tree Height-Diameter Models with the Bayesian Method
Directory of Open Access Journals (Sweden)
Xiongqing Zhang
2014-01-01
Full Text Available Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS and the maximum likelihood method (ML. The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.
Application of variance components estimation to calibrate geoid error models.
Guo, Dong-Mei; Xu, Hou-Ze
2015-01-01
The method of using Global Positioning System-leveling data to obtain orthometric heights has been well studied. A simple formulation for the weighted least squares problem has been presented in an earlier work. This formulation allows one directly employing the errors-in-variables models which completely descript the covariance matrices of the observables. However, an important question that what accuracy level can be achieved has not yet to be satisfactorily solved by this traditional formulation. One of the main reasons for this is the incorrectness of the stochastic models in the adjustment, which in turn allows improving the stochastic models of measurement noises. Therefore the issue of determining the stochastic modeling of observables in the combined adjustment with heterogeneous height types will be a main focus point in this paper. Firstly, the well-known method of variance component estimation is employed to calibrate the errors of heterogeneous height data in a combined least square adjustment of ellipsoidal, orthometric and gravimetric geoid. Specifically, the iterative algorithms of minimum norm quadratic unbiased estimation are used to estimate the variance components for each of heterogeneous observations. Secondly, two different statistical models are presented to illustrate the theory. The first method directly uses the errors-in-variables as a priori covariance matrices and the second method analyzes the biases of variance components and then proposes bias-corrected variance component estimators. Several numerical test results show the capability and effectiveness of the variance components estimation procedure in combined adjustment for calibrating geoid error model.
Linear inverse source estimate of combined EEG and MEG data related to voluntary movements.
Babiloni, F; Carducci, F; Cincotti, F; Del Gratta, C; Pizzella, V; Romani, G L; Rossini, P M; Tecchio, F; Babiloni, C
2001-12-01
A method for the modeling of human movement-related cortical activity from combined electroencephalography (EEG) and magnetoencephalography (MEG) data is proposed. This method includes a subject's multi-compartment head model (scalp, skull, dura mater, cortex) constructed from magnetic resonance images, multi-dipole source model, and a regularized linear inverse source estimate based on boundary element mathematics. Linear inverse source estimates of cortical activity were regularized by taking into account the covariance of background EG and MEG sensor noise. EEG (121 sensors) and MEG (43 sensors) data were recorded in separate sessions whereas normal subjects executed voluntary right one-digit movements. Linear inverse source solution of EEG, MEG, and EEG-MEG data were quantitatively evaluated by using three performance indexes. The first two indexes (Dipole Localization Error [DLE] and Spatial Dispersion [SDis]) were used to compute the localization power for the source solutions obtained. Such indexes were based on the information provided by the column of the resolution matrix (i.e., impulse response). Ideal DLE values tend to zero (the source current was correctly retrieved by the procedure). In contrast, high DLE values suggest severe mislocalization in the source reconstruction. A high value of SDis at a source space point mean that such a source will be retrieved by a large area with the linear inverse source estimation. The remaining performance index assessed the quality of the source solution based on the information provided by the rows of the resolution matrix R, i.e., resolution kernels. The i-th resolution kernels of the matrix R describe how the estimation of the i-th source is distorted by the concomitant activity of all other sources. A statistically significant lower dipole localization error was observed and lower spatial dispersion in source solutions produced by combined EEG-MEG data than from EEG and MEG data considered separately (P < 0
Marginal Maximum Likelihood Estimation of Item Response Models in R
Directory of Open Access Journals (Sweden)
Matthew S. Johnson
2007-02-01
Full Text Available Item response theory (IRT models are a class of statistical models used by researchers to describe the response behaviors of individuals to a set of categorically scored items. The most common IRT models can be classified as generalized linear fixed- and/or mixed-effect models. Although IRT models appear most often in the psychological testing literature, researchers in other fields have successfully utilized IRT-like models in a wide variety of applications. This paper discusses the three major methods of estimation in IRT and develops R functions utilizing the built-in capabilities of the R environment to find the marginal maximum likelihood estimates of the generalized partial credit model. The currently available R packages ltm is also discussed.
Misra, Gaurav; Izadi, Maziar; Sanyal, Amit; Scheeres, Daniel
2016-04-01
The effects of dynamical coupling between the rotational (attitude) and translational (orbital) motion of spacecraft near small Solar System bodies is investigated. This coupling arises due to the weak gravity of these bodies, as well as solar radiation pressure. The traditional approach assumes a point-mass spacecraft model to describe the translational motion of the spacecraft, while the attitude motion is considered to be completely decoupled from the translational motion. The model used here to describe the rigid-body spacecraft dynamics includes the non-uniform rotating gravity field of the small body up to second degree and order along with the attitude dependent terms, solar tide, and solar radiation pressure. This model shows that the second degree and order gravity terms due to the small body affect the dynamics of the spacecraft to the same extent as the orbit-attitude coupling due to the primary gravity (zeroth order) term. Variational integrators are used to simulate the dynamics of both the rigid spacecraft and the point mass. The small bodies considered here are modeled after Near-Earth Objects (NEO) 101955 Bennu, and 25143 Itokawa, and are assumed to be triaxial ellipsoids with uniform density. Differences in the numerically obtained trajectories of a rigid spacecraft and a point mass are then compared, to illustrate the impact of the orbit-attitude coupling on spacecraft dynamics in proximity of small bodies. Possible implications on the performance of model-based spacecraft control and on the station-keeping budget, if the orbit-attitude coupling is not accounted for in the model of the dynamics, are also discussed. An almost globally asymptotically stable motion estimation scheme based solely on visual/optical feedback that estimates the relative motion of the asteroid with respect to the spacecraft is also obtained. This estimation scheme does not require a model of the dynamics of the asteroid, which makes it perfectly suited for asteroids whose
Estimation of pump operational state with model-based methods
Energy Technology Data Exchange (ETDEWEB)
Ahonen, Tero; Tamminen, Jussi; Ahola, Jero; Viholainen, Juha; Aranto, Niina [Institute of Energy Technology, Lappeenranta University of Technology, P.O. Box 20, FI-53851 Lappeenranta (Finland); Kestilae, Juha [ABB Drives, P.O. Box 184, FI-00381 Helsinki (Finland)
2010-06-15
Pumps are widely used in industry, and they account for 20% of the industrial electricity consumption. Since the speed variation is often the most energy-efficient method to control the head and flow rate of a centrifugal pump, frequency converters are used with induction motor-driven pumps. Although a frequency converter can estimate the operational state of an induction motor without external measurements, the state of a centrifugal pump or other load machine is not typically considered. The pump is, however, usually controlled on the basis of the required flow rate or output pressure. As the pump operational state can be estimated with a general model having adjustable parameters, external flow rate or pressure measurements are not necessary to determine the pump flow rate or output pressure. Hence, external measurements could be replaced with an adjustable model for the pump that uses estimates of the motor operational state. Besides control purposes, modelling the pump operation can provide useful information for energy auditing and optimization purposes. In this paper, two model-based methods for pump operation estimation are presented. Factors affecting the accuracy of the estimation methods are analyzed. The applicability of the methods is verified by laboratory measurements and tests in two pilot installations. Test results indicate that the estimation methods can be applied to the analysis and control of pump operation. The accuracy of the methods is sufficient for auditing purposes, and the methods can inform the user if the pump is driven inefficiently. (author)
Tube-Load Model Parameter Estimation for Monitoring Arterial Hemodynamics
Directory of Open Access Journals (Sweden)
Guanqun eZhang
2011-11-01
Full Text Available A useful model of the arterial system is the uniform, lossless tube with parametric load. This tube-load model is able to account for wave propagation and reflection (unlike lumped-parameter models such as the Windkessel while being defined by only a few parameters (unlike comprehensive distributed-parameter models. As a result, the parameters may be readily estimated by accurate fitting of the model to available arterial pressure and flow waveforms so as to permit improved monitoring of arterial hemodynamics. In this paper, we review tube-load model parameter estimation techniques that have appeared in the literature for monitoring wave reflection, large artery compliance, pulse transit time, and central aortic pressure. We begin by motivating the use of the tube-load model for parameter estimation. We then describe the tube-load model, its assumptions and validity, and approaches for estimating its parameters. We next summarize the various techniques and their experimental results while highlighting their advantages over conventional techniques. We conclude the review by suggesting future research directions and describing potential applications.
Estimating Independent Locally Shifted Random Utility Models for Ranking Data
Lam, Kar Yin; Koning, Alex J.; Franses, Philip Hans
2011-01-01
We consider the estimation of probabilistic ranking models in the context of conjoint experiments. By using approximate rather than exact ranking probabilities, we avoided the computation of high-dimensional integrals. We extended the approximation technique proposed by Henery (1981) in the context of the Thurstone-Mosteller-Daniels model to any…
Maximum Likelihood Estimation in Meta-Analytic Structural Equation Modeling
Oort, Frans J.; Jak, Suzanne
2016-01-01
Meta-analytic structural equation modeling (MASEM) involves fitting models to a common population correlation matrix that is estimated on the basis of correlation coefficients that are reported by a number of independent studies. MASEM typically consist of two stages. The method that has been found to perform best in terms of statistical…
Estimating Dynamic Models from Repeated Cross-Sections
Verbeek, M.J.C.M.; Vella, F.
2000-01-01
A major attraction of panel data is the ability to estimate dynamic models on an individual level. Moffitt (1993) and Collado (1998) have argued that such models can also be identified from repeated cross-section data. In this paper we reconsider this issue. We review the identification conditions u
Tube-Load Model Parameter Estimation for Monitoring Arterial Hemodynamics
Zhang, Guanqun; Hahn, Jin-Oh; Mukkamala, Ramakrishna
2011-01-01
A useful model of the arterial system is the uniform, lossless tube with parametric load. This tube-load model is able to account for wave propagation and reflection (unlike lumped-parameter models such as the Windkessel) while being defined by only a few parameters (unlike comprehensive distributed-parameter models). As a result, the parameters may be readily estimated by accurate fitting of the model to available arterial pressure and flow waveforms so as to permit improved monitoring of arterial hemodynamics. In this paper, we review tube-load model parameter estimation techniques that have appeared in the literature for monitoring wave reflection, large artery compliance, pulse transit time, and central aortic pressure. We begin by motivating the use of the tube-load model for parameter estimation. We then describe the tube-load model, its assumptions and validity, and approaches for estimating its parameters. We next summarize the various techniques and their experimental results while highlighting their advantages over conventional techniques. We conclude the review by suggesting future research directions and describing potential applications. PMID:22053157
Estimation of an Occupational Choice Model when Occupations Are Misclassified
Sullivan, Paul
2009-01-01
This paper develops an empirical occupational choice model that corrects for misclassification in occupational choices and measurement error in occupation-specific work experience. The model is used to estimate the extent of measurement error in occupation data and quantify the bias that results from ignoring measurement error in occupation codes…
Contributions in Radio Channel Sounding, Modeling, and Estimation
DEFF Research Database (Denmark)
Pedersen, Troels
2009-01-01
the necessary and sufficient conditions for spatio-temporal apertures to minimize the Cramer-Rao lower bound on the joint bi-direction and Doppler frequency estimation. The spatio-temporal aperture also impacts on the accuracy of MIMO-capacity estimation from measurements impaired by colored phase noise. We......, than corresponding results from literature. These findings indicate that the per-path directional spreads (or cluster spreads) assumed in standard models are set too large. Finally, we propose a model of the specular-to-diffuse transition observed in measurements of reverberant channels. The model...
Estimation of the input parameters in the Feller neuronal model
Ditlevsen, Susanne; Lansky, Petr
2006-06-01
The stochastic Feller neuronal model is studied, and estimators of the model input parameters, depending on the firing regime of the process, are derived. Closed expressions for the first two moments of functionals of the first-passage time (FTP) through a constant boundary in the suprathreshold regime are derived, which are used to calculate moment estimators. In the subthreshold regime, the exponentiality of the FTP is utilized to characterize the input parameters. The methods are illustrated on simulated data. Finally, approximations of the first-passage-time moments are suggested, and biological interpretations and comparisons of the parameters in the Feller and the Ornstein-Uhlenbeck models are discussed.
Holzkämper, Annelie; Honti, Mark; Fuhrer, Jürg
2015-04-01
Crop models are commonly applied to estimate impacts of projected climate change and to anticipate suitable adaptation measures. Thereby, uncertainties from global climate models, regional climate models, and impacts models cascade down to impact estimates. It is essential to quantify and understand uncertainties in impact assessments in order to provide informed guidance for decision making in adaptation planning. A question that has hardly been investigated in this context is how sensitive climate impact estimates are to the choice of the impact model approach. In a case study for Switzerland we compare results of three different crop modelling approaches to assess the relevance of impact model choice in relation to other uncertainty sources. The three approaches include an expert-based, a statistical and a process-based model. With each approach impact model parameter uncertainty and climate model uncertainty (originating from climate model chain and downscaling approach) are accounted for. ANOVA-based uncertainty partitioning is performed to quantify the relative importance of different uncertainty sources. Results suggest that uncertainty in estimated yield changes originating from the choice of the crop modelling approach can be greater than uncertainty from climate model chains. The uncertainty originating from crop model parameterization is small in comparison. While estimates of yield changes are highly uncertain, the directions of estimated changes in climatic limitations are largely consistent. This leads us to the conclusion that by focusing on estimated changes in climate limitations, more meaningful information can be provided to support decision making in adaptation planning - especially in cases where yield changes are highly uncertain.
Crosstalk Model and Estimation Formula for VLSI Interconnect Wires
Institute of Scientific and Technical Information of China (English)
无
2002-01-01
We develop an interconnect crosstalk estimation model on the assumption of linearity for CMOS device. First, we analyze the terminal response of RC model on the worst condition from the S field to the time domain. The exact 3 order coefficients in S field are obtained due to the interconnect tree model. Based on this, a crosstalk peak estimation formula is presented. Unlike other crosstalk equations in the literature, this formula is only used coupled capacitance and grand capacitance as parameter. Experimental results show that, compared with the SPICE results, the estimation formulae are simple and accurate. So the model is expected to be used in such fields as layout-driven logic and high level synthesis, performance-driven floorplanning and interconnect planning.
Dynamic Load Model using PSO-Based Parameter Estimation
Taoka, Hisao; Matsuki, Junya; Tomoda, Michiya; Hayashi, Yasuhiro; Yamagishi, Yoshio; Kanao, Norikazu
This paper presents a new method for estimating unknown parameters of dynamic load model as a parallel composite of a constant impedance load and an induction motor behind a series constant reactance. An adequate dynamic load model is essential for evaluating power system stability, and this model can represent the behavior of actual load by using appropriate parameters. However, the problem of this model is that a lot of parameters are necessary and it is not easy to estimate a lot of unknown parameters. We propose an estimating method based on Particle Swarm Optimization (PSO) which is a non-linear optimization method by using the data of voltage, active power and reactive power measured at voltage sag.
Model-based approach for elevator performance estimation
Esteban, E.; Salgado, O.; Iturrospe, A.; Isasa, I.
2016-02-01
In this paper, a dynamic model for an elevator installation is presented in the state space domain. The model comprises both the mechanical and the electrical subsystems, including the electrical machine and a closed-loop field oriented control. The proposed model is employed for monitoring the condition of the elevator installation. The adopted model-based approach for monitoring employs the Kalman filter as an observer. A Kalman observer estimates the elevator car acceleration, which determines the elevator ride quality, based solely on the machine control signature and the encoder signal. Finally, five elevator key performance indicators are calculated based on the estimated car acceleration. The proposed procedure is experimentally evaluated, by comparing the key performance indicators calculated based on the estimated car acceleration and the values obtained from actual acceleration measurements in a test bench. Finally, the proposed procedure is compared with the sliding mode observer.
DEFF Research Database (Denmark)
Nielsen, Jesper Ellerbæk; Thorndahl, Søren Liedtke; Rasmussen, Michael R.
2011-01-01
Distributed weather radar precipitation measurements are used as rainfall input for an urban drainage model, to simulate the runoff from a small catchment of Denmark. It is demonstrated how the Generalized Likelihood Uncertainty Estimation (GLUE) methodology can be implemented and used to estimate...... the uncertainty of the weather radar rainfall input. The main findings of this work, is that the input uncertainty propagate through the urban drainage model with significant effects on the model result. The GLUE methodology is in general a usable way to explore this uncertainty although; the exact width...... of the prediction bands can be questioned, due to the subjective nature of the method. Moreover, the method also gives very useful information about the model and parameter behaviour....
Modeling, Estimation, and Control of Helicopter Slung Load System
DEFF Research Database (Denmark)
Bisgaard, Morten
This thesis treats the subject of autonomous helicopter slung load flight and presents the reader with a methodology describing the development path from modeling and system analysis over sensor fusion and state estimation to controller synthesis. The focus is directed along two different....... To enable slung load flight capabilities for general cargo transport, an integrated estimation and control system is developed for use on already autonomous helicopters. The estimator uses vision based updates only and needs little prior knowledge of the slung load system as it estimates the length...... of the suspension system together with the system states. The controller uses a combined feedforward and feedback approach to simultaneously prevent exciting swing and to actively dampen swing in the slung load. For the mine detection application an estimator is developed that provides full system state information...
Parameter estimation for stochastic hybrid model applied to urban traffic flow estimation
2015-01-01
This study proposes a novel data-based approach for estimating the parameters of a stochastic hybrid model describing the traffic flow in an urban traffic network with signalized intersections. The model represents the evolution of the traffic flow rate, measuring the number of vehicles passing a given location per time unit. This traffic flow rate is described using a mode-dependent first-order autoregressive (AR) stochastic process. The parameters of the AR process take different values dep...
Range and Size Estimation Based on a Coordinate Transformation Model for Driving Assistance Systems
Wu, Bing-Fei; Lin, Chuan-Tsai; Chen, Yen-Lin
This paper presents new approaches for the estimation of range between the preceding vehicle and the experimental vehicle, estimation of vehicle size and its projective size, and dynamic camera calibration. First, our proposed approaches adopt a camera model to transform coordinates from the ground plane onto the image plane to estimate the relative position between the detected vehicle and the camera. Then, to estimate the actual and projective size of the preceding vehicle, we propose a new estimation method. This method can estimate the range from a preceding vehicle to the camera based on contact points between its tires and the ground and then estimate the actual size of the vehicle according to the positions of its vertexes in the image. Because the projective size of a vehicle varies with respect to its distance to the camera, we also present a simple and rapid method of estimating a vehicle's projective height, which allows a reduction in computational time for size estimation in real-time systems. Errors caused by the application of different camera parameters are also estimated and analyzed in this study. The estimation results are used to determine suitable parameters during camera installation to suppress estimation errors. Finally, to guarantee robustness of the detection system, a new efficient approach to dynamic calibration is presented to obtain accurate camera parameters, even when they are changed by camera vibration owing to on-road driving. Experimental results demonstrate that our approaches can provide accurate and robust estimation results of range and size of target vehicles.
The problematic estimation of "imitation effects" in multilevel models
Directory of Open Access Journals (Sweden)
2003-09-01
Full Text Available It seems plausible that a person's demographic behaviour may be influenced by that among other people in the community, for example because of an inclination to imitate. When estimating multilevel models from clustered individual data, some investigators might perhaps feel tempted to try to capture this effect by simply including on the right-hand side the average of the dependent variable, constructed by aggregation within the clusters. However, such modelling must be avoided. According to simulation experiments based on real fertility data from India, the estimated effect of this obviously endogenous variable can be very different from the true effect. Also the other community effect estimates can be strongly biased. An "imitation effect" can only be estimated under very special assumptions that in practice will be hard to defend.
Model for Estimation Urban Transportation Supply-Demand Ratio
Directory of Open Access Journals (Sweden)
Chaoqun Wu
2015-01-01
Full Text Available The paper establishes an estimation model of urban transportation supply-demand ratio (TSDR to quantitatively describe the conditions of an urban transport system and to support a theoretical basis for transport policy-making. This TSDR estimation model is supported by the system dynamic principle and the VENSIM (an application that simulates the real system. It was accomplished by long-term observation of eight cities’ transport conditions and by analyzing the estimated results of TSDR from fifteen sets of refined data. The estimated results indicate that an urban TSDR can be classified into four grades representing four transport conditions: “scarce supply,” “short supply,” “supply-demand balance,” and “excess supply.” These results imply that transport policies or measures can be quantified to facilitate the process of ordering and screening them.
Development on electromagnetic impedance function modeling and its estimation
Energy Technology Data Exchange (ETDEWEB)
Sutarno, D., E-mail: Sutarno@fi.itb.ac.id [Earth Physics and Complex System Division Faculty of Mathematics and Natural Sciences Institut Teknologi Bandung (Indonesia)
2015-09-30
Today the Electromagnetic methods such as magnetotellurics (MT) and controlled sources audio MT (CSAMT) is used in a broad variety of applications. Its usefulness in poor seismic areas and its negligible environmental impact are integral parts of effective exploration at minimum cost. As exploration was forced into more difficult areas, the importance of MT and CSAMT, in conjunction with other techniques, has tended to grow continuously. However, there are obviously important and difficult problems remaining to be solved concerning our ability to collect process and interpret MT as well as CSAMT in complex 3D structural environments. This talk aim at reviewing and discussing the recent development on MT as well as CSAMT impedance functions modeling, and also some improvements on estimation procedures for the corresponding impedance functions. In MT impedance modeling, research efforts focus on developing numerical method for computing the impedance functions of three dimensionally (3-D) earth resistivity models. On that reason, 3-D finite elements numerical modeling for the impedances is developed based on edge element method. Whereas, in the CSAMT case, the efforts were focused to accomplish the non-plane wave problem in the corresponding impedance functions. Concerning estimation of MT and CSAMT impedance functions, researches were focused on improving quality of the estimates. On that objective, non-linear regression approach based on the robust M-estimators and the Hilbert transform operating on the causal transfer functions, were used to dealing with outliers (abnormal data) which are frequently superimposed on a normal ambient MT as well as CSAMT noise fields. As validated, the proposed MT impedance modeling method gives acceptable results for standard three dimensional resistivity models. Whilst, the full solution based modeling that accommodate the non-plane wave effect for CSAMT impedances is applied for all measurement zones, including near-, transition
Directory of Open Access Journals (Sweden)
Milad Haghani
2016-06-01
Further investigations with respect to the relative importance of STA model estimation (or equivalently, parameter calibration and model specification (or equivalently, error term formulation are also conducted. A paired combinatorial logit (PCL assignment model with an origin–destination-specific-parameter, along with a heuristic method of model estimation (calibration, is proposed. The proposed model cannot only accommodate the correlation between path utilities, but also accounts for the fact that travelling between different origin–destination (O–D pairs can correspond to different levels of stochasticity and choice randomness. Results suggest that the estimation of the stochastic user equilibrium (SUE models can affect the outcome of the flow prediction far more meaningfully than the complexity of the choice model (i.e., model specification.
Percolation models of turbulent transport and scaling estimates
Energy Technology Data Exchange (ETDEWEB)
Bakunin, O.G. [FOM Instituut voor Plasmafysica ' Rijnhuizen' , Associate Euroatom-FOM, 3430 BE Nieuwegein (Netherlands) and Kurchatov Institute, Nuclear Fusion Institute, Kurchatov sq. 1, 123182 Moscow (Russian Federation)]. E-mail: oleg_bakunin@yahoo.com
2005-03-01
The variety of forms of turbulent transport requires not only special description methods, but also an analysis of general mechanisms. One such mechanism is the percolation transport. The percolation approach is based on fractality and scaling ideas. It is possible to explain the anomalous transport in two-dimensional random flow in terms of the percolation threshold. The percolation approach looks very attractive because it gives simple and, at same time, universal model of the behavior related to the strong correlation effects. In the present paper we concentrate our attention on scaling arguments that play the very important role in estimation of transport effects. We discuss the united approach to obtain the renormalization condition of the small parameter, which is responsible for the analytical description of the system near the percolation threshold. Both monoscale and multiscale models are treated. We consider the steady case, time-dependent perturbations, the influence of drift effects, the percolation transport in a stochastic magnetic field, and compressibility effects.
Parameter estimation and investigation of a bolted joint model
Shiryayev, O. V.; Page, S. M.; Pettit, C. L.; Slater, J. C.
2007-11-01
Mechanical joints are a primary source of variability in the dynamics of built-up structures. Physical phenomena in the joint are quite complex and therefore too impractical to model at the micro-scale. This motivates the development of lumped parameter joint models with discrete interfaces so that they can be easily implemented in finite element codes. Among the most important considerations in choosing a model for dynamically excited systems is its ability to model energy dissipation. This translates into the need for accurate and reliable methods to measure model parameters and estimate their inherent variability from experiments. The adjusted Iwan model was identified as a promising candidate for representing joint dynamics. Recent research focused on this model has exclusively employed impulse excitation in conjunction with neural networks to identify the model parameters. This paper presents an investigation of an alternative parameter estimation approach for the adjusted Iwan model, which employs data from oscillatory forcing. This approach is shown to produce parameter estimates with precision similar to the impulse excitation method for a range of model parameters.
Combined Estimation of Hydrogeologic Conceptual Model and Parameter Uncertainty
Energy Technology Data Exchange (ETDEWEB)
Meyer, Philip D.; Ye, Ming; Neuman, Shlomo P.; Cantrell, Kirk J.
2004-03-01
The objective of the research described in this report is the development and application of a methodology for comprehensively assessing the hydrogeologic uncertainties involved in dose assessment, including uncertainties associated with conceptual models, parameters, and scenarios. This report describes and applies a statistical method to quantitatively estimate the combined uncertainty in model predictions arising from conceptual model and parameter uncertainties. The method relies on model averaging to combine the predictions of a set of alternative models. Implementation is driven by the available data. When there is minimal site-specific data the method can be carried out with prior parameter estimates based on generic data and subjective prior model probabilities. For sites with observations of system behavior (and optionally data characterizing model parameters), the method uses model calibration to update the prior parameter estimates and model probabilities based on the correspondence between model predictions and site observations. The set of model alternatives can contain both simplified and complex models, with the requirement that all models be based on the same set of data. The method was applied to the geostatistical modeling of air permeability at a fractured rock site. Seven alternative variogram models of log air permeability were considered to represent data from single-hole pneumatic injection tests in six boreholes at the site. Unbiased maximum likelihood estimates of variogram and drift parameters were obtained for each model. Standard information criteria provided an ambiguous ranking of the models, which would not justify selecting one of them and discarding all others as is commonly done in practice. Instead, some of the models were eliminated based on their negligibly small updated probabilities and the rest were used to project the measured log permeabilities by kriging onto a rock volume containing the six boreholes. These four
Estimating degree day factors from MODIS for snowmelt runoff modeling
Directory of Open Access Journals (Sweden)
Z. H. He
2014-07-01
Full Text Available Degree-day factors are widely used to estimate snowmelt runoff in operational hydrological models. Usually, they are calibrated on observed runoff, and sometimes on satellite snow cover data. In this paper, we propose a new method for estimating the snowmelt degree-day factor (DDFS directly from MODIS snow covered area (SCA and ground based snow depth data without calibration. Subcatchment snow volume is estimated by combining SCA and snow depths. Snow density is estimated as the ratio of observed precipitation and changes in the snow volume for days with snow accumulation. Finally, DDFS values are estimated as the ratio of changes in the snow water equivalent and degree-day temperatures for days with snow melt. We compare simulations of basin runoff and snow cover patterns using spatially variable DDFS estimated from snow data with those using spatially uniform DDFS calibrated on runoff. The runoff performances using estimated DDFS are slightly improved, and the simulated snow cover patterns are significantly more plausible. The new method may help reduce some of the runoff model parameter uncertainty by reducing the total number of calibration parameters.
Perspectives on Modelling BIM-enabled Estimating Practices
Directory of Open Access Journals (Sweden)
Willy Sher
2014-12-01
Full Text Available BIM-enabled estimating processes do not replace or provide a substitute for the traditional approaches used in the architecture, engineering and construction industries. This paper explores the impact of BIM on these traditional processes. It identifies differences between the approaches used with BIM and other conventional methods, and between the various construction professionals that prepare estimates. We interviewed 17 construction professionals from client organizations, contracting organizations, consulting practices and specialist-project firms. Our analyses highlight several logical relationships between estimating processes and BIM attributes. Estimators need to respond to the challenges BIM poses to traditional estimating practices. BIM-enabled estimating circumvents long-established conventions and traditional approaches, and focuses on data management. Consideration needs to be given to the model data required for estimating, to the means by which these data may be harnessed when exported, to the means by which the integrity of model data are protected, to the creation and management of tools that work effectively and efficiently in multi-disciplinary settings, and to approaches that narrow the gap between virtual reality and actual reality. Areas for future research are also identified in the paper.
Parameter Estimation in Stochastic Grey-Box Models
DEFF Research Database (Denmark)
Kristensen, Niels Rode; Madsen, Henrik; Jørgensen, Sten Bay
2004-01-01
An efficient and flexible parameter estimation scheme for grey-box models in the sense of discretely, partially observed Ito stochastic differential equations with measurement noise is presented along with a corresponding software implementation. The estimation scheme is based on the extended...... Kalman filter and features maximum likelihood as well as maximum a posteriori estimation on multiple independent data sets, including irregularly sampled data sets and data sets with occasional outliers and missing observations. The software implementation is compared to an existing software tool...
Estimation and variable selection for generalized additive partial linear models
Wang, Li
2011-08-01
We study generalized additive partial linear models, proposing the use of polynomial spline smoothing for estimation of nonparametric functions, and deriving quasi-likelihood based estimators for the linear parameters. We establish asymptotic normality for the estimators of the parametric components. The procedure avoids solving large systems of equations as in kernel-based procedures and thus results in gains in computational simplicity. We further develop a class of variable selection procedures for the linear parameters by employing a nonconcave penalized quasi-likelihood, which is shown to have an asymptotic oracle property. Monte Carlo simulations and an empirical example are presented for illustration. © Institute of Mathematical Statistics, 2011.
Model Year 2017 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2016-11-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles.
Model Year 2011 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2010-11-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles.
Model Year 2012 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2011-11-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles.
Parameter Estimation of the Extended Vasiček Model
Rujivan, Sanae
2010-01-01
In this paper, an estimate of the drift and diffusion parameters of the extended Vasiček model is presented. The estimate is based on the method of maximum likelihood. We derive a closed-form expansion for the transition (probability) density of the extended Vasiček process and use the expansion to construct an approximate log-likelihood function of a discretely sampled data of the process. Approximate maximum likelihood estimators (AMLEs) of the parameters are obtained by maximizing the appr...
Model Year 2013 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2012-12-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles.
A Bayesian framework for parameter estimation in dynamical models.
Directory of Open Access Journals (Sweden)
Flávio Codeço Coelho
Full Text Available Mathematical models in biology are powerful tools for the study and exploration of complex dynamics. Nevertheless, bringing theoretical results to an agreement with experimental observations involves acknowledging a great deal of uncertainty intrinsic to our theoretical representation of a real system. Proper handling of such uncertainties is key to the successful usage of models to predict experimental or field observations. This problem has been addressed over the years by many tools for model calibration and parameter estimation. In this article we present a general framework for uncertainty analysis and parameter estimation that is designed to handle uncertainties associated with the modeling of dynamic biological systems while remaining agnostic as to the type of model used. We apply the framework to fit an SIR-like influenza transmission model to 7 years of incidence data in three European countries: Belgium, the Netherlands and Portugal.
The Optimal Selection for Restricted Linear Models with Average Estimator
Directory of Open Access Journals (Sweden)
Qichang Xie
2014-01-01
Full Text Available The essential task of risk investment is to select an optimal tracking portfolio among various portfolios. Statistically, this process can be achieved by choosing an optimal restricted linear model. This paper develops a statistical procedure to do this, based on selecting appropriate weights for averaging approximately restricted models. The method of weighted average least squares is adopted to estimate the approximately restricted models under dependent error setting. The optimal weights are selected by minimizing a k-class generalized information criterion (k-GIC, which is an estimate of the average squared error from the model average fit. This model selection procedure is shown to be asymptotically optimal in the sense of obtaining the lowest possible average squared error. Monte Carlo simulations illustrate that the suggested method has comparable efficiency to some alternative model selection techniques.
Estimation of exposure to toxic releases using spatial interaction modeling
Directory of Open Access Journals (Sweden)
Conley Jamison F
2011-03-01
Full Text Available Abstract Background The United States Environmental Protection Agency's Toxic Release Inventory (TRI data are frequently used to estimate a community's exposure to pollution. However, this estimation process often uses underdeveloped geographic theory. Spatial interaction modeling provides a more realistic approach to this estimation process. This paper uses four sets of data: lung cancer age-adjusted mortality rates from the years 1990 through 2006 inclusive from the National Cancer Institute's Surveillance Epidemiology and End Results (SEER database, TRI releases of carcinogens from 1987 to 1996, covariates associated with lung cancer, and the EPA's Risk-Screening Environmental Indicators (RSEI model. Results The impact of the volume of carcinogenic TRI releases on each county's lung cancer mortality rates was calculated using six spatial interaction functions (containment, buffer, power decay, exponential decay, quadratic decay, and RSEI estimates and evaluated with four multivariate regression methods (linear, generalized linear, spatial lag, and spatial error. Akaike Information Criterion values and P values of spatial interaction terms were computed. The impacts calculated from the interaction models were also mapped. Buffer and quadratic interaction functions had the lowest AIC values (22298 and 22525 respectively, although the gains from including the spatial interaction terms were diminished with spatial error and spatial lag regression. Conclusions The use of different methods for estimating the spatial risk posed by pollution from TRI sites can give different results about the impact of those sites on health outcomes. The most reliable estimates did not always come from the most complex methods.
Uncertainty related to Environmental Data and Estimated Extreme Events
DEFF Research Database (Denmark)
Burcharth, H. F.
The design loads on rubble mound breakwaters are almost entirely determined by the environmental conditions, i.e. sea state, water levels, sea bed characteristics, etc. It is the objective of sub-group B to identify the most important environmental parameters and evaluate the related uncertaintie...
Estimation of Relative Blood Volume in Head and Neck Tumors
Institute of Scientific and Technical Information of China (English)
无
2002-01-01
@@ Introduction: The calculation of relative blood volume in head and neck tumor with MR imaging is anew approach that may provide additional hemodynamic information relevant to both untreated and treated tumors. This hemodynamic information is especially usefu l for the differentiation between viable tumor and postsurgical changes or rad iation induced scar, and is also beneficial for tumor staging and tumor biopsy.
Models of economic geography: dynamics, estimation and policy evaluation
Knaap, Thijs
2004-01-01
In this thesis we look at economic geography models from a number of angles. We started by placing the theory in a context of preceding theories, both earlier work on spatial economics and other children of the monopolistic competition ‘revolution.’ Next, we looked at the theoretical properties of these models, especially when we allow firms to have different demand functions for intermediate goods. We estimated the model using a dataset on US states, and computed a number of counterfactuals....
XLISP-Stat Tools for Building Generalised Estimating Equation Models
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Thomas Lumley
1996-12-01
Full Text Available This paper describes a set of Lisp-Stat tools for building Generalised Estimating Equation models to analyse longitudinal or clustered measurements. The user interface is based on the built-in regression and generalised linear model prototypes, with the addition of object-based error functions, correlation structures and model formula tools. Residual and deletion diagnostic plots are available on the cluster and observation level and use the dynamic graphics capabilities of Lisp-Stat.
Bayesian parameter estimation for nonlinear modelling of biological pathways
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Ghasemi Omid
2011-12-01
Full Text Available Abstract Background The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. Results We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC method. We applied this approach to the biological pathways involved in the left ventricle (LV response to myocardial infarction (MI and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly
Parameter estimation and model selection in computational biology.
Directory of Open Access Journals (Sweden)
Gabriele Lillacci
2010-03-01
Full Text Available A central challenge in computational modeling of biological systems is the determination of the model parameters. Typically, only a fraction of the parameters (such as kinetic rate constants are experimentally measured, while the rest are often fitted. The fitting process is usually based on experimental time course measurements of observables, which are used to assign parameter values that minimize some measure of the error between these measurements and the corresponding model prediction. The measurements, which can come from immunoblotting assays, fluorescent markers, etc., tend to be very noisy and taken at a limited number of time points. In this work we present a new approach to the problem of parameter selection of biological models. We show how one can use a dynamic recursive estimator, known as extended Kalman filter, to arrive at estimates of the model parameters. The proposed method follows. First, we use a variation of the Kalman filter that is particularly well suited to biological applications to obtain a first guess for the unknown parameters. Secondly, we employ an a posteriori identifiability test to check the reliability of the estimates. Finally, we solve an optimization problem to refine the first guess in case it should not be accurate enough. The final estimates are guaranteed to be statistically consistent with the measurements. Furthermore, we show how the same tools can be used to discriminate among alternate models of the same biological process. We demonstrate these ideas by applying our methods to two examples, namely a model of the heat shock response in E. coli, and a model of a synthetic gene regulation system. The methods presented are quite general and may be applied to a wide class of biological systems where noisy measurements are used for parameter estimation or model selection.
Leaf Relative Water Content Estimated from Leaf Reflectance and Transmittance
Vanderbilt, Vern; Daughtry, Craig; Dahlgren, Robert
2016-01-01
Remotely sensing the water status of plants and the water content of canopies remain long term goals of remote sensing research. In the research we report here, we used optical polarization techniques to monitor the light reflected from the leaf interior, R, as well as the leaf transmittance, T, as the relative water content (RWC) of corn (Zea mays) leaves decreased. Our results show that R and T both change nonlinearly. The result show that the nonlinearities cancel in the ratio R/T, which appears linearly related to RWC for RWC less than 90%. The results suggest that potentially leaf water status and perhaps even canopy water status could be monitored starting from leaf and canopy optical measurements.
Relative Efficiency of ALS and InSAR for Biomass Estimation in a Tanzanian Rainforest
Directory of Open Access Journals (Sweden)
Endre Hofstad Hansen
2015-08-01
Full Text Available Forest inventories based on field sample surveys, supported by auxiliary remotely sensed data, have the potential to provide transparent and confident estimates of forest carbon stocks required in climate change mitigation schemes such as the REDD+ mechanism. The field plot size is of importance for the precision of carbon stock estimates, and better information of the relationship between plot size and precision can be useful in designing future inventories. Precision estimates of forest biomass estimates developed from 30 concentric field plots with sizes of 700, 900, …, 1900 m2, sampled in a Tanzanian rainforest, were assessed in a model-based inference framework. Remotely sensed data from airborne laser scanning (ALS and interferometric synthetic aperture radio detection and ranging (InSAR were used as auxiliary information. The findings indicate that larger field plots are relatively more efficient for inventories supported by remotely sensed ALS and InSAR data. A simulation showed that a pure field-based inventory would have to comprise 3.5–6.0 times as many observations for plot sizes of 700–1900 m2 to achieve the same precision as an inventory supported by ALS data.
Impacts of Stochastic Modeling on GPS-derived ZTD Estimations
Jin, Shuanggen
2010-01-01
GPS-derived ZTD (Zenith Tropospheric Delay) plays a key role in near real-time weather forecasting, especially in improving the precision of Numerical Weather Prediction (NWP) models. The ZTD is usually estimated using the first-order Gauss-Markov process with a fairly large correlation, and under the assumption that all the GPS measurements, carrier phases or pseudo-ranges, have the same accuracy. However, these assumptions are unrealistic. This paper aims to investigate the impact of several stochastic modeling methods on GPS-derived ZTD estimations using Australian IGS data. The results show that the accuracy of GPS-derived ZTD can be improved using a suitable stochastic model for the GPS measurements. The stochastic model using satellite elevation angle-based cosine function is better than other investigated stochastic models. It is noted that, when different stochastic modeling strategies are used, the variations in estimated ZTD can reach as much as 1cm. This improvement of ZTD estimation is certainly c...
Synchronous Generator Model Parameter Estimation Based on Noisy Dynamic Waveforms
Berhausen, Sebastian; Paszek, Stefan
2016-01-01
In recent years, there have occurred system failures in many power systems all over the world. They have resulted in a lack of power supply to a large number of recipients. To minimize the risk of occurrence of power failures, it is necessary to perform multivariate investigations, including simulations, of power system operating conditions. To conduct reliable simulations, the current base of parameters of the models of generating units, containing the models of synchronous generators, is necessary. In the paper, there is presented a method for parameter estimation of a synchronous generator nonlinear model based on the analysis of selected transient waveforms caused by introducing a disturbance (in the form of a pseudorandom signal) in the generator voltage regulation channel. The parameter estimation was performed by minimizing the objective function defined as a mean square error for deviations between the measurement waveforms and the waveforms calculated based on the generator mathematical model. A hybrid algorithm was used for the minimization of the objective function. In the paper, there is described a filter system used for filtering the noisy measurement waveforms. The calculation results of the model of a 44 kW synchronous generator installed on a laboratory stand of the Institute of Electrical Engineering and Computer Science of the Silesian University of Technology are also given. The presented estimation method can be successfully applied to parameter estimation of different models of high-power synchronous generators operating in a power system.
Near Shore Wave Modeling and applications to wave energy estimation
Zodiatis, G.; Galanis, G.; Hayes, D.; Nikolaidis, A.; Kalogeri, C.; Adam, A.; Kallos, G.; Georgiou, G.
2012-04-01
The estimation of the wave energy potential at the European coastline is receiving increased attention the last years as a result of the adaptation of novel policies in the energy market, the concernsfor global warming and the nuclear energy security problems. Within this framework, numerical wave modeling systems keep a primary role in the accurate description of wave climate and microclimate that is a prerequisite for any wave energy assessment study. In the present work two of the most popular wave models are used for the estimation of the wave parameters at the coastline of Cyprus: The latest parallel version of the wave model WAM (ECMWF version), which employs new parameterization of shallow water effects, and the SWAN model, classically used for near shore wave simulations. The results obtained from the wave models near shores are studied by an energy estimation point of view: The wave parameters that mainly affect the energy temporal and spatial distribution, that is the significant wave height and the mean wave period, are statistically analyzed,focusing onpossible different aspects captured by the two models. Moreover, the wave spectrum distribution prevailing in different areas are discussed contributing, in this way, to the wave energy assessmentin the area. This work is a part of two European projects focusing on the estimation of the wave energy distribution around Europe: The MARINA platform (http://www.marina-platform.info/ index.aspx) and the Ewave (http://www.oceanography.ucy.ac.cy/ewave/) projects.
A new geometric-based model to accurately estimate arm and leg inertial estimates.
Wicke, Jason; Dumas, Geneviève A
2014-06-03
Segment estimates of mass, center of mass and moment of inertia are required input parameters to analyze the forces and moments acting across the joints. The objectives of this study were to propose a new geometric model for limb segments, to evaluate it against criterion values obtained from DXA, and to compare its performance to five other popular models. Twenty five female and 24 male college students participated in the study. For the criterion measures, the participants underwent a whole body DXA scan, and estimates for segment mass, center of mass location, and moment of inertia (frontal plane) were directly computed from the DXA mass units. For the new model, the volume was determined from two standing frontal and sagittal photographs. Each segment was modeled as a stack of slices, the sections of which were ellipses if they are not adjoining another segment and sectioned ellipses if they were adjoining another segment (e.g. upper arm and trunk). Length of axes of the ellipses was obtained from the photographs. In addition, a sex-specific, non-uniform density function was developed for each segment. A series of anthropometric measurements were also taken by directly following the definitions provided of the different body segment models tested, and the same parameters determined for each model. Comparison of models showed that estimates from the new model were consistently closer to the DXA criterion than those from the other models, with an error of less than 5% for mass and moment of inertia and less than about 6% for center of mass location. Copyright © 2014. Published by Elsevier Ltd.
Constrained model predictive control, state estimation and coordination
Yan, Jun
In this dissertation, we study the interaction between the control performance and the quality of the state estimation in a constrained Model Predictive Control (MPC) framework for systems with stochastic disturbances. This consists of three parts: (i) the development of a constrained MPC formulation that adapts to the quality of the state estimation via constraints; (ii) the application of such a control law in a multi-vehicle formation coordinated control problem in which each vehicle operates subject to a no-collision constraint posed by others' imperfect prediction computed from finite bit-rate, communicated data; (iii) the design of the predictors and the communication resource assignment problem that satisfy the performance requirement from Part (ii). Model Predictive Control (MPC) is of interest because it is one of the few control design methods which preserves standard design variables and yet handles constraints. MPC is normally posed as a full-state feedback control and is implemented in a certainty-equivalence fashion with best estimates of the states being used in place of the exact state. However, if the state constraints were handled in the same certainty-equivalence fashion, the resulting control law could drive the real state to violate the constraints frequently. Part (i) focuses on exploring the inclusion of state estimates into the constraints. It does this by applying constrained MPC to a system with stochastic disturbances. The stochastic nature of the problem requires re-posing the constraints in a probabilistic form. In Part (ii), we consider applying constrained MPC as a local control law in a coordinated control problem of a group of distributed autonomous systems. Interactions between the systems are captured via constraints. First, we inspect the application of constrained MPC to a completely deterministic case. Formation stability theorems are derived for the subsystems and conditions on the local constraint set are derived in order to
Coupling Hydrologic and Hydrodynamic Models to Estimate PMF
Felder, G.; Weingartner, R.
2015-12-01
Most sophisticated probable maximum flood (PMF) estimations derive the PMF from the probable maximum precipitation (PMP) by applying deterministic hydrologic models calibrated with observed data. This method is based on the assumption that the hydrological system is stationary, meaning that the system behaviour during the calibration period or the calibration event is presumed to be the same as it is during the PMF. However, as soon as a catchment-specific threshold is reached, the system is no longer stationary. At or beyond this threshold, retention areas, new flow paths, and changing runoff processes can strongly affect downstream peak discharge. These effects can be accounted for by coupling hydrologic and hydrodynamic models, a technique that is particularly promising when the expected peak discharge may considerably exceed the observed maximum discharge. In such cases, the coupling of hydrologic and hydraulic models has the potential to significantly increase the physical plausibility of PMF estimations. This procedure ensures both that the estimated extreme peak discharge does not exceed the physical limit based on riverbed capacity and that the dampening effect of inundation processes on peak discharge is considered. Our study discusses the prospect of considering retention effects on PMF estimations by coupling hydrologic and hydrodynamic models. This method is tested by forcing PREVAH, a semi-distributed deterministic hydrological model, with randomly generated, physically plausible extreme precipitation patterns. The resulting hydrographs are then used to externally force the hydraulic model BASEMENT-ETH (riverbed in 1D, potential inundation areas in 2D). Finally, the PMF estimation results obtained using the coupled modelling approach are compared to the results obtained using ordinary hydrologic modelling.
Directory of Open Access Journals (Sweden)
Fang-Rong Yan
2014-01-01
Full Text Available Population pharmacokinetic (PPK models play a pivotal role in quantitative pharmacology study, which are classically analyzed by nonlinear mixed-effects models based on ordinary differential equations. This paper describes the implementation of SDEs in population pharmacokinetic models, where parameters are estimated by a novel approximation of likelihood function. This approximation is constructed by combining the MCMC method used in nonlinear mixed-effects modeling with the extended Kalman filter used in SDE models. The analysis and simulation results show that the performance of the approximation of likelihood function for mixed-effects SDEs model and analysis of population pharmacokinetic data is reliable. The results suggest that the proposed method is feasible for the analysis of population pharmacokinetic data.
Regionalized rainfall-runoff model to estimate low flow indices
Garcia, Florine; Folton, Nathalie; Oudin, Ludovic
2016-04-01
Estimating low flow indices is of paramount importance to manage water resources and risk assessments. These indices are derived from river discharges which are measured at gauged stations. However, the lack of observations at ungauged sites bring the necessity of developing methods to estimate these low flow indices from observed discharges in neighboring catchments and from catchment characteristics. Different estimation methods exist. Regression or geostatistical methods performed on the low flow indices are the most common types of methods. Another less common method consists in regionalizing rainfall-runoff model parameters, from catchment characteristics or by spatial proximity, to estimate low flow indices from simulated hydrographs. Irstea developed GR2M-LoiEau, a conceptual monthly rainfall-runoff model, combined with a regionalized model of snow storage and melt. GR2M-LoiEau relies on only two parameters, which are regionalized and mapped throughout France. This model allows to cartography monthly reference low flow indices. The inputs data come from SAFRAN, the distributed mesoscale atmospheric analysis system, which provides daily solid and liquid precipitation and temperature data from everywhere in the French territory. To exploit fully these data and to estimate daily low flow indices, a new version of GR-LoiEau has been developed at a daily time step. The aim of this work is to develop and regionalize a GR-LoiEau model that can provide any daily, monthly or annual estimations of low flow indices, yet keeping only a few parameters, which is a major advantage to regionalize them. This work includes two parts. On the one hand, a daily conceptual rainfall-runoff model is developed with only three parameters in order to simulate daily and monthly low flow indices, mean annual runoff and seasonality. On the other hand, different regionalization methods, based on spatial proximity and similarity, are tested to estimate the model parameters and to simulate
2012-03-13
... Estimating Methodologies for Broiler Animal Feeding Operations'' and ``Development of Emissions Estimating... AGENCY 40 CFR Part 60 Notice of Availability: Draft Documents Related to the Development of Emissions Estimating Methodologies for Broiler Animal Feeding Operations and Lagoons and Basins for Swine and...
Singh, R. K.; Senay, G. B.; Verdin, J. P.
2015-12-01
Availability of no-cost satellite images helped in development and utilization of remotely sensed images for water use estimation. Remotely sensed images are increasingly used for estimating evapotranspiration (ET) at different temporal and spatial scales. However, selecting any particular model from a plethora of energy balance models for estimating ET is challenging as each different model has its strengths and limitations. We compared four commonly used ET models, namely, Mapping EvapoTranspiration at high Resolution with Internalized Calibration (METRIC) model, Surface Energy Balance Algorithm for Land (SEBAL) model, Surface Energy Balance System (SEBS) model, and Operational Simplified Surface Energy Balance (SSEBop) model using Landsat images for estimating ET in the Midwest United States. We validated our model results using three AmeriFlux cropland sites at Mead, Nebraska. Our results showed that the METRIC and the SSEBop model worked very well at these sites with a root mean square error (RMSE) of less than 1 mm/day and an R2 of 0.96 (N=24). The mean bias error (MBE) was less than 10% for both the METRIC and the SSEBop models. In contrast, the SEBAL and the SEBS models have relatively higher RMSE (> 1.7 mm/day) and MBE (> 27%). However, all four models captured the spatial and temporal variation of ET reasonably well (R2 > 0.80). We found that the model simplification of the SSEBop for operational capability was not at the expense of model accuracy. Since the SSEBop model is relatively less data intensive and independent of user/automatic selection of anchor (hot/dry and cold/wet) pixels, it is more user friendly and operationally efficient. The SSEBop model can be reliably used for estimating water use using Landsat and MODIS images at daily, weekly, monthly, or annual time scale even in data scarce regions for sustainable use of limited water resources.
Cosmological models in general relativity
Indian Academy of Sciences (India)
B B Paul
2003-12-01
LRS Bianchi type-I space-time ﬁlled with perfect ﬂuid is considered here with deceleration parameter as variable. The metric potentials and are functions of as well as . Assuming '/=(), where prime denotes differentiation with respect to , it was found that =('/) and =(), where =() and is the scale factor which is a function of only. The value of Hubble’s constant 0 was found to be less than half for non-ﬂat model and is equal to 1.3 for a ﬂat model.
Genomic breeding value estimation using nonparametric additive regression models
Directory of Open Access Journals (Sweden)
Solberg Trygve
2009-01-01
Full Text Available Abstract Genomic selection refers to the use of genomewide dense markers for breeding value estimation and subsequently for selection. The main challenge of genomic breeding value estimation is the estimation of many effects from a limited number of observations. Bayesian methods have been proposed to successfully cope with these challenges. As an alternative class of models, non- and semiparametric models were recently introduced. The present study investigated the ability of nonparametric additive regression models to predict genomic breeding values. The genotypes were modelled for each marker or pair of flanking markers (i.e. the predictors separately. The nonparametric functions for the predictors were estimated simultaneously using additive model theory, applying a binomial kernel. The optimal degree of smoothing was determined by bootstrapping. A mutation-drift-balance simulation was carried out. The breeding values of the last generation (genotyped was predicted using data from the next last generation (genotyped and phenotyped. The results show moderate to high accuracies of the predicted breeding values. A determination of predictor specific degree of smoothing increased the accuracy.
Parameter Estimation for Single Diode Models of Photovoltaic Modules
Energy Technology Data Exchange (ETDEWEB)
Hansen, Clifford [Sandia National Lab. (SNL-NM), Albuquerque, NM (United States). Photovoltaic and Distributed Systems Integration Dept.
2015-03-01
Many popular models for photovoltaic system performance employ a single diode model to compute the I - V curve for a module or string of modules at given irradiance and temperature conditions. A single diode model requires a number of parameters to be estimated from measured I - V curves. Many available parameter estimation methods use only short circuit, o pen circuit and maximum power points for a single I - V curve at standard test conditions together with temperature coefficients determined separately for individual cells. In contrast, module testing frequently records I - V curves over a wide range of irradi ance and temperature conditions which, when available , should also be used to parameterize the performance model. We present a parameter estimation method that makes use of a fu ll range of available I - V curves. We verify the accuracy of the method by recov ering known parameter values from simulated I - V curves . We validate the method by estimating model parameters for a module using outdoor test data and predicting the outdoor performance of the module.
Modeling SMAP Spacecraft Attitude Control Estimation Error Using Signal Generation Model
Rizvi, Farheen
2016-01-01
Two ground simulation software are used to model the SMAP spacecraft dynamics. The CAST software uses a higher fidelity model than the ADAMS software. The ADAMS software models the spacecraft plant, controller and actuator models, and assumes a perfect sensor and estimator model. In this simulation study, the spacecraft dynamics results from the ADAMS software are used as CAST software is unavailable. The main source of spacecraft dynamics error in the higher fidelity CAST software is due to the estimation error. A signal generation model is developed to capture the effect of this estimation error in the overall spacecraft dynamics. Then, this signal generation model is included in the ADAMS software spacecraft dynamics estimate such that the results are similar to CAST. This signal generation model has similar characteristics mean, variance and power spectral density as the true CAST estimation error. In this way, ADAMS software can still be used while capturing the higher fidelity spacecraft dynamics modeling from CAST software.
Biomass models to estimate carbon stocks for hardwood tree species
Energy Technology Data Exchange (ETDEWEB)
Ruiz-Peinado, R.; Montero, G.; Rio, M. del
2012-11-01
To estimate forest carbon pools from forest inventories it is necessary to have biomass models or biomass expansion factors. In this study, tree biomass models were developed for the main hardwood forest species in Spain: Alnus glutinosa, Castanea sativa, Ceratonia siliqua, Eucalyptus globulus, Fagus sylvatica, Fraxinus angustifolia, Olea europaea var. sylvestris, Populus x euramericana, Quercus canariensis, Quercus faginea, Quercus ilex, Quercus pyrenaica and Quercus suber. Different tree biomass components were considered: stem with bark, branches of different sizes, above and belowground biomass. For each species, a system of equations was fitted using seemingly unrelated regression, fulfilling the additivity property between biomass components. Diameter and total height were explored as independent variables. All models included tree diameter whereas for the majority of species, total height was only considered in the stem biomass models and in some of the branch models. The comparison of the new biomass models with previous models fitted separately for each tree component indicated an improvement in the accuracy of the models. A mean reduction of 20% in the root mean square error and a mean increase in the model efficiency of 7% in comparison with recently published models. So, the fitted models allow estimating more accurately the biomass stock in hardwood species from the Spanish National Forest Inventory data. (Author) 45 refs.
Vuori, Kaarina; Strandén, Ismo; Sevón-Aimonen, Marja-Liisa; Mäntysaari, Esa A
2006-01-01
A method based on Taylor series expansion for estimation of location parameters and variance components of non-linear mixed effects models was considered. An attractive property of the method is the opportunity for an easily implemented algorithm. Estimation of non-linear mixed effects models can be done by common methods for linear mixed effects models, and thus existing programs can be used after small modifications. The applicability of this algorithm in animal breeding was studied with simulation using a Gompertz function growth model in pigs. Two growth data sets were analyzed: a full set containing observations from the entire growing period, and a truncated time trajectory set containing animals slaughtered prematurely, which is common in pig breeding. The results from the 50 simulation replicates with full data set indicate that the linearization approach was capable of estimating the original parameters satisfactorily. However, estimation of the parameters related to adult weight becomes unstable in the case of a truncated data set.
Deconvolution Estimation in Measurement Error Models: The R Package decon
Directory of Open Access Journals (Sweden)
Xiao-Feng Wang
2011-03-01
Full Text Available Data from many scientific areas often come with measurement error. Density or distribution function estimation from contaminated data and nonparametric regression with errors in variables are two important topics in measurement error models. In this paper, we present a new software package decon for R, which contains a collection of functions that use the deconvolution kernel methods to deal with the measurement error problems. The functions allow the errors to be either homoscedastic or heteroscedastic. To make the deconvolution estimators computationally more efficient in R, we adapt the fast Fourier transform algorithm for density estimation with error-free data to the deconvolution kernel estimation. We discuss the practical selection of the smoothing parameter in deconvolution methods and illustrate the use of the package through both simulated and real examples.
Parameter Estimation of the Extended Vasiček Model
Directory of Open Access Journals (Sweden)
Sanae RUJIVAN
2010-01-01
Full Text Available In this paper, an estimate of the drift and diffusion parameters of the extended Vasiček model is presented. The estimate is based on the method of maximum likelihood. We derive a closed-form expansion for the transition (probability density of the extended Vasiček process and use the expansion to construct an approximate log-likelihood function of a discretely sampled data of the process. Approximate maximum likelihood estimators (AMLEs of the parameters are obtained by maximizing the approximate log-likelihood function. The convergence of the AMLEs to the true maximum likelihood estimators is obtained by increasing the number of terms in the expansions with a small time step size.
New Estimates of Numerical Values Related to a Simplex
Directory of Open Access Journals (Sweden)
Mikhail V. Nevskii
2017-01-01
if \\(\\xi_n=n.\\ This statement is valid only in one direction. There exists a simplex \\(S\\subset Q_5\\ such that the boundary of the simplex \\(5S\\ contains all the vertices of the cube \\(Q_5\\. We describe a one-parameter family of simplices contained in \\(Q_5\\ with the property \\(\\alpha(S=\\xi(S=5.\\ These simplices were found with the use of numerical and symbolic computations. %Numerical experiments allow to discover Another new result is an inequality \\(\\xi_6\\ <6.0166\\. %Прежняя оценка имела вид \\(6\\leq \\xi_6\\leq 6.6\\. We also systematize some of our estimates of numbers \\(\\xi_n\\, \\(\\theta_n\\, \\(\\varkappa_n\\ derived by~now. The symbol \\(\\theta_n\\ denotes the minimal norm of interpolation projection on the space of linear functions of \\(n\\ variables as~an~operator from \\(C(Q_n\\ to~\\(C(Q_n\\.
Institute of Scientific and Technical Information of China (English)
GaoChunwen; XuJingzhen; RichardSinding-Larsen
2005-01-01
A Bayesian approach using Markov chain Monte Carlo algorithms has been developed to analyze Smith's discretized version of the discovery process model. It avoids the problems involved in the maximum likelihood method by effectively making use of the information from the prior distribution and that from the discovery sequence according to posterior probabilities. All statistical inferences about the parameters of the model and total resources can be quantified by drawing samples directly from the joint posterior distribution. In addition, statistical errors of the samples can be easily assessed and the convergence properties can be monitored during the sampling. Because the information contained in a discovery sequence is not enough to estimate all parameters, especially the number of fields, geologically justified prior information is crucial to the estimation. The Bayesian approach allows the analyst to specify his subjective estimates of the required parameters and his degree of uncertainty about the estimates in a clearly identified fashion throughout the analysis. As an example, this approach is applied to the same data of the North Sea on which Smith demonstrated his maximum likelihood method. For this case, the Bayesian approach has really improved the overly pessimistic results and downward bias of the maximum likelihood procedure.
Subdaily Earth Rotation Models Estimated From GPS and VLBI Data
Steigenberger, P.; Tesmer, V.; MacMillan, D.; Thaller, D.; Rothacher, M.; Fritsche, M.; Rülke, A.; Dietrich, R.
2007-12-01
Subdaily changes in Earth rotation at diurnal and semi-diurnal periods are mainly caused by ocean tides. Smaller effects are attributed to the interaction of the atmosphere with the solid Earth. As the tidal periods are well known, models for the ocean tidal contribution to high-frequency Earth rotation variations can be estimated from space- geodetic observations. The subdaily ERP model recommended by the latest IERS conventions was derived from an ocean tide model based on satellite altimetry. Another possibility is the determination of subdaily ERP models from GPS- and/or VLBI-derived Earth rotation parameter series with subdaily resolution. Homogeneously reprocessed long-time series of subdaily ERPs computed by GFZ/TU Dresden (12 years of GPS data), DGFI and GSFC (both with 24 years of VLBI data) provide the basis for the estimation of single-technique and combined subdaily ERP models. The impact of different processing options (e.g., weighting) and different temporal resolutions (1 hour vs. 2 hours) will be evaluated by comparisons of the different models amongst each other and with the IERS model. The analysis of the GPS and VLBI residual signals after subtracting the estimated ocean tidal contribution may help to answer the question whether the remaining signals are technique-specific artifacts and systematic errors or true geophysical signals detected by both techniques.
Robust Head Pose Estimation Using a 3D Morphable Model
Directory of Open Access Journals (Sweden)
Ying Cai
2015-01-01
Full Text Available Head pose estimation from single 2D images has been considered as an important and challenging research task in computer vision. This paper presents a novel head pose estimation method which utilizes the shape model of the Basel face model and five fiducial points in faces. It adjusts shape deformation according to Laplace distribution to afford the shape variation across different persons. A new matching method based on PSO (particle swarm optimization algorithm is applied both to reduce the time cost of shape reconstruction and to achieve higher accuracy than traditional optimization methods. In order to objectively evaluate accuracy, we proposed a new way to compute the pose estimation errors. Experiments on the BFM-synthetic database, the BU-3DFE database, the CUbiC FacePix database, the CMU PIE face database, and the CAS-PEAL-R1 database show that the proposed method is robust, accurate, and computationally efficient.
Reducing component estimation for varying coefficient models with longitudinal data
Institute of Scientific and Technical Information of China (English)
2008-01-01
Varying-coefficient models with longitudinal observations are very useful in epidemiology and some other practical fields.In this paper,a reducing component procedure is proposed for es- timating the unknown functions and their derivatives in very general models,in which the unknown coefficient functions admit different or the same degrees of smoothness and the covariates can be time- dependent.The asymptotic properties of the estimators,such as consistency,rate of convergence and asymptotic distribution,are derived.The asymptotic results show that the asymptotic variance of the reducing component estimators is smaller than that of the existing estimators when the coefficient functions admit different degrees of smoothness.Finite sample properties of our procedures are studied through Monte Carlo simulations.
Parameter estimation in stochastic rainfall-runoff models
DEFF Research Database (Denmark)
Jonsdottir, Harpa; Madsen, Henrik; Palsson, Olafur Petur
2006-01-01
the parameters, including the noise terms. The parameter estimation method is a maximum likelihood method (ML) where the likelihood function is evaluated using a Kalman filter technique. The ML method estimates the parameters in a prediction error settings, i.e. the sum of squared prediction error is minimized....... For a comparison the parameters are also estimated by an output error method, where the sum of squared simulation error is minimized. The former methodology is optimal for short-term prediction whereas the latter is optimal for simulations. Hence, depending on the purpose it is possible to select whether...... the parameter values are optimal for simulation or prediction. The data originates from Iceland and the model is designed for Icelandic conditions, including a snow routine for mountainous areas. The model demands only two input data series, precipitation and temperature and one output data series...
Autoregressive model selection with simultaneous sparse coefficient estimation
Sang, Hailin
2011-01-01
In this paper we propose a sparse coefficient estimation procedure for autoregressive (AR) models based on penalized conditional maximum likelihood. The penalized conditional maximum likelihood estimator (PCMLE) thus developed has the advantage of performing simultaneous coefficient estimation and model selection. Mild conditions are given on the penalty function and the innovation process, under which the PCMLE satisfies a strong consistency, local $N^{-1/2}$ consistency, and oracle property, respectively, where N is sample size. Two penalty functions, least absolute shrinkage and selection operator (LASSO) and smoothly clipped average deviation (SCAD), are considered as examples, and SCAD is shown to have better performances than LASSO. A simulation study confirms our theoretical results. At the end, we provide an application of our method to a historical price data of the US Industrial Production Index for consumer goods, and the result is very promising.
Modified pendulum model for mean step length estimation.
González, Rafael C; Alvarez, Diego; López, Antonio M; Alvarez, Juan C
2007-01-01
Step length estimation is an important issue in areas such as gait analysis, sport training or pedestrian localization. It has been shown that the mean step length can be computed by means of a triaxial accelerometer placed near the center of gravity of the human body. Estimations based on the inverted pendulum model are prone to underestimate the step length, and must be corrected by calibration. In this paper we present a modified pendulum model in which all the parameters correspond to anthropometric data of the individual. The method has been tested with a set of volunteers, both males and females. Experimental results show that this method provides an unbiased estimation of the actual displacement with a standard deviation lower than 2.1%.
HIGH DIMENSIONAL COVARIANCE MATRIX ESTIMATION IN APPROXIMATE FACTOR MODELS.
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
2011-01-01
The variance covariance matrix plays a central role in the inferential theories of high dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many financial problems. Classical methods of estimating the covariance matrices are based on the strict factor models, assuming independent idiosyncratic components. This assumption, however, is restrictive in practical applications. By assuming sparse error covariance matrix, we allow the presence of the cross-sectional correlation even after taking out common factors, and it enables us to combine the merits of both methods. We estimate the sparse covariance using the adaptive thresholding technique as in Cai and Liu (2011), taking into account the fact that direct observations of the idiosyncratic components are unavailable. The impact of high dimensionality on the covariance matrix estimation based on the factor structure is then studied.
High-dimensional covariance matrix estimation in approximate factor models
Fan, Jianqing; Mincheva, Martina; 10.1214/11-AOS944
2012-01-01
The variance--covariance matrix plays a central role in the inferential theories of high-dimensional factor models in finance and economics. Popular regularization methods of directly exploiting sparsity are not directly applicable to many financial problems. Classical methods of estimating the covariance matrices are based on the strict factor models, assuming independent idiosyncratic components. This assumption, however, is restrictive in practical applications. By assuming sparse error covariance matrix, we allow the presence of the cross-sectional correlation even after taking out common factors, and it enables us to combine the merits of both methods. We estimate the sparse covariance using the adaptive thresholding technique as in Cai and Liu [J. Amer. Statist. Assoc. 106 (2011) 672--684], taking into account the fact that direct observations of the idiosyncratic components are unavailable. The impact of high dimensionality on the covariance matrix estimation based on the factor structure is then studi...
Estimation of Models in a Rasch Family for Polytomous Items and Multiple Latent Variables
Directory of Open Access Journals (Sweden)
Carolyn J. Anderson
2007-02-01
Full Text Available The Rasch family of models considered in this paper includes models for polytomous items and multiple correlated latent traits, as well as for dichotomous items and a single latent variable. An R package is described that computes estimates of parameters and robust standard errors of a class of log-linear-by-linear association (LLLA models, which are derived from a Rasch family of models. The LLLA models are special cases of log-linear models with bivariate interactions. Maximum likelihood estimation of LLLA models in this form is limited to relatively small problems; however, pseudo-likelihood estimation overcomes this limitation. Maximizing the pseudo-likelihood function is achieved by maximizing the likelihood of a single conditional multinomial logistic regression model. The parameter estimates are asymptotically normal and consistent. Based on our simulation studies, the pseudo-likelihood and maximum likelihood estimates of the parameters of LLLA models are nearly identical and the loss of efficiency is negligible. Recovery of parameters of Rasch models fit to simulated data is excellent.
Estimation of traffic accident costs: a prompted model.
Hejazi, Rokhshad; Shamsudin, Mad Nasir; Radam, Alias; Rahim, Khalid Abdul; Ibrahim, Zelina Zaitun; Yazdani, Saeed
2013-01-01
Traffic accidents are the reason for 25% of unnatural deaths in Iran. The main objective of this study is to find a simple model for the estimation of economic costs especially in Islamic countries (like Iran) in a straightforward manner. The model can show the magnitude of traffic accident costs with monetary equivalent. Data were collected from different sources that included traffic police records, insurance companies and hospitals. The conceptual framework, in our study, was based on the method of Ayati. He used this method for the estimation of economic costs in Iran. We promoted his method via minimum variables. Our final model has only three available variables which can be taken from insurance companies and police records. The running model showed that the traffic accident costs were US$2.2 million in 2007 for our case study route.
Estimating the ETAS model from an early aftershock sequence
Omi, Takahiro; Ogata, Yosihiko; Hirata, Yoshito; Aihara, Kazuyuki
2014-02-01
Forecasting aftershock probabilities, as early as possible after a main shock, is required to mitigate seismic risks in the disaster area. In general, aftershock activity can be complex, including secondary aftershocks or even triggering larger earthquakes. However, this early forecasting implementation has been difficult because numerous aftershocks are unobserved immediately after the main shock due to dense overlapping of seismic waves. Here we propose a method for estimating parameters of the epidemic type aftershock sequence (ETAS) model from incompletely observed aftershocks shortly after the main shock by modeling an empirical feature of data deficiency. Such an ETAS model can effectively forecast the following aftershock occurrences. For example, the ETAS model estimated from the first 24 h data after the main shock can well forecast secondary aftershocks after strong aftershocks. This method can be useful in early and unbiased assessment of the aftershock hazard.
The Impact of Statistical Leakage Models on Design Yield Estimation
Directory of Open Access Journals (Sweden)
Rouwaida Kanj
2011-01-01
Full Text Available Device mismatch and process variation models play a key role in determining the functionality and yield of sub-100 nm design. Average characteristics are often of interest, such as the average leakage current or the average read delay. However, detecting rare functional fails is critical for memory design and designers often seek techniques that enable accurately modeling such events. Extremely leaky devices can inflict functionality fails. The plurality of leaky devices on a bitline increase the dimensionality of the yield estimation problem. Simplified models are possible by adopting approximations to the underlying sum of lognormals. The implications of such approximations on tail probabilities may in turn bias the yield estimate. We review different closed form approximations and compare against the CDF matching method, which is shown to be most effective method for accurate statistical leakage modeling.
Modelling and Estimation of Hammerstein System with Preload Nonlinearity
Directory of Open Access Journals (Sweden)
Khaled ELLEUCH
2010-12-01
Full Text Available This paper deals with modelling and parameter identification of nonlinear systems described by Hammerstein model having asymmetric static nonlinearities known as preload nonlinearity characteristic. The simultaneous use of both an easy decomposition technique and the generalized orthonormal bases leads to a particular form of Hammerstein model containing a minimal parameters number. The employ of orthonormal bases for the description of the linear dynamic block conducts to a linear regressor model, so that least squares techniques can be used for the parameter estimation. Singular Values Decomposition (SVD technique has been applied to separate the coupled parameters. To demonstrate the feasibility of the identification method, an illustrative example is included.
MAXIMUM LIKELIHOOD ESTIMATION FOR PERIODIC AUTOREGRESSIVE MOVING AVERAGE MODELS.
Vecchia, A.V.
1985-01-01
A useful class of models for seasonal time series that cannot be filtered or standardized to achieve second-order stationarity is that of periodic autoregressive moving average (PARMA) models, which are extensions of ARMA models that allow periodic (seasonal) parameters. An approximation to the exact likelihood for Gaussian PARMA processes is developed, and a straightforward algorithm for its maximization is presented. The algorithm is tested on several periodic ARMA(1, 1) models through simulation studies and is compared to moment estimation via the seasonal Yule-Walker equations. Applicability of the technique is demonstrated through an analysis of a seasonal stream-flow series from the Rio Caroni River in Venezuela.
Modeling, estimation and optimal filtration in signal processing
Najim, Mohamed
2010-01-01
The purpose of this book is to provide graduate students and practitioners with traditional methods and more recent results for model-based approaches in signal processing.Firstly, discrete-time linear models such as AR, MA and ARMA models, their properties and their limitations are introduced. In addition, sinusoidal models are addressed.Secondly, estimation approaches based on least squares methods and instrumental variable techniques are presented.Finally, the book deals with optimal filters, i.e. Wiener and Kalman filtering, and adaptive filters such as the RLS, the LMS and the
Inter-system biases estimation in multi-GNSS relative positioning with GPS and Galileo
Deprez, Cecile; Warnant, Rene
2016-04-01
The recent increase in the number of Global Navigation Satellite Systems (GNSS) opens new perspectives in the field of high precision positioning. Particularly, the European Galileo program has experienced major progress in 2015 with the launch of 6 satellites belonging to the new Full Operational Capability (FOC) generation. Associated with the ongoing GPS modernization, many more frequencies and satellites are now available. Therefore, multi-GNSS relative positioning based on GPS and Galileo overlapping frequencies should entail better accuracy and reliability in position estimations. However, the differences between satellite systems induce inter-system biases (ISBs) inside the multi-GNSS equations of observation. Once these biases estimated and removed from the model, a solution involving a unique pivot satellite for the two considered constellations can be obtained. Such an approach implies that the addition of even one single Galileo satellite to the GPS-only model will strengthen it. The combined use of L1 and L5 from GPS with E1 and E5a from Galileo in zero baseline double differences (ZB DD) based on a unique pivot satellite is employed to resolve ISBs. This model removes all the satellite- and receiver-dependant error sources by differentiating and the zero baseline configuration allows atmospheric and multipath effects elimination. An analysis of the long-term stability of ISBs is conducted on various pairs of receivers over large time spans. The possible influence of temperature variations inside the receivers over ISB values is also investigated. Our study is based on the 5 multi-GNSS receivers (2 Septentrio PolaRx4, 1 Septentrio PolaRxS and 2 Trimble NetR9) installed on the roof of our building in Liege. The estimated ISBs are then used as corrections in the multi-GNSS observation model and the resulting accuracy of multi-GNSS positioning is compared to GPS and Galileo standalone solutions.
Hybrid Simulation Modeling to Estimate U.S. Energy Elasticities
Baylin-Stern, Adam C.
This paper demonstrates how an U.S. application of CIMS, a technologically explicit and behaviourally realistic energy-economy simulation model which includes macro-economic feedbacks, can be used to derive estimates of elasticity of substitution (ESUB) and autonomous energy efficiency index (AEEI) parameters. The ability of economies to reduce greenhouse gas emissions depends on the potential for households and industry to decrease overall energy usage, and move from higher to lower emissions fuels. Energy economists commonly refer to ESUB estimates to understand the degree of responsiveness of various sectors of an economy, and use estimates to inform computable general equilibrium models used to study climate policies. Using CIMS, I have generated a set of future, 'pseudo-data' based on a series of simulations in which I vary energy and capital input prices over a wide range. I then used this data set to estimate the parameters for transcendental logarithmic production functions using regression techniques. From the production function parameter estimates, I calculated an array of elasticity of substitution values between input pairs. Additionally, this paper demonstrates how CIMS can be used to calculate price-independent changes in energy-efficiency in the form of the AEEI, by comparing energy consumption between technologically frozen and 'business as usual' simulations. The paper concludes with some ideas for model and methodological improvement, and how these might figure into future work in the estimation of ESUBs from CIMS. Keywords: Elasticity of substitution; hybrid energy-economy model; translog; autonomous energy efficiency index; rebound effect; fuel switching.
Modeling hypoxia in the Chesapeake Bay: Ensemble estimation using a Bayesian hierarchical model
Stow, Craig A.; Scavia, Donald
2009-02-01
Quantifying parameter and prediction uncertainty in a rigorous framework can be an important component of model skill assessment. Generally, models with lower uncertainty will be more useful for prediction and inference than models with higher uncertainty. Ensemble estimation, an idea with deep roots in the Bayesian literature, can be useful to reduce model uncertainty. It is based on the idea that simultaneously estimating common or similar parameters among models can result in more precise estimates. We demonstrate this approach using the Streeter-Phelps dissolved oxygen sag model fit to 29 years of data from Chesapeake Bay. Chesapeake Bay has a long history of bottom water hypoxia and several models are being used to assist management decision-making in this system. The Bayesian framework is particularly useful in a decision context because it can combine both expert-judgment and rigorous parameter estimation to yield model forecasts and a probabilistic estimate of the forecast uncertainty.
An Instructional Cost Estimation Model for the XYZ Community College.
Edmonson, William F.
An enrollment-driven model for estimating instructional costs is presented in this paper as developed by the Western Interstate Commission for Higher Education (WICHE). After stating the principles of the WICHE planning system (i.e., various categories of data are gathered, segmented, and then cross-tabulated against one another to yield certain…
Remote sensing estimates of impervious surfaces for pluvial flood modelling
DEFF Research Database (Denmark)
Kaspersen, Per Skougaard; Drews, Martin
This paper investigates the accuracy of medium resolution (MR) satellite imagery in estimating impervious surfaces for European cities at the detail required for pluvial flood modelling. Using remote sensing techniques enables precise and systematic quantification of the influence of the past 30...
Linear Factor Models and the Estimation of Expected Returns
Sarisoy, Cisil; de Goeij, Peter; Werker, Bas
2016-01-01
Linear factor models of asset pricing imply a linear relationship between expected returns of assets and exposures to one or more sources of risk. We show that exploiting this linear relationship leads to statistical gains of up to 31% in variances when estimating expected returns on individual asse
Shell Model Estimate of Electric Dipole Moments for Xe Isotopes
Teruya, Eri; Yoshinaga, Naotaka; Higashiyama, Koji
The nuclear Schiff moments of Xe isotopes which induce electric dipole moments of neutral Xe atoms is theoretically estimated. Parity and time-reversal violating two-body nuclear interactions are assumed. The nuclear wave functions are calculated in terms of the nuclear shell model. Influences of core excitations on the Schiff moments in addition to the over-shell excitations are discussed.
Method of moments estimation of GO-GARCH models
Boswijk, H.P.; van der Weide, R.
2009-01-01
We propose a new estimation method for the factor loading matrix in generalized orthogonal GARCH (GO-GARCH) models. The method is based on the eigenvectors of a suitably defined sample autocorrelation matrix of squares and cross-products of the process. The method can therefore be easily applied to
Parameter Estimation for a Computable General Equilibrium Model
DEFF Research Database (Denmark)
Arndt, Channing; Robinson, Sherman; Tarp, Finn
. Second, it permits incorporation of prior information on parameter values. Third, it can be applied in the absence of copious data. Finally, it supplies measures of the capacity of the model to reproduce the historical record and the statistical significance of parameter estimates. The method is applied...
Time-of-flight estimation based on covariance models
van der Heijden, Ferdinand; Tuquerres, G.; Regtien, Paulus P.L.
We address the problem of estimating the time-of-flight (ToF) of a waveform that is disturbed heavily by additional reflections from nearby objects. These additional reflections cause interference patterns that are difficult to predict. The introduction of a model for the reflection in terms of a
Maximum Likelihood Estimation of Nonlinear Structural Equation Models.
Lee, Sik-Yum; Zhu, Hong-Tu
2002-01-01
Developed an EM type algorithm for maximum likelihood estimation of a general nonlinear structural equation model in which the E-step is completed by a Metropolis-Hastings algorithm. Illustrated the methodology with results from a simulation study and two real examples using data from previous studies. (SLD)
Lightweight Graphical Models for Selectivity Estimation Without Independence Assumptions
DEFF Research Database (Denmark)
Tzoumas, Kostas; Deshpande, Amol; Jensen, Christian S.
2011-01-01
’s optimizers are frequently caused by missed correlations between attributes. We present a selectivity estimation approach that does not make the independence assumptions. By carefully using concepts from the field of graphical models, we are able to factor the joint probability distribution of all...
Constrained Optimization Approaches to Estimation of Structural Models
DEFF Research Database (Denmark)
Iskhakov, Fedor; Jinhyuk, Lee; Rust, John;
2016-01-01
We revisit the comparison of mathematical programming with equilibrium constraints (MPEC) and nested fixed point (NFXP) algorithms for estimating structural dynamic models by Su and Judd (SJ, 2012). Their implementation of the nested fixed point algorithm used successive approximations to solve t...
Constrained Optimization Approaches to Estimation of Structural Models
DEFF Research Database (Denmark)
Iskhakov, Fedor; Rust, John; Schjerning, Bertel;
2015-01-01
We revisit the comparison of mathematical programming with equilibrium constraints (MPEC) and nested fixed point (NFXP) algorithms for estimating structural dynamic models by Su and Judd (SJ, 2012). They used an inefficient version of the nested fixed point algorithm that relies on successive app...
Fan, Xitao; Wang, Lin; Thompson, Bruce
1999-01-01
A Monte Carlo simulation study investigated the effects on 10 structural equation modeling fit indexes of sample size, estimation method, and model specification. Some fit indexes did not appear to be comparable, and it was apparent that estimation method strongly influenced almost all fit indexes examined, especially for misspecified models. (SLD)
Estimating Nonlinear Structural Models: EMM and the Kenny-Judd Model
Lyhagen, Johan
2007-01-01
The estimation of nonlinear structural models is not trivial. One reason for this is that a closed form solution of the likelihood may not be feasible or does not exist. We propose to estimate nonlinear structural models using the efficient method of moments, as generating data according to the models is often very easy. A simulation study of the…
Coupling diffusion and maximum entropy models to estimate thermal inertia
Thermal inertia is a physical property of soil at the land surface related to water content. We have developed a method for estimating soil thermal inertia using two daily measurements of surface temperature, to capture the diurnal range, and diurnal time series of net radiation and specific humidi...
Kumar, Vikas; Kumar, Dinesh; Chopra, Sumer
2016-10-01
The scaling relation and self similarity of earthquake process have been investigated by estimating the source parameters of 34 moderate size earthquakes (mb 3.4-5.8) occurred in the NW Himalaya. The spectral analysis of body waves of 217 accelerograms recorded at 48 sites have been carried out using in the present analysis. The Brune's ω-2 model has been adopted for this purpose. The average ratio of the P-wave corner frequency, fc(P), to the S-wave corner frequency, fc(S), has been found to be 1.39 with fc(P) > fc(S) for 90% of the events analyzed here. This implies the shift in the corner frequency in agreement with many other similar studies done for different regions. The static stress drop values for all the events analyzed here lie in the range 10-100 bars average stress drop value of the order of 43 ± 19 bars for the region. This suggests the likely estimate of the dynamic stress drop, which is 2-3 times the static stress drop, is in the range of about 80-120 bars. This suggests the relatively high seismic hazard in the NW Himalaya as high frequency strong ground motions are governed by the stress drop. The estimated values of stress drop do not show significant variation with seismic moment for the range 5 × 1014-2 × 1017 N m. This observation along with the cube root scaling of corner frequencies suggests the self similarity of the moderate size earthquakes in the region. The scaling relation between seismic moment and corner frequency Mo fc3 = 3.47 ×1016Nm /s3 estimated in the present study can be utilized to estimate the source dimension given the seismic moment of the earthquake for the hazard assessment. The present study puts the constrains on the important parameters stress drop and source dimension required for the synthesis of strong ground motion from the future expected earthquakes in the region. Therefore, the present study is useful for the seismic hazard and risk related studies for NW Himalaya.
An improved method for nonlinear parameter estimation: a case study of the Rössler model
He, Wen-Ping; Wang, Liu; Jiang, Yun-Di; Wan, Shi-Quan
2016-08-01
Parameter estimation is an important research topic in nonlinear dynamics. Based on the evolutionary algorithm (EA), Wang et al. (2014) present a new scheme for nonlinear parameter estimation and numerical tests indicate that the estimation precision is satisfactory. However, the convergence rate of the EA is relatively slow when multiple unknown parameters in a multidimensional dynamical system are estimated simultaneously. To solve this problem, an improved method for parameter estimation of nonlinear dynamical equations is provided in the present paper. The main idea of the improved scheme is to use all of the known time series for all of the components in some dynamical equations to estimate the parameters in single component one by one, instead of estimating all of the parameters in all of the components simultaneously. Thus, we can estimate all of the parameters stage by stage. The performance of the improved method was tested using a classic chaotic system—Rössler model. The numerical tests show that the amended parameter estimation scheme can greatly improve the searching efficiency and that there is a significant increase in the convergence rate of the EA, particularly for multiparameter estimation in multidimensional dynamical equations. Moreover, the results indicate that the accuracy of parameter estimation and the CPU time consumed by the presented method have no obvious dependence on the sample size.
An integrated modelling approach to estimate urban traffic emissions
Misra, Aarshabh; Roorda, Matthew J.; MacLean, Heather L.
2013-07-01
An integrated modelling approach is adopted to estimate microscale urban traffic emissions. The modelling framework consists of a traffic microsimulation model developed in PARAMICS, a microscopic emissions model (Comprehensive Modal Emissions Model), and two dispersion models, AERMOD and the Quick Urban and Industrial Complex (QUIC). This framework is applied to a traffic network in downtown Toronto, Canada to evaluate summer time morning peak traffic emissions of carbon monoxide (CO) and nitrogen oxides (NOx) during five weekdays at a traffic intersection. The model predicted results are validated against sensor observations with 100% of the AERMOD modelled CO concentrations and 97.5% of the QUIC modelled NOx concentrations within a factor of two of the corresponding observed concentrations. Availability of local estimates of ambient concentration is useful for accurate comparisons of predicted concentrations with observed concentrations. Predicted and sensor measured concentrations are significantly lower than the hourly threshold Maximum Acceptable Levels for CO (31 ppm, ˜90 times lower) and NO2 (0.4 mg/m3, ˜12 times lower), within the National Ambient Air Quality Objectives established by Environment Canada.
Heritability estimates of muscle strength-related phenotypes: A systematic review and meta-analysis.
Zempo, H; Miyamoto-Mikami, E; Kikuchi, N; Fuku, N; Miyachi, M; Murakami, H
2016-11-23
The purpose of this study was to clarify the heritability estimates of human muscle strength-related phenotypes (H(2) -msp). A systematic literature search was conducted using PubMed (through August 22, 2016). Studies reporting the H(2) -msp for healthy subjects in a sedentary state were included. Random-effects models were used to calculate the weighted mean heritability estimates. Moreover, subgroup analyses were performed based on phenotypic categories (eg, grip strength, isotonic strength, jumping ability). Sensitivity analyses were also conducted to investigate potential sources of heterogeneity of H(2) -msp, which included age and sex. Twenty-four articles including 58 measurements were included in the meta-analysis. The weighted mean H(2) -msp for all 58 measurements was 0.52 (95% confidence intervals [CI]: 0.48-0.56), with high heterogeneity (I(2) =91.0%, Pstrength, other isometric strength, isotonic strength, isokinetic strength, jumping ability, and other power measurements was 0.56 (95% CI: 0.46-0.67), 0.49 (0.47-0.52), 0.49 (0.32-0.67), 0.49 (0.37-0.61), 0.55 (0.45-0.65), and 0.51 (0.31-0.70), respectively. The H(2) -msp decreased with age (Pstrength-related phenotypes is comparable. Moreover, the role of environmental factors increased with age. These findings may contribute toward an understanding of muscle strength-related phenotypes.
Tyre pressure monitoring using a dynamical model-based estimator
Reina, Giulio; Gentile, Angelo; Messina, Arcangelo
2015-04-01
In the last few years, various control systems have been investigated in the automotive field with the aim of increasing the level of safety and stability, avoid roll-over, and customise handling characteristics. One critical issue connected with their integration is the lack of state and parameter information. As an example, vehicle handling depends to a large extent on tyre inflation pressure. When inflation pressure drops, handling and comfort performance generally deteriorate. In addition, it results in an increase in fuel consumption and in a decrease in lifetime. Therefore, it is important to keep tyres within the normal inflation pressure range. This paper introduces a model-based approach to estimate online tyre inflation pressure. First, basic vertical dynamic modelling of the vehicle is discussed. Then, a parameter estimation framework for dynamic analysis is presented. Several important vehicle parameters including tyre inflation pressure can be estimated using the estimated states. This method aims to work during normal driving using information from standard sensors only. On the one hand, the driver is informed about the inflation pressure and he is warned for sudden changes. On the other hand, accurate estimation of the vehicle states is available as possible input to onboard control systems.
Robust estimation of unbalanced mixture models on samples with outliers.
Galimzianova, Alfiia; Pernuš, Franjo; Likar, Boštjan; Špiclin, Žiga
2015-11-01
Mixture models are often used to compactly represent samples from heterogeneous sources. However, in real world, the samples generally contain an unknown fraction of outliers and the sources generate different or unbalanced numbers of observations. Such unbalanced and contaminated samples may, for instance, be obtained by high density data sensors such as imaging devices. Estimation of unbalanced mixture models from samples with outliers requires robust estimation methods. In this paper, we propose a novel robust mixture estimator incorporating trimming of the outliers based on component-wise confidence level ordering of observations. The proposed method is validated and compared to the state-of-the-art FAST-TLE method on two data sets, one consisting of synthetic samples with a varying fraction of outliers and a varying balance between mixture weights, while the other data set contained structural magnetic resonance images of the brain with tumors of varying volumes. The results on both data sets clearly indicate that the proposed method is capable to robustly estimate unbalanced mixtures over a broad range of outlier fractions. As such, it is applicable to real-world samples, in which the outlier fraction cannot be estimated in advance.
Yasar, Abdulkadir; Simsek, Erdoğan; Bilgili, Mehmet; Yucel, Ahmet; Ilhan, Ilhami
2012-01-01
The aim of this study is to estimate the monthly mean relative humidity (MRH) values in the Aegean Region of Turkey with the help of the topographical and meteorological parameters based on artificial neural network (ANN) approach. The monthly MRH values were calculated from the measurement in the meteorological observing stations established in Izmir, Mugla, Aydin, Denizli, Usak, Manisa, Kutahya and Afyonkarahisar provinces between 2000 and 2006. Latitude, longitude, altitude, precipitation and months of the year were used in the input layer of the ANN network, while the MRH was used in output layer of the network. The ANN model was developed using MATLAB software, and then actual values were compared with those obtained by ANN and multi-linear regression methods. It seemed that the obtained values were in the acceptable error limits. It is concluded that the determination of relative humidity values is possible at any target point of the region where the measurement cannot be performed.
Baudry, Jean-Patrick
2012-01-01
The Integrated Completed Likelihood (ICL) criterion has been proposed by Biernacki et al. (2000) in the model-based clustering framework to select a relevant number of classes and has been used by statisticians in various application areas. A theoretical study of this criterion is proposed. A contrast related to the clustering objective is introduced: the conditional classification likelihood. This yields an estimator and a model selection criteria class. The properties of these new procedures are studied and ICL is proved to be an approximation of one of these criteria. We oppose these results to the current leading point of view about ICL, that it would not be consistent. Moreover these results give insights into the class notion underlying ICL and feed a reflection on the class notion in clustering. General results on penalized minimum contrast criteria and on mixture models are derived, which are interesting in their own right.
Strelioff, Christopher C; Crutchfield, James P; Hübler, Alfred W
2007-07-01
Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer kth order Markov chains, for arbitrary k , from finite data by applying Bayesian methods to both parameter estimation and model-order selection. Extending existing results for multinomial models of discrete data, we connect inference to statistical mechanics through information-theoretic (type theory) techniques. We establish a direct relationship between Bayesian evidence and the partition function which allows for straightforward calculation of the expectation and variance of the conditional relative entropy and the source entropy rate. Finally, we introduce a method that uses finite data-size scaling with model-order comparison to infer the structure of out-of-class processes.
Directory of Open Access Journals (Sweden)
R. Locatelli
2013-04-01
Full Text Available A modelling experiment has been conceived to assess the impact of transport model errors on the methane emissions estimated by an atmospheric inversion system. Synthetic methane observations, given by 10 different model outputs from the international TransCom-CH4 model exercise, are combined with a prior scenario of methane emissions and sinks, and integrated into the PYVAR-LMDZ-SACS inverse system to produce 10 different methane emission estimates at the global scale for the year 2005. The same set-up has been used to produce the synthetic observations and to compute flux estimates by inverse modelling, which means that only differences in the modelling of atmospheric transport may cause differences in the estimated fluxes. In our framework, we show that transport model errors lead to a discrepancy of 27 Tg CH4 per year at the global scale, representing 5% of the total methane emissions. At continental and yearly scales, transport model errors have bigger impacts depending on the region, ranging from 36 Tg CH4 in north America to 7 Tg CH4 in Boreal Eurasian (from 23% to 48%. At the model gridbox scale, the spread of inverse estimates can even reach 150% of the prior flux. Thus, transport model errors contribute to significant uncertainties on the methane estimates by inverse modelling, especially when small spatial scales are invoked. Sensitivity tests have been carried out to estimate the impact of the measurement network and the advantage of higher resolution models. The analysis of methane estimated fluxes in these different configurations questions the consistency of transport model errors in current inverse systems. For future methane inversions, an improvement in the modelling of the atmospheric transport would make the estimations more accurate. Likewise, errors of the observation covariance matrix should be more consistently prescribed in future inversions in order to limit the impact of transport model errors on estimated methane
Directory of Open Access Journals (Sweden)
Menon Carlo
2011-09-01
Full Text Available Abstract Background Several regression models have been proposed for estimation of isometric joint torque using surface electromyography (SEMG signals. Common issues related to torque estimation models are degradation of model accuracy with passage of time, electrode displacement, and alteration of limb posture. This work compares the performance of the most commonly used regression models under these circumstances, in order to assist researchers with identifying the most appropriate model for a specific biomedical application. Methods Eleven healthy volunteers participated in this study. A custom-built rig, equipped with a torque sensor, was used to measure isometric torque as each volunteer flexed and extended his wrist. SEMG signals from eight forearm muscles, in addition to wrist joint torque data were gathered during the experiment. Additional data were gathered one hour and twenty-four hours following the completion of the first data gathering session, for the purpose of evaluating the effects of passage of time and electrode displacement on accuracy of models. Acquired SEMG signals were filtered, rectified, normalized and then fed to models for training. Results It was shown that mean adjusted coefficient of determination (Ra2 values decrease between 20%-35% for different models after one hour while altering arm posture decreased mean Ra2 values between 64% to 74% for different models. Conclusions Model estimation accuracy drops significantly with passage of time, electrode displacement, and alteration of limb posture. Therefore model retraining is crucial for preserving estimation accuracy. Data resampling can significantly reduce model training time without losing estimation accuracy. Among the models compared, ordinary least squares linear regression model (OLS was shown to have high isometric torque estimation accuracy combined with very short training times.
DEFF Research Database (Denmark)
Gørgens, Tue; Skeels, Christopher L.; Wurtz, Allan
This paper explores estimation of a class of non-linear dynamic panel data models with additive unobserved individual-specific effects. The models are specified by moment restrictions. The class includes the panel data AR(p) model and panel smooth transition models. We derive an efficient set of ...... Carlo experiment. We find that estimation of the parameters in the transition function can be problematic but that there may be significant benefits in terms of forecast performance....... of moment restrictions for estimation and apply the results to estimation of panel smooth transition models with fixed effects, where the transition may be determined endogenously. The performance of the GMM estimator, both in terms of estimation precision and forecasting performance, is examined in a Monte...
Statistical models for estimating daily streamflow in Michigan
Holtschlag, D.J.; Salehi, Habib
1992-01-01
Statistical models for estimating daily streamflow were analyzed for 25 pairs of streamflow-gaging stations in Michigan. Stations were paired by randomly choosing a station operated in 1989 at which 10 or more years of continuous flow data had been collected and at which flow is virtually unregulated; a nearby station was chosen where flow characteristics are similar. Streamflow data from the 25 randomly selected stations were used as the response variables; streamflow data at the nearby stations were used to generate a set of explanatory variables. Ordinary-least squares regression (OLSR) equations, autoregressive integrated moving-average (ARIMA) equations, and transfer function-noise (TFN) equations were developed to estimate the log transform of flow for the 25 randomly selected stations. The precision of each type of equation was evaluated on the basis of the standard deviation of the estimation errors. OLSR equations produce one set of estimation errors; ARIMA and TFN models each produce l sets of estimation errors corresponding to the forecast lead. The lead-l forecast is the estimate of flow l days ahead of the most recent streamflow used as a response variable in the estimation. In this analysis, the standard deviation of lead l ARIMA and TFN forecast errors were generally lower than the standard deviation of OLSR errors for l weighted average of forecasts based on TFN equations and backcasts (forecasts of the reverse-ordered series) based on ARIMA equations. The standard deviation of composite errors varied throughout the length of the estimation interval and generally was at maximum near the center of the interval. For comparison with OLSR errors, the mean standard deviation of composite errors were computed for intervals of length 1 to 40 days. The mean standard deviation of length-l composite errors were generally less than the standard deviation of the OLSR errors for l error magnitudes were compared by computing ratios of the mean standard deviation
Bayesian Model Averaging of Artificial Intelligence Models for Hydraulic Conductivity Estimation
Nadiri, A.; Chitsazan, N.; Tsai, F. T.; Asghari Moghaddam, A.
2012-12-01
This research presents a Bayesian artificial intelligence model averaging (BAIMA) method that incorporates multiple artificial intelligence (AI) models to estimate hydraulic conductivity and evaluate estimation uncertainties. Uncertainty in the AI model outputs stems from error in model input as well as non-uniqueness in selecting different AI methods. Using one single AI model tends to bias the estimation and underestimate uncertainty. BAIMA employs Bayesian model averaging (BMA) technique to address the issue of using one single AI model for estimation. BAIMA estimates hydraulic conductivity by averaging the outputs of AI models according to their model weights. In this study, the model weights were determined using the Bayesian information criterion (BIC) that follows the parsimony principle. BAIMA calculates the within-model variances to account for uncertainty propagation from input data to AI model output. Between-model variances are evaluated to account for uncertainty due to model non-uniqueness. We employed Takagi-Sugeno fuzzy logic (TS-FL), artificial neural network (ANN) and neurofuzzy (NF) to estimate hydraulic conductivity for the Tasuj plain aquifer, Iran. BAIMA combined three AI models and produced better fitting than individual models. While NF was expected to be the best AI model owing to its utilization of both TS-FL and ANN models, the NF model is nearly discarded by the parsimony principle. The TS-FL model and the ANN model showed equal importance although their hydraulic conductivity estimates were quite different. This resulted in significant between-model variances that are normally ignored by using one AI model.
Interregional spillovers in Spain: an estimation using an interregional input-output model
Llano, Carlos
2009-01-01
In this note we introduce the 1995 Spanish Interregional Input-Output Model, which was estimated using a wide set of One-region input-output tables and interregional trade matrices, estimated for each sector using interregional transport flows. Based on this framework, and by means of the Hypothetical Regional Extraction Method, the interregional backward and feedback effects are computed, capturing the pull effect of every region over the rest of Spain, through their sectoral relations withi...
Evaluation of black carbon estimations in global aerosol models
Directory of Open Access Journals (Sweden)
Y. Zhao
2009-11-01
Full Text Available We evaluate black carbon (BC model predictions from the AeroCom model intercomparison project by considering the diversity among year 2000 model simulations and comparing model predictions with available measurements. These model-measurement intercomparisons include BC surface and aircraft concentrations, aerosol absorption optical depth (AAOD retrievals from AERONET and Ozone Monitoring Instrument (OMI and BC column estimations based on AERONET. In regions other than Asia, most models are biased high compared to surface concentration measurements. However compared with (column AAOD or BC burden retreivals, the models are generally biased low. The average ratio of model to retrieved AAOD is less than 0.7 in South American and 0.6 in African biomass burning regions; both of these regions lack surface concentration measurements. In Asia the average model to observed ratio is 0.7 for AAOD and 0.5 for BC surface concentrations. Compared with aircraft measurements over the Americas at latitudes between 0 and 50N, the average model is a factor of 8 larger than observed, and most models exceed the measured BC standard deviation in the mid to upper troposphere. At higher latitudes the average model to aircraft BC ratio is 0.4 and models underestimate the observed BC loading in the lower and middle troposphere associated with springtime Arctic haze. Low model bias for AAOD but overestimation of surface and upper atmospheric BC concentrations at lower latitudes suggests that most models are underestimating BC absorption and should improve estimates for refractive index, particle size, and optical effects of BC coating. Retrieval uncertainties and/or differences with model diagnostic treatment may also contribute to the model-measurement disparity. Largest AeroCom model diversity occurred in northern Eurasia and the remote Arctic, regions influenced by anthropogenic sources. Changing emissions, aging, removal, or optical properties within a single model
Breidenbach, Johannes; McRoberts, Ronald E; Astrup, Rasmus
2016-02-01
Due to the availability of good and reasonably priced auxiliary data, the use of model-based regression-synthetic estimators for small area estimation is popular in operational settings. Examples are forest management inventories, where a linking model is used in combination with airborne laser scanning data to estimate stand-level forest parameters where no or too few observations are collected within the stand. This paper focuses on different approaches to estimating the variances of those estimates. We compared a variance estimator which is based on the estimation of superpopulation parameters with variance estimators which are based on predictions of finite population values. One of the latter variance estimators considered the spatial autocorrelation of the residuals whereas the other one did not. The estimators were applied using timber volume on stand level as the variable of interest and photogrammetric image matching data as auxiliary information. Norwegian National Forest Inventory (NFI) data were used for model calibration and independent data clustered within stands were used for validation. The empirical coverage proportion (ECP) of confidence intervals (CIs) of the variance estimators which are based on predictions of finite population values was considerably higher than the ECP of the CI of the variance estimator which is based on the estimation of superpopulation parameters. The ECP further increased when considering the spatial autocorrelation of the residuals. The study also explores the link between confidence intervals that are based on variance estimates as well as the well-known confidence and prediction intervals of regression models.
Parameter Estimation for Groundwater Models under Uncertain Irrigation Data.
Demissie, Yonas; Valocchi, Albert; Cai, Ximing; Brozovic, Nicholas; Senay, Gabriel; Gebremichael, Mekonnen
2015-01-01
The success of modeling groundwater is strongly influenced by the accuracy of the model parameters that are used to characterize the subsurface system. However, the presence of uncertainty and possibly bias in groundwater model source/sink terms may lead to biased estimates of model parameters and model predictions when the standard regression-based inverse modeling techniques are used. This study first quantifies the levels of bias in groundwater model parameters and predictions due to the presence of errors in irrigation data. Then, a new inverse modeling technique called input uncertainty weighted least-squares (IUWLS) is presented for unbiased estimation of the parameters when pumping and other source/sink data are uncertain. The approach uses the concept of generalized least-squares method with the weight of the objective function depending on the level of pumping uncertainty and iteratively adjusted during the parameter optimization process. We have conducted both analytical and numerical experiments, using irrigation pumping data from the Republican River Basin in Nebraska, to evaluate the performance of ordinary least-squares (OLS) and IUWLS calibration methods under different levels of uncertainty of irrigation data and calibration conditions. The result from the OLS method shows the presence of statistically significant (p irrigation pumping uncertainties during the calibration procedures, the proposed IUWLS is able to minimize the bias effectively without adding significant computational burden to the calibration processes.
Parameter estimation for groundwater models under uncertain irrigation data
Demissie, Yonas; Valocchi, Albert J.; Cai, Ximing; Brozovic, Nicholas; Senay, Gabriel; Gebremichael, Mekonnen
2015-01-01
The success of modeling groundwater is strongly influenced by the accuracy of the model parameters that are used to characterize the subsurface system. However, the presence of uncertainty and possibly bias in groundwater model source/sink terms may lead to biased estimates of model parameters and model predictions when the standard regression-based inverse modeling techniques are used. This study first quantifies the levels of bias in groundwater model parameters and predictions due to the presence of errors in irrigation data. Then, a new inverse modeling technique called input uncertainty weighted least-squares (IUWLS) is presented for unbiased estimation of the parameters when pumping and other source/sink data are uncertain. The approach uses the concept of generalized least-squares method with the weight of the objective function depending on the level of pumping uncertainty and iteratively adjusted during the parameter optimization process. We have conducted both analytical and numerical experiments, using irrigation pumping data from the Republican River Basin in Nebraska, to evaluate the performance of ordinary least-squares (OLS) and IUWLS calibration methods under different levels of uncertainty of irrigation data and calibration conditions. The result from the OLS method shows the presence of statistically significant (p irrigation pumping uncertainties during the calibration procedures, the proposed IUWLS is able to minimize the bias effectively without adding significant computational burden to the calibration processes.
Power outage estimation for tropical cyclones: improved accuracy with simpler models.
Nateghi, Roshanak; Guikema, Seth; Quiring, Steven M
2014-06-01
In this article, we discuss an outage-forecasting model that we have developed. This model uses very few input variables to estimate hurricane-induced outages prior to landfall with great predictive accuracy. We also show the results for a series of simpler models that use only publicly available data and can still estimate outages with reasonable accuracy. The intended users of these models are emergency response planners within power utilities and related government agencies. We developed our models based on the method of random forest, using data from a power distribution system serving two states in the Gulf Coast region of the United States. We also show that estimates of system reliability based on wind speed alone are not sufficient for adequately capturing the reliability of system components. We demonstrate that a multivariate approach can produce more accurate power outage predictions.
DEFF Research Database (Denmark)
2011-01-01
of optimisation techniques coupled with dynamic solution of the underlying model. Linear and nonlinear approaches to parameter estimation are investigated. There is also the application of maximum likelihood principles in the estimation of parameters, as well as the use of orthogonal collocation to generate a set......In this chapter the importance of parameter estimation in model development is illustrated through various applications related to reaction systems. In particular, rate constants in a reaction system are obtained through parameter estimation methods. These approaches often require the application...... of algebraic equations as the basis for parameter estimation.These approaches are illustrated using estimations of kinetic constants from reaction system models....
K factor estimation in distribution transformers using linear regression models
Directory of Open Access Journals (Sweden)
Juan Miguel Astorga Gómez
2016-06-01
Full Text Available Background: Due to massive incorporation of electronic equipment to distribution systems, distribution transformers are subject to operation conditions other than the design ones, because of the circulation of harmonic currents. It is necessary to quantify the effect produced by these harmonic currents to determine the capacity of the transformer to withstand these new operating conditions. The K-factor is an indicator that estimates the ability of a transformer to withstand the thermal effects caused by harmonic currents. This article presents a linear regression model to estimate the value of the K-factor, from total current harmonic content obtained with low-cost equipment.Method: Two distribution transformers that feed different loads are studied variables, current total harmonic distortion factor K are recorded, and the regression model that best fits the data field is determined. To select the regression model the coefficient of determination R2 and the Akaike Information Criterion (AIC are used. With the selected model, the K-factor is estimated to actual operating conditions.Results: Once determined the model it was found that for both agricultural cargo and industrial mining, present harmonic content (THDi exceeds the values that these transformers can drive (average of 12.54% and minimum 8,90% in the case of agriculture and average value of 18.53% and a minimum of 6.80%, for industrial mining case.Conclusions: When estimating the K factor using polynomial models it was determined that studied transformers can not withstand the current total harmonic distortion of their current loads. The appropriate K factor for studied transformer should be 4; this allows transformers support the current total harmonic distortion of their respective loads.
Evaluation of Black Carbon Estimations in Global Aerosol Models
Energy Technology Data Exchange (ETDEWEB)
Koch, D.; Schulz, M.; Kinne, Stefan; McNaughton, C. S.; Spackman, J. R.; Balkanski, Y.; Bauer, S.; Berntsen, T.; Bond, Tami C.; Boucher, Olivier; Chin, M.; Clarke, A. D.; De Luca, N.; Dentener, F.; Diehl, T.; Dubovik, O.; Easter, Richard C.; Fahey, D. W.; Feichter, J.; Fillmore, D.; Freitag, S.; Ghan, Steven J.; Ginoux, P.; Gong, S.; Horowitz, L.; Iversen, T.; Kirkevag, A.; Klimont, Z.; Kondo, Yutaka; Krol, M.; Liu, Xiaohong; Miller, R.; Montanaro, V.; Moteki, N.; Myhre, G.; Penner, J.; Perlwitz, Ja; Pitari, G.; Reddy, S.; Sahu, L.; Sakamoto, H.; Schuster, G.; Schwarz, J. P.; Seland, O.; Stier, P.; Takegawa, Nobuyuki; Takemura, T.; Textor, C.; van Aardenne, John; Zhao, Y.
2009-11-27
We evaluate black carbon (BC) model predictions from the AeroCom model intercomparison project by considering the diversity among year 2000 model simulations and comparing model predictions with available measurements. These model-measurement intercomparisons include BC surface and aircraft concentrations, aerosol absorption optical depth (AAOD) from AERONET and OMI retrievals and BC column estimations based on AERONET. In regions other than Asia, most models are biased high compared to surface concentration measurements. However compared with (column) AAOD or BC burden retreivals, the models are generally biased low. The average ratio of model to retrieved AAOD is less than 0.7 in South American and 0.6 in African biomass burning regions; both of these regions lack surface concentration measurements. In Asia the average model to observed ratio is 0.6 for AAOD and 0.5 for BC surface concentrations. Compared with aircraft measurements over the Americas at latitudes between 0 and 50N, the average model is a factor of 10 larger than observed, and most models exceed the measured BC standard deviation in the mid to upper troposphere. At higher latitudes the average model to aircraft BC is 0.6 and underestimate the observed BC loading in the lower and middle troposphere associated with springtime Arctic haze. Low model bias for AAOD but overestimation of surface and upper atmospheric BC concentrations at lower latitudes suggests that most models are underestimating BC absorption and should improve estimates for refractive index, particle size, and optical effects of BC coating. Retrieval uncertainties and/or differences with model diagnostic treatment may also contribute to the model-measurement disparity. Largest AeroCom model diversity occurred in northern Eurasia and the remote Arctic, regions influenced by anthropogenic sources. Changing emissions, aging, removal, or optical properties within a single model generated a smaller change in model predictions than the
Evaluation of black carbon estimations in global aerosol models
Directory of Open Access Journals (Sweden)
D. Koch
2009-07-01
Full Text Available We evaluate black carbon (BC model predictions from the AeroCom model intercomparison project by considering the diversity among year 2000 model simulations and comparing model predictions with available measurements. These model-measurement intercomparisons include BC surface and aircraft concentrations, aerosol absorption optical depth (AAOD from AERONET and Ozone Monitoring Instrument (OMI retrievals and BC column estimations based on AERONET. In regions other than Asia, most models are biased high compared to surface concentration measurements. However compared with (column AAOD or BC burden retreivals, the models are generally biased low. The average ratio of model to retrieved AAOD is less than 0.7 in South American and 0.6 in African biomass burning regions; both of these regions lack surface concentration measurements. In Asia the average model to observed ratio is 0.6 for AAOD and 0.5 for BC surface concentrations. Compared with aircraft measurements over the Americas at latitudes between 0 and 50 N, the average model is a factor of 10 larger than observed, and most models exceed the measured BC standard deviation in the mid to upper troposphere. At higher latitudes the average model to aircraft BC is 0.6 and underestimates the observed BC loading in the lower and middle troposphere associated with springtime Arctic haze. Low model bias for AAOD but overestimation of surface and upper atmospheric BC concentrations at lower latitudes suggests that most models are underestimating BC absorption and should improve estimates for refractive index, particle size, and optical effects of BC coating. Retrieval uncertainties and/or differences with model diagnostic treatment may also contribute to the model-measurement disparity. Largest AeroCom model diversity occurred in northern Eurasia and the remote Arctic, regions influenced by anthropogenic sources. Changing emissions, aging, removal, or optical properties within a single model generated a
Singularity of Some Software Reliability Models and Parameter Estimation Method
Institute of Scientific and Technical Information of China (English)
无
2000-01-01
According to the principle, “The failure data is the basis of software reliability analysis”, we built a software reliability expert system (SRES) by adopting the artificial intelligence technology. By reasoning out the conclusion from the fitting results of failure data of a software project, the SRES can recommend users “the most suitable model” as a software reliability measurement model. We believe that the SRES can overcome the inconsistency in applications of software reliability models well. We report investigation results of singularity and parameter estimation methods of experimental models in SRES.
Hidden Markov Modeling for Weigh-In-Motion Estimation
Energy Technology Data Exchange (ETDEWEB)
Abercrombie, Robert K [ORNL; Ferragut, Erik M [ORNL; Boone, Shane [ORNL
2012-01-01
This paper describes a hidden Markov model to assist in the weight measurement error that arises from complex vehicle oscillations of a system of discrete masses. Present reduction of oscillations is by a smooth, flat, level approach and constant, slow speed in a straight line. The model uses this inherent variability to assist in determining the true total weight and individual axle weights of a vehicle. The weight distribution dynamics of a generic moving vehicle were simulated. The model estimation converged to within 1% of the true mass for simulated data. The computational demands of this method, while much greater than simple averages, took only seconds to run on a desktop computer.
Royle, J. Andrew; Chandler, Richard B.; Gazenski, Kimberly D.; Graves, Tabitha A.
2013-01-01
Population size and landscape connectivity are key determinants of population viability, yet no methods exist for simultaneously estimating density and connectivity parameters. Recently developed spatial capture–recapture (SCR) models provide a framework for estimating density of animal populations but thus far have not been used to study connectivity. Rather, all applications of SCR models have used encounter probability models based on the Euclidean distance between traps and animal activity centers, which implies that home ranges are stationary, symmetric, and unaffected by landscape structure. In this paper we devise encounter probability models based on “ecological distance,” i.e., the least-cost path between traps and activity centers, which is a function of both Euclidean distance and animal movement behavior in resistant landscapes. We integrate least-cost path models into a likelihood-based estimation scheme for spatial capture–recapture models in order to estimate population density and parameters of the least-cost encounter probability model. Therefore, it is possible to make explicit inferences about animal density, distribution, and landscape connectivity as it relates to animal movement from standard capture–recapture data. Furthermore, a simulation study demonstrated that ignoring landscape connectivity can result in negatively biased density estimators under the naive SCR model.
Directory of Open Access Journals (Sweden)
A. Fraser
2013-06-01
Full Text Available We use an ensemble Kalman filter (EnKF, together with the GEOS-Chem chemistry transport model, to estimate regional monthly methane (CH4 fluxes for the period June 2009–December 2010 using proxy dry-air column-averaged mole fractions of methane (XCH4 from GOSAT (Greenhouse gases Observing SATellite and/or NOAA ESRL (Earth System Research Laboratory and CSIRO GASLAB (Global Atmospheric Sampling Laboratory CH4 surface mole fraction measurements. Global posterior estimates using GOSAT and/or surface measurements are between 510–516 Tg yr−1, which is less than, though within the uncertainty of, the prior global flux of 529 ± 25 Tg yr−1. We find larger differences between regional prior and posterior fluxes, with the largest changes in monthly emissions (75 Tg yr−1 occurring in Temperate Eurasia. In non-boreal regions the error reductions for inversions using the GOSAT data are at least three times larger (up to 45% than if only surface data are assimilated, a reflection of the greater spatial coverage of GOSAT, with the two exceptions of latitudes >60° associated with a data filter and over Europe where the surface network adequately describes fluxes on our model spatial and temporal grid. We use CarbonTracker and GEOS-Chem XCO2 model output to investigate model error on quantifying proxy GOSAT XCH4 (involving model XCO2 and inferring methane flux estimates from surface mole fraction data and show similar resulting fluxes, with differences reflecting initial differences in the proxy value. Using a series of observing system simulation experiments (OSSEs we characterize the posterior flux error introduced by non-uniform atmospheric sampling by GOSAT. We show that clear-sky measurements can theoretically reproduce fluxes within 10% of true values, with the exception of tropical regions where, due to a large seasonal cycle in the number of measurements because of clouds and aerosols, fluxes are within 15% of true fluxes. We evaluate our
Sensorless position estimator applied to nonlinear IPMC model
Bernat, Jakub; Kolota, Jakub
2016-11-01
This paper addresses the issue of estimating position for an ionic polymer metal composite (IPMC) known as electro active polymer (EAP). The key step is the construction of a sensorless mode considering only current feedback. This work takes into account nonlinearities caused by electrochemical effects in the material. Owing to the recent observer design technique, the authors obtained both Lyapunov function based estimation law as well as sliding mode observer. To accomplish the observer design, the IPMC model was identified through a series of experiments. The research comprises time domain measurements. The identification process was completed by means of geometric scaling of three test samples. In the proposed design, the estimated position accurately tracks the polymer position, which is illustrated by the experiments.
Model Year 2016 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2015-11-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles. The vehicles listed have been divided into three classes of cars, three classes of light duty trucks, and three classes of special purpose vehicles.
Model Year 2005 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2004-11-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles. The vehicles listed have been divided into three classes of cars, three classes of light duty trucks, and three classes of special purpose vehicles.
Nonparametric Estimation of Distributions in Random Effects Models
Hart, Jeffrey D.
2011-01-01
We propose using minimum distance to obtain nonparametric estimates of the distributions of components in random effects models. A main setting considered is equivalent to having a large number of small datasets whose locations, and perhaps scales, vary randomly, but which otherwise have a common distribution. Interest focuses on estimating the distribution that is common to all datasets, knowledge of which is crucial in multiple testing problems where a location/scale invariant test is applied to every small dataset. A detailed algorithm for computing minimum distance estimates is proposed, and the usefulness of our methodology is illustrated by a simulation study and an analysis of microarray data. Supplemental materials for the article, including R-code and a dataset, are available online. © 2011 American Statistical Association.
Model Year 2008 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2007-10-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles. The vehicles listed have been divided into three classes of cars, three classes of light duty trucks, and three classes of special purpose vehicles.
Model Year 2009 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2008-10-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles. The vehicles listed have been divided into three classes of cars, three classes of light duty trucks, and three classes of special purpose vehicles.
Model Year 2007 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2007-10-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles. The vehicles listed have been divided into three classes of cars, three classes of light duty trucks, and three classes of special purpose vehicles.
Model Year 2006 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2005-11-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles. The vehicles listed have been divided into three classes of cars, three classes of light duty trucks, and three classes of special purpose vehicles.
Model Year 2015 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2014-12-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles. The vehicles listed have been divided into three classes of cars, three classes of light duty trucks, and three classes of special purpose vehicles.
Model Year 2010 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2009-10-14
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles. The vehicles listed have been divided into three classes of cars, three classes of light duty trucks, and three classes of special purpose vehicles.
Model Year 2014 Fuel Economy Guide: EPA Fuel Economy Estimates
Energy Technology Data Exchange (ETDEWEB)
None
2013-12-01
The Fuel Economy Guide is published by the U.S. Department of Energy as an aid to consumers considering the purchase of a new vehicle. The Guide lists estimates of miles per gallon (mpg) for each vehicle available for the new model year. These estimates are provided by the U.S. Environmental Protection Agency in compliance with Federal Law. By using this Guide, consumers can estimate the average yearly fuel cost for any vehicle. The Guide is intended to help consumers compare the fuel economy of similarly sized cars, light duty trucks and special purpose vehicles. The vehicles listed have been divided into three classes of cars, three classes of light duty trucks, and three classes of special purpose vehicles.
Modeling of Closed-Die Forging for Estimating Forging Load
Sheth, Debashish; Das, Santanu; Chatterjee, Avik; Bhattacharya, Anirban
2017-02-01
Closed die forging is one common metal forming process used for making a range of products. Enough load is to exert on the billet for deforming the material. This forging load is dependent on work material property and frictional characteristics of the work material with the punch and die. Several researchers worked on estimation of forging load for specific products under different process variables. Experimental data on deformation resistance and friction were used to calculate the load. In this work, theoretical estimation of forging load is made to compare this value with that obtained through LS-DYNA model facilitating the finite element analysis. Theoretical work uses slab method to assess forging load for an axi-symmetric upsetting job made of lead. Theoretical forging load estimate shows slightly higher value than the experimental one; however, simulation shows quite close matching with experimental forging load, indicating possibility of wide use of this simulation software.
Parameter and uncertainty estimation for mechanistic, spatially explicit epidemiological models
Finger, Flavio; Schaefli, Bettina; Bertuzzo, Enrico; Mari, Lorenzo; Rinaldo, Andrea
2014-05-01
Epidemiological models can be a crucially important tool for decision-making during disease outbreaks. The range of possible applications spans from real-time forecasting and allocation of health-care resources to testing alternative intervention mechanisms such as vaccines, antibiotics or the improvement of sanitary conditions. Our spatially explicit, mechanistic models for cholera epidemics have been successfully applied to several epidemics including, the one that struck Haiti in late 2010 and is still ongoing. Calibration and parameter estimation of such models represents a major challenge because of properties unusual in traditional geoscientific domains such as hydrology. Firstly, the epidemiological data available might be subject to high uncertainties due to error-prone diagnosis as well as manual (and possibly incomplete) data collection. Secondly, long-term time-series of epidemiological data are often unavailable. Finally, the spatially explicit character of the models requires the comparison of several time-series of model outputs with their real-world counterparts, which calls for an appropriate weighting scheme. It follows that the usual assumption of a homoscedastic Gaussian error distribution, used in combination with classical calibration techniques based on Markov chain Monte Carlo algorithms, is likely to be violated, whereas the construction of an appropriate formal likelihood function seems close to impossible. Alternative calibration methods, which allow for accurate estimation of total model uncertainty, particularly regarding the envisaged use of the models for decision-making, are thus needed. Here we present the most recent developments regarding methods for parameter and uncertainty estimation to be used with our mechanistic, spatially explicit models for cholera epidemics, based on informal measures of goodness of fit.
Beatrix Jones; Gary D. Grossman; Daniel C.I. Walsh; Brady A. Porter; John C. Avise; Anthony C. Flumera
2007-01-01
Understanding how variation in reproductive success is related to demography is a critical component in understanding the life history of an organism. Parentage analysis using molecular markers can be used to estimate the reproductive success of different groups of individuals in natural populations. Previous models have been developed for cases where offspring are...
Estimation of Effectivty Connectivity via Data-Driven Neural Modeling
Directory of Open Access Journals (Sweden)
Dean Robert Freestone
2014-11-01
Full Text Available This research introduces a new method for functional brain imaging via a process of model inversion. By estimating parameters of a computational model, we are able to track effective connectivity and mean membrane potential dynamics that cannot be directly measured using electrophysiological measurements alone. The ability to track the hidden aspects of neurophysiology will have a profound impact on the way we understand and treat epilepsy. For example, under the assumption the model captures the key features of the cortical circuits of interest, the framework will provide insights into seizure initiation and termination on a patient-specific basis. It will enable investigation into the effect a particular drug has on specific neural populations and connectivity structures using minimally invasive measurements. The method is based on approximating brain networks using an interconnected neural population model. The neural population model is based on a neural mass model that describes the functional activity of the brain, capturing the mesoscopic biophysics and anatomical structure. The model is made subject-specific by estimating the strength of intra-cortical connections within a region and inter-cortical connections between regions using a novel Kalman filtering method. We demonstrate through simulation how the framework can be used the track the mechanisms involved in seizure initiation and termination.
Spatially random models, estimation theory, and robot arm dynamics
Rodriguez, G.
1987-01-01
Spatially random models provide an alternative to the more traditional deterministic models used to describe robot arm dynamics. These alternative models can be used to establish a relationship between the methodologies of estimation theory and robot dynamics. A new class of algorithms for many of the fundamental robotics problems of inverse and forward dynamics, inverse kinematics, etc. can be developed that use computations typical in estimation theory. The algorithms make extensive use of the difference equations of Kalman filtering and Bryson-Frazier smoothing to conduct spatial recursions. The spatially random models are very easy to describe and are based on the assumption that all of the inertial (D'Alembert) forces in the system are represented by a spatially distributed white-noise model. The models can also be used to generate numerically the composite multibody system inertia matrix. This is done without resorting to the more common methods of deterministic modeling involving Lagrangian dynamics, Newton-Euler equations, etc. These methods make substantial use of human knowledge in derivation and minipulation of equations of motion for complex mechanical systems.
Towers, Sherry; Brauer, Fred; Castillo-Chavez, Carlos; Falconar, Andrew K I; Mubayi, Anuj; Romero-Vivas, Claudia M E
2016-12-01
In 2015, the Zika arbovirus (ZIKV) began circulating in the Americas, rapidly expanding its global geographic range in explosive outbreaks. Unusual among mosquito-borne diseases, ZIKV has been shown to also be sexually transmitted, although sustained autochthonous transmission due to sexual transmission alone has not been observed, indicating the reproduction number (R0) for sexual transmission alone is less than 1. Critical to the assessment of outbreak risk, estimation of the potential attack rates, and assessment of control measures, are estimates of the basic reproduction number, R0. We estimated the R0 of the 2015 ZIKV outbreak in Barranquilla, Colombia, through an analysis of the exponential rise in clinically identified ZIKV cases (n=359 to the end of November, 2015). The rate of exponential rise in cases was ρ=0.076days(-1), with 95% CI [0.066,0.087] days(-1). We used a vector-borne disease model with additional direct transmission to estimate the R0; assuming the R0 of sexual transmission alone is less than 1, we estimated the total R0=3.8 [2.4,5.6], and that the fraction of cases due to sexual transmission was 0.23 [0.01,0.47] with 95% confidence. This is among the first estimates of R0 for a ZIKV outbreak in the Americas, and also among the first quantifications of the relative impact of sexual transmission. Copyright © 2016 The Authors. Published by Elsevier B.V. All rights reserved.
X-ray spectrum estimation from transmission measurements by an exponential of a polynomial model
Perkhounkov, Boris; Stec, Jessika; Sidky, Emil Y.; Pan, Xiaochuan
2016-04-01
There has been much recent research effort directed toward spectral computed tomography (CT). An important step in realizing spectral CT is determining the spectral response of the scanning system so that the relation between material thicknesses and X-ray transmission intensity is known. We propose a few parameter spectrum model that can accurately model the X-ray transmission curves and has a form which is amenable to simultaneous spectral CT image reconstruction and CT system spectrum calibration. While the goal is to eventually realize the simultaneous image reconstruction/spectrum estimation algorithm, in this work we investigate the effectiveness of the model on spectrum estimation from simulated transmission measurements through known thicknesses of known materials. The simulated transmission measurements employ a typical X-ray spectrum used for CT and contain noise due to the randomness in detecting finite numbers of photons. The proposed model writes the X-ray spectrum as the exponential of a polynomial (EP) expansion. The model parameters are obtained by use of a standard software implementation of the Nelder-Mead simplex algorithm. The performance of the model is measured by the relative error between the predicted and simulated transmission curves. The estimated spectrum is also compared with the model X-ray spectrum. For reference, we also employ a polynomial (P) spectrum model and show performance relative to the proposed EP model.
Forward models and state estimation in compensatory eye movements
Directory of Open Access Journals (Sweden)
Maarten A Frens
2009-11-01
Full Text Available The compensatory eye movement system maintains a stable retinal image, integrating information from different sensory modalities to compensate for head movements. Inspired by recent models of physiology of limb movements, we suggest that compensatory eye movements (CEM can be modeled as a control system with three essential building blocks: a forward model that predicts the effects of motor commands; a state estimator that integrates sensory feedback into this prediction; and, a feedback controller that translates a state estimate into motor commands. We propose a specific mapping of nuclei within the CEM system onto these control functions. Specifically, we suggest that the Flocculus is responsible for generating the forward model prediction and that the Vestibular Nuclei integrate sensory feedback to generate an estimate of current state. Finally, the brainstem motor nuclei – in the case of horizontal compensation this means the Abducens Nucleus and the Nucleus Prepositus Hypoglossi – implement a feedback controller, translating state into motor commands. While these efforts to understand the physiological control system as a feedback control system are in their infancy, there is the intriguing possibility that compensatory eye movements and targeted voluntary movements use the same cerebellar circuitry in fundamentally different ways.
Urban scale air quality modelling using detailed traffic emissions estimates
Borrego, C.; Amorim, J. H.; Tchepel, O.; Dias, D.; Rafael, S.; Sá, E.; Pimentel, C.; Fontes, T.; Fernandes, P.; Pereira, S. R.; Bandeira, J. M.; Coelho, M. C.
2016-04-01
The atmospheric dispersion of NOx and PM10 was simulated with a second generation Gaussian model over a medium-size south-European city. Microscopic traffic models calibrated with GPS data were used to derive typical driving cycles for each road link, while instantaneous emissions were estimated applying a combined Vehicle Specific Power/Co-operative Programme for Monitoring and Evaluation of the Long-range Transmission of Air Pollutants in Europe (VSP/EMEP) methodology. Site-specific background concentrations were estimated using time series analysis and a low-pass filter applied to local observations. Air quality modelling results are compared against measurements at two locations for a 1 week period. 78% of the results are within a factor of two of the observations for 1-h average concentrations, increasing to 94% for daily averages. Correlation significantly improves when background is added, with an average of 0.89 for the 24 h record. The results highlight the potential of detailed traffic and instantaneous exhaust emissions estimates, together with filtered urban background, to provide accurate input data to Gaussian models applied at the urban scale.
Time-to-Compromise Model for Cyber Risk Reduction Estimation
Energy Technology Data Exchange (ETDEWEB)
Miles A. McQueen; Wayne F. Boyer; Mark A. Flynn; George A. Beitel
2005-09-01
We propose a new model for estimating the time to compromise a system component that is visible to an attacker. The model provides an estimate of the expected value of the time-to-compromise as a function of known and visible vulnerabilities, and attacker skill level. The time-to-compromise random process model is a composite of three subprocesses associated with attacker actions aimed at the exploitation of vulnerabilities. In a case study, the model was used to aid in a risk reduction estimate between a baseline Supervisory Control and Data Acquisition (SCADA) system and the baseline system enhanced through a specific set of control system security remedial actions. For our case study, the total number of system vulnerabilities was reduced by 86% but the dominant attack path was through a component where the number of vulnerabilities was reduced by only 42% and the time-to-compromise of that component was increased by only 13% to 30% depending on attacker skill level.
Yield loss prediction models based on early estimation of weed pressure
DEFF Research Database (Denmark)
Asif, Ali; Streibig, Jens Carl; Andreasen, Christian
2013-01-01
Weed control thresholds have been used to reduce costs and avoid unacceptable yield loss. Estimation of weed infestation has often been based on counts of weed plants per unit area or measurement of their relative leaf area index. Various linear, hyperbolic, and sigmoidal regression models have...... been proposed to predict yield loss, relative to yield in weed free environment from early measurements of weed infestation. The models are integrated in some weed management advisory systems. Generally, the recommendations from the advisory systems are applied to the whole field, but weed control...... time of weeds relative to crop. The aim of the review is to analyze various approaches to estimate infestation of weeds and the literature about yield loss prediction for multispecies. We discuss limitations of regression models and possible modifications to include the influential factors related...
Estimation of Model and Parameter Uncertainty For A Distributed Rainfall-runoff Model
Engeland, K.
The distributed rainfall-runoff model Ecomag is applied as a regional model for nine catchments in the NOPEX area in Sweden. Ecomag calculates streamflow on a daily time resolution. The posterior distribution of the model parameters is conditioned on the observed streamflow in all nine catchments, and calculated using Bayesian statistics. The distribution is estimated by Markov chain Monte Carlo (MCMC). The Bayesian method requires a definition of the likelihood of the parameters. Two alter- native formulations are used. The first formulation is a subjectively chosen objective function describing the goodness of fit between the simulated and observed streamflow as it is used in the GLUE framework. The second formulation is to use a more statis- tically correct likelihood function that describes the simulation errors. The simulation error is defined as the difference between log-transformed observed and simulated streamflows. A statistical model for the simulation errors is constructed. Some param- eters are dependent on the catchment, while others depend on climate. The statistical and the hydrological parameters are estimated simultaneously. Confidence intervals, due to the uncertainty of the Ecomag parameters, for the simulated streamflow are compared for the two likelihood functions. Confidence intervals based on the statis- tical model for the simulation errors are also calculated. The results indicate that the parameter uncertainty depends on the formulation of the likelihood function. The sub- jectively chosen likelihood function gives relatively wide confidence intervals whereas the 'statistical' likelihood function gives more narrow confidence intervals. The statis- tical model for the simulation errors indicates that the structural errors of the model are as least as important as the parameter uncertainty.
The Variance of Energy Estimates for the Product Model
Directory of Open Access Journals (Sweden)
David Smallwood
2003-01-01
, is the product of a slowly varying random window, {w(t}, and a stationary random process, {g(t}, is defined. A single realization of the process will be defined as x(t. This is slightly different from the usual definition of the product model where the window is typically defined as deterministic. An estimate of the energy (the zero order temporal moment, only in special cases is this physical energy of the random process, {x(t}, is defined as m0=∫∞∞|x(t|2dt=∫−∞∞|w(tg(t|2dt Relationships for the mean and variance of the energy estimates, m0, are then developed. It is shown that for many cases the uncertainty (4π times the product of rms duration, Dt, and rms bandwidth, Df is approximately the inverse of the normalized variance of the energy. The uncertainty is a quantitative measure of the expected error in the energy estimate. If a transient has a significant random component, a small uncertainty parameter implies large error in the energy estimate. Attempts to resolve a time/frequency spectrum near the uncertainty limits of a transient with a significant random component will result in large errors in the spectral estimates.
Slade, Jeffrey W.; Adams, Jean V.; Cuddy, Douglas W.; Neave, Fraser B.; Sullivan, W. Paul; Young, Robert J.; Fodale, Michael F.; Jones, Michael L.
2003-01-01
We developed two weight-length models from 231 populations of larval sea lampreys (Petromyzon marinus) collected from tributaries of the Great Lakes: Lake Ontario (21), Lake Erie (6), Lake Huron (67), Lake Michigan (76), and Lake Superior (61). Both models were mixed models, which used population as a random effect and additional environmental factors as fixed effects. We resampled weights and lengths 1,000 times from data collected in each of 14 other populations not used to develop the models, obtaining a weight and length distribution from reach resampling. To test model performance, we applied the two weight-length models to the resampled length distributions and calculated the predicted mean weights. We also calculated the observed mean weight for each resampling and for each of the original 14 data sets. When the average of predicted means was compared to means from the original data in each stream, inclusion of environmental factors did not consistently improve the performance of the weight-length model. We estimated the variance associated with measures of abundance and mean weight for each of the 14 selected populations and determined that a conservative estimate of the proportional contribution to variance associated with estimating abundance accounted for 32% to 95% of the variance (mean = 66%). Variability in the biomass estimate appears more affected by variability in estimating abundance than in converting length to weight. Hence, efforts to improve the precision of biomass estimates would be aided most by reducing the variability associated with estimating abundance.
Functional response models to estimate feeding rates of wading birds
Collazo, J.A.; Gilliam, J.F.; Miranda-Castro, L.
2010-01-01
Forager (predator) abundance may mediate feeding rates in wading birds. Yet, when modeled, feeding rates are typically derived from the purely prey-dependent Holling Type II (HoII) functional response model. Estimates of feeding rates are necessary to evaluate wading bird foraging strategies and their role in food webs; thus, models that incorporate predator dependence warrant consideration. Here, data collected in a mangrove swamp in Puerto Rico in 1994 were reanalyzed, reporting feeding rates for mixed-species flocks after comparing fits of the HoII model, as used in the original work, to the Beddington-DeAngelis (BD) and Crowley-Martin (CM) predator-dependent models. Model CM received most support (AIC c wi = 0.44), but models BD and HoII were plausible alternatives (AIC c ??? 2). Results suggested that feeding rates were constrained by predator abundance. Reductions in rates were attributed to interference, which was consistent with the independently observed increase in aggression as flock size increased (P rates. However, inferences derived from the HoII model, as used in the original work, were sound. While Holling's Type II and other purely prey-dependent models have fostered advances in wading bird foraging ecology, evaluating models that incorporate predator dependence could lead to a more adequate description of data and processes of interest. The mechanistic bases used to derive models used here lead to biologically interpretable results and advance understanding of wading bird foraging ecology.
Neural Net Gains Estimation Based on an Equivalent Model
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Karen Alicia Aguilar Cruz
2016-01-01
Full Text Available A model of an Equivalent Artificial Neural Net (EANN describes the gains set, viewed as parameters in a layer, and this consideration is a reproducible process, applicable to a neuron in a neural net (NN. The EANN helps to estimate the NN gains or parameters, so we propose two methods to determine them. The first considers a fuzzy inference combined with the traditional Kalman filter, obtaining the equivalent model and estimating in a fuzzy sense the gains matrix A and the proper gain K into the traditional filter identification. The second develops a direct estimation in state space, describing an EANN using the expected value and the recursive description of the gains estimation. Finally, a comparison of both descriptions is performed; highlighting the analytical method describes the neural net coefficients in a direct form, whereas the other technique requires selecting into the Knowledge Base (KB the factors based on the functional error and the reference signal built with the past information of the system.
Neural Net Gains Estimation Based on an Equivalent Model
Aguilar Cruz, Karen Alicia; Medel Juárez, José de Jesús; Fernández Muñoz, José Luis; Esmeralda Vigueras Velázquez, Midory
2016-01-01
A model of an Equivalent Artificial Neural Net (EANN) describes the gains set, viewed as parameters in a layer, and this consideration is a reproducible process, applicable to a neuron in a neural net (NN). The EANN helps to estimate the NN gains or parameters, so we propose two methods to determine them. The first considers a fuzzy inference combined with the traditional Kalman filter, obtaining the equivalent model and estimating in a fuzzy sense the gains matrix A and the proper gain K into the traditional filter identification. The second develops a direct estimation in state space, describing an EANN using the expected value and the recursive description of the gains estimation. Finally, a comparison of both descriptions is performed; highlighting the analytical method describes the neural net coefficients in a direct form, whereas the other technique requires selecting into the Knowledge Base (KB) the factors based on the functional error and the reference signal built with the past information of the system. PMID:27366146
Estimation of the combustion-related noise transfer matrix of a multi-cylinder diesel engine
Lee, Moohyung; Bolton, J. Stuart; Suh, Sanghoon
2009-01-01
In the present paper, a procedure for estimating an engine-platform-dependent transfer matrix that relates in-cylinder pressures to radiated noise resulting from processes associated with the combustion process is described. A knowledge of that transfer matrix allows the combustion-related component of the noise radiated by a diesel engine to be estimated from a knowledge of cylinder pressure signals. The procedure makes use of multi-input/multi-output (MIMO) system modeling concepts in conjunction with cross-spectral measurements. To date, the empirical prediction of diesel engine combustion noise has usually been achieved by combining a cylinder pressure with a single, smooth structural attenuation function (e.g., the Lucas combustion noise meter) regardless of the specifications of the engine. In comparison, the procedure described in the present work provides the structural attenuation characteristics of a particular engine in the form of a transfer matrix, thus allowing accurate prediction by accounting fully for inter-cylinder correlation, cylinder-to-cylinder variation and the detailed characteristics of an engine structure. The procedure was applied to a six-cylinder diesel engine, and the various aspects of the new procedure are described.
Jacob Strunk; Hailemariam Temesgen; Hans-Erik Andersen; James P. Flewelling; Lisa Madsen
2012-01-01
Using lidar in an area-based model-assisted approach to forest inventory has the potential to increase estimation precision for some forest inventory variables. This study documents the bias and precision of a model-assisted (regression estimation) approach to forest inventory with lidar-derived auxiliary variables relative to lidar pulse density and the number of...
Macroeconomic Forecasts in Models with Bayesian Averaging of Classical Estimates
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Piotr Białowolski
2012-03-01
Full Text Available The aim of this paper is to construct a forecasting model oriented on predicting basic macroeconomic variables, namely: the GDP growth rate, the unemployment rate, and the consumer price inflation. In order to select the set of the best regressors, Bayesian Averaging of Classical Estimators (BACE is employed. The models are atheoretical (i.e. they do not reflect causal relationships postulated by the macroeconomic theory and the role of regressors is played by business and consumer tendency survey-based indicators. Additionally, survey-based indicators are included with a lag that enables to forecast the variables of interest (GDP, unemployment, and inflation for the four forthcoming quarters without the need to make any additional assumptions concerning the values of predictor variables in the forecast period. Bayesian Averaging of Classical Estimators is a method allowing for full and controlled overview of all econometric models which can be obtained out of a particular set of regressors. In this paper authors describe the method of generating a family of econometric models and the procedure for selection of a final forecasting model. Verification of the procedure is performed by means of out-of-sample forecasts of main economic variables for the quarters of 2011. The accuracy of the forecasts implies that there is still a need to search for new solutions in the atheoretical modelling.
Propagation channel characterization, parameter estimation, and modeling for wireless communications
Yin, Xuefeng
2016-01-01
Thoroughly covering channel characteristics and parameters, this book provides the knowledge needed to design various wireless systems, such as cellular communication systems, RFID and ad hoc wireless communication systems. It gives a detailed introduction to aspects of channels before presenting the novel estimation and modelling techniques which can be used to achieve accurate models. To systematically guide readers through the topic, the book is organised in three distinct parts. The first part covers the fundamentals of the characterization of propagation channels, including the conventional single-input single-output (SISO) propagation channel characterization as well as its extension to multiple-input multiple-output (MIMO) cases. Part two focuses on channel measurements and channel data post-processing. Wideband channel measurements are introduced, including the equipment, technology and advantages and disadvantages of different data acquisition schemes. The channel parameter estimation methods are ...
Modelling, Estimation and Control of Networked Complex Systems
Chiuso, Alessandro; Frasca, Mattia; Rizzo, Alessandro; Schenato, Luca; Zampieri, Sandro
2009-01-01
The paradigm of complexity is pervading both science and engineering, leading to the emergence of novel approaches oriented at the development of a systemic view of the phenomena under study; the definition of powerful tools for modelling, estimation, and control; and the cross-fertilization of different disciplines and approaches. This book is devoted to networked systems which are one of the most promising paradigms of complexity. It is demonstrated that complex, dynamical networks are powerful tools to model, estimate, and control many interesting phenomena, like agent coordination, synchronization, social and economics events, networks of critical infrastructures, resources allocation, information processing, or control over communication networks. Moreover, it is shown how the recent technological advances in wireless communication and decreasing in cost and size of electronic devices are promoting the appearance of large inexpensive interconnected systems, each with computational, sensing and mobile cap...
Robust Bayesian Regularized Estimation Based on t Regression Model
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Zean Li
2015-01-01
Full Text Available The t distribution is a useful extension of the normal distribution, which can be used for statistical modeling of data sets with heavy tails, and provides robust estimation. In this paper, in view of the advantages of Bayesian analysis, we propose a new robust coefficient estimation and variable selection method based on Bayesian adaptive Lasso t regression. A Gibbs sampler is developed based on the Bayesian hierarchical model framework, where we treat the t distribution as a mixture of normal and gamma distributions and put different penalization parameters for different regression coefficients. We also consider the Bayesian t regression with adaptive group Lasso and obtain the Gibbs sampler from the posterior distributions. Both simulation studies and real data example show that our method performs well compared with other existing methods when the error distribution has heavy tails and/or outliers.
Parameter Estimation of Photovoltaic Models via Cuckoo Search
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Jieming Ma
2013-01-01
Full Text Available Since conventional methods are incapable of estimating the parameters of Photovoltaic (PV models with high accuracy, bioinspired algorithms have attracted significant attention in the last decade. Cuckoo Search (CS is invented based on the inspiration of brood parasitic behavior of some cuckoo species in combination with the Lévy flight behavior. In this paper, a CS-based parameter estimation method is proposed to extract the parameters of single-diode models for commercial PV generators. Simulation results and experimental data show that the CS algorithm is capable of obtaining all the parameters with extremely high accuracy, depicted by a low Root-Mean-Squared-Error (RMSE value. The proposed method outperforms other algorithms applied in this study.
Institute of Scientific and Technical Information of China (English)
巢迎妍; 张辉; 张晓菲
2012-01-01
Objective To construct the PBPK/PD models for aldicarb in rats and humans to help understandits disposition in both species in order to use the models for risk assessment purposes due to aldicarb exposure. MethodsThe PBPK/PD models were constructed using the ERDEM ( Exposure-related dose estimating model ) platform. Themodel structures for both species included a full gastrointestinal compartment, liver metabolism, urinary excretion, fecalelimination,and bimolecular acetylcholinesterase ( AChE ) inhibition by aldicarb and its two oxidized metabolites, aldi-carb sulfoxide and aldicarb sulfone. Experimentally reported values or estimation of physiological, biochemical, and physicochemical parameters were obtained from the open literature or optimized by fitting to the experimental data. Results The rat model simulation of oral exposure of 0. 4 mg/kg aldicarb indicated that aldicarb had an overall half-life of 1. 35 h,and 96. 6% of the dose was excreted in urine compared to the measured 91. 6% at 144 h after oral exposure. AChE activity in blood was inhibited to 31 % of the control level at 0. 35 h in the rat model compared to the measured 42. 5% at 0. 5 h after oral exposure of 0. 33 mg/kg aldicarb. In the human model,the simulation showed that the minimum blood AChE activity was 76. 9% at 1 h compared to the measured 75. 3% after a 0. 05 mg/kg dose of aldicarb. Conclusion The ERDEM model simulations for both species were consistent with the experimental data. Therefore, the models constructed in the ERDEM platform may be helpful in evaluating human health risk due to aldicarb exposure.%目的 为构建涕灭威在大鼠和人的生理药代动力学/药效学(PBPK/PD)模型,以进一步了解涕灭威在两物种体内的转化过程,从而用于其风险评估.方法 采用暴露相关的剂量估算模型(Exposure-related dose estimating model,ERDEM)的构建平台进行模型构建.两个物种的模型结构均包括完整的胃肠道、肝脏代谢、尿排泄
Energy Technology Data Exchange (ETDEWEB)
Reynolds, A.C.; Li, R.; Oliver, D.S. [Tulsa Univ., Tulsa, OK (United States)
2001-06-01
A study was conducted in petroleum engineering to determine the feasibility of estimating absolute permeability fields and parameters that define relative permeability functions by automatic history matching of production data obtained under multiphase flow conditions. A prior model is used to assume irreducible water saturation, critical gas saturation and residual oil saturations. The three-phase oil relative permeability curve was calculated from the two sets of two-phase curves using Stone's Model II. The study considered data regarding pressure, gas-oil-ratio or water-oil ratio. It was concluded that when the parameters that characterize the relative permeability functions of a reservoir are known, then it is possible to estimate the relative permeability curves and log-permeability fields by history matching production data derived under three-phase flow conditions. 30 refs., 5 tabs., 14 figs.
Estimation of the parameters of ETAS models by Simulated Annealing
Lombardi, Anna Maria
2015-01-01
This paper proposes a new algorithm to estimate the maximum likelihood parameters of an Epidemic Type Aftershock Sequences (ETAS) model. It is based on Simulated Annealing, a versatile method that solves problems of global optimization and ensures convergence to a global optimum. The procedure is tested on both simulated and real catalogs. The main conclusion is that the method performs poorly as the size of the catalog decreases because the effect of the correlation of the ETAS parameters is...
Models of Labour Services and Estimates of Total Factor Productivity
Robert Dixon; David Shepherd
2007-01-01
This paper examines the manner in which labour services are modelled in the aggregate production function, concentrating on the relationship between numbers employed and average hours worked. It argues that numbers employed and hours worked are not perfect substitutes and that conventional estimates of total factor productivity which, by using total hours worked as the measure of labour services, assume they are perfect substitutes, will be biased when there are marked changes in average hour...
CADLIVE optimizer: web-based parameter estimation for dynamic models
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Inoue Kentaro
2012-08-01
Full Text Available Abstract Computer simulation has been an important technique to capture the dynamics of biochemical networks. In most networks, however, few kinetic parameters have been measured in vivo because of experimental complexity. We develop a kinetic parameter estimation system, named the CADLIVE Optimizer, which comprises genetic algorithms-based solvers with a graphical user interface. This optimizer is integrated into the CADLIVE Dynamic Simulator to attain efficient simulation for dynamic models.
Complex source rate estimation for atmospheric transport and dispersion models
Energy Technology Data Exchange (ETDEWEB)
Edwards, L.L.
1993-09-13
The accuracy associated with assessing the environmental consequences of an accidental atmospheric release of radioactivity is highly dependent on our knowledge of the source release rate which is generally poorly known. This paper reports on a technique that integrates the radiological measurements with atmospheric dispersion modeling for more accurate source term estimation. We construct a minimum least squares methodology for solving the inverse problem with no a priori information about the source rate.
Comparison of Parameter Estimation Methods for Transformer Weibull Lifetime Modelling
Institute of Scientific and Technical Information of China (English)
ZHOU Dan; LI Chengrong; WANG Zhongdong
2013-01-01
Two-parameter Weibull distribution is the most widely adopted lifetime model for power transformers.An appropriate parameter estimation method is essential to guarantee the accuracy of a derived Weibull lifetime model.Six popular parameter estimation methods (i.e.the maximum likelihood estimation method,two median rank regression methods including the one regressing X on Y and the other one regressing Y on X,the Kaplan-Meier method,the method based on cumulative hazard plot,and the Li's method) are reviewed and compared in order to find the optimal one that suits transformer's Weibull lifetime modelling.The comparison took several different scenarios into consideration:10 000 sets of lifetime data,each of which had a sampling size of 40 ～ 1 000 and a censoring rate of 90％,were obtained by Monte-Carlo simulations for each scienario.Scale and shape parameters of Weibull distribution estimated by the six methods,as well as their mean value,median value and 90％ confidence band are obtained.The cross comparison of these results reveals that,among the six methods,the maximum likelihood method is the best one,since it could provide the most accurate Weibull parameters,i.e.parameters having the smallest bias in both mean and median values,as well as the shortest length of the 90％ confidence band.The maximum likelihood method is therefore recommended to be used over the other methods in transformer Weibull lifetime modelling.
MATHEMATICAL MODEL FOR ESTIMATION OF MECHANICAL SYSTEM CONDITION IN DYNAMICS
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D. N. Mironov
2011-01-01
Full Text Available The paper considers an estimation of a complicated mechanical system condition in dynamics with due account of material degradation and accumulation of micro-damages. An element of continuous medium has been simulated and described with the help of a discrete element. The paper contains description of a model for determination of mechanical system longevity in accordance with number of cycles and operational period.
Lifted Inference for Relational Continuous Models
Choi, Jaesik; Hill, David J
2012-01-01
Relational Continuous Models (RCMs) represent joint probability densities over attributes of objects, when the attributes have continuous domains. With relational representations, they can model joint probability distributions over large numbers of variables compactly in a natural way. This paper presents a new exact lifted inference algorithm for RCMs, thus it scales up to large models of real world applications. The algorithm applies to Relational Pairwise Models which are (relational) products of potentials of arity 2. Our algorithm is unique in two ways. First, it substantially improves the efficiency of lifted inference with variables of continuous domains. When a relational model has Gaussian potentials, it takes only linear-time compared to cubic time of previous methods. Second, it is the first exact inference algorithm which handles RCMs in a lifted way. The algorithm is illustrated over an example from econometrics. Experimental results show that our algorithm outperforms both a groundlevel inferenc...
A new model for estimating boreal forest fPAR
Majasalmi, Titta; Rautiainen, Miina; Stenberg, Pauline
2014-05-01
Life on Earth is continuously sustained by the extraterrestrial flux of photosynthetically active radiation (PAR, 400-700 nm) from the sun. This flux is converted to biomass by chloroplasts in green vegetation. Thus, the fraction of absorbed PAR (fPAR) is a key parameter used in carbon balance studies, and is listed as one of the Essential Climate Variables (ECV). Temporal courses of fPAR for boreal forests are difficult to measure, because of the complex 3D structures. Thus, they are most often estimated based on models which quantify the dependency of absorbed radiation on canopy structure. In this study, we adapted a physically-based canopy radiation model into a fPAR model, and compared modeled and measured fPAR in structurally different boreal forest stands. The model is based on the spectral invariants theory, and uses leaf area index (LAI), canopy gap fractions and spectra of foliage and understory as input data. The model differs from previously developed more detailed fPAR models in that the complex 3D structure of coniferous forests is described using an aggregated canopy parameter - photon recollision probability p. The strength of the model is that all model inputs are measurable or available through other simple models. First, the model was validated with measurements of instantaneous fPAR obtained with the TRAC instrument in nine Scots pine, Norway spruce and Silver birch stands in a boreal forest in southern Finland. Good agreement was found between modeled and measured fPAR. Next, we applied the model to predict temporal courses of fPAR using data on incoming radiation from a nearby flux tower and sky irradiance models. Application of the model to simulate diurnal and seasonal values of fPAR indicated that the ratio of direct-to-total incident radiation and leaf area index are the key factors behind the magnitude and variation of stand-level fPAR values.
Estimating the Multilevel Rasch Model: With the lme4 Package
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Harold Doran
2007-02-01
Full Text Available Traditional Rasch estimation of the item and student parameters via marginal maximum likelihood, joint maximum likelihood or conditional maximum likelihood, assume individuals in clustered settings are uncorrelated and items within a test that share a grouping structure are also uncorrelated. These assumptions are often violated, particularly in educational testing situations, in which students are grouped into classrooms and many test items share a common grouping structure, such as a content strand or a reading passage. Consequently, one possible approach is to explicitly recognize the clustered nature of the data and directly incorporate random effects to account for the various dependencies. This article demonstrates how the multilevel Rasch model can be estimated using the functions in R for mixed-effects models with crossed or partially crossed random effects. We demonstrate how to model the following hierarchical data structures: a individuals clustered in similar settings (e.g., classrooms, schools, b items nested within a particular group (such as a content strand or a reading passage, and c how to estimate a teacher × content strand interaction.
The MSFC Solar Activity Future Estimation (MSAFE) Model
Suggs, Ron
2017-01-01
The Natural Environments Branch of the Engineering Directorate at Marshall Space Flight Center (MSFC) provides solar cycle forecasts for NASA space flight programs and the aerospace community. These forecasts provide future statistical estimates of sunspot number, solar radio 10.7 cm flux (F10.7), and the geomagnetic planetary index, Ap, for input to various space environment models. For example, many thermosphere density computer models used in spacecraft operations, orbital lifetime analysis, and the planning of future spacecraft missions require as inputs the F10.7 and Ap. The solar forecast is updated each month by executing MSAFE using historical and the latest month's observed solar indices to provide estimates for the balance of the current solar cycle. The forecasted solar indices represent the 13-month smoothed values consisting of a best estimate value stated as a 50 percentile value along with approximate +/- 2 sigma values stated as 95 and 5 percentile statistical values. This presentation will give an overview of the MSAFE model and the forecast for the current solar cycle.
Simple models for estimating dementia severity using machine learning.
Shankle, W R; Mania, S; Dick, M B; Pazzani, M J
1998-01-01
Estimating dementia severity using the Clinical Dementia Rating (CDR) Scale is a two-stage process that currently is costly and impractical in community settings, and at best has an interrater reliability of 80%. Because staging of dementia severity is economically and clinically important, we used Machine Learning (ML) algorithms with an Electronic Medical Record (EMR) to identify simpler models for estimating total CDR scores. Compared to a gold standard, which required 34 attributes to derive total CDR scores, ML algorithms identified models with as few as seven attributes. The classification accuracy varied with the algorithm used with naïve Bayes giving the highest. (76%) The mildly demented severity class was the only one with significantly reduced accuracy (59%). If one groups the severity classes into normal, very mild-to-mildly demented, and moderate-to-severely demented, then classification accuracies are clinically acceptable (85%). These simple models can be used in community settings where it is currently not possible to estimate dementia severity due to time and cost constraints.